Journal of International Money and Finance

1982 - 2025

Current editor(s): J. R. Lothian

From Elsevier
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Volume 8, issue 4, 1989

An econometric analysis of the intertemporal general-equilibrium approach to exchange rate and current account determination pp. 467-486

Mary Finn

On the consistency of short-run and long-run exchange rate expectations pp. 487-510

Kenneth Froot and Takatoshi Ito

Consistency of short-term and long-term expectations pp. 511-516

Mohammad Pesaran

Dominant real exchange rate movements pp. 517-531

Kees Koedijk and Peter Schotman

National price levels, purchasing power parity, and cointegration: a test of four high inflation economies pp. 533-545

Robert McNown and Myles S. Wallace

Dual exchange rates, capital controls, and sticky prices pp. 547-558

Michael Moore

Dynamics of the exchange rate in anticipation of pegging pp. 559-571

Slobodan Djajic

The effect of unanticipated money on the money and foreign exchange markets pp. 573-587

Daniel Thornton

Volume 8, issue 3, 1989

Foreign debt instability: an analysis of national saving and domestic investment responses to foreign debt accumulation in 28 developing countries pp. 315-344

Maxwell J. Fry

Import pricing and the trade balance in a popular model of exchange rate determination pp. 345-357

Robert Murphy

International risk sharing and capital mobility pp. 359-373

Michael Brennan and B. Solnik

The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change pp. 375-390

Garry Schinasi and P. A. V. B. Swamy

Geopolitics and the dollar pp. 391-399

Robert Ayanian

International transmission of US macroeconomic policy and the inflation record of Western Europe pp. 401-423

Richard Burdekin

The J-curve revisited: an empirical examination for the United States pp. 425-444

Michael H. Moffett

On exchange intervention, sterilization, and bank reserve accounting pp. 445-450

Peter Sephton

Syndications in sovereign lending pp. 451-464

Anant K. Sundanram

Volume 8, issue 2, 1989

The pricing of forward exchange rates pp. 163-179

Ross Levine

The stock market and exchange rate dynamics pp. 181-200

Michael Gavin

Monetary effects on the real interest rate in an open economy: evidence from the Argentine indexed bond market pp. 201-217

John F. Boschen and John L. Newman

Dollar depreciation and US industry performance pp. 233-251

Janet Ceglowski

Modelling the floating Australian dollar: Can the random walk be encompassed by a model using a permanent decomposition of money and output? pp. 253-276

Jeffrey Sheen

Exchange rate volatility and currency substitution pp. 277-284

Alan Isaac

Foreign-currency government debt, asset markets, and balance of payments pp. 285-294

Stephen Golub

An expository note on the valuation of foreign exchange options pp. 295-304

Hans-Jurg Buttler

On the pricing of European and American foreign currency options: a clarification pp. 305-311

Paul D. Adams and Steve B. Wyatt

Volume 8, issue 1, 1989

Monopolistic competition, relative prices, and output adjustment in the open economy pp. 5-28

Joshua Aizenman

Exchange rate determination, interest rates, and an integrative approach to the demand for money pp. 29-45

Pablo Guidotti

The trade balance and real exchange rate under currency substitution pp. 47-58

Charles Engel

Unit roots and the real exchange rate before World War I: the case of Britain and the USA pp. 59-73

Walter Enders

Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets pp. 75-88

Craig Hakkio and Mark Rush

Contracts, delivery lags, and currency risks pp. 89-103

Patricia B. Reagan and René Stulz

The IMF and concerted lending in Latin American debt restructurings: a formal analysis pp. 105-120

John Caskey

Foreign debt, crowding out and capital flight pp. 121-136

Ishac Diwan

The US monetary policy regime, interest differentials, and dollar exchange rate risk premia pp. 137-145

Michael Belongia and Mack Ott

The impact of data errors on measurement of the foreign exchange risk premium pp. 147-157

