Journal of International Money and Finance
2015, Volume 59, Issue C
- 203-219 Emerging market local currency bond yields and foreign holdings – A fortune or misfortune?
by Ebeke, Christian & Lu, Yinqiu
- 220-244 Do capital controls make gross equity flows to emerging markets less volatile?
by Li, Jie & Rajan, Ramkishen S.
- 245-262 Assessing the CNH–CNY pricing differential: Role of fundamentals, contagion and policy
by Funke, Michael & Shu, Chang & Cheng, Xiaoqiang & Eraslan, Sercan
- 263-286 What measures Chinese monetary policy?
by Sun, Rongrong
- 287-309 Trade openness, financial openness, and financial development in China
by Zhang, Chengsi & Zhu, Yueteng & Lu, Zhe
2015, Volume 58, Issue C
- 1-28 Emerging market economies and the world interest rate
by Bahadir, Berrak & Lastrapes, William D.
- 29-50 FDI, debt and capital controls
by Dell'Erba, Salvatore & Reinhardt, Dennis
- 51-74 International financial shocks in emerging markets
by Brei, Michael & Buzaushina, Almira
- 75-97 The world market risk premium and U.S. macroeconomic announcements
by Du, Ding & Hu, Ou
- 98-109 Trends and cycles in historical gold and silver prices
by Gil-Alana, Luis A. & Aye, Goodness C. & Gupta, Rangan
- 110-127 On the impact of volatility on the real exchange rate – terms of trade nexus: Revisiting commodity currencies
by Coudert, Virginie & Couharde, Cécile & Mignon, Valérie
- 128-149 Pricing-to-market, currency invoicing and exchange rate pass-through to producer prices
by Cao, Shutao & Dong, Wei & Tomlin, Ben
- 150-171 Noisy news and exchange rates: A SVAR approach
by Redl, Chris
- 172-190 The recent growth of international reserves in developing economies: A monetary perspective
by Pina, Gonçalo
- 191-223 Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis
by Straetmans, Stefan & Chaudhry, Sajid M.
2015, Volume 57, Issue C
- 1-14 Does the US dollar confer an exorbitant privilege?
by McCauley, Robert N.
- 15-30 Quantitative easing and bank lending: Evidence from Japan
by Bowman, David & Cai, Fang & Davies, Sally & Kamin, Steven
- 31-60 Macroeconomic effects of fiscal adjustment: A tale of two approaches
by Yang, Weonho & Fidrmuc, Jan & Ghosh, Sugata
- 61-85 US monetary policy and sectoral commodity prices
by Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M.
- 86-114 The valuation channel of external adjustment
by Ghironi, Fabio & Lee, Jaewoo & Rebucci, Alessandro
- 115-135 The impact of yuan internationalization on the stability of the international monetary system
by Bénassy-Quéré, Agnès & Forouheshfar, Yeganeh
- 136-160 Regional integration of the East Asian stock markets: An empirical assessment
by Boubakri, Salem & Guillaumin, Cyriac
- 161-184 Bank risk behavior and connectedness in EMU countries
by Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón
- 185-199 Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?
by Fatum, Rasmus
2015, Volume 56, Issue C
- 1-22 Macroeconomic adjustment under regime change: From social contract to Arab Spring
by Faria, João Ricardo & McAdam, Peter
- 23-35 Real exchange rates and transition economies
by Boero, Gianna & Mavromatis, Kostas & Taylor, Mark P.
- 36-54 Spurious long memory, uncommon breaks and the implied–realized volatility puzzle
by Kellard, Neil M. & Jiang, Ying & Wohar, Mark
- 55-74 Market integration and price convergence in the European Union
by Ogrokhina, Olena
- 75-96 Financing growth through foreign aid and private foreign loans: Nonlinearities and complementarities
by Bandyopadhyay, Subhayu & Lahiri, Sajal & Younas, Javed
- 97-113 Global transmission channels for international bank lending in the 2007–09 financial crisist
by Adams-Kane, Jonathon & Jia, Yueqing & Lim, Jamus Jerome
- 114-134 FX market liquidity, funding constraints and capital flows
by Banti, Chiara & Phylaktis, Kate
- 135-157 Nominal shocks and real exchange rates: Evidence from two centuries
by Craighead, William D. & Tien, Pao-Lin
- 158-177 Do individual currency traders make money?
by Abbey, Boris S. & Doukas, John A.
