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Series handle: RePEc:eee:jimfin
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Content
2012, Volume 31, Issue 5
- 1195-1219 Risk-premia, carry-trade dynamics, and economic value of currency speculation
by Wagner, Christian
- 1220-1248 The use of blanket guarantees in banking crises
by Laeven, Luc & Valencia, Fabián
- 1249-1278 International portfolio diversification: Currency, industry and country effects revisited
by Eiling, Esther & Gerard, Bruno & Hillion, Pierre & de Roon, Frans A.
- 1279-1298 Short-selling constraints as cause for price distortions: An experimental study
by Hauser, Florian & Huber, Jürgen
- 1299-1318 How the Subprime Crisis went global: Evidence from bank credit default swap spreads
by Eichengreen, Barry & Mody, Ashoka & Nedeljkovic, Milan & Sarno, Lucio
2012, Volume 31, Issue 4
- 680-708 Chronicle of currency collapses: Re examining the effects on output
by Bussière, Matthieu & Saxena, Sweta C. & Tovar, Camilo E.
- 709-725 The effect of IMF lending on the probability of sovereign debt crises
by Jorra, Markus
- 726-742 How costly are debt crises?
by Furceri, Davide & Zdzienicka, Aleksandra
- 743-765 Stock returns’ sensitivities to crisis shocks: Evidence from developed and emerging markets
by Calomiris, Charles W. & Love, Inessa & Martínez Pería, María Soledad
- 766-792 Crossing the lines: The conditional relation between exchange rate exposure and stock returns in emerging and developed markets
by Bartram, Söhnke M. & Bodnar, Gordon M.
- 793-817 What determines mutual fund trading in foreign stocks?
by Chan, Kalok & Covrig, Vicentiu
- 818-844 Exchange rate pass-through into import prices revisited: What drives it?
by Brun-Aguerre, Raphael & Fuertes, Ana-Maria & Phylaktis, Kate
- 845-864 Foreign exchange market reactions to sovereign credit news
by Alsakka, Rasha & ap Gwilym, Owain
- 865-879 When does uncovered interest parity hold?
by Moore, Michael J. & Roche, Maurice J.
- 880-906 Financial development, government ownership of banks and firm innovation
by Xiao, Sheng & Zhao, Shan
2012, Volume 31, Issue 3
- 469-480 Financial flows, financial crises, and global imbalances
by Obstfeld, Maurice
- 481-497 Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?
by Delatte, Anne-Laure & Gex, Mathieu & López-Villavicencio, Antonia
- 498-516 The Greek financial crisis: Growing imbalances and sovereign spreads
by Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S.
- 517-533 Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates
by Grammatikos, Theoharry & Vermeulen, Robert
- 534-551 The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk
by Beirne, John
- 552-568 Does the ECB act as a lender of last resort during the subprime lending crisis?: Evidence from monetary policy reaction models
by Eichler, Stefan & Hielscher, Kai
- 569-592 Loan supply shocks during the financial crisis: Evidence for the Euro area
by Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo
- 593-605 Trust no more? The impact of the crisis on citizens’ trust in central banks
by Wälti, Sébastien
- 606-638 Sovereign credit ratings and financial markets linkages: Application to European data
by Afonso, António & Furceri, Davide & Gomes, Pedro
- 639-656 Sovereign bond yield spreads: A time-varying coefficient approach
by Bernoth, Kerstin & Erdogan, Burcu
- 657-672 Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach
by Maltritz, Dominik
2012, Volume 31, Issue 2
- 125-147 A corporate governance explanation of the A-B share discount in China
by Tong, Wilson H.S. & Yu, Wayne W.
- 148-169 Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms
by Jongen, R. & Muller, A. & Verschoor, W.F.C.
- 170-188 Bidding behavior in the SNB’s repo auctions
by Kraenzlin, Sébastien & Schlegel, Martin
- 189-211 Country-specific equity market characteristics and foreign equity portfolio allocation
by Thapa, Chandra & Poshakwale, Sunil S.
