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 5, issue 4, 2000

Is There a Base Currency Effect in Long-Run PPP? pp. 253-63

Jerry Coakley and Ana-Maria Fuertes

Switching Volatility in Private International Equity Markets pp. 265-83

Raul Susmel

Investment and Financial Restraints: Theory and Evidence pp. 285-96

Panicos Demetriades and Michael Devereux

Fundamentals and Speculation in the Thai Baht Crisis pp. 297-308

Daryl Goh and Nicolaas Groenewold

Political Instability and Economic Vulnerability pp. 309-30

Matthieu Bussiere and Christian Mulder

A Model to Explain the Duration of a Currency Crisis pp. 331-37

Louise Allsopp

Which Corporate Hedging Motives Are Appropriate? An Institutional Shareholders' Perspective pp. 339-47

Jill Frances Solomon and Nathan Lael Joseph

Volume 5, issue 3, 2000

Country Funds and Asymmetric Information pp. 177-95

Jeffrey Frankel and Sergio Schmukler

The Bullionist Controversy: A Time-Series Analysis pp. 197-209

Lawrence Officer

Term Effects and the Time-Varying Risk Premium in Tests of Forward Foreign Exchange Rate Unbiasedness pp. 211-20

Janice Boucher Breuer

Exchange Rate Risk and Two-Way Foreign Direct Investment pp. 221-31

Jie Qin

Holding Out for a Haircut: Financial Crisis, Moral Hazard, and Interest Rate Policy pp. 233-49

Benjamin Dennis and Simon Kandel

Volume 5, issue 2, 2000

Abnormal Stock Returns and Public Policy: The Case of the UK Privatised Electricity and Water Utilities pp. 93-106

A Antoniou, David Barr and Richard Priestley

Assessing the Credibility of a Target Zone: Evidence from EMS Countries pp. 107-20

Marco Tronzano, Zacharias Psaradakis and Martin Sola

Unified Tests of Causality and Cost of Carry: The Pricing of the French Stock Index Futures Contract pp. 121-40

Christopher Green and Emmanuel Joujon

Foreign Debt, Sanctions and Investment: A Model with Politically Unstable Less Developed Countries pp. 141-53

Alberto Dalmazzo and Giancarlo Marini

UK Metal and Energy Basis Variation and a Common pp. 155-64

Patricia Fraser and Andrew J McKaig

Testing the Credibility of Stabilization Programmes: Evidence from Greece pp. 165-73

Costas Karfakis, Moise Sidiropoulos and Jamel Trabelsi

Volume 5, issue 1, 2000

The New International Financial Architecture: Reconstruction, Renovation, or Minor Repair? pp. 1-14

Peter Kenen

Inflation Targets and the Yield Curve: New Zealand and Australia versus the US pp. 15-32

Pierre Siklos

Does Austria Respond to the German or the US Business Cycle? pp. 33-42

Yin-Wong Cheung and Frank Westermann

Public Debt Indexation and Denomination: The Case of Brazil pp. 43-56

Ilan Goldfajn

The Early Years of the Second Bank of the United States: An Historical Perspective on the Transition to EMU pp. 57-75

Marc-Alexandre Senegas

The Black Market Premium and the Rate of Inflation in a Dual Exchange Rate Regime pp. 77-88

Jianhuai Shi

Volume 4, issue 4, 1999

Modelling Emerging Market Risk Premia Using Higher Moments pp. 271-96

Soosung Hwang and Stephen E Satchell

Exchange Rate Target Zones and Stock Price Volatility pp. 297-311

Bernd Kempa, Michael Nelles and Christian Pierdzioch

Twin Crises and the Intermediary Role of Banks pp. 313-23

Claudia Buch and Ralph P Heinrich

Exchange Rate Undershooting pp. 325-33

Jay H Levin

Misadjustment to Anticipated Shocks: A Clarification pp. 335-51

Wen-ya Chang, Ching-chong Lai and Hsueh-fang Tsai

Volume 4, issue 3, 1999

Day-of-Week Effects in Tests of Forward Foreign Exchange Rate Unbiasedness pp. 193-204

Janice Boucher Breuer

Financial Liberalization and Money Demand in the ASEAN Countries pp. 205-15

Robert Dekle and Mahmood Pradhan

A Latent Factor Model of European Exchange Rate Risk Premia pp. 217-27

Annika Alexius and Peter Sellin

Daily Interventions by the Central Bank of Russia in the Treasury Bill Market pp. 229-42

Giuseppe Tullio and Vitaly Natarov

Are Real Exchange Rates Stationary Based on Panel Unit-Root Tests? Evidence from Pacific Basin Countries pp. 243-52

