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). Access Statistics for this journal.
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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
- 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
- Michael Hutchison
- A taxonomy of automated trade execution systems pp. 607-631
- Ian Domowitz
- Debt relief schemes and welfare pp. 632-643
- Aasim M. Husain
- The accuracy of reports of foreign exchange intervention pp. 644-653
- Michael Klein
- Parameter instability in aggregate US import demand functions pp. 654-667
- 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
- Richard M. Levich and Lee Thomas
- A jump diffusion model for the European monetary system pp. 475-492
- Clifford A. Ball and Antonio Roma
- Optimal hedged portfolios: the case of jump-diffusion risks pp. 493-510
- Keehwan Park, Chang Mo Ahn and Roger Fujihara
- Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange pp. 511-521
- Richard Baillie, Tim Bollerslev and Michael R. Redfearn
- Determinants of Japanese direct investment in US manufacturing industries pp. 523-541
- Catherine Mann
- The sources of GARCH: empirical evidence from an intraday returns model incorporating systematic and unique risks pp. 543-560
- 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
- Maxwell J. Fry
- Central Bank Forex internvention assessed in continous time pp. 368-389
- Charles A. E. Goodhart and Thomas Hesse
- An international CAPM for bonds and equities pp. 390-412
- S. H. Thoms
- A geographical model for the daily and weekly seasonal volatility in the foreign exchange market pp. 413-438
- 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
- Helen Popper
Volume 12, issue 3, 1993
- Optimal monetary policies and policy interdependence in the world economy pp. 227-248
- Kent P. Kimbrough
- Financial liberalization and adjustment: The cases of Chile and New Zealand pp. 249-277
- Paul McNelis and Klaus Schmidt-Hebbel
- The impact of terms of trade shocks on a small open economy: A stochastic analysis pp. 278-297
- Stephen J Turnovsky
- The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model pp. 298-318
- Kenneth F. Kroner and William Lastrapes
- The role of a fixed exchange rate system when central bankers are independent pp. 319-331
- Daniel Laskar
- Precautionary saving and the Laursen-Metzler effect pp. 332-343
- Alvaro Rodriguez
Volume 12, issue 2, 1993
- On biases in the measurement of foreign exchange risk premiums pp. 115-138
- Geert Bekaert and Robert Hodrick
- Liquidity, capital controls, and exchange rates pp. 139-153
- Vittorio Grilli and Nouriel Roubini
- The Ricardian equivalence proposition: evidence from foreign exchange markets pp. 154-169
- Stacie Beck
- Dual exchange rates under pegged interest rate and balance-of-payments crisis pp. 170-181
- Bernard Delbecque
- Exchange rate risk premiums pp. 182-194
- Yin-Wong Cheng
- Non-linearities in foreign exchange markets: a different perspective pp. 195-208
- Horst Krager and Peter Kugler
- Dollarization and inflation in a two-country optimization model pp. 209-220
- Heng-Fu Zou
Volume 12, issue 1, 1993
- Pricing exports: a cross-country study pp. 3-28
- Wansing Hung, Yoonbai Kim and Kenichi Ohno
- Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA pp. 29-45
- Gordon Bodnar and William Gentry
- Cointegration tests of purchasing power parity: the case of Swiss exchange rates pp. 46-61
- Michael Pippenger
- Real interest rate parity new measures and tests pp. 62-77
- Marilyn Miller Dutton
- Further evidence on exchange rate expectations pp. 78-98
- Stefano Cavaglia, Willem Verschoor and Christian Wolff
- International listings and risk pp. 99-110
- John S. Howe, Jeff Madura and Alan L. Tucker
Volume 11, issue 6, 1992
- Optimal seigniorage and financial liberalization pp. 518-538
- Philippe Bacchetta and Ramon Caminal
- Nominal exchange rates and unit roots: a reconsideration pp. 539-551
- Joseph Whitt
- The simple dynamics of a debt crisis pp. 552-566
- Enrica Detragiache
