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Journal of International Money and Finance Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:eee:jimfin:v:14:y:1995:i:4:p:467-492 Home bias and high turnover (1995). (2) RePEc:eee:jimfin:v:11:y:1992:i:3:p:304-314 The use of technical analysis in the foreign exchange market (1992). (3) RePEc:eee:jimfin:v:18:y:1999:i:4:p:603-617 Contagion and trade: Why are currency crises regional? (1999). (4) RePEc:eee:jimfin:v:20:y:2001:i:2:p:249-272 Unit root tests for panel data (2001). (5) RePEc:eee:jimfin:v:20:y:2001:i:3:p:379-399 Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era (2001). (6) RePEc:eee:jimfin:v:21:y:2002:i:6:p:749-776 International financial integration and economic growth (2002). (7) RePEc:eee:jimfin:v:18:y:1999:i:4:p:537-560 What triggers market jitters?: A chronicle of the Asian crisis (1999). (8) RePEc:eee:jimfin:v:19:y:2000:i:1:p:33-53 Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals (2000). (9) RePEc:eee:jimfin:v:15:y:1996:i:3:p:405-418 Purchasing power parity and unit root tests using panel data (1996). (10) RePEc:eee:jimfin:v:10:y:1991:i:4:p:571-581 Cointegration: how short is the long run? (1991). (11) RePEc:eee:jimfin:v:12:y:1993:i:4:p:413-438 A geographical model for the daily and weekly seasonal volatility in the foreign exchange market (1993). (12) RePEc:eee:jimfin:v:20:y:2001:i:4:p:439-471 Currency traders and exchange rate dynamics: a survey of the US market (2001). (13) RePEc:eee:jimfin:v:17:y:1998:i:1:p:161-190 Central bank intervention and exchange rate volatility1 (1998). (14) RePEc:eee:jimfin:v:16:y:1997:i:6:p:945-954 Real exchange rate behavior (1997). (15) RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199 Some contagion, some interdependence: More pitfalls in tests of financial contagion (2005). (16) RePEc:eee:jimfin:v:13:y:1994:i:3:p:276-290 The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk (1994). (17) RePEc:eee:jimfin:v:21:y:2002:i:6:p:725-748 A century of current account dynamics (2002). (18) RePEc:eee:jimfin:v:18:y:1999:i:4:p:709-723 Lessons from the Asian crisis (1999). (19) RePEc:eee:jimfin:v:15:y:1996:i:6:p:853-878 Central bank intervention and the volatility of foreign exchange rates: evidence from the options market (1996). (20) RePEc:eee:jimfin:v:16:y:1997:i:1:p:19-35 Multi-country evidence on the behavior of purchasing power parity under the current float (1997). (21) RePEc:eee:jimfin:v:16:y:1997:i:6:p:909-919 Why do central banks intervene? (1997). (22) RePEc:eee:jimfin:v:2:y:1983:i:3:p:231-237 Foreign currency option values (1983). (23) RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175 Empirical exchange rate models of the nineties: Are any fit to survive? (2005). (24) RePEc:eee:jimfin:v:12:y:1993:i:1:p:29-45 Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA (1993). (25) RePEc:eee:jimfin:v:20:y:2001:i:6:p:895-948 The microstructure of the euro money market (2001). (26) RePEc:eee:jimfin:v:16:y:1997:i:5:p:779-793 Intervention strategies and exchange rate volatility: a noise trading perspective (1997). (27) RePEc:eee:jimfin:v:19:y:2000:i:4:p:471-488 The forward premium anomaly is not as bad as you think (2000). (28) RePEc:eee:jimfin:v:16:y:1997:i:2:p:305-321 The term structure of Euro-rates: some evidence in support of the expectations hypothesis (1997). (29) RePEc:eee:jimfin:v:21:y:2002:i:3:p:295-350 The dynamics of emerging market equity flows (2002). (30) RePEc:eee:jimfin:v:3:y:1984:i:1:p:5-29 An investigation of risk and return in forward foreign exchange (1984). (31) RePEc:eee:jimfin:v:14:y:1995:i:2:p:289-310 Markup adjustment and exchange rate fluctuations: evidence from panel data on automobile exports (1995). (32) RePEc:eee:jimfin:v:15:y:1996:i:4:p:535-550 Mean reversion in real