Journal of International Money and Finance
1999, Volume 18, Issue 4
- 587-602 Contagion:: macroeconomic models with multiple equilibria
by Masson, Paul
- 603-617 Contagion and trade: Why are currency crises regional?
by Glick, Reuven & Rose, Andrew K.
- 619-635 Do capital controls and macroeconomic policies influence the volume and composition of capital flows? Evidence from the 1990s
by Montiel, Peter & Reinhart, Carmen M.
- 637-657 Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests
by Sarno, Lucio & Taylor, Mark P.
- 659-681 Latin America and East Asia in the context of an insurance model of currency crises
by Chinn, Menzie D. & Dooley, Michael P. & Shrestha, Sona
- 683-708 Under what circumstances, past and present, have international rescues of countries in financial distress been successful?
by Bordo, Michael D. & Schwartz, Anna J.
- 709-723 Lessons from the Asian crisis
by Mishkin, Frederic S.
1999, Volume 18, Issue 3
- 337-365 Terms-of-trade shocks and optimal investment: another look at the Laursen-Metzler effect
by Serven, Luis
- 367-381 International capital mobility in developing countries: theory and evidence
by Hussein, Khaled A. & de Mello, Luiz Jr.
- 383-409 Productivity differentials, the relative price of non-tradables and real exchange rates
by Strauss, Jack
- 411-428 The width of the band and exchange rate mean-reversion: some further ERM-based results
by Anthony, Myrvin & MacDonald, Ronald
- 429-458 Technical trading rules in the European Monetary System
by Neely, Christopher J. & Weller, Paul A.
- 459-470 The timing and size of bank-financed speculative attacks
by Miller, Victoria
- 471-491 Exchange rate variation, commodity price variation and the implications for international trade
by Smith, C. E.
1999, Volume 18, Issue 2
- 169-194 What causes the failure of inflation stabilization plans?
by Jose Veiga, Francisco
- 195-224 Price dynamics under stochastic process switching: some extensions and an application to EMU1
by De Grauwe, Paul & Dewachter, Hans & Veestraeten, Dirk
- 251-266 Re-examining long-run purchasing power parity
by Kuo, Biing-Shen & Mikkola, Anne
- 267-287 Capital market integration in the Pacific Basin region: an impulse response analysis
by Phylaktis, Kate
- 289-304 A characterization of the price behavior of international dual stocks: an error correction approach
by Lieberman, Offer & Ben-Zion, Uri & Hauser, Shmuel
- 305-317 Spreading currency forwards: why and how?
by Lioui, Abraham
- 319-336 A re-examination of the exchange rate-interest differential relationship: evidence from Germany and Japan
by Wu, Jyh-Lin
1999, Volume 18, Issue 1
- 1-12 Consumption smoothing and the current account: evidence for France, 1970-1996
by Agenor, Pierre-Richard & Bismut, Claude & Cashin, Paul & McDermott, C. John
- 13-26 Openness and the effects of monetary policy
by Karras, Georgios
- 27-45 Modeling non-linearities in real effective exchange rates
by Sarantis, Nicholas
- 47-73 Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited
by Hassapis, Christis & Pittis, Nikitas & Prodromidis, Kyprianos
- 75-106 How integrated are the money market and the bank loans market within the European Union?
by Centeno, Mario & Mello, Antonio S.
- 107-131 Applying the seasonal error correction model to the demand for international reserves in Taiwan
by Huang, Tai-Hsin & Shen, Chung-Hua
- 133-151 Exchange rate regime, volatility and international correlations on bond and stock markets
by Bodart, Vincent & Reding, Paul
- 153-167 The extension of international credit by US banks: a disaggregated analysis, 1988-1994
by Dahl, Drew & Shrieves, Ronald E.
1998, Volume 17, Issue 6
- 855-880 The forecasting ability of correlations implied in foreign exchange options
by Campa, Jose Manuel & Chang, P. H. Kevin
- 881-907 Dynamic linkages among real interest rates in international capital markets
by Al Awad, Mouawiya & Goodwin, Barry K.
