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Journal of International Money and Finance

1982 - 2025

Current editor(s): J. R. Lothian

From Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).

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Volume 12, issue 6, 1993

The response of exchange rates to permanent and transitory shocks under floating exchange rates pp. 563-586 Downloads
Martin Evans and James Lothian
Structural change and the macroeconomic effects of oil shocks: empirical evidence from the United States and Japan pp. 587-606 Downloads
Michael Hutchison
A taxonomy of automated trade execution systems pp. 607-631 Downloads
Ian Domowitz
Debt relief schemes and welfare pp. 632-643 Downloads
Aasim M. Husain
The accuracy of reports of foreign exchange intervention pp. 644-653 Downloads
Michael Klein
Parameter instability in aggregate US import demand functions pp. 654-667 Downloads
Joachim Zietz and Donald K. Pemberton

Volume 12, issue 5, 1993

The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach pp. 451-474 Downloads
Richard M. Levich and Lee Thomas
A jump diffusion model for the European monetary system pp. 475-492 Downloads
Clifford A. Ball and Antonio Roma
Optimal hedged portfolios: the case of jump-diffusion risks pp. 493-510 Downloads
Keehwan Park, Chang Mo Ahn and Roger Fujihara
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange pp. 511-521 Downloads
Richard Baillie, Tim Bollerslev and Michael R. Redfearn
Determinants of Japanese direct investment in US manufacturing industries pp. 523-541 Downloads
Catherine Mann
The sources of GARCH: empirical evidence from an intraday returns model incorporating systematic and unique risks pp. 543-560 Downloads
Paul A. Laux and Lilian K. Ng

Volume 12, issue 4, 1993

Foreign debt accumulation: financial and fiscal effects and monetary policy reactions in developing countries pp. 347-367 Downloads
Maxwell J. Fry
Central Bank Forex internvention assessed in continous time pp. 368-389 Downloads
Charles A. E. Goodhart and Thomas Hesse
An international CAPM for bonds and equities pp. 390-412 Downloads
S. H. Thoms
A geographical model for the daily and weekly seasonal volatility in the foreign exchange market pp. 413-438 Downloads
Michel Dacorogna, Ulrich A. Muller, Robert J. Nagler, Richard Olsen and Olivier V. Pictet
Long-term covered interest parity: evidence from currency swaps pp. 439-448 Downloads
Helen Popper

Volume 12, issue 3, 1993

Optimal monetary policies and policy interdependence in the world economy pp. 227-248 Downloads
Kent P. Kimbrough
Financial liberalization and adjustment: The cases of Chile and New Zealand pp. 249-277 Downloads
Paul McNelis and Klaus Schmidt-Hebbel
The impact of terms of trade shocks on a small open economy: A stochastic analysis pp. 278-297 Downloads
Stephen J Turnovsky
The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model pp. 298-318 Downloads
Kenneth F. Kroner and William Lastrapes
The role of a fixed exchange rate system when central bankers are independent pp. 319-331 Downloads
Daniel Laskar
Precautionary saving and the Laursen-Metzler effect pp. 332-343 Downloads
Alvaro Rodriguez

Volume 12, issue 2, 1993

On biases in the measurement of foreign exchange risk premiums pp. 115-138 Downloads
Geert Bekaert and Robert Hodrick
Liquidity, capital controls, and exchange rates pp. 139-153 Downloads
Vittorio Grilli and Nouriel Roubini
The Ricardian equivalence proposition: evidence from foreign exchange markets pp. 154-169 Downloads
Stacie Beck
Dual exchange rates under pegged interest rate and balance-of-payments crisis pp. 170-181 Downloads
Bernard Delbecque
Exchange rate risk premiums pp. 182-194 Downloads
Yin-Wong Cheng
Non-linearities in foreign exchange markets: a different perspective pp. 195-208 Downloads
Horst Krager and Peter Kugler
Dollarization and inflation in a two-country optimization model pp. 209-220 Downloads
Heng-Fu Zou

Volume 12, issue 1, 1993

Pricing exports: a cross-country study pp. 3-28 Downloads
Wansing Hung, Yoonbai Kim and Kenichi Ohno
Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA pp. 29-45 Downloads
Gordon Bodnar and William Gentry
Cointegration tests of purchasing power parity: the case of Swiss exchange rates pp. 46-61 Downloads
Michael Pippenger
Real interest rate parity new measures and tests pp. 62-77 Downloads
Marilyn Miller Dutton
Further evidence on exchange rate expectations pp. 78-98 Downloads
Stefano Cavaglia, Willem Verschoor and Christian Wolff
International listings and risk pp. 99-110 Downloads
John S. Howe, Jeff Madura and Alan L. Tucker

