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Series handle: RePEc:eee:jimfin
ISSN: 0261-5606
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Content
October 1994, Volume 13, Issue 5
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
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
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
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
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.
- 251-272 The structure of international banking
by Heinkel, Robert L. & Levi, Maurice D.
- 273-291 Oil prices and rural migration: the Dutch disease goes south
by Feltenstein, Andrew
- 292-303 Policy fundamentals, interest rates differential, and expected devaluation in the presence of an active crawling peg system
by del Castillo, Graciana
- 304-314 The use of technical analysis in the foreign exchange market
by Taylor, Mark P. & Allen, Helen
April 1992, Volume 11, Issue 2
February 1992, Volume 11, Issue 1
- 2-2 Editorial
by Lothian, James R. & Melvin, Michael T.
- 3-16 Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model
by Devereux, Michael B. & Gregory, Allan W. & Smith, Gregor W.
- 17-39 Term premiums and the integration of the eurocurrency markets
by Jorion, Philippe
- 40-62 Interactions between domestic and foreign investment
by Stevens, Guy V. G. & Lipsey, Robert E.
- 63-79 An empirical evaluation of the macroeconomic effects of tarrifs
by Ostry, Jonathan D. & Rose, Andrew K.
- 96-106 Can equilibrium models explain nominal exchange regime non-neutrality? Evidence from the European monetary system
by Papell, David H.
- 107-114 Cointegration tests of a long-run relation between money demand and the effective exchange rate
by McNown, Robert & Wallace, Myles S.
- 115-121 International risk sharing and capital mobility: another look
by Obstfeld, Maurice
- 122-123 International risk sharing and capital mobility: reply
by Brennan, M. J. & Solnik, B.
December 1991, Volume 10, Issue 4
- 480-496 Capital income taxation and the current account in a small open economy
by Iwamoto, Yasushi & Shibata, Akihisa
- 497-511 Forward exchange rates in general equilibrium
by Smith, William T.
- 512-526 Transactions costs and vehicle currencies
by Black, Stanley W.
- 527-540 Law enforcement and the black market exchange rate
by Huizinga, Harry
- 541-551 The interest rate neutrality of fiscal deficits: testing for Ricardian equivalence and capital inflow
by Monadjemi, Mehdi S. & Kearney, Colm
- 552-560 Expectations in the German hyperinflation reconsidered
by Cagan, Phillip
- 561-570 Tests of exchange market efficiency: fragile evidence from cointegration tests
by Sephton, Peter S. & Larsen, Hans K.
- 571-581 Cointegration: how short is the long run?
by Hakkio, Craig S. & Rush, Mark
- 582-593 The search for equilibrium relationships in international finance: the case of the monetary model
by Baillie, Richard T. & Pecchenino, Rowena A.
- 594-594 German dominance in the EMS: a correction
by von Hagen, Jurgen & Fratianni, Michelle
September 1991, Volume 10, Issue 3
- 310-329 Pricing foreign currency options under stochastic interest rates
by Amin, Kaushik I. & Jarrow, Robert A.
- 330-348 Sovereign debt buybacks can lower bargaining costs
by Rotemberg, Julio J.
- 349-364 International asset pricing and equity market risk
by Chiang, Thomas C.
- 365-391 Forward exchange rates and risk premiums in artificial economies
by Tiff Macklem, R.
- 392-405 Long-run dynamics of black and official exchange rates
by Booth, G. Geoffrey & Mustafa, Chowdhury
- 406-419 Reserve currency preferences of central banks: the case of Korea
by Dellas, Harris & Bang Yoo, Chin
- 420-431 The 'Tobin tax,' asset accumulation, and the real exchange rate
by Reinhart, Vincent
- 432-442 International portfolio diversification: the basket-peg regime
by Pikkarainen, Pentti
- 443-456 Forward foreign exchange rates and risk premia--a reappraisal
by Pope, Peter F. & Peel, David A.
- 457-477 Using terms of rescheduling as proxy for partial reneging on LDC's debt in a test of willingness-to-pay model
by Hun Lee, Suk
June 1991, Volume 10, Issue 2
March 1991, Volume 10, Issue 1
- 2-22 A multi-country study of the information in the shorter maturity term structure about future inflation
by Mishkin, Frederic S.
- 23-52 Every minute counts in financial markets
by Goodhart, C. A. E. & Figliuoli, L.
- 53-70 A long-run view of the European monetary system
by Edison, Hali J. & Fisher, Eric O'N
- 71-88 Business cycles, stylized facts, and the exchange rate regime: evidence from the United States
by Baxter, Marianne
- 89-107 Explaining the absence of international factor-price convergence
by Osler, Carol L.
- 108-117 Exporting firm and forward markets: the multiperiod case
by Zilcha, Itzhak & Eldor, Rafael
- 118-130 Intertemporal substitution in import demand
by Ceglowski, Janet
- 131-148 Optimal dynamic hedging portfolios and the currency composition of external debt
by Kroner, Kenneth F. & Claessens, Stijn
- 149-160 Are asymmetric exchange controls effective?
by Papadia, Francesco & Rossi, Salvatore
- 161-168 A note on fiscal policy, investment location decisions, and exchange rates
by Dooley, Michael P. & Isard, Peter
March 1991, Volume 10, Issue 1, Supplement
December 1990, Volume 9, Issue 4
- 358-375 German dominance in the EMS: evidence from interest rates
by Hagen, Jurgen von & Fratianni, Michele
- 376-387 Macroeconomic aspects of exchange rate pass-through
by Klein, Michael W.
