Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Editor: J. R. Lothian
The email address of this editor does not seem to be valid any more. Please ask J. R. Lothian to have the entry updated or send us the correct address.
Additional information is available for the following registered editor(s):
James R. Lothian .
Series handle: RePEc:eee:jimfin
ISSN: 0261-5606
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
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: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/30443 .
Content
October 2000, Volume 19, Issue 5
- 713-736 Testing the expectations hypothesis in Eurodeposits
by Dominguez, Emilio & Novales, Alfonso
- 737-751 Internalization and stock price clustering: Finnish evidence
by Geoffrey Booth, G. & Kallunki, Juha-Pekka & Lin, Ji-Chai & Martikainen, Teppo
- 753-757 Purchasing power parity over two centuries?
by Cuddington, John T. & Liang, Hong
- 759-764 Purchasing power parity over two centuries: strengthening the case for real exchange rate stability: A reply to Cuddington and Liang
by Lothian, James R. & Taylor, Mark P.
August 2000, Volume 19, Issue 4
- 471-488 The forward premium anomaly is not as bad as you think
by Baillie, Richard T. & Bollerslev, Tim
- 489-506 Panel unit root tests of purchasing power parity for price indices
by Fleissig, Adrian R. & Strauss, Jack
- 507-511 International capital mobility: evidence from panel data
by Jansen, W. Jos
- 513-534 International investment positions: a cross-sectional analysis
by Lane, Philip R.
- 535-548 The saving retention coefficient in the long run and in the short run: evidence from panel data
by Coiteux, Martin & Olivier, Simon
- 549-560 Hedging price risk when real wealth matters
by Adam-Muller, Axel F. A.
- 561-582 Estimation and simulation of risk premia in equity and foreign exchange markets
by Kim, Inbae & Salemi, Michael K.
- 583-600 Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence
by Hooker, Mark A.
June 2000, Volume 19, Issue 3
- 309-329 Partially segmented international capital markets and international capital budgeting
by Cooper, Ian A. & Kaplanis, Evi
- 331-361 A rational explanation for home country bias
by Hasan, Iftekhar & Simaan, Yusif
- 363-376 Is there excess comovement of bond yields between countries?
by Sutton, Gregory D.
- 377-397 A multi-country study of power ARCH models and national stock market returns
by Brooks, Robert D. & Faff, Robert W. & McKenzie, Michael D. & Mitchell, Heather
- 399-418 On the determinants and resilience of bond flows to LDCs, 1990-1995
by Antzoulatos, A. A.
- 419-432 European Monetary Union: a cointegration analysis
by Haug, Alfred A. & MacKinnon, James G. & Michelis, Leo
- 433-470 Exchange rate and foreign inflation risk premiums in global equity returns
by Vassalou, Maria
April 2000, Volume 19, Issue 2
February 2000, Volume 19, Issue 1
- 1-32 Regularities in volatility and the price of risk following large stock market movements in the US and Japan
by Kane, Alex & Lehmann, Bruce N. & Trippi, Robert R.
- 33-53 Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
by Taylor, Mark P. & Peel, David A.
- 55-72 Trade in nominal assets and net international capital flows
by Bacchetta, Philippe & van Wincoop, Eric
- 73-92 Capital flight and political risk
by Lensink, Robert & Hermes, Niels & Murinde, Victor
- 93-116 The performance of initial public offerings in the Mexican stock market, 1987-1993
by Hensler, Douglas A. & Herrera, Martin J. & Lockwood, Larry J.
- 117-134 Exchange rate movements and the profitability of U.S. multinationals
by Gao, Ting
- 135-152 Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM
by Ma, Yue & Kanas, Angelos
December 1999, Volume 18, Issue 6
- 835-851 Uncovered interest parity, monetary policy and time-varying risk premia
by Anker, Peter
- 853-870 Capturing downside risk in financial markets: the case of the Asian Crisis
by Pownall, Rachel A. J. & Koedijk, Kees G.
