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Content
2019, Volume 96, Issue C
- 1-12 Contagion across US and European financial markets: Evidence from the CDS markets
by Apergis, Nicholas & Christou, Christina & Kynigakis, Iason
- 13-27 Pricing corporate financial distress: Empirical evidence from the French stock market
by Mselmi, Nada & Hamza, Taher & Lahiani, Amine & Shahbaz, Muhammad
- 28-36 Sudden stops of capital flows: Do foreign assets behave differently from foreign liabilities?
by Agosin, Manuel R. & Díaz, Juan D. & Karnani, Mohit
- 37-48 Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures
by Chiang, Shu-Mei & Chen, Chun-Da & Huang, Chien-Ming
- 49-66 How effective are sovereign bond-backed securities as a spillover prevention device?
by Cronin, David & Dunne, Peter G.
- 67-101 Revisiting external imbalances: Insights from sectoral accounts
by Allen, Cían
- 102-120 Inflation targeting and output-inflation tradeoffs
by Huang, Ho-Chuan & Yeh, Chih-Chuan & Wang, Xiuhua
- 121-129 Carry trades and commodity risk factors
by Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta
- 130-146 Effectiveness of developed and emerging market FX options in active currency risk management
by Vohra, Suprita & Fabozzi, Frank J.
- 147-167 Macro-prudential policies, the global financial cycle and the real exchange rate
by Ouyang, Alice Y. & Guo, Shen
- 168-191 Institutional quality and capital inflows: Theory and evidence
by Challe, Edouard & Lopez, Jose Ignacio & Mengus, Eric
- 192-209 Monetary and macroprudential policy coordination among multiple equilibria
by Agur, Itai
- 210-227 The world predictive power of U.S. equity market skewness risk
by Chen, Jian & Jiang, Fuwei & Xue, Shuyu & Yao, Jiaquan
- 228-245 Exchange rate effects of financial regulations
by Perez-Reyna, David & Villamizar-Villegas, Mauricio
- 246-258 The role of financial factors for European corporate investment
by Mercatanti, Andrea & Mäkinen, Taneli & Silvestrini, Andrea
- 263-282 Macro policy responses to natural resource windfalls and the crash in commodity prices
by van der Ploeg, Frederick
- 283-303 Business cycles in an oil economy
by Bergholt, Drago & Larsen, Vegard H. & Seneca, Martin
- 304-323 Commodity price risk management and fiscal policy in a sovereign default model
by Lopez-Martin, Bernabe & Leal, Julio & Martinez Fritscher, Andre
- 324-340 The dynamics of investment projects: Evidence from Peru
by Gondo, Rocío & Vega, Marco
- 341-360 Volatility risk premia and future commodity returns
by Ornelas, José Renato Haas & Mauad, Roberto Baltieri
2019, Volume 95, Issue C
- 1-13 Price discovery in commodity futures and cash markets with heterogeneous agents
by van Huellen, Sophie
- 14-26 The effect of bank bail-outs in the EU
by Barucci, Emilio & Colozza, Tommaso & Milani, Carlo
- 27-43 Stocks and bonds: Flight-to-safety for ever?
by Boucher, Christophe & Tokpavi, Sessi
- 44-51 Expectation errors in the foreign exchange market
by Ferreira, Alex & Moore, Michael & Mukherjee, Satrajit
- 52-69 The macroeconomic effects of trade tariffs: Revisiting the Lerner symmetry result
by Lindé, Jesper & Pescatori, Andrea
- 70-94 Foreign banks, financial crises and economic growth in Europe
by Schnabel, Isabel & Seckinger, Christian
- 95-111 Does anyone listen when politicians talk? The effect of political commentaries on policy rate decisions and expectations
by Demiralp, Selva & King, Sharmila & Scotti, Chiara
- 112-127 A random walk through Mayfair: Art as a luxury good and evidence from dynamic models
by Pownall, Rachel A.J. & Satchell, Stephen & Srivastava, Nandini
- 128-148 Bank lending technologies and credit availability in Europe: What can we learn from the crisis?
by Ferri, Giovanni & Murro, Pierluigi & Peruzzi, Valentina & Rotondi, Zeno
- 149-164 Benchmarks for net international investment positions
by Turrini, Alessandro & Zeugner, Stefan
- 165-181 The effect of central bank transparency on exchange rate volatility
by Weber, Christoph S.
