Journal of International Money and Finance
2014, Volume 49, Issue PA
- 104-128 Globalisation, pass-through and the optimal policy response to exchange rates
by Devereux, Michael B. & Yetman, James
- 129-151 Trade linkages and the globalisation of inflation in Asia and the Pacific
by Auer, Raphael A. & Mehrotra, Aaron
- 152-169 A consistent set of multilateral productivity approach-based indicators of price competitiveness – Results for Pacific Rim economies
by Fischer, Christoph & Hossfeld, Oliver
- 170-189 The offshore renminbi exchange rate: Microstructure and links to the onshore market
by Cheung, Yin-Wong & Rime, Dagfinn
2014, Volume 48, Issue PB
- 221-248 Capital flows to emerging market economies: A brave new world?
by Ahmed, Shaghil & Zlate, Andrei
- 249-270 Real estate valuation, current account and credit growth patterns, before and after the 2008–9 crisis
by Aizenman, Joshua & Jinjarak, Yothin
- 271-290 External balances, trade flows and financial conditions
by Evans, Martin D.D.
- 291-313 Current accounts and financial flows in the euro area
by Hobza, Alexandr & Zeugner, Stefan
- 314-335 International capital flows and the boom-bust cycle in Spain
by in 't Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner
- 336-356 Euro area external imbalances and the burden of adjustment
by di Mauro, Filippo & Pappadà, Francesco
- 357-382 Sovereign default risk and state-dependent twin deficits
by Hürtgen, Patrick & Rühmkorf, Ronald
2014, Volume 48, Issue PA
- 1-16 Capital Controls in the 21st Century
by Eichengreen, Barry & Rose, Andrew
- 17-40 Bank bailouts and bank-sovereign risk contagion channels
by Stângă, Irina M.
- 41-67 International (spillovers in) macrofinancial linkages and the decoupling phenomenon
by Pesce, Antonio
- 68-100 Sudden floods, macroprudential regulation and stability in an open economy
by Agénor, Pierre-Richard & Alper, Koray & Pereira da Silva, Luiz A.
- 101-124 The dynamics of international capital flows: Results from a dynamic hierarchical factor model
by Förster, Marcel & Jorra, Markus & Tillmann, Peter
- 125-146 A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis
by Ludwig, Alexander
- 147-174 System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies
by Gnabo, Jean-Yves & Hvozdyk, Lyudmyla & Lahaye, Jérôme
- 175-201 Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test
by Alzahrani, Mohammed & Masih, Mansur & Al-Titi, Omar
- 202-217 The interbank market risk premium, central bank interventions, and measures of market liquidity
by Alexius, Annika & Birenstam, Helene & Eklund, Johanna
2014, Volume 47, Issue C
- 1-20 Sovereign risk and the bank lending channel in Europe
by Cantero-Saiz, Maria & Sanfilippo-Azofra, Sergio & Torre-Olmo, Begoña & López-Gutiérrez, Carlos
- 21-55 International transmission of financial shocks in an estimated DSGE model
by Alpanda, Sami & Aysun, Uluc
- 56-70 Short-sellers: Informed but restricted
by Chague, Fernando & De-Losso, Rodrigo & De Genaro, Alan & Giovannetti, Bruno
- 71-85 Transmission of government default risk in the eurozone
by Kohonen, Anssi
- 86-99 Uncovered Equity Parity and rebalancing in international portfolios
by Curcuru, Stephanie E. & Thomas, Charles P. & Warnock, Francis E. & Wongswan, Jon
- 100-124 Financial nexus: Efficiency and soundness in banking and capital markets
by Dima, Bogdan & Dincă, Marius Sorin & Spulbăr, Cristi
- 145-161 Exchange rate effect on carbon credit price via energy markets
by Yu, Jongmin & Mallory, Mindy L.
- 162-184 Does the bonding effect matter in a more integrated capital market world?
by Doukas, John A. & Wang, Liu
- 185-201 Current accounts and oil price fluctuations in oil-exporting countries: The role of financial development
by Allegret, Jean-Pierre & Couharde, Cécile & Coulibaly, Dramane & Mignon, Valérie
- 202-216 Official FX interventions through derivatives
by Kohlscheen, Emanuel & Andrade, Sandro C.
