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Content
June 1990, Volume 9, Issue 2
- 123-137 The determinants of US banking activity abroad
by Goldberg, Lawrence G. & Johnson, Denise
- 138-158 External debt, planning horizon, and distorted credit markets
by Aizenman, Joshua
- 159-181 Internationally traded good prices, world money, and economic activity: 1900-83
by Grilli, Enzo R. & Yang, Maw Cheng
- 182-192 Consumption risk and international equity returns: some empirical evidence
by Cumby, Robert E.
- 193-205 International risk and exchange rate overshooting
by Schroeder, Juergen
- 206-219 Anticipated protectionist policies, real exchange rates, and the current account: the case of rigid wages
by Edwards, Sebastian & Ostry, Jonathan D.
- 220-233 Testing an optimizing model of the current account via the consumption function
by Sheffrin, Steven M. & Woo, Wing Thye
- 234-244 The term structure of Euro interest rates and rational expectations
by Kugler, Peter
March 1990, Volume 9, Issue 1
- 3-20 Commodity prices, exchange rates and their relative volatility
by Bui, Nhuong & Pippenger, John
- 21-40 Testing the law of one price when trade takes time
by Goodwin, Barry K. & Grennes, Thomas & Wohlgenant, Michael K.
- 41-59 Exchange controls and interest rate determination with traded and non-traded assets: the Irish-United Kingdom experience
by Browne, Francis X. & McNelis, Paul D.
- 60-74 What do saving-investment relationships tell us about capital mobility?
by Wong, David Y.
- 75-91 An international comparison of prices and exchange rates: a new test of purchasing power parity
by Manzur, Meher
- 92-107 Expected and unexpected changes in nominal and real variables--evidence from the capital markets
by Wasserfallen, Walter
December 1989, Volume 8, Issue 4
- 467-486 An econometric analysis of the intertemporal general-equilibrium approach to exchange rate and current account determination
by Finn, Mary
- 487-510 On the consistency of short-run and long-run exchange rate expectations
by Froot, Kenneth A. & Ito, Takatoshi
- 511-516 Consistency of short-term and long-term expectations
by Pesaran, M. Hashem
- 517-531 Dominant real exchange rate movements
by Koedijk, Kees & Schotman, Peter
- 533-545 National price levels, purchasing power parity, and cointegration: a test of four high inflation economies
by McNown, Robert & S. Wallace, Myles
- 547-558 Dual exchange rates, capital controls, and sticky prices
by Moore, Michael J.
- 559-571 Dynamics of the exchange rate in anticipation of pegging
by Djajic, Slobodan
- 573-587 The effect of unanticipated money on the money and foreign exchange markets
by Thornton, Daniel L.
September 1989, Volume 8, Issue 3
- 315-344 Foreign debt instability: an analysis of national saving and domestic investment responses to foreign debt accumulation in 28 developing countries
by Fry, Maxwell J.
- 345-357 Import pricing and the trade balance in a popular model of exchange rate determination
by Murphy, Robert G.
- 359-373 International risk sharing and capital mobility
by Brennan, M. J. & Solnik, B.
- 375-390 The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change
by Schinasi, Garry J. & Swamy, P. A. V. B.
- 391-399 Geopolitics and the dollar
by Ayanian, Robert
- 401-423 International transmission of US macroeconomic policy and the inflation record of Western Europe
by Burdekin, Richard C. K.
- 425-444 The J-curve revisited: an empirical examination for the United States
by Moffett, Michael H.
- 445-450 On exchange intervention, sterilization, and bank reserve accounting
by Sephton, Peter S.
- 451-464 Syndications in sovereign lending
by Sundanram, Anant K.
June 1989, Volume 8, Issue 2
- 163-179 The pricing of forward exchange rates
by Levine, Ross
- 181-200 The stock market and exchange rate dynamics
by Gavin, Michael
- 201-217 Monetary effects on the real interest rate in an open economy: evidence from the Argentine indexed bond market
by Boschen, John F. & Newman, John L.
