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Series handle: RePEc:eee:jimfin
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Content
2013, Volume 39, Issue C
- 65-88 The investment technology of foreign and domestic institutional investors in an emerging market
by Patnaik, Ila & Shah, Ajay
- 89-110 How do foreign investors impact domestic economic activity? Evidence from India and China
by Jotikasthira, Chotibhak & Lundblad, Christian & Ramadorai, Tarun
- 111-137 The financing and growth of firms in China and India: Evidence from capital markets
by Didier, Tatiana & Schmukler, Sergio L.
- 138-152 The financial crisis and Indian banks: Survival of the fittest?
by Eichengreen, Barry & Gupta, Poonam
- 153-185 Macro-prudential policies to mitigate financial system vulnerabilities
by Claessens, Stijn & Ghosh, Swati R. & Mihet, Roxana
- 186-206 China's financial linkages with Asia and the global financial crisis
by Glick, Reuven & Hutchison, Michael
- 207-230 The growth of a shadow banking system in emerging markets: Evidence from India
by Acharya, Viral V. & Khandwala, Hemal & Sabri Öncü, T.
- 231-245 Impact of exchange rate movements on exports: An analysis of Indian non-financial sector firms
by Cheung, Yin-Wong & Sengupta, Rajeswari
2013, Volume 38, Issue C
- 5-17 I discovered the peso problem: Irving Fisher and the UIP puzzle
by Lothian, James R. & Pownall, Rachel A.J. & Koedijk, Kees G.
- 18-40 Recessions, growth and banking crises
by Dwyer, Gerald P. & Devereux, John & Baier, Scott & Tamura, Robert
- 41-58 Macroeconomic adjustment and the history of crises in open economies
by Aizenman, Joshua & Noy, Ilan
- 59-83 Friedman's monetary economics in practice
by Nelson, Edward
- 84.1-84.16 Fiscal spillovers in the Euro area
by Caporale, Guglielmo Maria & Girardi, Alessandro
- 85-94 Exchange rate regimes and asset prices
by Dellas, Harris & Tavlas, George
- 95-119 The market microstructure approach to foreign exchange: Looking back and looking forward
by King, Michael R. & Osler, Carol L. & Rime, Dagfinn
2013, Volume 37, Issue C
- 1-24 Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data
by Belke, Ansgar & Beckmann, Joscha & Verheyen, Florian
- 25-47 Currency intervention: A case study of an emerging market
by Fry-McKibbin, Renée A. & Wanaguru, Sumila
- 48-74 The role of cross-sectional heterogeneity for magnitude and timing of the euro's trade effect
by Herwartz, Helmut & Weber, Henning
- 75-97 Dynamic expectation formation in the foreign exchange market
by ter Ellen, Saskia & Verschoor, Willem F.C. & Zwinkels, Remco C.J.
- 98-112 Inflation, output and uncertainty in the era of inflation targeting – A multi-economy view on causal linkages
by Hartmann, Matthias & Roestel, Jan
- 113-134 What determines the duration of a fiscal consolidation program?
by Agnello, Luca & Castro, Vitor & Sousa, Ricardo M.
- 135-160 Behind closed doors: Revealing the ECB's decision rule
by Hayo, Bernd & Méon, Pierre-Guillaume
- 161-186 Financial globalization, convergence and growth: The role of foreign direct investment
by Gomes Neto, Delfim & Veiga, Francisco José
- 187-214 Multimarket contact, competition and pricing in banking
by Coccorese, Paolo & Pellecchia, Alfonso
- 215-238 Housing cycles and macroeconomic fluctuations: A global perspective
by Cesa-Bianchi, Ambrogio
- 239-259 Business cycle convergence in EMU: A second look at the second moment
by Crespo-Cuaresma, Jesús & Fernández-Amador, Octavio
- 260-281 Convergence, capital accumulation and the nominal exchange rate
by Benczur, Peter & Konya, Istvan
- 282-305 Exchange rate shocks and trade: A multivariate GARCH-M approach
by Grier, Kevin B. & Smallwood, Aaron D.