- 217-238 Stocks for the long run? Evidence from emerging markets
by Spierdijk, Laura & Umar, Zaghum
- 239-267 Are European sovereign bonds fairly priced? The role of modelling uncertainty
by de Haan, Leo & Hessel, Jeroen & van den End, Jan Willem
- 268-285 Currency excess returns and global downside market risk
by Atanasov, Victoria & Nitschka, Thomas
- 286-303 The German public and its trust in the ECB: The role of knowledge and information search
by Hayo, Bernd & Neuenkirch, Edith
- 304-331 The exchange rate effect of multi-currency risk arbitrage
by Hau, Harald
2014, Volume 46, Issue C
- 1-15 The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR
by Liu, Philip & Mumtaz, Haroon & Theophilopoulou, Angeliki
- 16-40 Model uncertainty and the Forward Premium Puzzle
by Djeutem, Edouard
- 41-60 Do more competitive banks have less market power? The evidence from Central and Eastern Europe
by Lapteacru, Ion
- 61-81 Granular institutional investors and global market interdependence
by Jinjarak, Yothin & Zheng, Huanhuan
- 82-103 The political determinants of sovereign bond yield spreads
by Eichler, Stefan
- 104-129 History, gravity and international finance
by Chiţu, Livia & Eichengreen, Barry & Mehl, Arnaud
2014, Volume 45, Issue C
- 1-16 Competition and financial stability in European cooperative banks
by Fiordelisi, Franco & Mare, Davide Salvatore
- 17-37 Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions
by Proaño, Christian R. & Schoder, Christian & Semmler, Willi
- 38-60 Is there momentum or reversal in weekly currency returns?
by Raza, Ahmad & Marshall, Ben R. & Visaltanachoti, Nuttawat
- 61-73 The long-term role of non-traditional banking in profitability and risk profiles: Evidence from a panel of U.S. banking institutions
by Apergis, Nicholas
- 74-90 Fiscal consolidations and bank balance sheets
by Cimadomo, Jacopo & Hauptmeier, Sebastian & Zimmermann, Tom
- 91-111 An analysis of eurobonds
by Beetsma, Roel & Mavromatis, Kostas
2014, Volume 44, Issue C
- 1-23 The determinants of the volatility of returns on cross-border asset holdings
by Balli, Faruk & Basher, Syed Abul & Rana, Faisal
- 24-46 International channels of the Fed's unconventional monetary policy
by Bauer, Michael D. & Neely, Christopher J.
- 47-68 Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period
by Liu, Tengdong & Hammoudeh, Shawkat & Santos, Paulo Araújo
- 69-96 The impact of monetary policy on the exchange rate: A high frequency exchange rate puzzle in emerging economies
by Kohlscheen, Emanuel
- 97-117 Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis
by Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros
- 118-135 The impact of central bank independence on the performance of inflation targeting regimes
by Alpanda, Sami & Honig, Adam
- 125-144 Demand collapse or credit crunch to firms? Evidence from the World Bank's financial crisis survey in Eastern Europe
by Nguyen, Ha & Qian, Rong
- 136-163 Are consistent pegs really more prone to currency crises?
by Esaka, Taro
- 164-178 Co-dependence of extreme events in high frequency FX returns
by Polanski, Arnold & Stoja, Evarist
- 179-209 Size, value, and momentum in developed country equity returns: Macroeconomic and liquidity exposures
by Cakici, Nusret & Tan, Sinan
- 210-229 On stock market illiquidity and real-time GDP growth
by Florackis, Chris & Giorgioni, Gianluigi & Kostakis, Alexandros & Milas, Costas
- 230-250 Generating currency trading rules from the term structure of forward foreign exchange premia
by Sager, Michael & Taylor, Mark P.
2014, Volume 43, Issue C
- 1-18 Forecasting exchange rates out-of-sample with panel methods and real-time data
by Ince, Onur
- 19-49 The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk
by Feldkircher, Martin
- 50-69 Washington meets Wall Street: A closer examination of the presidential cycle puzzle
by Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B.
- 70-87 Emerging market bond spreads: The role of global and domestic factors from 2002 to 2011
by Kennedy, Mike & Palerm, Angel
- 88-106 Net foreign asset (com)position: Does financial development matter?
by Vermeulen, Robert & de Haan, Jakob
- 107-130 Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books
by Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu
- 131-154 The intra-day impact of communication on euro-dollar volatility and jumps
by Dewachter, Hans & Erdemlioglu, Deniz & Gnabo, Jean-Yves & Lecourt, Christelle
- 155-166 Gauging exchange rate targeting
by Parsley, David & Popper, Helen
2014, Volume 42, Issue C
- 9-37 Risk premia in crude oil futures prices
by Hamilton, James D. & Wu, Jing Cynthia
- 38-70 Speculators, commodities and cross-market linkages
by Büyükşahin, Bahattin & Robe, Michel A.