- 909-929 International transmission of information: evidence from the Euroyen and Eurodollar futures markets
by Tse, Yiuman
- 931-947 Buffer stocks and precautionary savings with loss aversion
by Aizenman, Joshua
- 949-965 Calculating the equity cost of capital using the APT: the impact of the ERM
by Antoniou, Antonios & Garrett, Ian & Priestley, Richard
- 967-999 The world ex ante risk premium: an empirical investigation
by Ostdiek, Barbara
1998, Volume 17, Issue 5
- 713-740 Capital inflows, external shocks, and the real exchange rate
by Agenor, Pierre-Richard
- 741-756 Capital mobility in the world economy: an alternative test
by Shibata, Akihisa & Shintani, Mototsugu
- 757-784 Do Reuters spreads reflect currencies' differences in global trading activity?
by Hartmann, Philipp
- 785-801 The yen and Japanese manufacturing employment
by Dekle, Robert
- 803-811 HICs' optimal trade openness and the modelling of the default penalty
by Cabral, Celia C.
- 813-830 Integration, cointegration and the forecast consistency of structural exchange rate models
by Cheung, Y. -W. & Chinn, M. D.
- 831-838 Foreign exchange market efficiency revisited
by Wu, Jyh-Lin & Chen, Show-Lin
- 839-853 A pitfall in computing exchange rate density in the EMS band
by Honohan, Patrick
1998, Volume 17, Issue 4
- 565-596 Stochastic trends and economic fluctuations in a large open economy
by DeLoach, Stephen B. & Rasche, Robert H.
- 597-614 Parity reversion in real exchange rates during the post-Bretton Woods period
by Cheung, Yin-Wong & Lai, Kon S.
- 615-636 Government consumption and private consumption correlations
by Marrinan, Jane
- 637-669 US trade balance dynamics: the role of fiscal policy and productivity shocks and of financial market linkages
by Kollmann, Robert
- 671-689 On inflation and inflation uncertainty in the G7 countries
by Grier, Kevin B. & Perry, Mark J.
- 691-711 European monetary integration and the demand for money
by Rother, Philipp C.
1998, Volume 17, Issue 3
- 377-406 International evidence on equity prices, interest rates and money
by Lastrapes, W. D.
- 407-439 On exchange rates, nominal and real
by Sjaastad, Larry A.
- 441-453 Cointegration and predictability of asset prices1
by Caporale, G. M. & Pittis, N.
- 455-473 Structural change and asset pricing in emerging markets
by Garcia, Rene & Ghysels, Eric
- 475-492 Superexogeneity and the dynamic linkages among international equity markets
by Francis, Bill B. & Leachman, Lori L.
- 493-511 International stock return differentials and real exchange rate changes
by Malliaropulos, Dimitrios
- 513-534 Forecasting exchange rates using TSMARS
by De Gooijer, Jan G. & Ray, Bonnie K. & Krager, Horst
- 535-545 The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence
by Lui, Yu-Hon & Mole, David
- 547-564 The noise trading approach -- questionnaire evidence from foreign exchange
by Menkhoff, L.
1998, Volume 17, Issue 2
- 229-247 Pricing multivariate contingent claims using estimated risk-neutral density functions
by Rosenberg, Joshua V.
- 249-277 Valuation of LIBOR-Contingent FX options
by Tucker, A. L. & Wei, J. Z.
- 279-297 Common stochastic trends between forward and spot exchange rates
by Luintel, K. B. & Paudyal, K.
- 299-316 Oil prices and the rise and fall of the US real exchange rate
by Amano, R. A. & van Norden, S.
- 317-329 Asset pricing and foreign exchange risk: econometric evidence for the G-7
by Morley, Bruce & Pentecost, Eric J.
- 331-338 Domestic bank runs and speculative attacks on foreign currencies
by Miller, V.
- 339-353 Macroeconomic stabilization and intervention policy under an exchange rate band
by Beetsma, Roel M. W. J. & van der Ploeg, Frederick
- 355-376 Another visit to the Cagan model of money demand: the latest Russian experience
by Choudhry, T.
1998, Volume 17, Issue 1
- 1-3 The pendulum of exchange rate economics
by Koedijk, Kees G.
