Journal of International Money and Finance
February 2011, Volume 30, Issue 1
- 22-38 Risk contagion among international stock markets
by Asgharian, Hossein & Nossman, Marcus
- 39-61 What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries
by Giannellis, Nikolaos & Papadopoulos, Athanasios P.
- 62-73 Currency bid-ask spread dynamics and the Asian crisis: Evidence across currency regimes
by Koutmos, Gregory & Martin, Anna D.
- 74-95 Definition-consistent measurement of exchange market pressure
by Klaassen, Franc & Jager, Henk
- 96-110 Stock market synchronization and monetary integration
by Wälti, Sébastien
- 111-129 The impact of foreign stock markets on macroeconomic dynamics in open economies: A structural estimation
by Milani, Fabio
- 130-146 Assessing long-term fiscal developments: A new approach
by Afonso, António & Agnello, Luca & Furceri, Davide & Sousa, Ricardo M.
- 147-179 Thresholds in the process of international financial integration
by Ayhan Kose, M. & Prasad, Eswar S. & Taylor, Ashley D.
- 180-204 The 52-week high momentum strategy in international stock markets
by Liu, Ming & Liu, Qianqiu & Ma, Tongshu
- 205-228 Current accounts in the euro area: An intertemporal approach
by Campa, Jose Manuel & Gavilan, Angel
- 229-245 Monetary policy and macroeconomic stability in Latin America: The cases of Brazil, Chile, Colombia and Mexico
by de Mello, Luiz & Moccero, Diego
- 246-267 Why panel tests of purchasing power parity should allow for heterogeneous mean reversion
by Koedijk, Kees G. & Tims, Ben & van Dijk, Mathijs A.
- 268-288 International trade and finance: Complementaries in the United Kingdom 1870-1913 and the United States 1920-1930
by Taylor, Alan M. & Wilson, Janine L.F.
December 2010, Volume 29, Issue 8
- 1463-1481 Larger crises cost more: Impact of banking sector instability on output growth
by Serwa, Dobromil
- 1482-1507 Optimal central bank transparency
by van der Cruijsen, Carin A.B. & Eijffinger, Sylvester C.W. & Hoogduin, Lex H.
- 1508-1528 The macroeconomic effects of monetary and fiscal policy in a small open economy: Does the exchange rate regime matter?
by Darius, Reginald
- 1529-1545 Finance and growth in a bank-based economy: Is it quantity or quality that matters?
by Koetter, Michael & Wedow, Michael
- 1546-1561 Does better information about foreign shocks improve monetary policy?
by Tan, Kang Yong & Tanaka, Misa
- 1562-1579 Productivity shocks, budget deficits and the current account
by Bussière, Matthieu & Fratzscher, Marcel & Müller, Gernot J.
- 1580-1595 Emerging floaters: Pass-throughs and (some) new commodity currencies
by Kohlscheen, Emanuel
- 1596-1618 Dollarization persistence and individual heterogeneity
by Winkelried, Diego & Castillo, Paul
- 1619-1636 Foreign exchange exposure of "domestic" corporations
by Aggarwal, Raj & Harper, Joel T.
- 1637-1651 Exchange rate pass-through to bilateral import prices
by Ceglowski, Janet
- 1652-1669 Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS
by de Jong, Eelke & Verschoor, Willem F.C. & Zwinkels, Remco C.J.
- 1670-1686 The role of exchange rates in intertemporal risk-return relations
by Bali, Turan G. & Wu, Liuren
- 1687-1705 Modeling exchange rate dependence dynamics at different time horizons
by Dias, Alexandra & Embrechts, Paul
- 1706-1726 Nominal versus indexed debt: A quantitative horse race
by Alfaro, Laura & Kanczuk, Fabio
- 1727-1751 International money and stock market contingent claims
by Gourieroux, C. & Monfort, A. & Sufana, R.
