Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

From Elsevier
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Volume 4, issue 4, 1985

Interest rates and exchange rates: Some new empirical results pp. 431-442

Bradford Cornell and Alan C. Shapiro

Arbitrage tests of the efficiency of the foreign currency options market pp. 455-468

Kuldeep Shastri and Kishore Tandon

The choice of a monetary instrument in a small open economy: The case of Korea pp. 469-484

Chul Won Ahn and W. Jung

The welfare case for the European Monetary System pp. 485-506

Jacques Melitz

Monetary policy, `dollarization,' and parallel market exchange rates: The case of the Dominican Republic pp. 507-521

Victor A. Canto

Optimal foreign exchange-rate policy for a small open economy pp. 523-536

Betty Daniel

Optimal international hedging in commodity and currency forward markets pp. 537-552

Simon Benninga, Rafi Eldor and Itzhak Zilcha

The effects of devaluation on the trade balance: A critical view and re- examination of Mile's `new results' pp. 553-563

Daniel Himarios

Volume 4, issue 3, 1985

International currency substitution and the income velocity of money pp. 303-316

Douglas H. Joines

Foreign exchange pricing under free floating versus admissible band regimes pp. 317-329

Stan Beckers and Piet Sercu

World trade patterns, economic disturbances, and exchange-rate management pp. 331-360

Jagdeep S. Bhandari

Purchasing power parity: A quantitative reassessment of the 1920s experience pp. 361-372

Hali Edison

The norman conquest of $4.86 and the asset approach to the exchange rate pp. 373-387

Ronald MacDonald

Country risk analysis: The demand and supply of sovereign loans pp. 389-413

Shelagh A. Heffernan

Misadjustment to anticipated shocks: an example of exchange-rate response pp. 415-420

Masanao Aoki

Sterling in Decline: Sir Alec Cairncross and Barry Eichengreen, Oxford: Basil Blackwell Publisher Ltd, 1983, pp.vii+261, [UK pound]29.50, ISBN 0-631-13368-2 pp. 421-423

James Lothian

Exchange Rates and International Macroeconomics: Jacob A. Frenkel, ed., a National Bureau of Economic Research Conference Report, Chicago and London: University of Chicago Press, 1983, pp.x+382, US$43.00/[UK pound]36.55, ISBN 0-226-26249-9 pp. 423-426

Bradford Cornell

Volume 4, issue 2, 1985

Currency substitution and the real exchange rate: the utility maximization approach pp. 175-188

Guillermo Calvo

Some evidence on the international inequality of real interest rates pp. 189-208

Nelson Mark

Adjustment with IMF lending pp. 209-222

George von Furstenberg

Effects of sterilising a balance of payments surplus on domestic yields--A formal analysis pp. 223-236

V. E. Argy and G. L. Murray

The Canadian-US dollar exchange rate: A test of alternative models for the seventies pp. 237-252

Robert Lafrance and Daniel Racette

OPEC in world financial markets: Oil prices and interest rates pp. 253-266

Thomas C. Lowinger, Clas Wihlborg and Elliott S. Willman

Common stock returns, real activity, money, and inflation: Some international evidence pp. 267-286

Gershon Mandelker and Kishore Tandon

On the interest-rate elasticity of the demand for international reserves: Some evidence from developing countries pp. 287-295

Sebastian Edwards

The gold problem: Economic perspectives: Alberto Quadrio Curzio, ed, Oxford: Oxford University Press, 1982, pp. xx + 290, [UK pound]22.50, ISBN 0-19-920130-7 pp. 297-299

Maria Cristina Marcuzzo

Volume 4, issue 1, 1985

Openness, relative prices, and macro-policies pp. 5-17

Joshua Aizenman

The flexible exchange basket: a macroeconomic analysis pp. 19-41

Jagdeep S. Bhandari

Reserves and the managed float: a search for the essentials pp. 43-60

Guillermo Calvo

Stocks, flows, and some exchange rate dynamics for the currency substitution model pp. 61-82