- 5-27 Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2
by De Jong, Frank & Mahieu, Ronald & Schotman, Peter
- 29-39 Some new stylized facts of floating exchange rates
by Lothian, James R.
- 41-50 Increasing evidence of purchasing power parity over the current float
by Papell, David H. & Theodoridis, Hristos
- 51-61 The re-emergence of PPP in the 1990s
by Koedijk, Kees G. & Schotman, Peter C. & Van Dijk, Mathijs A.
- 63-70 Forecasting real exchange rates1
by Siddique, Akhtar & Sweeney, Richard J.
- 71-95 Market frictions and real exchange rates1
by O'Connell, P. G. J.
- 97-115 Profits and position control: a week of FX dealing1
by Lyons, Richard K.
- 117-160 Implied exchange rate distributions: evidence from OTC option markets1
by Campa, Jose M. & Chang, P. H. Kevin & Reider, Robert L.
- 161-190 Central bank intervention and exchange rate volatility1
by Dominguez, Kathryn M.
- 191-210 Intraday effects of foreign exchange intervention by the Bank of Japan1
by Chang, Yuanchen & Taylor, Stephen J.
- 211-228 Extreme support for uncovered interest parity
by Huisman, Ronald & Koedijk, Kees & Kool, Clemens & Nissen, Francois
1997, Volume 16, Issue 6
- 821-836 What are the global sources of rational variation in international equity returns?
by Cheung, Yin-Wong & He, Jia & Ng, Lilian K.
- 837-863 Saving-investment dynamics and capital mobility in the US and Japan
by Moreno, Ramon
- 865-878 Burgernomics: the economics of the Big Mac standard
by Ong, Li Lian
- 879-883 Papers in honor of Patrick C. McMahon
by Baillie, Richard T. & Girardin, Eric & Lothian, James R. & McFarland, James W.
- 885-907 Forward exchange market unbiasedness: the case of the Australian dollar since 1984
by Phillips, Peter C. B. & McFarland, James W.
- 909-919 Why do central banks intervene?
by Baillie, Richard T. & Osterberg, William P.
- 921-930 Calibrating an algorithm for estimating transactions from FXFX exchange rate quotes
by Goodhart, Charles & Chang, Yuanchen & Payne, Richard
- 931-944 Estimating the credibility of an exchange rate target zone
by Girardin, Eric & Marimoutou, Velayoudom
- 945-954 Real exchange rate behavior
by Lothian, James R. & Taylor, Mark P.
- 955-968 Money and economic activity revisited
by Davis, Mark S. & Tanner, J. Ernest
- 969-987 The accuracy of OECD forecasts of the international economy: balance of payments
by Ash, J. C. K. & Smyth, D. J. & Heravi, S. M.
- 989-1000 The 'laissez faire' bias of managed floating
by Miller, Marcus & Papi, Laura
1997, Volume 16, Issue 5
- 653-680 Consumption-based versus production-based models of international equity markets
by Kasa, Kenneth
- 681-697 International integration of capital markets and the cross-country divergence of per capita consumption
by Evans, Paul & Karras, Georgios
- 699-718 Macroeconomic uncertainty and the risk premium in the foreign exchange market1
by Hu, Xiaoqiang
- 737-765 On risk, rationality and the predictive ability of European short-term adjusted yield spreads
by Wahab, Mahmoud
- 767-778 A multivariate cointegration analysis of interest rates in the Eurocurrency market
by Bremnes, Helge & Gjerde, Oystein & Saettem, Frode
- 779-793 Intervention strategies and exchange rate volatility: a noise trading perspective
by Hung, Juann H
- 795-819 A model of the term structure of interest rates in an open economy with regime shifts1
by Dillen, Hans
1997, Volume 16, Issue 4
- 513-535 Central bank intervention and trading rule profits in foreign exchange markets
by Szakmary, Andrew C. & Mathur, Ike
- 537-560 Exchange rate behaviour under the EMS regime: was there any systematic change?
by Hallett, Andrew Hughes & Anthony, Myrvin L.
