Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
The email address of this editor does not seem to be valid any more. Please ask J. R. Lothian to have the entry updated or send us the correct address.
Additional information is available for the following registered editor(s):
James R. Lothian .
Series handle: RePEc:eee:jimfin
ISSN: 0261-5606
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jimfin. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/30443 .
Content
June 2009, Volume 28, Issue 4
- 648-670 Can investor heterogeneity be used to explain the cross-section of average stock returns in emerging markets?
by Jung, Chan Shik & Lee, Dong Wook & Park, Kyung Suh
- 671-695 A model of asset pricing under country risk
by Andrade, Sandro C.
- 696-719 Political connections and the process of going public: Evidence from China
by Francis, Bill B. & Hasan, Iftekhar & Sun, Xian
- 720-737 Does bank ownership increase firm value? Evidence from China
by Lin, Xiaochi & Zhang, Yi & Zhu, Ning
April 2009, Volume 28, Issue 3
- 367-391 Institutions and the external capital structure of countries
by Faria, Andr & Mauro, Paolo
- 392-405 Does globalisation discipline monetary policymakers?
by Cavelaars, Paul
- 406-426 Predictability in financial markets: What do survey expectations tell us?
by Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric
- 427-453 Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence
by Rapach, David E. & Wohar, Mark E.
- 454-478 Effects of financial autarky and integration: The case of the South Africa embargo
by Coulibaly, Brahima
- 479-495 Canaries and vultures: A quantitative history of monetary mismanagement in Brazil
by Albuquerque, Pedro H. & Gouvea, Solange
- 496-521 Domestic monetary transfers and the inland bill of exchange markets in Spain (1775-1885)
by Maixé-Altés, J. Carles & Iglesias, Emma M.
- 522-547 Why do countries peg the way they peg? The determinants of anchor currency choice
by Meissner, Christopher M. & Oomes, Nienke
March 2009, Volume 28, Issue 2
- 198-214 Dollarization, exchange rate regimes and government quality
by Honig, Adam
- 215-239 Does exchange rate risk affect exports asymmetrically? Asian evidence
by Fang, WenShwo & Lai, YiHao & Miller, Stephen M.
- 240-270 Volatility regime-switching in European exchange rates prior to monetary unification
by Wilfling, Bernd
- 271-292 Portfolio flows, volatility and growth
by Ferreira, Miguel A. & Laux, Paul A.
- 293-321 Market liberalizations at the firm level: Spillovers fromADRs and implications for local markets
by Fernandes, Nuno
- 322-343 Inter-regional and region-specific transmission of international stock market returns: The role of foreign information
by Ibrahim, Boulis Maher & Brzeszczynski, Janusz
- 344-365 The response of global equity indexes to U.S. monetary policy announcements
by Wongswan, Jon
February 2009, Volume 28, Issue 1
- 26-55 Asset prices and twin crises
by Singh, Rajesh
- 56-67 Financial development and economic growth: Convergence or divergence?
by Fung, Michael K.
- 68-98 Determinants of exchange rate regime switching
by Fiess, Norbert & Shankar, Rashmi
- 99-114 Admissible monetary aggregates for the euro area
by Binner, Jane M. & Bissoondeeal, Rakesh K. & Elger, C. Thomas & Jones, Barry E. & Mullineux, Andrew W.
- 115-134 Cross-country comparisons of competition and pricing power in European banking
by Carbó, Santiago & Humphrey, David & Maudos, Joaquín & Molyneux, Philip
- 135-147 Real rigidities and real exchange rate volatility
by Craighead, William D.
- 148-160 Openness, exchange rate regimes and the Phillips curve
by Bowdler, Christopher
- 161-181 Currency crashes and bond yields in industrial countries
by Gagnon, Joseph E.
December 2008, Volume 27, Issue 8
- 1215-1243 Informational linkages across trading regions: Evidence from foreign exchange markets
by Cai, Fang & Howorka, Edward & Wongswan, Jon
- 1244-1260 Zooming out: The trade effect of the euro in historical perspective
by Berger, Helge & Nitsch, Volker
- 1261-1283 Productivity and equity market fundamentals: 80 years of evidence for 11 OECD countries
by Davis, E. Philip & Madsen, Jakob B.
