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2010, Volume 15, Issue 4
- 307-315 Does long-run purchasing power parity hold in Eastern and Southern African countries? Evidence from panel data stationary tests with multiple structural breaks
by Jean-Francois Hoarau - 316-330 Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework
by Caroline Jardet & Gaelle Le Fol - 331-350 Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model
by Anastassios A. Drakos & Georgios P. Kouretas & Leonidas P. Zarangas - 351-365 Stock return predictability and dividend-price ratio: a nonlinear approach
by David G. McMillan & Mark E. Wohar - 366-380 Co-movements between US and UK stock prices: the role of time-varying conditional correlations
by Nektarios Aslanidis & Denise R. Osborn & Marianne Sensier - 381-406 Parametric and non-parametric approaches to exits from fixed exchange rate regimes
by Ahmet Atil Asici
2010, Volume 15, Issue 3
- 213-227 An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish Stock and bond returns
by Tom Engsted & Stig V. Møller - 228-246 Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?
by Kate Phylaktis & Long Chen - 247-262 Information technology and its impact on stock returns and trading volume
by Uri Benzion & Tchai Tavor & Joseph Yagil - 263-274 Long-run purchasing power parity with asymmetric adjustment: evidence from nine major oil-exporting countries
by Tsangyao Chang & Wen-Chi Liu - 275-287 Improving the term structure of interest rates: two-factor models
by Lourdes Gómez-Valle & Julia Martínez-Rodríguez - 288-306 Business cycle synchronization of the euro area with the new and negotiating member countries
by Christos S. Savva & Kyriakos C. Neanidis & Denise R. Osborn
2010, Volume 15, Issue 2
- 105-122 Decomposing European bond and equity volatility
by Charlotte Christiansen - 123-133 The effect of a transaction tax on exchange rate volatility
by Markku Lanne & Timo Vesala - 134-152 The equity premium and the business cycle: the role of demand and supply shocks
by Peter N. Smith & Steffen Sorensen & Michael Wickens - 153-164 Is prior performance priced through closed-end fund discounts?
by Michael Bleaney & R. Todd Smith - 165-179 Costs associated with mutual funds in Spain
by Isabel Toledo & Rocío Marco - 180-197 Causality from real stock returns to real activity: evidence of regime-dependence
by Angelos Kanas & Christos Ioannidis - 198-211 Tests of the conditional asset pricing model: further evidence from the cross-section of stock returns
by Stuart Hyde & Mohamed Sherif
2010, Volume 15, Issue 1
- 1-21 Non-linearities in the relation between the exchange rate and its fundamentals
by Carlo Altavilla & Paul De Grauwe - 22-30 The impact of macroeconomic uncertainty on firms' changes in financial leverage
by Christopher F. Baum & Atreya Chakraborty & Boyan Liu - 31-58 The behavior of emerging market sovereigns' credit default swap premiums and bond yield spreads
by Michael Adler & Jeong Song - 59-74 The determinants of corporate risk in emerging markets: an option-adjusted spread analysis
by Eduardo A. Cavallo & Patricio Valenzuela - 75-92 Predicting nominal exchange rate movements using skewness information from options prices
by Ryan Ratcliff - 93-103 Domestic vs external sovereign debt servicing: an empirical analysis
by Emanuel Kohlscheen
2009, Volume 14, Issue 4
- 301-333 Monetary policy in an estimated open-economy model with imperfect pass-through
by Jesper Lindé & Marianne Nessén & Ulf Söderström - 334-345 Implications of production sharing on exchange rate pass-through
by Amit Ghosh - 346-377 Exchange rate pass-through to prices in macrodata: a comparative sensitivity analysis
by Alexander Mihailov - 378-393 When do central banks prefer to intervene secretly?
by Montserrat Ferré & Carolina Manzano - 394-399 Regime switching in stock index and futures markets: a note on the NIKKEI evidence
by Angelos Kanas
2009, Volume 14, Issue 3
- 1-1 'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?
by Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovsepian & Jacob Tolk & Ionut Florescu - 199-221 Currency unions and currency crises: an empirical assessment
by Brahima Coulibaly - 222-232 International value versus growth: evidence from stochastic dominance analysis
by Abhay Abhyankar & Keng-Yu Ho & Huainan Zhao - 233-255 The persistence in hedge fund performance: extended analysis
by Daniel P. J. Capocci - 256-267 Currency crisis duration and interest defence
by Tullio Gregori - 268-279 'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?
by Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovespian & Jacob Tolk & Ionut Florescu - 280-299 Real exchange rates and developing countries
by Angelos Kanas
2009, Volume 14, Issue 2
- 107-119 On the determinants of Central Bank independence in open economies
by Marcello D'Amato & Barbara Pistoresi & Francesco Salsano - 120-138 Measurement matters for modelling US import prices This article is a U.S. Government work and is in the public domain in the U.S.A
by Charles P. Thomas & Jaime Marquez - 139-155 Non-linear interest rate dynamics and forecasting: evidence for US and Australian interest rates
by David G. McMillan - 156-171 European monetary policy surprises: the aggregate and sectoral stock market response
by Don Bredin & Stuart Hyde & Dirk Nitzsche & Gerard O'Reilly - 172-187 Time-varying correlations and optimal allocation in emerging market equities for the US investors
by Heung-Joo Cha & Thadavillil Jithendranathan - 188-198 Exchange rates and product variety
by Witness Simbanegavi
2009, Volume 14, Issue 1
- 1-23 The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?
by Gabriele Galati & Philip Wooldridge - 24-44 Market interdependence and financial volatility transmission in East Asia
by Giampiero M. Gallo & Margherita Velucchi - 45-63 Interest rate transmission in the UK: a comparative analysis across financial firms and products
by Ana-Maria Fuertes & Shelagh A. Heffernan - 64-84 Announcement effects on exchange rates
by Mikael Bask - 85-97 A new look at economic convergence in Europe: a common factor approach
by Bettina Becker & Stephen G. Hall - 98-105 Bid-ask spread and order size in the foreign exchange market: an empirical investigation
by Liang Ding
2008, Volume 13, Issue 4
- 307-322 Volatility in the Euro area money market: effects from the monetary policy operational framework
by Alain Durré & Stefano Nardelli - 323-332 International liquidity swaps: is the Chiang Mai Initiative pooling reserves efficiently?
by E. Kohlscheen & M. P. Taylor - 333-348 Estimation of the consumption CAPM with imperfect sample separation information
by Andrei Semenov - 349-359 Foreign direct investment and exchange rate uncertainty in South-East Asia
by Sylvia Gottschalk & Stephen Hall - 360-367 What drives heterogeneity in foreign exchange rate expectations: insights from a new survey
by Christian Dreger & Georg Stadtmann - 368-385 The role of asymmetric information among investors in the foreign exchange market
by Esen Onur - 386-400 Pricing caps and floors with the extended CIR model
by Antonio Mannolini & Carlo Mari & Roberto Renò
2008, Volume 13, Issue 3
- 205-218 Monetary policy shocks in the euro area and global liquidity spillovers
by Joao Sousa & Andrea Zaghini - 219-246 How to exit from fixed exchange rate regimes?
by Ahmet Atil Asici & Nadezhda Ivanova & Charles Wyplosz - 247-265 Policy words and policy deeds: the ECB and the euro
by Pierre L. Siklos & Martin T. Bohl - 266-279 Bank lending in Germany and the UK: are there differences between a bank-based and a market-based country?
by Sylvia Kaufmann & Maria Teresa Valderrama - 280-306 Capital market integration, currency crises, and exchange rate regimes 1990-2002
by Ephraim Clark & Amel Zenaidi & Monia Gharbi Trabelsi
2008, Volume 13, Issue 2
- 135-149 The advantage of tying one's hands: revisited
by Mirco Soffritti & Francesco Zanetti - 150-157 On the feasibility of a monetary union in the Southern Africa Development Community
by Terence D. Agbeyegbe - 158-173 Real exchange rates may have nonlinear trends
by David O. Cushman - 174-183 New estimates of exchange rate pass-through in Japanese exports An earlier version of this paper was presented at the 10th International Convention of the East Asian Economic Association in Beijing, China
by Craig R. Parsons & Kiyotaka Sato - 184-198 Currency invoicing of US imports
by Shabtai Donnenfeld & Alfred A. Haug - 199-204 Home bias and purchasing power parity: evidence from the G-7 countries
by Nikolaos Mylonidis & Dimitrios Sideris
2008, Volume 13, Issue 1
- 1-1 Special issue on international financial markets and the macroeconomy
by Paul D. McNelis & Giorgio Valente - 2-13 Conventional and unconventional approaches to exchange rate modelling and assessment
by Ron Alquist & Menzie D. Chinn - 14-25 What determines transaction costs in foreign exchange markets?
