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Content
June 1995, Volume 14, Issue 3
- 373-393 Misspecification and the pricing and hedging of long-term foreign currency options
by Melino, Angelo & Turnbull, Stuart M.
- 395-415 Nominal exchange rate regimes and the stochastic behavior of real variables
by Caporale, Guglielmo Maria & Pittis, Nikitas
- 417-426 Real effects of exchange rate volatility
by Neumann, Manfred
- 427-440 Other people's money: Cash-in-advance microfoundations for optimal currency areas
by Minford, Patrick
- 441-458 Exchange rate shocks, currency options and the Siegel paradox
by Bardhan, Indrajit
- 459-460 Comment on 'Exchange rate shocks, currency options and the Siegel paradox' by Indrajit Bardhan
by Dumas, Bernard & Jennergren, L. Peter & Naslund, Bertil
April 1995, Volume 14, Issue 2
- 155-177 Exchange rate dynamics and international effects of monetary shocks in monetary, equilibrium models
by Schlagenhauf, Don E. & Wrase, Jeffrey M.
- 179-189 Purchasing power parity under the European Monetary System
by Yin-Wong Cheung & Hung-Gay Fung & Kon S. Lai & Wai-Chung Lo
- 191-211 Consumption, real exchange rates and the structure of international asset markets
by Kollmann, Robert
- 213-223 Siegel's paradox and the pricing of currency options
by Dumas, Bernard & Jennergren, L. Peter & Naslund, Bertil
- 225-245 Towards a loanable funds/amended-liquidity preference theory of the exchange rate and interest rate
by Miller, Norman C.
- 247-273 Measurement of the unexpected US trade deficit
by Puffer, Marlene K.
- 275-287 Monetary policies in interdependent economies: an open economy explanation for base drift and price-level non-trend-stationarities
by Daniels, Joseph P. & VanHoose, David D.
- 289-310 Markup adjustment and exchange rate fluctuations: evidence from panel data on automobile exports
by Gagnon, Joseph E. & Knetter, Michael M.
- 311-328 EMS exchange rate bands: a Monte Carlo investigation of three target zone models
by Beetsma, Roel M. W. J.
February 1995, Volume 14, Issue 1
- 3-26 Is the correlation in international equity returns constant: 1960-1990?
by Longin, Francois & Solnik, Bruno
- 27-46 Are there rational bubbles in foreign exchange markets? Evidence from an alternative test
by Wu, Yangru
- 47-64 International trade in banking services
by ter Wengel, Jan
- 65-81 Exchange rate risk and internationally diversified portfolios
by Ziobrowski, Brigitte J. & Ziobrowski, Alan J.
- 83-104 Terms of trade and real exchange rates: the Canadian evidence
by Amano, Robert A. & van Norden, Simon
- 105-126 An optimizing analysis of the effects of world interest disturbances on the open economy term structure of interest rates
by Fisher, Walter H.
- 127-147 Long-run identifying restrictions for an error-correction model of New Zealand money, prices and output
by Fisher, Lance A. & Fackler, Paul L. & Orden, David
December 1994, Volume 13, Issue 6
- 627-636 Forward exchange rates and expectations during the 1920s: A re-examination of the evidence
by McFarland, James W & McMahon, Patrick C & Ngama, Yerima
- 637-657 Purchasing power parity yet again: evidence from spatially separated commodity markets
by Michael, Panos & Nobay, A Robert & Peel, David
- 658-678 The income and terms of trade effects: a permanent versus transitory decomposition in US trade
by Kim, Yoonbai
- 679-697 Money and output under alternative exchange rate regimes in the USA
by P. Joyce, Joseph & Kamas, Linda
- 699-727 Stochastic trends and jumps in EMS exchange rates
by Nieuwland, Frederick G M C & Verschoor, Willem F C & Wolff, Christian C P
- 729-738 What explains the risk premium in foreign exchange returns?
