Journal of International Money and Finance 1998 - Abstracts

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