Search Results - "Journal of International Money and Finance"

Journal Article

Dynamic correlation analysis of financial contagion: Evidence from Asian markets

by Chiang, Thomas C Jeon, Bang Nam Li, Huimin Published in Journal of international money and finance (2007)

“...We apply a dynamic conditional-correlation model to nine Asian daily stock-return data series from 1990 to 2003. The empirical evidence confirms a contagion...”

Journal Article

Transmission of the U.S. subprime crisis to emerging markets: Evidence on the decoupling–recoupling hypothesis

by Dooley, Michael Hutchison, Michael Published in Journal of international money and finance (2009)

“...We find that emerging markets appeared to be somewhat insulated from developments in U.S. financial markets from early 2007 to summer 2008. From that point on,...”

Journal Article

The Copula-GARCH model of conditional dependencies: An international stock market application

by Jondeau, Eric Rockinger, Michael Published in Journal of international money and finance (2006)

“...Modeling the dependency between stock market returns is a difficult task when returns follow a complicated dynamics. When returns are non-normal, it is often...”

Journal Article

Cross-country comparisons of competition and pricing power in European banking

by Carbó, Santiago Humphrey, David Maudos, Joaquín Molyneux, Philip Published in Journal of international money and finance (2009)

“...Studies of banking competition and competitive behavior both within and across countries typically utilise only one of the few measures that are available. In...”

Journal Article

The determinants of financing obstacles

by Beck, Thorsten Demirgüç-Kunt, Aslı Laeven, Luc Maksimovic, Vojislav Published in Journal of international money and finance (2006)

“...We use survey data on a sample of over 10,000 firms from 80 countries to assess (i) how successful a priori classifications are in distinguishing between...”

Journal Article

Thresholds in the process of international financial integration

by Ayhan Kose, M Prasad, Eswar S Taylor, Ashley D Published in Journal of international money and finance (2011)

“...The financial crisis has re-ignited the fierce debate about the merits of financial globalization and its implications for growth, especially for developing...”

Journal Article

The emerging global financial architecture: Tracing and evaluating new patterns of the trilemma configuration

by Aizenman, Joshua Chinn, Menzie D Ito, Hiro Published in Journal of international money and finance (2010)

“...This paper investigates how the trilemma policy mix affects economic performance in developing countries. We find that greater monetary independence can dampen...”

Journal Article

Empirical exchange rate models of the nineties: Are any fit to survive?

by Cheung, Yin-Wong Chinn, Menzie D Pascual, Antonio Garcia Published in Journal of international money and finance (2005)

“... Journal of International Money and Finance 17, 813–830]. Overall, model/specification/currency combinations that work well in one period do not necessarily work well in another period...”

Journal Article

Corruption and cross-border investment in emerging markets: Firm-level evidence

by Javorcik, Beata S Wei, Shang-Jin Published in Journal of international money and finance (2009)

“...This paper studies the joint impact of corruption on the entry mode and volume of inward foreign direct investment (FDI) using a unique firm-level data set. We...”

Journal Article

The crisis in the foreign exchange market

by Melvin, Michael Taylor, Mark P Published in Journal of international money and finance (2009)

“...We provide an overview of the important events of the recent global financial crisis and their implications for exchange rates and market dynamics. Our goal is...”

Journal Article

Towards a new early warning system of financial crises

by Bussiere, Matthieu Fratzscher, Marcel Published in Journal of international money and finance (2006)

“...This paper develops a new early warning system (EWS) model, based on a multinomial logit model, for predicting financial crises. It is shown that commonly used...”

Journal Article

Dependence structure between the equity market and the foreign exchange market–A copula approach

by Ning, Cathy Published in Journal of international money and finance (2010)

“...This paper investigates the dependence structure between the equity market and the foreign exchange market by using copulas. In particular, several copulas...”

Journal Article

‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion

by Corsetti, Giancarlo Pericoli, Marcello Sbracia, Massimo Published in Journal of international money and finance (2005)

“...This paper builds on a standard factor model of stock market returns to reconsider recent empirical literature on contagion in financial markets based on...”

Journal Article

Political connections and the process of going public: Evidence from China

by Francis, Bill B Hasan, Iftekhar Sun, Xian Published in Journal of international money and finance (2009)

“...We examine how political connections impact the process of going public. Specifically, we test how political connections impact the pricing of the newly...”

Journal Article

Global asset prices and FOMC announcements

by Hausman, Joshua Wongswan, Jon Published in Journal of international money and finance (2011)

“...This paper analyzes the impact of U.S. monetary policy announcement surprises on foreign equity indexes, short- and long-term interest rates, and exchange...”

Journal Article

No place to hide: The global crisis in equity markets in 2008/2009

by Bartram, Söhnke M Bodnar, Gordon M Published in Journal of international money and finance (2009)

“...This paper provides a broad analysis of the effect of the current financial crisis on global equity markets and their major components. We also examine the...”

Journal Article

Unit root tests for panel data

by Choi, In Published in Journal of international money and finance (2001)

“...This paper develops unit root tests for panel data. These tests are devised under more general assumptions than the tests previously proposed. First, the...”

Journal Article

Does the worldwide shift of FDI from manufacturing to services accelerate economic growth? A GMM estimation study

by Doytch, Nadia Uctum, Merih Published in Journal of international money and finance (2011)

“...We examine the effect of manufacturing and service FDI (foreign direct investment) on their own sector growth, the spillover to the other sectors and the...”

Journal Article

Current account balances, financial development and institutions: Assaying the world “saving glut”

by Chinn, Menzie D Ito, Hiro Published in Journal of international money and finance (2007)

“...We critically assess several of the key assertions underlying the global saving glut hypothesis. First, we investigate whether the behavior of the U.S. current...”

Journal Article

Financial development and economic growth: Convergence or divergence?

by Fung, Michael K Published in Journal of international money and finance (2009)

“...This study tests for convergence in financial development and economic growth by incorporating the interaction between the real and financial sectors into an...”

Narrow search