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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 |6
1995, Volume 14, Issue 1
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 3-28 Pricing exports: a cross-country study by Hung, Wansing & Kim, Yoonbai & Ohno, Kenichi [Downloadable! (restricted)]
29-45 Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA by Bodnar, Gordon M. & Gentry, William M. [Downloadable! (restricted)]
46-61 Cointegration tests of purchasing power parity: the case of Swiss exchange rates by Pippenger, Michael K. [Downloadable! (restricted)]
62-77 Real interest rate parity new measures and tests by Dutton, Marilyn Miller [Downloadable! (restricted)]
78-98 Further evidence on exchange rate expectations by Cavaglia, Stefano & Verschoor, Willem F. C. & Wolff, Christian C. P. [Downloadable! (restricted)]
99-110 International listings and risk by Howe, John S. & Madura, Jeff & Tucker, Alan L. [Downloadable! (restricted)]
1992, Volume 11, Issue 6 1992, Volume 11, Issue 5 414-430 Testing a present-value model of the current account: Evidence from US and Canadian time series by Otto, Glenn [Downloadable! (restricted)]
431-445 Optimal currency hedge ratios and interest rate risk by Briys, Eric & Solnik, Bruno [Downloadable! (restricted)]
446-461 Currency swaps, hedging, and the exchange of collateral by Melnik, Arie L. & Plaut, Steven E. [Downloadable! (restricted)]
462-473 Differences between foreign exchange rate regimes: The view from the tails by Koedijk, Kees G. & Stork, Philip A. & de Vries, Casper G. [Downloadable! (restricted)]
474-491 Pricing European average rate currency options by Levy, Edmond [Downloadable! (restricted)]
492-501 Trade deficit surprises and the ex ante volatility of foreign exchange rates by Madura, Jeff & Tucker, Alan L. [Downloadable! (restricted)]
502-513 Purchasing power parity and cointegration: The Greek evidence from the 1920s by Phylaktis, Kate [Downloadable! (restricted)]
1992, Volume 11, Issue 4 1992, Volume 11, Issue 3 222-234 The international allocation of savings with quadratic transaction (or risk) costs by Niehans, Jurg [Downloadable! (restricted)]
235-250 A nonlinear stochastic rational expectations model of exchange rates by Hsieh, David A. [Downloadable! (restricted)]
251-272 The structure of international banking by Heinkel, Robert L. & Levi, Maurice D. [Downloadable! (restricted)]
273-291 Oil prices and rural migration: the Dutch disease goes south by Feltenstein, Andrew [Downloadable! (restricted)]
292-303 Policy fundamentals, interest rates differential, and expected devaluation in the presence of an active crawling peg system by del Castillo, Graciana [Downloadable! (restricted)]
304-314 The use of technical analysis in the foreign exchange market by Taylor, Mark P. & Allen, Helen [Downloadable! (restricted)]
1992, Volume 11, Issue 2 1992, Volume 11, Issue 1 2-2 Editorial by Lothian, James R. & Melvin, Michael T. [Downloadable! (restricted)]
3-16 Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model by Devereux, Michael B. & Gregory, Allan W. & Smith, Gregor W. [Downloadable! (restricted)]
17-39 Term premiums and the integration of the eurocurrency markets by Jorion, Philippe [Downloadable! (restricted)]
40-62 Interactions between domestic and foreign investment by Stevens, Guy V. G. & Lipsey, Robert E. [Downloadable! (restricted)]
63-79 An empirical evaluation of the macroeconomic effects of tarrifs by Ostry, Jonathan D. & Rose, Andrew K. [Downloadable! (restricted)]
96-106 Can equilibrium models explain nominal exchange regime non-neutrality? Evidence from the European monetary system by Papell, David H. [Downloadable! (restricted)]
107-114 Cointegration tests of a long-run relation between money demand and the effective exchange rate by McNown, Robert & Wallace, Myles S. [Downloadable! (restricted)]
115-121 International risk sharing and capital mobility: another look by Obstfeld, Maurice [Downloadable! (restricted)]
122-123 International risk sharing and capital mobility: reply by Brennan, M. J. & Solnik, B. [Downloadable! (restricted)]
1991, Volume 10, Issue 4 480-496 Capital income taxation and the current account in a small open economy by Iwamoto, Yasushi & Shibata, Akihisa [Downloadable! (restricted)]
497-511 Forward exchange rates in general equilibrium by Smith, William T. [Downloadable! (restricted)]
512-526 Transactions costs and vehicle currencies by Black, Stanley W. [Downloadable! (restricted)]