Bradford Cornell

Volume 7, issue 4, 1988

Balance-of-payments crises in a perfect foresight optimizing model pp. 363-372

Stijn Claessens

Collapsing exchange rate regimes and exchange rate dynamics: Some further examples pp. 373-385

Keith Blackburn

Comparing the global performance of alternative exchange arrangements pp. 387-410

Warwick McKibbin and Jeffrey D. Sachs

Foreign trade shocks and the dynamics of high inflation: Israel, 1978-1985 pp. 411-423

Leonardo Leiderman and Assaf Razin

Sterilization and interest rates pp. 425-428

Joan O'Connell

Arbitrage boundaries, treasury bills, and covered interest parity pp. 429-445

Geoffrey Poitras

Domestic currency appreciation and foreign capital inflows: What comes first? (Chile, 1977-1982) pp. 447-466

Felipe Morandé

Volume 7, issue 3, 1988

Monetary control with an exchange rate objective: The bank of Japan, 1973-86 pp. 261-271

Michael Hutchison

Inflation risk and asset market disturbances: The mean-variance model revisited pp. 273-288

Karen Lewis

Corporate commercial paper, note issuance facilities, and shareholder wealth pp. 289-302

Myron B. Slovin, Marie E. Sushka and Carl D. Hudson

Capital controls: The case of Argentina pp. 303-320

Kate Phylaktis

On the informational content of spot and forward exchange rates pp. 321-330

K. Alec Chrystal and Daniel Thornton

Efficiency in foreign exchange markets: A vector autoregression approach pp. 331-346

Giorgio Canarella and Stephen K. Pollard

PPP, interest rate parities, and the modified Fisher effect in the presence of tax agreements: A comment pp. 347-350

J. Harold McClure

Deficits and debt in an open economy pp. 351-358

William Scarth

The impact of third-country exchange risk: A correction pp. 359-360

David Cushman

Volume 7, issue 2, 1988

The equilibrium pricing of exchange rates and assets when trade takes time pp. 129-149

Simon Benninga and Aris Protopapadakis

Stabilization policies in open economies with imperfect current information pp. 151-166

Bo Sandemann Rasmussen

Capital mobility and the current account pp. 167-180

René Stulz

The dynamic relationship between the dollar and US prices: An intensive empirical investigation pp. 181-204

Paul D. Koch, Jeffrey A. Rosenweig and Joseph Whitt

Bilateral exchange rates and risk premia pp. 205-220

Eduard Bomhoff and Kees G. Koedijk

The loanable funds theory and the dynamics of exchange rates: The Mundell model revisited pp. 221-229

Chau-Nan Chen, Ching-chong Lai and Tien-Wang Tsaur

Budget deficits, money growth and causality: Further OECD evidence pp. 231-242

Scott W. Barnhart and Ali F. Darrat

Learning and the volatility of exchange rates pp. 243-250

Guido Tabellini

Flexible exchange rates and stabilizing speculation pp. 251-257

Giancarlo Marini

Volume 7, issue 1, 1988

The persistence of the `peso problem' when policy is noisy pp. 5-21

Karen Lewis

Economic news, exchange rates and interest rates pp. 23-35

Gikas Hardouvelis

Distribution properties of Latin American black market exchange rates pp. 37-48

Vedat Akgiray, G. Geoffrey Booth and Bruce Seifert

Exchange rates, innovations and forecasting pp. 49-61

Christian Wolff

Stability and forecasting of the comovement measures of international stock market returns pp. 63-75

Evi C. Kaplanis

The currency denomination of long-term debt in the Canadian corporate sector: An empirical analysis pp. 77-90

David Johnson

Tests of the foreign exchange risk premium using the expected second moments implied by option pricing pp. 91-108

Richard Lyons

A note on the magnitude of risk premia pp. 109-110

Adrian Pagan

Foreign exchange risk premia volatility once again pp. 111-113

Alberto Giovannini and Philippe Jorion

Recent estimates of time-variation in the conditional variance and in the exchange risk premium pp. 115-125

Jeffrey Frankel