| Journal of International Money and Finance 1996 |
| Title | Subject | Authors |
|---|
| A comparison of alternative covariance matrices for models with over-lapping observations. | Economics | Smith, Jeremy, Yadav, Sanjay |
| An arbitrage free trilateral target zone model. | Economics | Jorgensen, Bjorn N., Mikkelsen, Hans Ole A. |
| An examination of dynamic hedging. | Economics | Tong, Wilson H.S. |
| Animal spirits, investment and international capital movements. | Economics | Velasco, Andres |
| A note on cointegration and international capital market efficiency: a reply. (response to article by Charles Engel in this issue, p.657) | Economics | Crowder, William J. |
| A reexamination of the uncovered interest rate parity hypothesis. | Economics | Frachot, Antoine |
| Asymmetric adjustment of commercial bank interest rates: evidence from Malaysia and Singapore. | Economics | Scholnick, Barry |
| Central bank intervention and the volatility of foreign exchange rates: evidence from the options market. | Economics | Bonser-Neal, Catherine, Tanner, Glenn |
| Consumer durables, permanent terms of trade shocks, and the recent US trade deficits. | Economics | Yi, Kei-Mu, Sadka, Joyce C. |
| Currency forecasters are heterogeneous: confirmation and consequences. | Economics | Marsh, Ian W., MacDonald, Ronald |
| Dollar jump fears, 1984-1992: distributional abnormalities implicit in currency futures options. | Economics | Bates, David S. |
| Domestic and international financial market responses to Federal deficit announcements. | Economics | Kitchen, John |
| Estimating saving-investment correlations: evidence for OECD countries based on an error correction model. | Economics | Jansen, W. Jos |
| Exchange rate mean reversion from real shocks within an intertemporal equilibrium model. | Economics | Miller, Norman C., Davis, George K. |
| Exogeneity and forward rate unbiasedness. | Economics | Reffett, Kevin L., Norrbin, Stefan C. |
| Explaining exchange rate volatility: an empirical analysis of 'the holy trinity' of monetary independence, fixed exchange rates, and capital mobility. | Economics | Rose, Andrew K. |
| Interest rate parity and foreign exchange risk premia in the ERM. (Exchange Rate Mechanism) | Economics | Ayuso, Juan, Restoy, Fernando |
| International capital mobility - a note. | Economics | Bellak, Christian |
| International capital mobility: evidence from panel data. | Economics | Krol, Robert |
| Intertemporal price speculation and the optimal current-account deficit: a comment. (response to Maurice Obstfeld, Journal of International Money and Finance, p. 135, Aug. 1983, vol. 2) | Economics | Lahiri, Amarty A. |
| Intertemporal price speculation and the optimal current-account deficit: reply and clarification. (response to Amartya Lahiri in this issue, p. 135) | Economics | Obstfeld, Maurice |
| Learning and the exchange rate: exchange rate responses to money announcements in the early 1980s. | Economics | Peruga, Rodrigo |
| Maximum likelihood estimation of cointegration in exchange rate models for seven inflationary OECD countries. (Organization for Economic Cooperation and Development) | Economics | Cushman, David O., Lee, Sang Sub, Thorgeirsson, Thorsteinn |
| Microstructural dynamics in a foreign exchange electronic broking system. | Economics | Goodhart, Charles A.E., Payne, Richard G. |
| Monetary policy targets and the stabilization objective: a source of tension in the EMS. | Economics | Wieland, Volker |
| Optimal government finance policy and exchange rate management in a stochastically growing open economy. | Economics | Turnovsky, Stephen J., Grinols, Earl |
| Persistence in foreign exchange rates. | Economics | Dekimpe, Marnik G., van de Gucht, Linda M., Kwok, Chuck C.Y. |
| Post Bretton Woods deviations from purchasing power parity in G7 exchange rates - an empirical exploration. | Economics | Ott, Mack |
| Private and government consumption with liquidity constraints. | Economics | Evans, Paul, Karras, Georgios |
| Purchasing power parity and unit root tests using panel data. | Economics | Oh, Keun-Yeob |
| Real exchange rates and the pattern of trade: comparative dynamics for north and south. | Economics | Faruqee, Hamid |
| Real stock prices and the long-run money demand function: evidence from Canada and the USA. | Economics | Choudhry, Taufiq |
| Speculative currency attacks with endogenously induced commercial bank crises. | Economics | Miller, Victoria |
| Stock index futures: implications for international capital taxation. | Economics | Williams, Michael G. |
| Stock market volatility and the crash of 1987: evidence from six emerging markets. | Economics | Choudhry, Taufiq |
| Testing for absolute purchasing power parity. | Economics | Steigerwald, Douglas G., Crownover, Collin, Pippenger, John |
| The debt-adjusted real exchange rate. | Economics | Fabella, Raul V. |
| The impact of the listing of options in the foreign exchange market. | Economics | Shastri, Kuldeep, Tandon, Kishore, Sultan Jahangir |
| The international transmission of information in Eurodollar futures markets: a continuously trading market hypothesis. | Economics | Tse, Yiuman, Booth, G. Geoffrey, Lee, Tae-Hwy |
| The price of gold and the exchange rate. | Economics | Sjaastad, Larry A., Scacciavillani, Fabio |
| Unconventional preferences: do they explain foreign exchange risk premia? | Economics | Sibert, Anne |
| Using option prices to estimate realignment probabilities in the European Monetary System: the case of sterling-mark. | Economics | Malz, Allan M. |
| Why empirical international portfolio models fail: evidence that model misspecification creates home asset bias. | Economics | Glassman, Debra A., Riddick, Leigh A. |
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