- 306-323 Optimal monetary policy in a small open economy with staggered wage and price contracts
by Rhee, Hyuk-jae & Turdaliev, Nurlan
- 324-352 Commodity price shocks and the business cycle: Structural evidence for the U.S
by Gubler, Matthias & Hertweck, Matthias S.
- 353-370 Dynamic stock market covariances in the Eurozone
by Connor, Gregory & Suurlaht, Anita
- 371-393 Key currency status: An exorbitant privilege and an extraordinary risk
by Canzoneri, Matthew & Cumby, Robert & Diba, Behzad & López-Salido, David
- 394-410 Exchange rate predictability and a monetary model with time-varying cointegration coefficients
by Park, Cheolbeom & Park, Sookyung
- 411-438 Is the relationship between prices and exchange rates homogeneous?
by Hall, Stephen G. & Hondroyiannis, George & Kenjegaliev, Amangeldi & Swamy, P.A.V.B. & Tavlas, George S.
- 439-467 Duration of fixed exchange rate regimes in emerging economies
by Tamgac, Unay
- 468-492 Vertical debt spillovers in EMU countries
by Van Hecke, Annelore
- 493-503 Regional capital mobility in China: Economic reform with limited financial integration
by Lai, Jennifer T. & McNelis, Paul D. & Yan, Isabel K.M.
- 504-528 To give or to forgive? Aid versus debt relief
by Cordella, Tito & Missale, Alessandro
- 529-563 What drives corporate default risk premia? Evidence from the CDS market
by Díaz, Antonio & Groba, Jonatan & Serrano, Pedro
2013, Volume 36, Issue C
- 1-25 On returns differentials
by Curcuru, Stephanie E. & Thomas, Charles P. & Warnock, Francis E.
- 26-46 The consumption-real exchange rate anomaly with extensive margins
by Hamano, Masashige
- 47-67 Time consistency of optimal monetary and fiscal policy in a small open economy
by Liu, Xuan
- 68-85 Insurance demand and country risks: A nonlinear panel data analysis
by Lee, Chien-Chiang & Chiu, Yi-Bin & Chang, Chi-Hung
- 86-106 What drives currency predictability?
by Potì, Valerio & Siddique, Akhtar
- 107-130 Investment allocation decisions, home bias and the mandatory IFRS adoption
by Hamberg, Mattias & Mavruk, Taylan & Sjögren, Stefan
- 131-150 Exchange-rate pass through, openness, and the sacrifice ratio
by Daniels, Joseph P. & VanHoose, David D.
- 151-171 Early warning systems for currency crises: A multivariate extreme value approach
by Cumperayot, Phornchanok & Kouwenberg, Roy
- 172-190 The performance of NDF carry trades
by Doukas, John A. & Zhang, Hao
- 191-210 The extreme value in crude oil and US dollar markets
by Chen, Wei-Peng & Choudhry, Taufiq & Wu, Chih-Chiang
- 211-230 Large foreign ownership and stock price informativeness around the world
by He, Wen & Li, Donghui & Shen, Jianfeng & Zhang, Bohui
2013, Volume 35, Issue C
- 1-19 Leading indicators of crisis incidence: Evidence from developed countries
by Babecký, Jan & Havránek, Tomáš & Matějů, Jakub & Rusnák, Marek & Šmídková, Kateřina & Vašíček, Bořek
- 20-35 Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market
by Lovcha, Yuliya & Perez-Laborda, Alejandro
- 36-53 Are capital controls in the foreign exchange market effective?
by Straetmans, Stefan T.M. & Versteeg, Roald J. & Wolff, Christian C.P.
- 54-75 Combined use of foreign debt and currency derivatives under the threat of currency crises: The case of Latin American firms
by Gatopoulos, Georgios & Loubergé, Henri
- 76-103 Predicting financial crises: The (statistical) significance of the signals approach
by El-Shagi, M. & Knedlik, T. & von Schweinitz, G.