- 1284-1302 Is the forward bias economically small? Evidence from European rates
by Sercu, Piet & Vandebroek, Martina & Wu, Xueping
- 1303-1324 Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests
by Lucey, Brian M. & Voronkova, Svitlana
- 1325-1336 Global monetary conditions versus country-specific factors in the determination of emerging market debt spreads
by Dailami, Mansoor & Masson, Paul R. & Padou, Jean Jose
- 1337-1359 Net foreign asset positions and consumption dynamics in the international economy
by Ghironi, Fabio & Iscan, Talan B. & Rebucci, Alessandro
- 1360-1382 The welfare implications of foreign exchange intervention
by Ho, Wai-Ming
- 1383-1406 Local information in foreign exchange markets
by Menkhoff, Lukas & Schmeling, Maik
- 1407-1419 Asymmetric information and rational expectations: When is it right to be "wrong"?
by Demertzis, Maria & Hughes Hallett, Andrew
- 1420-1429 Assessing the importance of global shocks versus country-specific shocks
by Souki, Kaouthar & Enders, Walter
- 1430-1452 Does openness to trade make countries more vulnerable to sudden stops, or less? Using gravity to establish causality
by Cavallo, Eduardo A. & Frankel, Jeffrey A.
November 2008, Volume 27, Issue 7
- 1056-1073 The submission of limit orders or market orders: The role of timing and information in the Reuters D2000-2 system
by Lo, Ingrid & Sapp, Stephen G.
- 1074-1097 Foreign exchange risk and the cross-section of stock returns
by Kolari, James W. & Moorman, Ted C. & Sorescu, Sorin M.
- 1098-1121 A new approach to modeling early warning systems for currency crises: Can a machine-learning fuzzy expert system predict the currency crises effectively?
by Lin, Chin-Shien & Khan, Haider A. & Chang, Ruei-Yuan & Wang, Ying-Chieh
- 1122-1134 Diversification in euro area stock markets: Country versus industry
by Moerman, Gerard A.
- 1135-1160 Exchange rate pass-through and relative prices: An industry-level empirical investigation
by Bhattacharya, Prasad S. & Karayalcin, Cem A. & Thomakos, Dimitrios D.
- 1161-1176 Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model
by Smallwood, Aaron D.
- 1177-1197 Exploring different views of exchange rate regime choice
by Carmignani, Fabrizio & Colombo, Emilio & Tirelli, Patrizio
October 2008, Volume 27, Issue 6
- 876-896 Dynamic effects of terms of trade shocks: The impact on debt and growth
by Eicher, Theo S. & Schubert, Stefan F. & Turnovsky, Stephen J.
- 897-914 Productivity shocks and the current account: An alternative perspective of capital market integration
by Decressin, Jörg & Disyatat, Piti
- 915-925 Some pitfalls in testing the law of one price in commodity markets
by Pippenger, John & Phillips, Llad
- 926-948 Consumption and real exchange rates with incomplete markets and non-traded goods
by Benigno, Gianluca & Thoenissen, Christoph
- 949-957 Monetary policy in the open economy revisited: The case for exchange-rate flexibility restored
by Duarte, Margarida & Obstfeld, Maurice
- 958-970 Is there a connection between monetary unification and real economic integration? Evidence from regime-switching stationarity tests
by Holmes, Mark J. & Maghrebi, Nabil
- 971-993 Exchange rate determination under interest rate rules
by Benigno, Gianluca & Benigno, Pierpaolo
- 994-1012 Order flows, news, and exchange rate volatility
by Frömmel, Michael & Mende, Alexander & Menkhoff, Lukas
- 1013-1027 Cross-border listings, capital controls, and equity flows to emerging markets
by Edison, Hali J. & Warnock, Francis E.
September 2008, Volume 27, Issue 5
- 677-694 Applying regret theory to investment choices: Currency hedging decisions
by Michenaud, Sébastien & Solnik, Bruno
- 695-706 A model of the interactions between banking crises and currency crises
by Bleaney, Michael & Bougheas, Spiros & Skamnelos, Ilias
- 707-732 Bank incentives, economic specialization, and financial crises in emerging economies
by Gande, Amar & John, Kose & Senbet, Lemma W.
- 733-756 Closing international real business cycle models with restricted financial markets
by Boileau, Martin & Normandin, Michel
- 757-779 A structural VAR approach to the intertemporal model of the current account
by Kano, Takashi
- 780-805 Haircuts: Estimating investor losses in sovereign debt restructurings, 1998-2005
by Sturzenegger, Federico & Zettelmeyer, Jeromin
- 806-815 Capital mobility in saving and investment: A time-varying coefficients approach
by Evans, Paul & Kim, Bong-Han & Oh, Keun-Yeob
- 816-830 IMF bailouts and moral hazard
by Lee, Jong-Wha & Shin, Kwanho
- 831-846 Forward-rate target zones and exchange rate dynamics
by Lin, Hwan C.
