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Content
2020, Volume 108, Issue C
- S0261560620300991 Cross-border investments and uncertainty: Firm-level evidence
by Cezar, Rafael & Gigout, Timothée & Tripier, Fabien
- S0261560620301017 The impact of social capital on economic attitudes and outcomes
by Hasan, Iftekhar & He, Qing & Lu, Haitian
- S0261560620301467 Change of monetary regime, contracts, and prices: Lessons from the great depression, 1932–1935
by Edwards, Sebastian
- S0261560620301637 Editorial of the special issue on international aspects of economic and policy fragility
by Kouretas, Georgios P. & Papadopoulos, Athanasios P.
- S0261560620301807 The relationship between credit ratings and asset liquidity: Evidence from Western European banks
by Meriläinen, Jari-Mikko & Junttila, Juha
- S026156062030084X Does multilateral lending aid capital accumulation? Role of intellectual capital and institutional quality
by Nemlioglu, Ilayda & Mallick, Sushanta
2020, Volume 107, Issue C
- S0261560620301479 Pegxit pressure
by Mitchener, Kris James & Pina, Gonçalo
- S0261560620301480 Structural changes and the real exchange rate dynamics
by Ju, Jiandong & Lin, Justin Yifu & Liu, Qing & Shi, Kang
- S0261560620301613 The third round of euro area enlargement: Are the candidates ready?
by Deskar-Škrbić, Milan & Kotarac, Karlo & Kunovac, Davor
- S0261560620301625 Global imbalances from a stock perspective: The asymmetry between creditors and debtors
by Alberola, Enrique & Estrada, Ángel & Viani, Francesca
- S0261560620301649 Valuation effect of capital account liberalization: Evidence from the Chinese stock market
by Ding, Haoyuan & Jin, Yuying & Koedijk, Kees G. & Wang, Yunjin
- S0261560620301741 Sovereign credit risk and global equity fund returns in emerging markets
by Andreou, Christoforos K. & Lambertides, Neophytos & Savvides, Andreas
- S0261560620301753 On the (Changing) asymmetry of global spillovers: Emerging markets vs. advanced economies
by Arezki, Rabah & Liu, Yang
- S0261560620301765 Procyclical leverage in Europe and its role in asset pricing
by Baltzer, Markus & Koehl, Alexandra & Reitz, Stefan
- S0261560620301790 Predictability and pricing efficiency in forward and spot, developed and emerging currency markets
by Potì, Valerio & Levich, Richard & Conlon, Thomas
- S0261560620301819 The interest group theory of banking sector expansion in China: Evidence from a quasi-natural experiment
by Liu, Guanchun & Zhang, Chengsi & Zhu, Yueteng
- S026156062030173X Legal harmonization, institutional quality, and countries’ external positions: A sectoral analysis
by Bremus, Franziska & Kliatskova, Tatsiana
2020, Volume 106, Issue C
- S0261560620301352 What can online prices teach us about exchange rate pass-through?
by Rigobon, Roberto
- S0261560620301388 Industry heterogeneity and exchange rate pass-through
by Casas, Camila
- S0261560620301406 Estimating the effect of exchange rate changes on total exports
by Mayer, Thierry & Steingress, Walter
- S0261560620301418 Micro data and the exchange rate pass-through to prices and trade
by Alberola, Enrique & Zampolli, Fabrizio
- S026156062030139X Import prices and invoice currency: Evidence from Chile
by Giuliano, Fernando & Luttini, Emiliano
- S026156062030142X Effects of a mandatory local currency pricing law on the exchange rate pass-through
by Castellares, Renzo & Toma, Hiroshi
2020, Volume 105, Issue C
- S0261560618301414 Information rigidities and exchange rate expectations
by Beckmann, Joscha & Reitz, Stefan
- S0261560618304078 Reserve accumulation and bank lending: Evidence from Korea
by Yun, Youngjin
- S0261560620301431 Inflation and exchange rate pass-through
by Ha, Jongrim & Marc Stocker, M. & Yilmazkuday, Hakan
- S0261560620301443 Trade, FDI, and Global Imbalances
by Li, Wei & Nie, Guangyu & Wang, Zi
- S0261560620301455 Spillover effects of capital controls on capital flows and financial risk contagion
by Fan, Haichao & Gou, Qin & Peng, Yuchao & Xie, Wenjing
- S0261560620301601 Worldwide economic recoveries from financial crises through the decades
by Barthélémy, Sylvain & Binet, Marie-Estelle & Pentecôte, Jean-Sébastien
2020, Volume 104, Issue C
- S0261560618302882 Does central bank communication signal future monetary policy in a (post)-crisis era? The case of the ECB
by Bennani, Hamza & Fanta, Nicolas & Gertler, Pavel & Horvath, Roman
- S0261560618304303 Variable export price elasticity, product quality, and credit constraints: Theory and evidence from Greek firms
by Dinopoulos, Elias & Kalyvitis, Sarantis & Katsimi, Margarita
- S0261560618304650 How post-crisis regulation has affected bank CEO compensation
by Cerasi, Vittoria & Deininger, Sebastian M. & Gambacorta, Leonardo & Oliviero, Tommaso
- S0261560618304790 US stock prices and recency-biased learning in the run-up to the Global Financial Crisis and its aftermath
by Gandré, Pauline
- S0261560618305308 What drives the FOMC’s dot plots?