- 212-227 Financial friction in an emerging economy
by Hwang, Yu-Ning
- 228-249 Mean reversion in international stock markets: An empirical analysis of the 20th century
by Spierdijk, Laura & Bikker, Jacob A. & van den Hoek, Pieter
- 250-266 Sovereign debt disputes: A database on government coerciveness during debt crises
by Enderlein, Henrik & Trebesch, Christoph & von Daniels, Laura
- 267-291 Global liquidity risk in the foreign exchange market
by Banti, Chiara & Phylaktis, Kate & Sarno, Lucio
- 292-309 The Feldstein-Horioka Puzzle and Spurious Ratio Correlation
by Chu, Kam Hon
- 310-336 Pricing to market with trade liberalization: The role of market heterogeneity and product differentiation in India’s exports
by Mallick, Sushanta & Marques, Helena
- 337-355 Price adjustment to news with uncertain precision
by Hautsch, Nikolaus & Hess, Dieter & Müller, Christoph
- 356-376 International welfare effects of monetary policy
by Tervala, Juha
- 377-396 Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
by Dal Bianco, Marcos & Camacho, Maximo & Perez Quiros, Gabriel
- 397-411 A general theory of controllability and expectations anchoring for small-open economies
by Hughes Hallett, Andrew & Di Bartolomeo, Giovanni & Acocella, Nicola
- 412-427 The dampening effect of bank foreign liabilities on monetary policy: Revisiting monetary cooperation in East Asia
by Chen, Xiaofen
- 428-444 Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries
by Berganza, Juan Carlos & Broto, Carmen
- 445-463 Investor yield and gross underwriting spread comparisons among U.S. dollar domestic, Yankee, Eurodollar, and global bonds
by Resnick, Bruce G.
2012, Volume 31, Issue 1
- 1-9 International and historical dimensions of the financial crisis of 2007 and 2008
by Dwyer, Gerald P. & Lothian, James R.
- 10-41 How did a domestic housing slump turn into a global financial crisis?
by Kamin, Steven B. & DeMarco, Laurie Pounder
- 42-59 The global financial crisis: Explaining cross-country differences in the output impact
by Berkmen, S. Pelin & Gelos, Gaston & Rennhack, Robert & Walsh, James P.
- 60-79 The U.S. and Irish credit crises: Their distinctive differences and common features
by Connor, Gregory & Flavin, Thomas & O’Kelly, Brian
- 80-101 Securitization, risk-transferring and financial instability: The case of Spain
by Carbó-Valverde, Santiago & Marques-Ibanez, David & Rodríguez-Fernández, Francisco
- 102-123 How the UK economy weathered the financial storm
by Sentance, Andrew & Taylor, Mark P. & Wieladek, Tomasz
2011, Volume 30, Issue 8
- 1619-1637 Nonlinear trends in real exchange rates: A panel unit root test approach
by Cushman, David O. & Michael, Nils
- 1638-1658 The timeless perspective vs. discretion: Theory and monetary policy implications for an open economy
by Guender, Alfred V.
- 1659-1675 Capital market imperfections and the theory of optimum currency areas
by Agénor, Pierre-Richard & Aizenman, Joshua
- 1676-1695 Current account imbalances and financial integration in the euro area
by Schmitz, Birgit & von Hagen, Jürgen
- 1696-1718 Price discovery in currency markets
by Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas
- 1719-1748 Inventories and optimal monetary policy in a small open economy
by Teo, Wing Leong
- 1749-1772 Emerging markets and portfolio foreign exchange risk: An empirical investigation using a value-at-risk decomposition technique
by Sirr, Gordon & Garvey, John & Gallagher, Liam
- 1773-1790 On the determinants of credit rationing: Firm-level evidence from transition countries
by Drakos, Konstantinos & Giannakopoulos, Nicholas
- 1791-1813 The international transmission of monetary shocks across developed countries: The role of imported raw materials
by Garcia-Cebro, Juan A. & Varela-Santamaría, Ramón
- 1814-1835 The puzzling peso
by Arteta, Carlos & Kamin, Steven B. & Vitanza, Justin
2011, Volume 30, Issue 7
- 1265-1279 The relationship between investment and large exchange rate depreciations in dollarized economies
by Carranza, Luis & Galdon-Sanchez, Jose E. & Gomez-Biscarri, Javier
- 1280-1302 Financial integration and business cycles in a small open economy
by Cakici, S. Meral
- 1303-1322 Real exchange rate dynamics: The role of elastic labor supply
by Mahbub Morshed, A.K.M. & Turnovsky, Stephen J.