- 71-87 Quantifying the speculative component in the real price of oil: The role of global oil inventories
by Kilian, Lutz & Lee, Thomas K.
- 88-112 Effects of speculation and interest rates in a “carry trade” model of commodity prices
by Frankel, Jeffrey A.
- 113-128 Demand effects and speculation in oil markets: Theory and evidence
by Dvir, Eyal & Rogoff, Kenneth
- 129-155 Bubbles in food commodity markets: Four decades of evidence
by Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip
- 156-173 The response of U.S. natural gas futures and spot prices to storage change surprises: Fundamental information and the effect of escalating physical gas production
by Chiou-Wei, Song-Zan & Linn, Scott C. & Zhu, Zhen
- 174-192 Quantification of the high level of endogeneity and of structural regime shifts in commodity markets
by Filimonov, Vladimir & Bicchetti, David & Maystre, Nicolas & Sornette, Didier
- 193-207 When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices
by Yamada, Hiroshi & Yoon, Gawon
- 208-223 Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks
by Arezki, Rabah & Hadri, Kaddour & Loungani, Prakash & Rao, Yao
- 224-252 Variable long-term trends in mineral prices: The ongoing tug-of-war between exploration, depletion, and technological change
by Cuddington, John T. & Nülle, Grant
- 253-271 Do oil prices drive food prices? The tale of a structural break
by Avalos, Fernando
- 272-288 Implications of domestic price insulation for global food price behavior
by Ivanic, Maros & Martin, Will
- 289-309 A factor model for co-movements of commodity prices
by West, Kenneth D. & Wong, Ka-Fu
- 310-335 Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons
by Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael
2014, Volume 41, Issue C
- 1-29 Accounting for reserves
by Bayoumi, Tamim & Saborowski, Christian
- 30-45 Inflation targeting, credibility, and non-linear Taylor rules
by Neuenkirch, Matthias & Tillmann, Peter
- 46-64 Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach
by Yin, Weiwei & Li, Junye
- 65-94 Current account balance and dollar standard: Exploring the linkages
by Steiner, Andreas
- 95-109 Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market
by Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.
- 110-127 Sovereign risk premia: The link between fiscal rules and stability culture
by Heinemann, Friedrich & Osterloh, Steffen & Kalb, Alexander
- 128-145 Monetary shocks, exchange rates, and the extensive margin of exports
by Cooke, Dudley
- 146-181 The cost of private debt over the credit cycle
by Francis, Johanna L. & Aykut, Dilek & Tereanu, Eugen
- 182-196 Economic freedom and the stability of stock prices: A cross-country analysis
by Blau, Benjamin M. & Brough, Tyler J. & Thomas, Diana W.
- 197-213 Structure in the Italian overnight loan market
by Raddant, Matthias
- 214-230 Currency risk premia and uncovered interest parity in the International CAPM
by Balvers, Ronald J. & Klein, Alina F.
2014, Volume 40, Issue C
- 1-20 Fiscal policy and external adjustment: New evidence
by Bouakez, Hafedh & Chihi, Foued & Normandin, Michel
- 21-41 Exchange market pressures during the financial crisis: A Bayesian model averaging evidence
by Feldkircher, Martin & Horvath, Roman & Rusnak, Marek
- 42-62 Currency jumps, cojumps and the role of macro news
by Chatrath, Arjun & Miao, Hong & Ramchander, Sanjay & Villupuram, Sriram
- 63-78 What expenditure does Anglosphere foreign borrowing fund?
by Makin, Anthony J. & Narayan, Paresh Kumar & Narayan, Seema
- 79-94 Currency devaluation and stock market response: An empirical analysis
by Patro, Dilip K. & Wald, John K. & Wu, Yangru
- 95-108 Do capital importing countries pay higher prices for their imports of goods?
by Adam, Antonis & Moutos, Thomas
- 109-127 Same as it ever was? Europe's national borders and the market for corporate control
by Umber, Marc P. & Grote, Michael H. & Frey, Rainer
- 128-148 Time-varying international diversification and the forward premium
by Jonen, Benjamin & Scheuring, Simon
- 149-162 On the persistence and volatility in European, American and Asian stocks bull and bear markets
by Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S.