by Gerlach, Stefan & Stuart, Rebecca
- S0261560619300075 Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
by Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian
- S0261560619300373 Fiscal deficits as a source of boom and bust under a common currency
by Ganelli, Giovanni & Rankin, Neil
- S0261560619300671 Do fixers perform worse than non-fixers during global recessions and recoveries?
by Terrones, Marco E.
- S0261560619302141 Loan supply and bank capital: A micro-macro linkage
by Kick, Thomas & Malinkovich, Swetlana & Merkl, Christian
- S0261560619304395 Money stock versus monetary base in time–frequency exchange rate determination
by Funashima, Yoshito
- S0261560619305376 Credit constraints, currency depreciation and international trade
by Li, Jie & Lan, Liping & Ouyang, Zhigang
- S0261560620301340 Optimal reserves in financially closed economies
by Jeanne, Olivier & Sandri, Damiano
- S0261560620301364 Disguised carry trade and the transmission of global liquidity shocks: Evidence from China’s goods trade data
by Lin, Shu & Xiao, Jinchuan & Ye, Haichun
- S0261560620301376 The impact of regional financial depth on outbound cross-border mergers and acquisitions
by Hu, Yichuan & Li, Chang & Qin, Cong
- S026156061830192X Exchange rate forecasting on a napkin
by Zorzi, Michele Ca’ & Rubaszek, Michał
- S026156061930018X Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach
by Carrillo, Julio A. & Elizondo, Rocio & Hernández-Román, Luis G.
2020, Volume 103, Issue C
- S0261560618302158 Cross-country spillovers from macroprudential regulation: Reciprocity and leakage
by Rubio, Margarita
- S0261560618303760 Does publication of interest rate paths provide guidance?
by Natvik, Gisle J. & Rime, Dagfinn & Syrstad, Olav
- S0261560618305710 Revisiting the persistence of real exchange rates
by Chen, Show-Lin & Wu, Jyh-Lin
- S0261560619302967 Spread the Word: International spillovers from central bank communication
by Armelius, Hanna & Bertsch, Christoph & Hull, Isaiah & Zhang, Xin
- S0261560619306175 Sovereign risk evaluation for European Union countries
by Agiakloglou, Christos & Deligiannakis, Emmanouil
- S0261560619306473 Domestically formed international diversification
by Lu, Qinye & Vivian, Andrew
- S0261560619306497 The currency composition of international portfolio assets
by Galstyan, Vahagn & Mehigan, Caroline & Mercado, Rogelio
- S026156061930227X US monetary policy and global banking flows
by Lee, Seungyoon & Bowdler, Christopher
2020, Volume 102, Issue C
- S0261560619305315 Capital flight to Germany: Two alternative measures
by Cheung, Yin-Wong & Steinkamp, Sven & Westermann, Frank
- S0261560619305406 The risk-taking channel of international financial flows
by Cova, Pietro & Natoli, Filippo
- S0261560619305455 Accumulation of foreign currency reserves and risk-taking
by Fatum, Rasmus & Yetman, James
- S0261560619305546 The currency composition of international reserves, demand for international reserves, and global safe assets
by Aizenman, Joshua & Cheung, Yin-Wong & Qian, XingWang
- S0261560619305595 International bank lending channel of monetary policy
by Albrizio, Silvia & Choi, Sangyup & Furceri, Davide & Yoon, Chansik
- S0261560619305601 Facing the Quadrilemma: Taylor rules, intervention policy and capital controls in large emerging markets
by Chertman, Fernando & Hutchison, Michael & Zink, David
- S0261560619305650 The fundamentals of safe assets
by Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio
- S0261560619305819 Safe U.S. Assets and U.S. Capital Flows
by Engel, Charles
- S0261560619305820 Overview: Global safe assets, international reserves, and capital flow
by Aizenman, Joshua & Cheung, Yin-Wong
- S0261560619305832 Currency composition of foreign exchange reserves
by Ito, Hiro & McCauley, Robert N.
