Journal of International Money and Finance
2003, Volume 22, Issue 7
- 1065-1087 Currency boards, dollarized liabilities, and monetary policy credibility
by Spiegel, Mark M. & Valderrama, Diego
- 1089-1094 Three generations of crises, three generations of crisis models
by Eichengreen, Barry
- 1095-1106 Financial instability in Latin America
by Edwards, Sebastian
2003, Volume 22, Issue 6
- 747-772 The determinants of nominal income, output and the price level: A synthesis of the Keynesian and neo-classical views
by Almonacid, Ruben D.
- 773-775 Ruben Almonacid: an appreciation
by Harberger, Arnold C. & Sjaastad, Larry A.
- 777-811 Are correlations of stock returns justified by subsequent changes in national outputs?
by Dumas, Bernard & Harvey, Campbell R. & Ruiz, Pierre
- 813-833 Estimating the liquidity effect in post-reform Chile: do inflationary expectations matter?
by Halabi, Claudia E. & Lastrapes, William D.
- 835-864 Gross capital flows and asymmetric information
by Dvorak, Tomas
- 865-885 An empirical analysis of the structure of credit risk premiums in the Eurobond market
by Murphy, Austin
2003, Volume 22, Issue 5
- 611-611 Editorial
by Lothian, James R. & Melvin, Michael T.
- 613-627 PPP and structural breaks. The peseta-sterling rate, 50 years of a floating regime
by Sabate, Marcela & Gadea, Maria Dolores & Serrano, Jose Maria
- 629-656 Common factors in international bond returns
by Driessen, Joost & Melenberg, Bertrand & Nijman, Theo
- 657-679 Volatility and financial intermediation
by Aizenman, Joshua & Powell, Andrew
- 681-696 Multiple equilibria and currency crisis: evidence for Korea
by Ratti, Ronald A. & Seo, Jeonghee
- 697-707 Devaluation (levels vs. rates) and balance of payments in a cash-in-advance economy
by Petrucci, Alberto
- 709-735 A multi-factor, credit migration model for sovereign and corporate debts
by Wei, Jason Z.
- 737-745 Can short-term capital controls promote capital inflows?
by Cordella, Tito
2003, Volume 22, Issue 4
- 441-451 Misspecification versus bubbles in hyperinflation data: comment
by Engsted, Tom
- 453-458 Misspecification and bubbles in hyperinflation data: reply to Engsted1
by Hooker, Mark A.
- 459-481 International institutional lending arrangements to sovereign borrowers
by Plaut, Steven E. & Melnik, Arie L.
- 483-509 Spillovers through banking centers: a panel data analysis of bank flows
by Van Rijckeghem, Caroline & Weder, Beatrice
- 511-528 Implied volatility dynamics in the foreign exchange markets
by Kim, Minho & Kim, Minchoul
- 529-556 Intertemporal substitution, risk aversion, and economic performance in a stochastically growing open economy
by Giuliano, Paola & Turnovsky, Stephen J.
- 557-569 Testing present value models of the current account: a cautionary note
by Kasa, Kenneth
- 571-590 Interest rate linkages within the European Monetary System: new evidence incorporating long-run trends
by Zhou, Su
- 591-609 Statistical distributions and the identification of currency crises
by Pozo, Susan & Amuedo-Dorantes, Catalina
2003, Volume 22, Issue 3
- 307-341 Shock effects on stocks, bonds, and exchange rates
by Fair, Ray C.
- 343-363 Exchange rate dynamics and the welfare effects of monetary policy in a two-country model with home-product bias
by Warnock, Francis E.
- 365-383 Asymmetric exchange rate exposure: theory and evidence
by Koutmos, Gregory & Martin, Anna D.
- 385-392 Bank runs and currency peg credibility
by Miller, V.
- 393-416 Foreign exchange market intervention in two small open economies: the Canadian and Australian experience
by Rogers, J. M. & Siklos, P. L.
- 417-439 Structural convergence under reversible and irreversible monetary unification
by Beetsma, Roel M. W. J. & Jensen, Henrik
2003, Volume 22, Issue 2
- 155-184 Terms of trade shocks and the balance of trade: there is a Harberger-Laursen-Metzler effect
by Otto, G.
