Table Of Content

Available online at www.sciencedirect.com reed Journal of ScienceDirect International 4 Money — and Finance ELSEVIER Journal of International Money and Finance : a Se 25 (2006) 1353-1360 www.elsevier.com/locate/jimf Index to Volume 25 ARTIS, MICHAEL AND MICHAEL EHRMANN, The Exchange Rate A Shock-Absorber or Source of Shocks? A Study of Four Open Economies BAE, KEE-HONG, WARREN BAILEY AND CONNIE X. MAO, Stock Market Liberalization and the Information Environment BAILEY, WARREN, See Kee-Hong Bae BAILLIE, RICHARD T. AND REHIM KILIC, Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly? BALAKRISHNAN, RAVI, See Jan J.J. Groen BALI, TURAN G. AND THOM B. THURSTON, Inflation Shoe Leather Costs and Average Inflation Rates across Countries BARISONE, GIACOMO, REBECCA L. DRIVER AND SIMON WREN-LEWIS, Are our FEERs Justified? BAUR, DIRK AND ROBERT C. JUNG, Return and Volatility Linkages Between the US and the German Stock Market BECK, THORSTEN, ASLI DEMIRGUC-KUNT, LUC LAEVEN AND VOJISLAV MAKSIMOVIC, The Determinations of Financing Obstacles BECK, THORSTEN, MATTIAS LUNDBERG AND GIOVANNI MAJNONI, Financial Intermediary Development and Growth Volatility: Do Intermediaries Dampen or Magnify Shocks? BEKAERT, GEERT, CAMPBELL R. HARVEY AND CHRISTIAN LUNDBLAD, Growth Volatility and Financial Liberalization BERGIN, PAUL R., How Well Can the New Open Economy Macroeconomics Explain the Exchange Rate and Current Account? doi: 10.1016/j.jimonfin.2006. 10.001 BORDO, MICHAEL D. AND ANTU PANINI MURSHID, Globalization and Changing Patterns in the International Transmission of Shocks in Financial Markets BOUCHER BREUER, JANICE, See Pattama L. Shimpalee BRANDNER, PETER, HARALD GRECH AND HELMUT STIX. The Effectiveness of Central Bank Intervention in the EMS: The Post BUCKLE, ROBERT A., See Kunhong Kim BUDINA, NINA, WOJCIECH MALISZEWSKI, GEORGES DE MENIL \ND GEOMINA TURLEA, Money, Inflation and Output in Romania, 1992—2000 BUSSIERE, MATTHIEU AND MARCEL FRATZSCHER, Towards \ New Early Warning System of Financial Crises CANDELON, BERTRAND AND STEFAN STRAETMANS, Testing for Multiple Regimes in the Tail Behavior of Emerging Currency Returns CARLSON, JOHN A. AND MELODY LO, One Minute in Life of the DM/USS: Public News in an Electronic Market 1090 CHANG, YUANCHEN, The Accuracy of Reports of Foreign Exchange li itervention by the Bank of Japan: Does Tokyo Know More? CHINN, MENZIE D., The (Partial) Rehabilitation of Interest Rate D Parity in the Floating Rate Era: Longer Horizons, Alternative Expectations, and Emerging Markets CHINN, MENZIE D., See Jaewoo Lee CHOUDHRI, EHSAN U. AND DALIA S. HAKURA, Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter? CHRISTOFFERSEN, PETER, HY UNCHUL CHUNG AND VIHANG ERRUNZA, Size Matters: The Impact of Financial Liberalization on Individual Firms CHUNG, HYUNCHUL, See Peter Christoffersen CUMPERAYOT, PHORNCHANOK, TJEERT KEIJZER AND ROY KOUWENBERG, Linkage between Extreme Stock Market and Currency Returns DANIELS, JOSEPH P. AND DAVID D. VANHOOSE., Openness, the Sacrifice Ratio, and Inflation: Is There a Puzzle? . DE MENIL, GEORGES, See Nina DEMIRGUC-KUNT, ASLI, See Thorsten Beck DEMIRGUC-KUNT, ASLI, ENRICA DETRAGIACHE AND POONAM GUPTA, Inside the Crisis: An Empirical Analysis of Banking Systems in Distress DETRAGIACHE, ENRICA. See Asli Demirgiic-Kunt DEWACHTER, HANS AND MARCO LYRIO, The Cost of Technical