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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.
Bibliographic data for series maintained by Wiley-Blackwell Digital Licensing ().

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Volume 2, issue 4, 1997

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

Volume 2, issue 3, 1997

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

Volume 2, issue 2, 1997

The Reaction of Exchange Rates and Interest Rates to News Releases pp. 87-100 Downloads
Hali Edison
Conceptual and Methodological Issues in the Measurement of Capital Flight pp. 101-19 Downloads
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 Downloads
Charles A E Goodhart, Patrick C McMahon and Yerima L Ngama
Measuring Economic Convergence pp. 131-43 Downloads
Stephen Hall, Donald Robertson and Michael Wickens
Exchange Rate Risk, Export and Hedging pp. 145-50 Downloads
Udo Broll
The Motives for Corporate Hedging among UK Multinationals pp. 151-71 Downloads
Nathan Lael Joseph and Robin David Hewins

Volume 2, issue 1, 1997

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

Volume 1, issue 4, 1996

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

Volume 1, issue 3, 1996

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

Volume 1, issue 2, 1996

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

Volume 1, issue 1, 1996

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