Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

From Elsevier
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Volume 10, issue 4, 1991

Capital income taxation and the current account in a small open economy pp. 480-496

Yasushi Iwamoto and Akihisa Shibata

Forward exchange rates in general equilibrium pp. 497-511

William T. Smith

Transactions costs and vehicle currencies pp. 512-526

Stanley Black

Law enforcement and the black market exchange rate pp. 527-540

Harry Huizinga

The interest rate neutrality of fiscal deficits: testing for Ricardian equivalence and capital inflow pp. 541-551

Mehdi S. Monadjemi and Colm Kearney

Expectations in the German hyperinflation reconsidered pp. 552-560

Phillip Cagan

Tests of exchange market efficiency: fragile evidence from cointegration tests pp. 561-570

Peter Sephton and Hans K. Larsen

Cointegration: how short is the long run? pp. 571-581

Craig Hakkio and Mark Rush

The search for equilibrium relationships in international finance: the case of the monetary model pp. 582-593

Richard Baillie and Rowena Pecchenino

German dominance in the EMS: a correction pp. 594-594

Juergen von Hagen and Michele Fratianni

Volume 10, issue 3, 1991

Pricing foreign currency options under stochastic interest rates pp. 310-329

Kaushik I. Amin and Robert Jarrow

Sovereign debt buybacks can lower bargaining costs pp. 330-348

Julio Rotemberg

International asset pricing and equity market risk pp. 349-364

Thomas Chiang

Forward exchange rates and risk premiums in artificial economies pp. 365-391

R. Tiff Macklem

Long-run dynamics of black and official exchange rates pp. 392-405

G. Geoffrey Booth and Chowdhury Mustafa

Reserve currency preferences of central banks: the case of Korea pp. 406-419

Harris Dellas and Chin Bang Yoo

The 'Tobin tax,' asset accumulation, and the real exchange rate pp. 420-431

Vincent Reinhart

International portfolio diversification: the basket-peg regime pp. 432-442

Pentti Pikkarainen

Forward foreign exchange rates and risk premia--a reappraisal pp. 443-456

Peter F. Pope and David Peel

Using terms of rescheduling as proxy for partial reneging on LDC's debt in a test of willingness-to-pay model pp. 457-477

Suk Hun Lee

Volume 10, issue 2, 1991

Credibility crises: the dollar in the early 1980s pp. 170-192

Graciela Kaminsky and Rodrigo Peruga

Are International Monetary Fund quotas unfavorable to less-developed countries? A normative historical analysis pp. 193-213

Lawrence Officer

Some linear and nonlinear thoughts on exchange rates pp. 214-230

Menzie Chinn

Collapsing exchange rate regimes: shocks and biases pp. 252-263

Linda Goldberg

Fiscal policy and the real exchange rate under risk pp. 264-278

Joseph Zeira

Fundamental balance and equilibrium exchange rates pp. 279-291

Jan Willem In't Veld

Exchange rate volatility and international trading strategy pp. 292-307

Günter Franke

Volume 10, issue 1, Supplement, 1991

Political factors in international economics: an overview pp. S4-S15

James Lothian

Explaining fiscal policies and inflation in developing countries pp. S16-S48

Sebastian Edwards and Guido Tabellini

Economic and political determinants of budget deficits in developing countries pp. S49-S72

Nouriel Roubini

International impacts on domestic political economy: a case of Japanese general elections pp. S73-S89

Takatoshi Ito

Trade balance news and exchange rates: Is there a policy signal? pp. S90-S99

Ked Hogan, Michael Melvin and Dan J. Roberts

Are sovereign debt secondary market returns sensitive to macroeconomic fundamentals? Evidence from the contemporary and interwar markets pp. S100-S122

Mark Stone

Volume 10, issue 1, 1991

A multi-country study of the information in the shorter maturity term structure about future inflation pp. 2-22

Frederic Mishkin

Every minute counts in financial markets pp. 23-52

C. A. E. Goodhart and L. Figliuoli

A long-run view of the European monetary system pp. 53-70

Hali Edison and Eric Fisher

Business cycles, stylized facts, and the exchange rate regime: evidence from the United States pp. 71-88