- 1752-1775 Trades of the living dead: Style differences, style persistence and performance of currency fund managers
by Pojarliev, Momtchil & Levich, Richard M.
November 2010, Volume 29, Issue 7
- 1193-1205 Observing bailout expectations during a total eclipse of the sun
by Bernal, Oscar & Oosterlinck, Kim & Szafarz, Ariane
- 1206-1225 Incentive problems and the pattern of international risk sharing
by Eijffinger, Sylvester & Wagner, Wolf
- 1226-1236 The size of banking crises in credible fixed exchange rate regimes
by Miller, Victoria & Vallée, Luc
- 1237-1255 Habit formation, surplus consumption and return predictability: International evidence
by Engsted, Tom & Hyde, Stuart & Møller, Stig V.
- 1256-1282 International stock return predictability under model uncertainty
by Schrimpf, Andreas
- 1283-1302 Trader see, trader do: How do (small) FX traders react to large counterparties' trades?
by Menkhoff, Lukas & Schmeling, Maik
- 1303-1320 Loss aversion, asymmetric market comovements, and the home bias
by Amonlirdviman, Kevin & Carvalho, Carlos
- 1321-1339 Financial liberalization, bureaucratic corruption and economic development
by Blackburn, Keith & Forgues-Puccio, Gonzalo F.
- 1340-1356 Tracking U.S. inflation expectations with domestic and global indicators
by Castelnuovo, Efrem
- 1357-1368 Inflation targeting: An indirect approach to assess the direct impact
by Yigit, Taner M.
- 1369-1384 Cagan's paradox and money demand in hyperinflation: Revisited at daily frequency
by Mladenovic, Zorica & Petrovic, Pavle
- 1385-1397 Estimation of the equilibrium exchange rate: The CHEER approach
by Keblowski, Piotr & Welfe, Aleksander
- 1398-1405 A century of purchasing power parity confirmed: The role of nonlinearity
by Kim, Hyeongwoo & Moh, Young-Kyu
- 1406-1423 Cashflow news, the value premium and an asset pricing view on European stock market integration
by Nitschka, Thomas
- 1424-1437 A new approach to forecasting exchange rates
by Clements, Kenneth W. & Lan, Yihui
- 1438-1462 A multinomial logit approach to exchange rate policy classification with an application to growth
by Dubas, Justin M. & Lee, Byung-Joo & Mark, Nelson C.
October 2010, Volume 29, Issue 6
- 973-987 Fiscal and monetary policies and the cost of sudden stops
by Hutchison, Michael M. & Noy, Ilan & Wang, Lidan
- 988-1002 Monetary policy surprises and international bond markets
by Bredin, Don & Hyde, Stuart & Reilly, Gerard O.
- 1003-1023 Political monetary cycles and a de facto ranking of central bank independence
by Alpanda, Sami & Honig, Adam
- 1024-1044 On the role and effects of IMF seniority
by Saravia, Diego
- 1045-1061 Central bank intervention and the intraday process of price formation in the currency markets
by Pasquariello, Paolo
- 1062-1075 A Markov switching analysis of contagion in the EMS
by Mandilaras, Alex & Bird, Graham
- 1076-1093 Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates
by Christopoulos, Dimitris K. & León-Ledesma, Miguel A.
- 1094-1107 Information footholds: Isolating local presence as a factor in analyst performance and trading
by Chang, Charles
- 1108-1123 Can trade costs in goods explain home bias in assets?
by van Wincoop, Eric & Warnock, Francis E.
- 1124-1130 Dollarization does promote trade
by Lin, Shu & Ye, Haichun
- 1131-1150 Can a real business cycle model without price and wage stickiness explain UK real exchange rate behaviour?
by Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti
- 1151-1170 Solving exchange rate puzzles with neither sticky prices nor trade costs
by Moore, Michael J. & Roche, Maurice J.
