Journal of Money, Credit and Banking

1969 - 2013

Continued by Journal of Money, Credit and Banking.

Current editor(s): Robert deYoung, Paul Evans, Pok-Sang Lam and Kenneth D. West

From Blackwell Publishing
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Volume 38, month oct, 2006

How Do Official Bailouts Affect the Risk of Investing in Emerging Markets? pp. 1689-1714

Giovanni Dell'ariccia, Isabel Schnabel and Jeromin Zettelmeyer

The Effect of Government Spending on Private Consumption: A Puzzle? pp. 1715-1735

Ludger Linnemann

Econometric Policy Evaluation and Inverse Control pp. 1737-1764

Michael K. Salemi

Horizontal and Vertical Integration in Securities Trading and Settlement pp. 1765-1795

Jens Tapking and Jing Yang

Efficient Pricing of Large Value Interbank Payment Systems pp. 1797-1818

Cornelia Holthausen and Jean Rochet

Capital and Risk: New Evidence on Implications of Large Operational Losses pp. 1819-1846

Patrick de Fontnouvelle, Virginia Dejesus-Rueff, John S. Jordan and Eric Rosengren

Macro Factors and the Affine Term Structure of Interest Rates pp. 1847-1875

Tao Wu

Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates pp. 1877-1905

Klaus Adam and Roberto Billi

Same Financial Development Yet Different Economic Growth: Why? pp. 1907-1944

Chung-Hua Shen and Chien-Chiang Lee

Oil Prices, Monetary Policy, and Counterfactual Experiments pp. 1945-1958

Charles Carlstrom and Timothy Fuerst

Labor Market Frictions, Indeterminacy, and Interest Rate Rules pp. 1959-1970

Francesco Zanetti

Volume 38, month sep, 2006

On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 pp. 1405-1430

Graham Elliott and Elena Pesavento

Risk-Based Pricing and the Enhancement of Mortgage Credit Availability among Underserved and Higher Credit-Risk Populations pp. 1431-1460

Yongheng Deng and Stuart Gabriel

A Small-Sample Study of the New-Keynesian Macro Model pp. 1461-1481

Seonghoon Cho and Antonio Moreno

Technological Progress and the Geographic Expansion of the Banking Industry pp. 1483-1513

Allen Berger and Robert DeYoung

Market Discipline in Property/Casualty Insurance: Evidence from Premium Growth Surrounding Changes in Financial Strength Ratings pp. 1515-1544

Karen Epermanis and Scott E. Harrington

On Credit-Spread Slopes and Predicting Bank Risk pp. 1545-1574

C. N. V. Krishnan, P. H. Ritchken and James Thomson

The Credit Cycle and the Business Cycle: New Findings Using the Loan Officer Opinion Survey pp. 1575-1597

Cara Lown and Donald Morgan

Money and Risk Sharing pp. 1599-1618

Robert Reed and Christopher J. Waller

Simple Monetary Policymaking without the Output Gap pp. 1619-1640

Kai Leitemo and Ingunn Lonning

Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations When No Monetary Policy Changes Occur? pp. 1641-1657

Rasmus Fatum and Barry Scholnick

Money Demand in Japan and Nonlinear Cointegration pp. 1659-1667

Youngsoo Bae, Vikas Kakkar and Masao Ogaki

Purchasing Power Parity and Markov Regime Switching pp. 1669-1687

Angelos Kanas

Volume 38, month aug, 2006

The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence pp. 1127-1148

Todd Clark and Michael McCracken

Has U.S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data pp. 1149-1173

Jean Boivin

Taylor Rules and the Deutschmark: Dollar Real Exchange Rate pp. 1175-1194

Charles Engel and Kenneth West

Do Bank Loan Relationships Still Matter? pp. 1195-1209

L. Paige Fields, Donald R. Fraser, Tammy L. Berry and Steven Byers

Macroeconomic Dynamics and Credit Risk: A Global Perspective pp. 1211-1261

Mohammad Pesaran, Til Schuermann, Bjorn-Jakob Treutler and Scott M. Weiner

Stock Market Reaction to Financial Statement Certification by Bank Holding Company CEOs pp. 1263-1291