- S0261560619305844 On the effects of the ECB’s funding policies on bank lending
by Gibson, Heather D. & Hall, Stephen G. & Petroulas, Pavlos & Tavlas, George S.
- S0261560619305881 r* and the global economy
by Glick, Reuven
2020, Volume 101, Issue C
- v:101:y:2020:i:c:s0261560618306260 Does sovereign risk in local and foreign currency differ?
by Amstad, Marlene & Packer, Frank & Shek, Jimmy
- v:101:y:2020:i:c:s0261560619301305 Granger predictability of oil prices after the Great Recession
by Benk, Szilard & Gillman, Max
- v:101:y:2020:i:c:s0261560619302153 An exorbitant privilege in the first age of international financial integration?
by van Hombeeck, Carlos Eduardo
- v:101:y:2020:i:c:s0261560619304085 The impact of China’s fiscal and monetary policy responses to the great recession: An analysis of firm-level Chinese data
by Xue, Wenjun & Yilmazkuday, Hakan & Taylor, Jason E.
- v:101:y:2020:i:c:s0261560618306983 National culture and the choice of exchange rate regime
by Cao, Zhongyu & El Ghoul, Sadok & Guedhami, Omrane & Kwok, Chuck
- v:101:y:2020:i:c:s0261560619301421 Capital controls and foreign exchange market intervention
by Choi, Jae Hoon
- v:101:y:2020:i:c:s0261560618305813 Explosive dynamics in house prices? An exploration of financial market spillovers in housing markets around the world
by Martínez-García, Enrique & Grossman, Valerie
2020, Volume 100, Issue C
- v:100:y:2020:i:c:s0261560619302116 The role of intermediate goods in international monetary cooperation
by Xia, Tian
- v:100:y:2020:i:c:s0261560618302389 Revisiting the pass-through of exchange rate in the transition economies: New evidence from new EU member states
by Ben Cheikh, Nidhaleddine & Ben Zaied, Younes
- v:100:y:2020:i:c:s0261560619301597 Financial cycles: Characterisation and real-time measurement
by Schüler, Yves S. & Hiebert, Paul P. & Peltonen, Tuomas A.
- v:100:y:2020:i:c:s0261560618307587 Financial development and innovation-led growth: Is too much finance better?
by Zhu, Xiaoyang & Asimakopoulos, Stylianos & Kim, Jaebeom
- v:100:y:2020:i:c:s0261560619300476 Borrowing costs and the role of multilateral development banks: Evidence from cross-border syndicated bank lending
by Gurara, Daniel & Presbitero, Andrea & Sarmiento, Miguel
2019, Volume 99, Issue C
- v:99:y:2019:i:c:s0261560618306491 Do institutional factors influence cross-border portfolio equity flows? New evidence from emerging markets
by Alderighi, Stefano & Cleary, Siobhan & Varanasi, Padmasai
- v:99:y:2019:i:c:s0261560618301955 Why is contagion asymmetric during the European sovereign crisis?
by Beltratti, Andrea & Stulz, René M.
