Browse by Journal

Number of items: 31.

Avignone, Giuseppe and Girardone, Claudia and Pancotto, Livia and Reghezza, Alessio (2025) Making a virtue out of necessity: the effect of negative interest rates on bank cost efficiency. Journal of International Money and Finance, 155. p. 103306. DOI https://doi.org/10.1016/j.jimonfin.2025.103306

Guesmi, Khaled and Makrychoriti, Panagiota and Pyrgiotakis, Emmanouil G (2025) Climate change exposure and green bonds issuance. Journal of International Money and Finance, 152 (March). p. 103281. DOI https://doi.org/10.1016/j.jimonfin.2025.103281

Aghyrou, Michael and Gadea, Maria-Dolores and Kontonikas, Alexandros (2024) Private bank deposits and macro/fiscal risk in the euro area. Journal of International Money and Finance, 140. p. 102992. DOI https://doi.org/10.1016/j.jimonfin.2023.102992

Ahmed, Shamim and Bu, Ziwen and Symeonidis, Lazaros and Tsvetanov, Daniel (2023) Which factor model? A systematic return covariation perspective. Journal of International Money and Finance, 136. p. 102865. DOI https://doi.org/10.1016/j.jimonfin.2023.102865

Fiordelisi, Franco and Galloppo, Giuseppe and Lattanzio, Gabriele and Paimanova, Viktoriia (2023) Looking at Socially Responsible Investment Strategies Through the Lenses of the Global ETF Industry. Journal of International Money and Finance, 137. p. 102917. DOI https://doi.org/10.1016/j.jimonfin.2023.102917

Guo, Haifeng and Hung, Chi-Hsiou and Kontonikas, Alexandros (2022) The Fed and the Stock Market: A Tale of Sentiment States. Journal of International Money and Finance, 128. p. 102707. DOI https://doi.org/10.1016/j.jimonfin.2022.102707

Ivan, Miruna and Banti, Chiara and Kellard, Neil (2022) Prime Money Market Funds Regulation, Global Liquidity, and the Crude Oil Market. Journal of International Money and Finance, 127. p. 102671. DOI https://doi.org/10.1016/j.jimonfin.2022.102671

Banegas, Ayelen and Montes-Rojas, Gabriel and Siga, Lucas (2022) The effects of U.S. monetary policy shocks on mutual fund investing. Journal of International Money and Finance, 123. p. 102595. DOI https://doi.org/10.1016/j.jimonfin.2021.102595

Kellard, Neil and Kontonikas, Alexandros and Lamla, Michael and Maiani, Stefano and Wood, Geoffrey (2022) Risk, Financial Stability and FDI. Journal of International Money and Finance, 120. p. 102232. DOI https://doi.org/10.1016/j.jimonfin.2020.102232

Sclip, Alex and Girardone, Claudia and Beltrame, Federico and Paltrinieri, Andrea (2021) Bank risks and lending outcomes: Evidence from QE. Journal of International Money and Finance, 118. p. 102475. DOI https://doi.org/10.1016/j.jimonfin.2021.102475

Coccorese, Paolo and Girardone, Claudia and Shaffer, Sherrill (2021) What affects bank market power in the euro area? A country-level structural model approach. Journal of International Money and Finance, 117 (15). p. 102443. DOI https://doi.org/10.1016/j.jimonfin.2021.102443

Altermatt, Lukas and Iwasaki, Kohei and Wright, Randall (2021) Asset Pricing in Monetary Economies. Journal of International Money and Finance, 115. p. 102352. DOI https://doi.org/10.1016/j.jimonfin.2021.102352

Megaritis, Anastasios and Vlastakis, Nikolaos and Triantafyllou, Athanasios (2021) Stock Market Volatility and Jumps in Times of Uncertainty. Journal of International Money and Finance, 113. p. 102355. DOI https://doi.org/10.1016/j.jimonfin.2021.102355

Fuertes, Ana-Maria and Phylaktis, Kate and Yan, Cheng (2019) Uncovered Equity “Disparity” in Emerging Markets. Journal of International Money and Finance, 98. p. 102066. DOI https://doi.org/10.1016/j.jimonfin.2019.102066

