Journal of International Money and Finance
February 1997, Volume 16, Issue 1
- 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.
December 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
October 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
August 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.
June 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
April 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
February 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
December 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
October 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.
August 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.
June 1995, Volume 14, Issue 3
- 331-347 Price and trade effects of exchange rate fluctuations and the design of policy coordination
by Cohen, Daniel & Wyplosz, Charles
- 349-371 The gold standard: Perfectly integrated world markets or slow adjustment of prices and interest rates?
by Wallace, Myles S & Choudhry, Taufiq
- 373-393 Misspecification and the pricing and hedging of long-term foreign currency options
by Melino, Angelo & Turnbull, Stuart M.
- 395-415 Nominal exchange rate regimes and the stochastic behavior of real variables
by Caporale, Guglielmo Maria & Pittis, Nikitas
- 417-426 Real effects of exchange rate volatility
by Neumann, Manfred
- 427-440 Other people's money: Cash-in-advance microfoundations for optimal currency areas
by Minford, Patrick
- 441-458 Exchange rate shocks, currency options and the Siegel paradox
by Bardhan, Indrajit
- 459-460 Comment on 'Exchange rate shocks, currency options and the Siegel paradox' by Indrajit Bardhan
by Dumas, Bernard & Jennergren, L. Peter & Naslund, Bertil
April 1995, Volume 14, Issue 2
- 155-177 Exchange rate dynamics and international effects of monetary shocks in monetary, equilibrium models
by Schlagenhauf, Don E. & Wrase, Jeffrey M.
- 179-189 Purchasing power parity under the European Monetary System
by Yin-Wong Cheung & Hung-Gay Fung & Kon S. Lai & Wai-Chung Lo
- 191-211 Consumption, real exchange rates and the structure of international asset markets
by Kollmann, Robert
- 213-223 Siegel's paradox and the pricing of currency options
by Dumas, Bernard & Jennergren, L. Peter & Naslund, Bertil
- 225-245 Towards a loanable funds/amended-liquidity preference theory of the exchange rate and interest rate
by Miller, Norman C.
- 247-273 Measurement of the unexpected US trade deficit
by Puffer, Marlene K.
- 275-287 Monetary policies in interdependent economies: an open economy explanation for base drift and price-level non-trend-stationarities
by Daniels, Joseph P. & VanHoose, David D.
- 289-310 Markup adjustment and exchange rate fluctuations: evidence from panel data on automobile exports
by Gagnon, Joseph E. & Knetter, Michael M.
- 311-328 EMS exchange rate bands: a Monte Carlo investigation of three target zone models
by Beetsma, Roel M. W. J.
February 1995, Volume 14, Issue 1
- 3-26 Is the correlation in international equity returns constant: 1960-1990?
by Longin, Francois & Solnik, Bruno
- 27-46 Are there rational bubbles in foreign exchange markets? Evidence from an alternative test
by Wu, Yangru
- 47-64 International trade in banking services
by ter Wengel, Jan
- 65-81 Exchange rate risk and internationally diversified portfolios
by Ziobrowski, Brigitte J. & Ziobrowski, Alan J.
- 83-104 Terms of trade and real exchange rates: the Canadian evidence
by Amano, Robert A. & van Norden, Simon
- 105-126 An optimizing analysis of the effects of world interest disturbances on the open economy term structure of interest rates
by Fisher, Walter H.
- 127-147 Long-run identifying restrictions for an error-correction model of New Zealand money, prices and output
by Fisher, Lance A. & Fackler, Paul L. & Orden, David
December 1994, Volume 13, Issue 6
- 627-636 Forward exchange rates and expectations during the 1920s: A re-examination of the evidence
by McFarland, James W & McMahon, Patrick C & Ngama, Yerima
- 637-657 Purchasing power parity yet again: evidence from spatially separated commodity markets
by Michael, Panos & Nobay, A Robert & Peel, David
- 658-678 The income and terms of trade effects: a permanent versus transitory decomposition in US trade
by Kim, Yoonbai
- 679-697 Money and output under alternative exchange rate regimes in the USA
by P. Joyce, Joseph & Kamas, Linda
- 699-727 Stochastic trends and jumps in EMS exchange rates
by Nieuwland, Frederick G M C & Verschoor, Willem F C & Wolff, Christian C P
- 729-738 What explains the risk premium in foreign exchange returns?