by Gokey, Timothy C
October 1994, Volume 13, Issue 5
- 499-515 External markets, exchange rate dynamics and the impact of monetary disturbances
by Papazoglou, Christos & Turnovsky, Stephen J
- 517-536 The pricing of dollar-denominated yen/DM warrants
by Dravid, Ajay & Richardson, Matthew & Sun, Tong-Sheng
- 537-550 Variation in the real exchange rate as a source of currency substitution
by Ratti, Ronald A & Jeong, Byung Woo
- 551-564 Foreign exchange market efficiency and common stochastic trends
by Crowder, William J
- 565-571 The long memory of the forward premium
by Baillie, Richard T & Bollerslev, Tim
- 573-586 Monetary policy and country size
by Martin, Philippe
- 587-601 The interaction between trading volume of stocks and options: Some statistical evidence
by Fase, MMG
- 602-622 Relative PPP in the medium run
by Apte, Prakash & Kane, Marian & Sercu, Piet
August 1994, Volume 13, Issue 4
- 387-399 Hysteresis in international trade: a general equilibrium analysis
by Ljungqvist, Lars
- 400-414 Sovereign risk exposure with potential liquidation: the performance of alternative forms of external finance
by Spiegel, Mark M.
- 415-428 An assessment of the United Nations scale of assessments from a developing-country standpoint
by Officer, Lawrence H.
- 429-446 The international transmission of economic shocks in a three-country world under mixed exchange rates
by Laufer, Nikolaus K. A. & Sundararajan, Srinivasa
- 447-458 On sluggish output adjustment and exchange rate dynamics
by Levin, Jay H.
- 459-475 A non-parametric analysis of covered interest parity in long-date capital markets
by Fletcher, Donna J. & Taylor, Larry W.
- 476-495 Does the real exchange rate follow a random walk? The Pacific Basin perspective
by Phylaktis, Kate & Kassimatis, Yiannis
June 1994, Volume 13, Issue 3
- 259-275 Specification of policy rules and performance measures in multicountry simulation studies
by McCallum, Bennett T.
- 276-290 The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk
by MacDonald, Ronald & Taylor, Mark P.
- 291-318 Are Japanese interest rates too stable?
by Bonser-Neal, Catherine & Roley, V. Vance
- 319-341 Volatility in the terms of trade with non-identical preferences
by Hagiwara, May
- 342-363 Estimation of foreign exchange exposure: an application to mining companies in Australia
by Khoo, Andrew
- 364-374 Policy inconsistency and external debt service
by Dooley, Michael P. & Svensson, Lars E. O.
- 375-383 Spread and volatility in spot and forward exchange rates
by Lee, Tae-Hwy
April 1994, Volume 13, Issue 2
- 131-158 Market structure and inefficiency in the foreign exchange market
by Flood, Mark D.
- 159-170 Forward exchange bias, hedging and the gains from international diversification of investment portfolios
by Levy, Haim & Lim, Kok Chew
- 171-189 Heterogeneity and intertemporal trade: finding support for international credit contracts
by Craig, Barbara J.
- 190-210 Macroeconomic effects of budget deficits: further international evidence
by Karras, Georgios
- 211-222 Stock returns and the transfer of information between the New York and Tokyo stock exchanges
by Lau, Sie Ting & Diltz, J. David
- 223-231 The use of the exchange rate for stabilization: a real interest arbitrage model applied to Argentina
by Connolly, Michael & Rodriguez, Alvaro & Tyler, William G.
- 232-238 On the desirability of insulation: a counterexample
by Fender, John
- 239-256 Mexico's investment collapse: debt or oil?
by Warner, Andrew M.
February 1994, Volume 13, Issue 1
- 3-25 Hourly volatility spillovers between international equity markets
by Susmel, Raul & Engle, Robert F.
- 27-40 Net foreign assets and international adjustment: The United States, Japan and Germany
by Masson, Paul R. & Kremers, Jeroen & Horne, Jocelyn
- 41-54 Capital controls, collection costs and domestic public debt
by Aizenman, Joshua & Guidotti, Pablo E.
