This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Elsevier Journal of International Money and Finance Contact information of
Elsevier: http://www.elsevier.com/locate/inca/30443
Download restrictions: Full text for ScienceDirect subscribers only Editor:
For technical questions regarding this series, please contact
(Heidi Boesdal) Series handle: repec:eee:jimfin
More pages of listings: 0 |1 |2 |3 |4 |5
1997, Volume 16, Issue 4
1997, Volume 16, Issue 3 345-366 Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence by Balvers, Ronald J. & H. Bergstrand, Jeffrey [Downloadable! (restricted)]
367-385 Efficiency testing revisited: a foreign exchange market with Bayesian learning by Christodoulakis, Nicos M. & Kalyvitis, Sarantis C. [Downloadable! (restricted)]
387-414 Interaction between stock markets: an analysis of the common trading hours at the London and New York stock exchange by Kofman, Paul & Martens, Martin [Downloadable! (restricted)]
415-431 Can a liberalization of capital outflows increase net capital inflows? by Laban, Raul M. & Larrain, Felipe B. [Downloadable! (restricted)]
433-444 Cointegration tests of purchasing power parity: the impact of non-traded goods by Dutton, Marilyn & Strauss, Jack [Downloadable! (restricted)]
445-459 Cointegration and exchange rate dynamics by Papell, David H. [Downloadable! (restricted)]
461-476 Adjustment costs and import demand behavior: evidence from Canada and the United States by Amano, Robert A. & Wirjanto, Tony S. [Downloadable! (restricted)]
477-490 Valuing political risk by Clark, Ephraim [Downloadable! (restricted)]
491-512 On the structural stability of trade equations: the case of Japan by Ceglowski, Janet [Downloadable! (restricted)]
1997, Volume 16, Issue 2 173-187 Currency lookback options and observation frequency: A binomial approach by Cheuk, Terry H. F. & Vorst, Ton C. F. [Downloadable! (restricted)]
189-209 Common volatility in the industrial structure of global capital markets by Arshanapalli, Bala & Doukas, John & Lang, Larry H. P. [Downloadable! (restricted)]
211-232 Real exchange rates between the wars by Kool, C. J. M. & Koedijk, K. G. [Downloadable! (restricted)]
233-254 Accounting for real and nominal exchange rate movements in the post-Bretton Woods period by Enders, Walter & Lee, Bong-Soo [Downloadable! (restricted)]
255-283 International business cycles in theory and in practice by Ravn, Morten O. [Downloadable! (restricted)]
285-303 Tests of three parity conditions: Distinguishing risk premia and systematic forecast errors by Marston, Richard C. [Downloadable! (restricted)]
305-321 The term structure of Euro-rates: some evidence in support of the expectations hypothesis by Gerlach, Stefan & Smets, Frank [Downloadable! (restricted)]
323-343 Covariance matrix estimators and tests of market efficiency by Ligeralde, Antonio V. [Downloadable! (restricted)]
1997, Volume 16, Issue 1 1-17 Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era by Edison, Hali J. & Gagnon, Joseph E. & Melick, William R. [Downloadable! (restricted)]
19-35 Multi-country evidence on the behavior of purchasing power parity under the current float by Lothian, James R. [Downloadable! (restricted)]
37-54 On gradual disinflation, the real exchange rate, and the current account by Roldos, Jorge E [Downloadable! (restricted)]
55-79 Measuring the degree of exchange market intervention in a small open economy by Weymark, Diana N [Downloadable! (restricted)]
81-112 An empirical investigation of asset pricing models using Japanese stock market data by Bakshi, Gurdip S. & Naka, Atsuyuki [Downloadable! (restricted)]
113-140 Block holding and keiretsu in Japan: the effects of capital markets liberalization measures on the stock market by Korkie, Bob & Nakamura, Masao [Downloadable! (restricted)]