- 185-211 Dollarization in post-hyperinflationary Argentina
by Kamin, Steven B. & Ericsson, Neil R.
- 213-222 What can US city price data tell us about purchasing power parity?
by Chen, L. L. & Devereux, J.
- 223-237 Intraday technical trading in the foreign exchange market
by Neely, C. J. & Weller, P. A.
- 239-260 Habit persistence and welfare gains from international asset trade
by Matsen, Egil
- 261-287 The structure of interdependence in international stock markets
by Bessler, David A. & Yang, Jian
- 289-306 Exchange rate intervention with options
by Zapatero, Fernando & Reverter, Luis F.
2003, Volume 22, Issue 1
- 1-32 The inter-war gold exchange standard: credibility and monetary independence
by Bordo, Michael D. & MacDonald, Ronald
- 33-64 The performance of alternative valuation models in the OTC currency options market
by Bollen, Nicolas P. B & Rasiel, Emma
- 65-85 Can sticky prices account for the variations and persistence in real exchange rates?
by Ng, Serena
- 87-103 Useful government spending, direct crowding-out and fiscal policy interdependence
by Ganelli, Giovanni
- 105-130 Purchasing power parity, price indices, and exchange rate forcasts
by Xu, Zhenhui
- 131-151 Mexican investment after the Tequila crisis: basic economics, "confidence" effects or market imperfections?
by Lederman, Daniel & Menendez, Ana Maria & Perry, Guillermo & Stiglitz, Joseph
2002, Volume 21, Issue 7
- 957-980 Incomplete markets, borrowing constraints, and the foreign exchange risk premium
by Leduc, Sylvain
- 981-1011 Are the gains from international portfolio diversification exaggerated? The influence of downside risk in bear markets
by Butler, K. C. & Joaquin, D. C.
- 1013-1034 Arbitrage opportunities on the road to stabilization and reform
by Antzoulatos, Angelos A.
- 1035-1052 Anticipated foreign military threat, arms accumulation, and the current account in a small open economy
by Chang, Wen-ya & Tsai, Hsueh-fang & Lai, Ching-chong
- 1053-1072 Time-varying risk preferences and emerging market co-movements
by Chue, Timothy K.
2002, Volume 21, Issue 6
- 693-693 Editorial
by Lothian, J. R.
- 695-698 Introduction
by Bagella, Michele & Hasan, Iftekhar & Lothian, James
- 699-724 The internationalization of money and finance and the globalization of financial markets
by Lothian, James R.
- 725-748 A century of current account dynamics
by Taylor, Alan M.
- 749-776 International financial integration and economic growth
by Edison, Hali J. & Levine, Ross & Ricci, Luca & Slok, Torsten
- 777-793 Inflation thresholds and the finance-growth nexus
by Rousseau, Peter L. & Wachtel, Paul
- 795-805 Home bias and high turnover reconsidered
by Warnock, Francis E.
- 807-831 Informational integration and FX trading
by Evans, Martin D. D. & Lyons, Richard K.
- 833-855 The pricing of emerging market country funds
by Eun, C. S. & Janakiramanan, S. & Senbet, L. W.
- 857-877 The effects of cross-border bank mergers on bank risk and value
by Amihud, Yakov & DeLong, Gayle L. & Saunders, Anthony
- 879-903 Measuring financial and economic integration with equity prices in emerging markets
by Phylaktis, Kate & Ravazzolo, Fabiola
- 905-929 The cost of capital in international financial markets: local or global?
by Koedijk, Kees G. & Kool, Clemens J. M. & Schotman, Peter C. & van Dijk, Mathijs A.
- 931-956 Emerging market liberalization and the impact on uncovered interest rate parity
by Francis, Bill B. & Hasan, Iftekhar & Hunter, Delroy M.
2002, Volume 21, Issue 5
- 565-587 Effectiveness of IMF-supported stabilization programs in developing countries
by Evrensel, Ayse Y.
