Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

From Elsevier
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Volume 6, issue 4, 1987

The effects of foreign disturbances under flexible exchange rates pp. 387-400

Pekka Ahtiala

Political shocks, international reserves and the real exchange rate--The Argentine case pp. 401-417

David E. Yuravlivker

Optimal wage indexation and monetary policy in an economy with imported raw materials pp. 419-432

Gikas Hardouvelis

Will a weaker dollar mean a stronger economy? pp. 433-447

John Tatom

The relevance of the invoicing currency in intra-firm trade transactions pp. 449-464

Rolf Mirus and Bernard Yeung

A study of diffusion processes for foreign exchange rates pp. 465-478

Alan L. Tucker and Elton Scott

Exchange rate risk and transactions costs: Evidence from bid-ask spreads pp. 479-490

Debra Glassman

Contract length, monetary policy and exchange rate variability pp. 491-504

Binky Chadha

Random walk and monetary causality in five exchange markets pp. 505-514

Michele Fratianni, Hyung-Doh Hur and Heejoon Kang

Volume 6, issue 3, 1987

Currency substitution under finance constraints pp. 235-250

Russell Boyer and Geoffrey Kingston

The stability of the demand for international reserves pp. 251-282

JoseSaul Lizondo and Donald J. Mathieson

Foreign exchange option prices as predictors of equilibrium forward exchange rates pp. 283-294

Alan L. Tucker

Price dynamics in foreign currency futures markets pp. 295-314

Kenneth L. Cavanaugh

On the pricing of European and American foreign currency call options pp. 315-338

Paul D. Adams and Steve B. Wyatt

The term structure of Eurodollar interest rates and its relationship to the US Treasury-bill market pp. 339-354

Robert Krol

Bank loan rate indexation in the Eurocurrency market pp. 355-371

Andreas Savvides

Effects of budgetary policies in open economies: The role of intertemporal consumption substitution pp. 373-383

Slobodan Djajic

Volume 6, issue 2, 1987

Hedging the risks from writing foreign currency options pp. 131-152

John Hull and Alan White

International debt and world business fluctuations pp. 153-165

Richard Cantor and Nelson Mark

Money demand in open economies: A currency substitution model for Venezuela pp. 167-178

Jaime Marquez

Optimal monetary growth with accommodating fiscal policy in a small open economy pp. 179-193

Stephen J Turnovsky

The ECU as international money pp. 195-206

Susan Pozo

The non-dynamic equivalence of monetary and exchange rate rules under imperfect capital mobility and rational expectations pp. 207-214

Miguel A. Kiguel

Capital market integration over the past decade: The case of the US dollar pp. 215-225

Peggy E. Swanson

Exchange rates, trade, and the U.S. economy: Sven W. Arndt, Richard J. Sweeney, and Thomas D. Willett, eds, Cambridge, Mass.: Ballinger, 1985, pp. xxi + 295, $39.95, ISBN 0-88410-948-8 pp. 227-230

Jocelyn Horne

Volume 6, issue 1, 1987

Conducting the international orchestra: Bank of England leadership under the classical gold standard pp. 5-29

Barry Eichengreen

Are money growth and inflation related to government deficits? evidence from ten industrialized economies pp. 31-48

Aris A. Protopapadakis and Jeremy J. Siegel

Regression vs. volatility tests of the efficiency of foreign exchange markets pp. 49-56

Jeffrey Frankel and James H. Stock

Cross-hedging foreign currency risk pp. 85-105

Mark R. Eaker and Dwight M. Grant

Interest rates and risk premia in the stock market and in the foreign exchange market pp. 107-123

Alberto Giovannini and Philippe Jorion

The gold standard in theory and history: Barry Eichengreen, ed., New York: Methuen, 1985, pp. viii+280, $11.95, ISBN 0-416-39100-9 pp. 125-127

Gertrud M. Fremling

Volume 5, issue 4, 1986

The internationalization of American banking and finance: Structure, risk, and world interest rates pp. 403-428

Michael Darby

Real dollar exchange rate under the Bretton-Woods and floating exchange-rate regimes pp. 429-448

James Lothian

International exchange risk and asset substitutability pp. 449-466

Varouj Aivazian, Jeffrey L. Callen, Itzhak Krinsky and Clarence C. Y. Kwan

`Rules of the game' during the International Gold Standard: England and Germany pp. 467-483

Alberto Giovannini

Trade flow lags, monetary and fiscal policy, and exchange-rate overshooting pp. 485-495

Jay H. Levin

Rediscounting private dollar debt and capital flight in Ecuador pp. 497-503

Jerry Nickelsburg

International Monetary Economics: Jurg Niehans, Baltimore: The Johns Hopkins University Press, 1984, pp. xii+340, US$37.50, ISBN 0-8018-3021-4 pp. 505-507

A. Steinherr

Volume 5, issue 3, 1986

The role of information acquisition and financial markets in international macroeconomic adjustment pp. 257-283

