Journal of International Money and Finance

Công bố khoa học tiêu biểu

* Dữ liệu chỉ mang tính chất tham khảo

Sắp xếp:  
A panel VAR analysis of macro-financial imbalances in the EU
Journal of International Money and Finance - Tập 121 - Trang 102511 - 2022
Mariarosaria Comunale
Pension systems and the current account: An empirical exploration
Journal of International Money and Finance - Tập 120 - Trang 102520 - 2022
Miriam Koomen, Laurence Wicht
Anatomy of banking crises in developing and emerging market countries
Journal of International Money and Finance - Tập 30 - Trang 354-376 - 2011
Rupa Duttagupta, Paul Cashin
Foreign exchange pricing under free floating versus admissible band regimes
Journal of International Money and Finance - Tập 4 - Trang 317-329 - 1985
Stan Beckers
Financial development, income inequality, and country risk
Journal of International Money and Finance - Tập 93 - Trang 1-18 - 2019
Yi-Bin Chiu, Chien-Chiang Lee
What types of capital flows help improve international risk sharing?
Journal of International Money and Finance - Tập 122 - Trang 102544 - 2022
Ergys Islamaj, M. Ayhan Kose
Prospect theory preferences and global mutual fund flows
Journal of International Money and Finance - Tập 125 - Trang 102640 - 2022
Nilesh Gupta, Anil V Mishra, Joshy Jacob
The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis
Journal of International Money and Finance - Tập 108 - Trang 102154 - 2020
Heather D. Gibson, Stephen G. Hall, Pavlos Petroulas, Vassilis Spiliotopoulos, George S. Tavlas
The role of jumps and leverage in forecasting volatility in international equity markets
Journal of International Money and Finance - Tập 79 - Trang 1-19 - 2017
Daniel Buncic, Katja I.M. Gisler
Term premiums and the integration of the eurocurrency markets
Journal of International Money and Finance - Tập 11 - Trang 17 - 1992
Jorion Philippe
This paper provides comparative evidence on the time variation of expected returns across the term of Eurocurrency markets. First, it is shown that forward-spot spreads contain substanial information about future changed in 1-month to 5-year rates, both in the Eurodollar and EuroDM markets. Next, a latent variable model is constructed with different benchmark portfolios across currencies. Integrat...... hiện toàn bộ
Tổng số: 1,424   
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 10