International Journal of Finance & Economics

2011 - 2025

Continuation of 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 19, issue 4, 2014

LONG‐RUN DETERMINANTS OF THE BRAZILIAN REAL: A CLOSER LOOK AT COMMODITIES pp. 239-250

Emanuel Kohlscheen

ORDER FLOWS, FUNDAMENTALS AND EXCHANGE RATES pp. 251-266

Kentaro Iwatsubo and Ian Marsh

THE IMPACT OF FALLEN ANGELS ON INVESTMENT GRADE CORPORATE BONDS PORTFOLIOS: EVIDENCE FROM THE EUROPEAN MARKET pp. 267-278

Enrica Bolognesi, Marianna Ferro and Andrea Zuccheri

DISLOCATIONS IN THE WON‐DOLLAR SWAP MARKETS DURING THE CRISIS OF 2007–2009 pp. 279-302

Naohiko Baba and Ilhyock Shim

A PANEL‐REGRESSIONS INVESTIGATION OF EXCHANGE RATE VOLATILITY pp. 303-326

Axel Grossmann and Alexei Orlov

Volume 19, issue 3, 2014

THE IMPACT OF THE EURO CRISIS ON THE FINANCIAL PERFORMANCE OF EUROPEAN AND NORTH AMERICAN FIRMS pp. 173-187

Greg Filbeck, Kenneth Louie and Xin Zhao

CROSS‐BORDER BANKING, EXTERNALITIES AND SOVEREIGN DISTRESS: DOES THE EURO NEED A COMMON BANKING AUTHORITY? pp. 188-203

Aitor Erce

A SINGLE COMPOSITE FINANCIAL STRESS INDICATOR AND ITS REAL IMPACT IN THE EURO AREA pp. 204-211

Mevlud Islami and Jeong‐Ryeol Kurz‐Kim

BANK DIVIDENDS, REAL GDP GROWTH AND DEFAULT RISK pp. 212-224

Angelos Kanas

ESTIMATING LIQUIDITY RISK USING THE EXPOSURE‐BASED CASH‐FLOW‐AT‐RISK APPROACH: AN APPLICATION TO THE UK BANKING SECTOR pp. 225-238

Meilan Yan, Maximilian Hall and Paul Turner

Volume 19, issue 2, 2014

EXCHANGE RATE MISALIGNMENT ESTIMATES—SOURCES OF DIFFERENCES pp. 91-121

Yin-Wong Cheung and Eiji Fujii

FIXING THE PHILLIPS CURVE: THE CASE OF DOWNWARD NOMINAL WAGE RIGIDITY IN THE US pp. 122-131

Stefan Reitz and Ulf D. Slopek

EUROPEAN CENTRAL BANK POLICY‐MAKING AND THE FINANCIAL CRISIS pp. 132-139

Janko Gorter, Fauve Stolwijk, Jan Jacobs and Jakob Haan

A CASE FOR INTEREST RATE INERTIA IN MONETARY POLICY pp. 140-159

Mikael Bask

IS CORRELATION PUZZLE REALLY PUZZLING? REASSESSING MOTIVES OF FOREIGN ASSET HOLDINGS BY US INVESTORS pp. 160-172

Kenta Inoue

Volume 19, issue 1, 2014

GLOBAL IMBALANCES AND FINANCIAL SECTOR INSTABILITIES: INTRODUCTION pp. 1-2

Vladimir Borgy, Carine Bouthevillain and Gilles Dufrénot

MANAGING THE FRAGILITY OF THE EUROZONE BY PAUL De GRAUWE pp. 3-11

Vladimir Borgy, Carine Bouthevillain and Gilles Dufrénot

LIQUIDITY SHOCKS AND THE SUPPLY OF CREDIT AFTER THE 2007–2008 CRISIS pp. 12-23

Tümer Kapan and Camelia Minoiu

LIQUIDITY SHOCKS AND THE SUPPLY OF CREDIT AFTER THE 2007–2008 CRISIS: COMMENT pp. 24-24

Vladimir Borgy

THE CREDIT‐TO‐GDP GAP AND COMPLEMENTARY INDICATORS FOR MACROPRUDENTIAL POLICY: EVIDENCE FROM THE UK pp. 25-47

Julia Giese, Henrik Andersen, Oliver Bush, Christian Castro, Marc Farag and Sujit Kapadia