- 233-251 Dollar depreciation and US industry performance
by Ceglowski, Janet
- 253-276 Modelling the floating Australian dollar: Can the random walk be encompassed by a model using a permanent decomposition of money and output?
by Sheen, Jeffrey
- 277-284 Exchange rate volatility and currency substitution
by Isaac, Allan G.
- 285-294 Foreign-currency government debt, asset markets, and balance of payments
by Golub, Stephen S.
- 295-304 An expository note on the valuation of foreign exchange options
by Buttler, Hans-Jurg
- 305-311 On the pricing of European and American foreign currency options: a clarification
by Adams, Paul D. & Wyatt, Steve B.
March 1989, Volume 8, Issue 1
- 5-28 Monopolistic competition, relative prices, and output adjustment in the open economy
by Aizenman, Joshua
- 29-45 Exchange rate determination, interest rates, and an integrative approach to the demand for money
by Guidotti, Pablo E.
- 47-58 The trade balance and real exchange rate under currency substitution
by Engel, Charles
- 59-73 Unit roots and the real exchange rate before World War I: the case of Britain and the USA
by Enders, Walter
- 75-88 Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets
by Hakkio, Craig S. & Rush, Mark
- 89-103 Contracts, delivery lags, and currency risks
by Reagan, Patricia B. & Stulz, ReneM.
- 105-120 The IMF and concerted lending in Latin American debt restructurings: a formal analysis
by Caskey, John P.
- 121-136 Foreign debt, crowding out and capital flight
by Diwan, Ishac
- 137-145 The US monetary policy regime, interest differentials, and dollar exchange rate risk premia
by Belongia, Michael T. & Ott, Mack
- 147-157 The impact of data errors on measurement of the foreign exchange risk premium
by Cornell, Bradford
1988, Volume 7, Issue 4
- 363-372 Balance-of-payments crises in a perfect foresight optimizing model
by Claessens, Stijn
- 373-385 Collapsing exchange rate regimes and exchange rate dynamics: Some further examples
by Blackburn, Keith
- 387-410 Comparing the global performance of alternative exchange arrangements
by Mckibbin, Warwick J. & Sachs, Jeffrey D.
- 411-423 Foreign trade shocks and the dynamics of high inflation: Israel, 1978-1985
by Leiderman, Leonardo & Razin, Assaf
- 425-428 Sterilization and interest rates
by O'Connell, Joan
- 429-445 Arbitrage boundaries, treasury bills, and covered interest parity
by Poitras, Geoffrey
- 447-466 Domestic currency appreciation and foreign capital inflows: What comes first? (Chile, 1977-1982)
by Morande, Felipe G.
September 1988, Volume 7, Issue 3
- 261-271 Monetary control with an exchange rate objective: The bank of Japan, 1973-86
by Hutchison, Michael M.
- 273-288 Inflation risk and asset market disturbances: The mean-variance model revisited
by Lewis, Karen K.
- 289-302 Corporate commercial paper, note issuance facilities, and shareholder wealth
by Slovin, Myron B. & Sushka, Marie E. & Hudson, Carl D.
- 303-320 Capital controls: The case of Argentina
by Phylaktis, Kate
- 321-330 On the informational content of spot and forward exchange rates
by Alec Chrystal, K. & Thornton, Daniel L.
- 331-346 Efficiency in foreign exchange markets: A vector autoregression approach
by Canarella, Giorgio & Pollard, Stephen K.
- 347-350 PPP, interest rate parities, and the modified Fisher effect in the presence of tax agreements: A comment
by McClure, J. Harold
- 351-358 Deficits and debt in an open economy
by Scarth, William
- 359-360 The impact of third-country exchange risk: A correction
by Cushman, David O.
June 1988, Volume 7, Issue 2
- 129-149 The equilibrium pricing of exchange rates and assets when trade takes time
by Benninga, Simon & Protopapadakis, Aris
- 151-166 Stabilization policies in open economies with imperfect current information
by Rasmussen, Bo Sandemann
- 167-180 Capital mobility and the current account
by Stulz, Rene M.
- 181-204 The dynamic relationship between the dollar and US prices: An intensive empirical investigation
by Koch, Paul D. & Rosenweig, Jeffrey A. & Whitt, Joseph Jr
- 205-220 Bilateral exchange rates and risk premia
by Bomhoff, Eduard J. & Koedijk, Kees G.