141-167 Are stocks a hedge against inflation? International evidence using a long-run approach by Ely, David P. & Robinson, Kenneth J. [Downloadable! (restricted)]
1996, Volume 15, Issue 6 829-852 Microstructural dynamics in a foreign exchange electronic broking system by Goodhart, Charles A. E. & Payne, Richard G. [Downloadable! (restricted)]
853-878 Central bank intervention and the volatility of foreign exchange rates: evidence from the options market by Bonser-Neal, Catherine & Tanner, Glenn [Downloadable! (restricted)]
879-897 The price of gold and the exchange rate by Sjaastad, Larry A. & Scacciavillani, Fabio [Downloadable! (restricted)]
899-924 Post Bretton Woods deviations from purchasing power parity in G7 exchange rates--an empirical exploration by Ott, Mack [Downloadable! (restricted)]
925-945 Explaining exchange rate volatility: an empirical analysis of 'the holy trinity' of monetary independence, fixed exchange rates, and capital mobility by Rose, Andrew K. [Downloadable! (restricted)]
947-967 Exchange rate mean reversion from real shocks within an intertemporal equilibrium model by Davis, George K. & Miller, Norman C. [Downloadable! (restricted)]
969-981 Stock market volatility and the crash of 1987: evidence from six emerging markets by Choudhry, Taufiq [Downloadable! (restricted)]
1996, Volume 15, Issue 5 665-685 Currency forecasters are heterogeneous: confirmation and consequences by Macdonald, Ronald & Marsh, Ian W. [Downloadable! (restricted)]
687-716 Optimal government finance policy and exchange rate management in a stochastically growing open economy by Turnovsky, Stephen J. & Grinols, Earl [Downloadable! (restricted)]
717-748 Using option prices to estimate realignment probabilities in the European Monetary System: the case of sterling-mark by Malz, Allan M. [Downloadable! (restricted)]
749-781 Estimating saving-investment correlations: evidence for OECD countries based on an error correction model by Jos Jansen, W [Downloadable! (restricted)]
783-796 Testing for absolute purchasing power parity by Crownover, Collin & Pippenger, John & Steigerwald, Douglas G. [Downloadable! (restricted)]
797-811 Consumer durables, permanent terms of trade shocks, and the recent US trade deficits by Sadka, Joyce C. & Yi, Kei-Mu [Downloadable! (restricted)]
813-823 A comparison of alternative covariance matrices for models with over-lapping observations by Smith, Jeremy & Yadav, Sanjay [Downloadable! (restricted)]
825-828 International capital mobility--a note by Bellak, Christian [Downloadable! (restricted)]
1996, Volume 15, Issue 4 497-521 GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets by Lund, Jesper & Engsted, Tom [Downloadable! (restricted)]
523-533 Stabilization under capital controls by Ellis, Michael A. & Auernheimer, Leonardo [Downloadable! (restricted)]
535-550 Mean reversion in real exchange rates: evidence and implications for forecasting by Jorion, Philippe & Sweeney, Richard J. [Downloadable! (restricted)]
551-575 The international convergence of inflation rates during fixed and floating exchange rate regimes by Crowder, William J. [Downloadable! (restricted)]
577-597 The determination of foreign banking location by Brealey, R. A. & Kaplanis, E. C. [Downloadable! (restricted)]
599-621 Hyperinflation, the exchange rate and endogenous money: post-World War I Germany revisited by Burdekin, Richard C. K. & Burkett, Paul [Downloadable! (restricted)]
623-636 Industrial structure in the Eurocredit underwriting market by Melnik, Arie L. & Plaut, Steven E. [Downloadable! (restricted)]
637-656 Exchange rate crises with domestic bank runs: evidence from the 1980s by Miller, Victoria [Downloadable! (restricted)]
657-660 A note on cointegration and international capital market efficiency by Engel, Charles [Downloadable! (restricted)]
661-664 A note on cointegration and international capital market efficiency: A reply by Crowder, William J. [Downloadable! (restricted)]