Prokopczuk, Marcel and Stancu, Andrei and Symeonidis, Lazaros (2019) The economic drivers of commodity market volatility. Journal of International Money and Finance, 98. p. 102063. DOI https://doi.org/10.1016/j.jimonfin.2019.102063

Jitmaneero, Boonlert and Lamla, Michael J and Wood, Andrew (2019) The Implications of Central Bank Transparency for Uncertainty and Disagreement. Journal of International Money and Finance, 90. pp. 222-240. DOI https://doi.org/10.1016/j.jimonfin.2018.10.002

Bakas, Dimitrios and Triantafyllou, Athanasios (2018) The Impact of Uncertainty Shocks on the Volatility of Commodity Prices. Journal of International Money and Finance, 87 (C). pp. 96-111. DOI https://doi.org/10.1016/j.jimonfin.2018.06.001

Chen, K and Vitiello, L and Hyde, S and Poon, S (2018) The Reality of Stock Market Jumps Diversification. Journal of International Money and Finance, 86. pp. 171-188. DOI https://doi.org/10.1016/j.jimonfin.2018.04.008

Afonso, Antonio and Arghyrou, Michael and Gadea, María Dolore and Kontonikas, Alexandros (2018) “Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. Journal of International Money and Finance, 86. pp. 1-30. DOI https://doi.org/10.1016/j.jimonfin.2018.04.005

Chronopoulos, DK and Vlastakis, N and Papadimitriou, FI (2018) Information demand and stock return predictability. Journal of International Money and Finance, 80 (C). pp. 59-74. DOI https://doi.org/10.1016/j.jimonfin.2017.10.001

Triantafyllou, Athanasios and Dotsis, George (2017) Option-implied expectations in commodity markets and monetary policy. Journal of International Money and Finance, 77 (C). pp. 1-17. DOI https://doi.org/10.1016/j.jimonfin.2017.06.002

Mamatzakis, Emmanuel and Bermpei, Theodora (2016) What is the effect of unconventional monetary policy on bank performance? Journal of International Money and Finance, 67 (C). pp. 239-263. DOI https://doi.org/10.1016/j.jimonfin.2016.05.005

Byrne, J and Korobilis, D and Ribeiro, PJ (2016) Exchange rate predictability in a changing world. Journal of International Money and Finance, 62. pp. 1-24. DOI https://doi.org/10.1016/j.jimonfin.2015.12.001

Banti, Chiara and Phylaktis, Kate (2015) FX market liquidity, funding constraints and capital flows. Journal of International Money and Finance, 56 (C). pp. 114-134. DOI https://doi.org/10.1016/j.jimonfin.2014.11.002

Kellard, Neil M and Jiang, Ying and Wohar, Mark (2015) Spurious long memory, uncommon breaks and the implied–realized volatility puzzle. Journal of International Money and Finance, 56 (C). pp. 36-54. DOI https://doi.org/10.1016/j.jimonfin.2015.04.003

Gnabo, Jean-Yves and Hvozdyk, Lyudmyla and Lahaye, Jérôme (2014) System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies. Journal of International Money and Finance, 48 (PA). pp. 147-174. DOI https://doi.org/10.1016/j.jimonfin.2014.07.002

Florackis, C and Kontonikas, A and Kostakis, A (2014) Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis. Journal of International Money and Finance, 44 (C). pp. 97-117. DOI https://doi.org/10.1016/j.jimonfin.2014.02.002

Nucera, F and Valente, G (2013) Carry trades and the performance of currency hedge funds. Journal of International Money and Finance, 33. pp. 407-425. DOI https://doi.org/10.1016/j.jimonfin.2012.12.001

Vinogradov, Dmitri (2012) Destructive effects of constructive ambiguity in risky times. Journal of International Money and Finance, 31 (6). pp. 1459-1481. DOI https://doi.org/10.1016/j.jimonfin.2012.02.011

Banti, Chiara and Phylaktis, Kate and Sarno, Lucio (2012) Global liquidity risk in the foreign exchange market. Journal of International Money and Finance, 31 (2). pp. 267-291. DOI https://doi.org/10.1016/j.jimonfin.2011.11.010

Valente, G (2009) International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore. Journal of International Money and Finance, 28 (6). pp. 920-940. DOI https://doi.org/10.1016/j.jimonfin.2008.10.002

This list was generated on Mon May 5 23:10:12 2025 BST.