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
August 1996, Volume 15, Issue 4
June 1996, Volume 15, Issue 3
- 337-368 Maximum likelihood estimation of cointegration in exchange rate models for seven inflationary OECD countries
by Cushman, David O. & Sang Sub Lee & Thorgeirsson, Thorsteinn
- 369-382 Interest rate parity and foreign exchange risk premia in the ERM
by Ayuso, Juan & Restoy, Fernando
- 383-403 Speculative currency attacks with endogenously induced commercial bank crises
by Miller, Victoria
- 405-418 Purchasing power parity and unit root tests using panel data
by Oh, Keun-Yeob
- 419-437 A reexamination of the uncovered interest rate parity hypothesis
by Frachot, Antoine
- 447-465 The international transmission of information in Eurodollar futures markets: a continuously trading market hypothesis
by Tse, Yiuman & Lee, Tae-Hwy & Booth, G. Geoffrey
- 467-474 International capital mobility: evidence from panel data
by Krol, Robert
- 475-484 The debt-adjusted real exchange rate
by Fabella, Raul V.
- 485-496 Asymmetric adjustment of commercial bank interest rates: evidence from Malaysia and Singapore
by Scholnick, Barry
April 1996, Volume 15, Issue 2
- 191-220 Persistence in foreign exchange rates
by van de Gucht, Linda M. & Dekimpe, Marnik G. & Kwok, Chuck C. Y.
- 221-237 Animal spirits, investment and international capital movements
by Velasco, Andres
- 239-254 Domestic and international financial market responses to Federal deficit announcements
by Kitchen, John
- 255-266 Private and government consumption with liquidity constraints
by Evans, Paul & Karras, Georgios
- 267-274 Exogeneity and forward rate unbiasedness
by Norrbin, Stefan C. & Reffett, Kevin L.
- 275-312 Why empirical international portfolio models fail: evidence that model misspecification creates home asset bias
by Glassman, Debra A. & Riddick, Leigh A.
- 313-336 Real exchange rates and the pattern of trade: comparative dynamics for north and south
by Faruqee, Hamid
February 1996, Volume 15, Issue 1
- 1-17 Real stock prices and the long-run money demand function: evidence from Canada and the USA
by Choudhry, Taufiq
- 19-35 An examination of dynamic hedging
by Tong, Wilson H. S.
- 37-64 The impact of the listing of options in the foreign exchange market
by Shastri, Kuldeep & Sultan, Jahangir & Tandon, Kishore
- 65-93 Dollar jump fears, 1984-1992: distributional abnormalities implicit in currency futures options
by Bates, David S.
- 95-116 Monetary policy targets and the stabilization objective: a source of tension in the EMS
by Wieland, Volker
- 117-134 An arbitrage free trilateral target zone model
by Jorgensen, Bjorn N. & Mikkelsen, Hans Ole ae
- 135-139 Intertemporal price speculation and the optimal current-account deficit: a comment
by Lahiri, Amartya
- 141-147 Intertemporal price speculation and the optimal current-account deficit: reply and clarification
by Obstfeld, Maurice
- 149-165 Unconventional preferences: do they explain foreign exchange risk premia?
by Sibert, Anne
December 1995, Volume 14, Issue 6
- 747-762 Asymmetric volatility transmission in international stock markets
by Koutmos, Gregory & Booth, G Geoffrey
- 763-783 Domestic macroeconomic news and foreign interest rates
by Becker, Kent G & Finnerty, Joseph E & Kopecky, Kenneth J
- 785-800 Capital income taxation and welfare in a small open economy
by Karayalcin, Cem
- 801-821 Who drives real interest rates around the Pacific Rim: the USA or Japan?
by Chinn, Menzie D & Frankel, Jeffrey A
- 823-844 The profitability of US intervention in the foreign exchange markets
by Leahy, Michael P
- 845-855 Is there a world real interest rate?
by Gagnon, Joseph E & Unferth, Mark D
- 857-867 The unbiased forward rate hypothesis re-examined
by Naka, Atsuyuki & Whitney, Gerald
October 1995, Volume 14, Issue 5
- 619-640 Output, inflation and stabilization: a counterfactual analysis
by Fackler, James S. & Rogers, John H.
- 641-657 Target zone models with stochastic realignments: an econometric evaluation
by Mizrach, Bruce
- 659-666 Exchange-rate discounting
by Smith, Gregor W.
- 667-678 Indirect hedging of exchange rate risk
by Broll, Udo & Wahl, Jack E. & Zilcha, Itzhak
- 679-693 Inflationary finance and currency substitution in a public finance framework
by Vegh, Carlos A.
- 695-719 Exchange rate dynamics and speculator horizons
by Osler, C. L.
- 721-738 Some international evidence on the stochastic behavior of interest rates
by Tse, Y. K.
August 1995, Volume 14, Issue 4
- 467-492 Home bias and high turnover
by Tesar, Linda L. & Werner, Ingrid M.
- 493-513 Exchange rates, financial innovation and divisia money: the sterling/dollar rate 1972-1990
by Chrystal, K. Alec & MacDonald, Ronald
- 515-538 Foreign exchange controls and liquidity
by Ho, Wai-Ming
- 539-548 Real exchange rates under the gold standard: can they be explained by the trend break model?
by Culver, Sarah E. & Papell, David H.
- 549-573 Intertemporal solvency and indexed debt: evidence from Brazil, 1976-1991
by Tanner, Evan
- 575-595 Exchange rates, interest rates and current account news: some evidence from Australia
by Karfakis, Costas & Kim, Suk-Joong
- 597-615 A search for long memory in international stock market returns
by Cheung, Yin-Wong & Lai, Kon S.
June 1995, Volume 14, Issue 3
- 331-347 Price and trade effects of exchange rate fluctuations and the design of policy coordination
by Cohen, Daniel & Wyplosz, Charles
- 349-371 The gold standard: Perfectly integrated world markets or slow adjustment of prices and interest rates?
by Wallace, Myles S & Choudhry, Taufiq
- 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
Printed from https://ideas.repec.org/s/eee/jimfin15.html
