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(By Areeqa Mansoor, Batch: BBA-38, Reg No: 5205-FMS/BBA/S18)

Volume 44
October 2020

Title of Papers
Bank lines of credit as contingent liquidity: Covenant violations and their implications
Informational synergies in consumer credit
Bank capital allocation under multiple constraints
Bank profitability, leverage constraints, and risk-taking
The real consequences of bank mortgage lending standards
Can regulation de-bias appraisers?

Volume 43
July 2020
Are contingent convertibles going-concern capital?
Did TARP reduce or increase systemic risk? The effects of government aid on financial system stability
Intensive margin of the Volcker rule: Price quality and welfare
Political interference and crowding out in bank lending
Borrowers under water! Rare disasters, regional banks, and recovery lending
Information spillover of bailouts
Disagreement-induced CEO turnover
Corrigendum to: Fintech and Banking: What Do We Know?

Volume 42,
April 2020
New evidence on the effectiveness of macroprudential policies
The impact of macroprudential housing finance tools in canada
Prudential policies and their impact on credit in the United States
Loan-to-value policy and housing finance: Effects on constrained borrowers
Evaluating the impact of macroprudential policies on credit growth in Colombia
The impact of macroprudential policies in Latin America: An empirical analysis using credit registry data

Volume 41
January 2020
Fintech and banking: What do we know?
An examination of bank behavior around Federal Reserve stress tests
Credit ratings and structured finance
Firms’ financial and real responses to credit supply shocks: Evidence from firm-bank relationships in Germany
Why do bank-dependent firms bear interest-rate risk?
Regulatory arbitrage and the efficiency of banking regulation
Risk-weighted capital requirements and portfolio rebalancing

Volume 40,
October 2019
Editorial of the special issue on bank-firm relationships in the post-crisis era
Identifying credit supply shocks with bank-firm data: Methods and applications
Bank shocks and firm performance: New evidence from the sovereign debt crisis
Credit Relationships in the great trade collapse. Micro evidence from Europe
Half-full or half-empty? Financial institutions, CDS use, and corporate credit risk

Volume 39,
Pages 1-80 (July 2019)
Post-crisis evolution of banking and financial markets: Introduction
Customers and investors: A framework for understanding the evolution of financial institutions
Understanding informal financing
Collateral, rehypothecation, and efficiency
CLO trading and collateral manager bank affiliation
Bank culture

Volume 38
Pages 1-82 (April 2019)
On reaching for yield and the coexistence of bubbles and negative bubbles
On the efficiency of long intermediation chains
Pitfalls in systemic-risk scoring
U.S. exchange upgrades: Reducing uncertainty through a two-stage IPO
Strategic complementarities and money market fund liquidity management
Misspecifications in the fund flow-performance relationship

Volume 37
Pages 1-104 (January 2019)
Learning by lending
Changing corporate governance norms: Evidence from dual class shares in the UK
Labor unions and corporate financial leverage: The bargaining device versus crowding-out hypotheses
Government guarantees of loans to small businesses: Effects on banks’ risk-taking and non-guaranteed lending
Foreign booms, domestic busts: The global dimension of banking crises
Debt overhang and non-distressed debt restructuring
LTV policy as a macroprudential tool and its effects on residential mortgage loans
Volume 36
Pages 1-118 (October 2018)
Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises
Do credit shocks affect labor demand? Evidence for employment and wages during the financial crisis
Economic crisis and the demise of a popular contractual form: Building & Loans in the 1930s
Did the bank capital relief induced by the Supporting Factor enhance SME lending?
Credit ratings, private information, and bank monitoring ability
A comprehensive view on risk reporting: Evidence from supervisory data
Gender difference and intra-household economic power in mortgage signing order
Bank liquidity creation and CEO optimism

Volume 35, Part B,

Pages 1-80 (July 2018)
Banking and regulation: The next frontier
Capital requirements, monetary policy and risk shifting in the mortgage market
Why bank capital matters for monetary policy
The impact of liquidity regulation on banks
Liquidity policies and systemic risk
Convertible bonds and bank risk-taking

