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Series handle: RePEc:eee:jimfin
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Content
August 2006, Volume 25, Issue 5
June 2006, Volume 25, Issue 4
- 551-579 Fixed versus flexible: Lessons from EMS order flow
by Killeen, William P. & Lyons, Richard K. & Moore, Michael J.
- 580-597 The effectiveness of central bank intervention in the EMS: The post 1993 experience
by Brandner, Peter & Grech, Harald & Stix, Helmut
- 598-613 Return and volatility linkages between the US and the German stock market
by Baur, Dirk & Jung, Robert C.
- 614-639 Exchange rate pass-through to domestic prices: Does the inflationary environment matter?
by Choudhri, Ehsan U. & Hakura, Dalia S.
- 640-654 Creditor moral hazard in stock markets: Empirical evidence from Indonesia and Korea
by Evrensel, Ayse Y. & Kutan, Ali M.
- 655-674 Globalization and changing patterns in the international transmission of shocks in financial markets
by Bordo, Michael D. & Murshid, Antu Panini
April 2006, Volume 25, Issue 3
- 349-357 Emerging markets finance: Overview of the special issue
by Phylaktis, Kate
- 358-369 Institutions, capital flows and financial integration
by Lothian, James R.
- 370-403 Growth volatility and financial liberalization
by Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian
- 404-428 Stock market liberalization and the information environment
by Bae, Kee-Hong & Bailey, Warren & Mao, Connie X.
- 429-444 Corporate governance provisions and firm ownership: Firm-level evidence from Eastern Europe
by Klapper, Leora & Laeven, Luc & Love, Inessa
- 445-458 Can you teach old dogs new tricks? On complementarity of human capital and incentives
by Fidrmuc, Jana P. & Fidrmuc, Jan
- 459-475 Sources of firms' industry and country effects in emerging markets
by Phylaktis, Kate & Xia, Lichuan
- 476-502 What drives credit risk in emerging markets? The roles of country fundamentals and market co-movements
by Diaz Weigel, Diana & Gemmill, Gordon
- 503-527 Currency crises: Are they all the same?
by Kaminsky, Graciela L.
- 528-550 Linkages between extreme stock market and currency returns
by Cumperayot, Phornchanok & Keijzer, Tjeert & Kouwenberg, Roy
March 2006, Volume 25, Issue 2
- 199-219 Effectiveness of official daily foreign exchange market intervention operations in Japan
by Fatum, Rasmus & Hutchison, Michael
- 220-236 Offshore hedging strategy of Japan-based wheat traders under multiple sources of risk and hedging costs
by Jin, Hyun J. & Koo, Won W.
- 237-256 Exchange rates and investment good prices: A cross-industry comparison
by Landon, Stuart & Smith, Constance E.
- 257-274 Current account and real exchange rate dynamics in the G7 countries
by Lee, Jaewoo & Chinn, Menzie D.
- 275-307 Specification tests of international asset pricing models
by Zhang, Xiaoyan
- 308-329 Political risk and capital flight
by Le, Quan Vu & Zak, Paul J.
- 330-347 Money, inflation and output in Romania, 1992-2000
by Budina, Nina & Maliszewski, Wojciech & de Menil, Georges & Turlea, Geomina
February 2006, Volume 25, Issue 1
- 1-6 Foreign exchange markets: Overview of the special issue
by Koedijk, Kees G. & Lothian, James R. & van Dijk, Mathijs A.
- 7-21 The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets
by Chinn, Menzie D.
- 22-47 Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
by Baillie, Richard T. & Kilic, Rehim
- 48-70 The forward premium in a model with heterogeneous prior beliefs
by Fisher, Eric O'N.
- 71-92 Asset price based estimates of sterling exchange rate risk premia
by Groen, Jan J.J. & Balakrishnan, Ravi
- 93-124 The long-run volatility puzzle of the real exchange rate
by Hausmann, Ricardo & Panizza, Ugo & Rigobon, Roberto
- 125-145 Currency crises and institutions
by Shimpalee, Pattama L. & Breuer, Janice Boucher
- 146-167 On the long-term effectiveness of exchange rate communication and interventions
by Fratzscher, Marcel
- 168-198 What defines `news' in foreign exchange markets?
by Dominguez, Kathryn M.E. & Panthaki, Freyan
December 2005, Volume 24, Issue 8
- 1177-1199 'Some contagion, some interdependence': More pitfalls in tests of financial contagion
by Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo
- 1200-1225 Pricing default swaps: Empirical evidence
by Houweling, Patrick & Vorst, Ton
- 1226-1236 Pre-holiday effects: International evidence on the decline and reversal of a stock market anomaly
by Chong, Ryan & Hudson, Robert & Keasey, Kevin & Littler, Kevin
- 1237-1260 What UIP tests on extreme samples reveal about the missing variable
by Sercu, Piet & Vandebroek, Martina
- 1261-1277 Credit constraints and the current account: A test for the Japanese economy
by Kunieda, Takuma & Shibata, Akihisa
- 1278-1298 Current account adjustment in industrial countries
by Freund, Caroline
- 1299-1316 Explaining co-movements between stock markets: The case of US and Germany
by Bonfiglioli, Alessandra & Favero, Carlo A.
- 1317-1334 Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion
by Candelon, Bertrand & Hecq, Alain & Verschoor, Willem F.C.