- 871-890 Asset pricing in open economies with incomplete markets: implications for foreign currency returns
by Ramchand, Latha
- 891-909 Tax reform and external balance
by Lin, Shuanglin
- 911-924 Beyond the purchasing power parity: testing for cointegration and causality between exchange rates, prices, and interest rates
by Cheng, Benjamin S.
- 925-940 Monetary shocks, the exchange rate, and the trade balance
by Koray, Faik & McMillin, W. Douglas
October 1999, Volume 18, Issue 5
- 725-750 The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates
by Jondeau, Eric & Ricart, Roland
- 751-768 Long-run purchasing power parity with short-run data: evidence with a null hypothesis of stationarity
by Culver, Sarah E. & Papell, David H.
- 769-798 European integration and asymmetry in the EMS
by Uctum, Merih
- 799-816 Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis
by Leybourne, Stephen J. & Mizen, Paul
- 817-834 The term structure of interest rates in a sticky-price target zone model
by Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian
August 1999, Volume 18, Issue 4
- 501-514 The current international financial crisis:: how much is new?
by Kamin, Steven B.
- 515-535 Was China the first domino? Assessing links between China and other Asian economies
by Fernald, John & Edison, Hali & Loungani, Prakash
- 537-560 What triggers market jitters?: A chronicle of the Asian crisis
by Kaminsky, Graciela L. & Schmukler, Sergio L.
- 561-586 Predicting currency crises:: The indicators approach and an alternative
by Berg, Andrew & Pattillo, Catherine
- 587-602 Contagion:: macroeconomic models with multiple equilibria
by Masson, Paul
- 603-617 Contagion and trade: Why are currency crises regional?
by Glick, Reuven & Rose, Andrew K.
- 619-635 Do capital controls and macroeconomic policies influence the volume and composition of capital flows? Evidence from the 1990s
by Montiel, Peter & Reinhart, Carmen M.
- 637-657 Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests
by Sarno, Lucio & Taylor, Mark P.
- 659-681 Latin America and East Asia in the context of an insurance model of currency crises
by Chinn, Menzie D. & Dooley, Michael P. & Shrestha, Sona
- 683-708 Under what circumstances, past and present, have international rescues of countries in financial distress been successful?
by Bordo, Michael D. & Schwartz, Anna J.
- 709-723 Lessons from the Asian crisis
by Mishkin, Frederic S.
1999, Volume 18, Issue 3
- 337-365 Terms-of-trade shocks and optimal investment: another look at the Laursen-Metzler effect
by Serven, Luis
- 367-381 International capital mobility in developing countries: theory and evidence
by Hussein, Khaled A. & de Mello, Luiz Jr.
- 383-409 Productivity differentials, the relative price of non-tradables and real exchange rates
by Strauss, Jack
- 411-428 The width of the band and exchange rate mean-reversion: some further ERM-based results
by Anthony, Myrvin & MacDonald, Ronald
- 429-458 Technical trading rules in the European Monetary System
by Neely, Christopher J. & Weller, Paul A.
- 459-470 The timing and size of bank-financed speculative attacks
by Miller, Victoria
- 471-491 Exchange rate variation, commodity price variation and the implications for international trade
by Smith, C. E.
February 1999, Volume 18, Issue 2
- 169-194 What causes the failure of inflation stabilization plans?
by Jose Veiga, Francisco
- 195-224 Price dynamics under stochastic process switching: some extensions and an application to EMU1
by De Grauwe, Paul & Dewachter, Hans & Veestraeten, Dirk
- 251-266 Re-examining long-run purchasing power parity
by Kuo, Biing-Shen & Mikkola, Anne
- 267-287 Capital market integration in the Pacific Basin region: an impulse response analysis
by Phylaktis, Kate
- 289-304 A characterization of the price behavior of international dual stocks: an error correction approach
by Lieberman, Offer & Ben-Zion, Uri & Hauser, Shmuel
- 305-317 Spreading currency forwards: why and how?
