Journal of International Money and Finance 1992 - Abstracts

Journal of International Money and Finance 1992
TitleSubjectAuthors
An empirical evaluation of the macroeconomic effects of tariffs.EconomicsRose, Andrew K., Ostry, Jonathan D.
A nonlinear stochastic rational expectations model of exchange rates.EconomicsHsieh, David A.
Balance of trade announcements and asset prices: influence on equity prices, exchange rates, and interest rates.EconomicsAggarwal, Raj, Schirm, David C.
Can equilibrium models explain nominal exchange regime non-neutrality? Evidence from the European Monetary System.EconomicsPapell, David H.
Cointegration and market efficiency.EconomicsDwyer, Gerald P., Jr., Wallace, Myles S.
Cointegration tests of a long-run relation between money demand and the effective exchange rate.EconomicsWallace, Myles S., McNown, Robert
Convertibility risk and dollarization in Mexico: a vectorautoregressive analysis.EconomicsRogers, John H.
Currency swaps, hedging, and the exchange of collateral.EconomicsPlaut, Steven E., Melnik, Arie L.
Deviations from purchasing power parity and capital flows.EconomicsUppal, Raman
Differences between foreign exchange rate regimes: The view from the tails.EconomicsKoedijk, Kees G., Stork, Philip A., De Vries, Casper G.
Exchange rate and price dynamics under adaptive and rational expectations: an empirical analysis.EconomicsPapell, David H.
Exchange risk, exposure, and the option to trade.EconomicsSercu, Piet
Government finance in a common currency area.EconomicsSibert, Anne
Interactions between domestic and foreign investment.EconomicsLipsey, Robert E., Stevens, Guy V.G.
International interest rate linkages and the exchange rate regime.EconomicsJohnson, David R.
International risk sharing and capital mobility: another look.EconomicsObstfeld, Maurice
International risk sharing and capital mobility: reply. (response to Maurice Obstfeld, Journal of International Money and Finance, vol. 11, p. 115, February 1992)EconomicsBrennan, M.J., Solnik, B.
Limited capital markets and the real effects of monetary stabilization policies under alternative exchange rate regimes.EconomicsRojas-Suarez, Liliana
Monetary policy, exchange rates, and investment in a Keynesian economy.EconomicsGavin, Michael
Nominal exchange rates and unit roots: a reconsideration.EconomicsWhitt, Joseph A., Jr.
Oil prices and rural migration: the Dutch disease goes south.EconomicsFeltenstein, Andrew
Optimal currency hedge ratios and interest rate risk.EconomicsSolnik, Bruno, Briys, Eric
Optimal seigniorage and financial liberalization.EconomicsBacchetta, Philippe, Caminal, Ramon
Policy fundamentals, interest rates differential, and expected devaluation in the presence of an active crawling peg system.EconomicsCastillo, Graciana Del
Price and monetary convergence in currency unions: the franc and rand zones.EconomicsHonohan, Patrick
Price volatility and margin requirements in foreign exchange futures markets.EconomicsGoldberg, Lawrence G., Hachey, George A., Jr.
Pricing European average rate currency options.EconomicsLevy, Edmond
Purchasing power parity and cointegration: The Greek evidence from the 1920s.EconomicsPhylaktis, Kate
Rationality of survey data and tests for market efficiency in the foreign exchange markets.EconomicsMaddala, G.S., Liu, Peter C.
Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model.EconomicsDevereux, Michael B., Smith, Gregor W., Gregory, Allan W.
Term premiums and the integration of the Eurocurrency markets.EconomicsJorion, Philippe
Testing a present-value model of the current account: evidence from US and Canadian time series.EconomicsOtto, Glenn
The effect of political risk on the forward exchange bias: the case of elections.EconomicsBachman, Daniel
The impact of US economic variables on Bank of Canada policy: direct and indirect responses.EconomicsBurdekin, Richard C.K., Burkett, Paul
The international allocation of savings with quadratic transaction (or risk) costs.EconomicsNiehans, Juerg
The simple dynamics of a debt crisis.EconomicsDetragiache, Enrica
The structure of international banking.EconomicsLevi, Maurice D., Heinkel, Robert L.
The use of technical analysis in the foreign exchange market.EconomicsTaylor, Mark P., Allen, Helen
Trade deficit surprises and the ex ante volatility of foreign exchange rates.EconomicsMadura, jeff, Tucker, Alan L.
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