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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 5, issue 4, 2000

Is There a Base Currency Effect in Long-Run PPP? pp. 253-63 Downloads
Jerry Coakley and Ana-Maria Fuertes
Switching Volatility in Private International Equity Markets pp. 265-83 Downloads
Raul Susmel
Investment and Financial Restraints: Theory and Evidence pp. 285-96 Downloads
Panicos Demetriades and Michael Devereux
Fundamentals and Speculation in the Thai Baht Crisis pp. 297-308 Downloads
Daryl Goh and Nicolaas Groenewold
Political Instability and Economic Vulnerability pp. 309-30 Downloads
Matthieu Bussiere and Christian Mulder
A Model to Explain the Duration of a Currency Crisis pp. 331-37 Downloads
Louise Allsopp
Which Corporate Hedging Motives Are Appropriate? An Institutional Shareholders' Perspective pp. 339-47 Downloads
Jill Frances Solomon and Nathan Lael Joseph

Volume 5, issue 3, 2000

Country Funds and Asymmetric Information pp. 177-95 Downloads
Jeffrey Frankel and Sergio Schmukler
The Bullionist Controversy: A Time-Series Analysis pp. 197-209 Downloads
Lawrence Officer
Term Effects and the Time-Varying Risk Premium in Tests of Forward Foreign Exchange Rate Unbiasedness pp. 211-20 Downloads
Janice Boucher Breuer
Exchange Rate Risk and Two-Way Foreign Direct Investment pp. 221-31 Downloads
Jie Qin
Holding Out for a Haircut: Financial Crisis, Moral Hazard, and Interest Rate Policy pp. 233-49 Downloads
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 Downloads
A Antoniou, David Barr and Richard Priestley
Assessing the Credibility of a Target Zone: Evidence from EMS Countries pp. 107-20 Downloads
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 Downloads
Christopher Green and Emmanuel Joujon
Foreign Debt, Sanctions and Investment: A Model with Politically Unstable Less Developed Countries pp. 141-53 Downloads
Alberto Dalmazzo and Giancarlo Marini
UK Metal and Energy Basis Variation and a Common pp. 155-64 Downloads
Patricia Fraser and Andrew J McKaig
Testing the Credibility of Stabilization Programmes: Evidence from Greece pp. 165-73 Downloads
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 Downloads
Peter Kenen
Inflation Targets and the Yield Curve: New Zealand and Australia versus the US pp. 15-32 Downloads
Pierre Siklos
Does Austria Respond to the German or the US Business Cycle? pp. 33-42 Downloads
Yin-Wong Cheung and Frank Westermann
Public Debt Indexation and Denomination: The Case of Brazil pp. 43-56 Downloads
Ilan Goldfajn
The Early Years of the Second Bank of the United States: An Historical Perspective on the Transition to EMU pp. 57-75 Downloads
Marc-Alexandre Senegas
The Black Market Premium and the Rate of Inflation in a Dual Exchange Rate Regime pp. 77-88 Downloads
Jianhuai Shi

Volume 4, issue 4, 1999

Modelling Emerging Market Risk Premia Using Higher Moments pp. 271-96 Downloads
Soosung Hwang and Stephen E Satchell
Exchange Rate Target Zones and Stock Price Volatility pp. 297-311 Downloads
Bernd Kempa, Michael Nelles and Christian Pierdzioch
Twin Crises and the Intermediary Role of Banks pp. 313-23 Downloads
Claudia Buch and Ralph P Heinrich
Exchange Rate Undershooting pp. 325-33 Downloads
Jay H Levin
Misadjustment to Anticipated Shocks: A Clarification pp. 335-51 Downloads
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 Downloads
Janice Boucher Breuer
Financial Liberalization and Money Demand in the ASEAN Countries pp. 205-15 Downloads
Robert Dekle and Mahmood Pradhan
A Latent Factor Model of European Exchange Rate Risk Premia pp. 217-27 Downloads
Annika Alexius and Peter Sellin
Daily Interventions by the Central Bank of Russia in the Treasury Bill Market pp. 229-42 Downloads
Giuseppe Tullio and Vitaly Natarov
Are Real Exchange Rates Stationary Based on Panel Unit-Root Tests? Evidence from Pacific Basin Countries pp. 243-52 Downloads
Jyh-Lin Wu and Show-Lin Chen
Stylized Facts of the Business Cycle Revisited: A Structural Modelling Approach pp. 253-68 Downloads
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 Downloads
Hali Edison and Will Melick
On the Won and Other East Asian Currencies pp. 113-27 Downloads
Menzie Chinn
A Stochastic Model of Self-Fulfilling Crises in Fixed Exchange Rate Systems pp. 129-46 Downloads
Tobias Adrian and Daniel Gros
Are Exchange Rates Cointegrated with Monetary Model in Panel Data? pp. 147-54 Downloads
Keun-Yeob Oh
Adjustment Costs and Nonlinear Dynamics in the Demand for Money: Italy, 1861-1991 pp. 155-77 Downloads
Lucio Sarno
The Anomaly of Size: Does It Really Matter? pp. 179-92 Downloads
Ian Dobbs