1996, Volume 15, Issue 3 337-368 Maximum likelihood estimation of cointegration in exchange rate models for seven inflationary OECD countries by Cushman, David O. & Sang Sub Lee & Thorgeirsson, Thorsteinn [Downloadable! (restricted)]
369-382 Interest rate parity and foreign exchange risk premia in the ERM by Ayuso, Juan & Restoy, Fernando [Downloadable! (restricted)]
383-403 Speculative currency attacks with endogenously induced commercial bank crises by Miller, Victoria [Downloadable! (restricted)]
405-418 Purchasing power parity and unit root tests using panel data by Oh, Keun-Yeob [Downloadable! (restricted)]
419-437 A reexamination of the uncovered interest rate parity hypothesis by Frachot, Antoine [Downloadable! (restricted)]
447-465 The international transmission of information in Eurodollar futures markets: a continuously trading market hypothesis by Tse, Yiuman & Lee, Tae-Hwy & Booth, G. Geoffrey [Downloadable! (restricted)]
467-474 International capital mobility: evidence from panel data by Krol, Robert [Downloadable! (restricted)]
475-484 The debt-adjusted real exchange rate by Fabella, Raul V. [Downloadable! (restricted)]
485-496 Asymmetric adjustment of commercial bank interest rates: evidence from Malaysia and Singapore by Scholnick, Barry [Downloadable! (restricted)]
1996, Volume 15, Issue 2 191-220 Persistence in foreign exchange rates by van de Gucht, Linda M. & Dekimpe, Marnik G. & Kwok, Chuck C. Y. [Downloadable! (restricted)]
221-237 Animal spirits, investment and international capital movements by Velasco, Andres [Downloadable! (restricted)]
239-254 Domestic and international financial market responses to Federal deficit announcements by Kitchen, John [Downloadable! (restricted)]
255-266 Private and government consumption with liquidity constraints by Evans, Paul & Karras, Georgios [Downloadable! (restricted)]
267-274 Exogeneity and forward rate unbiasedness by Norrbin, Stefan C. & Reffett, Kevin L. [Downloadable! (restricted)]
275-312 Why empirical international portfolio models fail: evidence that model misspecification creates home asset bias by Glassman, Debra A. & Riddick, Leigh A. [Downloadable! (restricted)]
313-336 Real exchange rates and the pattern of trade: comparative dynamics for north and south by Faruqee, Hamid [Downloadable! (restricted)]
1996, Volume 15, Issue 1 1-17 Real stock prices and the long-run money demand function: evidence from Canada and the USA by Choudhry, Taufiq [Downloadable! (restricted)]
19-35 An examination of dynamic hedging by Tong, Wilson H. S. [Downloadable! (restricted)]
37-64 The impact of the listing of options in the foreign exchange market by Shastri, Kuldeep & Sultan, Jahangir & Tandon, Kishore [Downloadable! (restricted)]
65-93 Dollar jump fears, 1984-1992: distributional abnormalities implicit in currency futures options by Bates, David S. [Downloadable! (restricted)]
95-116 Monetary policy targets and the stabilization objective: a source of tension in the EMS by Wieland, Volker [Downloadable! (restricted)]
117-134 An arbitrage free trilateral target zone model by Jorgensen, Bjorn N. & Mikkelsen, Hans Ole ae [Downloadable! (restricted)]
135-139 Intertemporal price speculation and the optimal current-account deficit: a comment by Lahiri, Amartya [Downloadable! (restricted)]
141-147 Intertemporal price speculation and the optimal current-account deficit: reply and clarification by Obstfeld, Maurice [Downloadable! (restricted)]
149-165 Unconventional preferences: do they explain foreign exchange risk premia? by Sibert, Anne [Downloadable! (restricted)]
1995, Volume 14, Issue 6 747-762 Asymmetric volatility transmission in international stock markets by Koutmos, Gregory & Booth, G Geoffrey [Downloadable! (restricted)]
763-783 Domestic macroeconomic news and foreign interest rates by Becker, Kent G & Finnerty, Joseph E & Kopecky, Kenneth J [Downloadable! (restricted)]
