Journal of International Money and Finance 1998 |
Title | Subject | Authors |
Another visit to the Cagan model of money demand: the latest Russian experience. | Economics | Choudhry, T. |
A pitfall in computing exchange rate density in the EMS band.(European Monetary System) | Economics | Honohan, Patrick |
Asset pricing and foreign exchange risk: econometric evidence for the G-7. | Economics | Pentecost, Eric J., Morley, Bruce |
Buffer stocks and precautionary savings with loss aversion. | Economics | Aizenman, Joshua |
Calculating the equity cost of capital using the APT: the impact of the ERM.(Exchange Rate Mechanism) | Economics | Priestley, Richard, Antoniou, Antonios, Garrett, Ian |
Capital inflows, external shocks, and the real exchange rate. | Economics | Agenor, Pierre-Richard |
Capital mobility in the world economy: an alternative test. | Economics | Shibata, Akihisa, Shintani, Mototsugu |
Central bank intervention and exchange rate volatility. | Economics | Dominguez, Kathryn M. |
Cointegration and predictability of asset prices. | Economics | Caporale, G.M., Pittis, N. |
Common stochastic trends between forward and spot exchange rates. | Economics | Luintel, K.B., Paudyal, K. |
Domestic bank runs and speculative attacks on foreign currencies. | Economics | Miller, V. |
Do Reuters spreads reflect currencies' differences in global trading activity? | Economics | Hartmann, Philipp |
Dynamic linkages among real interest rates in international capital markets. | Economics | Goodwin, Barry K., Awad, Mouawiya Al |
European monetary integration and the demand for money. | Economics | Rother, Philipp C. |
Extreme support for uncovered interest parity. | Economics | Koedijk, Kees, Huisman, Ronald, Kool, Clemens, Nissen, Francois |
Forecasting exchange rates using TSMARS.(Time Series Multivariate Adaptive Regression Splines methodology) | Economics | Ray, Bonnie K., Krager, Horst, Gooijer, Jan G. de |
Forecasting real exchange rates. | Economics | Sweeney, Richard J., Siddique, Akhtar |
Foreign exchange market efficiency revisited. | Economics | Jyh-Lin Wu, Show-Lin Chen |
Government consumption and private consumption correlations. | Economics | Marrinan, Jane |
HICs' optimal trade openness and the modelling of the default penalty.(highly indebted countries) | Economics | Cabral, Celia C. |
Implied exchange rate distributions: evidence from OTC option markets. | Economics | Chang, P.H. Kevin, Campa, Jose M., Reider, Robert L. |
Increasing evidence of purchasing power parity over the current float. | Economics | Papell, David H., Theodoridis, Hristos |
Integration, cointegration and the forecast consistency of structural exchange rate models. | Economics | Cheung, Y.-W., Chinn, M.D. |
International evidence on equity prices, interest rates and money. | Economics | Lastrapes, W.D. |
International stock return differentials and real exchange rate changes. | Economics | Malliaropulos, Dimitrios |
Intraday effects of foreign exchange intervention by the Bank of Japan. | Economics | Taylor, Stephen J., Chang, Yuanchen |
Macroeconomic stabilization and intervention policy under an exchange rate band. | Economics | Ploeg, Frederick van der, Beetsma, Roel M.W.J. |
Market frictions and real exchange rates. | Economics | O'Connell, P.G.J. |
Oil prices and the rise and fall of the US real exchange rate. | Economics | Amano, R.A., Norden, S. van |
On exchange rates, nominal and real. | Economics | Sjaastad, Larry A. |
On inflation and inflation uncertainty in the G7 countries.(US, UK, France, Canada, Italy, Germany, Japan) | Economics | Perry, Mark J., Grier, Kevin B. |
Parity reversion in real exchange rates during the post-Bretton Woods period. | Economics | Cheung, Yin-Wong, Lai, Kon S. |
Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate. | Economics | De Jong, Frank, Mahieu, Ronald, Schotman, Peter |
Pricing multivariate contingent claims using estimated risk-neutral density functions. | Economics | Rosenberg, Joshua V. |
Profits and position control: a week of FX dealing. (foreign exchange trading) | Economics | Lyons, Richard K. |
Some new stylized facts of floating exchange rates. | Economics | Lothian, James R. |
Stochastic trends and economic fluctuations in a large open economy. | Economics | Rasche, Robert H., DeLoach, Stephen B. |
Structural change and asset pricing in emerging markets. | Economics | Ghysels, Eric, Garcia, Rene |
Superexogeneity and the dynamic linkages among international equity markets. | Economics | Leachman, Lori L., Francis, Bill B. |
The noise trading approach - questionnaire evidence from foreign exchange. | Economics | Menkhoff, L. |
The re-emergence of PPP in the 1990s. (purchasing power parity) | Economics | Koedijk, Kees G., Schotman, Peter C., Van Dijk, Mathijs A. |
The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence. | Economics | Yu-Hon Lui, Mole, David |
The world ex ante risk premium: an empirical investigation. | Economics | Ostdiek, Barbara |
The yen and Japanese manufacturing employment. | Economics | Dekle, Robert |
US trade balance dynamics: the role of fiscal policy and productivity shocks and of financial market linkages. | Economics | Kollmann, Robert |
Valuation of LIBOR-Contingent FX options. | Economics | Tucker, A.L., Wei, J.Z. |
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