- v:99:y:2019:i:c:s0261560619303432 What do we know about the global financial safety net? A new comprehensive data set
by Scheubel, Beatrice & Stracca, Livio
- v:99:y:2019:i:c:s0261560619304693 Liquidity and shadow banking
by Aftab, Zary & Varotto, Simone
- v:99:y:2019:i:c:s0261560618306430 Reserve requirements and capital flows in Latin America
by Brei, Michael & Moreno, Ramon
- v:99:y:2019:i:c:s0261560618306806 The effectiveness of quantitative easing: Evidence from Japan
by Matousek, Roman & Papadamou, Stephanos Τ. & Šević, Aleksandar & Tzeremes, Nickolaos G.
- v:99:y:2019:i:c:s026156061830682x The response of equity prices to monetary policy announcements: Decomposing the announcement day return into cash-flow news, interest rate news, and risk premium news
by Stotz, Olaf
2019, Volume 98, Issue C
- 1-1 Economic policy uncertainty and dollar-pound exchange rate return volatility
by Bartsch, Zachary
- 1-1 Global downside risk and equity returns
by Atilgan, Yigit & Bali, Turan G. & Demirtas, K. Ozgur & Gunaydin, A. Doruk
- 1-1 A country specific point of view on international diversification
by Kellner, Ralf & Rösch, Daniel
- 1-1 The economic drivers of commodity market volatility
by Prokopczuk, Marcel & Stancu, Andrei & Symeonidis, Lazaros
- 1-1 Uncovered equity “disparity” in emerging markets
by Fuertes, Ana-Maria & Phylaktis, Kate & Yan, Cheng
- 1-1 Demographic structures, savings, and international capital flows
by Turnovsky, Stephen J.
2019, Volume 97, Issue C
- 1-18 The effect of inflation targeting and financial openness on currency composition of sovereign international debt
by Ogrokhina, Olena & Rodriguez, Cesar M.
- 19-34 International spillovers of U.S. financial volatility
by Berg, Kimberly A. & Vu, Nam T.
- 35-56 Real exchange rate persistence and country characteristics: A global analysis
by Curran, Michael & Velic, Adnan
- 57-69 What drives European Union stock market co-movements?
by Niţoi, Mihai & Pochea, Maria Miruna
- 70-85 Stress testing the equity home bias: A turnover analysis of Eurozone markets
by Geranio, Manuela & Lazzari, Valter
- 86-92 Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply
by Gronwald, Marc
- 93-110 Return asymmetry and the cross section of stock returns
by Xu, Zhongxiang & Chevapatrakul, Thanaset & Li, Xiafei
- 111-124 Global value chain participation and current account imbalances
by Brumm, Johannes & Georgiadis, Georgios & Gräb, Johannes & Trottner, Fabian
2019, Volume 96, Issue C
- 1-12 Contagion across US and European financial markets: Evidence from the CDS markets
by Apergis, Nicholas & Christou, Christina & Kynigakis, Iason
- 13-27 Pricing corporate financial distress: Empirical evidence from the French stock market
by Mselmi, Nada & Hamza, Taher & Lahiani, Amine & Shahbaz, Muhammad
- 28-36 Sudden stops of capital flows: Do foreign assets behave differently from foreign liabilities?
by Agosin, Manuel R. & Díaz, Juan D. & Karnani, Mohit
- 37-48 Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures
by Chiang, Shu-Mei & Chen, Chun-Da & Huang, Chien-Ming
- 49-66 How effective are sovereign bond-backed securities as a spillover prevention device?
by Cronin, David & Dunne, Peter G.
- 67-101 Revisiting external imbalances: Insights from sectoral accounts
by Allen, Cían
- 102-120 Inflation targeting and output-inflation tradeoffs
by Huang, Ho-Chuan & Yeh, Chih-Chuan & Wang, Xiuhua
- 121-129 Carry trades and commodity risk factors
by Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta
- 130-146 Effectiveness of developed and emerging market FX options in active currency risk management
by Vohra, Suprita & Fabozzi, Frank J.