- 388-401 Some macroeconomic effects of nationalizing private sector foreign debt
by Adler, Oliver
- 402-423 International transmission of aggregate shocks under fixed and flexible exchange rate regimes: United Kingdom, France, and Germany, 1959 to 1985
by Lastrapes, William D. & Koray, Faik
- 424-439 International capital mobility: net versus gross stocks and flows
by Golub, Stephen S.
- 440-454 Real exchange rate variability and the choice of exchange rate regime by developing countries
by Savvides, Andreas
- 455-469 The impact of government deficits on money growth in developing countries
by De Haan, Jakob & Zelhorst, Dick
September 1990, Volume 9, Issue 3
- 246-257 Temporary capital controls in a balance-of- payments crisis
by Bacchetta, Philippe
- 258-275 Managing exchange rate crises: evidence from the 1890s
by Grilli, Vittorio
- 276-298 Price flexiblity and output volatility: the case for flexible exchange rates
by Barone-Adesi, Giovanni & Yeung, Bernard
- 299-308 Sectoral effects of exchange rate volatility on United States exports
by Klein, Michael W.
- 309-324 A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets
by Baillie, Richard T. & Bollerslev, Tim
- 325-334 Currency substitution and monetary autonomy: the foreign demand for US demand deposits
by Bergstrand, Jeffrey H. & Bundt, Thomas P.
- 335-343 The volatility of asset returns during trading and nontrading hours: some evidence from the foreign exchange markets
by Hertzel, Michael G. & Kendall, Coleman S. & Kretzmer, Peter E.
June 1990, Volume 9, Issue 2
- 110-122 Policy effectiveness in an open multi-market economy with risk neutral exchange rate speculation
by von Hagen, Juergen
- 123-137 The determinants of US banking activity abroad
by Goldberg, Lawrence G. & Johnson, Denise
- 138-158 External debt, planning horizon, and distorted credit markets
by Aizenman, Joshua
- 159-181 Internationally traded good prices, world money, and economic activity: 1900-83
by Grilli, Enzo R. & Yang, Maw Cheng
- 182-192 Consumption risk and international equity returns: some empirical evidence
by Cumby, Robert E.
- 193-205 International risk and exchange rate overshooting
by Schroeder, Juergen
- 206-219 Anticipated protectionist policies, real exchange rates, and the current account: the case of rigid wages
by Edwards, Sebastian & Ostry, Jonathan D.
- 220-233 Testing an optimizing model of the current account via the consumption function
by Sheffrin, Steven M. & Woo, Wing Thye
- 234-244 The term structure of Euro interest rates and rational expectations
by Kugler, Peter
March 1990, Volume 9, Issue 1
- 3-20 Commodity prices, exchange rates and their relative volatility
by Bui, Nhuong & Pippenger, John
- 21-40 Testing the law of one price when trade takes time
by Goodwin, Barry K. & Grennes, Thomas & Wohlgenant, Michael K.
- 41-59 Exchange controls and interest rate determination with traded and non-traded assets: the Irish-United Kingdom experience
by Browne, Francis X. & McNelis, Paul D.
- 60-74 What do saving-investment relationships tell us about capital mobility?
by Wong, David Y.
- 75-91 An international comparison of prices and exchange rates: a new test of purchasing power parity
by Manzur, Meher
- 92-107 Expected and unexpected changes in nominal and real variables--evidence from the capital markets
by Wasserfallen, Walter
December 1989, Volume 8, Issue 4
- 467-486 An econometric analysis of the intertemporal general-equilibrium approach to exchange rate and current account determination
by Finn, Mary
- 487-510 On the consistency of short-run and long-run exchange rate expectations
by Froot, Kenneth A. & Ito, Takatoshi
- 511-516 Consistency of short-term and long-term expectations
by Pesaran, M. Hashem
- 517-531 Dominant real exchange rate movements
by Koedijk, Kees & Schotman, Peter
- 533-545 National price levels, purchasing power parity, and cointegration: a test of four high inflation economies
by McNown, Robert & S. Wallace, Myles
- 547-558 Dual exchange rates, capital controls, and sticky prices
by Moore, Michael J.
- 559-571 Dynamics of the exchange rate in anticipation of pegging
by Djajic, Slobodan
- 573-587 The effect of unanticipated money on the money and foreign exchange markets
by Thornton, Daniel L.
September 1989, Volume 8, Issue 3
- 315-344 Foreign debt instability: an analysis of national saving and domestic investment responses to foreign debt accumulation in 28 developing countries
by Fry, Maxwell J.
- 345-357 Import pricing and the trade balance in a popular model of exchange rate determination
by Murphy, Robert G.
- 359-373 International risk sharing and capital mobility
by Brennan, M. J. & Solnik, B.
- 375-390 The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change
by Schinasi, Garry J. & Swamy, P. A. V. B.
- 391-399 Geopolitics and the dollar
by Ayanian, Robert
- 401-423 International transmission of US macroeconomic policy and the inflation record of Western Europe
by Burdekin, Richard C. K.
- 425-444 The J-curve revisited: an empirical examination for the United States
by Moffett, Michael H.
- 445-450 On exchange intervention, sterilization, and bank reserve accounting
by Sephton, Peter S.
- 451-464 Syndications in sovereign lending
by Sundanram, Anant K.
June 1989, Volume 8, Issue 2
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