- 1323-1340 The optimal currency basket under vertical trade
by Xu, Juanyi
- 1341-1357 U.S. and Latin American stock market linkages
by Lahrech, Abdelmounaim & Sylwester, Kevin
- 1358-1374 Monetary policy and the exchange rate: Evaluation of VAR models
by Jääskelä, Jarkko P. & Jennings, David
- 1375-1386 Monetary policy implementation and overnight rate persistence
by Nautz, Dieter & Scheithauer, Jan
- 1387-1405 Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management
by El Hedi Arouri, Mohamed & Jouini, Jamel & Nguyen, Duc Khuong
- 1406-1428 Credit crunch in a small open economy
by Brzoza-Brzezina, Michał & Makarski, Krzysztof
- 1429-1435 Do the ASEAN countries and Taiwan form a common currency area?
by Binner, Jane & Chen, Shu-Heng & Lai, Ke-Hung & Mullineux, Andrew & Swofford, James L.
- 1436-1450 Regime switches in exchange rate volatility and uncovered interest parity
by Ichiue, Hibiki & Koyama, Kentaro
- 1451-1470 The going public decision and the structure of equity markets
by Astudillo, Alfonso & Braun, Matías & Castañeda, Pablo
- 1471-1490 International comovements in inflation rates and country characteristics
by Neely, Christopher J. & Rapach, David E.
- 1491-1505 The risk adjusted uncovered equity parity
by Kim, Heeho
- 1506-1515 Regional capital mobility in China: 1978–2006
by Chan, Kenneth S. & Dang, Vinh Q.T. & Lai, Jennifer T. & Yan, Isabel K.M.
- 1516-1534 Funded pensions and intergenerational and international risk sharing in general equilibrium
by Beetsma, Roel M.W.J. & Bovenberg, A. Lans & Romp, Ward E.
- 1535-1561 Measuring financial market integration over the long run: Is there a U-shape?
by Volosovych, Vadym
- 1562-1589 Real exchange rate dynamics revisited: A case with financial market imperfections
by Fujiwara, Ippei & Teranishi, Yuki
- 1590-1617 How much should inflation targeters care about the exchange rate?
by Garcia, Carlos J. & Restrepo, Jorge E. & Roger, Scott
October 2011, Volume 30, Issue 6
- 909-930 Is it punishment? Sovereign defaults and the decline in trade
by Martinez, Jose Vicente & Sandleris, Guido
- 931-946 A structural threshold model of the exchange rate under optimal intervention
by Lee, Hsiu-Yun & Lai, Hung-Pin
- 947-964 Finance and consumption volatility: Evidence from India
by Ang, James B.
- 965-981 The changing relation between the Canadian and U.S. yield curves
by Wong, Edwin & Lucia, Kathlyn & Price, Stephanie & Startz, Richard
- 982-998 Immigration and equity home bias
by Foad, Hisham
- 999-1018 World betas, consumption growth, and financial integration
by Larrain, Borja
- 1019-1033 Financial integration in the pacific basin region: RIP by PANIC attack?
by Amornthum, Somchai & Bonham, Carl S.
- 1034-1054 Consolidation in banking and the lending channel of monetary transmission: Evidence from Asia and Latin America
by Olivero, María Pía & Li, Yuan & Jeon, Bang Nam
- 1055-1089 Uninsurable risk and financial market puzzles
by Basu, Parantap & Semenov, Andrei & Wada, Kenji
- 1090-1106 Capital account liberalization, financial development and industry growth: A synthetic view
by Eichengreen, Barry & Gullapalli, Rachita & Panizza, Ugo
- 1107-1127 Optimal reserve composition in the presence of sudden stops
by Beck, Roland & Rahbari, Ebrahim
- 1128-1156 Foreign bank penetration and the lending channel in emerging economies: Evidence from bank-level panel data
by Wu, Ji & Luca, Alina C. & Jeon, Bang Nam
- 1157-1179 Real exchange rates and time-varying trade costs
by Pavlidis, Efthymios G. & Paya, Ivan & Peel, David A.
- 1180-1194 The economic effects of foreign bank presence: Evidence from the Philippines
by Manlagñit, Maria Chelo V.
- 1195-1213 External balance adjustment: An intra-national and international comparison
by Smith, Constance E.
- 1214-1233 Banks' Net Interest Margin in the 2000s: A Macro-Accounting international perspective
by López-Espinosa, Germán & Moreno, Antonio & Pérez de Gracia, Fernando
- 1234-1263 What drives international equity correlations? Volatility or market direction?
by Amira, Khaled & Taamouti, Abderrahim & Tsafack, Georges
September 2011, Volume 30, Issue 5
- 709-723 Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America
by Caporale, Guglielmo Maria & Ciferri, Davide & Girardi, Alessandro
- 724-748 An alternative measure of the "world market portfolio": Determinants, efficiency, and information content
by Clark, Ephraim & Kassimatis, Konstantinos
- 749-763 Price level convergence and regional Phillips curves in the US and EMU
by Berk, Jan Marc & Swank, Job
- 764-777 Demand for international reserves in developing nations: A quantile regression approach
by Sula, Ozan
- 778-795 Information transmission in informationally linked markets: Evidence from US and Chinese commodity futures markets
by Liu, Qingfu & An, Yunbi
- 796-816 The effects of asymmetric information between borrowers and lenders in an open economy
by Claus, Iris
- 817-830 Temporal aggregation and purchasing power parity persistence
by Ahmad, Yamin & Craighead, William D.
