Journal of International Money and Finance
March 2005, Volume 24, Issue 2
- 219-241 Stop-loss orders and price cascades in currency markets
by Osler, Carol L.
- 243-255 The global implications of regional exchange rate regimes
by Dellas, Harris & Tavlas, George
- 257-274 Regime linkages in the US/UK real exchange rate-real interest differential relation
by Kanas, Angelos
- 275-292 Macroeconomic effects of nominal exchange rate regimes: new insights into the role of price dynamics
by Kollmann, Robert
- 293-316 Purchasing power parity and the theory of general relativity: the first tests
by Coakley, Jerry & Flood, Robert P. & Fuertes, Ana M. & Taylor, Mark P.
- 317-341 Exchange rates and fundamentals: new evidence from real-time data
by Ehrmann, Michael & Fratzscher, Marcel
- 343-361 Talking heads: the effects of ECB statements on the euro-dollar exchange rate
by Jansen, David-Jan & De Haan, Jakob
- 363-385 Empirical exchange rate models and currency risk: some evidence from density forecasts
by Sarno, Lucio & Valente, Giorgio
February 2005, Volume 24, Issue 1
- 1-17 Intertemporal budget policies and macroeconomic adjustment in a small open economy
by Bianconi, Marcelo & Fisher, Walter H.
- 19-37 Long-run money demand revisited: evidence from a non-linear approach
by Chen, Show-Lin & Wu, Jyh-Lin
- 39-53 Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity
by Caporale, Guglielmo Maria & Cipollini, Andrea & Demetriades, Panicos O.
- 55-70 Multiscale systematic risk
by Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon
- 71-82 Panel cointegration results on international capital mobility in Asian economies
by Kim, Hongkee & Oh, Keun-Yeob & Jeong, Chan-Woo
- 83-101 Consumption growth as a risk factor? Evidence from Canadian financial markets
by Carmich[ae]l, Benoit & Samson, Lucie
- 103-120 The Fisher hypothesis and the interaction between share returns, inflation and supply shocks
by Madsen, Jakob B.
- 121-138 Real exchange rates and switching regimes
by Bergman, U. Michael & Hansson, Jesper
- 139-167 Monetary and fiscal policy dynamics in an asymmetric monetary union
by Clausen, Volker & Wohltmann, Hans-Werner
2004, Volume 23, Issue 7-8
- 971-975 Overview of the special issue on the euro five years on
by Hasan, Iftekhar & Lothian, James R.
- 977-996 Rethinking the role of NCBs in the EMU
by Boyer, Russell S.
- 997-1010 Learning and the monetary policy strategy of the European Central Bank
by Lim, G. C. & McNelis, Paul D.
- 1011-1042 The impact of the euro on risk exposure of the world's major banking industries
by Francis, Bill B. & Hunter, Delroy M.
- 1043-1051 The impact of European Central Bank Governing Council announcements on the foreign exchange market: a microstructural analysis
by Sager, Michael J. & Taylor, Mark P.
- 1053-1080 The anticipated and concurring effects of the EMU: exchange rate volatility, institutions and growth
by Bagella, Michele & Becchetti, Leonardo & Hasan, Iftekhar
- 1081-1107 Purchasing power parity and the euro area
by Koedijk, Kees G. & Tims, Ben & van Dijk, Mathijs A.
- 1109-1136 The European Union currencies and the US dollar: from post-Bretton-Woods to the Euro
by Gadea, Maria-Dolores & Montanes, Antonio & Reyes, Marcelo
- 1137-1158 The effect of the Euro on country versus industry portfolio diversification
by Flavin, Thomas J.
- 1159-1186 Searching for evidence of long-run PPP from a post-Bretton Woods panel: separating the wheat from the chaff
by Choi, Chi-Young
- 1187-1207 Financing decisions of firms and central bank policy
by Goh, Ai-Ting & Olivier, Jacques
- 1209-1221 Sterilization of short-term capital inflows--through lower interest rates?
by Kumhof, Michael
October 2004, Volume 23, Issue 6
- 841-865 A model of the joint distribution of banking and currency crises
by Flood, Robert P. & Marion, Nancy P.
- 867-895 Testing the monetary model of exchange rate determination: a closer look at panels
by Rapach, David E. & Wohar, Mark E.
- 897-915 Sterilization costs and exchange rate targeting
by Kletzer, Kenneth & Spiegel, Mark M.
- 917-946 The price of democracy: sovereign risk ratings, bond spreads and political business cycles in developing countries
by Block, Steven A. & Vaaler, Paul M.
- 947-970 An analysis of the use of derivatives by the Canadian mutual fund industry
by Johnson, Lewis D. & Yu, Wayne W.
September 2004, Volume 23, Issue 5
- 701-733 Global transmission of interest rates: monetary independence and currency regime
by Frankel, Jeffrey & Schmukler, Sergio L. & Serven, Luis
- 735-759 Does the dynamic time consistency model of inflation explain cross-country differences in inflations dynamics?
by Boschen, John F. & Weise, Charles L.