- 847-859 What has driven Chinese monetary policy since 1990? Investigating the People's bank's policy rule
by Burdekin, Richard C.K. & Siklos, Pierre L.
June 2008, Volume 27, Issue 4
- 516-528 U.S. dollar real exchange rates: Nonlinearity revisited
by Sollis, Robert
- 529-546 Is foreign exchange intervention effective? Some microanalytical evidence from the Czech Republic
by Scalia, Antonio
- 547-559 The effect of intervention frequency on the foreign exchange market: The Japanese experience
by Hoshikawa, Takeshi
- 560-591 A new look at pass-through
by Shambaugh, Jay
- 592-608 Term structure anomalies: Term premium or peso-problem?
by Jardet, Caroline
- 609-616 Dynamic IS curves with and without money: An international comparison
by Hafer, R.W. & Jones, Garett
- 617-635 Endogenous asymmetric information and international equity home bias: The effects of portfolio size and information costs
by Barron, John M. & Ni, Jinlan
- 636-653 Information flows during the Asian crisis: Evidence from closed-end funds
by Cohen, Benjamin H. & Remolona, Eli M.
- 654-675 Financial integration, economic instability and trade structure in emerging markets
by Chambet, Anthony & Gibson, Rajna
April 2008, Volume 27, Issue 3
- 345-371 Understanding the dynamic effects of government spending on foreign trade
by Müller, Gernot J.
- 372-386 On the hidden links between financial and trade opening
by Aizenman, Joshua
- 387-410 Credit, cronyism, and control: Evidence from the Americas
by Pagano, Michael S.
- 411-437 The macroeconomic policy mix in a monetary union with flexible inflation targeting
by Andersen, Torben M.
- 438-454 Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data
by Fatum, Rasmus
- 455-479 Monetary integration and the cost of borrowing
by Gómez-Puig, Marta
- 480-497 Politically generated uncertainty and currency crises: Theory, tests, and forecasts
by Leblang, David & Satyanath, Shanker
March 2008, Volume 27, Issue 2
- 165-168 Overview of the special issue on Euro area expansion: Current state and future prospects
by Kanas, Angelos & Kouretas, Georgios P.
- 169-187 EMU enlargement, stabilization costs and insurance mechanisms
by Afonso, António & Furceri, Davide
- 188-208 The trade and FDI effects of EMU enlargement
by Brouwer, Jelle & Paap, Richard & Viaene, Jean-Marie
- 209-226 Optimal monetary policy in the euro area in the presence of heterogeneity
by Brissimis, Sophocles N. & Skotida, Ifigeneia
- 227-248 How is real convergence driving nominal convergence in the new EU Member States?
by Lein, Sarah M. & León-Ledesma, Miguel A. & Nerlich, Carolin
- 249-259 The speed of euro adoption
by Columba, Francesco
- 260-276 In search of a euro effect: Big lessons from a Big Mac Meal?
by Parsley, David & Wei, Shang-Jin
- 277-294 Gains from financial integration in the European Union: Evidence for new and old members
by Demyanyk, Yuliya & Volosovych, Vadym
- 295-313 Non-linear growth effects of financial development: Does financial integration matter?
by Masten, Arjana Brezigar & Coricelli, Fabrizio & Masten, Igor
- 314-330 Portfolio performance and the Euro: Prospects for new potential EMU members
by Haselmann, Rainer & Herwartz, Helmut
February 2008, Volume 27, Issue 1
- 1-25 Central bank authorities' beliefs about foreign exchange intervention
by Neely, Christopher J.
- 26-39 Macroeconomic volatility, debt dynamics, and sovereign interest rate spreads
by Genberg, Hans & Sulstarova, Astrit
- 40-53 Regime shifts and the stability of backward-looking Phillips curves in open economies
by Castelnuovo, Efrem
- 54-75 Interest-rate rules and transitional dynamics in an endogenously growing open economy
by Chen, Shu-hua & Shaw, Ming-fu & Lai, Ching-chong & Chang, Juin-jen
- 76-101 Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the largest root and the half-life
by Sekioua, Sofiane H.