Trading Rules in the Forex Market: A Utility-Based Evaluation DIAZ WEIGEL. DIANA AND GORDON GEMMILL. What Drives Credit Risk in Emerging Markets “undamentals and Market Co-movements DOMINGUEZ, KATHRYN M. E.. When do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements DOMINGUEZ, KATHRYN M.E. AND FREYAN PANTHAKI, What Defines “News’ in Foreign Exchange Markets? DRIFFILL, JOHN AND MARTIN SOLA, Target Zones for Exchange—© Rates and Policy Changes DRIVER, REBECCA L., See Giacomo Barisone EHRMANN, MICHAEL, See Michael Artis ERRUNZA, VIHANG, See Peter Christot EVRENSEL, AYSE Y. AND ALI M. KUTAN, Creditor Moral Hazard in Stock Markets: Empirical Evidence from Indonesia and Korea FATUM, RASMUS AND MICHAEL HUTCHISON, Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan FIDRMUC, JAN, See Jana P. Fidrmuc FIDRMUC, JANA P. AND JAN FIDRMUC, Can You Teach Old Dogs New Tricks? On Complementarity of Human Capital and Incentives Index to Volume 25 / Journal of International Money and Finance 25 (2006) 1353-1360 FISCHER, ANDREAS M., On the Inadequacy of Newswire Reports for Empirical Research on Foreign Exchange Interventions FISHER, ERIC O’N., The Forward Premium in a Model with Heterogeneous Prior Beliefs FRATZSCHER, MARCEL, On the Long-Term Effectiveness of Exchange Rate Communication and Interventions FRATZSCHER, MARCEL, See Matthieu Bussiere GEMMILL, GORDON, See Diana Diaz Weigel GERLACH, RICHARD, PATRICK WILSON AND RALF ZURBRUEGG, Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets GLASSMAN, DEBRA A. AND LEIGH A. RIDDICK, Market Timing by Global Fund Managers GRECH, HARALD, See Peter Brandner GROEN, JAN J.J. AND RAVI BALAKRISHNAN, Asset Price Based Estimates of Sterling Exchange Rate Risk Premia GUPTA, POONAM, See Asli Demirgii¢-Kunt HAFNER, CHRISTIAN M. AND HELMUT HERWARTZ, Volatility Impulse Responses for Multivariate GARCH Models: An Exchange Rate Illustration HAKURA, DALIA S., See Ehsan U. Choudhri HALL, VIV B., See Kunhong Kim HARVEY, CAMPBELL R., See Geert Bekaert HAUSMANN, RICARDO, UGO PANIZZA AND ROBERTO RIGOBON, The Long-Run Volatility Puzzle of the Real Exchange Rate HERWARTZ, HELMUT, See Christian M. Hafner HUNTER, DELROY M., The Evolution of Stock Market Integration in the Post-Liberalization Period — A Look at Latin America HUTCHISON, MICHAEL, See Rasmus Fatum Index to Volume 25 / Journal of International Money and Finance 25 (2006) 1353-1 JIN, HYUN J. AND WON W. KOO, Offshore Hedging Strategy of Japan-Based Wheat Traders Under Multiple Sources of Risk and Hedging Costs JONDEAU, ERIC AND MICHAEL ROCKINGER, The Copula-GARCH Model of Conditional Dependencies: An International Stock-Market Application JUNG, ROBERT C., See Dirk Baur KAMINSKY, GRACIELA L., Currency Crisis: Are they all the Same? KAUL, ADITYA AND STEPHEN SAPP, Y2K Fears and Safe Haven Trading of the U.S. Dollar KEIJZER, TJEERT, See Phornchanok Cumperayot KILIC, REHIM, See Richard T. Baillie KILLEEN, WILLIAM P., RICHARD K. LYONS AND MICHAEL J. MOORE, Fixed versus Flexible: Lessons from EMS Order Flow KIM, KUNHONG, VIV B. HALL AND ROBERT A. BUCKLE, Consumption-Smoothing in a Small, Cyclically Volatile Open Economy: Evidence from New Zealand KLAPPER, LEORA, LUC LAEVEN AND INESSA LOVE, Corporate Governance Provisions and Firm Ownership: Firm-Level Evidence from Eastern Europe KOEDIJK, KEES G., JAMES R. LOTHIAN AND MATHIJS A. VAN DIJK, Foreign