- 104-123 International diversification during the financial crisis: A blessing for equity investors?
by Vermeulen, Robert
- 124-145 Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis
by Arce, Oscar & Mayordomo, Sergio & Peña, Juan Ignacio
- 146-166 Equity issue-specific versus broad regulatory protections against expropriation risk: International evidence from SEOs
by Gupta, Manu & Prakash, Puneet & Rangan, Nanda K.
- 167-178 Central bank swap line effectiveness during the euro area sovereign debt crisis
by Moessner, Richhild & Allen, William A.
- 179-194 “Leaning against the wind” and the timing of monetary policy
by Agur, Itai & Demertzis, Maria
2013, Volume 34, Issue C
- 6-14 The known unknowns and unknown unknowns of European Monetary Union
by Pisani-Ferry, Jean
- 15-36 Self-fulfilling crises in the Eurozone: An empirical test
by De Grauwe, Paul & Ji, Yuemei
- 37-59 What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk
by Aizenman, Joshua & Hutchison, Michael & Jinjarak, Yothin
- 60-82 The pricing of sovereign risk and contagion during the European sovereign debt crisis
by Beirne, John & Fratzscher, Marcel
- 83-101 Spread the news: The impact of news on the European sovereign bond markets during the crisis
by Beetsma, Roel & Giuliodori, Massimo & de Jong, Frank & Widijanto, Daniel
- 102-113 Contagion during the Greek sovereign debt crisis
by Mink, Mark & de Haan, Jakob
- 114-130 Fiscal policy targeting under imperfect information
by Andersen, Torben M.
- 131-163 Fiscal space and sovereign risk pricing in a currency union
by Ghosh, Atish R. & Ostry, Jonathan D. & Qureshi, Mahvash S.
- 164-176 Fiscal cyclicality and EMU
by Bénétrix, Agustín S. & Lane, Philip R.
- 177-197 A role model for the conduct of fiscal policy? Experiences from Sweden
by Flodén, Martin
2013, Volume 33, Issue C
- 1-18 The role of relative price volatility in the efficiency of investment allocation
by Cavallo, Eduardo & Galindo, Arturo & Izquierdo, Alejandro & León, John Jairo
- 19-40 How do bank competition, regulation, and institutions shape the real effect of banking crises? International evidence
by Fernández, Ana I. & González, Francisco & Suárez, Nuria
- 41-59 Footprints in the market: Hedge funds and the carry trade
by Fong, Wai Mun
- 60-80 Credit reporting, financial intermediation and identification systems: International evidence
by Giannetti, Caterina & Jentzsch, Nicola
- 81-102 Exchange rate pass-through and the effects of tariffs on economic performance and welfare
by Hwang, Yu-Ning & Turnovsky, Stephen J.
- 103-117 The intraday effects of central bank intervention on exchange rate spreads
by Fatum, Rasmus & Pedersen, Jesper & Sørensen, Peter Norman
- 118-145 Money growth and inflation: A regime switching approach
by Amisano, Gianni & Fagan, Gabriel
- 146-162 Post-Keynesian money endogeneity evidence in G-7 economies
by Badarudin, Z.E. & Ariff, M. & Khalid, A.M.
- 163-187 Rare event risk and emerging market debt with heterogeneous beliefs
by Dieckmann, Stephan & Gallmeyer, Michael
- 188-207 Two fiscal policy puzzles revisited: New evidence and an explanation
by Iwata, Yasuharu
- 208-234 How central banks prepare for financial crises – An empirical analysis of the effects of crises and globalisation on international reserves
by Steiner, Andreas
- 235-254 Inflation illusion and the US dividend yield: Some further evidence
by Acker, Daniella & Duck, Nigel W.