by Lioui, Abraham
- 319-336 A re-examination of the exchange rate-interest differential relationship: evidence from Germany and Japan
by Wu, Jyh-Lin
January 1999, Volume 18, Issue 1
- 1-12 Consumption smoothing and the current account: evidence for France, 1970-1996
by Agenor, Pierre-Richard & Bismut, Claude & Cashin, Paul & McDermott, C. John
- 13-26 Openness and the effects of monetary policy
by Karras, Georgios
- 27-45 Modeling non-linearities in real effective exchange rates
by Sarantis, Nicholas
- 47-73 Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited
by Hassapis, Christis & Pittis, Nikitas & Prodromidis, Kyprianos
- 75-106 How integrated are the money market and the bank loans market within the European Union?
by Centeno, Mario & Mello, Antonio S.
- 107-131 Applying the seasonal error correction model to the demand for international reserves in Taiwan
by Huang, Tai-Hsin & Shen, Chung-Hua
- 133-151 Exchange rate regime, volatility and international correlations on bond and stock markets
by Bodart, Vincent & Reding, Paul
- 153-167 The extension of international credit by US banks: a disaggregated analysis, 1988-1994
by Dahl, Drew & Shrieves, Ronald E.
December 1998, Volume 17, Issue 6
- 855-880 The forecasting ability of correlations implied in foreign exchange options
by Campa, Jose Manuel & Chang, P. H. Kevin
- 881-907 Dynamic linkages among real interest rates in international capital markets
by Al Awad, Mouawiya & Goodwin, Barry K.
- 909-929 International transmission of information: evidence from the Euroyen and Eurodollar futures markets
by Tse, Yiuman
- 931-947 Buffer stocks and precautionary savings with loss aversion
by Aizenman, Joshua
- 949-965 Calculating the equity cost of capital using the APT: the impact of the ERM
by Antoniou, Antonios & Garrett, Ian & Priestley, Richard
- 967-999 The world ex ante risk premium: an empirical investigation
by Ostdiek, Barbara
October 1998, Volume 17, Issue 5
- 713-740 Capital inflows, external shocks, and the real exchange rate
by Agenor, Pierre-Richard
- 741-756 Capital mobility in the world economy: an alternative test
by Shibata, Akihisa & Shintani, Mototsugu
- 757-784 Do Reuters spreads reflect currencies' differences in global trading activity?
by Hartmann, Philipp
- 785-801 The yen and Japanese manufacturing employment
by Dekle, Robert
- 803-811 HICs' optimal trade openness and the modelling of the default penalty
by Cabral, Celia C.
- 813-830 Integration, cointegration and the forecast consistency of structural exchange rate models
by Cheung, Y. -W. & Chinn, M. D.
- 831-838 Foreign exchange market efficiency revisited
by Wu, Jyh-Lin & Chen, Show-Lin
- 839-853 A pitfall in computing exchange rate density in the EMS band
by Honohan, Patrick
August 1998, Volume 17, Issue 4
June 1998, Volume 17, Issue 3
- 377-406 International evidence on equity prices, interest rates and money
by Lastrapes, W. D.
- 407-439 On exchange rates, nominal and real
by Sjaastad, Larry A.
- 441-453 Cointegration and predictability of asset prices1
by Caporale, G. M. & Pittis, N.
- 455-473 Structural change and asset pricing in emerging markets
by Garcia, Rene & Ghysels, Eric
- 475-492 Superexogeneity and the dynamic linkages among international equity markets
by Francis, Bill B. & Leachman, Lori L.
- 493-511 International stock return differentials and real exchange rate changes
by Malliaropulos, Dimitrios
- 513-534 Forecasting exchange rates using TSMARS
by De Gooijer, Jan G. & Ray, Bonnie K. & Krager, Horst
- 535-545 The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence
by Lui, Yu-Hon & Mole, David
- 547-564 The noise trading approach -- questionnaire evidence from foreign exchange
by Menkhoff, L.