- 831-848 Regionality revisited: An examination of the direction of spread of currency crises
by Dasgupta, Amil & Leon-Gonzalez, Roberto & Shortland, Anja
- 849-876 Sources of exchange rate fluctuations: Are they real or nominal?
by Juvenal, Luciana
- 877-895 Nonlinear exchange rate predictability
by López-Suárez, Carlos Felipe & Rodríguez-López, José Antonio
- 896-908 Exchange rate dynamics under state-contingent stochastic process switching
by Naszodi, Anna
June 2011, Volume 30, Issue 4
- 605-622 Time-variation in term premia: International survey-based evidence
by Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P.
- 623-640 How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options
by Chalamandaris, Georgios & Tsekrekos, Andrianos E.
- 641-659 The role of financial development in exchange rate regime choices
by Lin, Shu & Ye, Haichun
- 660-677 Labour market rigidities and international risk sharing across OECD countries
by Fidrmuc, Jarko & Foster, Neil & Scharler, Johann
- 678-691 The impact of the financial system's structure on firms' financial constraints
by Baum, Christopher F. & Schäfer, Dorothea & Talavera, Oleksandr
- 692-707 Analysis of the intraday effects of economic releases on the currency market
by Sun, Edward W. & Rezania, Omid & Rachev, Svetlozar T. & Fabozzi, Frank J.
April 2011, Volume 30, Issue 3
- 393-409 Designing domestic institutions for international monetary policy cooperation: A Utopia?
by Bilbiie, Florin O.
- 410-427 Does the worldwide shift of FDI from manufacturing to services accelerate economic growth? A GMM estimation study
by Doytch, Nadia & Uctum, Merih
- 428-447 Revisiting the consumption-real exchange rate anomaly in a model with non-traded goods
by Nuntramas, Phacharaphot
- 448-473 Uncovered interest-rate parity over the past two centuries
by Lothian, James R. & Wu, Liuren
- 474-491 Confidence building on Euro convergence: Evidence from currency options
by Driessen, Joost & Perotti, Enrico
- 492-506 Inequality and the US import demand function
by Katsimi, Margarita & Moutos, Thomas
- 507-515 International diversification and Microfinance
by Galema, Rients & Lensink, Robert & Spierdijk, Laura
- 516-536 A further contribution towards explaining why disinflation through currency pegging may cause a boom
by Fender, John & Rankin, Neil
- 537-546 Have domestic or foreign factors driven European external imbalances?
by Makin, Anthony J. & Narayan, Paresh Kumar
- 547-571 Global asset prices and FOMC announcements
by Hausman, Joshua & Wongswan, Jon
- 572-586 A re-examination on dissecting the purchasing power parity puzzle
by Wu, Jyh-Lin & Lee, Chingnun & Wang, Tzu-Wei
- 587-603 Real exchange rate, productivity and labor market frictions
by Sheng, Yu & Xu, Xinpeng
March 2011, Volume 30, Issue 2
- 289-308 International portfolio diversification is better than you think
by Coeurdacier, Nicolas & Guibaud, Stéphane
- 309-336 The open economy consequences of U.S. monetary policy
by Bluedorn, John C. & Bowdler, Christopher
- 337-353 Deregulation, liberalization and consolidation of the Mexican banking system: Effects on competition
by Maudos, Joaquín & Solís, Liliana
- 354-376 Anatomy of banking crises in developing and emerging market countries
by Duttagupta, Rupa & Cashin, Paul
- 377-392 Order flow and central bank intervention: An empirical analysis of recent Bank of Japan actions in the foreign exchange market
by Marsh, Ian W.
February 2011, Volume 30, Issue 1
- 1-21 Bank lending and commercial property cycles: Some cross-country evidence
by Davis, E. Philip & Zhu, Haibin
- 22-38 Risk contagion among international stock markets
by Asgharian, Hossein & Nossman, Marcus
- 39-61 What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries
by Giannellis, Nikolaos & Papadopoulos, Athanasios P.