Sheetal Chand and Yusuke Onitsuka

Optimal and time consistent exchange-rate management in an overlapping-generations economy pp. 83-100

Jonathan Eaton

Optimal exchange intervention for a small open economy pp. 101-112

Jon Harkness

An examination of the effects of government purchases in an open economy pp. 113-133

Kent P. Kimbrough

Does leaning against the wind improve exchange-rate performance? pp. 135-149

Jay H. Levin

Domestic and foreign disturbances in an optimizing model of exchange-rate determination pp. 151-171

Stephen J Turnovsky

Volume 3, issue 3, 1984

Relationships among exchange rates, intervention, and interest rates: An empirical investigation pp. 257-277

Bonnie E. Loopesko

Discount rate changes and the foreign exchange market pp. 279-292

Dallas S. Batten and Daniel Thornton

Activist monetary policy and exchange-rate overshooting: The Deutsche mark/dollar rate pp. 293-310

David Papell

Sterling and oil discoveries: The mystery of nonappreciation pp. 311-326

Steven Sheffrin and Thomas Russell

Capital mobility and the relationship between saving and investment rates in OECD countries pp. 327-342

Robert Murphy

Debt, taxes, and international equilibrium pp. 343-355

Moon H. Lee and Josef Zechner

Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis pp. 357-368

Allan Gregory and Thomas McCurdy

Trade concentration, openness, and deviations from purchasing power parity pp. 369-376

Michael Melvin and David Bernstein

Volume 3, issue 2, 1984

Is the sticky price assumption reasonable for exchange rate models? pp. 131-139

Richard Meese

International risk sharing and the choice of exchange-rate regime pp. 141-151

David A. Hsieh

Some alternative tests of forward exchange rates as predictors of future spot rates pp. 153-167

Roger D. Huang

Tests of the hypothesis of the existence of risk premium in the foreign exchange market pp. 169-178

Keehwan Park

Anticipated and unanticipated disturbances: The dynamics of the exchange rate and the current account pp. 179-193

David Papell

Monetary policy under dual exchange rates pp. 195-208

Robert Cumby

Bid-ask spreads in the market for forward exchange pp. 209-222

Laurence D. Booth

Intervention in the mark/dollar market: the authorities' reaction function pp. 223-239

Manfred J. M. Neumann

World money or domestic money: Which predicts US inflation best? pp. 241-244

Myles S. Wallace

Volume 3, issue 1, 1984

An investigation of risk and return in forward foreign exchange pp. 5-29

Robert Hodrick and Sanjay Srivastava

A classical model of a small fixed exchange rate economy pp. 31-49

Mark Rush

Semi-rational expectations and exchange-rate dynamics pp. 51-66

David Bigman

Purchasing power, interest rate parities and the modified Fisher effect in presence of tax agreements pp. 67-73

Uri BenZion and J. Weinblatt

An empirical inquiry into the short-run dynamics of output, prices and exchange market pressure pp. 75-89

Sophocles Brissimis and John A. Leventakis

The international financial market and US interest rates pp. 91-103

David G. Hartman

Spot versus forward speculation and hedging: A diagrammatic exposition pp. 105-109

Maurice Levi

External currency market data: An application from BIS series pp. 111-117

Peggy E. Swanson

Exchange rates and `news': A comment pp. 119-121

David Longworth

Exchange rates and `news': Reply pp. 123-126

Sebastian Edwards

Bank management in a changing domestic and international environment: The challenge of the eighties: Donald E. Fair and Francois Leonard de Juvigny, eds, Financial and Monetary Policy Studies No. 6, The Hague: Martinus Nijhoff Publishers, 1982, pp. xii + 342, Dfl. 130/US$57.00, ISBN 90-247-2606-9 pp. 127-128

Ernst Baltensperger