Journal of International Money and Finance 1995 - Abstracts

Journal of International Money and Finance 1995
TitleSubjectAuthors
An optimizing analysis of the effects of world interest disturbances on the open economy term structure of interest rates.EconomicsFisher, Walter H.
Are there rational bubbles in foreign exchange markets? Evidence from an alternative test.EconomicsWu, Yangru
A search for long memory in international stock market returns.EconomicsLai, Kon S., Yin-Wong Cheung
Asymmetric volatility transmission in international stock markets.EconomicsBooth, G. Geoffrey, Koutmos, Gregory
Capital income taxation and welfare in a small open economy.EconomicsKarayalcin, Cem
Comment on 'Exchange rate shocks, currency options and the Siegel paradox' by Indrajit Bardhan. (response to article in this issue, p. 441)EconomicsDumas, Bernard, Naslund, Bertil, Jennergren, L Peter
Consumption, real exchange rates and the structure of international asset markets.EconomicsKollmann, Robert
Domestic macroeconomic news and foreign interest rates.EconomicsKopecky, Kenneth J., Becker, Kent G., Finnerty, Joseph E.
EMS exchange rate bands: a Monte Carlo investigation of three target zone models. (European Monetary System)EconomicsBeetsma, Roel M.W.J.
Exchange-rate discounting.EconomicsSmith, Gregor W.
Exchange rate dynamics and international effects of monetary shocks in monetary, equilibrium models.EconomicsSchlagenhauf, Don E., Wrase, Jeffrey M.
Exchange rate dynamics and speculator horizons.EconomicsOsler, C.L.
Exchange rate risk and internationally diversified portfolios.EconomicsZiobrowski, Brigitte J., Ziobrowski, Alan J.
Exchange rates, financial innovation and divisia money: the sterling/dollar rate 1972-1990.EconomicsMacDonald, Ronald, Chrystal, K. Alec
Exchange rate shocks, currency options and the Siegel paradox.EconomicsBardhan, Indrajit
Exchange rates, interest rates and current account news: some evidence from Australia.EconomicsKarfakis, Costas, Suk-Joong Kim
Foreign exchange controls and liquidity.EconomicsWai-Ming Ho
Home bias and high turnover.EconomicsTesar, Linda L., Werner, Ingrid M.
Indirect hedging of exchange rate risk.EconomicsZilcha, Itzhak, Broll, Udo, Wahl, Jack E.
Inflationary finance and currency substitution in a public finance framework.EconomicsVegh, Carlos A.
International trade in banking services.EconomicsWengel, Jan Ter
Intertemporal solvency and indexed debt: evidence from Brazil, 1976-1991.EconomicsTanner, Evan
Is the correlation in international equity returns constant: 1960-1990?EconomicsLongin, Francois, Solnik, Bruno
Is there a world real interest rate?EconomicsGagnon, Joseph, Unferth, Mark D.
Long-run identifying restrictions for an error-correction model of New Zealand money, prices and output.EconomicsFisher, Lance A., Fackler, Paul L., Orden, David
Markup adjustment and exchange rate fluctuations: evidence from panel data on automobile exports.EconomicsGagnon, Joseph E., Knetter, Michael M.
Measurement of the unexpected US trade deficit.EconomicsPuffer, Marlene K.
Misspecification and the pricing and hedging of long-term foreign currency options.EconomicsTurnbull, Stuart M., Melino, Angelo
Monetary policies in interdependent economies: an open economy explanation for base drift and price-level non-trend-stationarities.EconomicsVanHoose, David D., Daniels, Joseph P.
Nominal exchange rate regimes and the stochastic behavior of real variables.EconomicsPittis, Nikitas, Caporale, Guglielmo Maria
Other people's money: cash-in-advance microfoundations for optimal currency areas.EconomicsMinford, Patrick
Output, inflation and stabilization: a counterfactual analysis.EconomicsRogers, John H., Fackler, James S.
Price and trade effects of exchange rate fluctuations and the design of policy coordination.EconomicsCohen, Daniel, Wyplosz, Charles
Purchasing power parity under the European Monetary System.EconomicsCheung, Yin-Wong, Lai, Kon S., Fung, Hung-Gay, Lo, Wai-Chung
Real effects of exchange rate volatility.EconomicsNuemann, Manfred
Real exchange rates under the gold standard: can they be explained by the trend break model?EconomicsPapell, David H., Culver, Sarah E.
Siegel's paradox and the pricing of currency options.EconomicsDumas, Bernard, Jennergren, L. Peter, Naslund, Bertil
Some international evidence on the stochastic behavior of interest rates.EconomicsTse, Y.K.
Target zone models with stochastic realignments: an econometric evaluation.EconomicsMizrach, Bruce
Terms of trade and real exchange rates: the Canadian evidence.EconomicsAmano, Robert A., Norden, Simon van
The gold standard: perfectly integrated world markets or slow adjustment of prices and interest rates?EconomicsWallace, Myles S., Choudhry, Taufiq
The profitability of US intervention in the foreign exchange markets.EconomicsLeahy, Michael P.
The unbiased forward rate hypothesis re-examined.EconomicsNaka, Atsuyuki, Whitney, Gerald
Towards a loanable funds/amended-liquidity preference theory of the exchange rate and interest rate.EconomicsMiller, Norman C.
Who drives real interest rates around the Pacific Rim: the USA or Japan?EconomicsFrankel, Jeffrey A., Chinn, Menzie D.
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