- 62-73 Currency bid-ask spread dynamics and the Asian crisis: Evidence across currency regimes
by Koutmos, Gregory & Martin, Anna D.
- 74-95 Definition-consistent measurement of exchange market pressure
by Klaassen, Franc & Jager, Henk
- 96-110 Stock market synchronization and monetary integration
by Wälti, Sébastien
- 111-129 The impact of foreign stock markets on macroeconomic dynamics in open economies: A structural estimation
by Milani, Fabio
- 130-146 Assessing long-term fiscal developments: A new approach
by Afonso, António & Agnello, Luca & Furceri, Davide & Sousa, Ricardo M.
- 147-179 Thresholds in the process of international financial integration
by Ayhan Kose, M. & Prasad, Eswar S. & Taylor, Ashley D.
- 180-204 The 52-week high momentum strategy in international stock markets
by Liu, Ming & Liu, Qianqiu & Ma, Tongshu
- 205-228 Current accounts in the euro area: An intertemporal approach
by Campa, Jose Manuel & Gavilan, Angel
- 229-245 Monetary policy and macroeconomic stability in Latin America: The cases of Brazil, Chile, Colombia and Mexico
by de Mello, Luiz & Moccero, Diego
- 246-267 Why panel tests of purchasing power parity should allow for heterogeneous mean reversion
by Koedijk, Kees G. & Tims, Ben & van Dijk, Mathijs A.
- 268-288 International trade and finance: Complementaries in the United Kingdom 1870-1913 and the United States 1920-1930
by Taylor, Alan M. & Wilson, Janine L.F.
December 2010, Volume 29, Issue 8
- 1463-1481 Larger crises cost more: Impact of banking sector instability on output growth
by Serwa, Dobromil
- 1482-1507 Optimal central bank transparency
by van der Cruijsen, Carin A.B. & Eijffinger, Sylvester C.W. & Hoogduin, Lex H.
- 1508-1528 The macroeconomic effects of monetary and fiscal policy in a small open economy: Does the exchange rate regime matter?
by Darius, Reginald
- 1529-1545 Finance and growth in a bank-based economy: Is it quantity or quality that matters?
by Koetter, Michael & Wedow, Michael
- 1546-1561 Does better information about foreign shocks improve monetary policy?
by Tan, Kang Yong & Tanaka, Misa
- 1562-1579 Productivity shocks, budget deficits and the current account
by Bussière, Matthieu & Fratzscher, Marcel & Müller, Gernot J.
- 1580-1595 Emerging floaters: Pass-throughs and (some) new commodity currencies
by Kohlscheen, Emanuel
- 1596-1618 Dollarization persistence and individual heterogeneity
by Winkelried, Diego & Castillo, Paul
- 1619-1636 Foreign exchange exposure of "domestic" corporations
by Aggarwal, Raj & Harper, Joel T.
- 1637-1651 Exchange rate pass-through to bilateral import prices
by Ceglowski, Janet
- 1652-1669 Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS
by de Jong, Eelke & Verschoor, Willem F.C. & Zwinkels, Remco C.J.
- 1670-1686 The role of exchange rates in intertemporal risk-return relations
by Bali, Turan G. & Wu, Liuren
- 1687-1705 Modeling exchange rate dependence dynamics at different time horizons
by Dias, Alexandra & Embrechts, Paul
- 1706-1726 Nominal versus indexed debt: A quantitative horse race
by Alfaro, Laura & Kanczuk, Fabio
- 1727-1751 International money and stock market contingent claims
by Gourieroux, C. & Monfort, A. & Sufana, R.
- 1752-1775 Trades of the living dead: Style differences, style persistence and performance of currency fund managers
by Pojarliev, Momtchil & Levich, Richard M.
November 2010, Volume 29, Issue 7
- 1193-1205 Observing bailout expectations during a total eclipse of the sun
by Bernal, Oscar & Oosterlinck, Kim & Szafarz, Ariane
- 1206-1225 Incentive problems and the pattern of international risk sharing
by Eijffinger, Sylvester & Wagner, Wolf
- 1226-1236 The size of banking crises in credible fixed exchange rate regimes
by Miller, Victoria & Vallée, Luc
- 1237-1255 Habit formation, surplus consumption and return predictability: International evidence
by Engsted, Tom & Hyde, Stuart & Møller, Stig V.