- 178-201 Government spending, monetary policy, and the real exchange rate
by Bouakez, Hafedh & Eyquem, Aurélien
- 202-222 Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times
by Temesvary, Judit
- 223-249 External constraints and endogenous growth: Why didn't some countries benefit from capital flows?
by Gente, Karine & León-Ledesma, Miguel A. & Nourry, Carine
2015, Volume 55, Issue C
- 6-26 The transmission of US systemic financial stress: Evidence for emerging market economies
by Fink, Fabian & Schüler, Yves S.
- 27-59 U.S. unconventional monetary policy and transmission to emerging market economies
by Bowman, David & Londono, Juan M. & Sapriza, Horacio
- 60-87 Large capital inflows, sectoral allocation, and economic performance
by Benigno, Gianluca & Converse, Nathan & Fornaro, Luca
- 88-110 Exchange rate flexibility and credit during capital inflow reversals: Purgatory … not paradise
by Magud, Nicolas E. & Vesperoni, Esteban R.
- 111-134 The after crisis government-driven credit expansion in Brazil: A firm level analysis
by Bonomo, Marco & Brito, Ricardo D. & Martins, Bruno
- 135-161 Bank risks, monetary shocks and the credit channel in Brazil: Identification and evidence from panel data
by Ramos-Tallada, Julio
- 162-192 Four decades of terms-of-trade booms: A metric of income windfall
by Adler, Gustavo & Magud, Nicolas E.
- 193-204 Fiscal procyclicality and output forecast errors
by Avellan, Leopoldo & Vuletin, Guillermo
- 205-239 Dealing with the Dutch disease: Fiscal rules and macro-prudential policies
by García-Cicco, Javier & Kawamura, Enrique
- 240-259 What makes a currency procyclical? An empirical investigation
by Cordella, Tito & Gupta, Poonam
2015, Volume 54, Issue C
- 1-34 A non-standard monetary policy shock: The ECB's 3-year LTROs and the shift in credit supply
by Darracq-Paries, Matthieu & De Santis, Roberto A.
- 35-49 The effects of systemic banking crises in the inter-war period
by da Rocha, Bruno T. & Solomou, Solomos
- 50-69 Real financial market exchange rates and capital flows
by Gelman, Maria & Jochem, Axel & Reitz, Stefan & Taylor, Mark P.
- 70-92 Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach
by Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Nicola
- 93-115 The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?
by Bijsterbosch, Martin & Falagiarda, Matteo
- 116-141 Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates
by Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara
- 142-167 Financial structure, corporate savings and current account imbalances
by Tan, Zhibo & Yao, Yang & Wei, Shang-Jin
- 168-185 ECB policy and Eurozone fragility: Was De Grauwe right?
by Saka, Orkun & Fuertes, Ana-Maria & Kalotychou, Elena
- 186-204 Capital inflows and euro area long-term interest rates
by Carvalho, Daniel & Fidora, Michael
2015, Volume 53, Issue C
- 1-19 Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate
by MacDonald, Ronald & Nagayasu, Jun
- 20-35 Measuring the dollar–euro permanent equilibrium exchange rate using the unobserved components model
by Chen, Xiaoshan & MacDonald, Ronald
- 36-74 The importance of the exchange rate regime in limiting current account imbalances in sub-Saharan African countries
by Gnimassoun, Blaise
- 75-94 On the distribution of exchange rate regime treatment effects on international trade
by Dorn, Sabrina & Egger, Peter
- 95-114 Intra-daily volatility spillovers in international stock markets
by Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman
- 115-136 Credit ratings and cross-border bond market spillovers
by Böninghausen, Benjamin & Zabel, Michael
- 137-147 What is the major determinant of cross-border banking flows?
by Shirota, Toyoichiro
- 148-173 Macroannouncements, bond auctions and rating actions in the European government bond spreads
by Boffelli, Simona & Urga, Giovanni
- 174-191 The credit signals that matter most for sovereign bond spreads with split rating
by Vu, Huong & Alsakka, Rasha & Gwilym, Owain ap
- 192-217 Worth the hype? The effect of G20 summits on global financial markets
by Lo Duca, Marco & Stracca, Livio
- 218-234 The behavior of currencies during risk-off episodes
by De Bock, Reinout & de Carvalho Filho, Irineu
- 235-256 Exchange rate forecasts and expected fundamentals
by Dick, Christian D. & MacDonald, Ronald & Menkhoff, Lukas
- 257-275 Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries
by Engsted, Tom & Pedersen, Thomas Q.