by Tarun Ramadorai - 26-39 A ratings-based approach to measuring sovereign risk
by Eli M. Remolona & Michela Scatigna & Eliza Wu - 40-52 The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data
by Mardi Dungey & Charles Goodhart & Demosthenes Tambakis - 53-67 Does the Chinese interest rate follow the US interest rate?
by Yin-Wong Cheung & Dickson C. Tam & Matthew S. Yiu - 68-81 The term structure of credit spreads in project finance Supplementary material for this article can be found at http:||www.interscience.wiley.com|jpages|1076-9307|suppmat|ijfe.350.html
by Marco Sorge & Blaise Gadanecz - 82-91 Modelling sovereign bond yield curves of the US, Japan and Germany
by Chi-Sang Tam & Ip-Wing Yu - 92-107 FDI location choice: agglomeration vs institutions
by Julan Du & Yi Lu & Zhigang Tao - 108-117 Incomplete financial market and the sequence of international trade liberalization
by Yue Ma - 118-134 Valuing foreign currency options with a mean-reverting process: a study of Hong Kong dollar
by C. H. Hui & C. F. Lo & V. Yeung & L. Fung
2007, Volume 12, Issue 4
- 353-369 Term-structure estimation in markets with infrequent trading
by Gonzalo Cortazar & Eduardo S. Schwartz & Lorenzo F. Naranjo - 371-388 Dating currency crises with ad hoc and extreme value-based thresholds: East Asia 1970-2002 [Dating currency crises]
by Jan P. A. M. Lestano - 389-404 The effects of EU shocks on the newly acceded countries
by Alina Barnett - 405-415 Monetary policy in high inflation open economies: evidence from Israel and Turkey
by Sushanta K. Mallick & Mohammed Mohsin - 417-425 Public debt indexation and denomination, the case of Brazil: a comment
by Rubens Penha Cysne - 427-444 Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates
by Mario Cerrato & Nicholas Sarantis
2007, Volume 12, Issue 3
- 273-285 Limits to international arbitrage: an empirical evaluation
by Hans Dewachter & Kristien Smedts - 287-300 The dynamic relationship between the euro overnight rate, the ECB's policy rate and the term spread
by Dieter Nautz & Christian J. Offermanns - 301-316 Chartism and exchange rate volatility
by Mikael Bask - 317-336 The contribution of domestic and external factors to emerging market currency crises: an early warning systems approach
by Steven B. Kamin & John Schindler & Shawna Samuel - 337-351 Is North and Southeast Asia becoming a yen block?
by Colm Kearney & Cal Muckley
2007, Volume 12, Issue 2
- 107-108 Exchange rate intervention
by Christopher J. Neely & Mark P. Taylor - 109-132 The historical origins of US exchange market intervention policy
by Michael D. Bordo & Owen Humpage & Anna J. Schwartz - 133-154 Myths and reality of foreign exchange interventions: an application to Japan
by Takatoshi Ito - 155-170 An assessment of some open issues in the analysis of foreign exchange intervention
by Paolo Vitale - 171-200 The influence of actual and unrequited interventions
by Kathryn M. E. Dominguez & Freyan Panthaki - 201-223 Central bank intervention and exchange rate volatility, its continuous and jump components
by Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm - 225-247 Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide
by Gabriele Galati & Patrick Higgins & Owen Humpage & William Melick - 249-260 Central bank intervention with limited arbitrage
by Christopher J. Neely & Paul A. Weller - 261-272 Bulls, bears and excess volatility: can currency intervention help?
by Luisa Corrado & Marcus Miller & Lei Zhang
2007, Volume 12, Issue 1
- 1-20 An empirical model of daily highs and lows
by Yin-Wong Cheung - 21-35 What drives home bias? Evidence from fund managers' views
by Torben Lütje & Lukas Menkhoff - 37-54 Exchange rates and fundamentals: a non-linear relationship?