- 185-188 J.C. Williams, When the United States Sneezes…
by Williams, John C.
- 189-211 Evaluating the role of capital controls and monetary policy in emerging market crises
by Devereux, Michael B. & Yu, Changhua
- 212-227 Home country interest rates and international investment in U.S. bonds
by Ammer, John & Claessens, Stijn & Tabova, Alexandra & Wroblewski, Caleb
- 228-231 The future of the zero lower bound problem
by Kocherlakota, Narayana
- 232-250 Foreign effects of higher U.S. interest rates
by Iacoviello, Matteo & Navarro, Gaston
- 251-268 U.S. monetary policy and fluctuations of international bank lending
by Avdjiev, Stefan & Hale, Galina
- 269-271 Concluding remarks
by Eichengreen, Barry
- 272-280 The curious case of the missing defaults
by Reinhart, Carmen M.
- 281-283 Comments on Foreign Effects of Higher US Interest Rates by Iacoviello and Navarro
by Rose, Andrew K.
- 284-287 Comment on “U.S. monetary policy and fluctuations of international bank lending” by Stefan Avdjiev and Galina Hale
by Ostry, Jonathan D.
- 288-289 Comments on “U.S. monetary policy and fluctuations of international bank lending”
by Kalemli-Ozcan, Sebnem
- 290-293 Comments on “Foreign Effects of Higher U.S. Interest Rates” by Matteo Iacoviello and Gaston Navarro
by Hamilton, James D.
- 297-316 Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium
by Berg, Kimberly A. & Mark, Nelson C.
- 317-331 The uncovered interest parity puzzle, exchange rate forecasting, and Taylor rules
by Engel, Charles & Lee, Dohyeon & Liu, Chang & Liu, Chenxin & Wu, Steve Pak Yeung
- 332-362 Exchange rate prediction redux: New models, new data, new currencies
by Cheung, Yin-Wong & Chinn, Menzie D. & Pascual, Antonio Garcia & Zhang, Yi
- 363-378 Dealer activity and macro fundamentals – New evidence from hybrid exchange rate models
by Krohn, Ingomar & Moore, Michael J.
- 379-401 The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement
by Cao, Shuo & Huang, Huichou & Liu, Ruirui & MacDonald, Ronald
- 402-423 Unconventional policies and exchange rate dynamics
by Adler, Gustavo & Lama, Ruy & Medina, Juan Pablo
- 424-443 The exchange rate effects of macro news after the global Financial Crisis
by Cheung, Yin-Wong & Fatum, Rasmus & Yamamoto, Yohei
- 444-456 Recent renminbi policy and currency co-movements
by McCauley, Robert N. & Shu, Chang
2019, Volume 94, Issue C
- 1-14 Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
by Beyer, Robert C.M. & Wieland, Volker
- 15-31 Monetary policy divergence and net capital flows: Accounting for endogenous policy responses
by Scott Davis, J. & Zlate, Andrei
- 32-47 The response of multinationals’ foreign exchange rate exposure to macroeconomic news
by Boudt, Kris & Neely, Christopher J. & Sercu, Piet & Wauters, Marjan
- 48-61 The effectiveness of unconventional monetary policy announcements in the euro area: An event and econometric study
by Ambler, Steve & Rumler, Fabio
- 62-80 How important are the international financial market imperfections for the foreign exchange rate dynamics: A study of the sterling exchange rate
by Dong, Xue & Minford, Patrick & Meenagh, David
- 81-96 Short and medium term financial-real cycles: An empirical assessment
by Stockhammer, Engelbert & Calvert Jump, Robert & Kohler, Karsten & Cavallero, Julian
- 97-115 A key currency view of global imbalances
by Ito, Hiro & McCauley, Robert N.