- 147-167 Macro-prudential policies, the global financial cycle and the real exchange rate
by Ouyang, Alice Y. & Guo, Shen
- 168-191 Institutional quality and capital inflows: Theory and evidence
by Challe, Edouard & Lopez, Jose Ignacio & Mengus, Eric
- 192-209 Monetary and macroprudential policy coordination among multiple equilibria
by Agur, Itai
- 210-227 The world predictive power of U.S. equity market skewness risk
by Chen, Jian & Jiang, Fuwei & Xue, Shuyu & Yao, Jiaquan
- 228-245 Exchange rate effects of financial regulations
by Perez-Reyna, David & Villamizar-Villegas, Mauricio
- 246-258 The role of financial factors for European corporate investment
by Mercatanti, Andrea & Mäkinen, Taneli & Silvestrini, Andrea
- 263-282 Macro policy responses to natural resource windfalls and the crash in commodity prices
by van der Ploeg, Frederick
- 283-303 Business cycles in an oil economy
by Bergholt, Drago & Larsen, Vegard H. & Seneca, Martin
- 304-323 Commodity price risk management and fiscal policy in a sovereign default model
by Lopez-Martin, Bernabe & Leal, Julio & Martinez Fritscher, Andre
- 324-340 The dynamics of investment projects: Evidence from Peru
by Gondo, Rocío & Vega, Marco
- 341-360 Volatility risk premia and future commodity returns
by Ornelas, José Renato Haas & Mauad, Roberto Baltieri
2019, Volume 95, Issue C
- 1-13 Price discovery in commodity futures and cash markets with heterogeneous agents
by van Huellen, Sophie
- 14-26 The effect of bank bail-outs in the EU
by Barucci, Emilio & Colozza, Tommaso & Milani, Carlo
- 27-43 Stocks and bonds: Flight-to-safety for ever?
by Boucher, Christophe & Tokpavi, Sessi
- 44-51 Expectation errors in the foreign exchange market
by Ferreira, Alex & Moore, Michael & Mukherjee, Satrajit
- 52-69 The macroeconomic effects of trade tariffs: Revisiting the Lerner symmetry result
by Lindé, Jesper & Pescatori, Andrea
- 70-94 Foreign banks, financial crises and economic growth in Europe
by Schnabel, Isabel & Seckinger, Christian
- 95-111 Does anyone listen when politicians talk? The effect of political commentaries on policy rate decisions and expectations
by Demiralp, Selva & King, Sharmila & Scotti, Chiara
- 112-127 A random walk through Mayfair: Art as a luxury good and evidence from dynamic models
by Pownall, Rachel A.J. & Satchell, Stephen & Srivastava, Nandini
- 128-148 Bank lending technologies and credit availability in Europe: What can we learn from the crisis?
by Ferri, Giovanni & Murro, Pierluigi & Peruzzi, Valentina & Rotondi, Zeno
- 149-164 Benchmarks for net international investment positions
by Turrini, Alessandro & Zeugner, Stefan
- 165-181 The effect of central bank transparency on exchange rate volatility
by Weber, Christoph S.
- 185-188 J.C. Williams, When the United States Sneezes…
by Williams, John C.
- 189-211 Evaluating the role of capital controls and monetary policy in emerging market crises
by Devereux, Michael B. & Yu, Changhua
- 212-227 Home country interest rates and international investment in U.S. bonds
by Ammer, John & Claessens, Stijn & Tabova, Alexandra & Wroblewski, Caleb
- 228-231 The future of the zero lower bound problem
by Kocherlakota, Narayana
- 232-250 Foreign effects of higher U.S. interest rates
by Iacoviello, Matteo & Navarro, Gaston
- 251-268 U.S. monetary policy and fluctuations of international bank lending
by Avdjiev, Stefan & Hale, Galina
- 269-271 Concluding remarks
by Eichengreen, Barry
- 272-280 The curious case of the missing defaults
by Reinhart, Carmen M.
- 281-283 Comments on Foreign Effects of Higher US Interest Rates by Iacoviello and Navarro
by Rose, Andrew K.
- 284-287 Comment on “U.S. monetary policy and fluctuations of international bank lending” by Stefan Avdjiev and Galina Hale
by Ostry, Jonathan D.
- 288-289 Comments on “U.S. monetary policy and fluctuations of international bank lending”
by Kalemli-Ozcan, Sebnem
- 290-293 Comments on “Foreign Effects of Higher U.S. Interest Rates” by Matteo Iacoviello and Gaston Navarro
by Hamilton, James D.