- 55-70 Is export price adjustment asymmetric?: evaluating the market share and marketing bottlenecks hypotheses
by Knetter, Michael M.
- 71-82 The relationship between bilateral and multilateral models of exchange rates
by Haynes, Stephen E. & Stone, Joe A.
- 83-106 Anomalies or illusions? Evidence from stock markets in eighteen countries
by Agrawal, Anup & Tandon, Kishore
- 107-124 Real interest rate equalization and the integration of international financial markets
by Goodwin, Barry K. & Grennes, Thomas J.
December 1993, Volume 12, Issue 6
October 1993, Volume 12, Issue 5
- 451-474 The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach
by Levich, Richard M. & Thomas, Lee III
- 475-492 A jump diffusion model for the European monetary system
by Ball, Clifford A. & Roma, Antonio
- 493-510 Optimal hedged portfolios: the case of jump-diffusion risks
by Park, Keehwan & Ahn, Chang Mo & Fujihara, Roger
- 511-521 Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
by Baillie, Richard T. & Bollerslev, Tim & Redfearn, Michael R.
- 523-541 Determinants of Japanese direct investment in US manufacturing industries
by Mann, Catherine L.
- 543-560 The sources of GARCH: empirical evidence from an intraday returns model incorporating systematic and unique risks
by Laux, Paul A. & Ng, Lilian K.
August 1993, Volume 12, Issue 4
- 347-367 Foreign debt accumulation: financial and fiscal effects and monetary policy reactions in developing countries
by Fry, Maxwell J.
- 368-389 Central Bank Forex internvention assessed in continous time
by Goodhart, Charles A. E. & Hesse, Thomas
- 390-412 An international CAPM for bonds and equities
by Thoms, S. H.
- 413-438 A geographical model for the daily and weekly seasonal volatility in the foreign exchange market
by Dacorogna, Michael M. & Muller, Ulrich A. & Nagler, Robert J. & Olsen, Richard B. & Pictet, Olivier V.
- 439-448 Long-term covered interest parity: evidence from currency swaps
by Popper, Helen
June 1993, Volume 12, Issue 3
April 1993, Volume 12, Issue 2
- 115-138 On biases in the measurement of foreign exchange risk premiums
by Bekaert, Geert & Hodrick, Robert J.
- 139-153 Liquidity, capital controls, and exchange rates
by Grilli, Vittorio & Roubini, Nouriel
- 154-169 The Ricardian equivalence proposition: evidence from foreign exchange markets
by Beck, Stacie E.
- 170-181 Dual exchange rates under pegged interest rate and balance-of-payments crisis
by Delbecque, Bernard
- 182-194 Exchange rate risk premiums
by Cheng, Yin-Wong
- 195-208 Non-linearities in foreign exchange markets: a different perspective
by Krager, Horst & Kugler, Peter
- 209-220 Dollarization and inflation in a two-country optimization model
by Zou, Heng-Fu
February 1993, Volume 12, Issue 1
- 3-28 Pricing exports: a cross-country study
by Hung, Wansing & Kim, Yoonbai & Ohno, Kenichi
- 29-45 Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA
by Bodnar, Gordon M. & Gentry, William M.
- 46-61 Cointegration tests of purchasing power parity: the case of Swiss exchange rates
by Pippenger, Michael K.
- 62-77 Real interest rate parity new measures and tests
by Dutton, Marilyn Miller
- 78-98 Further evidence on exchange rate expectations
by Cavaglia, Stefano & Verschoor, Willem F. C. & Wolff, Christian C. P.
- 99-110 International listings and risk
by Howe, John S. & Madura, Jeff & Tucker, Alan L.
December 1992, Volume 11, Issue 6
October 1992, Volume 11, Issue 5
- 414-430 Testing a present-value model of the current account: Evidence from US and Canadian time series
by Otto, Glenn
- 431-445 Optimal currency hedge ratios and interest rate risk
by Briys, Eric & Solnik, Bruno
- 446-461 Currency swaps, hedging, and the exchange of collateral
by Melnik, Arie L. & Plaut, Steven E.