- 255-281 Financial liberalization and economic growth: A meta-analysis
by Bumann, Silke & Hermes, Niels & Lensink, Robert
- 282-305 The multiscale causal dynamics of foreign exchange markets
by Bekiros, Stelios & Marcellino, Massimiliano
- 306-326 Reassessing the link between the Japanese yen and emerging Asian currencies
by Kim, Bong-Han & Kim, Hyeongwoo & Min, Hong-Ghi
- 327-357 Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan
by Schenkelberg, Heike & Watzka, Sebastian
- 358-380 Asymmetries in an open economy model
by Sousa, Teresa Vasconcelos e
- 381-406 Monetary policy and stock market dynamics across monetary regimes
by Laopodis, Nikiforos T.
- 407-425 Carry trades and the performance of currency hedge funds
by Nucera, Federico & Valente, Giorgio
2013, Volume 32, Issue C
- 1-16 The impact of banking sector stability on the real economy
by Jokipii, Terhi & Monnin, Pierre
- 17-41 Private sector share of external debt and financial stability: Evidence from bank loans
by Hallak, Issam
- 42-76 Learning to forecast the exchange rate: Two competing approaches
by De Grauwe, Paul & Markiewicz, Agnieszka
- 77-98 External and budget deficits in some developing countries
by Chihi, Foued & Normandin, Michel
- 99-128 Sudden stops and financial frictions: Evidence from industry-level data
by Cowan, Kevin & Raddatz, Claudio
- 129-155 The smallest firm effect: An international study
by De Moor, Lieven & Sercu, Piet
- 156-168 The relationship between the Renminbi future spot return and the forward discount rate
by Zhao, Yanping & de Haan, Jakob & Scholtens, Bert & Yang, Haizhen
- 169-193 Home bias and cross border taxation
by Mishra, Anil V. & Ratti, Ronald A.
- 194-213 Factor decomposition and diversification in European corporate bond markets
by Pieterse-Bloem, Mary & Mahieu, Ronald J.
- 214-233 Are fiscal deficits inflationary?
by Lin, Hsin-Yi & Chu, Hao-Pang
- 234-250 Real asset returns, inflation and activity in a small, open, Cash-in-Advance economy
by Mansoorian, Arman & Mohsin, Mohammed
- 251-281 The impact of bank capital on profitability and risk in Asian banking
by Lee, Chien-Chiang & Hsieh, Meng-Fen
- 282-303 Monetary policy shocks and financial conditions: A Monte Carlo experiment
by Castelnuovo, Efrem
- 304-323 Nonlinear relationship between the real exchange rate and economic fundamentals: Evidence from China and Korea
by Tang, Xiaolei & Zhou, Jizhong
- 324-340 Financial integration, capital misallocation and global imbalances
by Benhima, Kenza
- 341-359 Habit formation, adjustment costs, and international transmission of fiscal policy
by Gonzalez-Hernandez, Ramon A. & Karayalcin, Cem
- 360-376 Strategic monetary policy in interdependent economies: Gains from coordination reconsidered
by Evers, Michael P.
- 377-404 Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability
by De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara
- 405-427 The link between life insurance activities and economic growth: Some new evidence
by Lee, Chien-Chiang & Lee, Chi-Chuan & Chiu, Yi-Bin
- 428-443 The great intervention and massive money injection: The Japanese experience 2003–2004
by Watanabe, Tsutomu & Yabu, Tomoyoshi
- 444-461 What determines Euro area bank CDS spreads?
by Annaert, Jan & De Ceuster, Marc & Van Roy, Patrick & Vespro, Cristina
- 462-477 Competitive depreciation and the role of distorting taxes in an interdependent economy
by Takamatsu, Satoko
- 478-490 Grand corruption instead of commitment? Reconsidering time-inconsistency of monetary policy
by Bohn, Frank
- 491-511 The “forward premium puzzle” and the sovereign default risk
by Coudert, Virginie & Mignon, Valérie
- 512-527 Exchange rate pass-through and inflation: A nonlinear time series analysis
by Shintani, Mototsugu & Terada-Hagiwara, Akiko & Yabu, Tomoyoshi
- 528-555 The cyclical properties of disaggregated capital flows
by Contessi, Silvio & De Pace, Pierangelo & Francis, Johanna L.