- 761-783 Measuring monetary policy interdependence
by Bergin, Paul R. & Jorda, Oscar
- 785-798 Optimal bidding and hedging in international markets
by Lien, Donald & Wong, Kit Pong
- 799-816 Explaining currency crises: a duration model approach
by Tudela, Merxe
- 817-839 Why is it so difficult to find an effect of exchange rate risk on trade?
by Klaassen, Franc
June 2004, Volume 23, Issue 4
- 553-571 The exchange rate and purchasing power parity: extending the theory and tests
by Apte, Prakash & Sercu, Piet & Uppal, Raman
- 573-594 The use of flow analysis in foreign exchange: exploratory evidence
by Gehrig, Thomas & Menkhoff, Lukas
- 595-613 Economic fundamentals and self-fulfilling crises: further evidence from Mexico
by Bratsiotis, George J. & Robinson, Wayne
- 615-643 Overshooting and the exchange rate disconnect puzzle: a reappraisal
by Hairault, Jean-Olivier & Patureau, Lise & Sopraseuth, Thepthida
- 645-671 International business cycles: the quantitative role of transportation costs
by Ravn, Morten O. & Mazzenga, Elisabetta
- 673-699 Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations
by Bartram, Sohnke M.
April 2004, Volume 23, Issue 3
- 305-310 Overview of the special issue on banking, development and structural change
by Hasan, Iftekhar & Lothian, James R. & Tarkka, Juha
- 311-331 Does opening a stock exchange increase economic growth?
by Baier, Scott L. & Dwyer, Gerald Jr. & Tamura, Robert
- 333-366 Exporting financial institutions management via foreign direct investment mergers and acquisitions
by Berger, Allen N. & Buch, Claudia M. & DeLong, Gayle & DeYoung, Robert
- 367-384 Commercial bank underwriting of credit-enhanced bonds: are there certification benefits to the issuer?
by Saunders, Anthony & Stover, Roger D.
- 385-403 Financial system design and liquidity provision by banks and markets in a dynamic economy
by Qian, Yiming & John, Kose & John, Teresa A.
- 405-459 Measurement of contagion in banks' equity prices
by Gropp, Reint & Moerman, Gerard
- 461-492 Convergence in euro-zone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration
by Sander, Harald & Kleimeier, Stefanie
- 493-513 Banks' buffer capital: how important is risk
by Lindquist, Kjersti-Gro
- 515-551 Who pays for bank insolvency?
by Mayes, David G.
March 2004, Volume 23, Issue 2
- 143-163 On the performance of nominal income targeting as a strategy for monetary policy in a small open economy
by Guender, Alfred V. & Tam, Julie
- 165-188 High public debt in currency crises: fundamentals versus signaling effects
by Benigno, Pierpaolo & Missale, Alessandro
- 189-230 The international CAPM when expected returns are time-varying
by Ng, David T.
- 231-251 Many happy returns? Recidivism and the IMF
by Bird, Graham & Hussain, Mumtaz & Joyce, Joseph P.
- 253-270 The impact of IMF programs on asset values
by Brealey, R. A. & Kaplanis, E.
- 271-282 More evidence on the dollar risk premium in the foreign exchange market
by Bams, Dennis & Walkowiak, Kim & Wolff, Christian C. P.
- 283-304 Exchange rate expectations: controlled experiments with artificial traders
by Marey, Philip S.
February 2004, Volume 23, Issue 1
- 1-25 Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study
by Sarno, Lucio & Taylor, Mark P. & Chowdhury, Ibrahim
- 27-49 The credit crunch in East Asia: what can bank excess liquid assets tell us?
by Agenor, Pierre-Richard & Aizenman, Joshua & Hoffmaister, Alexander W.
- 51-70 International financial contagion in currency crises
by Caramazza, Francesco & Ricci, Luca & Salgado, Ranil
- 71-97 Expected returns, risk and the integration of international bond markets
by Barr, David G. & Priestley, Richard
- 99-111 Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen
by MacDonald, Ronald & Marsh, Ian W.
- 113-131 International capital mobility in the long run and the short run: can we still learn from saving-investment data?
by Hoffmann, Mathias
- 133-142 The dynamics of inflation and currency substitution in a small open economy
by Lebre de Freitas, M.
December 2003, Volume 22, Issue 7
- 887-893 Overview of conference volume "Regional and International Implications of the Financial Instability in Latin America"
by Aizenman, Joshua & Lothian, James R.
- 895-923 Macroeconomic policies and performance in Latin America
by Calderon, Cesar & Schmidt-Hebbel, Klaus
- 925-955 Stock market cycles, financial liberalization and volatility
by Edwards, Sebastian & Biscarri, Javier Gomez & Perez de Gracia, Fernando
- 957-990 On the determinants of Original Sin: an empirical investigation
by Hausmann, Ricardo & Panizza, Ugo
- 991-1014 Macroeconomic effects of IMF-sponsored programs in Latin America: output costs, program recidivism and the vicious cycle of failed stabilizations
by Hutchison, Michael M. & Noy, Ilan
- 1015-1040 Inflation targeting in Brazil: constructing credibility under exchange rate volatility
by Minella, Andre & de Freitas, Paulo Springer & Goldfajn, Ilan & Muinhos, Marcelo Kfoury
- 1041-1063 Liquidity protection versus moral hazard: the role of the IMF
by Powell, Andrew & Arozamena, Leandro
- 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
November 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
October 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
August 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
June 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
April 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.
February 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
December 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.
November 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.
October 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.
August 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
June 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
April 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
February 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
December 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
November 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
October 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
August 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.
June 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.