Volume 35, Part A

Pages 1-120 (July 2018)
“Low-For-Long” interest rates and banks’ interest margins and profitability: Cross-country evidence
Why do some banks contribute more to global systemic risk?
Global leverage adjustments, uncertainty, and country institutional strength
Competition and bank stability
The effect of mortgage broker licensing under the originate-to-distribute model: Evidence from the U.S. mortgage market
The real effects of banking supervision: Evidence from enforcement actions
Banking deregulation and credit supply: Distinguishing the balance sheet and the competition channels

Volume 34,
Pages 1-120 (April 2018)
Introduction: Assessing banking regulation during the Obama era
Do higher capital standards always reduce bank risk? The impact of the Basel leverage ratio on the U.S. triparty repo market
Macroprudential policy and the revolving door of risk: Lessons from leveraged lending guidance
The joint regulation of bank liquidity and bank capital
Differential bank behaviors around the Dodd–Frank Act size thresholds
Lending implications of U.S. bank stress tests: Costs or benefits?
Competition and complementarities in retail banking: Evidence from debit card interchange regulation
The Credit Card Act and consumer finance company lending

Volume 33
Pages 1-122 (January 2018)
Concentrating on q and cash flow
Near-money premiums, monetary policy, and the integration of money markets: Lessons from deregulation
How effective are macroprudential policies? An empirical investigation
Trading by bank insiders before and during the 2007–2008 financial crisis
Optimal pay regulation for too-big-to-fail banks
Seasoned equity offerings and customer–supplier relationships
Does competition aggravate moral hazard? A Multi-Principal-Agent experiment

Joint Journal of Financial Intermediation-Nova SBE Conference Financial Intermediation and Corporate Finance

Macroprudential policies in the Americas

Bank-firm relationships in the post-crisis era
Post-Crisis Evolution of Banking and Financial Markets
Banking and regulation: the next frontier
Assessing Banking Regulation During the Obama Era
Rules for the Lender of Last Resort
Research on the Financial Crisis
Risk Transfer Mechanisms and Financial Stability
Financial Contracting: Theory and Evidence
Financial Contracting and Financial System Architecture
Basel II: Accounting, Transparency and Bank Stability
JFI Special Issue: Financial Structure and Monetary Policy Channels
Corporate Governance in the Banking and Financial Services Industries
Bank Capital Adequacy Regulation under the New Basel Accord
Corporate Governance in the Banking and Financial Services Industries
Special Issue for the Federal Reserve Bank of Boston
Journal of Financial Intermediation
2020 Issue Volumes 41-44

key Words
2019 volume 37-40
 2018 volumes 33-36

y repo market
Call for Papers

Journal of Financial Intermediation

Special Issues
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Journal of Risk and Insurance 2018 (By Izzat Farooq Khan, Batch: BBA-3
"Volume 85, Issue 01"

Title of the Paper

The Role of Agents and Brokers in the Market for Health Insurance
An Investigation of the Short‐Run and Long‐Run Stock Returns Surrounding Insurer Rating Changes
Managing Capital via Internal Capital Market Transactions: The Case of Life Insurers
Testing for Asymmetric Information in Insurance Markets: A Multivariate Ordered Regression Approach
Enterprise Risk Management and Default Risk: Evidence from the Banking Industry
Enterprise Risk Management and the Cost of Capital
What if Variable Annuity Policyholders With Guaranteed Lifelong Withdrawal Benefit Were Rational?
Trust‐Preferred Securities and Insurer Financing Decisions
An Incentive‐Compatible Experiment on Probabilistic Insurance and Implications for an Insurer's Solvency Level
A Termination Rule for Pension Guarantee Funds

"Volume 85, Issue 02"