Volume 4, issue 1, 1999

Perspectives on the Recent Currency Crisis Literature pp. 1-26 Downloads
Robert Flood and Nancy Marion
On the Use of Reserve Requirements in Dealing with Capital Flow Problems pp. 27-54 Downloads
Carmen Reinhart and Vincent Reinhart
Openness and the Exchange Rate Exposure of National Stock Markets pp. 55-62 Downloads
Richard Friberg and Stefan Nydahl
Searching for Indicators of Foreign Exchange Market Pressure: Evidence from Greece pp. 63-73 Downloads
Costas Karfakis and Demetrios Moschos
Currency Crises: Introduction of Spot Speculators pp. 75-90 Downloads
Ales Cerny

Volume 3, issue 4, 1998

Quasi Purchasing Power Parity pp. 279-89 Downloads
Natalie D Hegwood and David Papell
Evaluating the Consumption-Capital Asset Pricing Model Using Hansen-Jagannathan Bounds: Evidence from the UK pp. 291-302 Downloads
Tom Engsted
A Comparison of Capital Standards and Proprietary Surveillance as Mechanisms for Regulating Financial Market Risk in the EU pp. 303-19 Downloads
Michael Bowe and Maximilian Hall
Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables pp. 321-25 Downloads
Edward Driffill, Zacharias Psaradakis and Martin Sola
Alternative Expectations Models and Exchange Rate Dynamics pp. 327-36 Downloads
Jay H Levin
Credit Market Imperfections and Nominal Exchange Rate Regimes pp. 337-61 Downloads
Wai-Ming Ho

Volume 3, issue 3, 1998

Does the Term Structure Predict Recessions? The International Evidence pp. 195-215 Downloads
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 Downloads
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 Downloads
Elias Tzavalis and Michael Wickens
Time-Varying/Sign-Switching Risk Perception on Foreign Exchange Markets pp. 241-59 Downloads
Giampiero Gallo and Barbara Pacini
A Cointegration Analysis of the Official and Parallel Foreign Exchange Markets for Dollars in Greece pp. 261-76 Downloads
Georgios Kouretas and Leonidas P Zarangas

Volume 3, issue 2, 1998

New Activities, the Welfare Cost of Uncertainty and Investment Policies pp. 97-110 Downloads
Joshua Aizenman
Macroeconomic Shocks and the CAPM: Evidence from the UK Stockmarket pp. 111-26 Downloads
Clare, Andrew, et al
Testing the Consumption-CAPM in Developing Equity Markets pp. 127-41 Downloads
Paul Cashin and Christopher McDermott
The Time Series Behaviour of Asset Prices: Evidence from UK Futures Markets pp. 143-55 Downloads
Patricia Fraser and Andrew J McKaig
Price Determination and Rational Expectations pp. 157-67 Downloads
Thórarinn Pétursson
The Feldstein-Horioka Puzzle and Capital Mobility: A Review pp. 169-88 Downloads
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 Downloads
Peter Kenen
The European Central Bank and the Prudential Regulation of the Financial System pp. 13-20 Downloads
Graham Bishop
Speculative Attacks on a Monetary Union? pp. 21-26 Downloads
Michael Dooley
The European Central Bank and Inflation Targeting pp. 27-38 Downloads
Michael Artis and Zenon Kontolemis
The Surge in Capital Flows: Analysis of 'Pull' and 'Push' Factors pp. 39-57 Downloads
Pierre-Richard Agénor
The Dynamics of DM/L Exchange Rate Volatility: A SWARCH Analysis pp. 59-71 Downloads
Wai Mun Fong
Bank Lending and Economic Activity in Japan: Did 'Financial Factors' Contribute to the Recent Downturn? pp. 73-89 Downloads
Allan Brunner and Steven B Kamin
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