Journal of International Money and Finance

1982 - 2024

Current editor(s): J. R. Lothian

From Elsevier
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Volume 126, issue C, 2022

Cross-border portfolio flows and news media coverage

Guglielmo Maria Caporale, Faek Menla Ali, Fabio Spagnolo and Nicola Spagnolo

Greenfield foreign direct investment: Social learning drives persistence

Joe Cho Yiu Ng, Tommy Chao Hung Chan, Kwok Ping Tsang and Charles Leung

Global value chains over business cycles

Zhi Wang, Shang-Jin Wei, Xinding Yu and Kunfu Zhu

The impact of the Chilean pension withdrawals during the Covid pandemic on the future savings rate

Carlos Madeira

ECOWAS single currency: Prospective effects on trade

Raymond Adu, Ioannis Litsios and Mark Baimbridge

The currency channel of the global bank leverage cycle

Justine Pedrono

How persistent are unconventional monetary policy effects?

Christopher Neely

Population aging and fiscal sustainability: Nonlinear evidence from Europe

Dooyeon Cho and Kyung-woo Lee

The Bank of Korea watch

Hyerim Kim and Kyu Ho Kang

Fiscal multipliers in the COVID19 recession

Alan Auerbach, Yuriy Gorodnichenko, Peter B. McCrory and Daniel Murphy

Reaching out to the unbanked: The role of political ideology in financial inclusion

Abe de Jong, Abu Zafar Shahriar and Farhan Shazia

Oil prices, exchange rates and interest rates

Lutz Kilian and Xiaoqing Zhou

Volume 125, issue C, 2022

Trade liberalization and regional labor market dynamics: Evidence from China’s WTO accession

Shen Zhou, Bing He, He-yong-le Ni and Shuqing Pang

Pandemic and containment policies in open economy

Yousha Liang, Kang Shi, Junjie Tang and Juanyi Xu

Brexit and global equity fund capital reallocation

Xiang Gao, Yichuan Hu, Huanhuan Wang and Xiaohu Wang

Prospect theory preferences and global mutual fund flows

Nilesh Gupta, Anil Mishra and Joshy Jacob

Trade policy uncertainty and foreign direct investment: Evidence from China’s WTO accession

Xiaohua Bao, Jianpeng Deng, Haoyu Sun and Jin Sun

Volume 124, issue C, 2022

When banks punch back: Macrofinancial feedback loops in stress tests

Mario Catalán and Alexander Hoffmaister

Media attention and agency costs: Evidence from listed companies in China

Yunbi An, Han Jin, Qingfu Liu and Kaixin Zheng

A New angle on excess consumption volatility in emerging countries: Does house price matter?

Wonmun Shin

Bank lending and small and medium-sized enterprises’ access to finance – Effects of macroprudential policies

Aida Ćehajić and Marko Košak

The effects of financial integration during crises

Aidi Tang and Wen Yao

Hysteresis and fiscal stimulus in a recession

Juha Tervala and Timothy Watson

The reinvestment by multinationals as a capital flow: Crises, imbalances, and the cash-based current account

Erwin Hansen and Rodrigo Wagner

FDI and firm productivity in host countries: The role of financial constraints

Wontae Han, Jian Wang and Xiao Wang

Interest rate risk and monetary policy normalisation in the euro area

Philip Molyneux, Livia Pancotto, Alessio Reghezza and Costanza Rodriguez d'Acri

Fintech, Cryptocurrencies, and CBDC: Financial Structural Transformation in China

Franklin Allen, Xian Gu and Julapa Jagtiani

Media sentiment on monetary policy: Determinants and relevance for inflation expectations

Matthieu Picault, Julien Pinter and Thomas Renault

The impact of option hedging on the spot market volatility

Benjamin Anderegg, Florian Ulmann and Didier Sornette

Potential growth and natural yield curve in Japan

Gilles Dufrénot, Meryem Rhouzlane and Etienne Vaccaro-Grange

Bank regulation, supervision and liquidity creation

George Kladakis, Lei Chen and Sotirios K. Bellos

Land holdings and outward foreign direct investment: Evidence from China

Haoyuan Ding, Bei Ni, Chang Xue and Xiaoyu Zhang

Trade wars and asset prices

Guillermo Carlomagno and Elías Albagli

A structural approach to measuring the degree of economic integration: Evidence from G-7 countries

Uluc Aysun

Cryptocurrency price discrepancies under uncertainty: Evidence from COVID-19 and lockdown nexus

Meichen Chen, Cong Qin and Xiaoyu Zhang

Home bias and expected returns: A structural approach

Martin Wallmeier and Christoph Iseli

The time-varying risk price of currency portfolios

Joseph Byrne, Boulis Maher Ibrahim and Ryuta Sakemoto

Volume 123, issue C, 2022

Oil price volatility forecasts: What do investors need to know?