by Gokey, Timothy C
October 1994, Volume 13, Issue 5
- 499-515 External markets, exchange rate dynamics and the impact of monetary disturbances
by Papazoglou, Christos & Turnovsky, Stephen J
- 517-536 The pricing of dollar-denominated yen/DM warrants
by Dravid, Ajay & Richardson, Matthew & Sun, Tong-Sheng
- 537-550 Variation in the real exchange rate as a source of currency substitution
by Ratti, Ronald A & Jeong, Byung Woo
- 551-564 Foreign exchange market efficiency and common stochastic trends
by Crowder, William J
- 565-571 The long memory of the forward premium
by Baillie, Richard T & Bollerslev, Tim
- 573-586 Monetary policy and country size
by Martin, Philippe
- 587-601 The interaction between trading volume of stocks and options: Some statistical evidence
by Fase, MMG
- 602-622 Relative PPP in the medium run
by Apte, Prakash & Kane, Marian & Sercu, Piet
August 1994, Volume 13, Issue 4
- 387-399 Hysteresis in international trade: a general equilibrium analysis
by Ljungqvist, Lars
- 400-414 Sovereign risk exposure with potential liquidation: the performance of alternative forms of external finance
by Spiegel, Mark M.
- 415-428 An assessment of the United Nations scale of assessments from a developing-country standpoint
by Officer, Lawrence H.
- 429-446 The international transmission of economic shocks in a three-country world under mixed exchange rates
by Laufer, Nikolaus K. A. & Sundararajan, Srinivasa
- 447-458 On sluggish output adjustment and exchange rate dynamics
by Levin, Jay H.
- 459-475 A non-parametric analysis of covered interest parity in long-date capital markets
by Fletcher, Donna J. & Taylor, Larry W.
- 476-495 Does the real exchange rate follow a random walk? The Pacific Basin perspective
by Phylaktis, Kate & Kassimatis, Yiannis
June 1994, Volume 13, Issue 3
- 259-275 Specification of policy rules and performance measures in multicountry simulation studies
by McCallum, Bennett T.
- 276-290 The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk
by MacDonald, Ronald & Taylor, Mark P.
- 291-318 Are Japanese interest rates too stable?
by Bonser-Neal, Catherine & Roley, V. Vance
- 319-341 Volatility in the terms of trade with non-identical preferences
by Hagiwara, May
- 342-363 Estimation of foreign exchange exposure: an application to mining companies in Australia
by Khoo, Andrew
- 364-374 Policy inconsistency and external debt service
by Dooley, Michael P. & Svensson, Lars E. O.
- 375-383 Spread and volatility in spot and forward exchange rates
by Lee, Tae-Hwy
April 1994, Volume 13, Issue 2
- 131-158 Market structure and inefficiency in the foreign exchange market
by Flood, Mark D.
- 159-170 Forward exchange bias, hedging and the gains from international diversification of investment portfolios
by Levy, Haim & Lim, Kok Chew
- 171-189 Heterogeneity and intertemporal trade: finding support for international credit contracts
by Craig, Barbara J.
- 190-210 Macroeconomic effects of budget deficits: further international evidence
by Karras, Georgios
- 211-222 Stock returns and the transfer of information between the New York and Tokyo stock exchanges
by Lau, Sie Ting & Diltz, J. David
- 223-231 The use of the exchange rate for stabilization: a real interest arbitrage model applied to Argentina
by Connolly, Michael & Rodriguez, Alvaro & Tyler, William G.
- 232-238 On the desirability of insulation: a counterexample
by Fender, John
- 239-256 Mexico's investment collapse: debt or oil?
by Warner, Andrew M.
