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Elsevier Journal of International Money and Finance Contact information of
Elsevier: Web page: http://www.elsevier.com/locate/inca/30443
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(Heidi Boesdal) Series handle: repec:eee:jimfin
More pages of listings: 0 |1 |2 |3 |4 |5
1993, Volume 12, Issue 1
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 supplement1 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)]
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)]
547-558 Dual exchange rates, capital controls, and sticky prices by Moore, Michael J. [Downloadable! (restricted)]
559-571 Dynamics of the exchange rate in anticipation of pegging by Djajic, Slobodan [Downloadable! (restricted)]
573-587 The effect of unanticipated money on the money and foreign exchange markets by Thornton, Daniel L. [Downloadable! (restricted)]
1989, Volume 8, Issue 3 315-344 Foreign debt instability: an analysis of national saving and domestic investment responses to foreign debt accumulation in 28 developing countries by Fry, Maxwell J. [Downloadable! (restricted)]
345-357 Import pricing and the trade balance in a popular model of exchange rate determination by Murphy, Robert G. [Downloadable! (restricted)]
359-373 International risk sharing and capital mobility by Brennan, M. J. & Solnik, B. [Downloadable! (restricted)]
375-390 The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change by Schinasi, Garry J. & Swamy, P. A. V. B. [Downloadable! (restricted)]
391-399 Geopolitics and the dollar by Ayanian, Robert [Downloadable! (restricted)]
401-423 International transmission of US macroeconomic policy and the inflation record of Western Europe by Burdekin, Richard C. K. [Downloadable! (restricted)]
425-444 The J-curve revisited: an empirical examination for the United States by Moffett, Michael H. [Downloadable! (restricted)]
445-450 On exchange intervention, sterilization, and bank reserve accounting by Sephton, Peter S. [Downloadable! (restricted)]
451-464 Syndications in sovereign lending by Sundanram, Anant K. [Downloadable! (restricted)]
1989, Volume 8, Issue 2 163-179 The pricing of forward exchange rates by Levine, Ross [Downloadable! (restricted)]
181-200 The stock market and exchange rate dynamics by Gavin, Michael [Downloadable! (restricted)]
201-217 Monetary effects on the real interest rate in an open economy: evidence from the Argentine indexed bond market by Boschen, John F. & Newman, John L. [Downloadable! (restricted)]
233-251 Dollar depreciation and US industry performance by Ceglowski, Janet [Downloadable! (restricted)]
253-276 Modelling the floating Australian dollar: Can the random walk be encompassed by a model using a permanent decomposition of money and output? by Sheen, Jeffrey [Downloadable! (restricted)]
277-284 Exchange rate volatility and currency substitution by Isaac, Allan G. [Downloadable! (restricted)]
285-294 Foreign-currency government debt, asset markets, and balance of payments by Golub, Stephen S. [Downloadable! (restricted)]
295-304 An expository note on the valuation of foreign exchange options by Buttler, Hans-Jurg [Downloadable! (restricted)]
305-311 On the pricing of European and American foreign currency options: a clarification by Adams, Paul D. & Wyatt, Steve B. [Downloadable! (restricted)]
1989, Volume 8, Issue 1 5-28 Monopolistic competition, relative prices, and output adjustment in the open economy by Aizenman, Joshua [Downloadable! (restricted)]
29-45 Exchange rate determination, interest rates, and an integrative approach to the demand for money by Guidotti, Pablo E. [Downloadable! (restricted)]
47-58 The trade balance and real exchange rate under currency substitution by Engel, Charles [Downloadable! (restricted)]
59-73 Unit roots and the real exchange rate before World War I: the case of Britain and the USA by Enders, Walter [Downloadable! (restricted)]
75-88 Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets by Hakkio, Craig S. & Rush, Mark [Downloadable! (restricted)]
89-103 Contracts, delivery lags, and currency risks by Reagan, Patricia B. & Stulz, ReneM. [Downloadable! (restricted)]
105-120 The IMF and concerted lending in Latin American debt restructurings: a formal analysis by Caskey, John P. [Downloadable! (restricted)]
121-136 Foreign debt, crowding out and capital flight by Diwan, Ishac [Downloadable! (restricted)]
137-145 The US monetary policy regime, interest differentials, and dollar exchange rate risk premia by Belongia, Michael T. & Ott, Mack [Downloadable! (restricted)]
147-157 The impact of data errors on measurement of the foreign exchange risk premium by Cornell, Bradford [Downloadable! (restricted)]
1988, Volume 7, Issue 4 363-372 Balance-of-payments crises in a perfect foresight optimizing model by Claessens, Stijn [Downloadable! (restricted)]
373-385 Collapsing exchange rate regimes and exchange rate dynamics: Some further examples by Blackburn, Keith [Downloadable! (restricted)]
387-410 Comparing the global performance of alternative exchange arrangements by Mckibbin, Warwick J. & Sachs, Jeffrey D. [Downloadable! (restricted)]
411-423 Foreign trade shocks and the dynamics of high inflation: Israel, 1978-1985 by Leiderman, Leonardo & Razin, Assaf [Downloadable! (restricted)]
425-428 Sterilization and interest rates by O'Connell, Joan [Downloadable! (restricted)]