- 297-316 Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium
by Berg, Kimberly A. & Mark, Nelson C.
- 317-331 The uncovered interest parity puzzle, exchange rate forecasting, and Taylor rules
by Engel, Charles & Lee, Dohyeon & Liu, Chang & Liu, Chenxin & Wu, Steve Pak Yeung
- 332-362 Exchange rate prediction redux: New models, new data, new currencies
by Cheung, Yin-Wong & Chinn, Menzie D. & Pascual, Antonio Garcia & Zhang, Yi
- 363-378 Dealer activity and macro fundamentals – New evidence from hybrid exchange rate models
by Krohn, Ingomar & Moore, Michael J.
- 379-401 The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement
by Cao, Shuo & Huang, Huichou & Liu, Ruirui & MacDonald, Ronald
- 402-423 Unconventional policies and exchange rate dynamics
by Adler, Gustavo & Lama, Ruy & Medina, Juan Pablo
- 424-443 The exchange rate effects of macro news after the global Financial Crisis
by Cheung, Yin-Wong & Fatum, Rasmus & Yamamoto, Yohei
- 444-456 Recent renminbi policy and currency co-movements
by McCauley, Robert N. & Shu, Chang
2019, Volume 94, Issue C
- 1-14 Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
by Beyer, Robert C.M. & Wieland, Volker
- 15-31 Monetary policy divergence and net capital flows: Accounting for endogenous policy responses
by Scott Davis, J. & Zlate, Andrei
- 32-47 The response of multinationals’ foreign exchange rate exposure to macroeconomic news
by Boudt, Kris & Neely, Christopher J. & Sercu, Piet & Wauters, Marjan
- 48-61 The effectiveness of unconventional monetary policy announcements in the euro area: An event and econometric study
by Ambler, Steve & Rumler, Fabio
- 62-80 How important are the international financial market imperfections for the foreign exchange rate dynamics: A study of the sterling exchange rate
by Dong, Xue & Minford, Patrick & Meenagh, David
- 81-96 Short and medium term financial-real cycles: An empirical assessment
by Stockhammer, Engelbert & Calvert Jump, Robert & Kohler, Karsten & Cavallero, Julian
- 97-115 A key currency view of global imbalances
by Ito, Hiro & McCauley, Robert N.
- 116-131 Financial deglobalisation in banking?
by McCauley, Robert N. & Bénétrix, Agustín S. & McGuire, Patrick M. & von Peter, Goetz
- 132-139 Credit default swaps as indicators of bank financial distress
by Avino, Davide E. & Conlon, Thomas & Cotter, John
- 140-159 The risk premium of gold
by Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin
- 160-182 Taming the global financial cycle: What role for the global financial safety net?
by Scheubel, Beatrice & Stracca, Livio & Tille, Cédric
- 183-205 Euro Area and US external adjustment: The role of commodity prices and Emerging Market shocks
by Giovannini, Massimo & Hohberger, Stefan & Kollmann, Robert & Ratto, Marco & Roeger, Werner & Vogel, Lukas
- 206-226 Domestic and external sectoral portfolios: Network structure and balance-sheet contagion
by Heipertz, Jonas & Rancière, Romain & Valla, Natacha
- 227-245 On the global financial market integration “swoosh” and the trilemma
by Bekaert, Geert & Mehl, Arnaud
- 246-259 Current account adjustment and retained earnings
by Fischer, Andreas M. & Groeger, Henrike & Sauré, Philip & Yeşin, Pınar
2019, Volume 93, Issue C
- 1-18 Financial development, income inequality, and country risk
by Chiu, Yi-Bin & Lee, Chien-Chiang
- 19-41 Macroprudential policy, central banks and financial stability: Evidence from China
by Klingelhöfer, Jan & Sun, Rongrong
- 42-54 Verbal interventions and exchange rate policies: The case of Swiss franc cap
by Mirkov, Nikola & Pozdeev, Igor & Söderlind, Paul
- 55-80 Exchange rate regimes in a liquidity trap
by Badarau, Cristina & Sangaré, Ibrahima
- 81-100 Regime-switching in emerging market business cycles: Interest rate volatility and sudden stops