- 556-578 The real effects of banking shocks: Evidence from OECD countries
by Levintal, Oren
- 579-594 Shadow banking and financial stability: European money market funds in the global financial crisis
by Bengtsson, Elias
- 595-610 A positive theory of fixed-rate funds-supplying operations in an accommodative financial environment
by Shino, Junnosuke
- 611-636 Exchange rates and individual good's price misalignment: Evidence of long-horizon predictability
by Dong, Wei & Nam, Deokwoo
- 637-653 Government intervention and firm investment: Evidence from international micro-data
by Lin, Chen & Man-lai Wong, Sonia
- 654-667 A new approach to tests of pricing-to-market
by Byrne, Joseph P. & Kortava, Ekaterina & MacDonald, Ronald
- 668-699 How smooth is price discovery? Evidence from cross-listed stock trading
by Chen, Haiqiang & Choi, Paul Moon Sub & Hong, Yongmiao
- 700-718 Does the euro dominate Central and Eastern European money markets?
by Kadow, Alexander & Cerrato, Mario & MacDonald, Ronald & Straetmans, Stefan
- 719-738 Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach
by Aloui, Riadh & Ben Aïssa, Mohamed Safouane & Nguyen, Duc Khuong
- 739-761 What factors cause foreign banks to stay in London?
by Clare, Andrew & Gulamhussen, Mohamed Azzim & Pinheiro, Carlos
- 762-780 On the solvency of nations: Cross-country evidence on the dynamics of external adjustment
by Durdu, C. Bora & Mendoza, Enrique G. & Terrones, Marco E.
- 781-808 Unconditional and conditional exchange rate exposure
by Chaieb, Ines & Mazzotta, Stefano
- 809-821 Debt and growth: New evidence for the euro area
by Baum, Anja & Checherita-Westphal, Cristina & Rother, Philipp
- 822-843 Exchange rate volatility and the time-varying effects of aggregate shocks
by Valcarcel, Victor J.
- 844-855 Real exchange rate fluctuations and the relative importance of nontradables
by Ouyang, Alice Y. & Rajan, Ramkishen S.
- 856-883 What drives China's current account?
by Hoffmann, Mathias
- 884-915 Financial crises and cross-border banking: New evidence
by Kleimeier, Stefanie & Sander, Harald & Heuchemer, Sylvia
- 916-940 Foreign institutional investment: Is governance quality at home important?
by Abdioglu, Nida & Khurshed, Arif & Stathopoulos, Konstantinos
- 941-967 Oil shocks and the zero bound on nominal interest rates
by Bodenstein, Martin & Guerrieri, Luca & Gust, Christopher J.
- 968-989 Does the exchange rate regime make a difference in inflation performance in developing and emerging countries?: The role of inflation targeting
by Yamada, Hiroyuki
- 990-1007 Marking-to-market government guarantees to financial systems – Theory and evidence for Europe
by Baglioni, Angelo & Cherubini, Umberto
- 1008-1031 Taylor rules and exchange rate predictability in emerging economies
by Galimberti, Jaqueson K. & Moura, Marcelo L.
- 1032-1043 Predicting severe simultaneous recessions using yield spreads as leading indicators
by Christiansen, Charlotte
- 1044-1078 Hoarding of international reserves in China: Mercantilism, domestic consumption and US monetary policy
by Bonatti, Luigi & Fracasso, Andrea
- 1079-1096 Can cross-country portfolio rebalancing give rise to forward bias in FX markets?
by Chang, Sanders S.
- 1097-1119 Financial frictions and the strength of monetary transmission
by Aysun, Uluc & Brady, Ryan & Honig, Adam
- 1120-1143 Foreign holdings of U.S. Treasuries and U.S. Treasury yields
by Beltran, Daniel O. & Kretchmer, Maxwell & Marquez, Jaime & Thomas, Charles P.