785-800 Capital income taxation and welfare in a small open economy by Karayalcin, Cem [Downloadable! (restricted)]
801-821 Who drives real interest rates around the Pacific Rim: the USA or Japan? by Chinn, Menzie D & Frankel, Jeffrey A [Downloadable! (restricted)]
823-844 The profitability of US intervention in the foreign exchange markets by Leahy, Michael P [Downloadable! (restricted)]
845-855 Is there a world real interest rate? by Gagnon, Joseph E & Unferth, Mark D [Downloadable! (restricted)]
857-867 The unbiased forward rate hypothesis re-examined by Naka, Atsuyuki & Whitney, Gerald [Downloadable! (restricted)]
1995, Volume 14, Issue 5 619-640 Output, inflation and stabilization: a counterfactual analysis by Fackler, James S. & Rogers, John H. [Downloadable! (restricted)]
641-657 Target zone models with stochastic realignments: an econometric evaluation by Mizrach, Bruce [Downloadable! (restricted)]
659-666 Exchange-rate discounting by Smith, Gregor W. [Downloadable! (restricted)]
667-678 Indirect hedging of exchange rate risk by Broll, Udo & Wahl, Jack E. & Zilcha, Itzhak [Downloadable! (restricted)]
679-693 Inflationary finance and currency substitution in a public finance framework by Vegh, Carlos A. [Downloadable! (restricted)]
695-719 Exchange rate dynamics and speculator horizons by Osler, C. L. [Downloadable! (restricted)]
721-738 Some international evidence on the stochastic behavior of interest rates by Tse, Y. K. [Downloadable! (restricted)]
1995, Volume 14, Issue 4 467-492 Home bias and high turnover by Tesar, Linda L. & Werner, Ingrid M. [Downloadable! (restricted)]
493-513 Exchange rates, financial innovation and divisia money: the sterling/dollar rate 1972-1990 by Chrystal, K. Alec & MacDonald, Ronald [Downloadable! (restricted)]
515-538 Foreign exchange controls and liquidity by Ho, Wai-Ming [Downloadable! (restricted)]
539-548 Real exchange rates under the gold standard: can they be explained by the trend break model? by Culver, Sarah E. & Papell, David H. [Downloadable! (restricted)]
549-573 Intertemporal solvency and indexed debt: evidence from Brazil, 1976-1991 by Tanner, Evan [Downloadable! (restricted)]
575-595 Exchange rates, interest rates and current account news: some evidence from Australia by Karfakis, Costas & Kim, Suk-Joong [Downloadable! (restricted)]
597-615 A search for long memory in international stock market returns by Cheung, Yin-Wong & Lai, Kon S. [Downloadable! (restricted)]
1995, Volume 14, Issue 3 331-347 Price and trade effects of exchange rate fluctuations and the design of policy coordination by Cohen, Daniel & Wyplosz, Charles [Downloadable! (restricted)]
349-371 The gold standard: Perfectly integrated world markets or slow adjustment of prices and interest rates? by Wallace, Myles S & Choudhry, Taufiq [Downloadable! (restricted)]
373-393 Misspecification and the pricing and hedging of long-term foreign currency options by Melino, Angelo & Turnbull, Stuart M. [Downloadable! (restricted)]
395-415 Nominal exchange rate regimes and the stochastic behavior of real variables by Caporale, Guglielmo Maria & Pittis, Nikitas [Downloadable! (restricted)]
417-426 Real effects of exchange rate volatility by Neumann, Manfred [Downloadable! (restricted)]
427-440 Other people's money: Cash-in-advance microfoundations for optimal currency areas by Minford, Patrick [Downloadable! (restricted)]
441-458 Exchange rate shocks, currency options and the Siegel paradox by Bardhan, Indrajit [Downloadable! (restricted)]
459-460 Comment on 'Exchange rate shocks, currency options and the Siegel paradox' by Indrajit Bardhan by Dumas, Bernard & Jennergren, L. Peter & Naslund, Bertil [Downloadable! (restricted)]
1995, Volume 14, Issue 2 155-177 Exchange rate dynamics and international effects of monetary shocks in monetary, equilibrium models by Schlagenhauf, Don E. & Wrase, Jeffrey M. [Downloadable! (restricted)]