- 276-295 Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries
by Falagiarda, Matteo & Reitz, Stefan
2015, Volume 52, Issue C
- 4-14 The political economy of adjustment and rebalancing
by Frieden, Jeffry
- 15-31 Procyclical and countercyclical fiscal multipliers: Evidence from OECD countries
by Riera-Crichton, Daniel & Vegh, Carlos A. & Vuletin, Guillermo
- 32-59 Drivers of structural change in cross-border banking since the global financial crisis
by Bremus, Franziska & Fratzscher, Marcel
- 60-81 Financial crises and the composition of cross-border lending
by Cerutti, Eugenio & Hale, Galina & Minoiu, Camelia
- 82-101 Economic stabilization in the post-crisis world: Are fiscal rules the answer?
by Bergman, U. Michael & Hutchison, Michael
- 102-126 International reserves before and after the global crisis: Is there no end to hoarding?
by Aizenman, Joshua & Cheung, Yin-Wong & Ito, Hiro
- 127-145 For a few dollars more: Reserves and growth in times of crises
by Bussière, Matthieu & Cheng, Gong & Chinn, Menzie D. & Lisack, Noëmie
- 146-174 Official financial flows, capital mobility, and global imbalances
by Bayoumi, Tamim & Gagnon, Joseph & Saborowski, Christian
- 175-199 Japanese monetary policy and international spillovers
by Dekle, Robert & Hamada, Koichi
- 200-217 Good-Bye financial crash, hello financial eclecticism: Latin American responses to the 2008–09 global financial crisis
by Pastor, Manuel & Wise, Carol
2015, Volume 51, Issue C
- 1-25 The exchange rate pass-through to import and export prices: The role of nominal rigidities and currency choice
by Choudhri, Ehsan U. & Hakura, Dalia S.
- 26-46 Input substitution, export pricing, and exchange rate policy
by Shi, Kang & Xu, Juanyi & Yin, Xiaopeng
- 47-70 A new taxonomy of Sudden Stops: Which Sudden Stops should countries be most concerned about?
by Cavallo, Eduardo & Powell, Andrew & Pedemonte, Mathieu & Tavella, Pilar
- 71-88 Foreign exchange risk and the term-structure of industry costs of equity
by Krapl, Alain & Giaccotto, Carmelo
- 89-113 Intranational risk sharing and its determinants
by Ho, Chun-Yu & Ho, Wai-Yip Alex & Li, Dan
- 114-136 Home bias, risk differential, and cultural spatial spillover effects
by Kim, Heeho & Cho, Seong-Hoon & Kim, Yongku
- 137-154 Macroprudential policy and imbalances in the euro area
by Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof
- 155-173 Out-of-sample bond risk premium predictions: A global common factor
by Zhu, Xiaoneng
- 174-195 A variance spillover analysis without covariances: What do we miss?
by Fengler, Matthias R. & Gisler, Katja I.M.
- 196-213 Pressure or prudence? Tales of market pressure and fiscal adjustment
by Dell' Erba, Salvatore & Mattina, Todd & Roitman, Agustin
- 214-244 Systemic risk in European sovereign debt markets: A CoVaR-copula approach
by Reboredo, Juan C. & Ugolini, Andrea
- 245-263 Orthogonalized regressors and spurious precision, with an application to currency exposures
by Liu, Fang & Sercu, Piet & Vandebroek, Martina
- 264-284 Real exchanges rates, commodity prices and structural factors in developing countries
by Bodart, Vincent & Candelon, Bertrand & Carpantier, Jean-Francois
- 285-302 Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle
by Lo, Ming Chien & Morley, James
- 303-336 The side effects of quantitative easing: Evidence from the UK bond market
by Steeley, James M.
