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Index to volume 11
Journal of International Money and Finance
Index to Volume 11 ACKNOWLEDGEMENTS AGGARWAL,RAJ, AND DAVID C. SCHIRM, Balance of trade announcements and asset prices: influence on equity prices, exchange rates, and interest rates ALLEN, HELEN, see Mark P. Taylor BACCHETTA,PHILIPPE, AND RAMON CAMINAL, Optimal seigniorage and financial liberalization BACHMAN,DANIEL, The effect of political risk on the forward exchange bias: the case of elections BRENNAN, MICHAEL J., AND BRUNO SOLNIK, International risk sharing mobility : reply and capital BRIYS, ERIC, AND BRUNO SOLNIK, Optimal currency hedge ratios and interest rate risk BURDEKIN, RICHARD C.K., AND PAUL BURKETT, The impact of US economic variables on bank of Canada policy: direct and indirect responses BURKETT, PAUL, see Richard C.K. Burdekin CAMINAL, RAMON, see Philippe Bacchetta DE VRIES, G. CASPER, see Kees G. Koedijk DEL CASTILLO,GRACIANA,Policy fundamentals, interest rates differential and expected devaluation in the presence of an active crawling peg system DETRAGIACHE,ENRICA, The simple dynamics of a debt crisis DEVEREUX, MICHAEL B., ALLAN W. GREGORY, AND GREGOR W. SMITH, Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model DWYER, GERALD P. JR., AND MYLES S. WALLACE, Cointegration and market efficiency FELTENSTEIN, ANDREW, Oil prices and rural migration: the Dutch disease goes south GAVIN, MICHAEL, Monetary policy, exchange rates and investment in a Keynesian economy GOLDBERG, LAWRENCE G., AND GEORGE A. HACHEY, JR., Price volatility and margin requirements in foreign exchange futures markets GREGOR, SMITH W., see Michael B. Devereux GREGORY, ALLAN W., see Michael B. Devereux HACHEY, GEORGE A. JR., see Lawrence G. Goldberg
614
80
518 208 122 431
162
292 552
3 318 273 145 328
Index
to Volume 11
HEINKEL, ROBERT L., AND MAURICE D. LEVI, The structure of international banking HONOHAN, PATRICK, Price and monetary convergence in currency unions: the franc and rand zones HSIEH, DAVID, A nonlinear stochastic rational expectations model of exchange rates JOHNSON, DAVID R., International interest rate linkages and the exchange rate regime JORION, PHILIPPE, Term premiums and the integration of the Eurocurrency markets KOEDIJK, KEES G., PHILIP A. STORK, AND CASPER G. DE VRIES, Differences between foreign exchange rate regimes: the view from the tails LEVI, MAURICE D., see Robert L. Heinkel LEVY, EDMOND, Pricing European average rate currency options LIPSEY, ROBERT E., see Guy V.G. Stevens Lru, PETER C., AND G.S. MADDALA,Rationality of survey data and tests for market efficiency in the foreign exchange markets MADDALA, G.S., see Peter C. Liu MADURA, JEFF, AND ALAN L. TUCKER, Trade deficit surprises and the ex ante volatility of foreign exchange rates MCNOWN, ROBERT, AND MYLES S. WALLACE, Cointegration tests of a long-run relation between money demand and the effective exchange rate MELNIK, ARIE L., AND STEVEN E. PLAUT, Currency swaps, hedging, and the exchange of collateral NIEHANS, JORG, The international allocation of savings with quadratic transaction (or risk) costs OBSTFELD, MAURICE, International risk sharing and capital mobility: another look OSTRY, JONATHAN D., AND ANDREW K. ROSE, An empirical evaluation of the macroeconomic effects of tariffs OTTO, GLENN, Testing a present-value model of the current account: evidence from US and Canadian time series PAPELL, DAVID H., Can equilibrium models explain nominal exchange regime non-neutrality? Evidence from the European Monetary System PAPELL, DAVID H., Exchange rate and price dynamics under adaptive and rational expectations: an empirical analysis PHYLAKTIS, KATE, Purchasing power parity and cointegration: the Greek evidence from the 1920s PLAUT, STEVEN E., see Arie L. Melnik ROGERS, JOHN H., Convertibility risk and dollarization in Mexico: a vectorautoregressive analysis ROJAS-SUAREZ,LILIANA, Limited capital markets and the real effects of monetary stabilization policies under alternative exchange rate regimes ROSE, ANDREW K., see Jonathan D. Ostry SCHIRM, DAVID C., see Raj Aggarwal
617
251 397 235 340 17
462 474
366
492
107 446 222 115 63 414
96 382 502
188
594
618
SERCU, PIET, Exchange
Index to Volume I I
risk, exposure, and the option to trade SIBERT, ANNE, Government finance in a common currency area SOLNIK, BRUNO, see M.J. Brennan SOLNIK, BRUNO, see Eric Briys STEVENS, GUY V.G., AND ROBERT E. LIPSEY, Interactions between domestic and foreign investment STORK, PHILIP A., see Kees G. Koedijk TAYLOR, MARK P., AND HELEN ALLEN, The use of technical analysis in the foreign exchange market TUCKER, ALAN L., see Jeff Madura UPPAL, RAMAN, Deviations from purchasing power parity and capital flows WALLACE, MYLES, S., see Gerald P. Dwyer Jr. WALLACE, MYLES S., see Robert McNown WHITT, JOSEPHA. JR., Nominal exchange rates and unit roots: a reconsideration