exchange rates: evidence and implications for forecasting (1996). (33) RePEc:eee:jimfin:v:12:y:1993:i:2:p:115-138 On biases in the measurement of foreign exchange risk premiums (1993). (34) RePEc:eee:jimfin:v:18:y:1999:i:4:p:587-602 Contagion:: macroeconomic models with multiple equilibria (1999). (35) RePEc:eee:jimfin:v:18:y:1999:i:4:p:561-586 Predicting currency crises:: The indicators approach and an alternative (1999). (36) RePEc:eee:jimfin:v:3:y:1984:i:3:p:327-342 Capital mobility and the relationship between saving and investment rates in OECD countries (1984). (37) RePEc:eee:jimfin:v:17:y:1998:i:4:p:671-689 On inflation and inflation uncertainty in the G7 countries (1998). (38) RePEc:eee:jimfin:v:17:y:1998:i:1:p:41-50 Increasing evidence of purchasing power parity over the current float (1998). (39) RePEc:eee:jimfin:v:12:y:1993:i:3:p:298-318 The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model (1993). (40) RePEc:eee:jimfin:v:19:y:2000:i:6:p:813-832 The determinants of bank interest rate margins: an international study (2000). (41) RePEc:eee:jimfin:v:13:y:1994:i:5:p:565-571 The long memory of the forward premium (1994). (42) RePEc:eee:jimfin:v:11:y:1992:i:1:p:3-16 Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model (1992). (43) RePEc:eee:jimfin:v:12:y:1993:i:5:p:451-474 The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993). (44) RePEc:eee:jimfin:v:10:y:1991:i:2:p:292-307 Exchange rate volatility and international trading strategy (1991). (45) RePEc:eee:jimfin:v:17:y:1998:i:4:p:597-614 Parity reversion in real exchange rates during the post-Bretton Woods period (1998). (46) RePEc:eee:jimfin:v:16:y:1997:i:1:p:1-17 Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era (1997). (47) RePEc:eee:jimfin:v:13:y:1994:i:1:p:3-25 Hourly volatility spillovers between international equity markets (1994). (48) RePEc:eee:jimfin:v:18:y:1999:i:1:p:27-45 Modeling non-linearities in real effective exchange rates (1999). (49) RePEc:eee:jimfin:v:24:y:2005:i:3:p:481-507 Simple monetary policy rules and exchange rate uncertainty (2005). (50) RePEc:eee:jimfin:v:1:y:1982:i::p:39-56 Fluctuations in the dollar: A model of nominal and real exchange rate determination (1982). Latest citations received in: | 2004 | 2003 | 2002 | 2001 Latest citations received in: 2004 (1) RePEc:cin:ucecwp:2004-02 The Political Economy of Unconditional and Conditional Foreign Assistance: Grants vs. Loan Rollovers (2004). University of Cincinnati, Department of Economics / University of Cincinnati, Economics Working Papers Series (2) RePEc:ecm:latm04:263 Currency Substitution, Portfolio Diversification and Money Demand (2004). Econometric Society / Econometric Society 2004 Latin American Meetings (3) RePEc:eui:euiwps:eco2004/35 Potential Welfare Losses from Financial Autarky and Trade Sanctions (2004). European University Institute / Economics Working Papers (4) RePEc:fip:fedkrw:rwp04-02 Financial intermediaries, markets, and growth (2004). Federal Reserve Bank of Kansas City / Research Working Paper (5) RePEc:fip:fedpwp:04-24 Financial intermediaries, markets, and growth. (2004). Federal Reserve Bank of Philadelphia / Working Papers (6) RePEc:han:dpaper:dp-292 The Impact of Experience on Risk Taking, Overconfidence, and Herding of Fund Managers: Complementary Survey Evidence (2004). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno (7) RePEc:han:dpaper:dp-296 What Drives Home Bias? Evidence from Fund Managers Views (2004). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno (8) RePEc:hhs:bofrdp:2004_004 An approach to bank insolvency in transition and emerging economies (2004). Bank of Finland / Research Discussion Papers (9) RePEc:hhs:bofrdp:2004_010 Capital adequacy regulation and financial conglomerates (2004). Bank of Finland / Research Discussion Papers (10) RePEc:hhs:bofrdp:2004_017 The efficiency implications of financial conglomeration (2004). Bank of Finland / Research Discussion Papers (11) RePEc:hhs:bofrdp:2004_025 Multihoming in the market for payment media: evidence from young Finnish consumers (2004). Bank of Finland / Research Discussion Papers (12) RePEc:hhs:bofrdp:2004_026 Trading Nokia: The roles of the Helsinki vs the New York stock exchanges (2004). Bank of Finland / Research Discussion Papers (13) RePEc:hhs:bofrdp:2004_028 Stable price level and changing prices (2004). Bank of Finland / Research Discussion Papers (14) RePEc:hhs:bofrdp:2004_029 Equilibrium dynamics under lump-sum taxation in an exchange economy with skewed endowments (2004). Bank of Finland / Research Discussion Papers (15) RePEc:hhs:bofrdp:2004_031 Robust monetary policy in the New-Keynesian framework (2004). Bank of Finland / Research Discussion Papers (16) RePEc:imf:imfwpa:04/189 Can Higher Reserves Help Reduce Exchange Rate Volatility? (2004). International Monetary Fund / IMF Working Papers (17) RePEc:imf:imfwpa:04/38 The Political Economy of Conditional and Unconditional Foreign Assistance: Grants vs. Loan Rollovers (2004). International Monetary Fund / IMF Working Papers (18) RePEc:imf:imfwpa:04/70 Credit Rationing in Emerging Economies Access to Global Capital Markets (2004). International Monetary Fund / IMF Working Papers (19) RePEc:kap:openec:v:15:y:2004:i:1:p:5-22 Do IMF and IBRD Cause Moral Hazard and Political Business Cycles? Evidence from Panel Data (2004). Open Economies Review (20) RePEc:kls:series:0014 Purchasing Power Parity and the Real Exchange Rate in Bangladesh: A Nonlinear Analysis (2004). University of Cologne, Seminar of Economics / Working Paper Series in Economics (21) RePEc:kud:epruwp:04-15 Capital Utilization and the Foundations of Club Convergence (2004). Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics (formerly Institute of Economics) / EPRU Working Paper Series (22) RePEc:lsu:lsuwpp:2004-06 Productivity and Prices in Europe: Micro-Evidence for the Period 1975 to 1990 (2004). Department of Economics, Louisiana State University / Departmental Working Papers (23) RePEc:mse:wpsorb:v04013 Limited participation and exchange rate dynamics : does theory meet the data ? (2004). Université Panthéon-Sorbonne (Paris 1) / Cahiers de la Maison des Sciences Economiques (24) RePEc:nbr:nberwo:10396 The Trilemma in History: Tradeoffs among Exchange Rates, Monetary Policies, and Capital Mobility (2004). National Bureau of Economic Research, Inc / NBER Working Papers (25) RePEc:nbr:nberwo:10614 Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data (2004). National Bureau of Economic Research, Inc / NBER Working Papers (26) RePEc:nip:nipewp:9/2004 Currency Substitution, portfolio Diversification and Money Demand (2004). NIPE - Universidade do Minho / NIPE Working Papers (27) RePEc:nzb:nzbbul:june2004:7 Bank regulation and foreign-owned banks (2004). Reserve Bank of New Zealand Bulletin (28) RePEc:uct:uconnp:2004-45 Exchange rate depreciation and exports: The case of Singapore revisited (2004). University of Connecticut, Department of Economics / Working papers (29) RePEc:wdi:papers:2004-687 Financial Sector Returns and Creditor Moral Hazard: Evidence from Indonesia, Korea, and Thailand (2004). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (30) RePEc:wpa:wuwpfi:0404015 An approach to bank insolvency in transition and emerging economies (2004). EconWPA / Finance (31) RePEc:zbw:bubdp1:1818 FDI versus cross-border financial services : The globalisation of German banks (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies (32) RePEc:zbw:bubdp1:1819 Clustering or competition? : The foreign investment behaviour of German banks (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies (33) RePEc:zbw:bubdp1:1820 PPP : a Disaggregated View (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies (34) RePEc:zbw:zewdip:1604 German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs (2004). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers Latest citations received in: 2003 (1) RePEc:bca:bocawp:03-35 Real Exchange Rate Persistence in Dynamic General-Equilibrium Sticky-Price Models: An Analytical Characterization (2003). Bank of Canada / Working Papers (2) RePEc:chb:bcchwp:237 The Role of Credibility in the Cyclical Properties of Macroeconomic Policies in Emerging Economies (2003). Central Bank of Chile / Working Papers Central Bank of Chile (3) RePEc:dnb:wormem:741 Shortfall allowed: loss aversion and habit formation (2003). Netherlands Central Bank, Research Department / WO Research Memoranda (discontinued) (4) RePEc:epr:enepwp:wp021 Fiscal Policy in the New Open Economy. Macroeconomics and Prospects for Fiscal Policy Coordination. (2003). European Network of Economic Policy Research Institutes / Economics Working Papers (5) RePEc:fip:fedcwp:0315 Government intervention in the foreign exchange market (2003). Federal Reserve Bank of Cleveland / Working Paper (6) RePEc:hhb:aarfin:2003_008 Volatility-Spillover E ffects in European Bond Markets (2003). Aarhus School of Business, Department of Finance / Working Papers (7) RePEc:nbr:nberwo:10036 Currency Mismatches, Debt Intolerance and Original Sin: Why They Are Not the Same and Why it Matters (2003). National Bureau of Economic Research, Inc / NBER Working Papers (8) RePEc:ssa:lemwps:2003/07 Graphical Models for Structural Vector Autoregressions (2003). Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy / LEM Papers Series (9) RePEc:taf:apeclt:v:10:y:2003:i:9:p:527-533 Financial crisis and African stock market integration (2003). Applied Economics Letters (10) RePEc:tcd:tcduee:20039 Public Spending Management and Macroeconomic Interdependence (2003). Trinity College Dublin, Department of Economics / Trinity Economics Papers (11) RePEc:wiw:wiwrsa:ersa03p273 Evidence on the Purchasing Power Parity in Panel of Cities (2003). European Regional Science Association / ERSA conference papers (12) RePEc:wpa:wuwpif:0311014 Exchange Rate Relative Price Relationship: Nonlinear Evidence from Malaysia (2003). EconWPA / International Finance (13) RePEc:wpa:wuwpif:0312001 Exchange Rate Relative Price Relationship: Nonlinear Evidence from Malaysia (2003). EconWPA / International Finance Latest citations received in: 2002 (1) RePEc:clu:wpaper:0102-42 Income inequality: The aftermath of stock market liberalization in emerging markets (2002). Columbia University, Department of Economics / Discussion Papers (2) RePEc:dnb:wormem:716 External Wealth and the Trade Balance: A Time-Series Analysis for the Netherlands (2002). Netherlands Central Bank, Research Department / WO Research Memoranda (discontinued) (3) RePEc:eab:financ:385 The Compatibility of Capital Controls and Financial Development: A Selective Survey and Empirical Evidence (2002). East Asian Bureau of Economic Research / Finance Working Papers (4) RePEc:fip:fedgif:722 Financial centers and the geography of capital flows (2002). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers (5) RePEc:hhs:bofitp:2002_014 Do efficient banking sectors accelerate economic growth in transition countries (2002). Bank of Finland, Institute for Economies in Transition / BOFIT Discussion Papers (6) RePEc:hhs:hastef:0513 International Financial Liberalization and Industry Growth (2002). Stockholm School of Economics / Working Paper Series in Economics and Finance (7) RePEc:hhs:iuiwop:0586 International Financial Liberalization and Industry Growth (2002). The Research Institute of Industrial Economics / IUI Working Paper Series (8) RePEc:lsu:lsuwpp:2002-01 Macroeconomic Stabilization and Economic Growth: Analysis of Reform Policies in Tanzania (2002). Department of Economics, Louisiana State University / Departmental Working Papers (9) RePEc:nbr:nberwo:8959 Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2002). National Bureau of Economic Research, Inc / NBER Working Papers (10) RePEc:nbr:nberwo:8994 Are Financial Assets Priced Locally or Globally? (2002). National Bureau of Economic Research, Inc / NBER Working Papers (11) RePEc:nbr:nberwo:9000 Daily Cross-Border Equity Flows: Pushed or Pulled? (2002). National Bureau of Economic Research, Inc / NBER Working Papers (12) RePEc:nbr:nberwo:9398 Exchange Rate, Equity Prices and Capital Flows (2002). National Bureau of Economic Research, Inc / NBER Working Papers (13) RePEc:taf:intecj:v:16:y:2002:i:1:p:21-42 ASYMMETRY IN ECONOMIC FLUCTUATIONS IN THE US ECONOMY: THE PRE-WAR AND THE 1946--1991 PREIODS COMPARED (2002). International Economic Journal (14) RePEc:tcb:dpaper:0206 Is there Room for Forex Interventions under Inflation Targeting Framework? Evidence from Mexico and Turkey (2002). Research and Monetary Policy Department, Central Bank of the Republic of Turkey / Discussion Papers (15) RePEc:una:unccee:wp0102 Stock Market Cycles and Stock Market Development in Spain (2002). School of Economics and Business Administration, University of Navarra / Faculty Working Papers (16) RePEc:wfo:wpaper:y:2002:i:187 The Politics of Financial Development. The Case of Austria (2002). WIFO / WIFO Working Papers (17) RePEc:wpa:wuwpma:0212013 Do efficient banking sectors accelerate economic growth in transition countries? (2002). EconWPA / Macroeconomics Latest citations received in: 2001 (1) RePEc:aea:aecrev:v:91:y:2001:i:2:p:391-395 Exchange-Rate Hedging: Financial versus Operational Strategies (2001). American Economic Review (2) RePEc:bde:wpaper:0105 Why Did the Banks Overbid? An Empirical Model of the Fixed Rate Tenders of the European Central Bank. (2001). Banco de Espana / Banco de Espana Working Papers (3) RePEc:boc:bocoec:518 A New Look at Panel Testing of Stationarity and the PPP Hypothesis (2001). Boston College Department of Economics / Boston College Working Papers in Economics (4) RePEc:boc:bocoec:519 A PANIC Attack on Unit Roots and Cointegration (2001). Boston College Department of Economics / Boston College Working Papers in Economics (5) RePEc:cns:cnscwp:200110 Evaluating non-linear models on point and interval forecasts: an application with exchange rate returns (2001). Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia / Working Paper CRENoS (6) RePEc:ecb:ecbwps:20010069 The ECB monetary policy strategy and the money market. (2001). European Central Bank / Working Paper Series (7) RePEc:fip:fedfpb:01-10 Foreign exchange: macro puzzles, micro tools (2001). Federal Reserve Bank of San Francisco / Pacific Basin Working Paper Series (8) RePEc:fip:fedgfe:2001-49 Estimating stochastic volatility diffusion using conditional moments of integrated volatility (2001). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (9) RePEc:fip:fedlwp:1999-016 Intraday technical trading in the foreign exchange market (2001). Federal Reserve Bank of St. Louis / Working Papers (10) RePEc:fip:fedlwp:2001-009 Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics (2001). Federal Reserve Bank of St. Louis / Working Papers (11) RePEc:nbr:nberwo:8453 Exchange Rate Exposure (2001). National Bureau of Economic Research, Inc / NBER Working Papers (12) RePEc:nuf:econwp:0211 Economic Forecasting: Some Lessons from Recent Research (2001). Economics Group, Nuffield College, University of Oxford / Economics Papers Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series. |