February 1994, Volume 13, Issue 1
- 3-25 Hourly volatility spillovers between international equity markets
by Susmel, Raul & Engle, Robert F.
- 27-40 Net foreign assets and international adjustment: The United States, Japan and Germany
by Masson, Paul R. & Kremers, Jeroen & Horne, Jocelyn
- 41-54 Capital controls, collection costs and domestic public debt
by Aizenman, Joshua & Guidotti, Pablo E.
- 55-70 Is export price adjustment asymmetric?: evaluating the market share and marketing bottlenecks hypotheses
by Knetter, Michael M.
- 71-82 The relationship between bilateral and multilateral models of exchange rates
by Haynes, Stephen E. & Stone, Joe A.
- 83-106 Anomalies or illusions? Evidence from stock markets in eighteen countries
by Agrawal, Anup & Tandon, Kishore
- 107-124 Real interest rate equalization and the integration of international financial markets
by Goodwin, Barry K. & Grennes, Thomas J.
December 1993, Volume 12, Issue 6
- 563-586 The response of exchange rates to permanent and transitory shocks under floating exchange rates
by Evans, Martin D. D. & Lothian, James R.
- 587-606 Structural change and the macroeconomic effects of oil shocks: empirical evidence from the United States and Japan
by Hutchison, Michael M.
- 607-631 A taxonomy of automated trade execution systems
by Domowitz, Ian
- 632-643 Debt relief schemes and welfare
by Husain, Aasim M.
- 644-653 The accuracy of reports of foreign exchange intervention
by Klein, Michael W.
- 654-667 Parameter instability in aggregate US import demand functions
by Zietz, Joachim & Pemberton, Donald K.
October 1993, Volume 12, Issue 5
- 451-474 The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach
by Levich, Richard M. & Thomas, Lee III
- 475-492 A jump diffusion model for the European monetary system
by Ball, Clifford A. & Roma, Antonio
- 493-510 Optimal hedged portfolios: the case of jump-diffusion risks
by Park, Keehwan & Ahn, Chang Mo & Fujihara, Roger
- 511-521 Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
by Baillie, Richard T. & Bollerslev, Tim & Redfearn, Michael R.
- 523-541 Determinants of Japanese direct investment in US manufacturing industries
by Mann, Catherine L.
- 543-560 The sources of GARCH: empirical evidence from an intraday returns model incorporating systematic and unique risks
by Laux, Paul A. & Ng, Lilian K.
August 1993, Volume 12, Issue 4
- 347-367 Foreign debt accumulation: financial and fiscal effects and monetary policy reactions in developing countries
by Fry, Maxwell J.
- 368-389 Central Bank Forex internvention assessed in continous time
by Goodhart, Charles A. E. & Hesse, Thomas
- 390-412 An international CAPM for bonds and equities
by Thoms, S. H.
- 413-438 A geographical model for the daily and weekly seasonal volatility in the foreign exchange market
by Dacorogna, Michael M. & Muller, Ulrich A. & Nagler, Robert J. & Olsen, Richard B. & Pictet, Olivier V.
- 439-448 Long-term covered interest parity: evidence from currency swaps
by Popper, Helen
June 1993, Volume 12, Issue 3
- 227-248 Optimal monetary policies and policy interdependence in the world economy
by Kimbrough, Kent P.
- 249-277 Financial liberalization and adjustment: The cases of Chile and New Zealand
by McNelis, Paul D. & Schmidt-Hebbel, Klaus
- 278-297 The impact of terms of trade shocks on a small open economy: A stochastic analysis
by Turnovsky, Stephen J.
- 298-318 The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model
by Kroner, Kenneth F. & Lastrapes, William D.
- 319-331 The role of a fixed exchange rate system when central bankers are independent
by Laskar, Daniel
- 332-343 Precautionary saving and the Laursen-Metzler effect
by Rodriguez, Alvaro
April 1993, Volume 12, Issue 2
- 115-138 On biases in the measurement of foreign exchange risk premiums
by Bekaert, Geert & Hodrick, Robert J.