- 1171-1191 Going multinational under exchange rate uncertainty
by Aray, Henry & Gardeazabal, Javier
September 2010, Volume 29, Issue 5
- 743-759 Dependence structure between the equity market and the foreign exchange market-A copula approach
by Ning, Cathy
- 760-769 Does the currency regime shape unhedged currency exposure?
by Patnaik, Ila & Shah, Ajay
- 770-790 Investigating nonlinearities in real exchange rate adjustment: Threshold cointegration and the dynamics of exchange rates and relative prices
by Nakagawa, Hironobu
- 791-818 Time-varying integration, interdependence and contagion
by Baele, Lieven & Inghelbrecht, Koen
- 819-839 A happy "half way-house"? Medium term inflation targeting in New Zealand
by Lees, Kirdan & Warburton, Sam
- 840-856 Nominal exchange rate volatility, relative price volatility, and the real exchange rate
by Ganguly, Srideep & Breuer, Janice Boucher
- 857-875 Long memory versus structural breaks in modeling and forecasting realized volatility
by Choi, Kyongwook & Yu, Wei-Choun & Zivot, Eric
- 876-896 The impact of monetary policy shocks on stock prices: Evidence from Canada and the United States
by Li, Yun Daisy & Iscan, Talan B. & Xu, Kuan
- 897-918 Testing conditional asset pricing models: An emerging market perspective
by Iqbal, Javed & Brooks, Robert & Galagedera, Don U.A.
- 919-937 How well does nonlinear mean reversion solve the PPP puzzle?
by Norman, Stephen
- 938-950 Do high interest rates deter speculative attacks? - Evidence and some theory
by Grier, Kevin & Lin, Shu
- 951-972 China as a reserve sink: The evidence from offset and sterilization coefficients
by Ouyang, Alice Y. & Rajan, Ramkishen S. & Willett, Thomas D.
June 2010, Volume 29, Issue 4
- 599-602 The emerging global financial architecture: What's new and what's old?
by Aizenman, Joshua & Glick, Reuven & Lothian, James R.
- 603-614 The immoderate world economy
by Obstfeld, Maurice
- 615-641 The emerging global financial architecture: Tracing and evaluating new patterns of the trilemma configuration
by Aizenman, Joshua & Chinn, Menzie D. & Ito, Hiro
- 642-665 Foreign currency debt, financial crises and economic growth: A long-run view
by Bordo, Michael D. & Meissner, Christopher M. & Stuckler, David
- 666-684 Controlling capital? Legal restrictions and the asset composition of international financial flows
by Binici, Mahir & Hutchison, Michael & Schindler, Martin
- 685-703 The international transmission of interest rate shocks: The Federal Reserve and emerging markets in Latin America and Asia
by Edwards, Sebastian
- 704-727 Inflation targeting and business cycle synchronization
by Flood, Robert P. & Rose, Andrew K.
- 728-741 Does the global fireman inadvertently add fuel to the fire? New evidence from institutional investors' response to IMF program announcements
by Wei, Shang-Jin & Zhang, Zhiwei & Du, Qingyuan
April 2010, Volume 29, Issue 3
- 387-402 Why does sovereign risk differ for domestic and external debt? Evidence from Scandinavia, 1938-1948
by Waldenström, Daniel
- 403-422 Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan
by Garratt, Anthony & Lee, Kevin
- 423-441 Trading the forward bias: Are there limits to speculation?
by Hochradl, Markus & Wagner, Christian
- 442-459 Current account sustainability in the US: What did we really know about it?
by Christopoulos, Dimitris & León-Ledesma, Miguel A.