429-445 Arbitrage boundaries, treasury bills, and covered interest parity by Poitras, Geoffrey [Downloadable! (restricted)]
447-466 Domestic currency appreciation and foreign capital inflows: What comes first? (Chile, 1977-1982) by Morande, Felipe G. [Downloadable! (restricted)]
1988, Volume 7, Issue 3 261-271 Monetary control with an exchange rate objective: The bank of Japan, 1973-86 by Hutchison, Michael M. [Downloadable! (restricted)]
273-288 Inflation risk and asset market disturbances: The mean-variance model revisited by Lewis, Karen K. [Downloadable! (restricted)]
289-302 Corporate commercial paper, note issuance facilities, and shareholder wealth by Slovin, Myron B. & Sushka, Marie E. & Hudson, Carl D. [Downloadable! (restricted)]
303-320 Capital controls: The case of Argentina by Phylaktis, Kate [Downloadable! (restricted)]
321-330 On the informational content of spot and forward exchange rates by Alec Chrystal, K. & Thornton, Daniel L. [Downloadable! (restricted)]
331-346 Efficiency in foreign exchange markets: A vector autoregression approach by Canarella, Giorgio & Pollard, Stephen K. [Downloadable! (restricted)]
347-350 PPP, interest rate parities, and the modified Fisher effect in the presence of tax agreements: A comment by McClure, J. Harold [Downloadable! (restricted)]
351-358 Deficits and debt in an open economy by Scarth, William [Downloadable! (restricted)]
359-360 The impact of third-country exchange risk: A correction by Cushman, David O. [Downloadable! (restricted)]
1988, Volume 7, Issue 2 129-149 The equilibrium pricing of exchange rates and assets when trade takes time by Benninga, Simon & Protopapadakis, Aris [Downloadable! (restricted)]
151-166 Stabilization policies in open economies with imperfect current information by Rasmussen, Bo Sandemann [Downloadable! (restricted)]
167-180 Capital mobility and the current account by Stulz, Rene M. [Downloadable! (restricted)]
181-204 The dynamic relationship between the dollar and US prices: An intensive empirical investigation by Koch, Paul D. & Rosenweig, Jeffrey A. & Whitt, Joseph Jr [Downloadable! (restricted)]
205-220 Bilateral exchange rates and risk premia by Bomhoff, Eduard J. & Koedijk, Kees G. [Downloadable! (restricted)]
221-229 The loanable funds theory and the dynamics of exchange rates: The Mundell model revisited by Chen, Chau-Nan & Lai, Ching-Chong & Tsaur, Tien-Wang [Downloadable! (restricted)]
231-242 Budget deficits, money growth and causality: Further OECD evidence by Barnhart, Scott W. & Darrat, Ali F. [Downloadable! (restricted)]
243-250 Learning and the volatility of exchange rates by Tabellini, Guido [Downloadable! (restricted)]
251-257 Flexible exchange rates and stabilizing speculation by Marini, Giancarlo [Downloadable! (restricted)]
1988, Volume 7, Issue 1 5-21 The persistence of the `peso problem' when policy is noisy by Lewis, Karen K. [Downloadable! (restricted)]
23-35 Economic news, exchange rates and interest rates by Hardouvelis, Gikas A. [Downloadable! (restricted)]
37-48 Distribution properties of Latin American black market exchange rates by Akgiray, Vedat & Geoffrey Booth, G. & Seifert, Bruce [Downloadable! (restricted)]
49-61 Exchange rates, innovations and forecasting by Wolff, Christian C. P. [Downloadable! (restricted)]
63-75 Stability and forecasting of the comovement measures of international stock market returns by Kaplanis, Evi C. [Downloadable! (restricted)]
77-90 The currency denomination of long-term debt in the Canadian corporate sector: An empirical analysis by Johnson, David [Downloadable! (restricted)]
91-108 Tests of the foreign exchange risk premium using the expected second moments implied by option pricing by Lyons, Richard K. [Downloadable! (restricted)]
109-110 A note on the magnitude of risk premia by Pagan, Adrian [Downloadable! (restricted)]
111-113 Foreign exchange risk premia volatility once again by Giovannini, Alberto & Jorion, Philippe [Downloadable! (restricted)]
115-125 Recent estimates of time-variation in the conditional variance and in the exchange risk premium by Frankel, Jeffrey A. [Downloadable! (restricted)]
1987, Volume 6, Issue 4 387-400 The effects of foreign disturbances under flexible exchange rates by Ahtiala, Pekka [Downloadable! (restricted)]
401-417 Political shocks, international reserves and the real exchange rate--The Argentine case by Yuravlivker, David E. [Downloadable! (restricted)]
419-432 Optimal wage indexation and monetary policy in an economy with imported raw materials by Hardouvelis, Gikas A. [Downloadable! (restricted)]
433-447 Will a weaker dollar mean a stronger economy? by Tatom, John A. [Downloadable! (restricted)]
449-464 The relevance of the invoicing currency in intra-firm trade transactions by Mirus, Rolf & Yeung, Bernard [Downloadable! (restricted)]
465-478 A study of diffusion processes for foreign exchange rates by Tucker, Alan L. & Scott, Elton [Downloadable! (restricted)]
479-490 Exchange rate risk and transactions costs: Evidence from bid-ask spreads by Glassman, Debra [Downloadable! (restricted)]
491-504 Contract length, monetary policy and exchange rate variability by Chadha, Binky [Downloadable! (restricted)]
505-514 Random walk and monetary causality in five exchange markets by Fratianni, Michele & Hur, Hyung-Doh & Kang, Heejoon [Downloadable! (restricted)]
1987, Volume 6, Issue 3 More pages of listings: 0 |1 |2 |3 |4 |5 Access
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