International Journal of Finance & Economics

1996 - 2010

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

From John Wiley & Sons, Ltd.
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Term-structure estimation in markets with infrequent trading pp. 353-369: 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: Lestano Lestano
The effects of EU shocks on the newly acceded countries pp. 389-404: Alina Barnett
Monetary policy in high inflation open economies: evidence from Israel and Turkey pp. 405-415: Sushanta Mallick and Mohammed Mohsin
Public debt indexation and denomination, the case of Brazil: a comment pp. 417-425: Rubens Cysne
Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates pp. 427-444: Mario Cerrato and Nicholas Sarantis

Limits to international arbitrage: an empirical evaluation pp. 273-285: 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: Dieter Nautz and Christian Offermanns
Chartism and exchange rate volatility pp. 301-316: Mikael Bask
The contribution of domestic and external factors to emerging market currency crises: an early warning systems approach pp. 317-336: Steven B. Kamin, John Schindler and Shawna Samuel
Is North and Southeast Asia becoming a yen block? pp. 337-351: Colm Kearney and Cal Muckley

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

An empirical model of daily highs and lows pp. 1-20: Yin-Wong Cheung
What drives home bias? Evidence from fund managers' views pp. 21-35: Torben Lütje and Lukas Menkhoff
Exchange rates and fundamentals: a non-linear relationship? pp. 37-54: 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: Mohammad 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: Marcus Miller, Olli Castrén and Lei Zhang

Credit spread volatility, bond ratings and the risk reduction effect of watchlistings pp. 293-303: Volker G. Heinke
Is there a causal link between currency and debt crises? pp. 305-325: Axel Dreher, Bernhard Herz and Volker Karb
Extended evidence on the use of technical analysis in foreign exchange pp. 327-338: 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: Moritz Schularick
The out-of-sample forecasts of nonlinear long-memory models of the real exchange rate pp. 355-370: Sang-Kuck Chung
Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns pp. 371-383: 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: Paul Ormerod

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

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: G. D. Gettinby, C. D. Sinclair, D. M. Power and R. A. Brown
Volatility dynamics and heterogeneous markets pp. 115-121: David G. McMillan and Alan E. H. Speight
Central bank interventions in industrialized countries: a characterization based on survey results pp. 123-138: 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: Robert Sollis and Mark Wohar
Foreign exchange intervention and the Australian dollar: has it mattered? pp. 155-171: 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: Michael Plummer

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