by Paul De Grauwe & Isabel Vansteenkiste - 55-87 What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR
by M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith - 89-105 'Irrational exuberance' and capital flows for the US New Economy: a simple global model
by Marcus Miller & Olli Castrén & Lei Zhang
2006, Volume 11, Issue 4
- 293-303 Credit spread volatility, bond ratings and the risk reduction effect of watchlistings
by Volker G. Heinke - 305-325 Is there a causal link between currency and debt crises?
by Axel Dreher & Bernhard Herz & Volker Karb - 327-338 Extended evidence on the use of technical analysis in foreign exchange
by Thomas Gehrig & Lukas Menkhoff - 339-354 A tale of two 'globalizations': capital flows from rich to poor in two eras of global finance
by Moritz Schularick - 355-370 The out-of-sample forecasts of nonlinear long-memory models of the real exchange rate
by Sang-Kuck Chung - 371-383 Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns
by Eleni Constantinou & Robert Georgiades & Avo Kazandjian & Georgios P. Kouretas - 384-384 Financial market complexity Neil F. Johnson, Paul Jeffries and Pak Ming Hui, Oxford University Press, Oxford, 2003; 254 pp, ISBN 0-19-852665-2
by Paul Ormerod
2006, Volume 11, Issue 3
- 175-175 Special issue on advances in international money, macro and finance
by Georgios P. Kouretas & Nelson C. Mark & Athanasios P. Papadopoulos & Lucio Sarno - 177-194 Is the convergence of business cycles a global or regional issue? The UK, US and Euroland
by Andrew Hughes Hallett & Christian Richter - 195-203 Bubbles and fads in the stock market: another look at the experience of the US
by Piergiorgio Alessandri - 205-218 International transmission effects of monetary policy shocks: can asymmetric price setting explain the stylized facts?
by Caroline Schmidt - 219-228 Look who's talking: ECB communication during the first years of EMU
by David-Jan Jansen & Jakob de Haan - 229-244 The effects of macroeconomic policy shocks on the UK labour market
by Athanasios Tagkalakis - 245-260 Finance, institutions and economic development
by Panicos Demetriades & Siong Hook Law - 261-277 Extracting inflation expectations from the term structure: the Fisher equation in a multivariate SDF framework
by Hiona Balfoussia & Mike Wickens - 279-292 Monetary policy and asset prices: to respond or not?
by Q. Farooq Akram & Gunnar Bärdsen & Øyvind Eitrheim
2006, Volume 11, Issue 2
- 97-113 An analysis of the distribution of extremes in indices of share returns in the US, UK and Japan from 1963 to 2000
by G. D. Gettinby & C. D. Sinclair & D. M. Power & R. A. Brown - 115-121 Volatility dynamics and heterogeneous markets
by David G. McMillan & Alan E. H. Speight - 123-138 Central bank interventions in industrialized countries: a characterization based on survey results
by Christelle Lecourt & Helene Raymond - 139-153 The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration
by Robert Sollis & Mark E. Wohar - 155-171 Foreign exchange intervention and the Australian dollar: has it mattered?
by Hali Edison & Paul Cashin & Hong Liang - 172-173 W. Max Corden, Too sensational: on the choice of exchange rate regimes , MIT Press, Cambridge, 2002; 274 pp, index+figures
by Michael G. Plummer
2006, Volume 11, Issue 1
- 1-2 Aspects of foreign exchange market microstructure: editors' introduction
by Michael J. Sager & Mark P. Taylor - 3-23 Understanding order flow
by Martin D. D. Evans & Richard K. Lyons - 25-34 Explaining trading volume in the euro
by Janusz Brzeszczynski & Michael Melvin - 35-53 Feedback trading This paper is also available at www.riskresearch.org
by Jón Daníelsson & Ryan Love - 55-80 Macro lessons from microstructure
by Carol L. Osler - 81-95 Under the microscope: the structure of the foreign exchange market
by Michael J. Sager & Mark P. Taylor
2005, Volume 10, Issue 4
- 289-306 The Brazilian currency turmoil of 2002: a nonlinear analysis
by Manuela Goretti - 307-321 What sustains fiscal consolidations in emerging market countries?