- 561-579 Stock returns and volatility in emerging financial markets
by De Santis, Giorgio & imrohoroglu, Selahattin
- 581-594 European monetary union: a new approach
by Dellas, Harris
- 595-607 Linkage in EMS term structures: evidence from common trend and transitory components
by Hafer, R. W. & Kutan, Ali M. & Su Zhou
- 609-623 Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis
by Yangru Wu & Hua Zhang
- 625-636 Feedback trading and the autocorrelation pattern of stock returns: further empirical evidence
by Koutmos, Gregory
- 637-651 Dynamic analysis in the Viner model of mercantilism
by Heng-Fu Zou
1997, Volume 16, Issue 3
- 345-366 Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence
by Balvers, Ronald J. & H. Bergstrand, Jeffrey
- 367-385 Efficiency testing revisited: a foreign exchange market with Bayesian learning
by Christodoulakis, Nicos M. & Kalyvitis, Sarantis C.
- 387-414 Interaction between stock markets: an analysis of the common trading hours at the London and New York stock exchange
by Kofman, Paul & Martens, Martin
- 415-431 Can a liberalization of capital outflows increase net capital inflows?
by Laban, Raul M. & Larrain, Felipe B.
- 433-444 Cointegration tests of purchasing power parity: the impact of non-traded goods
by Dutton, Marilyn & Strauss, Jack
- 445-459 Cointegration and exchange rate dynamics
by Papell, David H.
- 461-476 Adjustment costs and import demand behavior: evidence from Canada and the United States
by Amano, Robert A. & Wirjanto, Tony S.
- 477-490 Valuing political risk
by Clark, Ephraim
- 491-512 On the structural stability of trade equations: the case of Japan
by Ceglowski, Janet
1997, Volume 16, Issue 2
- 173-187 Currency lookback options and observation frequency: A binomial approach
by Cheuk, Terry H. F. & Vorst, Ton C. F.
- 189-209 Common volatility in the industrial structure of global capital markets
by Arshanapalli, Bala & Doukas, John & Lang, Larry H. P.
- 211-232 Real exchange rates between the wars
by Kool, C. J. M. & Koedijk, K. G.
- 233-254 Accounting for real and nominal exchange rate movements in the post-Bretton Woods period
by Enders, Walter & Lee, Bong-Soo
- 255-283 International business cycles in theory and in practice
by Ravn, Morten O.
- 285-303 Tests of three parity conditions: Distinguishing risk premia and systematic forecast errors
by Marston, Richard C.
- 305-321 The term structure of Euro-rates: some evidence in support of the expectations hypothesis
by Gerlach, Stefan & Smets, Frank
- 323-343 Covariance matrix estimators and tests of market efficiency
by Ligeralde, Antonio V.
1997, Volume 16, Issue 1
- 1-17 Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era
by Edison, Hali J. & Gagnon, Joseph E. & Melick, William R.
- 19-35 Multi-country evidence on the behavior of purchasing power parity under the current float
by Lothian, James R.
- 37-54 On gradual disinflation, the real exchange rate, and the current account
by Roldos, Jorge E
- 55-79 Measuring the degree of exchange market intervention in a small open economy
by Weymark, Diana N
- 81-112 An empirical investigation of asset pricing models using Japanese stock market data
by Bakshi, Gurdip S. & Naka, Atsuyuki
- 113-140 Block holding and keiretsu in Japan: the effects of capital markets liberalization measures on the stock market
by Korkie, Bob & Nakamura, Masao
- 141-167 Are stocks a hedge against inflation? International evidence using a long-run approach
by Ely, David P. & Robinson, Kenneth J.
1996, Volume 15, Issue 6
- 829-852 Microstructural dynamics in a foreign exchange electronic broking system
by Goodhart, Charles A. E. & Payne, Richard G.
- 853-878 Central bank intervention and the volatility of foreign exchange rates: evidence from the options market
by Bonser-Neal, Catherine & Tanner, Glenn
- 879-897 The price of gold and the exchange rate
by Sjaastad, Larry A. & Scacciavillani, Fabio
- 899-924 Post Bretton Woods deviations from purchasing power parity in G7 exchange rates--an empirical exploration
by Ott, Mack
- 925-945 Explaining exchange rate volatility: an empirical analysis of 'the holy trinity' of monetary independence, fixed exchange rates, and capital mobility
by Rose, Andrew K.