2012, Volume 31, Issue 8
- 1971-1975 Overview of the special issue on “Policy Implications of and Lessons from the Global Financial Crisis”
by Aizenman, Joshua & Dekle, Robert & Lothian, James R.
- 1976-1989 The dollar and its discontents
by Jeanne, Olivier
- 1990-2016 Adjustment patterns to commodity terms of trade shocks: The role of exchange rate and international reserves policies
by Aizenman, Joshua & Edwards, Sebastian & Riera-Crichton, Daniel
- 2017-2037 Foreign reserve management during the global financial crisis
by Dominguez, Kathryn M.E.
- 2038-2051 Too big to fail: Some empirical evidence on the causes and consequences of public banking interventions in the UK
by Rose, Andrew K. & Wieladek, Tomasz
- 2052-2077 How resilient and countercyclical were emerging economies during the global financial crisis?
by Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio L.
- 2078-2101 Central bank announcements of asset purchases and the impact on global financial and commodity markets
by Glick, Reuven & Leduc, Sylvain
- 2102-2126 Emerging economies in the 2000s: Real decoupling and financial recoupling
by Levy Yeyati, Eduardo & Williams, Tomas
- 2127-2146 Are Chinese trade flows different?
by Cheung, Yin-Wong & Chinn, Menzie D. & Qian, XingWang
- 2147-2161 Does inequality lead to a financial crisis?
by Bordo, Michael D. & Meissner, Christopher M.
2012, Volume 31, Issue 7
- 1823-1850 Are REITs real estate? Evidence from international sector level data
by Hoesli, Martin & Oikarinen, Elias
- 1851-1866 International diversification with securitized real estate and the veiling glare from currency risk
by Kroencke, Tim A. & Schindler, Felix
- 1867-1889 Shareholder composition, share turnover, and returns in volatile markets: The case of international REITs
by Brounen, Dirk & Kok, Nils & Ling, David C.
- 1890-1910 Liquidity dynamics across public and private markets
by Bond, Shaun A. & Chang, Qingqing
- 1911-1929 Portfolio greenness and the financial performance of REITs
by Eichholtz, Piet & Kok, Nils & Yonder, Erkan
- 1930-1952 Information, uncertainty, and behavioral effects: Evidence from abnormal returns around real estate investment trust earnings announcements
by Gyamfi-Yeboah, Frank & Ling, David C. & Naranjo, Andy
- 1953-1970 Do REITs use cash reserves efficiently? Evidence from corporate acquisitions
by Ghosh, Chinmoy & Petrova, Milena & Xiao, Yihong
2012, Volume 31, Issue 6
- 1319-1338 Thousands of models, one story: Current account imbalances in the global economy
by Ca’ Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair
- 1339-1357 “Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads
by Olson, Eric & Miller, Scott & Wohar, Mark E.
- 1358-1370 A new perspective on the Gold Standard: Inflation as a population phenomenon
by Faria, João Ricardo & McAdam, Peter
- 1371-1391 Survey forecasts in Brazil: A prismatic assessment of epidemiology, performance, and determinants
by Carvalho, Fabia A. & Minella, André
- 1392-1413 Unemployment and debt dynamics in a highly indebted small open economy
by Heer, Burkhard & Schubert, Stefan Franz
- 1414-1439 Predicting corporate governance in emerging markets
by Braga-Alves, Marcus V. & Morey, Matthew
- 1440-1458 Convergence of Euro area inflation rates
by Lopez, Claude & Papell, David H.
- 1459-1481 Destructive effects of constructive ambiguity in risky times
by Vinogradov, Dmitri
- 1482-1502 Real exchanges rates in commodity producing countries: A reappraisal
by Bodart, V. & Candelon, B. & Carpantier, J.-F.
- 1503-1528 International financial integration and national price levels: The role of the exchange rate regime
by Hoffmann, Mathias & Tillmann, Peter
- 1529-1550 Mean reversion in long-horizon real exchange rates: Evidence from Latin America
by Astorga, Pablo
- 1551-1573 Has the euro affected the choice of invoicing currency?
by Ligthart, Jenny E. & Werner, Sebastian E.V.