- 221-229 The loanable funds theory and the dynamics of exchange rates: The Mundell model revisited
by Chen, Chau-Nan & Lai, Ching-Chong & Tsaur, Tien-Wang
- 231-242 Budget deficits, money growth and causality: Further OECD evidence
by Barnhart, Scott W. & Darrat, Ali F.
- 243-250 Learning and the volatility of exchange rates
by Tabellini, Guido
- 251-257 Flexible exchange rates and stabilizing speculation
by Marini, Giancarlo
March 1988, Volume 7, Issue 1
- 5-21 The persistence of the `peso problem' when policy is noisy
by Lewis, Karen K.
- 23-35 Economic news, exchange rates and interest rates
by Hardouvelis, Gikas A.
- 37-48 Distribution properties of Latin American black market exchange rates
by Akgiray, Vedat & Geoffrey Booth, G. & Seifert, Bruce
- 49-61 Exchange rates, innovations and forecasting
by Wolff, Christian C. P.
- 63-75 Stability and forecasting of the comovement measures of international stock market returns
by Kaplanis, Evi C.
- 77-90 The currency denomination of long-term debt in the Canadian corporate sector: An empirical analysis
by Johnson, David
- 91-108 Tests of the foreign exchange risk premium using the expected second moments implied by option pricing
by Lyons, Richard K.
- 109-110 A note on the magnitude of risk premia
by Pagan, Adrian
- 111-113 Foreign exchange risk premia volatility once again
by Giovannini, Alberto & Jorion, Philippe
- 115-125 Recent estimates of time-variation in the conditional variance and in the exchange risk premium
by Frankel, Jeffrey A.
December 1987, Volume 6, Issue 4
- 387-400 The effects of foreign disturbances under flexible exchange rates
by Ahtiala, Pekka
- 401-417 Political shocks, international reserves and the real exchange rate--The Argentine case
by Yuravlivker, David E.
- 419-432 Optimal wage indexation and monetary policy in an economy with imported raw materials
by Hardouvelis, Gikas A.
- 433-447 Will a weaker dollar mean a stronger economy?
by Tatom, John A.
- 449-464 The relevance of the invoicing currency in intra-firm trade transactions
by Mirus, Rolf & Yeung, Bernard
- 465-478 A study of diffusion processes for foreign exchange rates
by Tucker, Alan L. & Scott, Elton
- 479-490 Exchange rate risk and transactions costs: Evidence from bid-ask spreads
by Glassman, Debra
- 491-504 Contract length, monetary policy and exchange rate variability
by Chadha, Binky
- 505-514 Random walk and monetary causality in five exchange markets
by Fratianni, Michele & Hur, Hyung-Doh & Kang, Heejoon
September 1987, Volume 6, Issue 3
- 235-250 Currency substitution under finance constraints
by Boyer, Russell S. & Kingston, Geoffrey H.
- 251-282 The stability of the demand for international reserves
by Lizondo, JoseSaul & Mathieson, Donald J.
- 283-294 Foreign exchange option prices as predictors of equilibrium forward exchange rates
by Tucker, Alan L.
- 295-314 Price dynamics in foreign currency futures markets
by Cavanaugh, Kenneth L.
- 315-338 On the pricing of European and American foreign currency call options
by Adams, Paul D. & Wyatt, Steve B.
- 339-354 The term structure of Eurodollar interest rates and its relationship to the US Treasury-bill market
by Krol, Robert
- 355-371 Bank loan rate indexation in the Eurocurrency market
by Savvides, Andreas
- 373-383 Effects of budgetary policies in open economies: The role of intertemporal consumption substitution
by Djajic, Slobodan
June 1987, Volume 6, Issue 2
- 131-152 Hedging the risks from writing foreign currency options
by Hull, John & White, Alan
- 153-165 International debt and world business fluctuations
by Cantor, Richard & Mark, Nelson C.