- 163-184 Housing-market heterogeneity in a monetary union
by Rubio, Margarita
- 185-203 Does inflation targeting improve fiscal discipline?
by Minea, Alexandru & Tapsoba, René
- 204-224 Bank reforms, foreign ownership, and financial stability
by Lee, Chien-Chiang & Hsieh, Meng-Fen
2013, Volume 39, Issue C
- 6-27 Is China or India more financially open?
by Ma, Guonan & McCauley, Robert N.
- 28-64 Why do emerging markets liberalize capital outflow controls? Fiscal versus net capital flow concerns
by Aizenman, Joshua & Pasricha, Gurnain Kaur
- 65-88 The investment technology of foreign and domestic institutional investors in an emerging market
by Patnaik, Ila & Shah, Ajay
- 89-110 How do foreign investors impact domestic economic activity? Evidence from India and China
by Jotikasthira, Chotibhak & Lundblad, Christian & Ramadorai, Tarun
- 111-137 The financing and growth of firms in China and India: Evidence from capital markets
by Didier, Tatiana & Schmukler, Sergio L.
- 138-152 The financial crisis and Indian banks: Survival of the fittest?
by Eichengreen, Barry & Gupta, Poonam
- 153-185 Macro-prudential policies to mitigate financial system vulnerabilities
by Claessens, Stijn & Ghosh, Swati R. & Mihet, Roxana
- 186-206 China's financial linkages with Asia and the global financial crisis
by Glick, Reuven & Hutchison, Michael
- 207-230 The growth of a shadow banking system in emerging markets: Evidence from India
by Acharya, Viral V. & Khandwala, Hemal & Sabri Öncü, T.
- 231-245 Impact of exchange rate movements on exports: An analysis of Indian non-financial sector firms
by Cheung, Yin-Wong & Sengupta, Rajeswari
2013, Volume 38, Issue C
- 5-17 I discovered the peso problem: Irving Fisher and the UIP puzzle
by Lothian, James R. & Pownall, Rachel A.J. & Koedijk, Kees G.
- 18-40 Recessions, growth and banking crises
by Dwyer, Gerald P. & Devereux, John & Baier, Scott & Tamura, Robert
- 41-58 Macroeconomic adjustment and the history of crises in open economies
by Aizenman, Joshua & Noy, Ilan
- 59-83 Friedman's monetary economics in practice
by Nelson, Edward
- 84.e1-84.e16 Fiscal spillovers in the Euro area
by Caporale, Guglielmo Maria & Girardi, Alessandro
- 85-94 Exchange rate regimes and asset prices
by Dellas, Harris & Tavlas, George
- 95-119 The market microstructure approach to foreign exchange: Looking back and looking forward
by King, Michael R. & Osler, Carol L. & Rime, Dagfinn
2013, Volume 37, Issue C
- 1-24 Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data
by Belke, Ansgar & Beckmann, Joscha & Verheyen, Florian
- 25-47 Currency intervention: A case study of an emerging market
by Fry-McKibbin, Renée A. & Wanaguru, Sumila
- 48-74 The role of cross-sectional heterogeneity for magnitude and timing of the euro's trade effect
by Herwartz, Helmut & Weber, Henning
- 75-97 Dynamic expectation formation in the foreign exchange market
by ter Ellen, Saskia & Verschoor, Willem F.C. & Zwinkels, Remco C.J.
- 98-112 Inflation, output and uncertainty in the era of inflation targeting – A multi-economy view on causal linkages
by Hartmann, Matthias & Roestel, Jan
- 113-134 What determines the duration of a fiscal consolidation program?
by Agnello, Luca & Castro, Vitor & Sousa, Ricardo M.
- 135-160 Behind closed doors: Revealing the ECB's decision rule
by Hayo, Bernd & Méon, Pierre-Guillaume
- 161-186 Financial globalization, convergence and growth: The role of foreign direct investment
by Gomes Neto, Delfim & Veiga, Francisco José
- 187-214 Multimarket contact, competition and pricing in banking
by Coccorese, Paolo & Pellecchia, Alfonso
- 215-238 Housing cycles and macroeconomic fluctuations: A global perspective
by Cesa-Bianchi, Ambrogio
- 239-259 Business cycle convergence in EMU: A second look at the second moment
by Crespo-Cuaresma, Jesús & Fernández-Amador, Octavio
- 260-281 Convergence, capital accumulation and the nominal exchange rate
by Benczur, Peter & Konya, Istvan
- 282-305 Exchange rate shocks and trade: A multivariate GARCH-M approach
by Grier, Kevin B. & Smallwood, Aaron D.
