Citation: C. Engel, A NOTE ON COINTEGRATION AND INTERNATIONAL CAPITAL-MARKET EFFICIENCY, Journal of international money and finance, 15(4), 1996, pp. 657-660
Citation: Wj. Crowder, A NOTE ON COINTEGRATION AND INTERNATIONAL CAPITAL-MARKET EFFICIENCY -A REPLY, Journal of international money and finance, 15(4), 1996, pp. 661-664
Citation: Do. Cushman et al., MAXIMUM-LIKELIHOOD-ESTIMATION OF COINTEGRATION IN EXCHANGE-RATE MODELS FOR 7 INFLATIONARY OECD COUNTRIES, Journal of international money and finance, 15(3), 1996, pp. 337-368
Citation: J. Ayuso et F. Restoy, INTEREST-RATE PARITY AND FOREIGN-EXCHANGE RISK PREMIA IN THE ERM, Journal of international money and finance, 15(3), 1996, pp. 369-382
Citation: V. Miller, SPECULATIVE CURRENCY ATTACKS WITH ENDOGENOUSLY INDUCED COMMERCIAL BANK CRISES, Journal of international money and finance, 15(3), 1996, pp. 383-403
Citation: A. Frachot, A REEXAMINATION OF THE UNCOVERED INTEREST-RATE PARITY HYPOTHESIS, Journal of international money and finance, 15(3), 1996, pp. 419-437
Citation: Mg. Williams, STOCK INDEX FUTURES - IMPLICATIONS FOR INTERNATIONAL CAPITAL TAXATION, Journal of international money and finance, 15(3), 1996, pp. 439-446
Citation: Ym. Tse et al., THE INTERNATIONAL TRANSMISSION OF INFORMATION IN EURODOLLAR FUTURES MARKETS - A CONTINUOUSLY TRADING MARKET HYPOTHESIS, Journal of international money and finance, 15(3), 1996, pp. 447-465
Citation: B. Scholnick, ASYMMETRIC ADJUSTMENT OF COMMERCIAL BANK INTEREST-RATES - EVIDENCE FROM MALAYSIA AND SINGAPORE, Journal of international money and finance, 15(3), 1996, pp. 485-496
Citation: R. Peruga, LEARNING AND THE EXCHANGE-RATE - EXCHANGE-RATE RESPONSES TO MONEY ANNOUNCEMENTS IN THE EARLY 1980S, Journal of international money and finance, 15(2), 1996, pp. 167-190
Citation: A. Velasco, ANIMAL SPIRITS, INVESTMENT AND INTERNATIONAL CAPITAL MOVEMENTS, Journal of international money and finance, 15(2), 1996, pp. 221-237
Citation: J. Kitchen, DOMESTIC AND INTERNATIONAL FINANCIAL MARKET RESPONSES TO FEDERAL DEFICIT ANNOUNCEMENTS, Journal of international money and finance, 15(2), 1996, pp. 239-254
Citation: P. Evans et G. Karras, PRIVATE AND GOVERNMENT CONSUMPTION WITH LIQUIDITY CONSTRAINTS, Journal of international money and finance, 15(2), 1996, pp. 255-266
Citation: Da. Glassman et La. Riddick, WHY EMPIRICAL INTERNATIONAL PORTFOLIO MODELS FAIL - EVIDENCE THAT MODEL MISSPECIFICATION CREATES HOME ASSET BIAS, Journal of international money and finance, 15(2), 1996, pp. 275-312
Citation: H. Faruqee, REAL EXCHANGE-RATES AND THE PATTERN OF TRADE - COMPARATIVE DYNAMICS FOR NORTH AND SOUTH, Journal of international money and finance, 15(2), 1996, pp. 313-336
Citation: T. Choudhry, REAL STOCK-PRICES AND THE LONG-RAN MONEY DEMAND FUNCTION - EVIDENCE FROM CANADA AND THE USA, Journal of international money and finance, 15(1), 1996, pp. 1-17
Citation: K. Shastri et al., THE IMPACT OF THE LISTING OF OPTIONS IN THE FOREIGN-EXCHANGE MARKET, Journal of international money and finance, 15(1), 1996, pp. 37-64
Citation: Ds. Bates, DOLLAR JUMP FEARS, 1984-1992 - DISTRIBUTIONAL ABNORMALITIES IMPLICIT IN CURRENCY FUTURES OPTIONS, Journal of international money and finance, 15(1), 1996, pp. 65-93
Citation: V. Wieland, MONETARY-POLICY TARGETS AND THE STABILIZATION OBJECTIVE - A SOURCE OFTENSION IN THE EMS, Journal of international money and finance, 15(1), 1996, pp. 95-116