- 167-178 Money demand in open economies: A currency substitution model for Venezuela
by Marquez, Jaime
- 179-193 Optimal monetary growth with accommodating fiscal policy in a small open economy
by Turnovsky, Stephen J.
- 195-206 The ECU as international money
by Pozo, Susan
- 207-214 The non-dynamic equivalence of monetary and exchange rate rules under imperfect capital mobility and rational expectations
by Kiguel, Miguel A.
- 215-225 Capital market integration over the past decade: The case of the US dollar
by Swanson, Peggy E.
- 227-230 Exchange rates, trade, and the U.S. economy : Sven W. Arndt, Richard J. Sweeney, and Thomas D. Willett, eds, Cambridge, Mass.: Ballinger, 1985, pp. xxi + 295, $39.95, ISBN 0-88410-948-8
by Horne, Jocelyn
March 1987, Volume 6, Issue 1
- 5-29 Conducting the international orchestra: Bank of England leadership under the classical gold standard
by Eichengreen, Barry
- 31-48 Are money growth and inflation related to government deficits? evidence from ten industrialized economies
by Protopapadakis, Aris A. & Siegel, Jeremy J.
- 49-56 Regression vs. volatility tests of the efficiency of foreign exchange markets
by Frankel, Jeffrey A. & Stock, James H.
- 85-105 Cross-hedging foreign currency risk
by Eaker, Mark R. & Grant, Dwight M.
- 107-123 Interest rates and risk premia in the stock market and in the foreign exchange market
by Giovannini, Alberto & Jorion, Philippe
- 125-127 The gold standard in theory and history : Barry Eichengreen, ed., New York: Methuen, 1985, pp. viii+280, $11.95, ISBN 0-416-39100-9
by Fremling, Gertrud M.
December 1986, Volume 5, Issue 4
- 403-428 The internationalization of American banking and finance: Structure, risk, and world interest rates
by Darby, Michael R.
- 429-448 Real dollar exchange rate under the Bretton-Woods and floating exchange-rate regimes
by Lothian, James R.
- 449-466 International exchange risk and asset substitutability
by Aivazian, Varouj A. & Callen, Jeffrey L. & Krinsky, Itzhak & Kwan, Clarence C. Y.
- 467-483 `Rules of the game' during the International Gold Standard: England and Germany
by Giovannini, Alberto
- 485-495 Trade flow lags, monetary and fiscal policy, and exchange-rate overshooting
by Levin, Jay H.
- 497-503 Rediscounting private dollar debt and capital flight in Ecuador
by Nickelsburg, Gerald
- 505-507 International Monetary Economics : Jurg Niehans, Baltimore: The Johns Hopkins University Press, 1984, pp. xii+340, US$37.50, ISBN 0-8018-3021-4
by Steinherr, A.
September 1986, Volume 5, Issue 3
- 257-283 The role of information acquisition and financial markets in international macroeconomic adjustment
by Glick, Reuven & Wihlborg, Clas
- 285-302 Efficiency and a simple model of exchange-rate determination
by Adams, Charles & Boyer, Russell S.
- 303-314 The cost of a central bank leaning against a random walk
by Corrado, Charles J. & Taylor, Dean
- 315-334 On the determination of the external debt: The case of Israel
by Hercowitz, Zvi
- 335-360 The Law of One Price in international commodity markets: A reformulation and some formal tests
by A. Protopapadakis, Aris & R. Stoll, Hans
- 361-379 Has exchange risk depressed international trade? The impact of third-country exchange risk
by O. Cushman, David
- 381-394 A real model of the world business cycle
by Dellas, Harris
- 395-398 The U.S. economy in an interdependent world : Guy V. G. Stevens, Richard B. Berner, Peter B. Clark, Ernesto HernandezCata, Howard J. Howe, and Sung Y. Kwack, Washington: Board of Governors of the Federal Reserve System, 1984, pp. xviii + 590, US$14.50, FRB 1-2500-0484C
by Mathieson, Donald J.