579 567
40
304
126
539
Index to Volume 11 ACKNOWLEDGEMENTS AGGARWAL,RAJ, AND DAVID C. SCHIRM, Balance of trade announcements and asset prices: influence on equity prices, exchange rates, and interest rates ALLEN, HELEN, see Mark P. Taylor BACCHETTA,PHILIPPE, AND RAMON CAMINAL, Optimal seigniorage and financial liberalization BACHMAN,DANIEL, The effect of political risk on the forward exchange bias: the case of elections BRENNAN, MICHAEL J., AND BRUNO SOLNIK, International risk sharing mobility : reply and capital BRIYS, ERIC, AND BRUNO SOLNIK, Optimal currency hedge ratios and interest rate risk BURDEKIN, RICHARD C.K., AND PAUL BURKETT, The impact of US economic variables on bank of Canada policy: direct and indirect responses BURKETT, PAUL, see Richard C.K. Burdekin CAMINAL, RAMON, see Philippe Bacchetta DE VRIES, G. CASPER, see Kees G. Koedijk DEL CASTILLO,GRACIANA,Policy fundamentals, interest rates differential and expected devaluation in the presence of an active crawling peg system DETRAGIACHE,ENRICA, The simple dynamics of a debt crisis DEVEREUX, MICHAEL B., ALLAN W. GREGORY, AND GREGOR W. SMITH, Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model DWYER, GERALD P. JR., AND MYLES S. WALLACE, Cointegration and market efficiency FELTENSTEIN, ANDREW, Oil prices and rural migration: the Dutch disease goes south GAVIN, MICHAEL, Monetary policy, exchange rates and investment in a Keynesian economy GOLDBERG, LAWRENCE G., AND GEORGE A. HACHEY, JR., Price volatility and margin requirements in foreign exchange futures markets GREGOR, SMITH W., see Michael B. Devereux GREGORY, ALLAN W., see Michael B. Devereux HACHEY, GEORGE A. JR., see Lawrence G. Goldberg
614
80
518 208 122 431
162
292 552
3 318 273 145 328
Index
to Volume 11
HEINKEL, ROBERT L., AND MAURICE D. LEVI, The structure of international banking HONOHAN, PATRICK, Price and monetary convergence in currency unions: the franc and rand zones HSIEH, DAVID, A nonlinear stochastic rational expectations model of exchange rates JOHNSON, DAVID R., International interest rate linkages and the exchange rate regime JORION, PHILIPPE, Term premiums and the integration of the Eurocurrency markets KOEDIJK, KEES G., PHILIP A. STORK, AND CASPER G. DE VRIES, Differences between foreign exchange rate regimes: the view from the tails LEVI, MAURICE D., see Robert L. Heinkel LEVY, EDMOND, Pricing European average rate currency options LIPSEY, ROBERT E., see Guy V.G. Stevens Lru, PETER C., AND G.S. MADDALA,Rationality of survey data and tests for market efficiency in the foreign exchange markets MADDALA, G.S., see Peter C. Liu MADURA, JEFF, AND ALAN L. TUCKER, Trade deficit surprises and the ex ante volatility of foreign exchange rates MCNOWN, ROBERT, AND MYLES S. WALLACE, Cointegration tests of a long-run relation between money demand and the effective exchange rate MELNIK, ARIE L., AND STEVEN E. PLAUT, Currency swaps, hedging, and the exchange of collateral NIEHANS, JORG, The international allocation of savings with quadratic transaction (or risk) costs OBSTFELD, MAURICE, International risk sharing and capital mobility: another look OSTRY, JONATHAN D., AND ANDREW K. ROSE, An empirical evaluation of the macroeconomic effects of tariffs OTTO, GLENN, Testing a present-value model of the current account: evidence from US and Canadian time series PAPELL, DAVID H., Can equilibrium models explain nominal exchange regime non-neutrality? Evidence from the European Monetary System PAPELL, DAVID H., Exchange rate and price dynamics under adaptive and rational expectations: an empirical analysis PHYLAKTIS, KATE, Purchasing power parity and cointegration: the Greek evidence from the 1920s PLAUT, STEVEN E., see Arie L. Melnik ROGERS, JOHN H., Convertibility risk and dollarization in Mexico: a vectorautoregressive analysis ROJAS-SUAREZ,LILIANA, Limited capital markets and the real effects of monetary stabilization policies under alternative exchange rate regimes ROSE, ANDREW K., see Jonathan D. Ostry SCHIRM, DAVID C., see Raj Aggarwal
617
251 397 235 340 17
462 474
366
492
107 446 222 115 63 414
96 382 502
188
594
618
SERCU, PIET, Exchange
Index to Volume I I
risk, exposure, and the option to trade SIBERT, ANNE, Government finance in a common currency area SOLNIK, BRUNO, see M.J. Brennan SOLNIK, BRUNO, see Eric Briys STEVENS, GUY V.G., AND ROBERT E. LIPSEY, Interactions between domestic and foreign investment STORK, PHILIP A., see Kees G. Koedijk TAYLOR, MARK P., AND HELEN ALLEN, The use of technical analysis in the foreign exchange market TUCKER, ALAN L., see Jeff Madura UPPAL, RAMAN, Deviations from purchasing power parity and capital flows WALLACE, MYLES, S., see Gerald P. Dwyer Jr. WALLACE, MYLES S., see Robert McNown WHITT, JOSEPHA. JR., Nominal exchange rates and unit roots: a reconsideration
579 567
40
304
126
539