November 2005, Volume 24, Issue 7
- 1031-1053 Stock prices and exchange rate dynamics
by Phylaktis, Kate & Ravazzolo, Fabiola
- 1054-1072 Treasury bill auction procedures: Empirical perspectives from French market bid functions
by Preget, Raphaele & Waelbroeck, Patrick
- 1073-1089 The credit-spread puzzle
by Tsuji, Chikashi
- 1090-1107 Intra-industry trade in financial services
by Moshirian, Fariborz & Li, Donghui & Sim, Ah-Boon
- 1108-1125 News announcements, market activity and volatility in the euro/dollar foreign exchange market
by Bauwens, Luc & Ben Omrane, Walid & Giot, Pierre
- 1126-1142 IMF-related news and emerging financial markets
by Hayo, Bernd & Kutan, Ali M.
- 1143-1149 The Feldstein-Horioka puzzle revisited: A Monte Carlo study
by Caporale, Guglielmo Maria & Panopoulou, Ekaterini & Pittis, Nikitas
- 1150-1175 Empirical exchange rate models of the nineties: Are any fit to survive?
by Cheung, Yin-Wong & Chinn, Menzie D. & Pascual, Antonio Garcia
October 2005, Volume 24, Issue 6
- 859-872 Larry Sjaastad, The Last Chicagoan
by Clements, Kenneth W.
- 873-890 Cointegration, market integration, and market efficiency
by Lence, Sergio & Falk, Barry
- 891-912 Financial development and stock returns: A cross-country analysis
by Dellas, Harris & Hess, Martin
- 913-934 Foreign direct investment: The human dimension
by Goldberg, Michael A. & Heinkel, Robert L. & Levi, Maurice D.
- 935-943 Dollarization and trade
by Klein, Michael W.
- 944-958 An evaluation framework for alternative VaR-models
by Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C.P.
- 959-981 Testing long-run purchasing power parity under exchange rate targeting
by Brissimis, Sophocles N. & Sideris, Dimitris A. & Voumvaki, Fragiska K.
- 982-1011 Foreign exchange market intervention and expectations: The yen/dollar exchange rate
by Galati, Gabriele & Melick, William & Micu, Marian
- 1012-1029 Predicting currency fluctuations and crises: Do resident firms have an informational advantage?
by Kaufmann, Daniel & Mehrez, Gil & Schmukler, Sergio L.
September 2005, Volume 24, Issue 5
- 693-718 The impact of macroeconomic surprises on spot and forward foreign exchange markets
by Simpson, Marc W. & Ramchander, Sanjay & Chaudhry, Mukesh
- 719-743 Anticipated policy and endogenous growth in a small open monetary economy
by Shaw, Ming-Fu & Lai, Ching-Chong & Chang, Wen-Ya
- 744-765 Financial openness and business cycle volatility
by Buch, Claudia M. & Doepke, Joerg & Pierdzioch, Christian
- 766-792 Forecasting the comovements of spot interest rates
by Ferreira, Miguel A.
- 793-817 Equity market linkage and multinational trade accords: The case of NAFTA
by Darrat, Ali F. & Zhong, Maosen
- 818-831 Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets
by Chelley-Steeley, Patricia L.
- 832-857 Comovement in international equity markets: A sectoral view
by Berben, Robert-Paul & Jansen, W. Jos
June 2005, Volume 24, Issue 4
- 533-548 Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite?
by Baek, In-Mee & Bandopadhyaya, Arindam & Du, Chan
- 549-581 Observed and "fundamental" price-earning ratios: A comparative analysis of high-tech stock evaluation in the US and in Europe
by Bagella, Michele & Becchetti, Leonardo & Adriani, Fabrizio
- 583-606 Nonlinearity in the stock price-dividend relation
by Kanas, Angelos
- 607-630 The Asian financial crisis: The role of derivative securities trading and foreign investors in Korea
by Ghysels, Eric & Seon, Junghoon
- 631-649 The sovereign ceiling and emerging market corporate bond spreads
by Durbin, Erik & Ng, David
- 651-673 Financial development, financial structure, and domestic investment: International evidence
by Ndikumana, Leonce
- 675-691 Aftermath of banking crises: Effects on real and monetary variables
by Gupta, Poonam
April 2005, Volume 24, Issue 3
- 387-412 Capital controls and exchange rate instability in developing economies
by Glick, Reuven & Hutchison, Michael
- 413-439 Volatility linkages across three major equity markets: A financial arbitrage approach
by Cifarelli, Giulio & Paladino, Giovanna
- 441-463 Fiscal policy, expenditure composition, and growth in low-income countries
by Gupta, Sanjeev & Clements, Benedict & Baldacci, Emanuele & Mulas-Granados, Carlos
- 465-480 Can exchange rate variations or trade policy alter the equilibrium current account?
by Miller, Norman C.
- 481-507 Simple monetary policy rules and exchange rate uncertainty
by Leitemo, Kai & Soderstrom, Ulf
- 509-531 Monetary transmission mechanisms in Spain: The effect of monetization, financial deregulation, and the EMS
by Juselius, Katarina & Toro, Juan
March 2005, Volume 24, Issue 2
- 169-174 Overview of the special issue on exchange-rate economics
by Kouretas, Georgios P. & Papadopoulos, Athanasios P.
- 175-196 Liquidity provision in the overnight foreign exchange market
by Bjonnes, Geir Hoidal & Rime, Dagfinn & Solheim, Haakon O.Aa.
- 197-217 Do currency markets absorb news quickly?
by Evans, Martin D.D. & Lyons, Richard K.
- 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
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