- 589-618 On the dual characteristics of closed-end country funds
by Lee, Bong-Soo & Hong, Gwangheon
- 619-649 The determinants of foreign exchange intervention by central banks: evidence from Australia
by Kim, Suk-Joong & Sheen, Jeffrey
- 651-666 Does the Australian dollar real exchange rate display mean reversion
by Henry, Olan T. & Olekalns, Nilss
- 667-692 Government expenditure and equilibrium real exchange rates
by Balvers, Ronald J. & Bergstrand, Jeffrey H.
2002, Volume 21, Issue 4
- 459-479 Technical analysis and the effectiveness of central bank intervention
by Saacke, Peter
- 481-496 Exchange rate effects on the volume and variability of trade flows
by Barkoulas, John T. & Baum, Christopher F. & Caglayan, Mustafa
- 497-518 Real exchange rates, trade balances and nominal shocks: evidence for the G-7
by Fisher, L. A. & Huh, H-S.
- 519-537 Predicting recessions with interest rate spreads: a multicountry regime-switching analysis
by Ahrens, R.
- 539-553 Budget deficits, inflation risk, and asset prices
by Thorbecke, Willem
- 555-564 The Feldstein-Horioka puzzle revisited
by Ho, Tsung-wu
2002, Volume 21, Issue 3
- 295-350 The dynamics of emerging market equity flows
by Bekaert, G. & Harvey, C. R. & Lumsdaine, R. L.
- 351-383 The euro as an international currency: explaining puzzling first evidence from the foreign exchange markets
by Hau, Harald & Killeen, William & Moore, Michael
- 385-412 Present value tests of the current account with durables consumption
by Iscan, Talan B.
- 413-434 Exchange rate stabilization in the ERM: identifying European monetary policy reactions
by Kim, Soyoung
- 435-457 A model of contagious currency crises with application to Argentina
by Choueiri, Nada
2002, Volume 21, Issue 2
- 145-162 How does war shock the economy?
by Caplan, B.
- 163-182 Can output explain the predictability and volatility of stock returns?
by Rodriguez, Rosa & Restoy, Fernando & Pena, J. Ignacio
- 183-202 Common trends and convergence? South East Asian equity markets, 1988-1999
by Manning, Neil
- 203-222 Real trading patterns and prices in spot foreign exchange markets
by Danielsson, J. & Payne, R.
- 223-239 Testing for efficiency and rationality in foreign exchange markets--a review of the literature and research on foreign exchange market efficiency and rationality with comments
by Wang, Peijie & Jones, Trefor
- 241-264 Optimal currency risk hedging
by Lioui, Abraham & Poncet, Patrice
- 265-293 Return and volatility behavior of dually-traded stocks: the case of Hong Kong
by Wang, Steven Shuye & Meng Rui, Oliver & Firth, Michael
2002, Volume 21, Issue 1
- 1-31 Exchange rate fluctuations and disaggregated economic activity in the US: theory and evidence
by Kandil, Magda & Mirzaie, Aghdas
- 33-52 Exogenous shocks, contagion, and bank soundness: a macroeconomic framework
by Blejer, Mario I. & Feldman, Ernesto V. & Feltenstein, Andrew
- 53-78 Currency substitution and speculative attacks on a currency board system
by Tsang, Shu-ki & Ma, Yue
- 79-113 Determinants of foreign direct investment across China
by Sun, Qian & Tong, Wilson & Yu, Qiao
- 115-144 Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations
by Beine, Michel & Benassy-Quere, Agnes & Lecourt, Christelle
2001, Volume 20, Issue 7
- 949-970 Technical analysis and central bank intervention
by Neely, Christopher J. & Weller, Paul A.
- 971-986 Extreme observations and diversification in Latin American emerging equity markets
by Susmel, Raul
- 987-1001 Distribution of parallel exchange rates in African countries
by Fofack, Hippolyte & Nolan, John P.
- 1003-1016 What makes the stock market jump? An analysis of political risk on Hong Kong stock returns
by Kim, Harold Y. & Mei, Jianping P.
- 1017-1034 The saving-investment correlation puzzle is still a puzzle
by Kim, Sunghyun Henry
2001, Volume 20, Issue 6
- 737-741 Central bank operations: auction theory and empirical evidence
by von Hagen, J.
- 743-767 A theory of treasury auctions
by Daripa, Arupratan
- 769-792 Collateral and short squeezing of liquidity in fixed rate tenders
by Nyborg, Kjell G. & Strebulaev, Ilya A.