- 1574-1592 Foreign exchange market efficiency under recent crises: Asia-Pacific focus
by Ahmad, Rubi & Rhee, S. Ghon & Wong, Yuen Meng
- 1593-1606 Ratings assignments: Lessons from international banks
by Caporale, Guglielmo Maria & Matousek, Roman & Stewart, Chris
- 1607-1626 Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
by Charles, Amélie & Darné, Olivier & Kim, Jae H.
- 1627-1648 Identifying sources of macroeconomic and exchange rate fluctuations in the UK
by Cover, James P. & Mallick, Sushanta K.
- 1649-1673 Who benefits from capital account liberalization? Evidence from firm-level credit ratings data
by Prati, Alessandro & Schindler, Martin & Valenzuela, Patricio
- 1674-1694 When does leverage hurt productivity growth? A firm-level analysis
by Coricelli, Fabrizio & Driffield, Nigel & Pal, Sarmistha & Roland, Isabelle
- 1695-1714 Financial dollarization and systemic risks: New empirical evidence
by Vieira, Fabrício A.C. & Holland, Márcio & Resende, Marco F.
- 1715-1728 The impact of international portfolio composition on consumption risk sharing
by Holinski, Nils & Kool, Clemens J.M. & Muysken, Joan
- 1729-1744 No contagion, only globalization and flight to quality
by Brière, Marie & Chapelle, Ariane & Szafarz, Ariane
- 1745-1776 Bank resilience to systemic shocks and the stability of banking systems: Small is beautiful
by Vallascas, Francesco & Keasey, Kevin
- 1777-1799 What lures cross-border venture capital inflows?
by Schertler, Andrea & Tykvová, Tereza
- 1800-1818 Do external political pressures affect the Renminbi exchange rate?
by Liu, Li-Gang & Pauwels, Laurent L.
2012, Volume 31, Issue 5
- 907-929 Corruption, soundness of the banking sector, and economic growth: A cross-country study
by Park, Junghee
- 930-947 Credit conditions and recoveries from financial crises
by Kannan, Prakash
- 948-974 Currency crises and monetary policy: A study on advanced and emerging economies
by Eijffinger, Sylvester C.W. & Karataş, Bilge
- 975-995 Sovereign risk premiums in the European government bond market
by Bernoth, Kerstin & von Hagen, Jürgen & Schuknecht, Ludger
- 996-1007 Globalization, exports, and effective exchange rate indices
by Ho, Lok Sang
- 1008-1032 Equity home bias and corporate disclosure
by Eichler, Stefan
- 1033-1059 Exchange rate bubbles: Fundamental value estimation and rational expectations test
by Maldonado, Wilfredo L. & Tourinho, Octávio A.F. & Valli, Marcos
- 1060-1075 Taylor rules and the Canadian–US equilibrium exchange rate
by Berger, Tino & Kempa, Bernd
- 1076-1091 Exchange market pressure and absorption by international reserves: Emerging markets and fear of reserve loss during the 2008–2009 crisis
by Aizenman, Joshua & Hutchison, Michael M.
- 1092-1105 Inflation targeting makes the difference: Novel evidence on inflation stabilization
by Bleich, Dirk & Fendel, Ralf & Rülke, Jan-Christoph
- 1106-1125 The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis
by In, Francis & Cui, Jin & Maharaj, Elizabeth Ann
- 1126-1139 Does government ideology matter in monetary policy? A panel data analysis for OECD countries
by Belke, Ansgar & Potrafke, Niklas
- 1140-1155 Overreaction in capital flows to emerging markets: Booms and sudden stops
by Agosin, Manuel R. & Huaita, Franklin
- 1156-1179 The effect of a common currency on the volatility of the extensive margin of trade
by Auray, Stéphane & Eyquem, Aurélien & Poutineau, Jean-Christophe
- 1180-1194 Can enforcement constraints explain the patterns of capital flows after financial liberalizations?
by Díaz, Julián P.
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