Exchange Markets: Overview of the Special Issue KOO, WON W., See Hyun J. Jin KOUWENBERG, ROY, See Phornchanok Cumperayot KUTAN, ALI M., See Ayse Y. Evrensel LAEVEN, LUC, See Thorsten Beck LAEVEN, LUC, See Leora Klapper LANDON, STUART AND CONSTANCE E. SMITH, Exchange Rate and Investment Good Prices: A Cross-industry Comparison LE, QUAN VU AND PAUL J. ZAK, Political Risk and Capital Flight LEE, JAEWOO AND MENZIE D. CHINN, Current Account and Real Exchange Rate Dynamics in the G7 Countries LEE, KHANG MIN AND NATHALIE MOYEN, Optimal Liberalization of Financial Markets 1319 LO, MELODY, See John A. Carlson 1090 LOMBARDO, GIOVANNI AND ALAN SUTHERLAND, Policy Instrument Choice and Non-Coordinated Monetary Policy in Interdependeat Economies LOTHIAN, JAMES R., Institutions, Capital Flows and Financial Integration LOTHIAN, JAMES R., See Kees G. Koedijk LOVE, INESSA, See Leora Klapper LUNDBERG, MATTIAS, See Thorsten Beck LUNDBLAD, CHRISTIAN, See Geert Bekaert LYONS, RICHARD K.. See William P. Killeen LYRIO, MARCO, See Hans Dewachter MAJNONI, GIOVANNI, See Thorsten Beck MAKSIMOVIC, VOJISLAV, See Thorsten Beck MALISZEWSKI, WOJCIECH, See Nina Budina MAO, CONNIE X., See Kee-Hong Bae MERCEREAU, BENOIT, Stock Markets and the Real Exchange Rate: An Intertemporal Approach MOORE, MICHAEL J., See William P. Killeen MOYEN, NATHALIE, See Khang Min Lee MURSHID, ANTU PANINI, See Michael D. Bordo NEUMANN, REBECCA M.., The Effects of Capital Controls on International Capital Flows in the Presence of Asymmetric Information 1010 PANIZZA, UGO, See Ricardo Hausmann 93 Index to Volume 25 / Journal of Interne y and Finance 25 (2006) 1353 PANTHAKI, FREYAN, See Kathryn M.E. Dominguez PARSLEY, DAVID C. AND HELEN A. POPPER, Exchange Rate Pegs and Foreign Exchange Exposure in East and South East Asia PHYLAKTIS, KATE, Emerging Markets Finance: Overview of the Special Issue PHYLAKTIS, KATE AND LICHUAN XIA, Sources of Firms’ Industry and Country Effects in Emerging Markets POPPER, HELEN A.., See David C. Parsley RIDDICK, LEIGH A., See Debra A. Glassman RIGOBON, ROBERTO, See Ricardo Hausmann ROCKINGER, MICHAEL, See Eric Jondeau SAPP, STEPHEN, See Aditya Kaul SARANTIS, NICHOLAS, Testing the Uncovered Interest Parity Using Traded Volatility, a Time-Varying Risk Premium and Heterogeneous Expectations SHIMPALEE, PATTAMA L. AND JANICE BOUCHER BREUER, Currency Crises and Institutions SMITH, CONSTANCE E., See Stuart Landon SOLA, MARTIN, See John Driffill STIX, HELMUT, See Peter Brandner STRAETMANS, STEFAN, See Bertrand Candelon SUTHERLAND, ALAN, See Giovanni Lombardo THURSTON, THOM B., See Turan G. Bali TILLE, CEDRIC, On the Distributional Effects of Exchange Rate Fluctuations TURLEA, GEOMINA, See Nina Budina VALEV, NEVEN T., Institutional Uncertainty and the Maturity of International Loans 1360 Index to Volume 25 / Journal of International Money and Finance 25 (2006) 1353-1360 VAN DIJK, MATHIJS A., See Kees G. Koedijk VANHOOSE, DAVID D., See Joseph P. Daniels WEITHONER, THOMAS, How can IMF Policy Eliminate Country Moral Hazard and Account for Externalities? WILSON, PATRICK, See Richard Gerlach WREN-LEWIS, SIMON, See Giacomo Barisone XIA, LICHUAN, See Kate Phylaktis XU, XINPENG, A Currency Union for Hong Kong and the Mainland China? ZAK, PAUL J., See Quan Vu Le ZHANG, XIAOYAN, Specification Test of International Asset Pricing Models ZURBRUEGG, RALF, See Richard Gerlach