- 460-485 Should inflation-targeting central banks respond to exchange rate movements?
by Pavasuthipaisit, Robert
- 486-503 The reaction of asset markets to Swiss National Bank communication
by Ranaldo, Angelo & Rossi, Enzo
- 504-524 An empirical study of portfolio-balance and information effects of order flow on exchange rates
by Breedon, Francis & Vitale, Paolo
- 525-539 Comovements in volatility in the euro money market
by Cassola, Nuno & Morana, Claudio
- 540-554 New evidence on the monetary approach of exchange rate determination in Mexico 1994-2007: A cointegrated SVAR model
by Loría, Eduardo & Sánchez, Armando & Salgado, Uberto
- 555-569 Local persistence and the PPP hypothesis
by Kim, Soyoung & Lima, Luiz Renato
- 570-584 Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects
by Fatum, Rasmus & Hutchison, Michael M.
- 585-598 The forward market in emerging currencies: Less biased than in major currencies
by Frankel, Jeffrey & Poonawala, Jumana
March 2010, Volume 29, Issue 2
- 201-223 Foreign debt supply in an imperfect international capital market: Theory and evidence
by Chung, Keunsuk & Turnovsky, Stephen J.
- 224-235 The hysteresis of currency substitution: Currency risk vs. network externalities
by Valev, Neven T.
- 236-251 Interest rate pass-through, monetary policy rules and macroeconomic stability
by Kwapil, Claudia & Scharler, Johann
- 252-274 Deposit insurance coverage, ownership, and banks' risk-taking in emerging markets
by Angkinand, Apanard & Wihlborg, Clas
- 275-299 Risk factor and industry effects in the cross-country comovement of momentum returns
by Naranjo, Andy & Porter, Burt
- 300-314 Financial development and household portfolios - Evidence from Spain, the U.K. and the U.S
by Antzoulatos, Angelos A. & Tsoumas, Chris
- 315-335 A two-country NATREX model for the euro/dollar
by Belloc, Marianna & Federici, Daniela
- 336-357 Noise traders, exchange rate disconnect puzzle, and the Tobin tax
by Xu, Juanyi
- 358-386 International order flows: Explaining equity and exchange rate returns
by Dunne, Peter & Hau, Harald & Moore, Michael
February 2010, Volume 29, Issue 1
- 1-18 Risky public domestic debt composition in emerging economies
by Mehl, Arnaud & Reynaud, Julien
- 19-36 Supersanctions and sovereign debt repayment
by Mitchener, Kris James & Weidenmier, Marc D.
- 37-54 A functional coefficient model view of the Feldstein-Horioka puzzle
by Herwartz, H. & Xu, F.
- 55-78 Home bias, exchange rate disconnect, and optimal exchange rate policy
by Wang, Jian
- 79-93 On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty
by Baum, Christopher F. & Caglayan, Mustafa
- 94-110 The introduction of the Euro and its effects on portfolio decisions
by Haselmann, Rainer & Herwartz, Helmut
- 111-122 Investigating M3 money demand in the euro area
by Dreger, Christian & Wolters, Jürgen
- 123-138 Coordination between monetary policy and fiscal policy for an inflation targeting emerging market
by Aktas, Zelal & Kaya, Neslihan & Özlale, Ümit
- 139-168 Structural breaks in volatility: Evidence for the OECD and non-OECD real exchange rates
by Morales-Zumaquero, Amalia & Sosvilla-Rivero, Simon
- 169-180 Understanding the Backus-Smith puzzle: It's the (nominal) exchange rate, stupid
by Hess, Gregory D. & Shin, Kwanho
- 181-200 Price adjustment and exchange rate pass-through
by Devereux, Michael B. & Yetman, James
December 2009, Volume 28, Issue 8
- 1243-1245 The global financial crisis: Causes, threats and opportunities. Introduction and overview
by Melvin, Michael & Taylor, Mark P.
- 1246-1292 No place to hide: The global crisis in equity markets in 2008/2009
by Bartram, Söhnke M. & Bodnar, Gordon M.
- 1293-1316 The financial crisis of 2008 in fixed-income markets
by Dwyer, Gerald P. & Tkac, Paula
- 1317-1330 The crisis in the foreign exchange market
by Melvin, Michael & Taylor, Mark P.