179-189 Purchasing power parity under the European Monetary System by Yin-Wong Cheung & Hung-Gay Fung & Kon S. Lai & Wai-Chung Lo [Downloadable! (restricted)]
191-211 Consumption, real exchange rates and the structure of international asset markets by Kollmann, Robert [Downloadable! (restricted)]
213-223 Siegel's paradox and the pricing of currency options by Dumas, Bernard & Jennergren, L. Peter & Naslund, Bertil [Downloadable! (restricted)]
225-245 Towards a loanable funds/amended-liquidity preference theory of the exchange rate and interest rate by Miller, Norman C. [Downloadable! (restricted)]
247-273 Measurement of the unexpected US trade deficit by Puffer, Marlene K. [Downloadable! (restricted)]
275-287 Monetary policies in interdependent economies: an open economy explanation for base drift and price-level non-trend-stationarities by Daniels, Joseph P. & VanHoose, David D. [Downloadable! (restricted)]
289-310 Markup adjustment and exchange rate fluctuations: evidence from panel data on automobile exports by Gagnon, Joseph E. & Knetter, Michael M. [Downloadable! (restricted)]
311-328 EMS exchange rate bands: a Monte Carlo investigation of three target zone models by Beetsma, Roel M. W. J. [Downloadable! (restricted)]
1995, Volume 14, Issue 1 3-26 Is the correlation in international equity returns constant: 1960-1990? by Longin, Francois & Solnik, Bruno [Downloadable! (restricted)]
27-46 Are there rational bubbles in foreign exchange markets? Evidence from an alternative test by Wu, Yangru [Downloadable! (restricted)]
47-64 International trade in banking services by ter Wengel, Jan [Downloadable! (restricted)]
65-81 Exchange rate risk and internationally diversified portfolios by Ziobrowski, Brigitte J. & Ziobrowski, Alan J. [Downloadable! (restricted)]
83-104 Terms of trade and real exchange rates: the Canadian evidence by Amano, Robert A. & van Norden, Simon [Downloadable! (restricted)]
105-126 An optimizing analysis of the effects of world interest disturbances on the open economy term structure of interest rates by Fisher, Walter H. [Downloadable! (restricted)]
127-147 Long-run identifying restrictions for an error-correction model of New Zealand money, prices and output by Fisher, Lance A. & Fackler, Paul L. & Orden, David [Downloadable! (restricted)]
1994, Volume 13, Issue 6 627-636 Forward exchange rates and expectations during the 1920s: A re-examination of the evidence by McFarland, James W & McMahon, Patrick C & Ngama, Yerima [Downloadable! (restricted)]
637-657 Purchasing power parity yet again: evidence from spatially separated commodity markets by Michael, Panos & Nobay, A Robert & Peel, David [Downloadable! (restricted)]
658-678 The income and terms of trade effects: a permanent versus transitory decomposition in US trade by Kim, Yoonbai [Downloadable! (restricted)]
679-697 Money and output under alternative exchange rate regimes in the USA by P. Joyce, Joseph & Kamas, Linda [Downloadable! (restricted)]
699-727 Stochastic trends and jumps in EMS exchange rates by Nieuwland, Frederick G M C & Verschoor, Willem F C & Wolff, Christian C P [Downloadable! (restricted)]
729-738 What explains the risk premium in foreign exchange returns? by Gokey, Timothy C [Downloadable! (restricted)]
1994, Volume 13, Issue 5 499-515 External markets, exchange rate dynamics and the impact of monetary disturbances by Papazoglou, Christos & Turnovsky, Stephen J [Downloadable! (restricted)]
517-536 The pricing of dollar-denominated yen/DM warrants by Dravid, Ajay & Richardson, Matthew & Sun, Tong-Sheng [Downloadable! (restricted)]
537-550 Variation in the real exchange rate as a source of currency substitution by Ratti, Ronald A & Jeong, Byung Woo [Downloadable! (restricted)]