Beverly Hirtle

Branch Banking, Bank Competition, and Financial Stability pp. 1293-1328

Mark Carlson and Kris James Mitchener

Additional Evidence of Long-Run Purchasing Power Parity with Restricted Structural Change pp. 1329-1349

David Papell and Ruxandra Prodan

A Portfolio View of Banking with Interest and Noninterest Activities pp. 1351-1361

Kevin J. Stiroh

Multiple Regimes in U.S. Monetary Policy? A Nonparametric Approach pp. 1363-1377

John Duffy and Jim Engle-Warnick

Does Political Instability Lead to Higher Inflation? A Panel Data Analysis pp. 1379-1389

Ari Aisen and Francisco Veiga

Euro-Illusion: A Natural Experiment pp. 1391-1403

Edmund Cannon and Giam Pietro Cipriani

Volume 38, month jun, 2006

How Important Is Precommitment for Monetary Policy? pp. 847-872

Richard Dennis and Ulf Soderstrom

Human Capital, Weak Identification, and Asset Pricing pp. 873-899

Qiang Zhang

The Liquidity Effect in the Federal Funds Market: Evidence from Daily Open Market Operations pp. 901-920

Seth Carpenter and Selva Demiralp

Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data pp. 921-938

Chi-Young Choi, Nelson Mark and Donggyu Sul

Is the Exchange Rate a Shock Absorber or a Source of Shocks? New Empirical Evidence pp. 939-961

Katie Farrant and Gert Peersman

Endogenous Deposit Dollarization pp. 963-988

Christian Broda and Eduardo Levy Yeyati

Does Urgency Affect Price at Market? An Analysis of U.S. Treasury Short-Term Finance pp. 989-1012

Jason Seligman

Performance Changes around Bank Mergers: Revenue Enhancements versus Cost Reductions pp. 1013-1050

Marcia Millon Cornett, Jamie John McNutt and Hassan Tehranian

Financial Development, Financial Fragility, and Growth pp. 1051-1076

Norman Loayza and Romain Ranciere

Transactions Cost and Interest Rate Rules pp. 1077-1091

Hwagyun Kim and Chetan Subramanian

Lessons from the JMCB Archive pp. 1093-1107

B McCullough, Kerry Anne McGeary and Teresa D. Harrison

An Editors' Comment on "Lessons from the JMCB Archive" by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison pp. 1109

Pok-sang Lam, Deborah Lucas, Masao Ogaki and Kenneth West

Who Should Act as Lender of Last Resort? An Incomplete Contracts Model: A Comment pp. 1111-1118

Charles Kahn and Joao A. C. Santos

How to Compare Taylor and Calvo Contracts: A Comment on Michael Kiley pp. 1119-1126

Huw Dixon and Engin Kara

Volume 38, month apr, 2006

A Model of Financial Structure and Financial Fragility pp. 565-585

Robert Van Order

Inflation Persistence and Optimal Monetary Policy in the Euro Area pp. 587-614

Pierpaolo Benigno and David Lopez-Salido

Inflation and Costly Price Adjustment: A Study of Canadian Newspaper Prices pp. 615-633

Timothy Fisher and Jerzy Konieczny

The Neoclassical Growth Model with Heterogeneous Quasi-Geometric Consumers pp. 635-654

Lilia Maliar and Serguei Maliar

Taylor Rules and Macroeconomic Instability or How the Central Bank Can Preempt Sunspot Expectations pp. 655-677

Mark Weder

Foreign Currency Pricing pp. 679-696

Irina Levina and Oleg Zamulin

Institutions of Foreign Exchange Settlement in a Two-Country Model pp. 697-719

Hiroshi Fujiki

Accounting for the East Asian Crisis: A Quantitative Model of Capital Outflows in Small Open Economies pp. 721-749