- 306-323 Optimal monetary policy in a small open economy with staggered wage and price contracts
by Rhee, Hyuk-jae & Turdaliev, Nurlan
- 324-352 Commodity price shocks and the business cycle: Structural evidence for the U.S
by Gubler, Matthias & Hertweck, Matthias S.
- 353-370 Dynamic stock market covariances in the Eurozone
by Connor, Gregory & Suurlaht, Anita
- 371-393 Key currency status: An exorbitant privilege and an extraordinary risk
by Canzoneri, Matthew & Cumby, Robert & Diba, Behzad & López-Salido, David
- 394-410 Exchange rate predictability and a monetary model with time-varying cointegration coefficients
by Park, Cheolbeom & Park, Sookyung
- 411-438 Is the relationship between prices and exchange rates homogeneous?
by Hall, Stephen G. & Hondroyiannis, George & Kenjegaliev, Amangeldi & Swamy, P.A.V.B. & Tavlas, George S.
- 439-467 Duration of fixed exchange rate regimes in emerging economies
by Tamgac, Unay
- 468-492 Vertical debt spillovers in EMU countries
by Van Hecke, Annelore
- 493-503 Regional capital mobility in China: Economic reform with limited financial integration
by Lai, Jennifer T. & McNelis, Paul D. & Yan, Isabel K.M.
- 504-528 To give or to forgive? Aid versus debt relief
by Cordella, Tito & Missale, Alessandro
- 529-563 What drives corporate default risk premia? Evidence from the CDS market
by Díaz, Antonio & Groba, Jonatan & Serrano, Pedro
2013, Volume 36, Issue C
- 1-25 On returns differentials
by Curcuru, Stephanie E. & Thomas, Charles P. & Warnock, Francis E.
- 26-46 The consumption-real exchange rate anomaly with extensive margins
by Hamano, Masashige
- 47-67 Time consistency of optimal monetary and fiscal policy in a small open economy
by Liu, Xuan
- 68-85 Insurance demand and country risks: A nonlinear panel data analysis
by Lee, Chien-Chiang & Chiu, Yi-Bin & Chang, Chi-Hung
- 86-106 What drives currency predictability?
by Potì, Valerio & Siddique, Akhtar
- 107-130 Investment allocation decisions, home bias and the mandatory IFRS adoption
by Hamberg, Mattias & Mavruk, Taylan & Sjögren, Stefan
- 131-150 Exchange-rate pass through, openness, and the sacrifice ratio
by Daniels, Joseph P. & VanHoose, David D.
- 151-171 Early warning systems for currency crises: A multivariate extreme value approach
by Cumperayot, Phornchanok & Kouwenberg, Roy
- 172-190 The performance of NDF carry trades
by Doukas, John A. & Zhang, Hao
- 191-210 The extreme value in crude oil and US dollar markets
by Chen, Wei-Peng & Choudhry, Taufiq & Wu, Chih-Chiang
- 211-230 Large foreign ownership and stock price informativeness around the world
by He, Wen & Li, Donghui & Shen, Jianfeng & Zhang, Bohui
2013, Volume 35, Issue C
- 1-19 Leading indicators of crisis incidence: Evidence from developed countries
by Babecký, Jan & Havránek, Tomáš & Matějů, Jakub & Rusnák, Marek & Šmídková, Kateřina & Vašíček, Bořek
- 20-35 Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market
by Lovcha, Yuliya & Perez-Laborda, Alejandro
- 36-53 Are capital controls in the foreign exchange market effective?
by Straetmans, Stefan T.M. & Versteeg, Roald J. & Wolff, Christian C.P.
- 54-75 Combined use of foreign debt and currency derivatives under the threat of currency crises: The case of Latin American firms
by Gatopoulos, Georgios & Loubergé, Henri
- 76-103 Predicting financial crises: The (statistical) significance of the signals approach
by El-Shagi, M. & Knedlik, T. & von Schweinitz, G.
- 104-123 International diversification during the financial crisis: A blessing for equity investors?
by Vermeulen, Robert
- 124-145 Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis
by Arce, Oscar & Mayordomo, Sergio & Peña, Juan Ignacio
- 146-166 Equity issue-specific versus broad regulatory protections against expropriation risk: International evidence from SEOs
by Gupta, Manu & Prakash, Puneet & Rangan, Nanda K.
- 167-178 Central bank swap line effectiveness during the euro area sovereign debt crisis
by Moessner, Richhild & Allen, William A.