April 1998, Volume 17, Issue 2
- 229-247 Pricing multivariate contingent claims using estimated risk-neutral density functions
by Rosenberg, Joshua V.
- 249-277 Valuation of LIBOR-Contingent FX options
by Tucker, A. L. & Wei, J. Z.
- 279-297 Common stochastic trends between forward and spot exchange rates
by Luintel, K. B. & Paudyal, K.
- 299-316 Oil prices and the rise and fall of the US real exchange rate
by Amano, R. A. & van Norden, S.
- 317-329 Asset pricing and foreign exchange risk: econometric evidence for the G-7
by Morley, Bruce & Pentecost, Eric J.
- 331-338 Domestic bank runs and speculative attacks on foreign currencies
by Miller, V.
- 339-353 Macroeconomic stabilization and intervention policy under an exchange rate band
by Beetsma, Roel M. W. J. & van der Ploeg, Frederick
- 355-376 Another visit to the Cagan model of money demand: the latest Russian experience
by Choudhry, T.
February 1998, Volume 17, Issue 1
- 1-3 The pendulum of exchange rate economics
by Koedijk, Kees G.
- 5-27 Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2
by De Jong, Frank & Mahieu, Ronald & Schotman, Peter
- 29-39 Some new stylized facts of floating exchange rates
by Lothian, James R.
- 41-50 Increasing evidence of purchasing power parity over the current float
by Papell, David H. & Theodoridis, Hristos
- 51-61 The re-emergence of PPP in the 1990s
by Koedijk, Kees G. & Schotman, Peter C. & Van Dijk, Mathijs A.
- 63-70 Forecasting real exchange rates1
by Siddique, Akhtar & Sweeney, Richard J.
- 71-95 Market frictions and real exchange rates1
by O'Connell, P. G. J.
- 97-115 Profits and position control: a week of FX dealing1
by Lyons, Richard K.
- 117-160 Implied exchange rate distributions: evidence from OTC option markets1
by Campa, Jose M. & Chang, P. H. Kevin & Reider, Robert L.
- 161-190 Central bank intervention and exchange rate volatility1
by Dominguez, Kathryn M.
- 191-210 Intraday effects of foreign exchange intervention by the Bank of Japan1
by Chang, Yuanchen & Taylor, Stephen J.
- 211-228 Extreme support for uncovered interest parity
by Huisman, Ronald & Koedijk, Kees & Kool, Clemens & Nissen, Francois
December 1997, Volume 16, Issue 6
- 821-836 What are the global sources of rational variation in international equity returns?
by Cheung, Yin-Wong & He, Jia & Ng, Lilian K.
- 837-863 Saving-investment dynamics and capital mobility in the US and Japan
by Moreno, Ramon
- 865-878 Burgernomics: the economics of the Big Mac standard
by Ong, Li Lian
- 879-883 Papers in honor of Patrick C. McMahon
by Baillie, Richard T. & Girardin, Eric & Lothian, James R. & McFarland, James W.
- 885-907 Forward exchange market unbiasedness: the case of the Australian dollar since 1984
by Phillips, Peter C. B. & McFarland, James W.
- 909-919 Why do central banks intervene?
by Baillie, Richard T. & Osterberg, William P.
- 921-930 Calibrating an algorithm for estimating transactions from FXFX exchange rate quotes
by Goodhart, Charles & Chang, Yuanchen & Payne, Richard
- 931-944 Estimating the credibility of an exchange rate target zone
by Girardin, Eric & Marimoutou, Velayoudom
- 945-954 Real exchange rate behavior
by Lothian, James R. & Taylor, Mark P.
- 955-968 Money and economic activity revisited
by Davis, Mark S. & Tanner, J. Ernest
- 969-987 The accuracy of OECD forecasts of the international economy: balance of payments
by Ash, J. C. K. & Smyth, D. J. & Heravi, S. M.