- 947-967 Exchange rate mean reversion from real shocks within an intertemporal equilibrium model
by Davis, George K. & Miller, Norman C.
- 969-981 Stock market volatility and the crash of 1987: evidence from six emerging markets
by Choudhry, Taufiq
1996, Volume 15, Issue 5
- 665-685 Currency forecasters are heterogeneous: confirmation and consequences
by Macdonald, Ronald & Marsh, Ian W.
- 687-716 Optimal government finance policy and exchange rate management in a stochastically growing open economy
by Turnovsky, Stephen J. & Grinols, Earl
- 717-748 Using option prices to estimate realignment probabilities in the European Monetary System: the case of sterling-mark
by Malz, Allan M.
- 749-781 Estimating saving-investment correlations: evidence for OECD countries based on an error correction model
by Jos Jansen, W
- 783-796 Testing for absolute purchasing power parity
by Crownover, Collin & Pippenger, John & Steigerwald, Douglas G.
- 797-811 Consumer durables, permanent terms of trade shocks, and the recent US trade deficits
by Sadka, Joyce C. & Yi, Kei-Mu
- 813-823 A comparison of alternative covariance matrices for models with over-lapping observations
by Smith, Jeremy & Yadav, Sanjay
- 825-828 International capital mobility--a note
by Bellak, Christian
1996, Volume 15, Issue 4
- 497-521 GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets
by Lund, Jesper & Engsted, Tom
- 523-533 Stabilization under capital controls
by Ellis, Michael A. & Auernheimer, Leonardo
- 535-550 Mean reversion in real exchange rates: evidence and implications for forecasting
by Jorion, Philippe & Sweeney, Richard J.
- 551-575 The international convergence of inflation rates during fixed and floating exchange rate regimes
by Crowder, William J.
- 577-597 The determination of foreign banking location
by Brealey, R. A. & Kaplanis, E. C.
- 599-621 Hyperinflation, the exchange rate and endogenous money: post-World War I Germany revisited
by Burdekin, Richard C. K. & Burkett, Paul
- 623-636 Industrial structure in the Eurocredit underwriting market
by Melnik, Arie L. & Plaut, Steven E.
- 637-656 Exchange rate crises with domestic bank runs: evidence from the 1980s
by Miller, Victoria
- 657-660 A note on cointegration and international capital market efficiency
by Engel, Charles
- 661-664 A note on cointegration and international capital market efficiency: A reply
by Crowder, William J.
1996, Volume 15, Issue 3
- 337-368 Maximum likelihood estimation of cointegration in exchange rate models for seven inflationary OECD countries
by Cushman, David O. & Sang Sub Lee & Thorgeirsson, Thorsteinn
- 369-382 Interest rate parity and foreign exchange risk premia in the ERM
by Ayuso, Juan & Restoy, Fernando
- 383-403 Speculative currency attacks with endogenously induced commercial bank crises
by Miller, Victoria
- 405-418 Purchasing power parity and unit root tests using panel data
by Oh, Keun-Yeob
- 419-437 A reexamination of the uncovered interest rate parity hypothesis
by Frachot, Antoine
- 447-465 The international transmission of information in Eurodollar futures markets: a continuously trading market hypothesis
by Tse, Yiuman & Lee, Tae-Hwy & Booth, G. Geoffrey
- 467-474 International capital mobility: evidence from panel data
by Krol, Robert
- 475-484 The debt-adjusted real exchange rate
by Fabella, Raul V.
- 485-496 Asymmetric adjustment of commercial bank interest rates: evidence from Malaysia and Singapore
by Scholnick, Barry
1996, Volume 15, Issue 2
- 191-220 Persistence in foreign exchange rates
by van de Gucht, Linda M. & Dekimpe, Marnik G. & Kwok, Chuck C. Y.