- 1331-1349 Transmission of the U.S. subprime crisis to emerging markets: Evidence on the decoupling-recoupling hypothesis
by Dooley, Michael & Hutchison, Michael
- 1350-1374 From turmoil to crisis: Dislocations in the FX swap market before and after the failure of Lehman Brothers
by Baba, Naohiko & Packer, Frank
- 1375-1389 Currency carry trade regimes: Beyond the Fama regression
by Clarida, Richard & Davis, Josh & Pedersen, Niels
- 1390-1407 What explains global exchange rate movements during the financial crisis?
by Fratzscher, Marcel
- 1408-1425 Asymmetric monetary policy and the yield curve
by Bhansali, Vineer & Dorsten, Matthew P. & Wise, Mark B.
- 1426-1461 The global credit boom: Challenges for macroeconomics and policy
by Hume, Michael & Sentance, Andrew
November 2009, Volume 28, Issue 7
- 1083-1085 Introduction to conference volume on money and monetary policy
by Dwyer, Gerald P.
- 1086-1096 Milton Friedman's monetary economics and the quantity-theory tradition
by Lothian, James R.
- 1097-1116 Reflections on Milton Friedman's contributions to open economy money/macro
by Boyer, Russell S.
- 1117-1137 An optimum-currency-area odyssey
by Dellas, Harris & Tavlas, George S.
- 1138-1164 Monetary analysis and monetary policy in the euro area 1999-2006
by Fischer, B. & Lenza, M. & Pill, H. & Reichlin, L.
- 1165-1181 Do monetary indicators lead euro area inflation?
by Hofmann, Boris
- 1182-1203 Understanding the money-prices relationship under low and high inflation regimes: Argentina 1977-2006
by Basco, Emiliano & D'Amato, Laura & Garegnani, Lorena
- 1204-1220 The behavior of money and other economic variables: Two natural experiments
by Lothian, James R. & McCarthy, Cornelia H.
- 1221-1241 Inflation and monetary regimes
by Dwyer, Gerald P. & Fisher, Mark
October 2009, Volume 28, Issue 6
- 920-940 International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore
by Valente, Giorgio
- 941-953 The time-varying cost channel of monetary transmission
by Tillmann, Peter
- 954-971 The Euro and inflation uncertainty in the European Monetary Union
by Caporale, Guglielmo Maria & Kontonikas, Alexandros
- 972-986 Macroeconomic uncertainty and performance in the European Union
by Bredin, Don & Fountas, Stilianos
- 987-1005 Public sector layoffs, severance pay, and inflation in the small open economy
by Buffie, Edward F.
- 1006-1021 Ready for capital account convertibility?
by Mukerji, Purba
- 1022-1044 Identifying the effects of an exchange rate depreciation on country risk: Evidence from a natural experiment
by Bordo, Michael D. & Meissner, Christopher M. & Weidenmier, Marc D.
- 1045-1063 New evidence on nominal exchange rate predictability
by Wu, Jyh-Lin & Hu, Yu-Hau
- 1064-1082 Speculative attacks: A laboratory study in continuous time
by Cheung, Yin-Wong & Friedman, Daniel
September 2009, Volume 28, Issue 5
- 742-754 Communicating policy options at the zero bound
by Burkhard, Lukas & Fischer, Andreas M.
- 755-775 Foreign exchange intervention and the political business cycle: A panel data analysis
by Dreher, Axel & Vaubel, Roland
- 776-803 Should central bankers talk to the foreign exchange markets?
by Beine, Michel & Janssen, Gust & Lecourt, Christelle
- 804-812 A note on estimating realignment probabilities - A first-passage-time approach
by Hui, C.H. & Lo, C.F.
- 813-835 Investment and the exchange rate: Short run and long run aggregate and sector-level estimates
by Landon, Stuart & Smith, Constance E.
