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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Special Issue on Technical Analysis and Financial Markets: Editor's Introduction pp. 263-66: Mark Taylor
Do Technical Trading Rules Generate Profits? Conclusions from the Intra-day Foreign Exchange Market pp. 267-80: Curcio, Riccardo, et al
Chartists, Fundamentalists and Exchange Rate Dynamics pp. 281-90: Jay H Levin
Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach pp. 291-305: Robert Vigfusson
Examining the Use of Technical Currency Analysis pp. 307-18: Lukas Menkhoff
Technical Analysis and the London Stock Exchange: Testing Trading Rules Using the FT30 pp. 319-31: Terence C Mills

The Real Exchange Rate and US Manufacturing Profits: A Theoretical Framework with Some Empirical Support pp. 177-87: Richard Clarida
Inflation Convergence within the European Union: A Panel Data Analysis pp. 189-98: Evžen Kočenda and David Papell
Is There Life Outside the ERM? An Evaluation of the Effects of Sterling's Devaluation on the UK Economy pp. 199-216: Andrew Hughes Hallett and Simon Wren-Lewis
Central Bank Policy Reaction and the Expectations Hypothesis of the Term Structure pp. 217-24: Peter Kugler
Long-Term Persistence in the Real Interest Rate: Some Evidence of a Fractional Unit Root pp. 225-35: Kon S Lai
The Term Structure of Interest Rates and Financial Integration in the ERM pp. 237-47: Mark Holmes and Eric Pentecost
Multivariate EGARCHX-Modelling of the International Asset Return Signal Response Mechanism pp. 249-62: Ralf Ostermark and Rune Hoglund

The Reaction of Exchange Rates and Interest Rates to News Releases pp. 87-100: Hali Edison
Conceptual and Methodological Issues in the Measurement of Capital Flight pp. 101-19: P H Kevin Chang, Stijn Claessens and Robert Cumby
Why Does the Spot-Forward Discount Fail to Predict Changes in Future Spot Rates pp. 121-29: Charles A E Goodhart, Patrick C McMahon and Yerima L Ngama
Measuring Economic Convergence pp. 131-43: Stephen Hall, Donald Robertson and Michael Wickens
Exchange Rate Risk, Export and Hedging pp. 145-50: Udo Broll
The Motives for Corporate Hedging among UK Multinationals pp. 151-71: Nathan Lael Joseph and Robin David Hewins

International Business Cycles and the ERM: Is There a European Business Cycle? pp. 1-16: Michael Artis and W Zhang
Stock Return Volatility and World War II: Evidence from GARCH and GARCH-X Models pp. 17-28: Taufiq Choudhry
Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990 pp. 29-37: Michael Funke, Stephen Hall and Martin Sola
Non-linearities in East European Black-Market Exchange Rates pp. 39-57: David Peel and Alan E H Speight
International Bank Lending to LDCs: An Information Based Approach pp. 59-71: Prasanna S Gai
Credit Market Interest Rates and Exchange Rate Dynamics pp. 73-84: Christos Papazoglou and Pavlos Karadeloglou

Alternative Long-Horizon Exchange-Rate Predictors pp. 229-50: Jian Chen and Nelson Mark
The Wild Ride of the Ruble pp. 251-61: William Easterly and Holger C Wolf
Stock Market Volatility and Fractional Integration pp. 263-73: Yin-Wong Cheung
The Econometrics of the 'Market Model': Cointegration, Error Correction and Exogeneity pp. 275-86: Terence C Mills
Economic Factors and Stock Markets: Empirical Evidence from the UK and the US pp. 287-302: Arnold C S Cheng
Market Fundamentals versus Speculative Bubbles: A New Test Applied to the German Hyperinflation pp. 303-17: Keith Blackburn and Martin Sola

The Implications of International Capital Flows for Macroeconomic and Financial Policies pp. 155-60: Mohsin Khan and Donald J Mathieson
Persistent Current Account Deficits: A Warning Signal? pp. 161-81: Gian Maria Milesi-Ferretti and Assaf Razin
Managing Risks to Financial Markets from Volatile Capital Flows: The Role of Prudential Regulation pp. 183-95: Peter Garber
Capital Controls and Emerging Markets pp. 197-205: Michael Dooley
Capital Flows and Macroeconomic Management: Tequila Lessons pp. 207-23: Guillermo Calvo

Stochastic Regime Switching and Stabilizing Policies within Regimes pp. 71-85: Karen Lewis
Macroeconomic Management with Informal Financial Markets pp. 87-101: Pierre-Richard Agénor and Nadeem U Haque
Real Interest Differentials and Macro Fundamentals: Empirical Estimates pp. 103-16: Robert E Blake and Richard Clarida
Foreign Direct Investment, Employment Volatility and Cyclical Dumping pp. 117-31: Joshua Aizenman
International Macroeconomic Interdependence and International Migration of Labour pp. 133-47: George Agiomirgianakis

Liberalized Portfolio Capital Inflows in Emerging Markets: Sterilization, Expectations, and the Incompleteness of Interest Rate Convergence pp. 1-23: Jeffrey Frankel and Chudozie Okongwu
Sovereign Debt, Reputation and Credit Terms pp. 25-35: Jonathan Eaton
Disinflation and Taxation: The Case of Israel pp. 37-46: Assaf Razin and Efraim Sadka
After the Deluge: Do Fixed Exchange Rates Allow Inter-temporal Volatility Tradeoffs? pp. 47-54: Andrew Rose
The Distribution of Exchange Rates in the EMS pp. 55-67: Charles Engel and Craig Hakkio