Reuven Glick and Clas Wihlborg

Efficiency and a simple model of exchange-rate determination pp. 285-302

Charles Adams and Russell Boyer

The cost of a central bank leaning against a random walk pp. 303-314

Charles Corrado and Dean Taylor

On the determination of the external debt: The case of Israel pp. 315-334

Zvi Hercowitz

The Law of One Price in international commodity markets: A reformulation and some formal tests pp. 335-360

Aris A. Protopapadakis and Hans Stoll

Has exchange risk depressed international trade? The impact of third-country exchange risk pp. 361-379

David Cushman

A real model of the world business cycle pp. 381-394

Harris Dellas

The U.S. economy in an interdependent world: Guy V. G. Stevens, Richard B. Berner, Peter B. Clark, Ernesto HernandezCata, Howard J. Howe, and Sung Y. Kwack, Washington: Board of Governors of the Federal Reserve System, 1984, pp. xviii + 590, US$14.50, FRB 1-2500-0484C pp. 395-398

Donald J. Mathieson

Volume 5, issue 2, 1986

Foreign exchange market efficiency tests: Implications of recent empirical findings pp. 135-152

Paul Boothe and David Longworth

The international division of assets as determined by comparative advantage pp. 153-165

Jurg Niehans

Capital controls and balance of payments crises pp. 167-179

Charles Wyplosz

Forecasting the exchange rate: A monetary or random walk phenomenon? pp. 181-193

Mary G. Finn

Efficient exchange rate forecasts: Lagged models better than the random walk pp. 195-220

V. S. Somanath

Does the exchange rate follow a random walk? A Monte Carlo study of four tests for a random walk pp. 221-229

Craig Hakkio

Neutrality of inflation in the agricultural sector pp. 231-243

Thomas Grennes and John S. Lapp

The interdependence of the term structure of eurocurrency interest rates pp. 245-253

Robert Krol

Volume 5, issue 1, Supplement, 1986

Convocation pp. S3-S3

W. J. Boyes

The covariation of risk premiums and expected future spot exchange rates pp. S5-S21

Robert Hodrick and Sanjay Srivastava

Comments on Hodrick and Srivastava pp. S23-S30

Jacob A. Frenkel

Risk in international lending: A dynamic factor analysis applied to France and Mexico pp. S31-S48

Michael Melvin and Don Schlagenhauf

Comments on Melvin and Schlagenhauf pp. S49-S51

Richard Meese

The implications of mean-variance optimization for four questions in international macroeconomics pp. S53-S75

Jeffrey Frankel

Comments on Frankel pp. S77-S78

Matthew Canzoneri

Country risk, foreign borrowing, and the social discount rate in an open developing economy pp. S79-S96

Sebastian Edwards

Comments on Edwards pp. S97-S99

Dale Henderson

Exchange-rate volatility, international trade, and resource allocation: A perspective on recent research pp. S101-S112

Willett:, Thomas D.

Comments on Willett pp. S113-S115

Ronald I. Kinnon

The speculative attack on the peso and the real exchange rate: Argentina, 1979-1981 pp. S117-S130

Michael Connolly

Comments on Connolly pp. S131-S133

Jo Gray

Interwar movements of dollars to Europe and the US currency supply pp. S135-S156

Peter Garber

Comments on Garber pp. S157-S159

Stephen McCafferty

Roundtable discussion on international financial risk pp. S161-S175

William Boyes, Hang Sheng Cheng, Guillermo Ortiz, Nicholas Hope and H. Robert Heller

Volume 5, issue 1, 1986

The international linkage of real interest rates: The European-US connection pp. 5-23

Robert Cumby and Frederic Mishkin

Testing deviations from purchasing power parity pp. 25-35

Joshua Aizenman

A specie-flow model of the gold standard pp. 37-55

Gertrud M. Fremling

Terms-of-trade dynamics in Asia: An analysis of national saving and domestic investment responses to terms-of-trade changes in 14 Asian LDCs pp. 57-73

Maxwell J. Fry

The structure of open economy macro-models pp. 75-89

Norman C. Miller

Interest rate expectations and interest parity pp. 91-98

Stephen Frank Overturf

Budget deficit, external official borrowing, and sterilized invertion policy in foreign exchange markets pp. 99-113

Alessandro Penati

Currency substitution and the precautionary demand for money pp. 115-124

Stephen S. Poloz

On the correlation of exchange rates and interest rates pp. 125-128

Charles Engel

Monetary Policy in Our times: Albert Ando, Hidekazu Eguchi, Roger Farmer, and Yoshio Suzuki, eds, Proceedings of the First International Conference held by the Instutute for Monetary and Economic Studies of the Bank of Japan, Cambridge, MA, and London: The MIT Press, 1985, pp. xi+335, US$25.00, ISBN 0-262-01082-8 pp. 129-132

Don Schlagenhauf