by Sanjeev Gupta & Emanuele Baldacci & Benedict Clements & Erwin R. Tiongson - 323-335 The real exchange rate and real interest differentials: the role of nonlinearities
by Nelson C. Mark & Young-Kyu Moh - 337-357 Resuscitating the C-CAPM: empirical evidence from France and Germany
by Stuart Hyde & Keith Cuthbertson & Dirk Nitzsche - 359-367 Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis
by Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo
2005, Volume 10, Issue 3
- 195-211 Japan premium and stock prices: two mirrors of Japanese banking crises
by Takatoshi Ito & Kimie Harada - 213-231 Indexing, cointegration and equity market regimes
by Carol Alexander & Anca Dimitriu - 233-250 The efficient resolution of capital account crises: how to avoid moral hazard
by Gregor Irwin & David Vines - 251-262 Real interest rates linkages between the USA and the UK in the postwar period
by Angelos Kanas & Georgios Tsiotas - 263-284 International financial liberalization and industry growth
by Jonas Vlachos & Daniel Waldenström - 285-287 Exchange rate regimes: choices and consequences Atish R. Ghosh, Anne-Marie Gulde and Holger C. Wolf The MIT Press, Cambridge, MA, 2002. ISBN 0-262-07240-8
by Hans Genberg
2005, Volume 10, Issue 2
- 93-95 Monetary and financial integration in East Asia: empirical and institutional approaches
by Eric Girardin & Beate Reszat - 97-116 Towards regional monetary cooperation in East Asia: lessons from other parts of the world
by Masahiro Kawai & Shinji Takagi - 117-132 Dimensions of financial integration in Greater China: money markets, banks and policy effects
by Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii - 133-142 Bond market development and integration in ASEAN
by Michael G. Plummer & Reid W. Click - 143-156 Growth-cycle features of East Asian countries: are they similar?
by Eric Girardin - 157-166 China's role in East-Asian monetary integration
by Carsten Hefeker & Andreas Nabor - 167-183 The effects of the yen|dollar exchange rate on the Korean economy
by Sammo Kang & Soyoung Kim & Yunjong Wang - 185-193 Tokyo insiders and the informational efficiency of the yen|dollar exchange rate
by Vicentiu Covrig & Michael Melvin
2005, Volume 10, Issue 1
- 1-13 Financial sector inefficiencies and the debt Laffer curve
by Pierre-Richard Agénor & Joshua Aizenman - 15-39 Asymmetric adjustment and nonlinear dynamics in real exchange rates
by Hyginus Leon & Serineh Najarian - 41-62 The economic value of technical trading rules: a nonparametric utility-based approach
by Hans Dewachter & Marco Lyrio - 63-80 Other financial corporations: Cinderella or ugly sister of empirical monetary economics?
by K. Alec Chrystal & Paul Mizen - 81-89 Credibility of monetary policy in four accession countries: a Markov regime-switching approach
by Philip Arestis & Kostas Mouratidis - 91-92 Financial structure and economic growth: a cross-country comparison of banks, markets, and development, A. Demirgüç-Kunt and R. Levine (eds), The MIT Press, Cambridge, MA, 2001
by Lusine Lusinyan
2004, Volume 9, Issue 4
- 289-306 How do UK-based foreign exchange dealers think their market operates?
by Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh - 307-313 The revived Bretton Woods system
by Michael P. Dooley & David Folkerts-Landau & Peter Garber - 315-338 Monetary policy and exchange rate pass-through This article is a U.S. Government work and is in the public domain in the U.S.A
by Joseph E. Gagnon & Jane Ihrig - 339-346 The persistence in international real interest rates
by David E. Rapach & Mark E. Wohar - 347-362 A model of inflation targeting in an open economy
by Jay H. Levin - 363-364 Intervention to save Hong Kong: The authorities' counter-speculation in financial markets, Charles Goodhart and Lu Dai, Oxford University Press, Oxford, 2003
by Hans Genberg
2004, Volume 9, Issue 3
- 201-218 A new interpretation of the exchange rate-yield differential nexus
by Jerry Coakley & Ana-Maria Fuertes & Andrew Wood - 219-228 The balance sheet channel of monetary policy: first empirical evidence for the euro area corporate bond market
by Gabe de Bondt - 229-244 Estimating structural macroeconomic shocks through long-run recursive restrictions on vector autoregressive models: the problem of identification
by Mark P. Taylor - 245-255 Contagion in banking due to BCCI's failure: evidence from national equity indices
by Angelos Kanas - 257-276 Capital mobility and adjustment of the current account imbalances: a bounds testing approach to cointegration in 12 countries (1880-2001)
by Annie Corbin - 277-288 Forecasting the spot prices of various coffee types using linear and non-linear error correction models
by Costas Milas & Jesús Otero & Theodore Panagiotidis
2004, Volume 9, Issue 2
- 85-97 American equity mutual funds in European markets: Hot hands phenomenon and style analysis
by Stephanos Papadamou & Costas Siriopoulos - 99-112 Business-to-business electronic marketplaces: Joining a public or creating a private
by Chrysovalantou Milliou & Emmanuel Petrakis - 113-123 The stabilization properties of fixed and floating exchange rate regimes
by Keith Pilbeam - 125-133 Capital mobility and inflation persistence: theory and evidence from Greece
by Costas Karfakis & Demetrios Moschos & Moïse Sidiropoulos - 135-149 Analysing changes in market integration through a cross-sectional test for the law of one price
by Konstantin Gluschenko - 151-164 Foreign university graduates in the Greek labour market: Employment, salaries and overeducation
by Theodore P. Lianos & D. Asteriou & G.M. Agiomirgianakis - 165-174 The sequential issue in free trade areas: Policy implication for Korea
by Jong Eun Lee - 175-186 Optimal monetary rules and internationalized production
by Lilia Cavallari - 187-200 Political support for anti-inflationary monetary policy
by Debora Di Gioacchino & Sergio Ginebri & Laura Sabani
2004, Volume 9, Issue 1
- 1-14 Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?
by Michael P. Clements & Hans-Martin Krolzig - 15-23 International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum
by Mark P. Taylor & Lucio Sarno - 25-32 Real exchange rate fluctuations and monetary shocks: a revisit
by Shiu-Sheng Chen - 33-38 Monetary policy rules in practice: evidence from Turkey
by Hakan Berument & Hakan Taşçi - 39-48 Do higher solvency ratios reduce the costs of bailing out insured banks?
by Robert K. Eastwood - 49-69 Inflation targeting or fear of floating in disguise: the case of Mexico
by Christopher P. Ball & Javier Reyes - 71-80 Transmission of equity returns and volatility in Asian developed and emerging markets: a multivariate GARCH analysis
by Andrew Worthington & Helen Higgs - 81-82 Monetary transmission in diverse economies, Lavan Mahadeva and Peter Sinclair (eds.), Cambridge University Press, Cambridge, 2002
by Michael Ehrmann - 82-83 Introductory econometrics for finance, Chris Brooks, Cambridge University Press, Cambridge, 2002
by Keith Cuthbertson
2003, Volume 8, Issue 4
- 277-278 Monetary union and dollarization: Theory and regional experience
by Eduard Hochreiter & Klaus Schmidt-Hebbel & Georg Winckler - 279-295 Fiscal and monetary policy coordination in EMU
by Jürgen von Hagen & Susanne Mundschenk - 297-307 Reflections on the optimal currency area (OCA) criteria in the light of EMU
by M.J. Artis - 309-325 EMU and accession countries: Fuzzy cluster analysis of membership
by Dmitri Boreiko - 327-349 The potential consequences of alternative exchange rate regimes: A study of three candidate regions
by Eduard Hochreiter & Anton Korinek & Pierre L. Siklos - 351-363 Dollarization and economic performance: What do we really know?
by Sebastian Edwards & I. Igal Magendzo - 365-380 The federal design of a central bank in a monetary union: The case of the European system of central banks
by Sylvester C.W. Eijffinger
2003, Volume 8, Issue 3
- 185-187 Symposium on capital controls
by Barry Eichengreen & Hans-Joachim Voth - 189-204 Capital account liberalization and financial globalization, 1890-1999: a synoptic view
by Dennis P. Quinn - 205-224 Capital account liberalization and growth: was Mr. Mahathir right?
by Barry Eichengreen & David Leblang - 225-253 Microeconomic effects of capital controls: The chilean experience during the 1990s
by Francisco A. Gallego & F. Leonardo Hernández - 255-276 Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999
by Hans-Joachim Voth
2003, Volume 8, Issue 2
- 99-107 Exchange rate pass-through in a small open economy: Panel evidence from Hong Kong
by David C. Parsley