Marianne Baxter

Explaining the absence of international factor-price convergence pp. 89-107

Carol Osler

Exporting firm and forward markets: the multiperiod case pp. 108-117

Itzhak Zilcha and Rafi Eldor

Intertemporal substitution in import demand pp. 118-130

Janet Ceglowski

Optimal dynamic hedging portfolios and the currency composition of external debt pp. 131-148

Kenneth F. Kroner and Stijn Claessens

Are asymmetric exchange controls effective? pp. 149-160

Francesco Papadia and Salvatore Rossi

A note on fiscal policy, investment location decisions, and exchange rates pp. 161-168

Michael Dooley and Peter Isard

Volume 9, issue 4, 1990

German dominance in the EMS: evidence from interest rates pp. 358-375

Juergen von Hagen and Michele Fratianni

Macroeconomic aspects of exchange rate pass-through pp. 376-387

Michael Klein

Some macroeconomic effects of nationalizing private sector foreign debt pp. 388-401

Oliver Adler

International transmission of aggregate shocks under fixed and flexible exchange rate regimes: United Kingdom, France, and Germany, 1959 to 1985 pp. 402-423

William Lastrapes and Faik Koray

International capital mobility: net versus gross stocks and flows pp. 424-439

Stephen Golub

Real exchange rate variability and the choice of exchange rate regime by developing countries pp. 440-454

Andreas Savvides

The impact of government deficits on money growth in developing countries pp. 455-469

Jakob de Haan and Dick Zelhorst

Volume 9, issue 3, 1990

Temporary capital controls in a balance-of- payments crisis pp. 246-257

Philippe Bacchetta

Managing exchange rate crises: evidence from the 1890s pp. 258-275

Vittorio Grilli

Price flexiblity and output volatility: the case for flexible exchange rates pp. 276-298

Giovanni Barone-Adesi and Bernard Yeung

Sectoral effects of exchange rate volatility on United States exports pp. 299-308

Michael Klein

A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets pp. 309-324

Richard Baillie and Tim Bollerslev

Currency substitution and monetary autonomy: the foreign demand for US demand deposits pp. 325-334

Jeffrey Bergstrand and Thomas P. Bundt

The volatility of asset returns during trading and nontrading hours: some evidence from the foreign exchange markets pp. 335-343

Michael G. Hertzel, Coleman S. Kendall and Peter E. Kretzmer

Volume 9, issue 2, 1990

Policy effectiveness in an open multi-market economy with risk neutral exchange rate speculation pp. 110-122

Juergen von Hagen

The determinants of US banking activity abroad pp. 123-137

Lawrence G. Goldberg and Denise Johnson

External debt, planning horizon, and distorted credit markets pp. 138-158

Joshua Aizenman

Internationally traded good prices, world money, and economic activity: 1900-83 pp. 159-181

Enzo R. Grilli and Maw Cheng Yang

Consumption risk and international equity returns: some empirical evidence pp. 182-192

Robert Cumby

International risk and exchange rate overshooting pp. 193-205

Juergen Schroeder

Anticipated protectionist policies, real exchange rates, and the current account: the case of rigid wages pp. 206-219

Sebastian Edwards and Jonathan Ostry

Testing an optimizing model of the current account via the consumption function pp. 220-233

Steven Sheffrin and Wing Woo

The term structure of Euro interest rates and rational expectations pp. 234-244

Peter Kugler

Volume 9, issue 1, 1990

Commodity prices, exchange rates and their relative volatility pp. 3-20

Nhuong Bui and John Pippenger

Testing the law of one price when trade takes time pp. 21-40

Barry Goodwin, Thomas Grennes and Michael Wohlgenant

Exchange controls and interest rate determination with traded and non-traded assets: the Irish-United Kingdom experience pp. 41-59

Francis X. Browne and Paul McNelis

What do saving-investment relationships tell us about capital mobility? pp. 60-74

David Y. Wong

An international comparison of prices and exchange rates: a new test of purchasing power parity pp. 75-91

Meher Manzur

Expected and unexpected changes in nominal and real variables--evidence from the capital markets pp. 92-107

Walter Wasserfallen