- 793-808 Rationing rules and European Central Bank auctions
by Gresik, Thomas A.
- 809-838 Efficiency in auctions: theory and practiceUpdated copies of this paper can be found at www.wws.princeton.edu/~rjmorgan
by Morgan, John
- 839-856 The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data
by Breitung, Jorg & Nautz, Dieter
- 857-870 Why did the banks overbid? An empirical model of the fixed rate tenders of the European Central Bank
by Ayuso, Juan & Repullo, Rafael
- 871-893 European Central Bank operations: experimental investigation of the fixed rate tender
by Ehrhart, Karl-Martin
- 895-948 The microstructure of the euro money market
by Hartmann, Philipp & Manna, Michele & Manzanares, Andres
2001, Volume 20, Issue 5
- 589-590 Erratum to "The foreign-exchange costs of central bank intervention: evidence from Sweden" [Journal of International Money and Finance 20 (2001) 219-247]
by Sjoo, Boo & Sweeney, Richard J.
- 591-609 Emerging market debt: measuring credit quality and examining relative pricing
by Cumby, Robert E. & Pastine, Tuvana
- 611-637 Jumps and time-varying correlations in daily foreign exchange rates
by Chang, Kook-Hyun & Kim, Myung-Jig
- 639-657 Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate
by Caner, M. & Kilian, L.
- 659-675 Introducing new futures contracts: reinforcement versus cannibalism
by Pennings, Joost M. E. & M. Leuthold, Raymond
- 677-700 Central bank interventions and exchange rate band regimes
by Mundaca, B. Gabriela
- 701-713 Money demand in Euroland
by Funke, Michael
- 715-735 Living with the "enemy": an analysis of foreign investment in the Japanese equity market
by Hamao, Yasushi & Mei, Jianping
2001, Volume 20, Issue 4
- 439-471 Currency traders and exchange rate dynamics: a survey of the US market
by Cheung, Yin-Wong & Chinn, Menzie David
- 473-495 The real-interest-differential model after 20 years
by Isaac, Alan G. & de Mel, Suresh
- 497-519 International transmission of anticipated inflation under alternative exchange-rate regimes
by Holman, Jill A. & Rioja, Felix K.
- 521-532 Nominal exchange-rate prediction: evidence from a nonlinear approach
by Wu, Jyh-Lin & Chen, Show-Lin
- 533-548 An empirical reassessment of target-zone nonlinearities
by Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin
- 549-562 Secondary market efficiency for LDC bank loans and international private lending, 1985-1993
by Sawada, Yasuyuki
- 563-587 Long and short term dynamic causal transmission amongst international stock markets
by Masih, Rumi & Masih, Abul M. M.
2001, Volume 20, Issue 3
- 297-325 Exchange rates and firms' liquidity: evidence from ADRs
by Huang, Roger D. & Stoll, Hans R.
- 327-347 'Once-in-a-generation' yen volatility in 1998: fundamentals, intervention, and order flow
by Cai, Jun & Cheung, Yan-Leung & Lee, Raymond S. K. & Melvin, Michael
- 349-366 Global property investment and the costs of international diversification
by Eichholtz, Piet & Koedijk, Kees & Schweitzer, Mark
- 367-378 Volatility spillovers in East European black-market exchange rates
by Speight, Alan E. H. & McMillan, David G.
- 379-399 Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era
by Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa
- 401-418 Measuring and estimating exchange market pressure in the EU
by Pentecost, Eric J. & Van Hooydonk, Charlotte & Van Poeck, Andre
- 419-438 The lifetime of a unilateral target zone: some extended results
by Broome, Simon
2001, Volume 20, Issue 2
- 149-164 The effects of industry structure on economic exposure
by Marston, Richard C.
- 165-189 Why real interest rates, cost of capital and price/earnings ratios vary across countries
by Chowdhry, Bhagwan & Titman, Sheridan
- 191-218 Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate
by Cao, Melanie
- 219-247 The foreign-exchange costs of central bank intervention: evidence from Sweden
by Sjoo, Boo & Sweeney, Richard J.
