Journal of International Money and Finance 1997 - Abstracts

Journal of International Money and Finance 1997
TitleSubjectAuthors
Adjustment costs and import demand behavior: evidence from Canada and the United States.EconomicsAmano, Robert A., Wirjanto, Tony S.
A model of the term structure of interest rates in an open economy with regime shifts.EconomicsDillen, Hans
A multivariate cointegration analysis of interest rates in the Eurocurrency market.EconomicsGjerde, Oystein, Saettem, Frode, Bremnes, Helge
An empirical investigation of asset pricing models using Japanese stock market data.EconomicsNaka, Atsuyuki, Bakshi, Gurdip S.
Are stocks a hedge against inflation? International evidence using a long-run approach.EconomicsEly, David P., Robinson, Kenneth J.
Block holding and keiretsu in Japan: the effects of capital markets liberalization measures on the stock market.EconomicsNakamura, Masao, Korkie, Bob
Burgernomics: The economics of the Big Mac standard. (tracks foreign exchange rates)EconomicsLi Lian Ong
Calibrating an algorithm for estimating transactions from FXFX exchange quotes. (foreign exchange)EconomicsPayne, Richard, Goodhart, Charles, Yuanchen Chang
Can a liberalization of capital outflows increase net capital inflows?EconomicsLaban, Raul M., Larrain, Felipe B.
Central bank intervention and trading rule profits in foreign exchange markets.EconomicsMathur, Ike, Szakmary, Andrew C.
Coherence and the credibility of convertibility announcements.EconomicsArce M., Daniel G.
Cointegration and exchange rate dynamics.EconomicsPapell, David H.
Cointegration tests of purchasing power parity: the impact of non-traded goods.EconomicsStrauss, Jack, Dutton, Marilyn
Consumption-based versus production-based models of international equity markets.EconomicsKasa, Kenneth
Dynamic analysis in the Viner model of mercantilism.EconomicsHeng-Fu Zou
Efficiency testing revisited: a foreign exchange market with Bayesian learning.EconomicsKalyvitis, Sarantis, Christodoulakis, Nicos M.
Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence.EconomicsBalvers, Ronald J., Bergstrand, Jeffrey H.
Estimating the credibility of an exchange rate target zone.EconomicsGirardin, Eric, Marimoutou, Velayoudom
European monetary union: a new approach.EconomicsDellas, Harris
Exchange rate behaviour under the EMS regime: was there any systematic change?(European Monetary System)EconomicsAnthony, Myrvin L., Hallet, Andrew Hughes
Feedback trading and the autocorrelation pattern of stock returns: further empirical evidence.EconomicsKoutmos, Gregory
Forward exchange market unbiasedness: The case of the Australian dollar since 1984.EconomicsPhillips, Peter C. B., McFarland, James W.
Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis.EconomicsYangru Wu, Hua Zhang
Interaction between stock markets: an analysis of the common trading hours at the London and New York stock exchange.EconomicsMartens, Martin, Kofman, Paul
International integration of capital markets and the cross-country divergence of per capita consumption.EconomicsEvans, Paul, Karras, Georgios
Intervention strategies and exchange rate volatility: a noise trading perpective.EconomicsHung, Juann H.
Linkage in EMS term structures: evidence from common trend and transitory components.(European Monetary System)EconomicsKutan, Ali M., Hafer, R.W., Su Zhou
Macroeconomic uncertainty and the risk premium in the foreign exchange market.EconomicsXiaoquiang Hu
Measuring the degree of exchange market intervention in a small open economy.EconomicsWeymark, Diana N.
Money and economic activity revisited. (money's role in determining US economic activity)EconomicsTanner, J. Ernest, Davis, Mark S.
Multi-country evidence on the behavior of purchasing power parity under the current float.EconomicsLothian, James R.
On gradual disinflation, the real exchange rate, and the current account.EconomicsRoldos, Jorge E.
On risk, rationality and the predictive ability of European short-term adjusted yield spreads.EconomicsWahab, Mahmoud
On the structural stability of trade equations: the case of Japan.EconomicsCeglowski, Janet
Real exchange rate behavior.EconomicsTaylor, Mark P., Lothian, James R.
Saving-investment dynamics and capital mobility in the US and Japan.EconomicsMoreno, Ramon
Stock returns and volatility in emerging financial markets.EconomicsImrohoroglu, Selahattin, Santis, Giorgio de
The accuracy of OECD forecasts of the international economy: Balance of payment. (Organization for Economic Cooperation and Development)EconomicsAsh, J. C. K., Smyth, D. J., Heravi, S. M.
The 'laissez faire' bias of managed floating. (managing the 'time consistency' problem in foreign exchange rates)EconomicsPapi, Laura, Miller, Marcus
Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era.EconomicsEdison, Hali J., Melick, William R., Gagnon, Joseph E.
Valuing political risk.EconomicsClark, Ephraim
What are the global sources of rational variation in international equity returns?EconomicsNg, Lilian K., Yin-Wong Cheung, Jia He
Why do central banks intervene? (aim to influence the levels of exchange rates)EconomicsBaillie, Richard T., Posterberg, William P.
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