June 1986, Volume 5, Issue 2
- 135-152 Foreign exchange market efficiency tests: Implications of recent empirical findings
by Boothe, Paul & Longworth, David
- 153-165 The international division of assets as determined by comparative advantage
by Niehans, Jurg
- 167-179 Capital controls and balance of payments crises
by Wyplosz, Charles
- 181-193 Forecasting the exchange rate: A monetary or random walk phenomenon?
by Finn, Mary G.
- 195-220 Efficient exchange rate forecasts: Lagged models better than the random walk
by Somanath, V. S.
- 221-229 Does the exchange rate follow a random walk? A Monte Carlo study of four tests for a random walk
by Hakkio, Craig
- 231-243 Neutrality of inflation in the agricultural sector
by Grennes, Thomas & Lapp, John S.
- 245-253 The interdependence of the term structure of eurocurrency interest rates
by Krol, Robert
March 1986, Volume 5, Issue 1, Supplement
- 3-3 Convocation
by Boyes, W. J.
- 5-21 The covariation of risk premiums and expected future spot exchange rates
by Hodrick, Robert J. & Srivastava, Sanjay
- 23-30 Comments on Hodrick and Srivastava
by A. Frenkel, Jacob
- 31-48 Risk in international lending: A dynamic factor analysis applied to France and Mexico
by Melvin, Michael & Schlagenhauf, Don
- 49-51 Comments on Melvin and Schlagenhauf
by Meese, Richard A.
- 53-75 The implications of mean-variance optimization for four questions in international macroeconomics
by Frankel, Jeffrey A.
- 77-78 Comments on Frankel
by Canzoneri, Matthew B.
- 79-96 Country risk, foreign borrowing, and the social discount rate in an open developing economy
by Edwards, Sebastian
- 97-99 Comments on Edwards
by Henderson, Dale W.
- 101-112 Exchange-rate volatility, international trade, and resource allocation: A perspective on recent research
by Willett:, Thomas D.
- 113-115 Comments on Willett
by Kinnon, Ronald I.
- 117-130 The speculative attack on the peso and the real exchange rate: Argentina, 1979-1981
by Connolly, Michael
- 131-133 Comments on Connolly
by Gray, Jo Anna
- 135-156 Interwar movements of dollars to Europe and the US currency supply
by Garber, Peter M.
- 157-159 Comments on Garber
by McCafferty, Stephen
- 161-175 Roundtable discussion on international financial risk
by Boyes, William & Cheng, Hang Sheng & Ortiz, Guillermo & Hope, Nicholas & Heller, H. Robert
March 1986, Volume 5, Issue 1
- 5-23 The international linkage of real interest rates: The European-US connection
by Cumby, Robert E. & Mishkin, Frederic S.
- 25-35 Testing deviations from purchasing power parity
by Aizenman, Joshua
- 37-55 A specie-flow model of the gold standard
by Fremling, Gertrud M.
- 57-73 Terms-of-trade dynamics in Asia: An analysis of national saving and domestic investment responses to terms-of-trade changes in 14 Asian LDCs
by Fry, Maxwell J.
- 75-89 The structure of open economy macro-models
by Miller, Norman C.
- 91-98 Interest rate expectations and interest parity
by Overturf, Stephen Frank
- 99-113 Budget deficit, external official borrowing, and sterilized invertion policy in foreign exchange markets
by Penati, Alessandro
- 115-124 Currency substitution and the precautionary demand for money
by Poloz, Stephen S.
- 125-128 On the correlation of exchange rates and interest rates
by Engel, Charles M.
- 129-132 Monetary Policy in Our times : Albert Ando, Hidekazu Eguchi, Roger Farmer, and Yoshio Suzuki, eds, Proceedings of the First International Conference held by the Instutute for Monetary and Economic Studies of the Bank of Japan, Cambridge, MA, and London: The MIT Press, 1985, pp. xi+335, US$25.00, ISBN 0-262-01082-8
by Schlagenhauf, Don E.
December 1985, Volume 4, Issue 4
- 431-442 Interest rates and exchange rates: Some new empirical results
by Cornell, Bradford & Shapiro, Alan C.
- 455-468 Arbitrage tests of the efficiency of the foreign currency options market
by Shastri, Kuldeep & Tandon, Kishore
- 469-484 The choice of a monetary instrument in a small open economy: The case of Korea
by Ahn, Chul Won & Jung, W.