- 989-1000 The 'laissez faire' bias of managed floating
by Miller, Marcus & Papi, Laura
September 1997, Volume 16, Issue 5
- 653-680 Consumption-based versus production-based models of international equity markets
by Kasa, Kenneth
- 681-697 International integration of capital markets and the cross-country divergence of per capita consumption
by Evans, Paul & Karras, Georgios
- 699-718 Macroeconomic uncertainty and the risk premium in the foreign exchange market1
by Hu, Xiaoqiang
- 737-765 On risk, rationality and the predictive ability of European short-term adjusted yield spreads
by Wahab, Mahmoud
- 767-778 A multivariate cointegration analysis of interest rates in the Eurocurrency market
by Bremnes, Helge & Gjerde, Oystein & Saettem, Frode
- 779-793 Intervention strategies and exchange rate volatility: a noise trading perspective
by Hung, Juann H
- 795-819 A model of the term structure of interest rates in an open economy with regime shifts1
by Dillen, Hans
August 1997, Volume 16, Issue 4
- 513-535 Central bank intervention and trading rule profits in foreign exchange markets
by Szakmary, Andrew C. & Mathur, Ike
- 537-560 Exchange rate behaviour under the EMS regime: was there any systematic change?
by Hallett, Andrew Hughes & Anthony, Myrvin L.
- 561-579 Stock returns and volatility in emerging financial markets
by De Santis, Giorgio & imrohoroglu, Selahattin
- 581-594 European monetary union: a new approach
by Dellas, Harris
- 595-607 Linkage in EMS term structures: evidence from common trend and transitory components
by Hafer, R. W. & Kutan, Ali M. & Su Zhou
- 609-623 Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis
by Yangru Wu & Hua Zhang
- 625-636 Feedback trading and the autocorrelation pattern of stock returns: further empirical evidence
by Koutmos, Gregory
- 637-651 Dynamic analysis in the Viner model of mercantilism
by Heng-Fu Zou
June 1997, Volume 16, Issue 3
- 345-366 Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence
by Balvers, Ronald J. & H. Bergstrand, Jeffrey
- 367-385 Efficiency testing revisited: a foreign exchange market with Bayesian learning
by Christodoulakis, Nicos M. & Kalyvitis, Sarantis C.
- 387-414 Interaction between stock markets: an analysis of the common trading hours at the London and New York stock exchange
by Kofman, Paul & Martens, Martin
- 415-431 Can a liberalization of capital outflows increase net capital inflows?
by Laban, Raul M. & Larrain, Felipe B.
- 433-444 Cointegration tests of purchasing power parity: the impact of non-traded goods
by Dutton, Marilyn & Strauss, Jack
- 445-459 Cointegration and exchange rate dynamics
by Papell, David H.
- 461-476 Adjustment costs and import demand behavior: evidence from Canada and the United States
by Amano, Robert A. & Wirjanto, Tony S.
- 477-490 Valuing political risk
by Clark, Ephraim
- 491-512 On the structural stability of trade equations: the case of Japan
by Ceglowski, Janet
April 1997, Volume 16, Issue 2
- 173-187 Currency lookback options and observation frequency: A binomial approach
by Cheuk, Terry H. F. & Vorst, Ton C. F.
- 189-209 Common volatility in the industrial structure of global capital markets
by Arshanapalli, Bala & Doukas, John & Lang, Larry H. P.
- 211-232 Real exchange rates between the wars
by Kool, C. J. M. & Koedijk, K. G.
- 233-254 Accounting for real and nominal exchange rate movements in the post-Bretton Woods period
by Enders, Walter & Lee, Bong-Soo
- 255-283 International business cycles in theory and in practice
by Ravn, Morten O.
- 285-303 Tests of three parity conditions: Distinguishing risk premia and systematic forecast errors
by Marston, Richard C.