- 139-153 Liquidity, capital controls, and exchange rates
by Grilli, Vittorio & Roubini, Nouriel
- 154-169 The Ricardian equivalence proposition: evidence from foreign exchange markets
by Beck, Stacie E.
- 170-181 Dual exchange rates under pegged interest rate and balance-of-payments crisis
by Delbecque, Bernard
- 182-194 Exchange rate risk premiums
by Cheng, Yin-Wong
- 195-208 Non-linearities in foreign exchange markets: a different perspective
by Krager, Horst & Kugler, Peter
- 209-220 Dollarization and inflation in a two-country optimization model
by Zou, Heng-Fu
February 1993, Volume 12, Issue 1
- 3-28 Pricing exports: a cross-country study
by Hung, Wansing & Kim, Yoonbai & Ohno, Kenichi
- 29-45 Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA
by Bodnar, Gordon M. & Gentry, William M.
- 46-61 Cointegration tests of purchasing power parity: the case of Swiss exchange rates
by Pippenger, Michael K.
- 62-77 Real interest rate parity new measures and tests
by Dutton, Marilyn Miller
- 78-98 Further evidence on exchange rate expectations
by Cavaglia, Stefano & Verschoor, Willem F. C. & Wolff, Christian C. P.
- 99-110 International listings and risk
by Howe, John S. & Madura, Jeff & Tucker, Alan L.
December 1992, Volume 11, Issue 6
- 518-538 Optimal seigniorage and financial liberalization
by Bacchetta, Philippe & Caminal, Ramon
- 539-551 Nominal exchange rates and unit roots: a reconsideration
by Whitt, Joseph Jr.
- 552-566 The simple dynamics of a debt crisis
by Detragiache, Enrica
- 567-578 Government finance in a common currency area
by Sibert, Anne
- 579-593 Exchange risk, exposure, and the option to trade
by Secu, Piet
- 594-613 Limited capital markets and the real effects of monetary stabilization policies under alternative exchange rate regimes
by Rojas-Suarez, Liliana
October 1992, Volume 11, Issue 5
- 414-430 Testing a present-value model of the current account: Evidence from US and Canadian time series
by Otto, Glenn
- 431-445 Optimal currency hedge ratios and interest rate risk
by Briys, Eric & Solnik, Bruno
- 446-461 Currency swaps, hedging, and the exchange of collateral
by Melnik, Arie L. & Plaut, Steven E.
- 462-473 Differences between foreign exchange rate regimes: The view from the tails
by Koedijk, Kees G. & Stork, Philip A. & de Vries, Casper G.
- 474-491 Pricing European average rate currency options
by Levy, Edmond
- 492-501 Trade deficit surprises and the ex ante volatility of foreign exchange rates
by Madura, Jeff & Tucker, Alan L.
- 502-513 Purchasing power parity and cointegration: The Greek evidence from the 1920s
by Phylaktis, Kate
August 1992, Volume 11, Issue 4
- 318-327 Cointegration and market efficiency
by Dwyer, Gerald Jr. & Wallace, Myles S.
- 328-339 Price volatility and margin requirements in foreign exchange futures markets
by Goldberg, Lawrence G. & Hachey, George Jr.
- 340-365 International interest rate linkages and the exchange rate regime
by Johnson, David R.
- 366-381 Rationality of survey data and tests for market efficiency in the foreign exchange markets
by Liu, Peter C. & Maddala, G. S.
- 382-396 Exchange rate and price dynamics under adaptive and rational expectations: An empirical analysis
by Papell, David H.
- 397-410 Price and monetary convergence in currency unions: The franc and rand zones
by Honohan, Patrick
June 1992, Volume 11, Issue 3
- 222-234 The international allocation of savings with quadratic transaction (or risk) costs
by Niehans, Jurg
- 235-250 A nonlinear stochastic rational expectations model of exchange rates
by Hsieh, David A.