by Reyes-Heroles, Ricardo & Tenorio, Gabriel
- 101-116 Banking sector globalization and monetary policy transmission: Evidence from Asian countries
by Lee, Seungyoon & Bowdler, Christopher
- 117-141 The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs
by Illes, Anamaria & Lombardi, Marco J. & Mizen, Paul
- 142-166 Monetary policy shocks and foreign investment income: Evidence from a large Bayesian VAR
by Auer, Simone
- 167-186 Optimal monetary and macroprudential policy in a currency union
by Palek, Jakob & Schwanebeck, Benjamin
- 187-200 Asset allocation and investment opportunities in emerging stock markets: Evidence from return asymmetry-based analysis
by Hadhri, Sinda & Ftiti, Zied
- 201-222 Effects of capital controls on foreign exchange liquidity
by Cantú, Carlos
- 223-243 Bond risk premia in a small open economy with volatile capital flows: The case of Korea
by Yun, Jaeho
- 244-259 International tail risk and World Fear
by Hollstein, Fabian & Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin
- 260-274 Uncertainty and cross-border banking flows
by Choi, Sangyup & Furceri, Davide
- 277-298 Legal institutions and fragile financial markets
by Chiu, Junmao & Chung, Huimin
- 299-312 Does it pay to pay performance fees? Empirical evidence from Dutch pension funds
by Broeders, Dirk W.G.A. & van Oord, Arco & Rijsbergen, David R.
- 313-334 Inflation-linked public debt in emerging economies
by Gomez-Gonzalez, Patricia
- 335-355 The effects of taxing bank transactions on bank credit and industrial growth: Evidence from Latin America
by Restrepo, Felipe
2019, Volume 92, Issue C
- 1-24 The determinants of the model-free positive and negative volatilities
by Bevilacqua, Mattia & Morelli, David & Tunaru, Radu
- 25-61 The IMF and precautionary lending: An empirical evaluation of the selectivity and effectiveness of the Flexible Credit Line
by Essers, Dennis & Ide, Stefaan
- 62-74 Early 60s is not old enough: Evidence from twenty-one countries’ equity fund markets
by Kim, Sei-Wan & Lee, Bong-Soo & Kim, Young-Min
- 75-97 Macro-financial linkages: The role of the institutional framework
by Leroy, Aurélien & Pop, Adrian
- 98-111 What is the relation between financial flexibility and dividend smoothing?
by Fliers, Philip T.
- 112-136 Ride the Wild Surf: An investigation of the drivers of surges in capital inflows
by Calderón, César & Kubota, Megumi
- 137-152 Trend inflation and monetary policy regimes in Japan
by Okimoto, Tatsuyoshi
- 153-176 Current account dynamics under information rigidity and imperfect capital mobility
by Shibata, Akihisa & Shintani, Mototsugu & Tsuruga, Takayuki
2019, Volume 91, Issue C
- 1-11 The relationship between international trade and capital flow: A network perspective
by Ding, Haoyuan & Jin, Yuying & Liu, Ziyuan & Xie, Wenjing
- 12-28 The impact of real exchange rate shocks on manufacturing workers: An autopsy from the MORG
by Campbell, Douglas L. & Lusher, Lester
- 29-48 The international transmission of monetary policy
by Buch, Claudia M. & Bussierè, Matthieu & Goldberg, Linda & Hills, Robert
- 49-70 How do the Renminbi and other East Asian currencies co-move?
by Keddad, Benjamin
- 71-85 The effects of bank regulation stringency on seasoned equity offering announcements
by Li, Hui & Liu, Hong & Veld, Chris
- 86-100 Accounting for real exchange rates using micro-data
by Crucini, Mario J. & Landry, Anthony
- 101-104 International spillovers of monetary policy through global banks: introduction to the special issue
by Buch, Claudia & Bussière, Matthieu & Chinn, Menzie & Goldberg, Linda & Hills, Robert
- 105-125 The inequality-credit nexus
by Fischer, Ronald & Huerta, Diego & Valenzuela, Patricio
Printed from https://ideas.repec.org/s/eee/jimfin5.html
