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