Volume 11, issue 6, 1992

Optimal seigniorage and financial liberalization pp. 518-538 Downloads
Philippe Bacchetta and Ramon Caminal
Nominal exchange rates and unit roots: a reconsideration pp. 539-551 Downloads
Joseph Whitt
The simple dynamics of a debt crisis pp. 552-566 Downloads
Enrica Detragiache
Government finance in a common currency area pp. 567-578 Downloads
Anne Sibert
Exchange risk, exposure, and the option to trade pp. 579-593 Downloads
Piet Secu
Limited capital markets and the real effects of monetary stabilization policies under alternative exchange rate regimes pp. 594-613 Downloads
Liliana Rojas-Suarez

Volume 11, issue 5, 1992

Testing a present-value model of the current account: Evidence from US and Canadian time series pp. 414-430 Downloads
Glenn Otto
Optimal currency hedge ratios and interest rate risk pp. 431-445 Downloads
Eric Briys and Bruno Solnik
Currency swaps, hedging, and the exchange of collateral pp. 446-461 Downloads
Arie Melnik and Steven Plaut
Differences between foreign exchange rate regimes: The view from the tails pp. 462-473 Downloads
Kees G. Koedijk, Philip Stork and Casper de Vries
Pricing European average rate currency options pp. 474-491 Downloads
Edmond Levy
Trade deficit surprises and the ex ante volatility of foreign exchange rates pp. 492-501 Downloads
Jeff Madura and Alan L. Tucker
Purchasing power parity and cointegration: The Greek evidence from the 1920s pp. 502-513 Downloads
Kate Phylaktis

Volume 11, issue 4, 1992

Cointegration and market efficiency pp. 318-327 Downloads
Gerald Dwyer and Myles S. Wallace
Price volatility and margin requirements in foreign exchange futures markets pp. 328-339 Downloads
Lawrence G. Goldberg and George Hachey
International interest rate linkages and the exchange rate regime pp. 340-365 Downloads
David Johnson
Rationality of survey data and tests for market efficiency in the foreign exchange markets pp. 366-381 Downloads
Peter C. Liu and G. S. Maddala
Exchange rate and price dynamics under adaptive and rational expectations: An empirical analysis pp. 382-396 Downloads
David Papell
Price and monetary convergence in currency unions: The franc and rand zones pp. 397-410 Downloads
Patrick Honohan

Volume 11, issue 3, 1992

The international allocation of savings with quadratic transaction (or risk) costs pp. 222-234 Downloads
Jurg Niehans
A nonlinear stochastic rational expectations model of exchange rates pp. 235-250 Downloads
David A. Hsieh
The structure of international banking pp. 251-272 Downloads
Robert L. Heinkel and Maurice Levi
Oil prices and rural migration: the Dutch disease goes south pp. 273-291 Downloads
Andrew Feltenstein
Policy fundamentals, interest rates differential, and expected devaluation in the presence of an active crawling peg system pp. 292-303 Downloads
Graciana del Castillo
The use of technical analysis in the foreign exchange market pp. 304-314 Downloads
Mark Taylor and Helen Allen

Volume 11, issue 2, 1992

Deviations from purchasing power parity and capital flows pp. 126-144 Downloads
Raman Uppal
Monetary policy, exchange rates, and investment in a Keynesian economy pp. 145-161 Downloads
Michael Gavin
The impact of US economic variables on Bank of Canada policy: direct and indirect responses pp. 162-187 Downloads
Richard Burdekin and Paul Burkett
Convertibility risk and dollarization in Mexico: a vectorautoregressive analysis pp. 188-207 Downloads
John Rogers
The effect of political risk on the forward exchange bias: the case of elections pp. 208-219 Downloads
Daniel Bachman

Volume 11, issue 1, 1992

Editorial pp. 2-2 Downloads
James Lothian and Michael T. Melvin
Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model pp. 3-16 Downloads
Michael Devereux, Allan Gregory and Gregor Smith
Term premiums and the integration of the eurocurrency markets pp. 17-39 Downloads
Philippe Jorion
Interactions between domestic and foreign investment pp. 40-62 Downloads
Guy V. G. Stevens and Robert Lipsey
An empirical evaluation of the macroeconomic effects of tarrifs pp. 63-79 Downloads
Jonathan Ostry and Andrew Rose
Can equilibrium models explain nominal exchange regime non-neutrality? Evidence from the European monetary system pp. 96-106 Downloads
David Papell
Cointegration tests of a long-run relation between money demand and the effective exchange rate pp. 107-114 Downloads
Robert McNown and Myles S. Wallace
International risk sharing and capital mobility: another look pp. 115-121 Downloads
Maurice Obstfeld
International risk sharing and capital mobility: reply pp. 122-123 Downloads
Michael Brennan and B. Solnik
Page updated 2025-01-04