Title of the Paper

Symposium on Choices Under Uncertainty: Beyond Risk Aversion
ON THE ROBUSTNESS OF HIGHER ORDER RISK PREFERENCES
Risk‐Taking‐Neutral Background Risks
DIRECTION AND INTENSITY OF RISK PREFERENCE AT THE THIRD ORDER
Downside Risk Aversion and the Downside Risk Premium
Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions
Multivariate Almost Stochastic Dominance
DIRECTORS’ AND OFFICERS’ LIABILITY INSURANCE AND FIRM VALUE
Individual Capability and Effort in Retirement Benefit Choice
The Combined Effect of Enterprise Risk Management and Diversification on Property and Casualty Insurer Performance
ADVANTAGEOUS SELECTION, MORAL HAZARD, AND INSURER SORTING ON RISK IN THE U.S. AUTOMOBILE 
Health Insurance Benefit Mandates and Firm Size Distribution

"Volume 85, Issue 03"

Title of the Paper

DOES LIMITING ALLOWABLE RATING VARIATION IN THE SMALL GROUP HEALTH INSURANCE MAR
WHAT HAPPENS WHEN COMPENSATION FOR WHIPLASH CLAIMS Is MADE MORE GENEROUS?
REGULATORY CAPTURE AND EFFICACY IN WORKERS’ COMPENSATION
HURRICANE RISK MANAGEMENT WITH CLIMATE AND CO2 INDICES
CREDIT CRUNCH AND INSURANCE CONSUMPTION: THE AFTERMATH OF THE SUBPRIME MORTGAG
RISK MISPERCEPTIONS AND SELECTION IN INSURANCE MARKETS: AN APPLICATION TO DEMAND F
RATINGS: IT'S ACCRUAL WORLD
RATING CHANGES AND COMPETING INFORMATION: EVIDENCE ON PUBLICLY TRADED INSURANCE
MEASURING PORTFOLIO RISK UNDER PARTIAL DEPENDENCE INFORMATION

"Volume 85, Issue 04"

Title of the Paper

WILL THEY TAKE THE MONEY AND WORK? PEOPLE'S WILLINGNESS TO DELAY CLAIMING SOCIAL 
Lapse‐and‐Reentry in Variable Annuities
Dynamic Moral Hazard: A Longitudinal Examination of Automobile Insurance in Canada
WHAT DRIVES TORT REFORM LEGISLATION? AN ANALYSIS OF STATE DECISIONS TO RESTRICT LIA
A Mean‐Preserving Increase in Ambiguity and Portfolio Choices
Directors’ and Officers’ Liability Insurance, Independent Director Behavior, and Governance Effect
Actuarial Independence and Managerial Discretion
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting
Multi Cumulative Prospect Theory and the Demand for Cliquet‐Style Guarantees

Journal of Risk and Insurance 2019

"Volume 86, Issue 01"

Title of the Paper

POSTCLAIM UNDERWRITING AND THE VERIFICATION OF INSURED INFORMATION: EVIDENCE FROM
CONVERGENCE OF CAPITAL AND INSURANCE MARKETS: CONSISTENT PRICING OF INDEX‐LINKED
Loss Shocks in Export Credit Insurance Markets: Evidence From a Global Insurance Group
ARE GREEN CAR DRIVERS FRIENDLY DRIVERS? A STUDY OF TAIWAN'S AUTOMOBILE INSURANCE 
SM Bonds—A New Product for Managing Longevity Risk
Prudence and Precautionary Effort
Endogenous Insolvency in the Rothschild–Stiglitz Model
Why Do Firms Use Insurance to Fund Worker Health Benefits? The Role of Corporate Finance
Ambiguity and Insurance: Capital Requirements and Premiums
Precautionary Investment in Wealth and Health

"Volume 86, Issue 02"