THE CREDIT‐TO‐GDP GAP AND COMPLEMENTARY INDICATORS FOR MACROPRUDENTIAL POLICY: EVIDENCE FROM THE UK: COMMENT pp. 48-48

Vladimir Borgy

PRICING SOVEREIGN BOND RISK IN THE EUROPEAN MONETARY UNION AREA: AN EMPIRICAL INVESTIGATION pp. 49-56

Antonio Afonso, Michael Arghyrou and Alexandros Kontonikas

PRICING SOVEREIGN BOND RISK IN THE EMU AREA: AN EMPIRICAL INVESTIGATION: COMMENT pp. 57-58

Jean-Paul Renne

USING POLICY INTERVENTION TO IDENTIFY FINANCIAL STRESS pp. 59-72

Mark Carlson, Kurt Lewis and William Nelson

USING POLICY INTERVENTION TO IDENTIFY FINANCIAL STRESS: COMMENT pp. 73-73

Jean-Paul Renne

A NEW MACROPRUDENTIAL TOOL TO ASSESS SOURCES OF FINANCIAL RISKS: IMPLIED‐SYSTEMIC COST OF RISKS pp. 74-88

Alessandro Conciarelli

A NEW MACROPRUDENTIAL TOOL TO ASSESS SOURCES OF FINANCIAL RISKS: IMPLIED‐SYSTEMIC COST OF RISKS: COMMENT pp. 89-90

Virginie Coudert

Volume 18, issue 4, 2013

OVERCROWDING VERSUS LIQUIDITY IN THE EURO SOVEREIGN BOND MARKETS pp. 307-318

Andrea Coppola, Alessandro Girardi and Gustavo Piga

FINANCIAL SYSTEM SOPHISTICATION AND UNEMPLOYMENT IN INDUSTRIAL COUNTRIES pp. 319-338

Horst Feldmann

THE RELEVANCE OF ACCURACY FOR THE IMPACT OF MACROECONOMIC NEWS ON EXCHANGE RATE VOLATILITY pp. 339-351

Helinä Laakkonen and Markku Lanne

A GLOBAL MODEL OF INTERNATIONAL YIELD CURVES: NO‐ARBITRAGE TERM STRUCTURE APPROACH pp. 352-374

Iryna Kaminska, Andrew Meldrum and James Smith

FINANCIAL INTEGRATION AND EXTERNAL SUSTAINABILITY pp. 375-395

Pascal Towbin

APPRAISING CREDIT RATINGS: DOES THE CAP FIT BETTER THAN THE ROC? pp. 396-408

R. John Irwin and Timothy Irwin

Volume 18, issue 3, 2013

SPILLOVERS BETWEEN BUSINESS CONFIDENCE AND STOCK RETURNS IN GREECE, ITALY, PORTUGAL, AND SPAIN pp. 205-215

Erdal Atukeren, Turhan Korkmaz and Emrah Çevik

HOW RELIABLE ARE DE FACTO EXCHANGE RATE REGIME CLASSIFICATIONS? pp. 216-239

Barry Eichengreen and Raul Razo‐Garcia

DO CREDIT RATING AGENCIES ADD VALUE? EVIDENCE FROM THE SOVEREIGN RATING BUSINESS pp. 240-265

Eduardo Cavallo, Andrew Powell and Roberto Rigobon

FINANCIAL MARKETS AND INTERNATIONAL RISK SHARING IN EMERGING MARKET ECONOMIES pp. 266-277

Martin Schmitz

THE BALANCE SHEET CHANNEL IN A SMALL OPEN ECONOMY IN A MONETARY UNION pp. 278-292

João Sousa and Isabel Marques Gameiro

EXCHANGE RATE REVERSION UNDER REGIMES OTHER THAN FREE FLOAT pp. 293-306

Luke Lin and Wenyuan Lin

Volume 18, issue 2, 2013

AID ALLOCATION, GROWTH AND WELFARE WITH PRODUCTIVE PUBLIC GOODS pp. 103-127

Pierre-Richard Agénor and Sakir Yilmaz

IMMIGRANT HOUSEHOLD INVESTMENT BEHAVIOR AND COUNTRY OF ORIGIN: A STUDY OF IMMIGRANTS TO THE UNITED STATES pp. 128-158

Sayako Seto and Vicki L. Bogan

IMPLIED VOLATILITY AND THE RISK‐RETURN RELATION: A NOTE pp. 159-164

Angelos Kanas

REVISITING PURCHASING POWER PARITY FOR 15 LATIN AMERICAN COUNTRIES: THRESHOLD UNIT ROOT TEST pp. 165-174

Lu Yang‐Cheng, Tsangyao Chang, Lee Chia‐Hao and Su Chi‐Wei

TRANSACTIONS COSTS, INDEX ARBITRAGE AND NON‐LINEAR DYNAMICS BETWEEN FTSE100 SPOT AND FUTURES: A THRESHOLD COINTEGRATION ANALYSIS pp. 175-187

Juan Tao and Christopher Green

REAL EXCHANGE RATE DYNAMICS IN TRANSITION ECONOMIES: A NONLINEAR ANALYSIS pp. 188-204

Salah Nusair

Volume 18, issue 1, 2013

GROSS DOMESTIC PRODUCT GROWTH PREDICTIONS THROUGH THE YIELD SPREAD: TIME‐VARIATION AND STRUCTURAL BREAKS pp. 1-24

Pierangelo De Pace

ASSESSING LONG‐RUN MONEY NEUTRALITY IN MONETARY UNIONS pp. 25-50

Andre Haughton and Emma Iglesias

CENTRAL BANK AUTONOMY, LEGAL INSTITUTIONS AND BANKING CRISIS INCIDENCE pp. 51-73

Anichul H. Khan, Haider A. Khan and Hasnat Dewan

PURCHASING POWER PARITY IN NINE TRANSITION COUNTRIES: PANEL SURKSS TEST pp. 74-81

Tsangyao Chang and Han‐Wen Tzeng

THE PURCHASING POWER PARITY HYPOTHESIS IN THE US–CHINA RELATIONSHIP: FRACTIONAL INTEGRATION, TIME VARIATION AND DATA FREQUENCY pp. 82-92

Luis Alberiko Gil‐Alana and Liang Jiang

DO CORPORATE PROFIT FORECASTER HERD?—EVIDENCE FROM CANADA, UK AND THE UNITED STATES pp. 93-102

Jan‐Christoph Rülke