- 102-123 Corporate international diversification and the cost of equity: European evidence
by Joliet, Robert & Hubner, Georges
- 124-139 When is a lower exchange rate pass-through associated with greater exchange rate exposure
by Floden, Martin & Simbanegavi, Witness & Wilander, Fredrik
- 140-155 The puzzling unit root in the real interest rate and its inconsistency with intertemporal consumption behavior
by Lai, Kon S.
- 156-164 Evidence of purchasing power parity for the floating regime period
by Lopez, Claude
December 2007, Volume 26, Issue 8
- 1261-1291 Extreme interdependence and extreme contagion between emerging markets
by Fazio, Giorgio
- 1292-1310 Regional vulnerability: The case of East Asia
by Mody, Ashoka & Taylor, Mark P.
- 1311-1337 Financial integration and the price of world covariance risk: Large- vs. small-cap stocks
by Huang, Wei
- 1338-1354 Varying the VaR for unconditional and conditional environments
by Cotter, John
- 1355-1377 Accounting for real exchange rate changes in East Asia
by Parsley, David C.
- 1378-1402 The spirit of capitalism, asset pricing and growth in a small open economy
by Kenc, Turalay & Dibooglu, Sel
- 1403-1423 Macroeconomic shocks, structural change and real exchange rates: Evidence from historical data
by Anton Muscatelli, V. & Spinelli, Franco & Trecroci, Carmine
- 1424-1449 GDP growth and currency valuation: The case of the dollar
by Vlaar, Peter J.G.
November 2007, Volume 26, Issue 7
- 1071-1094 The choice of exchange rate regimes in developing countries: A multinomial panel analysis
by von Hagen, Jurgen & Zhou, Jizhong
- 1095-1112 Exchange-rate-based stabilization: Imperfect competition and supply-side effects
by Rhee, Hyuk Jae
- 1113-1150 Inflation targeting and exchange rate pass-through
by Flamini, Alessandro
- 1151-1173 Solvency vs competition: Hobson's choice for the Fed
by Telser, Lester G.
- 1174-1186 Why U.S. money does not cause U.S. output, but does cause Hong Kong output
by Rodriguez, Gabriel & Rowe, Nicholas
- 1187-1205 Currency and credit markets
by Bilson, John F.O. & Cernauskas, Deborah
- 1206-1228 Dynamic correlation analysis of financial contagion: Evidence from Asian markets
by Chiang, Thomas C. & Jeon, Bang Nam & Li, Huimin
- 1229-1238 Is there really a "border effect"?
by Mahbub Morshed, A.K.M.
- 1239-1260 Revisiting the home bias puzzle: Downside equity risk
by Campbell, Rachel A. & Kraussl, Roman
October 2007, Volume 26, Issue 6
- 865-886 Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy?
by Lim, G.C. & McNelis, Paul D.
- 887-904 Empirical analysis of the exchange rate channel in Japan
by Nagayasu, Jun
- 905-923 The impact of discount rate changes on market interest rates: Evidence from three European countries and Japan
by Rai, Anoop & Seth, Rama & Mohanty, Sunil K.
- 924-947 Declining exchange rate pass-through to U.S. import prices: The potential role of global factors
by Marazzi, Mario & Sheets, Nathan
- 948-973 On the returns generating process and the profitability of trading rules in emerging capital markets
by Hatgioannides, John & Mesomeris, Spyros
- 974-1000 Market impact costs of institutional equity trades
by Bikker, Jacob A. & Spierdijk, Laura & van der Sluis, Pieter Jelle
- 1001-1015 The Harberger-Laursen-Metzler effect under capital market imperfections
by Huang, Kevin X.D. & Meng, Qinglai
- 1016-1037 Linear and nonlinear exchange rate exposure
by Priestley, Richard & Odegaard, Bernt Arne
- 1038-1069 Uncovered interest rate parity and the term structure
by Bekaert, Geert & Wei, Min & Xing, Yuhang
September 2007, Volume 26, Issue 5
- 657-662 Overview of conference volume "Financial and Commercial Integrations"
by Aizenman, Joshua & Lothian, James R. & Pinto, Brian
- 663-681 A stable international monetary system emerges: Inflation targeting is Bretton Woods, reversed
by Rose, Andrew K.