Stavros Degiannakis and George Filis

The effects of U.S. monetary policy shocks on mutual fund investing

Ayelen Banegas, Gabriel Montes-Rojas and Lucas Siga

Financial market linkages and the sovereign debt crisis

Susana Campos-Martins and Cristina Amado

Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach

Yuting Gong, Chao Ma and Qiang Chen

Government spending and interest rates

Daniel Murphy and Kieran James Walsh

Exchange rate pass-through to Japanese prices: Import prices, producer prices, and the core CPI

Yuri Sasaki, Yushi Yoshida and Piotr Kansho Otsubo

Global risk and portfolio flows to emerging markets: Evidence from irish-resident investment funds

Benedetta Bianchi, Vahagn Galstyan and Valerie Herzberg

Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model

Chrystalleni Aristidou, Kevin Lee and Kalvinder Shields

The rewards of fiscal consolidations: Sovereign spreads and confidence effects

Antonio David, Jaime Guajardo and Juan F. Yepez

Volume 122, issue C, 2022

Foreign currency loan conversions and currency mismatches

Andreas Fischer and Pinar Yesin

Financial frictions in macroeconomics

Lawrence Christiano

Global risk sentiment and the Swiss franc: A time-varying daily factor decomposition model

Fabian Fink, Lukas Frei and Oliver Gloede

Unconventional monetary policy and disaster risk: Evidence from the subprime and COVID–19 crises

Gustavo Cortes, George P. Gao, Felipe B.G. Silva and Zhaogang Song

What types of capital flows help improve international risk sharing?

Ergys Islamaj and Ayhan Kose

Fragmentation in the European Monetary Union: Is it really over?

Bertrand Candelon, Angelo Luisi and Francesco Roccazzella

Dynamic interactions between trade globalization and financial globalization: A heterogeneous panel VAR approach

Soyoung Kim, Seri Shim and Donghyun Park

Taxation and the external wealth of nations: Evidence from bilateral portfolio holdings

Harry Huizinga, Maximilian Todtenhaupt, Johannes Voget and Wolf Wagner

Firms’ exposures to geographic risks

Bernard Dumas, Tymur Gabuniya and Richard C. Marston

Monetary policy spillovers under COVID-19: Evidence from lending by U.S. foreign bank subsidiaries

Mark Spiegel

Rounding the corners of the trilemma: A simple framework

Olivier Jeanne

Riding the FinTech innovation wave: FinTech, patents and bank performance

Jinsong Zhao, Xinghao Li, Chin-Hsien Yu, Shi Chen and Chi-Chuan Lee

Drivers of consumer prices and exchange rates in small open economies

Vesna Corbo and Paola Di Casola

In the face of spillovers: Prudential policies in emerging economies

Andra Coman and Simon Lloyd

Central bank swap arrangements in the COVID-19 crisis

Joshua Aizenman, Hiro Ito and Gurnain Kaur Pasricha

Firms’ expectations and monetary policy shocks in the euro area

Snezana Eminidou and Marios Zachariadis

Do central banks rebalance their currency shares?

Menzie Chinn, Hiro Ito and Robert McCauley

Price effects of unconventional monetary policy announcements on European securities markets

Eurico Ferreira and Ana Paula Serra

ECB monetary policy and bank default risk☆

Nicolas Soenen and Rudi Vander Vennet

Uncertainty shocks and systemic-risk indicators

Nikolay Hristov and Markus Roth

What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality

Mauro Costantini and Ricardo Sousa

Mortgage-related bank penalties and systemic risk among U.S. banks

Václav Brož and Evžen Kočenda

International determinants of asymmetric dependence in investment returns

Jamie Alcock and Petra Sinagl

Financial integration and the correlation between international debt and equity flows

Hewei Shen

Dispelling the shadow of fiscal dominance? Fiscal and monetary announcement effects for euro area sovereign spreads in the corona pandemic

Annika Havlik, Friedrich Heinemann, Samuel Helbig and Justus Nover

Independence, conservatism, and beyond: Monetary policy, central bank governance and central banker preferences (1981–2021)

Donato Masciandaro

Monetary policy, economic uncertainty and bank risk: Cross-country evidence

Ji Wu, Yuanyun Yan, Minghua Chen and Bang Jeon

The credit spread curve distribution and economic fluctuations in Japan

Tatsuyoshi Okimoto and Sumiko Takaoka

An introduction to the special issue “Financial globalization and de-globalization: Perspectives and prospects”

Joshua Aizenman, Yin-Wong Cheung and Frank Westermann

Estimated policy rules for capital controls

Gurnain K. Pasricha