- 116-131 Financial deglobalisation in banking?
by McCauley, Robert N. & Bénétrix, Agustín S. & McGuire, Patrick M. & von Peter, Goetz
- 132-139 Credit default swaps as indicators of bank financial distress
by Avino, Davide E. & Conlon, Thomas & Cotter, John
- 140-159 The risk premium of gold
by Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin
- 160-182 Taming the global financial cycle: What role for the global financial safety net?
by Scheubel, Beatrice & Stracca, Livio & Tille, Cédric
- 183-205 Euro Area and US external adjustment: The role of commodity prices and Emerging Market shocks
by Giovannini, Massimo & Hohberger, Stefan & Kollmann, Robert & Ratto, Marco & Roeger, Werner & Vogel, Lukas
- 206-226 Domestic and external sectoral portfolios: Network structure and balance-sheet contagion
by Heipertz, Jonas & Rancière, Romain & Valla, Natacha
- 227-245 On the global financial market integration “swoosh” and the trilemma
by Bekaert, Geert & Mehl, Arnaud
- 246-259 Current account adjustment and retained earnings
by Fischer, Andreas M. & Groeger, Henrike & Sauré, Philip & Yeşin, Pınar
2019, Volume 93, Issue C
- 1-18 Financial development, income inequality, and country risk
by Chiu, Yi-Bin & Lee, Chien-Chiang
- 19-41 Macroprudential policy, central banks and financial stability: Evidence from China
by Klingelhöfer, Jan & Sun, Rongrong
- 42-54 Verbal interventions and exchange rate policies: The case of Swiss franc cap
by Mirkov, Nikola & Pozdeev, Igor & Söderlind, Paul
- 55-80 Exchange rate regimes in a liquidity trap
by Badarau, Cristina & Sangaré, Ibrahima
- 81-100 Regime-switching in emerging market business cycles: Interest rate volatility and sudden stops
by Reyes-Heroles, Ricardo & Tenorio, Gabriel
- 101-116 Banking sector globalization and monetary policy transmission: Evidence from Asian countries
by Lee, Seungyoon & Bowdler, Christopher
- 117-141 The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs
by Illes, Anamaria & Lombardi, Marco J. & Mizen, Paul
- 142-166 Monetary policy shocks and foreign investment income: Evidence from a large Bayesian VAR
by Auer, Simone
- 167-186 Optimal monetary and macroprudential policy in a currency union
by Palek, Jakob & Schwanebeck, Benjamin
- 187-200 Asset allocation and investment opportunities in emerging stock markets: Evidence from return asymmetry-based analysis
by Hadhri, Sinda & Ftiti, Zied
- 201-222 Effects of capital controls on foreign exchange liquidity
by Cantú, Carlos
- 223-243 Bond risk premia in a small open economy with volatile capital flows: The case of Korea
by Yun, Jaeho
- 244-259 International tail risk and World Fear
by Hollstein, Fabian & Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin
- 260-274 Uncertainty and cross-border banking flows
by Choi, Sangyup & Furceri, Davide
- 277-298 Legal institutions and fragile financial markets
by Chiu, Junmao & Chung, Huimin
- 299-312 Does it pay to pay performance fees? Empirical evidence from Dutch pension funds
by Broeders, Dirk W.G.A. & van Oord, Arco & Rijsbergen, David R.
- 313-334 Inflation-linked public debt in emerging economies
by Gomez-Gonzalez, Patricia
- 335-355 The effects of taxing bank transactions on bank credit and industrial growth: Evidence from Latin America
by Restrepo, Felipe
2019, Volume 92, Issue C
- 1-24 The determinants of the model-free positive and negative volatilities
by Bevilacqua, Mattia & Morelli, David & Tunaru, Radu
- 25-61 The IMF and precautionary lending: An empirical evaluation of the selectivity and effectiveness of the Flexible Credit Line
by Essers, Dennis & Ide, Stefaan
- 62-74 Early 60s is not old enough: Evidence from twenty-one countries’ equity fund markets
by Kim, Sei-Wan & Lee, Bong-Soo & Kim, Young-Min
- 75-97 Macro-financial linkages: The role of the institutional framework
by Leroy, Aurélien & Pop, Adrian
- 98-111 What is the relation between financial flexibility and dividend smoothing?
by Fliers, Philip T.