527-540 Law enforcement and the black market exchange rate by Huizinga, Harry [Downloadable! (restricted)]
541-551 The interest rate neutrality of fiscal deficits: testing for Ricardian equivalence and capital inflow by Monadjemi, Mehdi S. & Kearney, Colm [Downloadable! (restricted)]
552-560 Expectations in the German hyperinflation reconsidered by Cagan, Phillip [Downloadable! (restricted)]
561-570 Tests of exchange market efficiency: fragile evidence from cointegration tests by Sephton, Peter S. & Larsen, Hans K. [Downloadable! (restricted)]
571-581 Cointegration: how short is the long run? by Hakkio, Craig S. & Rush, Mark [Downloadable! (restricted)]
582-593 The search for equilibrium relationships in international finance: the case of the monetary model by Baillie, Richard T. & Pecchenino, Rowena A. [Downloadable! (restricted)]
594-594 German dominance in the EMS: a correction by von Hagen, Jurgen & Fratianni, Michelle [Downloadable! (restricted)]
1991, Volume 10, Issue 3 310-329 Pricing foreign currency options under stochastic interest rates by Amin, Kaushik I. & Jarrow, Robert A. [Downloadable! (restricted)]
330-348 Sovereign debt buybacks can lower bargaining costs by Rotemberg, Julio J. [Downloadable! (restricted)]
349-364 International asset pricing and equity market risk by Chiang, Thomas C. [Downloadable! (restricted)]
365-391 Forward exchange rates and risk premiums in artificial economies by Tiff Macklem, R. [Downloadable! (restricted)]
392-405 Long-run dynamics of black and official exchange rates by Booth, G. Geoffrey & Mustafa, Chowdhury [Downloadable! (restricted)]
406-419 Reserve currency preferences of central banks: the case of Korea by Dellas, Harris & Bang Yoo, Chin [Downloadable! (restricted)]
420-431 The 'Tobin tax,' asset accumulation, and the real exchange rate by Reinhart, Vincent [Downloadable! (restricted)]
432-442 International portfolio diversification: the basket-peg regime by Pikkarainen, Pentti [Downloadable! (restricted)]
443-456 Forward foreign exchange rates and risk premia--a reappraisal by Pope, Peter F. & Peel, David A. [Downloadable! (restricted)]
457-477 Using terms of rescheduling as proxy for partial reneging on LDC's debt in a test of willingness-to-pay model by Hun Lee, Suk [Downloadable! (restricted)]
1991, Volume 10, Issue 2 1991, Volume 10, Issue 1 2-22 A multi-country study of the information in the shorter maturity term structure about future inflation by Mishkin, Frederic S. [Downloadable! (restricted)]
23-52 Every minute counts in financial markets by Goodhart, C. A. E. & Figliuoli, L. [Downloadable! (restricted)]
53-70 A long-run view of the European monetary system by Edison, Hali J. & Fisher, Eric O'N [Downloadable! (restricted)]
71-88 Business cycles, stylized facts, and the exchange rate regime: evidence from the United States by Baxter, Marianne [Downloadable! (restricted)]
89-107 Explaining the absence of international factor-price convergence by Osler, Carol L. [Downloadable! (restricted)]
108-117 Exporting firm and forward markets: the multiperiod case by Zilcha, Itzhak & Eldor, Rafael [Downloadable! (restricted)]
118-130 Intertemporal substitution in import demand by Ceglowski, Janet [Downloadable! (restricted)]
131-148 Optimal dynamic hedging portfolios and the currency composition of external debt by Kroner, Kenneth F. & Claessens, Stijn [Downloadable! (restricted)]
149-160 Are asymmetric exchange controls effective? by Papadia, Francesco & Rossi, Salvatore [Downloadable! (restricted)]
161-168 A note on fiscal policy, investment location decisions, and exchange rates by Dooley, Michael P. & Isard, Peter [Downloadable! (restricted)]
1991, Volume 10, Issue 1, Supplement 1990, Volume 9, Issue 4 358-375 German dominance in the EMS: evidence from interest rates by Hagen, Jurgen von & Fratianni, Michele [Downloadable! (restricted)]
376-387 Macroeconomic aspects of exchange rate pass-through by Klein, Michael W. [Downloadable! (restricted)]
388-401 Some macroeconomic effects of nationalizing private sector foreign debt by Adler, Oliver [Downloadable! (restricted)]
402-423 International transmission of aggregate shocks under fixed and flexible exchange rate regimes: United Kingdom, France, and Germany, 1959 to 1985 by Lastrapes, William D. & Koray, Faik [Downloadable! (restricted)]
424-439 International capital mobility: net versus gross stocks and flows by Golub, Stephen S. [Downloadable! (restricted)]