551-564 Foreign exchange market efficiency and common stochastic trends by Crowder, William J [Downloadable! (restricted)]
565-571 The long memory of the forward premium by Baillie, Richard T & Bollerslev, Tim [Downloadable! (restricted)]
573-586 Monetary policy and country size by Martin, Philippe [Downloadable! (restricted)]
587-601 The interaction between trading volume of stocks and options: Some statistical evidence by Fase, MMG [Downloadable! (restricted)]
602-622 Relative PPP in the medium run by Apte, Prakash & Kane, Marian & Sercu, Piet [Downloadable! (restricted)]
1994, Volume 13, Issue 4 387-399 Hysteresis in international trade: a general equilibrium analysis by Ljungqvist, Lars [Downloadable! (restricted)]
400-414 Sovereign risk exposure with potential liquidation: the performance of alternative forms of external finance by Spiegel, Mark M. [Downloadable! (restricted)]
415-428 An assessment of the United Nations scale of assessments from a developing-country standpoint by Officer, Lawrence H. [Downloadable! (restricted)]
429-446 The international transmission of economic shocks in a three-country world under mixed exchange rates by Laufer, Nikolaus K. A. & Sundararajan, Srinivasa [Downloadable! (restricted)]
447-458 On sluggish output adjustment and exchange rate dynamics by Levin, Jay H. [Downloadable! (restricted)]
459-475 A non-parametric analysis of covered interest parity in long-date capital markets by Fletcher, Donna J. & Taylor, Larry W. [Downloadable! (restricted)]
476-495 Does the real exchange rate follow a random walk? The Pacific Basin perspective by Phylaktis, Kate & Kassimatis, Yiannis [Downloadable! (restricted)]
1994, Volume 13, Issue 3 259-275 Specification of policy rules and performance measures in multicountry simulation studies by McCallum, Bennett T. [Downloadable! (restricted)]
276-290 The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk by MacDonald, Ronald & Taylor, Mark P. [Downloadable! (restricted)]
291-318 Are Japanese interest rates too stable? by Bonser-Neal, Catherine & Roley, V. Vance [Downloadable! (restricted)]
319-341 Volatility in the terms of trade with non-identical preferences by Hagiwara, May [Downloadable! (restricted)]
342-363 Estimation of foreign exchange exposure: an application to mining companies in Australia by Khoo, Andrew [Downloadable! (restricted)]
364-374 Policy inconsistency and external debt service by Dooley, Michael P. & Svensson, Lars E. O. [Downloadable! (restricted)]
375-383 Spread and volatility in spot and forward exchange rates by Lee, Tae-Hwy [Downloadable! (restricted)]
1994, Volume 13, Issue 2 131-158 Market structure and inefficiency in the foreign exchange market by Flood, Mark D. [Downloadable! (restricted)]
159-170 Forward exchange bias, hedging and the gains from international diversification of investment portfolios by Levy, Haim & Lim, Kok Chew [Downloadable! (restricted)]
171-189 Heterogeneity and intertemporal trade: finding support for international credit contracts by Craig, Barbara J. [Downloadable! (restricted)]
190-210 Macroeconomic effects of budget deficits: further international evidence by Karras, Georgios [Downloadable! (restricted)]
211-222 Stock returns and the transfer of information between the New York and Tokyo stock exchanges by Lau, Sie Ting & Diltz, J. David [Downloadable! (restricted)]
223-231 The use of the exchange rate for stabilization: a real interest arbitrage model applied to Argentina by Connolly, Michael & Rodriguez, Alvaro & Tyler, William G. [Downloadable! (restricted)]
232-238 On the desirability of insulation: a counterexample by Fender, John [Downloadable! (restricted)]
239-256 Mexico's investment collapse: debt or oil? by Warner, Andrew M. [Downloadable! (restricted)]
1994, Volume 13, Issue 1 3-25 Hourly volatility spillovers between international equity markets by Susmel, Raul & Engle, Robert F. [Downloadable! (restricted)]