- 836-852 Commodity currencies and equity flows
by Chaban, Maxym
- 853-867 Efficiency wages, financial market integration, and the fiscal multiplier
by Alper Çenesiz, M. & Pierdzioch, Christian
- 868-879 Using extraneous information to analyze monetary policy in transition economies
by Gavin, William T. & Kemme, David M.
- 880-901 On the determinants of net international portfolio flows: A global perspective
by De Santis, Roberto A. & Lührmann, Melanie
June 2009, Volume 28, Issue 4
- 549-553 Emerging-Markets Finance: Overview of the special issue
by Phylaktis, Kate
- 554-580 Does openness to international financial flows raise productivity growth?
by Ayhan Kose, M. & Prasad, Eswar S. & Terrones, Marco E.
- 581-604 The economic value of fundamental and technical information in emerging currency markets
by de Zwart, Gerben & Markwat, Thijs & Swinkels, Laurens & van Dijk, Dick
- 605-624 Corruption and cross-border investment in emerging markets: Firm-level evidence
by Javorcik, Beata S. & Wei, Shang-Jin
- 625-647 How attractive is central Eastern Europe for risk capital investors?
by Groh, Alexander Peter & von Liechtenstein, Heinrich
- 648-670 Can investor heterogeneity be used to explain the cross-section of average stock returns in emerging markets?
by Jung, Chan Shik & Lee, Dong Wook & Park, Kyung Suh
- 671-695 A model of asset pricing under country risk
by Andrade, Sandro C.
- 696-719 Political connections and the process of going public: Evidence from China
by Francis, Bill B. & Hasan, Iftekhar & Sun, Xian
- 720-737 Does bank ownership increase firm value? Evidence from China
by Lin, Xiaochi & Zhang, Yi & Zhu, Ning
April 2009, Volume 28, Issue 3
- 367-391 Institutions and the external capital structure of countries
by Faria, Andr & Mauro, Paolo
- 392-405 Does globalisation discipline monetary policymakers?
by Cavelaars, Paul
- 406-426 Predictability in financial markets: What do survey expectations tell us?
by Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric
- 427-453 Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence
by Rapach, David E. & Wohar, Mark E.
- 454-478 Effects of financial autarky and integration: The case of the South Africa embargo
by Coulibaly, Brahima
- 479-495 Canaries and vultures: A quantitative history of monetary mismanagement in Brazil
by Albuquerque, Pedro H. & Gouvea, Solange
- 496-521 Domestic monetary transfers and the inland bill of exchange markets in Spain (1775-1885)
by Maixé-Altés, J. Carles & Iglesias, Emma M.
- 522-547 Why do countries peg the way they peg? The determinants of anchor currency choice
by Meissner, Christopher M. & Oomes, Nienke
March 2009, Volume 28, Issue 2
- 198-214 Dollarization, exchange rate regimes and government quality
by Honig, Adam
- 215-239 Does exchange rate risk affect exports asymmetrically? Asian evidence
by Fang, WenShwo & Lai, YiHao & Miller, Stephen M.
- 240-270 Volatility regime-switching in European exchange rates prior to monetary unification
by Wilfling, Bernd
- 271-292 Portfolio flows, volatility and growth
by Ferreira, Miguel A. & Laux, Paul A.
- 293-321 Market liberalizations at the firm level: Spillovers fromADRs and implications for local markets
by Fernandes, Nuno
- 322-343 Inter-regional and region-specific transmission of international stock market returns: The role of foreign information
by Ibrahim, Boulis Maher & Brzeszczynski, Janusz
- 344-365 The response of global equity indexes to U.S. monetary policy announcements
by Wongswan, Jon
February 2009, Volume 28, Issue 1
- 26-55 Asset prices and twin crises
by Singh, Rajesh
- 56-67 Financial development and economic growth: Convergence or divergence?
by Fung, Michael K.