- 179-194 “Leaning against the wind” and the timing of monetary policy
by Agur, Itai & Demertzis, Maria
2013, Volume 34, Issue C
- 6-14 The known unknowns and unknown unknowns of European Monetary Union
by Pisani-Ferry, Jean
- 15-36 Self-fulfilling crises in the Eurozone: An empirical test
by De Grauwe, Paul & Ji, Yuemei
- 37-59 What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk
by Aizenman, Joshua & Hutchison, Michael & Jinjarak, Yothin
- 60-82 The pricing of sovereign risk and contagion during the European sovereign debt crisis
by Beirne, John & Fratzscher, Marcel
- 83-101 Spread the news: The impact of news on the European sovereign bond markets during the crisis
by Beetsma, Roel & Giuliodori, Massimo & de Jong, Frank & Widijanto, Daniel
- 102-113 Contagion during the Greek sovereign debt crisis
by Mink, Mark & de Haan, Jakob
- 114-130 Fiscal policy targeting under imperfect information
by Andersen, Torben M.
- 131-163 Fiscal space and sovereign risk pricing in a currency union
by Ghosh, Atish R. & Ostry, Jonathan D. & Qureshi, Mahvash S.
- 164-176 Fiscal cyclicality and EMU
by Bénétrix, Agustín S. & Lane, Philip R.
- 177-197 A role model for the conduct of fiscal policy? Experiences from Sweden
by Flodén, Martin
2013, Volume 33, Issue C
- 1-18 The role of relative price volatility in the efficiency of investment allocation
by Cavallo, Eduardo & Galindo, Arturo & Izquierdo, Alejandro & León, John Jairo
- 19-40 How do bank competition, regulation, and institutions shape the real effect of banking crises? International evidence
by Fernández, Ana I. & González, Francisco & Suárez, Nuria
- 41-59 Footprints in the market: Hedge funds and the carry trade
by Fong, Wai Mun
- 60-80 Credit reporting, financial intermediation and identification systems: International evidence
by Giannetti, Caterina & Jentzsch, Nicola
- 81-102 Exchange rate pass-through and the effects of tariffs on economic performance and welfare
by Hwang, Yu-Ning & Turnovsky, Stephen J.
- 103-117 The intraday effects of central bank intervention on exchange rate spreads
by Fatum, Rasmus & Pedersen, Jesper & Sørensen, Peter Norman
- 118-145 Money growth and inflation: A regime switching approach
by Amisano, Gianni & Fagan, Gabriel
- 146-162 Post-Keynesian money endogeneity evidence in G-7 economies
by Badarudin, Z.E. & Ariff, M. & Khalid, A.M.
- 163-187 Rare event risk and emerging market debt with heterogeneous beliefs
by Dieckmann, Stephan & Gallmeyer, Michael
- 188-207 Two fiscal policy puzzles revisited: New evidence and an explanation
by Iwata, Yasuharu
- 208-234 How central banks prepare for financial crises – An empirical analysis of the effects of crises and globalisation on international reserves
by Steiner, Andreas
- 235-254 Inflation illusion and the US dividend yield: Some further evidence
by Acker, Daniella & Duck, Nigel W.
- 255-281 Financial liberalization and economic growth: A meta-analysis
by Bumann, Silke & Hermes, Niels & Lensink, Robert
- 282-305 The multiscale causal dynamics of foreign exchange markets
by Bekiros, Stelios & Marcellino, Massimiliano
- 306-326 Reassessing the link between the Japanese yen and emerging Asian currencies
by Kim, Bong-Han & Kim, Hyeongwoo & Min, Hong-Ghi
- 327-357 Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan
by Schenkelberg, Heike & Watzka, Sebastian
- 358-380 Asymmetries in an open economy model
by Sousa, Teresa Vasconcelos e
- 381-406 Monetary policy and stock market dynamics across monetary regimes
by Laopodis, Nikiforos T.
- 407-425 Carry trades and the performance of currency hedge funds
by Nucera, Federico & Valente, Giorgio
2013, Volume 32, Issue C
- 1-16 The impact of banking sector stability on the real economy
by Jokipii, Terhi & Monnin, Pierre
- 17-41 Private sector share of external debt and financial stability: Evidence from bank loans
by Hallak, Issam
- 42-76 Learning to forecast the exchange rate: Two competing approaches
by De Grauwe, Paul & Markiewicz, Agnieszka
- 77-98 External and budget deficits in some developing countries
by Chihi, Foued & Normandin, Michel