- 221-237 Animal spirits, investment and international capital movements
by Velasco, Andres
- 239-254 Domestic and international financial market responses to Federal deficit announcements
by Kitchen, John
- 255-266 Private and government consumption with liquidity constraints
by Evans, Paul & Karras, Georgios
- 267-274 Exogeneity and forward rate unbiasedness
by Norrbin, Stefan C. & Reffett, Kevin L.
- 275-312 Why empirical international portfolio models fail: evidence that model misspecification creates home asset bias
by Glassman, Debra A. & Riddick, Leigh A.
- 313-336 Real exchange rates and the pattern of trade: comparative dynamics for north and south
by Faruqee, Hamid
1996, Volume 15, Issue 1
- 1-17 Real stock prices and the long-run money demand function: evidence from Canada and the USA
by Choudhry, Taufiq
- 19-35 An examination of dynamic hedging
by Tong, Wilson H. S.
- 37-64 The impact of the listing of options in the foreign exchange market
by Shastri, Kuldeep & Sultan, Jahangir & Tandon, Kishore
- 65-93 Dollar jump fears, 1984-1992: distributional abnormalities implicit in currency futures options
by Bates, David S.
- 95-116 Monetary policy targets and the stabilization objective: a source of tension in the EMS
by Wieland, Volker
- 117-134 An arbitrage free trilateral target zone model
by Jorgensen, Bjorn N. & Mikkelsen, Hans Ole ae
- 135-139 Intertemporal price speculation and the optimal current-account deficit: a comment
by Lahiri, Amartya
- 141-147 Intertemporal price speculation and the optimal current-account deficit: reply and clarification
by Obstfeld, Maurice
- 149-165 Unconventional preferences: do they explain foreign exchange risk premia?
by Sibert, Anne
1995, Volume 14, Issue 6
- 747-762 Asymmetric volatility transmission in international stock markets
by Koutmos, Gregory & Booth, G Geoffrey
- 763-783 Domestic macroeconomic news and foreign interest rates
by Becker, Kent G & Finnerty, Joseph E & Kopecky, Kenneth J
- 785-800 Capital income taxation and welfare in a small open economy
by Karayalcin, Cem
- 801-821 Who drives real interest rates around the Pacific Rim: the USA or Japan?
by Chinn, Menzie D & Frankel, Jeffrey A
- 823-844 The profitability of US intervention in the foreign exchange markets
by Leahy, Michael P
- 845-855 Is there a world real interest rate?
by Gagnon, Joseph E & Unferth, Mark D
- 857-867 The unbiased forward rate hypothesis re-examined
by Naka, Atsuyuki & Whitney, Gerald
1995, Volume 14, Issue 5
- 619-640 Output, inflation and stabilization: a counterfactual analysis
by Fackler, James S. & Rogers, John H.
- 641-657 Target zone models with stochastic realignments: an econometric evaluation
by Mizrach, Bruce
- 659-666 Exchange-rate discounting
by Smith, Gregor W.
- 667-678 Indirect hedging of exchange rate risk
by Broll, Udo & Wahl, Jack E. & Zilcha, Itzhak
- 679-693 Inflationary finance and currency substitution in a public finance framework
by Vegh, Carlos A.
- 695-719 Exchange rate dynamics and speculator horizons
by Osler, C. L.
- 721-738 Some international evidence on the stochastic behavior of interest rates
by Tse, Y. K.
1995, Volume 14, Issue 4
- 467-492 Home bias and high turnover
by Tesar, Linda L. & Werner, Ingrid M.
- 493-513 Exchange rates, financial innovation and divisia money: the sterling/dollar rate 1972-1990
by Chrystal, K. Alec & MacDonald, Ronald
- 515-538 Foreign exchange controls and liquidity
by Ho, Wai-Ming
- 539-548 Real exchange rates under the gold standard: can they be explained by the trend break model?
by Culver, Sarah E. & Papell, David H.
- 549-573 Intertemporal solvency and indexed debt: evidence from Brazil, 1976-1991
by Tanner, Evan
- 575-595 Exchange rates, interest rates and current account news: some evidence from Australia
by Karfakis, Costas & Kim, Suk-Joong
- 597-615 A search for long memory in international stock market returns
by Cheung, Yin-Wong & Lai, Kon S.