- 682-702 Sources for financing domestic capital - Is foreign saving a viable option for developing countries?
by Aizenman, Joshua & Pinto, Brian & Radziwill, Artur
- 703-729 Global price dispersion: Are prices converging or diverging?
by Bergin, Paul R. & Glick, Reuven
- 730-761 Trade liberalization, capital account liberalization and the real effects of financial development
by Braun, Matias & Raddatz, Claudio
- 762-785 The overvaluation of Renminbi undervaluation
by Cheung, Yin-Wong & Chinn, Menzie D. & Fujii, Eiji
- 786-787 Comment on Cheung, Chinn and Fujii, "The Overvaluation of Renminbi Undervaluation"
by Eichengreen, Barry
- 788-813 International financial integration through equity markets: Which firms from which countries go global?
by Claessens, Stijn & Schmukler, Sergio L.
- 814-840 Capital controls, capital flow contractions, and macroeconomic vulnerability
by Edwards, Sebastian
- 841-863 Collateral damage: Exchange controls and international trade
by Wei, Shang-Jin & Zhang, Zhiwei
June 2007, Volume 26, Issue 4
- 495-499 Financial globalization and integration
by Fratzscher, Marcel & Hartmann, Philipp
- 500-522 Explaining the global pattern of current account imbalances
by Gruber, Joseph W. & Kamin, Steven B.
- 523-545 US imbalances: The role of technology and policy
by Bems, Rudolfs & Dedola, Luca & Smets, Frank
- 546-569 Current account balances, financial development and institutions: Assaying the world "saving glut"
by Chinn, Menzie D. & Ito, Hiro
- 570-586 Currency appreciation and current account adjustment
by Devereux, Michael B. & Genberg, Hans
- 587-605 Home bias and international risk sharing: Twin puzzles separated at birth
by Sorensen, Bent E. & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu
- 606-630 Model uncertainty, financial market integration and the home bias puzzle
by Baele, Lieven & Pungulescu, Crina & Ter Horst, Jenke
- 631-655 Home bias in global bond and equity markets: The role of real exchange rate volatility
by Fidora, Michael & Fratzscher, Marcel & Thimann, Christian
April 2007, Volume 26, Issue 3
- 329-341 Volatility spillovers across international swap markets: The US, Japan, and the UK
by In, Francis
- 342-363 Long memory and structural changes in the forward discount: An empirical investigation
by Choi, Kyongwook & Zivot, Eric
- 364-382 Does the real interest parity hypothesis hold? Evidence for developed and emerging markets
by Ferreira, Alex Luiz & Leon-Ledesma, Miguel A.
- 383-402 The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna
by Disyatat, Piti & Galati, Gabriele
- 403-429 Informational contagion of bank runs in a third-generation crisis model
by Vaugirard, Victor
- 430-453 Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness
by Hashmi, Aamir R. & Tay, Anthony S.
- 454-467 Currency preferences and the Australian dollar
by Kingston, Geoffrey & Melecky, Martin
- 468-494 Incomplete exchange rate pass-through and simple monetary policy rules
by Adolfson, Malin
March 2007, Volume 26, Issue 2
- 167-192 Fed intervention, dollar appreciation, and systematic risk
by Sweeney, Richard J.
- 193-212 What prompts Japan to intervene in the Forex market? A new approach to a reaction function
by Ito, Takatoshi & Yabu, Tomoyoshi
- 213-228 Evaluating the impacts of foreign direct investment, aid and saving in developing countries
by Kasuga, Hidefumi
- 229-250 Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7
by Fountas, Stilianos & Karanasos, Menelaos
- 251-264 "Optimal" inflation under dollarization
by Kurasawa, Kazutaka & Marty, Alvin L.
- 265-283 An empirical assessment of currency devaluation in East Asian countries
by Kim, Yoonbai & Ying, Yung-Hsiang
- 284-304 Why common factors in international bond returns are not so common
by Perignon, Christophe & Smith, Daniel R. & Villa, Christophe
- 305-327 The impact of EMU on the equity cost of capital
by Hardouvelis, Gikas A. & Malliaropulos, Dimitrios & Priestley, Richard
February 2007, Volume 26, Issue 1
- 1-25 Investment restrictions and the cross-border flow of information: Some empirical evidence
by Bailey, Warren & Mao, Connie X. & Sirodom, Kulpatra
- 26-45 Integration and competition in the European financial markets
by Fernandez de Guevara, Juan & Maudos, Joaquin & Perez, Francisco
- 46-63 Where does price discovery occur for stocks traded in multiple markets? Evidence from Hong Kong and London
by Agarwal, Sumit & Liu, Chunlin & Rhee, S. Ghon
- 64-85 Asymmetry in business fluctuations: International evidence on Friedman's plucking model
by Nadal De Simone, Francisco & Clarke, Sean
- 86-103 Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests
by Wang, Zijun & Yang, Jian & Li, Qi
- 104-130 The cyclical nature of North-South FDI flows
by Levy Yeyati, Eduardo & Panizza, Ugo & Stein, Ernesto
- 131-148 A Cardan's discriminant approach to predicting currency crashes
by Koh, Seng Kee & Fong, Wai Mun & Chan, Fabrice
- 149-165 A cross-country financial accelerator: Evidence from North America and Europe
by Mody, Ashoka & Sarno, Lucio & Taylor, Mark P.