- Government finance in a common currency area pp. 567-578
- Anne Sibert
- Exchange risk, exposure, and the option to trade pp. 579-593
- Piet Secu
- Limited capital markets and the real effects of monetary stabilization policies under alternative exchange rate regimes pp. 594-613
- 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
- Glenn Otto
- Optimal currency hedge ratios and interest rate risk pp. 431-445
- Eric Briys and Bruno Solnik
- Currency swaps, hedging, and the exchange of collateral pp. 446-461
- Arie Melnik and Steven Plaut
- Differences between foreign exchange rate regimes: The view from the tails pp. 462-473
- Kees G. Koedijk, Philip Stork and Casper de Vries
- Pricing European average rate currency options pp. 474-491
- Edmond Levy
- Trade deficit surprises and the ex ante volatility of foreign exchange rates pp. 492-501
- Jeff Madura and Alan L. Tucker
- Purchasing power parity and cointegration: The Greek evidence from the 1920s pp. 502-513
- Kate Phylaktis
Volume 11, issue 4, 1992
- Cointegration and market efficiency pp. 318-327
- Gerald Dwyer and Myles S. Wallace
- Price volatility and margin requirements in foreign exchange futures markets pp. 328-339
- Lawrence G. Goldberg and George Hachey
- International interest rate linkages and the exchange rate regime pp. 340-365
- David Johnson
- Rationality of survey data and tests for market efficiency in the foreign exchange markets pp. 366-381
- Peter C. Liu and G. S. Maddala
- Exchange rate and price dynamics under adaptive and rational expectations: An empirical analysis pp. 382-396
- David Papell
- Price and monetary convergence in currency unions: The franc and rand zones pp. 397-410
- Patrick Honohan
Volume 11, issue 3, 1992
- The international allocation of savings with quadratic transaction (or risk) costs pp. 222-234
- Jurg Niehans
- A nonlinear stochastic rational expectations model of exchange rates pp. 235-250
- David A. Hsieh
- The structure of international banking pp. 251-272
- Robert L. Heinkel and Maurice Levi
- Oil prices and rural migration: the Dutch disease goes south pp. 273-291
- Andrew Feltenstein
- Policy fundamentals, interest rates differential, and expected devaluation in the presence of an active crawling peg system pp. 292-303
- Graciana del Castillo
- The use of technical analysis in the foreign exchange market pp. 304-314
- Mark Taylor and Helen Allen
Volume 11, issue 2, 1992
- Deviations from purchasing power parity and capital flows pp. 126-144
- Raman Uppal
- Monetary policy, exchange rates, and investment in a Keynesian economy pp. 145-161
- Michael Gavin
- The impact of US economic variables on Bank of Canada policy: direct and indirect responses pp. 162-187
- Richard Burdekin and Paul Burkett
- Convertibility risk and dollarization in Mexico: a vectorautoregressive analysis pp. 188-207
- John Rogers
- The effect of political risk on the forward exchange bias: the case of elections pp. 208-219
- Daniel Bachman
Volume 11, issue 1, 1992
- Editorial pp. 2-2
- James Lothian and Michael T. Melvin
- Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model pp. 3-16
- Michael Devereux, Allan Gregory and Gregor Smith
- Term premiums and the integration of the eurocurrency markets pp. 17-39
- Philippe Jorion
- Interactions between domestic and foreign investment pp. 40-62
- Guy V. G. Stevens and Robert Lipsey
- An empirical evaluation of the macroeconomic effects of tarrifs pp. 63-79
- Jonathan Ostry and Andrew Rose
- Can equilibrium models explain nominal exchange regime non-neutrality? Evidence from the European monetary system pp. 96-106
- David Papell
- Cointegration tests of a long-run relation between money demand and the effective exchange rate pp. 107-114
- Robert McNown and Myles S. Wallace
- International risk sharing and capital mobility: another look pp. 115-121
- Maurice Obstfeld
- International risk sharing and capital mobility: reply pp. 122-123
- Michael Brennan and B. Solnik
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