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Series handle: RePEc:eee:jimfin
ISSN: 0261-5606
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Content
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
- 110-122 Policy effectiveness in an open multi-market economy with risk neutral exchange rate speculation
by von Hagen, Juergen
- 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
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