- 249-272 Unit root tests for panel data
by Choi, In
- 273-296 Exchange rate exposure, hedging, and the use of foreign currency derivatives
by Allayannis, George & Ofek, Eli
2001, Volume 20, Issue 1
- 1-23 Forecasting daily exchange rate volatility using intraday returns
by Martens, Martin
- 25-41 Can Markov switching models replicate chartist profits in the foreign exchange market?
by Dewachter, Hans
- 43-69 Privatization, political risk and stock market development in emerging economies
by Perotti, Enrico C. & van Oijen, Pieter
- 71-90 Tests of conditional asset pricing models in the Brazilian stock market
by Garcia, Rene & Bonomo, Marco
- 91-113 Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay
by Wilfling, Bernd & Maennig, Wolfgang
- 115-132 Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates
by Cheung, Yin-Wong & Lai, Kon S.
- 133-148 Evaluating forecasts from SETAR models of exchange rates
by Clements, Michael P. & Smith, Jeremy
2000, Volume 19, Issue 6
- 765-784 The timing of exchange rate collapse
by Daniel, Betty C.
- 785-812 Cointegration and forward and spot exchange rate regressions
by Zivot, Eric
- 813-832 The determinants of bank interest rate margins: an international study
by Saunders, Anthony & Schumacher, Liliana
- 833-851 How does a devaluation affect the current account?
by Devereux, M. B.
- 853-884 Multinational capital structure and financial flexibility
by Singh, Kuljot & Hodder, James E.
- 885-915 Reading the smile: the message conveyed by methods which infer risk neutral densities
by Jondeau, Eric & Rockinger, Michael
- 917-941 The monetary model in the presence of I(2) components: long-run relationships, short-run dynamics and forecasting of the Greek drachma
by Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P.
2000, Volume 19, Issue 5
- 601-631 The effect of monetary policy actions on exchange rates under interest-rate targeting
by Bonser-Neal, Catherine & Roley, V. Vance & Sellon, Gordon H.
- 633-655 Tariffs and exchange rate dynamics redux
by Fender, John & Yip, Chong K.
- 657-672 Testing for asymmetry in the link between the yield spread and output in the G-7 countries
by Galbraith, John W. & Tkacz, Greg
- 673-688 On empirical exchange rate models: what does a rejection of the symmetry restriction on short-run interest rates mean?
by Goldberg, Michael D.
- 689-712 Speculative noise trading and manipulation in the foreign exchange market
by Vitale, Paolo
- 713-736 Testing the expectations hypothesis in Eurodeposits
by Dominguez, Emilio & Novales, Alfonso
- 737-751 Internalization and stock price clustering: Finnish evidence
by Geoffrey Booth, G. & Kallunki, Juha-Pekka & Lin, Ji-Chai & Martikainen, Teppo
- 753-757 Purchasing power parity over two centuries?
by Cuddington, John T. & Liang, Hong
- 759-764 Purchasing power parity over two centuries: strengthening the case for real exchange rate stability: A reply to Cuddington and Liang
by Lothian, James R. & Taylor, Mark P.
2000, Volume 19, Issue 4
- 471-488 The forward premium anomaly is not as bad as you think
by Baillie, Richard T. & Bollerslev, Tim
- 489-506 Panel unit root tests of purchasing power parity for price indices
by Fleissig, Adrian R. & Strauss, Jack
- 507-511 International capital mobility: evidence from panel data
by Jansen, W. Jos
- 513-534 International investment positions: a cross-sectional analysis
by Lane, Philip R.
- 535-548 The saving retention coefficient in the long run and in the short run: evidence from panel data
by Coiteux, Martin & Olivier, Simon
- 549-560 Hedging price risk when real wealth matters
by Adam-Muller, Axel F. A.
- 561-582 Estimation and simulation of risk premia in equity and foreign exchange markets
by Kim, Inbae & Salemi, Michael K.
- 583-600 Misspecification versus bubbles in hyperinflation data: Monte Carlo and interwar European evidence
by Hooker, Mark A.
2000, Volume 19, Issue 3
- 309-329 Partially segmented international capital markets and international capital budgeting
by Cooper, Ian A. & Kaplanis, Evi
- 331-361 A rational explanation for home country bias
by Hasan, Iftekhar & Simaan, Yusif
- 363-376 Is there excess comovement of bond yields between countries?
by Sutton, Gregory D.