- 68-98 Determinants of exchange rate regime switching
by Fiess, Norbert & Shankar, Rashmi
- 99-114 Admissible monetary aggregates for the euro area
by Binner, Jane M. & Bissoondeeal, Rakesh K. & Elger, C. Thomas & Jones, Barry E. & Mullineux, Andrew W.
- 115-134 Cross-country comparisons of competition and pricing power in European banking
by Carbó, Santiago & Humphrey, David & Maudos, Joaquín & Molyneux, Philip
- 135-147 Real rigidities and real exchange rate volatility
by Craighead, William D.
- 148-160 Openness, exchange rate regimes and the Phillips curve
by Bowdler, Christopher
- 161-181 Currency crashes and bond yields in industrial countries
by Gagnon, Joseph E.
December 2008, Volume 27, Issue 8
- 1215-1243 Informational linkages across trading regions: Evidence from foreign exchange markets
by Cai, Fang & Howorka, Edward & Wongswan, Jon
- 1244-1260 Zooming out: The trade effect of the euro in historical perspective
by Berger, Helge & Nitsch, Volker
- 1261-1283 Productivity and equity market fundamentals: 80 years of evidence for 11 OECD countries
by Davis, E. Philip & Madsen, Jakob B.
- 1284-1302 Is the forward bias economically small? Evidence from European rates
by Sercu, Piet & Vandebroek, Martina & Wu, Xueping
- 1303-1324 Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests
by Lucey, Brian M. & Voronkova, Svitlana
- 1325-1336 Global monetary conditions versus country-specific factors in the determination of emerging market debt spreads
by Dailami, Mansoor & Masson, Paul R. & Padou, Jean Jose
- 1337-1359 Net foreign asset positions and consumption dynamics in the international economy
by Ghironi, Fabio & Iscan, Talan B. & Rebucci, Alessandro
- 1360-1382 The welfare implications of foreign exchange intervention
by Ho, Wai-Ming
- 1383-1406 Local information in foreign exchange markets
by Menkhoff, Lukas & Schmeling, Maik
- 1407-1419 Asymmetric information and rational expectations: When is it right to be "wrong"?
by Demertzis, Maria & Hughes Hallett, Andrew
- 1420-1429 Assessing the importance of global shocks versus country-specific shocks
by Souki, Kaouthar & Enders, Walter
- 1430-1452 Does openness to trade make countries more vulnerable to sudden stops, or less? Using gravity to establish causality
by Cavallo, Eduardo A. & Frankel, Jeffrey A.
November 2008, Volume 27, Issue 7
- 1056-1073 The submission of limit orders or market orders: The role ofÂ timing and information in the Reuters D2000-2 system
by Lo, Ingrid & Sapp, Stephen G.
- 1074-1097 Foreign exchange risk and the cross-section of stock returns
by Kolari, James W. & Moorman, Ted C. & Sorescu, Sorin M.
- 1098-1121 A new approach to modeling early warning systems for currency crises: Can a machine-learning fuzzy expert system predict the currency crises effectively?
by Lin, Chin-Shien & Khan, Haider A. & Chang, Ruei-Yuan & Wang, Ying-Chieh
- 1122-1134 Diversification in euro area stock markets: Country versus industry
by Moerman, Gerard A.
- 1135-1160 Exchange rate pass-through and relative prices: An industry-level empirical investigation
by Bhattacharya, Prasad S. & Karayalcin, Cem A. & Thomakos, Dimitrios D.
- 1161-1176 Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model
by Smallwood, Aaron D.
- 1177-1197 Exploring different views of exchange rate regime choice
by Carmignani, Fabrizio & Colombo, Emilio & Tirelli, Patrizio
October 2008, Volume 27, Issue 6
- 876-896 Dynamic effects of terms of trade shocks: The impact on debt and growth
by Eicher, Theo S. & Schubert, Stefan F. & Turnovsky, Stephen J.
- 897-914 Productivity shocks and the current account: An alternative perspective of capital market integration
by Decressin, Jörg & Disyatat, Piti