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International Journal of Finance & Economics

1996 - 2010

Continued by International Journal of Finance & Economics.

Current editor(s): Mark P. Taylor, Keith Cuthbertson and Michael P. Dooley

From John Wiley & Sons, Ltd.
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Volume 12, issue 4, 2007

Term-structure estimation in markets with infrequent trading pp. 353-369 Downloads
Gonzalo Cortazar, Eduardo S. Schwartz and Lorenzo F. Naranjo
Dating currency crises with ad hoc and extreme value-based thresholds: East Asia 1970-2002 [Dating currency crises&rsqb pp. 371-388 Downloads
Lestano Lestano
The effects of EU shocks on the newly acceded countries pp. 389-404 Downloads
Alina Barnett
Monetary policy in high inflation open economies: evidence from Israel and Turkey pp. 405-415 Downloads
Sushanta Mallick and Mohammed Mohsin
Public debt indexation and denomination, the case of Brazil: a comment pp. 417-425 Downloads
Rubens Cysne
Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates pp. 427-444 Downloads
Mario Cerrato and Nicholas Sarantis

Volume 12, issue 3, 2007

Limits to international arbitrage: an empirical evaluation pp. 273-285 Downloads
Hans Dewachter and Kristien Smedts
The dynamic relationship between the euro overnight rate, the ECB's policy rate and the term spread pp. 287-300 Downloads
Dieter Nautz and Christian J. Offermanns
Chartism and exchange rate volatility pp. 301-316 Downloads
Mikael Bask
The contribution of domestic and external factors to emerging market currency crises: an early warning systems approach pp. 317-336 Downloads
Steven B. Kamin, John Schindler and Shawna Samuel
Is North and Southeast Asia becoming a yen block? pp. 337-351 Downloads
Colm Kearney and Cal Muckley

Volume 12, issue 2, 2007

Exchange rate intervention pp. 107-108 Downloads
Christopher Neely and Mark Taylor
The historical origins of US exchange market intervention policy pp. 109-132 Downloads
Michael Bordo, Owen Humpage and Anna Schwartz
Myths and reality of foreign exchange interventions: an application to Japan pp. 133-154 Downloads
Takatoshi Ito
An assessment of some open issues in the analysis of foreign exchange intervention pp. 155-170 Downloads
Paolo Vitale
The influence of actual and unrequited interventions pp. 171-200 Downloads
Kathryn Dominguez and Freyan Panthaki
Central bank intervention and exchange rate volatility, its continuous and jump components pp. 201-223 Downloads
Michel Beine, Jérôme Lahaye, Sébastien Laurent, Christopher Neely and Franz Palm
Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide pp. 225-247 Downloads
Gabriele Galati, Patrick Higgins, Owen Humpage and Will Melick
Central bank intervention with limited arbitrage pp. 249-260 Downloads
Christopher Neely and Paul A. Weller
Bulls, bears and excess volatility: can currency intervention help? pp. 261-272 Downloads
Luisa Corrado, Marcus Miller and Lei Zhang

Volume 12, issue 1, 2007

An empirical model of daily highs and lows pp. 1-20 Downloads
Yin-Wong Cheung
What drives home bias? Evidence from fund managers' views pp. 21-35 Downloads
Torben Lütje and Lukas Menkhoff
Exchange rates and fundamentals: a non-linear relationship? pp. 37-54 Downloads
Paul De Grauwe and Isabel Vansteenkiste
What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR pp. 55-87 Downloads
M Pesaran, L. Vanessa Smith and Ron P. Smith
'Irrational exuberance' and capital flows for the US New Economy: a simple global model pp. 89-105 Downloads
Marcus Miller, Olli Castrén and Lei Zhang

Volume 11, issue 4, 2006

Credit spread volatility, bond ratings and the risk reduction effect of watchlistings pp. 293-303 Downloads
Volker G. Heinke
Is there a causal link between currency and debt crises? pp. 305-325 Downloads
Axel Dreher, Bernhard Herz and Volker Karb
Extended evidence on the use of technical analysis in foreign exchange pp. 327-338 Downloads
Thomas Gehrig and Lukas Menkhoff
A tale of two 'globalizations': capital flows from rich to poor in two eras of global finance pp. 339-354 Downloads
Moritz Schularick
The out-of-sample forecasts of nonlinear long-memory models of the real exchange rate pp. 355-370 Downloads
Sang-Kuck Chung
Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns pp. 371-383 Downloads
Eleni Constantinou, Robert Georgiades, Avo Kazandjian and Georgios Kouretas
Financial market complexity Neil F. Johnson, Paul Jeffries and Pak Ming Hui, Oxford University Press, Oxford, 2003; 254 pp, ISBN 0-19-852665-2 pp. 384-384 Downloads
Paul Ormerod

Volume 11, issue 3, 2006

Special issue on advances in international money, macro and finance pp. 175-175 Downloads
Georgios Kouretas, Nelson Mark, Athanasios Papadopoulos and Lucio Sarno
Is the convergence of business cycles a global or regional issue? The UK, US and Euroland pp. 177-194 Downloads
Andrew Hughes Hallett and Christian Richter
Bubbles and fads in the stock market: another look at the experience of the US pp. 195-203 Downloads
Piergiorgio Alessandri
International transmission effects of monetary policy shocks: can asymmetric price setting explain the stylized facts? pp. 205-218 Downloads
Caroline Schmidt
Look who's talking: ECB communication during the first years of EMU pp. 219-228 Downloads
David-Jan Jansen and Jakob de Haan
The effects of macroeconomic policy shocks on the UK labour market pp. 229-244 Downloads
Athanasios Tagkalakis
Finance, institutions and economic development pp. 245-260 Downloads
Panicos Demetriades and Siong Hook Law
Extracting inflation expectations from the term structure: the Fisher equation in a multivariate SDF framework pp. 261-277 Downloads
Hiona Balfoussia and Michael Wickens
Monetary policy and asset prices: to respond or not? pp. 279-292 Downloads
Qaisar Akram, Gunnar Bårdsen and Øyvind Eitrheim

Volume 11, issue 2, 2006

An analysis of the distribution of extremes in indices of share returns in the US, UK and Japan from 1963 to 2000 pp. 97-113 Downloads
G. D. Gettinby, C. D. Sinclair, D. M. Power and R. A. Brown
Volatility dynamics and heterogeneous markets pp. 115-121 Downloads
David G. McMillan and Alan E. H. Speight
Central bank interventions in industrialized countries: a characterization based on survey results pp. 123-138 Downloads
Christelle Lecourt and Helene Raymond
The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration pp. 139-153 Downloads
Robert Sollis and Mark Wohar
Foreign exchange intervention and the Australian dollar: has it mattered? pp. 155-171 Downloads
Hali Edison, Paul Cashin and Hong Liang
W. Max Corden, Too sensational: on the choice of exchange rate regimes, MIT Press, Cambridge, 2002; 274 pp, index+figures pp. 172-173 Downloads
Michael Plummer

Volume 11, issue 1, 2006

Aspects of foreign exchange market microstructure: editors' introduction pp. 1-2 Downloads
Michael Sager and Mark Taylor
Understanding order flow pp. 3-23 Downloads
Martin Evans and Richard Lyons
Explaining trading volume in the euro pp. 25-34 Downloads
Janusz Brzeszczynski and Michael Melvin
Feedback trading This paper is also available at pp. 35-53 Downloads
Jon Danielsson and Ryan Love
Macro lessons from microstructure pp. 55-80 Downloads
Carol Osler
Under the microscope: the structure of the foreign exchange market pp. 81-95 Downloads
Michael Sager and Mark Taylor
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