- 377-397 A multi-country study of power ARCH models and national stock market returns
by Brooks, Robert D. & Faff, Robert W. & McKenzie, Michael D. & Mitchell, Heather
- 399-418 On the determinants and resilience of bond flows to LDCs, 1990-1995
by Antzoulatos, A. A.
- 419-432 European Monetary Union: a cointegration analysis
by Haug, Alfred A. & MacKinnon, James G. & Michelis, Leo
- 433-470 Exchange rate and foreign inflation risk premiums in global equity returns
by Vassalou, Maria
2000, Volume 19, Issue 2
- 153-183 Politics, economics and investment:: Explaining plant and equipment spending by US direct investors in Argentina, Brazil and Mexico
by Stevens, Guy V. G.
- 185-205 Endogenous real exchange rate fluctuations in an optimizing open economy model
by Chen, Shikuan
- 207-233 Volatility spillover effects from Japan and the US to the Pacific-Basin
by Ng, Angela
- 235-253 Causes of capital flows in developing countries
by Kim, Yoonbai
- 255-271 Current account dynamics and expected future budget deficits: some international evidence
by Piersanti, Giovanni
- 273-288 Stationary time-varying risk premia in forward foreign exchange rates
by Shively, Philip A.
- 289-308 The relationship between interest rate differentials and macroeconomic variables: a panel data study for European countries
by Bernhardsen, Tom
2000, Volume 19, Issue 1
- 1-32 Regularities in volatility and the price of risk following large stock market movements in the US and Japan
by Kane, Alex & Lehmann, Bruce N. & Trippi, Robert R.
- 33-53 Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
by Taylor, Mark P. & Peel, David A.
- 55-72 Trade in nominal assets and net international capital flows
by Bacchetta, Philippe & van Wincoop, Eric
- 73-92 Capital flight and political risk
by Lensink, Robert & Hermes, Niels & Murinde, Victor
- 93-116 The performance of initial public offerings in the Mexican stock market, 1987-1993
by Hensler, Douglas A. & Herrera, Martin J. & Lockwood, Larry J.
- 117-134 Exchange rate movements and the profitability of U.S. multinationals
by Gao, Ting
- 135-152 Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM
by Ma, Yue & Kanas, Angelos
1999, Volume 18, Issue 6
- 835-851 Uncovered interest parity, monetary policy and time-varying risk premia
by Anker, Peter
- 853-870 Capturing downside risk in financial markets: the case of the Asian Crisis
by Pownall, Rachel A. J. & Koedijk, Kees G.
- 871-890 Asset pricing in open economies with incomplete markets: implications for foreign currency returns
by Ramchand, Latha
- 891-909 Tax reform and external balance
by Lin, Shuanglin
- 911-924 Beyond the purchasing power parity: testing for cointegration and causality between exchange rates, prices, and interest rates
by Cheng, Benjamin S.
- 925-940 Monetary shocks, the exchange rate, and the trade balance
by Koray, Faik & McMillin, W. Douglas
1999, Volume 18, Issue 5
- 725-750 The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates
by Jondeau, Eric & Ricart, Roland
- 751-768 Long-run purchasing power parity with short-run data: evidence with a null hypothesis of stationarity
by Culver, Sarah E. & Papell, David H.
- 769-798 European integration and asymmetry in the EMS
by Uctum, Merih
- 799-816 Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis
by Leybourne, Stephen J. & Mizen, Paul
- 817-834 The term structure of interest rates in a sticky-price target zone model
by Kempa, Bernd & Nelles, Michael & Pierdzioch, Christian
1999, Volume 18, Issue 4
- 501-514 The current international financial crisis:: how much is new?
by Kamin, Steven B.
- 515-535 Was China the first domino? Assessing links between China and other Asian economies
by Fernald, John & Edison, Hali & Loungani, Prakash
- 537-560 What triggers market jitters?: A chronicle of the Asian crisis
by Kaminsky, Graciela L. & Schmukler, Sergio L.
- 561-586 Predicting currency crises:: The indicators approach and an alternative
by Berg, Andrew & Pattillo, Catherine