- 112-136 Ride the Wild Surf: An investigation of the drivers of surges in capital inflows
by Calderón, César & Kubota, Megumi
- 137-152 Trend inflation and monetary policy regimes in Japan
by Okimoto, Tatsuyoshi
- 153-176 Current account dynamics under information rigidity and imperfect capital mobility
by Shibata, Akihisa & Shintani, Mototsugu & Tsuruga, Takayuki
2019, Volume 91, Issue C
- 1-11 The relationship between international trade and capital flow: A network perspective
by Ding, Haoyuan & Jin, Yuying & Liu, Ziyuan & Xie, Wenjing
- 12-28 The impact of real exchange rate shocks on manufacturing workers: An autopsy from the MORG
by Campbell, Douglas L. & Lusher, Lester
- 29-48 The international transmission of monetary policy
by Buch, Claudia M. & Bussierè, Matthieu & Goldberg, Linda & Hills, Robert
- 49-70 How do the Renminbi and other East Asian currencies co-move?
by Keddad, Benjamin
- 71-85 The effects of bank regulation stringency on seasoned equity offering announcements
by Li, Hui & Liu, Hong & Veld, Chris
- 86-100 Accounting for real exchange rates using micro-data
by Crucini, Mario J. & Landry, Anthony
- 101-104 International spillovers of monetary policy through global banks: introduction to the special issue
by Buch, Claudia & Bussière, Matthieu & Chinn, Menzie & Goldberg, Linda & Hills, Robert
- 105-125 The inequality-credit nexus
by Fischer, Ronald & Huerta, Diego & Valenzuela, Patricio
- 126-137 Market reactions to ECB policy innovations: A cross-country analysis
by Pacicco, Fausto & Vena, Luigi & Venegoni, Andrea
- 138-159 Pricing factors in multiple-term structures from interbank rates
by Lafuente, Juan Ángel & Petit, Nuria & Serrano, Pedro
- 160-176 Drivers of systemic risk: Do national and European perspectives differ?
by Buch, Claudia M. & Krause, Thomas & Tonzer, Lena
- 177-194 A comparison of nominal and indexed debt under fiscal constraints
by Westerhout, Ed & Beetsma, Roel
- 195-211 Intellectual property rights reform and the cost of corporate debt
by Alimov, Azizjon
2019, Volume 90, Issue C
- 1-18 The role of market expectations in commodity price dynamics: Evidence from oil data
by Jin, Xin
- 19-33 Inflation targeting and the forward bias puzzle in emerging countries
by Coulibaly, Dramane & Kempf, Hubert
- 34-53 International monetary policy transmission through banks in small open economies
by Auer, Simone & Friedrich, Christian & Ganarin, Maja & Paligorova, Teodora & Towbin, Pascal
- 54-75 What drives local lending by global banks?
by Avdjiev, Stefan & Aysun, Uluc & Hepp, Ralf
- 76-98 The international transmission of monetary policy through financial centres: Evidence from the United Kingdom and Hong Kong
by Hills, Robert & Ho, Kelvin & Reinhardt, Dennis & Sowerbutts, Rhiannon & Wong, Eric & Wu, Gabriel
- 99-117 Financial institutions’ business models and the global transmission of monetary policy
by Argimon, Isabel & Bonner, Clemens & Correa, Ricardo & Duijm, Patty & Frost, Jon & de Haan, Jakob & de Haan, Leo & Stebunovs, Viktors
- 118-141 The cross-country impact of ECB policies: Asymmetries in – Asymmetries out?
by Serati, Massimiliano & Venegoni, Andrea
- 142-160 Modelling portfolio capital flows in a global framework: Multilateral implications of capital controls
by Boero, Gianna & Mandalinci, Zeyyad & Taylor, Mark P.