440-454 Real exchange rate variability and the choice of exchange rate regime by developing countries by Savvides, Andreas [Downloadable! (restricted)]
455-469 The impact of government deficits on money growth in developing countries by De Haan, Jakob & Zelhorst, Dick [Downloadable! (restricted)]
1990, Volume 9, Issue 3 246-257 Temporary capital controls in a balance-of- payments crisis by Bacchetta, Philippe [Downloadable! (restricted)]
258-275 Managing exchange rate crises: evidence from the 1890s by Grilli, Vittorio [Downloadable! (restricted)]
276-298 Price flexiblity and output volatility: the case for flexible exchange rates by Barone-Adesi, Giovanni & Yeung, Bernard [Downloadable! (restricted)]
299-308 Sectoral effects of exchange rate volatility on United States exports by Klein, Michael W. [Downloadable! (restricted)]
309-324 A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets by Baillie, Richard T. & Bollerslev, Tim [Downloadable! (restricted)]
325-334 Currency substitution and monetary autonomy: the foreign demand for US demand deposits by Bergstrand, Jeffrey H. & Bundt, Thomas P. [Downloadable! (restricted)]
335-343 The volatility of asset returns during trading and nontrading hours: some evidence from the foreign exchange markets by Hertzel, Michael G. & Kendall, Coleman S. & Kretzmer, Peter E. [Downloadable! (restricted)]
1990, Volume 9, Issue 2 110-122 Policy effectiveness in an open multi-market economy with risk neutral exchange rate speculation by von Hagen, Juergen [Downloadable! (restricted)]
123-137 The determinants of US banking activity abroad by Goldberg, Lawrence G. & Johnson, Denise [Downloadable! (restricted)]
138-158 External debt, planning horizon, and distorted credit markets by Aizenman, Joshua [Downloadable! (restricted)]
159-181 Internationally traded good prices, world money, and economic activity: 1900-83 by Grilli, Enzo R. & Yang, Maw Cheng [Downloadable! (restricted)]
182-192 Consumption risk and international equity returns: some empirical evidence by Cumby, Robert E. [Downloadable! (restricted)]
193-205 International risk and exchange rate overshooting by Schroeder, Juergen [Downloadable! (restricted)]
206-219 Anticipated protectionist policies, real exchange rates, and the current account: the case of rigid wages by Edwards, Sebastian & Ostry, Jonathan D. [Downloadable! (restricted)]
220-233 Testing an optimizing model of the current account via the consumption function by Sheffrin, Steven M. & Woo, Wing Thye [Downloadable! (restricted)]
234-244 The term structure of Euro interest rates and rational expectations by Kugler, Peter [Downloadable! (restricted)]
1990, Volume 9, Issue 1 3-20 Commodity prices, exchange rates and their relative volatility by Bui, Nhuong & Pippenger, John [Downloadable! (restricted)]
21-40 Testing the law of one price when trade takes time by Goodwin, Barry K. & Grennes, Thomas & Wohlgenant, Michael K. [Downloadable! (restricted)]
41-59 Exchange controls and interest rate determination with traded and non-traded assets: the Irish-United Kingdom experience by Browne, Francis X. & McNelis, Paul D. [Downloadable! (restricted)]
60-74 What do saving-investment relationships tell us about capital mobility? by Wong, David Y. [Downloadable! (restricted)]
75-91 An international comparison of prices and exchange rates: a new test of purchasing power parity by Manzur, Meher [Downloadable! (restricted)]
92-107 Expected and unexpected changes in nominal and real variables--evidence from the capital markets by Wasserfallen, Walter [Downloadable! (restricted)]
1989, Volume 8, Issue 4 467-486 An econometric analysis of the intertemporal general-equilibrium approach to exchange rate and current account determination by Finn, Mary [Downloadable! (restricted)]
487-510 On the consistency of short-run and long-run exchange rate expectations by Froot, Kenneth A. & Ito, Takatoshi [Downloadable! (restricted)]
511-516 Consistency of short-term and long-term expectations by Pesaran, M. Hashem [Downloadable! (restricted)]
517-531 Dominant real exchange rate movements by Koedijk, Kees & Schotman, Peter [Downloadable! (restricted)]
533-545 National price levels, purchasing power parity, and cointegration: a test of four high inflation economies by McNown, Robert & S. Wallace, Myles [Downloadable! (restricted)]
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