- 462-473 Differences between foreign exchange rate regimes: The view from the tails
by Koedijk, Kees G. & Stork, Philip A. & de Vries, Casper G.
- 474-491 Pricing European average rate currency options
by Levy, Edmond
- 492-501 Trade deficit surprises and the ex ante volatility of foreign exchange rates
by Madura, Jeff & Tucker, Alan L.
- 502-513 Purchasing power parity and cointegration: The Greek evidence from the 1920s
by Phylaktis, Kate
August 1992, Volume 11, Issue 4
June 1992, Volume 11, Issue 3
- 222-234 The international allocation of savings with quadratic transaction (or risk) costs
by Niehans, Jurg
- 235-250 A nonlinear stochastic rational expectations model of exchange rates
by Hsieh, David A.
- 251-272 The structure of international banking
by Heinkel, Robert L. & Levi, Maurice D.
- 273-291 Oil prices and rural migration: the Dutch disease goes south
by Feltenstein, Andrew
- 292-303 Policy fundamentals, interest rates differential, and expected devaluation in the presence of an active crawling peg system
by del Castillo, Graciana
- 304-314 The use of technical analysis in the foreign exchange market
by Taylor, Mark P. & Allen, Helen
April 1992, Volume 11, Issue 2
February 1992, Volume 11, Issue 1
- 2-2 Editorial
by Lothian, James R. & Melvin, Michael T.
- 3-16 Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model
by Devereux, Michael B. & Gregory, Allan W. & Smith, Gregor W.
- 17-39 Term premiums and the integration of the eurocurrency markets
by Jorion, Philippe
- 40-62 Interactions between domestic and foreign investment
by Stevens, Guy V. G. & Lipsey, Robert E.
- 63-79 An empirical evaluation of the macroeconomic effects of tarrifs
by Ostry, Jonathan D. & Rose, Andrew K.
- 96-106 Can equilibrium models explain nominal exchange regime non-neutrality? Evidence from the European monetary system
by Papell, David H.
- 107-114 Cointegration tests of a long-run relation between money demand and the effective exchange rate
by McNown, Robert & Wallace, Myles S.
- 115-121 International risk sharing and capital mobility: another look
by Obstfeld, Maurice
- 122-123 International risk sharing and capital mobility: reply
by Brennan, M. J. & Solnik, B.
December 1991, Volume 10, Issue 4
- 480-496 Capital income taxation and the current account in a small open economy
by Iwamoto, Yasushi & Shibata, Akihisa
- 497-511 Forward exchange rates in general equilibrium
by Smith, William T.
- 512-526 Transactions costs and vehicle currencies
by Black, Stanley W.
- 527-540 Law enforcement and the black market exchange rate
by Huizinga, Harry
- 541-551 The interest rate neutrality of fiscal deficits: testing for Ricardian equivalence and capital inflow
by Monadjemi, Mehdi S. & Kearney, Colm
- 552-560 Expectations in the German hyperinflation reconsidered
by Cagan, Phillip
- 561-570 Tests of exchange market efficiency: fragile evidence from cointegration tests
by Sephton, Peter S. & Larsen, Hans K.
- 571-581 Cointegration: how short is the long run?
by Hakkio, Craig S. & Rush, Mark
- 582-593 The search for equilibrium relationships in international finance: the case of the monetary model
by Baillie, Richard T. & Pecchenino, Rowena A.
- 594-594 German dominance in the EMS: a correction
by von Hagen, Jurgen & Fratianni, Michelle
September 1991, Volume 10, Issue 3
- 310-329 Pricing foreign currency options under stochastic interest rates
by Amin, Kaushik I. & Jarrow, Robert A.
- 330-348 Sovereign debt buybacks can lower bargaining costs
by Rotemberg, Julio J.
- 349-364 International asset pricing and equity market risk
by Chiang, Thomas C.