- 161-174 International monetary policy spillovers through the bank funding channel
by Lindner, Peter & Loeffler, Axel & Segalla, Esther & Valitova, Guzel & Vogel, Ursula
- 175-186 International spillovers of monetary policy: Lessons from Chile, Korea, and Poland
by Gajewski, Krzysztof & Jara, Alejandro & Kang, Yujin & Mok, Junghwan & Moreno, David & Serwa, Dobromił
- 187-203 Performance and informed trading. Comparing foreigners, institutions and individuals in an emerging stock market
by Agudelo, Diego A. & Byder, James & Yepes-Henao, Paula
- 204-221 Incorporating active adjustment into a financing based model of capital structure
by Maroney, Neal & Wang, Wei & Kabir Hassan, M.
- 222-240 The implications of central bank transparency for uncertainty and disagreement
by Jitmaneeroj, Boonlert & Lamla, Michael J. & Wood, Andrew
- 241-256 Free trade agreements and market integration: Evidence from South Korea
by Lim, Eun Son & Breuer, Janice Boucher
- 257-267 The impact of the U.S. employment report on exchange rates
by Ederington, Louis & Guan, Wei & Yang, Lisa (Zongfei)
2018, Volume 89, Issue C
- 1-22 Bank market power and lending during the global financial crisis
by Cubillas, Elena & Suárez, Nuria
- 23-49 Central bank transparency and the volatility of exchange rates
by Eichler, Stefan & Littke, Helge C.N.
- 50-66 International spillovers of monetary policy: Evidence from France and Italy
by Schmidt, Julia & Caccavaio, Marianna & Carpinelli, Luisa & Marinelli, Giuseppe
- 67-82 Transmission of monetary policy through global banks: Whose policy matters?
by Avdjiev, Stefan & Koch, Cathérine & McGuire, Patrick & von Peter, Goetz
- 83-102 Currency downside risk, liquidity, and financial stability
by Chuliá, Helena & Fernández, Julián & Uribe, Jorge M.
- 103-126 The portfolio of euro area fund investors and ECB monetary policy announcements
by Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone
- 127-138 “Risky” monetary aggregates for the UK and US
by Binner, Jane M. & Chaudhry, Sajid & Kelly, Logan & Swofford, James L.
- 139-153 The effect of skilled emigration on real exchange rates through the wage channel
by Ouyang, Alice Y. & Paul, Saumik
- 154-174 Cross-border spillovers of monetary policy: What changes during a financial crisis?
by Barbosa, Luciana & Bonfim, Diana & Costa, Sónia & Everett, Mary
2018, Volume 88, Issue C
- 1-24 Fundamentals and exchange rate forecastability with simple machine learning methods
by Amat, Christophe & Michalski, Tomasz & Stoltz, Gilles
- 25-53 Non-standard monetary policy, asset prices and macroprudential policy in a monetary union
by Burlon, L. & Gerali, A. & Notarpietro, A. & Pisani, M.
- 54-78 Modeling fluctuations in the global demand for commodities
by Kilian, Lutz & Zhou, Xiaoqing
- 79-100 Gradual learning about shocks and the forward premium puzzle
by Moran, Kevin & Nono, Simplice Aimé
- 101-121 Sterilized interventions and capital controls
by Prasad, Nalini
- 122-139 Market power, inflation targeting, and commodity currencies
by Chen, Yu-chin & Lee, Dongwon
- 140-157 On the predictability of emerging market sovereign credit spreads
by Audzeyeva, Alena & Fuertes, Ana-Maria
- 158-170 The impact of surges in net private capital inflows on manufacturing, investment, and unemployment
by Teimouri, Sheida & Zietz, Joachim
- 171-190 Does transparency pay? Evidence from IMF data transparency policy reforms and emerging market sovereign bond spreads
by Choi, Sangyup & Hashimoto, Yuko
- 191-207 Fiscal crises
by Medas, Paulo & Poghosyan, Tigran & Xu, Yizhi & Farah-Yacoub, Juan & Gerling, Kerstin
- 212-227 Measures of global uncertainty and carry-trade excess returns
by Berg, Kimberly A. & Mark, Nelson C.
- 228-241 Uncertainty, currency excess returns, and risk reversals
by Husted, Lucas & Rogers, John & Sun, Bo
- 242-259 Uncertainty and deviations from uncovered interest rate parity
by Ismailov, Adilzhan & Rossi, Barbara
- 260-275 Uncertainty, capital flows, and maturity mismatch
by Converse, Nathan
- 276-295 Measuring global and country-specific uncertainty
by Ozturk, Ezgi O. & Sheng, Xuguang Simon
- 296-313 Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis
by Istrefi, Klodiana & Mouabbi, Sarah
- 314-330 Aggregate uncertainty and sectoral productivity growth: The role of credit constraints
by Choi, Sangyup & Furceri, Davide & Huang, Yi & Loungani, Prakash
2018, Volume 87, Issue C
- 1-21 Fickle capital flows and retrenchment: Evidence from bilateral banking data
by Wang, Yabin
- 22-43 Current account dynamics and the housing cycle in Spain
by Maas, Daniel & Mayer, Eric & Rüth, Sebastian K.
- 44-61 Exchange rate regimes and the international transmission of business cycles: Capital account openness matters
by Kim, Kyunghun & Pyun, Ju Hyun
- 62-81 Fiscal devaluation in the Euro area: The role of rigidities, non-tradables, and social security contributions
by Ivens, Annika
- 82-95 Quality of government institutions and spreads on sovereign credit default swaps
by Chen, Hsien-Yi & Chen, Sheng-Syan
- 96-111 The impact of uncertainty shocks on the volatility of commodity prices
by Bakas, Dimitrios & Triantafyllou, Athanasios
- 112-132 Regional pull vs global push factors: China and US influence on Asian financial markets
by Shu, Chang & He, Dong & Dong, Jinyue & Wang, Honglin
- 133-143 Debt and growth: Is there a constant tipping point?
by Yang, Lixiong & Su, Jen-Je
- 144-154 Sudden stops, financial frictions, and the banking sector
by Li, Jinyue
- 155-171 Credit-supply shocks and firm productivity in Italy
by Doerr, Sebastian & Raissi, Mehdi & Weber, Anke
2018, Volume 86, Issue C
- 1-30 “Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects
by Afonso, António & Arghyrou, Michael G. & Gadea, María Dolores & Kontonikas, Alexandros
- 31-49 Chinese outwards mercantilism – The art and practice of bundling
by Aizenman, Joshua & Jinjarak, Yothin & Zheng, Huanhuan
- 50-69 Are the Fama-French factors really compensation for distress risk?
by de Groot, Wilma & Huij, Joop
- 70-92 The eurozone (expected) inflation: An option's eyes view
by Gimeno, Ricardo & Ibáñez, Alfredo
- 93-111 Dynamics and factors of inflation convergence in the European union
by Brož, Václav & Kočenda, Evžen
- 112-130 Corporate debt and investment: A firm-level analysis for stressed euro area countries
by Gebauer, Stefan & Setzer, Ralph & Westphal, Andreas
- 131-153 CEO risk preferences and hedging decisions: A multiyear analysis
by Doukas, John A. & Mandal, Sonik
- 154-170 Monetary facts revisited
by Gertler, Pavel & Hofmann, Boris
- 171-188 The reality of stock market jumps diversification
by Chen, Ke & Vitiello, Luiz & Hyde, Stuart & Poon, Ser-Huang
- 189-206 Cross-border asset holdings and comovements in sovereign bond markets
by Asgharian, Hossein & Liu, Lu & Larsson, Marcus
- 207-222 Why do firms default on their foreign currency loans? The case of Hungary
by Vonnák, Dzsamila
- 223-243 The RMB central parity formation mechanism: August 2015 to December 2016
by Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew
- 244-263 Does a flexible exchange rate regime increase inflation persistence?
by Wu, Jo-Wei & Wu, Jyh-Lin
- 264-280 The impact of oil-market shocks on stock returns in major oil-exporting countries
by Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry
2018, Volume 85, Issue C
- 1-19 Conditioning carry trades: Less risk, more return
by Mulder, Arjen & Tims, Ben
- 20-39 Trilemma, dilemma and global players
by Ligonniere, Samuel
- 40-57 The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions
by Abad, Pilar & Alsakka, Rasha & ap Gwilym, Owain
- 58-75 Do credit rating agencies provide valuable information in market evaluation of sovereign default Risk?
by Binici, Mahir & Hutchison, Michael
- 76-92 Is individual trading priced in stocks?
by Choi, Paul Moon Sub & Choi, Joung Hwa
- 93-123 How does financial liberalisation affect the influence of monetary policy on the current account?
by Hjortsoe, Ida & Weale, Martin & Wieladek, Tomasz
- 124-144 U.S. corporate investment and foreign penetration: Imports and inward foreign direct investment
by Li, Rui & Wan, Chi & Wang, Mengying
- 145-162 Market standards in financial contracting: The Euro’s effect on debt securities
by Engert, Andreas & Hornuf, Lars
- 168-186 The effects of monetary policy shocks on inequality
by Furceri, Davide & Loungani, Prakash & Zdzienicka, Aleksandra
- 187-214 Conventional and unconventional monetary policy vs. households income distribution: An empirical analysis for the Euro Area
by Guerello, Chiara
- 215-235 A “reverse Robin Hood”? The distributional implications of non-standard monetary policy for Italian households
by Casiraghi, Marco & Gaiotti, Eugenio & Rodano, Lisa & Secchi, Alessandro
- 236-250 The impact of inequality on the transmission of monetary policy
by Voinea, L. & Lovin, H. & Cojocaru, A.
- 251-261 Effectiveness of macroprudential policies under borrower heterogeneity
by Punzi, Maria Teresa & Rabitsch, Katrin
- 262-277 Macroprudential policy and household wealth inequality
by Carpantier, Jean-Francois & Olivera, Javier & Van Kerm, Philippe
- 278-290 Macroprudential policy and income inequality
by Frost, Jon & van Stralen, René
2018, Volume 84, Issue C
2018, Volume 83, Issue C
- 1-22 Government debt and growth: The role of liquidity
by Grobéty, Mathieu
- 23-43 External shocks, financial volatility and reserve requirements in an open economy
by Agénor, Pierre-Richard & Alper, Koray & Pereira da Silva, Luiz
- 44-54 Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy
by Nitschka, Thomas
- 55-74 Revisiting the bi-directional causality between debt and growth: Evidence from linear and nonlinear tests
by De Vita, Glauco & Trachanas, Emmanouil & Luo, Yun
- 75-92 Friends without benefits? New EMU members and the “Euro Effect” on trade
by Mika, Alina & Zymek, Robert
- 93-105 Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market
by Juselius, Katarina & Stillwagon, Josh R.
2018, Volume 82, Issue C
- 1-25 Unobservable country bond premia and fragmentation
by De Santis, Roberto A.
- 26-44 International risk sharing and financial shocks
by Rouillard, Jean-François
- 45-70 Systemic risk and bank size
by Varotto, Simone & Zhao, Lei
- 71-96 Oil prices and inflation dynamics: Evidence from advanced and developing economies
by Choi, Sangyup & Furceri, Davide & Loungani, Prakash & Mishra, Saurabh & Poplawski-Ribeiro, Marcos
- 97-119 Surges of international fund flows
by Li, Suxiao & de Haan, Jakob & Scholtens, Bert
- 120-140 International money supply and real estate risk premium: The case of the London office market
by Coën, Alain & Lefebvre, Benoit & Simon, Arnaud
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