- 337-369 Endogenous debt crises
by Cohen, Daniel & Villemot, Sébastien
- 370-389 Empirical evidence on the currency carry trade, 1900–2012
by Doskov, Nikolay & Swinkels, Laurens
- 390-408 Valuation effects and long-run real exchange rate dynamics
by Mileva, Mariya
- 409-431 Monetary policy options for mitigating the impact of the global financial crisis on emerging market economies
by Dąbrowski, Marek A. & Śmiech, Sławomir & Papież, Monika
- 432-456 To intervene, or not to intervene: Monetary policy and the costs of currency crises
by Erler, Alexander & Bauer, Christian & Herz, Bernhard
2015, Volume 50, Issue C
- 1-15 Stock market volatility and international business cycle dynamics: Evidence from OECD economies
by Vu, Nam T.
- 16-32 Do foreign bank affiliates cut their lending more than the domestic banks in a financial crisis?
by Dekle, Robert & Lee, Mihye
- 33-48 Assessing the anchoring of inflation expectations
by Strohsal, Till & Winkelmann, Lars
- 49-77 Asset pledgeability and international transmission of financial shocks
by Trani, Tommaso
- 78-107 How past market movements affect correlation and volatility
by Becker, Christoph & Schmidt, Wolfgang M.
- 108-133 Asymmetries in the response of economic activity to oil price increases and decreases?
by Herrera, Ana María & Lagalo, Latika Gupta & Wada, Tatsuma
- 134-153 Global policy at the zero lower bound in a large-scale DSGE model
by Gomes, S. & Jacquinot, P. & Mestre, R. & Sousa, J.
2014, Volume 49, Issue PB
- 197-210 Monetary policy and the twin crises
by Lothian, James R.
- 211-234 Testing the fire-sale FDI hypothesis for the European financial crisis
by Weitzel, Utz & Kling, Gerhard & Gerritsen, Dirk
- 235-257 The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis
by Alsakka, Rasha & ap Gwilym, Owain & Vu, Tuyet Nhung
- 258-282 ‘Too systemically important to fail’ in banking – Evidence from bank mergers and acquisitions
by Molyneux, Philip & Schaeck, Klaus & Zhou, Tim Mi
- 283-298 Monetary policy and bank lending in the Euro area: Is there a stock market channel or an interest rate channel?
by Krainer, Robert E.
- 299-318 Market efficiency during the global financial crisis: Empirical evidence from European banks
by Choudhry, Taufiq & Jayasekera, Ranadeva
- 319-339 The euro exchange rate during the European sovereign debt crisis – Dancing to its own tune?
by Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno
- 340-357 A state space approach to measuring the impact of sovereign and credit risk on interest rate convergence in the euro area
by Arnold, Ivo J.M. & van Ewijk, Saskia E.
- 358-385 What do equity issuances signal? A study of equity issuances in the UK before and during the financial crisis
by Dissanaike, Gishan & Faasse, Jonathan & Jayasekera, Ranadeva
- 386-400 Cross-hedging strategies between CDS spreads and option volatility during crises
by Da Fonseca, José & Gottschalk, Katrin
- 401-424 Investor induced contagion during the banking and European sovereign debt crisis of 2007–2012: Wealth effect or portfolio rebalancing?
by Petmezas, Dimitris & Santamaria, Daniel
- 425-442 Impacts of the financial crisis on eurozone sovereign CDS spreads
by Gündüz, Yalin & Kaya, Orcun
- 443-469 Enhanced Debt Management: Solving the eurozone crisis by linking debt management with fiscal and monetary policy
by Werner, Richard A.
- 470-491 Does the stock market reward innovation? European stock index reaction to negative news during the global financial crisis
by Adcock, Christopher & Hua, Xiuping & Mazouz, Khelifa & Yin, Shuxing
2014, Volume 49, Issue PA
- 5-27 Surprising similarities: Recent monetary regimes of small economies
by Rose, Andrew K.
- 28-51 Living with the trilemma constraint: Relative trilemma policy divergence, crises, and output losses for developing countries
by Aizenman, Joshua & Ito, Hiro
- 52-82 Accounting for emerging market countries' international reserves: Are Pacific Rim countries different?
by Ghosh, Atish R. & Ostry, Jonathan D. & Tsangarides, Charalambos G.
- 83-103 Monetary policy effectiveness in China: Evidence from a FAVAR model
by Fernald, John G. & Spiegel, Mark M. & Swanson, Eric T.
- 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