Jyh-Lin Wu and Show-Lin Chen

Stylized Facts of the Business Cycle Revisited: A Structural Modelling Approach pp. 253-68

Laurence Boone and Stephen Hall

Volume 4, issue 2, 1999

Alternative Approaches to Real Exchange Rates and Real Interest Rates: Three Up and Three Down pp. 93-111

Hali Edison and Will Melick

On the Won and Other East Asian Currencies pp. 113-27

Menzie Chinn

A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems pp. 129-46

Tobias Adrian and Daniel Gros

Are Exchange Rates Cointegrated with Monetary Model in Panel Data? pp. 147-54

Keun-Yeob Oh

Adjustment Costs and Nonlinear Dynamics in the Demand for Money: Italy, 1861-1991 pp. 155-77

Lucio Sarno

The Anomaly of Size: Does It Really Matter? pp. 179-92

Ian Dobbs

Volume 4, issue 1, 1999

Perspectives on the Recent Currency Crisis Literature pp. 1-26

Robert Flood and Nancy Marion

On the Use of Reserve Requirements in Dealing with Capital Flow Problems pp. 27-54

Carmen Reinhart and Vincent Reinhart

Openness and the Exchange Rate Exposure of National Stock Markets pp. 55-62

Richard Friberg and Stefan Nydahl

Searching for Indicators of Foreign Exchange Market Pressure: Evidence from Greece pp. 63-73

Costas Karfakis and Demetrios Moschos

Currency Crises: Introduction of Spot Speculators pp. 75-90

Ales Cerny

Volume 3, issue 4, 1998

Quasi Purchasing Power Parity pp. 279-89

Natalie D Hegwood and David Papell

Evaluating the Consumption-Capital Asset Pricing Model Using Hansen-Jagannathan Bounds: Evidence from the UK pp. 291-302

Tom Engsted

A Comparison of Capital Standards and Proprietary Surveillance as Mechanisms for Regulating Financial Market Risk in the EU pp. 303-19

Michael Bowe and Maximilian Hall

Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables pp. 321-25

Edward Driffill, Zacharias Psaradakis and Martin Sola

Alternative Expectations Models and Exchange Rate Dynamics pp. 327-36

Jay H Levin

Credit Market Imperfections and Nominal Exchange Rate Regimes pp. 337-61

Wai-Ming Ho

Volume 3, issue 3, 1998

Does the Term Structure Predict Recessions? The International Evidence pp. 195-215

Henri Bernard and Stefan Gerlach

The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models pp. 217-28

Guay Lim and Paul McNelis

A Re-examination of the Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence from Long-Run and Short-Run Tests pp. 229-39

Elias Tzavalis and Michael Wickens

Time-Varying/Sign-Switching Risk Perception on Foreign Exchange Markets pp. 241-59

Giampiero Gallo and Barbara Pacini

A Cointegration Analysis of the Official and Parallel Foreign Exchange Markets for Dollars in Greece pp. 261-76

Georgios Kouretas and Leonidas P Zarangas

Volume 3, issue 2, 1998

New Activities, the Welfare Cost of Uncertainty and Investment Policies pp. 97-110

Joshua Aizenman

Macroeconomic Shocks and the CAPM: Evidence from the UK Stockmarket pp. 111-26

Clare, Andrew, et al

Testing the Consumption-CAPM in Developing Equity Markets pp. 127-41

Paul Cashin and Christopher McDermott

The Time Series Behaviour of Asset Prices: Evidence from UK Futures Markets pp. 143-55

Patricia Fraser and Andrew J McKaig

Price Determination and Rational Expectations pp. 157-67

Thórarinn Pétursson

The Feldstein-Horioka Puzzle and Capital Mobility: A Review pp. 169-88

Jerry Coakley, Farida Kulasi and Ronald Smith

Volume 3, issue 1, 1998

Monetary Policy in Stage Three: A Review of the Framework Proposed by the European Monetary Institute pp. 3-12

Peter Kenen

The European Central Bank and the Prudential Regulation of the Financial System pp. 13-20

Graham Bishop

Speculative Attacks on a Monetary Union? pp. 21-26

Michael Dooley

The European Central Bank and Inflation Targeting pp. 27-38

Michael Artis and Zenon Kontolemis

The Surge in Capital Flows: Analysis of 'Pull' and 'Push' Factors pp. 39-57

Pierre-Richard Agénor

The Dynamics of DM/L Exchange Rate Volatility: A SWARCH Analysis pp. 59-71

Wai Mun Fong

Bank Lending and Economic Activity in Japan: Did 'Financial Factors' Contribute to the Recent Downturn? pp. 73-89

Allan Brunner and Steven B Kamin