27-40 Net foreign assets and international adjustment: The United States, Japan and Germany by Masson, Paul R. & Kremers, Jeroen & Horne, Jocelyn [Downloadable! (restricted)]
41-54 Capital controls, collection costs and domestic public debt by Aizenman, Joshua & Guidotti, Pablo E. [Downloadable! (restricted)]
55-70 Is export price adjustment asymmetric?: evaluating the market share and marketing bottlenecks hypotheses by Knetter, Michael M. [Downloadable! (restricted)]
71-82 The relationship between bilateral and multilateral models of exchange rates by Haynes, Stephen E. & Stone, Joe A. [Downloadable! (restricted)]
83-106 Anomalies or illusions? Evidence from stock markets in eighteen countries by Agrawal, Anup & Tandon, Kishore [Downloadable! (restricted)]
107-124 Real interest rate equalization and the integration of international financial markets by Goodwin, Barry K. & Grennes, Thomas J. [Downloadable! (restricted)]
1993, Volume 12, Issue 6 1993, Volume 12, Issue 5 451-474 The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach by Levich, Richard M. & Thomas, Lee III [Downloadable! (restricted)]
475-492 A jump diffusion model for the European monetary system by Ball, Clifford A. & Roma, Antonio [Downloadable! (restricted)]
493-510 Optimal hedged portfolios: the case of jump-diffusion risks by Park, Keehwan & Ahn, Chang Mo & Fujihara, Roger [Downloadable! (restricted)]
511-521 Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange by Baillie, Richard T. & Bollerslev, Tim & Redfearn, Michael R. [Downloadable! (restricted)]
523-541 Determinants of Japanese direct investment in US manufacturing industries by Mann, Catherine L. [Downloadable! (restricted)]
543-560 The sources of GARCH: empirical evidence from an intraday returns model incorporating systematic and unique risks by Laux, Paul A. & Ng, Lilian K. [Downloadable! (restricted)]
1993, Volume 12, Issue 4 347-367 Foreign debt accumulation: financial and fiscal effects and monetary policy reactions in developing countries by Fry, Maxwell J. [Downloadable! (restricted)]
368-389 Central Bank Forex internvention assessed in continous time by Goodhart, Charles A. E. & Hesse, Thomas [Downloadable! (restricted)]
390-412 An international CAPM for bonds and equities by Thoms, S. H. [Downloadable! (restricted)]
413-438 A geographical model for the daily and weekly seasonal volatility in the foreign exchange market by Dacorogna, Michael M. & Muller, Ulrich A. & Nagler, Robert J. & Olsen, Richard B. & Pictet, Olivier V. [Downloadable! (restricted)]
439-448 Long-term covered interest parity: evidence from currency swaps by Popper, Helen [Downloadable! (restricted)]
1993, Volume 12, Issue 3 1993, Volume 12, Issue 2 115-138 On biases in the measurement of foreign exchange risk premiums by Bekaert, Geert & Hodrick, Robert J. [Downloadable! (restricted)]
139-153 Liquidity, capital controls, and exchange rates by Grilli, Vittorio & Roubini, Nouriel [Downloadable! (restricted)]
154-169 The Ricardian equivalence proposition: evidence from foreign exchange markets by Beck, Stacie E. [Downloadable! (restricted)]
170-181 Dual exchange rates under pegged interest rate and balance-of-payments crisis by Delbecque, Bernard [Downloadable! (restricted)]
182-194 Exchange rate risk premiums by Cheng, Yin-Wong [Downloadable! (restricted)]
195-208 Non-linearities in foreign exchange markets: a different perspective by Krager, Horst & Kugler, Peter [Downloadable! (restricted)]
209-220 Dollarization and inflation in a two-country optimization model by Zou, Heng-Fu [Downloadable! (restricted)]
1993, Volume 12, Issue 1 0 |1 |2 |3 |4 |5 Access
and download statistics
Did you know? The yearly budget of IDEAS is exactly $0: it relies entirely on volunteer work.
This page was last updated on 2008-8-10.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .