Contact information of Elsevier
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jimfin. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/inca/30443 .
Content
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
2018, Volume 81, Issue C
- 1-19 Anticipated versus unanticipated terms of trade shocks and the J-curve phenomenon
by Ali, Syed Zahid & Anwar, Sajid
- 20-39 Measuring the international dimension of output volatility
by Everaert, Gerdie & Iseringhausen, Martin
- 40-55 Private information, capital flows, and exchange rates
by Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip
- 56-75 Factors of the term structure of sovereign yield spreads
by Wellmann, Dennis & Trück, Stefan
- 76-87 Do European banks with a covered bond program issue asset-backed securities for funding?
by Boesel, Nils & Kool, Clemens & Lugo, Stefano
- 88-115 Transition and capital misallocation: the Chinese case
by Cubizol, Damien
- 116-137 The distance effect in banking and trade
by Brei, Michael & von Peter, Goetz
- 138-158 Big fish in small banking ponds? Cost advantage and foreign affiliate presence
by Galema, R. & Koetter, M.
- 159-184 Inflation targeting and exchange rate management in less developed countries
by Buffie, Edward F. & Airaudo, M. & Zanna, Felipe
- 185-202 Margins of imports, forward-looking firms, and exchange rate movements
by Fan, Haichao & Li, Yao Amber & Zhao, Chen Carol
- 203-220 Macroprudential policy and bank risk
by Altunbas, Yener & Binici, Mahir & Gambacorta, Leonardo
- 221-241 Writing off sovereign debt: Default and recovery rates over the cycle
by Sunder-Plassmann, Laura
- 242-264 Assessing the predictive ability of sovereign default risk on exchange rate returns
by Foroni, Claudia & Ravazzolo, Francesco & Sadaba, Barbara
2018, Volume 80, Issue C
- 1-14 Income inequality, equities, household debt, and interest rates: Evidence from a century of data
by Berisha, Edmond & Meszaros, John & Olson, Eric
- 15-34 Liquidity provision as a monetary policy tool: The ECB’s non-standard measures after the financial crisis
by Quint, Dominic & Tristani, Oreste
- 35-58 Reduced cross-border lending and financing costs of SMEs
by Bremus, Franziska & Neugebauer, Katja
- 59-74 Information demand and stock return predictability
by Chronopoulos, Dimitris K. & Papadimitriou, Fotios I. & Vlastakis, Nikolaos
- 75-95 Did the reform fix the London fix problem?
by Ito, Takatoshi & Yamada, Masahiro
2017, Volume 79, Issue C
- 1-19 The role of jumps and leverage in forecasting volatility in international equity markets
by Buncic, Daniel & Gisler, Katja I.M.
- 20-38 Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and central bank behavior matter?
by López-Villavicencio, Antonia & Mignon, Valérie
- 39-71 Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone
by Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore
- 72-98 Determinants of sub-sovereign bond yield spreads – The role of fiscal fundamentals and federal bailout expectations
by Beck, Roland & Ferrucci, Gianluigi & Hantzsche, Arno & Rau-Göhring, Matthias
- 99-114 Are supply shocks important for real exchange rates? A fresh view from the frequency-domain
by Gehrke, Britta & Yao, Fang
- 115-135 Exploring international differences in inflation dynamics
by Ahmad, Yamin S. & Staveley-O’Carroll, Olena M.
- 136-156 Words are not all created equal: A new measure of ECB communication
by Picault, Matthieu & Renault, Thomas
- 157-173 The drivers of foreign bank lending in Central and Eastern Europe: The roles of parent, subsidiary and host market traits
by Temesvary, Judit & Banai, Adam
- 174-188 Sovereign tail risk
by López-Espinosa, Germán & Moreno, Antonio & Rubia, Antonio & Valderrama, Laura
- 189-202 Is the Renminbi a safe haven?
by Fatum, Rasmus & Yamamoto, Yohei & Zhu, Guozhong
- 203-217 The intrinsic value of gold: An exchange rate-free price index
by Harris, Richard D.F. & Shen, Jian
- 218-231 Impact of interest rate surprises on Islamic and conventional stocks and bonds
by Akhtar, Shumi & Akhtar, Farida & Jahromi, Maria & John, Kose
- 232-254 Macroeconomic announcements and price discovery in the foreign exchange market
by Gau, Yin-Feng & Wu, Zhen-Xing
2017, Volume 78, Issue C
2017, Volume 77, Issue C
- 1-17 Option-implied expectations in commodity markets and monetary policy
by Triantafyllou, Athanasios & Dotsis, George
- 18-38 The PPP approach revisited: A study of RMB valuation against the USD
by Almås, Ingvild & Grewal, Mandeep & Hvide, Marielle & Ugurlu, Serhat
- 39-56 Asymmetric volatility connectedness on the forex market
by Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš
- 57-76 The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities
by Grossmann, Axel & Paul, Chris & Simpson, Marc W.
- 77-98 Credit cycle coherence in the eurozone: Was there a euro effect?
by Samarina, Anna & Zhang, Lu & Bezemer, Dirk
- 99-116 Forecast uncertainty and the Taylor rule
by Bauer, Christian & Neuenkirch, Matthias
- 117-142 Capital inflows, monetary policy, and financial imbalances
by Merrouche, Ouarda & Nier, Erlend
- 143-163 Exchange rate regimes and FDI in developing countries: A propensity score matching approach
by Cushman, David O. & De Vita, Glauco
- 164-179 Taking gravity online: The role of virtual proximity in international finance
by Hellmanzik, Christiane & Schmitz, Martin
- 180-198 Do political factors affect stock returns during presidential elections?
by Shen, Chung-Hua & Bui, Dien Giau & Lin, Chih-Yung
- 199-215 Order flow and exchange rate comovement
by Kleinbrod, Vincent M. & Li, Xiao-Ming
- 216-232 Aid econometrics: Lessons from a stochastic growth model
by Carter, Patrick
2017, Volume 75, Issue C
- 1-13 Mundell’s trilemma: Policy trade-offs within the middle ground
by Herwartz, Helmut & Roestel, Jan
- 14-31 Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme
by Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel
- 32-46 A stopping time approach to assessing the effectiveness of foreign exchange intervention: An application to Japanese data
by Kitamura, Yoshihiro
- 47-68 Macroprudential policies, capital flows, and the structure of the banking sector
by Beirne, John & Friedrich, Christian
- 69-92 The real exchange rate in the long run: Balassa-Samuelson effects reconsidered
by Bordo, Michael D. & Choudhri, Ehsan U. & Fazio, Giorgio & MacDonald, Ronald
- 93-108 Exchange rate and utilization of free trade agreements: Focus on rules of origin
by Hayakawa, Kazunobu & Kim, Han-Sung & Yoshimi, Taiyo
- 109-127 Cross-border spillover effects of unconventional monetary policies on Swiss asset prices
by Bernhard, Severin & Ebner, Till
2017, Volume 74, Issue C
- 1-30 Central bank transparency and cross-border banking
by Eichler, Stefan & Littke, Helge C.N. & Tonzer, Lena
- 31-52 Deconstructing credibility: The breaking of monetary policy rules in Brazil
by Cortes, Gustavo S. & Paiva, Claudio A.C.
- 53-68 Economic evaluation of asymmetric and price range information in gold and general financial markets
by Wu, Chih-Chiang & Chiu, Junmao
- 69-87 Stock splits to profit insider trading: Lessons from an emerging market
by Nguyen, Vinh & Tran, Anh & Zeckhauser, Richard
- 88-114 International house price cycles, monetary policy and credit
by Bauer, Gregory H.
- 115-136 Monetary policy and financial spillovers: Losing traction?
by Disyatat, Piti & Rungcharoenkitkul, Phurichai
- 137-146 The effects of oil price shocks on U.S. stock order flow imbalances and stock returns
by Lambertides, Neophytos & Savva, Christos S. & Tsouknidis, Dimitris A.
- 147-164 Is fiscal consolidation self-defeating? A panel-VAR analysis for the Euro area countries
by Attinasi, Maria Grazia & Metelli, Luca
- 165-186 The interest rate effects of government bond purchases away from the lower bound
by De Rezende, Rafael B.
- 187-208 Systematic consumption risk in currency returns
by Hoffmann, Mathias & Studer-Suter, Rahel
- 209-228 Pulling up the tarnished anchor: The end of silver as a global unit of account
by Fernholz, Ricardo T. & Mitchener, Kris James & Weidenmier, Marc
- 232-257 A new financial order in Asia: Will a RMB bloc emerge?
by Ito, Takatoshi
- 258-282 Balance sheet effects on monetary and financial spillovers: The East Asian crisis plus 20
by Aizenman, Joshua & Chinn, Menzie D. & Ito, Hiro
- 283-300 Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven
by Beckmann, Joscha & Czudaj, Robert
- 301-317 Monetary policy and covered interest parity in the post GFC period: Evidence from the Australian dollar and the NZ dollar
by Fukuda, Shin-ichi & Tanaka, Mariko
- 318-336 The shortage of safe assets in the US investment portfolio: Some international evidence
by Huber, Florian & Punzi, Maria Teresa
- 337-352 The first arrow hitting the currency target: A long-run risk perspective
by Kano, Takashi & Wada, Kenji
- 353-370 Measuring the effects of dollar appreciation on Asia: A FAVAR approach
by Liu, Zheng & Spiegel, Mark M. & Tai, Andrew
- 371-385 International reserves and global interest rates
by Pina, Gonçalo
2017, Volume 73, Issue PB
- 252-274 Rethinking monetary policy after the crisis
by Mishkin, Frederic S.
- 275-295 Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows
by Anaya, Pablo & Hachula, Michael & Offermanns, Christian J.
- 296-316 The impact of uncertainty on professional exchange rate forecasts
by Beckmann, Joscha & Czudaj, Robert
- 317-334 Black swan events and safe havens: The role of gold in globally integrated emerging markets
by Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah
- 335-349 The effectiveness of the Fed’s quantitative easing policy: New evidence based on international interest rate differentials
by Belke, Angar & Gros, Daniel & Osowski, Thomas
- 350-370 Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in EU
by Comunale, Mariarosaria
- 371-385 Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis
by Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S.
- 386-398 The real exchange rate and economic growth: Revisiting the case using external instruments
by Habib, Maurizio Michael & Mileva, Elitza & Stracca, Livio
- 399-418 International reserves and the maturity of external debt
by Qian, Xingwang & Steiner, Andreas
- 419-434 Economic costs of alternative monetary policy responses to speculative currency attacks
by Teimouri, Sheida & Zietz, Joachim
- 435-451 Asymmetric credit growth and current account imbalances in the euro area
by Unger, Robert
2017, Volume 73, Issue PA
- 1-21 The political determinants of government bond holdings
by Eichler, Stefan & Plaga, Timo
- 22-40 System stress testing of bank liquidity risk
by Pagratis, Spyros & Topaloglou, Nikolas & Tsionas, Mike
- 41-61 Re-examining the middle-income trap hypothesis (MITH): What to reject and what to revive?
by Han, Xuehui & Wei, Shang-Jin
- 62-77 An exchange market pressure measure for cross country analysis
by Patnaik, Ila & Felman, Joshua & Shah, Ajay
- 78-92 “Conditional PPP” and real exchange rate convergence in the euro area
by Bergin, Paul R. & Glick, Reuven & Wu, Jyh-Lin
- 93-103 Flooded with debt
by Klomp, Jeroen
- 104-117 Risk assessment on euro area government bond markets – The role of governance
by Boysen-Hogrefe, Jens
- 134-161 The G7 business cycle in a globalized world
by Carstensen, K. & Salzmann, L.
- 162-187 Violations of uncovered interest rate parity and international exchange rate dependences
by Ames, Matthew & Bagnarosa, Guillaume & Peters, Gareth W.
- 188-212 The great moderation in international capital flows: A global phenomenon?
by McQuade, Peter & Schmitz, Martin
- 213-231 The impact of sovereign rating changes on European syndicated loan spreads: The role of the rating-based regulation
by Drago, Danilo & Gallo, Raffaele
- 232-248 Risk sharing and real exchange rates: The role of non-tradable sector and trend shocks
by Akkoyun, Hüseyin Çağrı & Arslan, Yavuz & Kılınç, Mustafa
2017, Volume 72, Issue C
- 1-27 Inattentive consumers and international business cycles
by Ekinci, Mehmet Fatih
- 28-47 Inflation responses to commodity price shocks – How and why do countries differ?
by Gelos, Gaston & Ustyugova, Yulia
- 48-74 Short-term safety or long-term failure? Empirical evidence of the impact of securitization on bank risk
by Chen, Zhizhen & Liu, Frank Hong & Opong, Kwaku & Zhou, Mingming
- 93-117 Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR
by Ellington, Michael & Florackis, Chris & Milas, Costas
- 118-126 Does US monetary policy respond to oil and food prices?
by Kara, Engin
- 127-147 Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach
by Potjagailo, Galina
- 148-160 Exchange rate undervaluation and R&D activity
by Chen, Shiu-Sheng
2017, Volume 71, Issue C
- 1-24 Banking business models and the nature of financial crisis
by Hryckiewicz, Aneta & Kozłowski, Łukasz
- 25-52 Following the leader? The relevance of the Fed funds rate for inflation targeting countries
by Caputo, Rodrigo & Herrera, Luis Oscar
- 53-77 European equity market integration and joint relationship of conditional volatility and correlations
by Virk, Nader & Javed, Farrukh
- 78-110 Dynamic information spillovers in intraregionally-focused spot and forward currency markets
by Wang, Xi & Yang, Jiao-Hui & Wang, Kai-Li & Fawson, Christopher
- 111-139 Financial education, investor protection and international portfolio diversification
by Giofré, Maela
2017, Volume 70, Issue C
- 1-25 International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe
by Fadejeva, Ludmila & Feldkircher, Martin & Reininger, Thomas
- 26-44 Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis
by Ehrmann, Michael & Fratzscher, Marcel
- 45-61 Do financial reforms help stabilize inequality?
by Christopoulos, Dimitris & McAdam, Peter
- 62-87 Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
by Lansing, Kevin J. & Ma, Jun
- 88-109 Competition and financial constraints: A two-sided story
by Bernini, Michele & Montagnoli, Alberto
- 110-134 The effectiveness of conventional and unconventional monetary policy: Evidence from a structural dynamic factor model for Japan
by Hanisch, Max
- 135-156 International capital market frictions and spillovers from quantitative easing
by MacDonald, Margaux
- 157-182 Joining the club? Procyclicality of private capital inflows in lower income developing economies
by Araujo, Juliana D. & David, Antonio C. & van Hombeeck, Carlos & Papageorgiou, Chris
- 183-203 International volatility risk and Chinese stock return predictability
by Chen, Jian & Jiang, Fuwei & Liu, Yangshu & Tu, Jun
- 204-233 Are there differences in the effectiveness of quantitative easing at the zero-lower-bound in Japan over time?
by Michaelis, Henrike & Watzka, Sebastian
- 234-256 Speculative attacks in a two-peg model
by López-Suárez, Carlos Felipe & Razo-Garcia, Raul
- 257-287 What explains the speed of recovery from banking crises?
by Ambrosius, Christian
- 288-318 Cross-border mergers and acquisitions: The importance of local credit and source country finance
by Kandilov, Ivan T. & Leblebicioğlu, Aslı & Petkova, Neviana
- 319-343 Sovereign bond market reactions to no-bailout clauses and fiscal rules – The Swiss experience
by Feld, Lars P. & Kalb, Alexander & Moessinger, Marc-Daniel & Osterloh, Steffen
- 344-359 Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations
by Kang, Wensheng & Perez de Gracia, Fernando & Ratti, Ronald A.
- 360-377 Sovereign debt risk in emerging market economies: Does inflation targeting adoption make any difference?
by Balima, Wenéyam Hippolyte & Combes, Jean-Louis & Minea, Alexandru
- 378-405 Changing risk exposures of cross-listed firms and market integration
by Lewis, Karen K.
- 406-432 The diffusion of corporate governance to emerging markets: Evaluating two dimensions of investor heterogeneity
by Kim, Woochan & Sung, Taeyoon & Wei, Shang-Jin
- 433-451 Sector heterogeneity and credit market imperfections in emerging markets
by Varela, Liliana
- 452-470 Debt thresholds and real exchange rates: An emerging markets perspective
by Galstyan, Vahagn & Velic, Adnan
- 471-493 Welfare implications when closing small open economy models
by Özbilgin, Hüseyin Murat
2016, Volume 69, Issue C
- 5-21 Purchasing power parity and the behavior of prices and nominal exchange rates across exchange-rate regimes
by Lothian, James R.
- 22-44 Taylor rule deviations and out-of-sample exchange rate predictability
by Ince, Onur & Molodtsova, Tanya & Papell, David H.
- 45-68 Order flow information and spot rate dynamics
by Evans, Martin D.D. & Rime, Dagfinn
- 69-94 What determines output losses after banking crises?
by Devereux, John & Dwyer, Gerald P.
- 95-107 Household financial planning and savings behavior
by Brounen, Dirk & Koedijk, Kees G. & Pownall, Rachel A.J.
- 108-134 On cross-border bank credit and the U.S. financial crisis transmission to equity markets
by Yan, Cheng & Phylaktis, Kate & Fuertes, Ana-Maria
- 135-150 Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound
by Lim, G.C. & McNelis, Paul D.
- 151-178 Security design for a non-standard IPO: The case of SPACs
by Chatterjee, Sris & Chidambaran, N.K. & Goswami, Gautam
- 179-204 Do the size, value, and momentum factors drive stock returns in emerging markets?
by Cakici, Nusret & Tang, Yi & Yan, An
- 205-223 State ownership and market liberalization: Evidence from China's domestic M&A market
by Ma, Ming & Sun, Xian & Waisman, Maya & Zhu, Yun
- 224-246 The cooperative bank difference before and after the global financial crisis
by Becchetti, Leonardo & Ciciretti, Rocco & Paolantonio, Adriana
- 247-263 Bank capital and credit market competition: Will competitive pressure lead to higher capital levels?
by Chen, Yehning
- 264-286 The anatomy of sovereign risk contagion
by Wu, Eliza & Erdem, Magdalena & Kalotychou, Elena & Remolona, Eli
- 287-317 The benefits and costs of geographic diversification in banking
by Meslier, Céline & Morgan, Donald P. & Samolyk, Katherine & Tarazi, Amine
- 318-338 Endogenous capital depreciation and technology shocks
by Deli, Yota D.
- 339-363 Bank credit default swaps and deposit insurance around the world
by Liu, Liuling & Zhang, Gaiyan & Fang, Yiwei
- 364-389 When do peers matter?: A cross-country perspective
by Francis, Bill B. & Hasan, Iftekhar & Kostova, Gergana L.
2016, Volume 68, Issue C
- 1-20 Euro currency risk and the geography of debt flows to peripheral EMU
by Ersal-Kiziler, Eylem & Nguyen, Ha
- 21-49 Oil price shocks and their transmission mechanism in an oil-exporting economy: A VAR analysis informed by a DSGE model
by Hou, Keqiang & Mountain, Dean C. & Wu, Ting
- 50-73 Effects of exchange rate variations on bilateral trade with a vehicle currency: Evidence from China and Singapore
by Yang, Guangpu & Gu, Qingyang
- 74-102 Capital controls, competitive depreciation, and the technological frontier
by Rabe, Collin
- 103-129 Understanding bilateral exchange rate risks
by Li, Guangzhong & Zhu, Jiaqing & Li, Jie
- 130-160 Commodity returns co-movements: Fundamentals or “style” effect?
by Charlot, Philippe & Darné, Olivier & Moussa, Zakaria
- 161-180 The risk of financial crises: Is there a role for income inequality?
by Kirschenmann, Karolin & Malinen, Tuomas & Nyberg, Henri
- 181-202 Globalization and monetary policy comovement: International evidence
by Chatterjee, Arpita
- 203-229 Network effects in currency internationalisation: Insights from BIS triennial surveys and implications for the renminbi
by He, Dong & Yu, Xiangrong
- 230-257 International reserves for emerging economies: A liquidity approach
by Jung, Kuk Mo & Pyun, Ju Hyun
Printed from https://ideas.repec.org/s/eee/jimfin.html