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Series handle: RePEc:eee:jimfin
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Content
October 2001, Volume 20, Issue 5
August 2001, Volume 20, Issue 4
- 439-471 Currency traders and exchange rate dynamics: a survey of the US market
by Cheung, Yin-Wong & Chinn, Menzie David
- 473-495 The real-interest-differential model after 20 years
by Isaac, Alan G. & de Mel, Suresh
- 497-519 International transmission of anticipated inflation under alternative exchange-rate regimes
by Holman, Jill A. & Rioja, Felix K.
- 521-532 Nominal exchange-rate prediction: evidence from a nonlinear approach
by Wu, Jyh-Lin & Chen, Show-Lin
- 533-548 An empirical reassessment of target-zone nonlinearities
by Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin
- 549-562 Secondary market efficiency for LDC bank loans and international private lending, 1985-1993
by Sawada, Yasuyuki
- 563-587 Long and short term dynamic causal transmission amongst international stock markets
by Masih, Rumi & Masih, Abul M. M.
June 2001, Volume 20, Issue 3
- 297-325 Exchange rates and firms' liquidity: evidence from ADRs
by Huang, Roger D. & Stoll, Hans R.
- 327-347 'Once-in-a-generation' yen volatility in 1998: fundamentals, intervention, and order flow
by Cai, Jun & Cheung, Yan-Leung & Lee, Raymond S. K. & Melvin, Michael
- 349-366 Global property investment and the costs of international diversification
by Eichholtz, Piet & Koedijk, Kees & Schweitzer, Mark
- 367-378 Volatility spillovers in East European black-market exchange rates
by Speight, Alan E. H. & McMillan, David G.
- 379-399 Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era
by Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa
- 401-418 Measuring and estimating exchange market pressure in the EU
by Pentecost, Eric J. & Van Hooydonk, Charlotte & Van Poeck, Andre
- 419-438 The lifetime of a unilateral target zone: some extended results
by Broome, Simon
April 2001, Volume 20, Issue 2
- 149-164 The effects of industry structure on economic exposure
by Marston, Richard C.
- 165-189 Why real interest rates, cost of capital and price/earnings ratios vary across countries
by Chowdhry, Bhagwan & Titman, Sheridan
- 191-218 Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate
by Cao, Melanie
- 219-247 The foreign-exchange costs of central bank intervention: evidence from Sweden
by Sjoo, Boo & Sweeney, Richard J.
- 249-272 Unit root tests for panel data
by Choi, In
- 273-296 Exchange rate exposure, hedging, and the use of foreign currency derivatives
by Allayannis, George & Ofek, Eli
February 2001, Volume 20, Issue 1
- 1-23 Forecasting daily exchange rate volatility using intraday returns
by Martens, Martin
- 25-41 Can Markov switching models replicate chartist profits in the foreign exchange market?
by Dewachter, Hans
- 43-69 Privatization, political risk and stock market development in emerging economies
by Perotti, Enrico C. & van Oijen, Pieter
- 71-90 Tests of conditional asset pricing models in the Brazilian stock market
by Garcia, Rene & Bonomo, Marco
- 91-113 Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay
by Wilfling, Bernd & Maennig, Wolfgang
- 115-132 Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates
by Cheung, Yin-Wong & Lai, Kon S.
- 133-148 Evaluating forecasts from SETAR models of exchange rates
by Clements, Michael P. & Smith, Jeremy
December 2000, Volume 19, Issue 6
- 765-784 The timing of exchange rate collapse
by Daniel, Betty C.
- 785-812 Cointegration and forward and spot exchange rate regressions
by Zivot, Eric
- 813-832 The determinants of bank interest rate margins: an international study
by Saunders, Anthony & Schumacher, Liliana
- 833-851 How does a devaluation affect the current account?
by Devereux, M. B.
- 853-884 Multinational capital structure and financial flexibility
by Singh, Kuljot & Hodder, James E.
- 885-915 Reading the smile: the message conveyed by methods which infer risk neutral densities
by Jondeau, Eric & Rockinger, Michael
- 917-941 The monetary model in the presence of I(2) components: long-run relationships, short-run dynamics and forecasting of the Greek drachma
by Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P.
October 2000, Volume 19, Issue 5
- 601-631 The effect of monetary policy actions on exchange rates under interest-rate targeting
by Bonser-Neal, Catherine & Roley, V. Vance & Sellon, Gordon H.
- 633-655 Tariffs and exchange rate dynamics redux
by Fender, John & Yip, Chong K.
- 657-672 Testing for asymmetry in the link between the yield spread and output in the G-7 countries
by Galbraith, John W. & Tkacz, Greg
- 673-688 On empirical exchange rate models: what does a rejection of the symmetry restriction on short-run interest rates mean?
by Goldberg, Michael D.
- 689-712 Speculative noise trading and manipulation in the foreign exchange market
by Vitale, Paolo
- 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
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