Journal of International Money and Finance 2001 - Abstracts

Journal of International Money and Finance 2001
TitleSubjectAuthors
Can Markov switching models replicate chartist profits in the foreign exchange market?EconomicsDewachter, Hans
Central bank interventions and exchange rate band regimes.(Brief Article)EconomicsMundaca, B. Gabriela
Emerging market debt: measuring credit quality and examining relative pricing.(Brief Article)EconomicsCumby, Robert E., Pastine, Tuvana
Evaluating forecasts from SETAR models of exchange rates.EconomicsClements, Michael P., Smith, Jeremy
Exchange rate dynamics in anticipation of time-contingent regime switching: modelling the effects of a possible delay.EconomicsWilfling, Bernd, Maennig, Wolfgang
Exchange rate exposure, hedging, and the use of foreign currency derivatives.EconomicsAllayannis, George, Ofek, Eli
Exchange rates and firms' liquidity: evidence from ADRs.EconomicsHuang, Roger D., Stoll, Hans R.
Forecasting daily exchange rate volatility using intraday returns.EconomicsMartens, Martin
Global property investment and the costs of international diversification.EconomicsEichholtz, Piet, Koedijk, Kees, Schweitzer, Mark
Introducing new futures contracts: reinforcement versus cannibalism.(Brief Article)EconomicsPennings, Joost M.E., Leuthold, Raymond M.
Jumps and time-varying correlations in daily foreign exchange rates.(Brief Article)EconomicsChang, Kook-Hyun, Kim, Myung-Jig
Living with the "enemy": an analysis of foreign investment in the Japanese equity market.(Brief Article)EconomicsHamao, Yasushi, Mei, Jianping
Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates.EconomicsCheung, Yin-Wong, Lai, Kon S.
Measuring and estimating exchange market pressure in the EU.EconomicsPentecost, Eric J., Van Hooydonk, Charlotte, Van Poeck, Andre
Money demand in Euroland.(Brief Article)EconomicsFunke, Michael
Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era.EconomicsBaum, Christopher F., Barkoulas, John T., Caglayan, Mustafa
`Once-in-a-generation' yen volatility in 1998: fundamentals, intervention, and order flow.EconomicsCai, Jun, Cheung, Yan-Leung, Lee, Raymond S.K., Melvin, Michael
Privatization, political risk and stock market development in emerging economies.EconomicsPerotti, Enrico C., van Oijen, Pieter
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate.(Brief Article)EconomicsCaner, M., Kilian, L.
Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate.EconomicsCao, Melanie
Tests of conditional asset pricing models in the Brazilian stock market.EconomicsGarcia, Rene, Bonomo, Marco
The effects of industry structure on economic exposure.EconomicsMarston, Richard C.
The foreign-exchange costs of central bank intervention: evidence from Sweden.EconomicsSjoo, Boo, Sweeney, Richard J.
The lifetime of a unilateral target zone: some extended results.EconomicsBroome, Simon
Unit root tests for panel data.EconomicsChoi, In
Volatility spillovers in East European blackmarket exchange rates.EconomicsSpeight, Alan E.H., McMillan, David G.
Why real interest rates, cost of capital and price/earnings ratios vary across countries.EconomicsChowdhry, Bhagwan, Titman, Sheridan
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