- 1256-1282 International stock return predictability under model uncertainty
by Schrimpf, Andreas
- 1283-1302 Trader see, trader do: How do (small) FX traders react to large counterparties' trades?
by Menkhoff, Lukas & Schmeling, Maik
- 1303-1320 Loss aversion, asymmetric market comovements, and the home bias
by Amonlirdviman, Kevin & Carvalho, Carlos
- 1321-1339 Financial liberalization, bureaucratic corruption and economic development
by Blackburn, Keith & Forgues-Puccio, Gonzalo F.
- 1340-1356 Tracking U.S. inflation expectations with domestic and global indicators
by Castelnuovo, Efrem
- 1357-1368 Inflation targeting: An indirect approach to assess the direct impact
by Yigit, Taner M.
- 1369-1384 Cagan's paradox and money demand in hyperinflation: Revisited at daily frequency
by Mladenovic, Zorica & Petrovic, Pavle
- 1385-1397 Estimation of the equilibrium exchange rate: The CHEER approach
by Keblowski, Piotr & Welfe, Aleksander
- 1398-1405 A century of purchasing power parity confirmed: The role of nonlinearity
by Kim, Hyeongwoo & Moh, Young-Kyu
- 1406-1423 Cashflow news, the value premium and an asset pricing view on European stock market integration
by Nitschka, Thomas
- 1424-1437 A new approach to forecasting exchange rates
by Clements, Kenneth W. & Lan, Yihui
- 1438-1462 A multinomial logit approach to exchange rate policy classification with an application to growth
by Dubas, Justin M. & Lee, Byung-Joo & Mark, Nelson C.
October 2010, Volume 29, Issue 6
- 973-987 Fiscal and monetary policies and the cost of sudden stops
by Hutchison, Michael M. & Noy, Ilan & Wang, Lidan
- 988-1002 Monetary policy surprises and international bond markets
by Bredin, Don & Hyde, Stuart & Reilly, Gerard O.
- 1003-1023 Political monetary cycles and a de facto ranking of central bank independence
by Alpanda, Sami & Honig, Adam
- 1024-1044 On the role and effects of IMF seniority
by Saravia, Diego
- 1045-1061 Central bank intervention and the intraday process of price formation in the currency markets
by Pasquariello, Paolo
- 1062-1075 A Markov switching analysis of contagion in the EMS
by Mandilaras, Alex & Bird, Graham
- 1076-1093 Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates
by Christopoulos, Dimitris K. & León-Ledesma, Miguel A.
- 1094-1107 Information footholds: Isolating local presence as a factor in analyst performance and trading
by Chang, Charles
- 1108-1123 Can trade costs in goods explain home bias in assets?
by van Wincoop, Eric & Warnock, Francis E.
- 1124-1130 Dollarization does promote trade
by Lin, Shu & Ye, Haichun
- 1131-1150 Can a real business cycle model without price and wage stickiness explain UK real exchange rate behaviour?
by Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti
- 1151-1170 Solving exchange rate puzzles with neither sticky prices nor trade costs
by Moore, Michael J. & Roche, Maurice J.
- 1171-1191 Going multinational under exchange rate uncertainty
by Aray, Henry & Gardeazabal, Javier
September 2010, Volume 29, Issue 5
- 743-759 Dependence structure between the equity market and the foreign exchange market-A copula approach
by Ning, Cathy
- 760-769 Does the currency regime shape unhedged currency exposure?
by Patnaik, Ila & Shah, Ajay
- 770-790 Investigating nonlinearities in real exchange rate adjustment: Threshold cointegration and the dynamics of exchange rates and relative prices
by Nakagawa, Hironobu
- 791-818 Time-varying integration, interdependence and contagion
by Baele, Lieven & Inghelbrecht, Koen
- 819-839 A happy "half way-house"? Medium term inflation targeting in New Zealand
by Lees, Kirdan & Warburton, Sam
- 840-856 Nominal exchange rate volatility, relative price volatility, and the real exchange rate
by Ganguly, Srideep & Breuer, Janice Boucher
- 857-875 Long memory versus structural breaks in modeling and forecasting realized volatility
by Choi, Kyongwook & Yu, Wei-Choun & Zivot, Eric
- 876-896 The impact of monetary policy shocks on stock prices: Evidence from Canada and the United States
by Li, Yun Daisy & Iscan, Talan B. & Xu, Kuan
- 897-918 Testing conditional asset pricing models: An emerging market perspective
by Iqbal, Javed & Brooks, Robert & Galagedera, Don U.A.
- 919-937 How well does nonlinear mean reversion solve the PPP puzzle?
by Norman, Stephen
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