- 485-506 The welfare case for the European Monetary System
by Melitz, Jacques
- 507-521 Monetary policy, `dollarization,' and parallel market exchange rates: The case of the Dominican Republic
by Canto, Victor A.
- 523-536 Optimal foreign exchange-rate policy for a small open economy
by Daniel, Betty C.
- 537-552 Optimal international hedging in commodity and currency forward markets
by Benninga, Simon & Eldor, Rafael & Zilcha, Itzhak
- 553-563 The effects of devaluation on the trade balance: A critical view and re- examination of Mile's `new results'
by Himarios, Daniel
September 1985, Volume 4, Issue 3
- 303-316 International currency substitution and the income velocity of money
by Joines, Douglas H.
- 317-329 Foreign exchange pricing under free floating versus admissible band regimes
by Beckers, Stan & Sercu, Piet
- 331-360 World trade patterns, economic disturbances, and exchange-rate management
by Bhandari, Jagdeep S.
- 361-372 Purchasing power parity: A quantitative reassessment of the 1920s experience
by Edison, Hali J.
- 373-387 The norman conquest of $4.86 and the asset approach to the exchange rate
by MacDonald, Ronald
- 389-413 Country risk analysis: The demand and supply of sovereign loans
by Heffernan, Shelagh A.
- 415-420 Misadjustment to anticipated shocks: an example of exchange-rate response
by Aoki, Masanao
- 421-423 Sterling in Decline : Sir Alec Cairncross and Barry Eichengreen, Oxford: Basil Blackwell Publisher Ltd, 1983, pp.vii+261, [UK pound]29.50, ISBN 0-631-13368-2
by Lothian, James R.
- 423-426 Exchange Rates and International Macroeconomics : Jacob A. Frenkel, ed., a National Bureau of Economic Research Conference Report, Chicago and London: University of Chicago Press, 1983, pp.x+382, US$43.00/[UK pound]36.55, ISBN 0-226-26249-9
by Cornell, Bradford
June 1985, Volume 4, Issue 2
- 175-188 Currency substitution and the real exchange rate: the utility maximization approach
by Calvo, Guillermo A.
- 189-208 Some evidence on the international inequality of real interest rates
by Mark, Nelson C.
- 209-222 Adjustment with IMF lending
by von Furstenberg, George M.
- 223-236 Effects of sterilising a balance of payments surplus on domestic yields--A formal analysis
by Argy, V. E. & Murray, G. L.
- 237-252 The Canadian-US dollar exchange rate: A test of alternative models for the seventies
by Lafrance, Robert & Racette, Daniel
- 253-266 OPEC in world financial markets: Oil prices and interest rates
by Lowinger, Thomas C. & Wihlborg, Clas & Willman, Elliott S.
- 267-286 Common stock returns, real activity, money, and inflation: Some international evidence
by Mandelker, Gershon & Tandon, Kishore
- 287-295 On the interest-rate elasticity of the demand for international reserves: Some evidence from developing countries
by Edwards, Sebastian
- 297-299 The gold problem: Economic perspectives : Alberto Quadrio Curzio, ed, Oxford: Oxford University Press, 1982, pp. xx + 290, [UK pound]22.50, ISBN 0-19-920130-7
by Marcuzzo, Maria Cristina
March 1985, Volume 4, Issue 1
- 5-17 Openness, relative prices, and macro-policies
by Aizenman, Joshua
- 19-41 The flexible exchange basket: a macroeconomic analysis
by Bhandari, Jagdeep S.
- 43-60 Reserves and the managed float: a search for the essentials
by Calvo, Guillermo A.
- 61-82 Stocks, flows, and some exchange rate dynamics for the currency substitution model
by Chand, Sheetal K. & Onitsuka, Yusuke
- 83-100 Optimal and time consistent exchange-rate management in an overlapping-generations economy
by Eaton, Jonathan
- 101-112 Optimal exchange intervention for a small open economy
by Harkness, Jon
- 113-133 An examination of the effects of government purchases in an open economy
by Kimbrough, Kent P.
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