David Cook and Michael Devereux

New Evidence on the Lending Channel pp. 751-775

Adam Ashcraft

Using the Aggregate Demand-Aggregate Supply Model to Identify Structural Demand-Side and Supply-Side Shocks: Results Using a Bivariate VAR pp. 777-790

James Cover, Walter Enders and C. Hueng

Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? pp. 791-819

Eric T. Swanson

How Have Borrowers Fared in Banking Megamergers? pp. 821-836

Kenneth A. Carow, Edward Kane and Rajesh P. Narayanan

Heterogeneous Agents and Uninsurable Idiosyncratic Employment Shocks in a Linearized Dynamic General Equilibrium Model pp. 837-846

Koen Vermeylen

Volume 38, month mar, 2006

The Deflation Bias and Committing to Being Irresponsible pp. 283-321

Gauti Eggertsson

Deregulation, Consolidation, and Efficiency: Evidence from the Spanish Insurance Industry pp. 323-355

John Cummins and Maria Rubio-Misas

Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales pp. 357-374

Gayane Hovakimian and Sheridan Titman

Correlated Default Risks and Bank Regulations pp. 375-398

Andrew H. Chen, Nengjiu Ju, Sumon C. Mazumdar and Avinash Verma

Equity and Bond Market Signals as Leading Indicators of Bank Fragility pp. 399-428

Reint Gropp, Jukka Vesala and Giuseppe Vulpes

The Own-Price of Money and the Channels of Monetary Transmission pp. 429-445

Michael Belongia and Peter Ireland

The Panel Purchasing Power Parity Puzzle pp. 447-467

David Papell

Dynamics of Intra-EMS Interest Rate Linkages pp. 469-482

Christopher Baum and John Barkoulas

The Inflation Persistence of Staggered Contracts pp. 483-494

Luca Guerrieri

On Market Activity and the Value of Money pp. 495-509

Gabriele Camera and Filip Vesely

Tests of the Expectations Hypothesis: Resolving the Campbell-Shiller Paradox pp. 511-542

Daniel Thornton

Monetary Shocks and Inflation Dynamics in the New Keynesian Model pp. 543-551

Harris Dellas

Trade Openness and Inflation Episodes in the OECD pp. 553-563

Christopher Bowdler and Luca Nunziata

Volume 38, month feb, 2006

Credit Lines and Credit Utilization pp. 1-22

Sumit Agarwal, Brent Ambrose and Chunlin Liu

Credibility and Flexibility with Independent Monetary Policy Committees pp. 23-46

Ilian Mihov and Anne Sibert

The Impact of Imperfect Credibility in a Transition to Price Stability pp. 47-66

Anamaria Nicolae and Charles Nolan

Loan Collateral Decisions and Corporate Borrowing Costs pp. 67-90

James R. Booth and Lena Chua Booth

The Daily Market for Funds in Europe: What Has Changed with the EMU? pp. 91-118

Gabriel Perez Quiros and Hugo Rodriguez Mendizabal

Macro Factors and the Term Structure of Interest Rates pp. 119-140

Hans Dewachter and Marco Lyrio

Monetary Policy and the Term Structure of Interest Rates in Japan pp. 141-162

R. Braun and Etsuro Shioji

The Liquidity Trap and U.S. Interest Rates in the 1930s pp. 163-194

Christopher Hanes

Estimates of the Sticky-Information Phillips Curve for the United States pp. 195-207

Hashmat Khan and Zhenhua Zhu

The Behavior of Money Velocity in High and Low Inflation Countries pp. 209-228

Hugo Rodriguez Mendizabal

Accounting for U.S. Regional Real Exchange Rates pp. 229-244

Lein-Lein Chen, Seungmook Choi and John Devereux

Endogenous Multiple Currencies pp. 245-262

Antoine Martin

Agent-Based Learning in 'Islands' with 'Sticky Information': An Explanation for the Persistence of Real Effects pp. 263-268

Joshy Z. Easaw and Atanu Ghoshray

Strict Dollarization and Economic Performance: An Empirical Investigation pp. 269-282

Sebastian Edwards and I. Igal Magendzo