- 305-321 The term structure of Euro-rates: some evidence in support of the expectations hypothesis
by Gerlach, Stefan & Smets, Frank
- 323-343 Covariance matrix estimators and tests of market efficiency
by Ligeralde, Antonio V.
February 1997, Volume 16, Issue 1
- 1-17 Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era
by Edison, Hali J. & Gagnon, Joseph E. & Melick, William R.
- 19-35 Multi-country evidence on the behavior of purchasing power parity under the current float
by Lothian, James R.
- 37-54 On gradual disinflation, the real exchange rate, and the current account
by Roldos, Jorge E
- 55-79 Measuring the degree of exchange market intervention in a small open economy
by Weymark, Diana N
- 81-112 An empirical investigation of asset pricing models using Japanese stock market data
by Bakshi, Gurdip S. & Naka, Atsuyuki
- 113-140 Block holding and keiretsu in Japan: the effects of capital markets liberalization measures on the stock market
by Korkie, Bob & Nakamura, Masao
- 141-167 Are stocks a hedge against inflation? International evidence using a long-run approach
by Ely, David P. & Robinson, Kenneth J.
December 1996, Volume 15, Issue 6
- 829-852 Microstructural dynamics in a foreign exchange electronic broking system
by Goodhart, Charles A. E. & Payne, Richard G.
- 853-878 Central bank intervention and the volatility of foreign exchange rates: evidence from the options market
by Bonser-Neal, Catherine & Tanner, Glenn
- 879-897 The price of gold and the exchange rate
by Sjaastad, Larry A. & Scacciavillani, Fabio
- 899-924 Post Bretton Woods deviations from purchasing power parity in G7 exchange rates--an empirical exploration
by Ott, Mack
- 925-945 Explaining exchange rate volatility: an empirical analysis of 'the holy trinity' of monetary independence, fixed exchange rates, and capital mobility
by Rose, Andrew K.
- 947-967 Exchange rate mean reversion from real shocks within an intertemporal equilibrium model
by Davis, George K. & Miller, Norman C.
- 969-981 Stock market volatility and the crash of 1987: evidence from six emerging markets
by Choudhry, Taufiq
October 1996, Volume 15, Issue 5
- 665-685 Currency forecasters are heterogeneous: confirmation and consequences
by Macdonald, Ronald & Marsh, Ian W.
- 687-716 Optimal government finance policy and exchange rate management in a stochastically growing open economy
by Turnovsky, Stephen J. & Grinols, Earl
- 717-748 Using option prices to estimate realignment probabilities in the European Monetary System: the case of sterling-mark
by Malz, Allan M.
- 749-781 Estimating saving-investment correlations: evidence for OECD countries based on an error correction model
by Jos Jansen, W
- 783-796 Testing for absolute purchasing power parity
by Crownover, Collin & Pippenger, John & Steigerwald, Douglas G.
- 797-811 Consumer durables, permanent terms of trade shocks, and the recent US trade deficits
by Sadka, Joyce C. & Yi, Kei-Mu
- 813-823 A comparison of alternative covariance matrices for models with over-lapping observations
by Smith, Jeremy & Yadav, Sanjay
- 825-828 International capital mobility--a note
by Bellak, Christian
August 1996, Volume 15, Issue 4
- 497-521 GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets
by Lund, Jesper & Engsted, Tom
- 523-533 Stabilization under capital controls
by Ellis, Michael A. & Auernheimer, Leonardo
- 535-550 Mean reversion in real exchange rates: evidence and implications for forecasting
by Jorion, Philippe & Sweeney, Richard J.
- 551-575 The international convergence of inflation rates during fixed and floating exchange rate regimes
by Crowder, William J.
- 577-597 The determination of foreign banking location
by Brealey, R. A. & Kaplanis, E. C.
- 599-621 Hyperinflation, the exchange rate and endogenous money: post-World War I Germany revisited
by Burdekin, Richard C. K. & Burkett, Paul
Printed from https://ideas.repec.org/s/eee/jimfin14.html