- 365-391 Forward exchange rates and risk premiums in artificial economies
by Tiff Macklem, R.
- 392-405 Long-run dynamics of black and official exchange rates
by Booth, G. Geoffrey & Mustafa, Chowdhury
- 406-419 Reserve currency preferences of central banks: the case of Korea
by Dellas, Harris & Bang Yoo, Chin
- 420-431 The 'Tobin tax,' asset accumulation, and the real exchange rate
by Reinhart, Vincent
- 432-442 International portfolio diversification: the basket-peg regime
by Pikkarainen, Pentti
- 443-456 Forward foreign exchange rates and risk premia--a reappraisal
by Pope, Peter F. & Peel, David A.
- 457-477 Using terms of rescheduling as proxy for partial reneging on LDC's debt in a test of willingness-to-pay model
by Hun Lee, Suk
June 1991, Volume 10, Issue 2
March 1991, Volume 10, Issue 1
- 2-22 A multi-country study of the information in the shorter maturity term structure about future inflation
by Mishkin, Frederic S.
- 23-52 Every minute counts in financial markets
by Goodhart, C. A. E. & Figliuoli, L.
- 53-70 A long-run view of the European monetary system
by Edison, Hali J. & Fisher, Eric O'N
- 71-88 Business cycles, stylized facts, and the exchange rate regime: evidence from the United States
by Baxter, Marianne
- 89-107 Explaining the absence of international factor-price convergence
by Osler, Carol L.
- 108-117 Exporting firm and forward markets: the multiperiod case
by Zilcha, Itzhak & Eldor, Rafael
- 118-130 Intertemporal substitution in import demand
by Ceglowski, Janet
- 131-148 Optimal dynamic hedging portfolios and the currency composition of external debt
by Kroner, Kenneth F. & Claessens, Stijn
- 149-160 Are asymmetric exchange controls effective?
by Papadia, Francesco & Rossi, Salvatore
- 161-168 A note on fiscal policy, investment location decisions, and exchange rates
by Dooley, Michael P. & Isard, Peter
March 1991, Volume 10, Issue 1, Supplement
December 1990, Volume 9, Issue 4
- 358-375 German dominance in the EMS: evidence from interest rates
by Hagen, Jurgen von & Fratianni, Michele
- 376-387 Macroeconomic aspects of exchange rate pass-through
by Klein, Michael W.
- 388-401 Some macroeconomic effects of nationalizing private sector foreign debt
by Adler, Oliver
- 402-423 International transmission of aggregate shocks under fixed and flexible exchange rate regimes: United Kingdom, France, and Germany, 1959 to 1985
by Lastrapes, William D. & Koray, Faik
- 424-439 International capital mobility: net versus gross stocks and flows
by Golub, Stephen S.
- 440-454 Real exchange rate variability and the choice of exchange rate regime by developing countries
by Savvides, Andreas
- 455-469 The impact of government deficits on money growth in developing countries
by De Haan, Jakob & Zelhorst, Dick
September 1990, Volume 9, Issue 3
- 246-257 Temporary capital controls in a balance-of- payments crisis
by Bacchetta, Philippe
- 258-275 Managing exchange rate crises: evidence from the 1890s
by Grilli, Vittorio
- 276-298 Price flexiblity and output volatility: the case for flexible exchange rates
by Barone-Adesi, Giovanni & Yeung, Bernard
- 299-308 Sectoral effects of exchange rate volatility on United States exports
by Klein, Michael W.
- 309-324 A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets
by Baillie, Richard T. & Bollerslev, Tim
- 325-334 Currency substitution and monetary autonomy: the foreign demand for US demand deposits
by Bergstrand, Jeffrey H. & Bundt, Thomas P.
- 335-343 The volatility of asset returns during trading and nontrading hours: some evidence from the foreign exchange markets
by Hertzel, Michael G. & Kendall, Coleman S. & Kretzmer, Peter E.
June 1990, Volume 9, Issue 2
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