December 2006, Volume 25, Issue 8
- 1207-1225 On the distributional effects of exchange rate fluctuations
by Tille, Cedric
- 1226-1240 On the inadequacy of newswire reports for empirical research on foreign exchange interventions
by Fischer, Andreas M.
- 1241-1256 The accuracy of reports of foreign exchange intervention by the Bank of Japan: Does Tokyo know more?
by Chang, Yuanchen
- 1257-1276 How can IMF policy eliminate country moral hazard and account for externalities?
by Weithoner, Thomas
- 1277-1295 Consumption-smoothing in a small, cyclically volatile open economy: Evidence from New Zealand
by Kim, Kunhong & Hall, Viv B. & Buckle, Robert A.
- 1296-1318 Size matters: The impact of financial liberalization on individual firms
by Christoffersen, Peter & Chung, Hyunchul & Errunza, Vihang
- 1319-1335 Optimal liberalization of financial markets
by Lee, Khang Min & Moyen, Nathalie
- 1336-1347 Openness, the sacrifice ratio, and inflation: Is there a puzzle?
by Daniels, Joseph P. & VanHoose, David D.
November 2006, Volume 25, Issue 7
- 1029-1050 Market timing by global fund managers
by Glassman, Debra A. & Riddick, Leigh A.
- 1051-1071 When do central bank interventions influence intra-daily and longer-term exchange rate movements?
by Dominguez, Kathryn M.E.
- 1072-1089 The cost of technical trading rules in the Forex market: A utility-based evaluation
by Dewachter, Hans & Lyrio, Marco
- 1090-1102 One minute in the life of the DM/US$: Public news in an electronic market
by Carlson, John A. & Lo, Melody
- 1103-1129 Inflation shoe leather costs and average inflation rates across countries
by Bali, Turan G. & Thurston, Thom B.
- 1130-1145 Stock markets and the real exchange rate: An intertemporal approach
by Mercereau, Benoit
- 1146-1167 Financial intermediary development and growth volatility: Do intermediaries dampen or magnify shocks?
by Beck, Thorsten & Lundberg, Mattias & Majnoni, Giovanni
- 1168-1186 Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations
by Sarantis, Nicholas
- 1187-1205 Testing for multiple regimes in the tail behavior of emerging currency returns
by Candelon, Bertrand & Straetmans, Stefan
October 2006, Volume 25, Issue 6
- 855-873 Policy instrument choice and non-coordinated monetary policy in interdependent economies
by Lombardo, Giovanni & Sutherland, Alan
- 874-893 The exchange rate - A shock-absorber or source of shocks? A study of four open economies
by Artis, Michael & Ehrmann, Michael
- 894-911 A currency union for Hong Kong and Mainland China?
by Xu, Xinpeng
- 912-931 Target zones for exchange rates and policy changes
by Driffill, John & Sola, Martin
- 932-952 The determinants of financing obstacles
by Beck, Thorsten & Demirguc-Kunt, Asli & Laeven, Luc & Maksimovic, Vojislav
- 953-973 Towards a new early warning system of financial crises
by Bussiere, Matthieu & Fratzscher, Marcel
- 974-991 Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets
by Gerlach, Richard & Wilson, Patrick & Zurbruegg, Ralf
- 992-1009 Exchange rate pegs and foreign exchange exposure in East and South East Asia
by Parsley, David C. & Popper, Helen A.
- 1010-1027 The effects of capital controls on international capital flows in the presence of asymmetric information
by Neumann, Rebecca M.
August 2006, Volume 25, Issue 5
Printed from https://ideas.repec.org/s/eee/jimfin11.html