Title of the Paper

Credit and Systemic Risks in the Financial Services Sector: Evidence From the 2008 Global Crisis
Moral Hazard, Risk Sharing, and the Optimal Pool Size
Corporate Pensions and the Maturity Structure of Debt
THE SIMPLE ANALYTICS OF JOB DISPLACEMENT INSURANCE
RISK GOVERNANCE IN THE INSURANCE SECTOR—DETERMINANTS AND CONSEQUENCES IN AN INT
The Role of Prices Relative to Supplemental Benefits and Service Quality in Health Plan Choice
CEO Inside Debt and Risk Taking: Evidence From Property–Liability Insurance Firms
Financing Recovery After Disasters: Explaining Community Credit Market Responses to Severe Events
Is Fair Pricing Possible? An Analysis of Participating Life Insurance Portfolios
"Volume 86, Issue 03"

Title of the Paper

How Cellphone Bans Affect Automobile Insurance Markets
Effects of Prescription Drug Insurance on Hospitalization and Mortality: Evidence from Medicare Part D
Consumption‐Based Asset Pricing in Insurance Markets: Yet Another Puzzle?
Insurers and Lenders as Monitors During Securities Litigation: Evidence from D&O Insurance Premiums, Interest Ra
Exit, Voice, or Loyalty? An Investigation Into Mandated Portability of Front‐Loaded Private Health Plans
Systemic Risk in Financial Markets: How Systemically Important Are Insurers?
Where Less Is More: Reducing Variable Annuity Fees to Benefit Policyholder and Insurer
Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks
On Social Preferences and the Intensity of Risk Aversion

"Volume 86, Issue 04"

Title of the Paper

Does National Flood Insurance Program Participation Induce Housing Development?
A Better Trigger: Indices for Insurance
Equilibrium in Insurance Markets With Adverse Selection When Insurers Pay Policy Dividends
The Sensitivity of Reinsurance Demand to Counterparty Risk: Evidence From the U.S. Property–Liability Insurance I
Does it Matter Who Pays for Auto Injuries?
Optimal Insurance Policy Indemnity Schedules With Policyholders’ Limited Liability and Background Risk
Utilization and Selection in an Ancillaries Health Insurance Market
Reserve Management and Audit Committee Characteristics: Evidence from U.S. Property–Liability Insurance Compa
The Effect of Damage Cap Reforms on Medical Malpractice Insurance Market Conditions During Periods of Crises

"Call for Papers in Volume 86, Issue 04"

Title of the Paper

Call for Papers Insure‐Tech, Digitalization, Big Data

Journal of Risk and Insurance 2020

"Volume 87, Issue 01"

Title of the Paper

Life Insurance and Life Settlements: The Case for Health‐Contingent Cash Surrender Values
Losses (and Gains) from Health Reform for Non‐Medicaid Uninsureds
Health Insurers’ Claims and Premiums Under the Affordable Care Act: Evidence on the Effects of Bright Line Regul
Insurance Covenants in Corporate Credit Agreements
Insurance Fraud in a Rothschild–Stiglitz World
Optimal Consumption and Investment Problem Incorporating Housing and Life Insurance Decisions: The Continuous
The Effect of Workplace Pensions on Household Saving: Evidence From a Natural Experiment in Taiwan
Comparative Ambiguity Aversion in Intertemporal Decisions
Estimating the Cost of Equity Capital for Insurance Firms With Multiperiod Asset Pricing Models

"Volume 87, Issue 02"

Title of the Paper

The Reinsurance Network Among U.S. Property–Casualty Insurers: Microstructure, Insolvency Risk, and Contagion
Tail Risk Networks of Insurers Around the Globe: An Empirical Examination of Systemic Risk for G ‐SIIs vs Non ‐G ‐
Strengthening Local Credit Markets Through Lender‐Level Index Insurance
Feeling Is Believing? Evidence From Earthquake Shaking Experience and Insurance Demand
Catastrophe Risk and the Implied Volatility Smile
An Empirical Analysis of Market Reactions to the First Solvency and Financial Condition Reports in the European In
Risk Measures Based on Benchmark Loss Distributions
Estimation of Insurance Deductible Demand Under Endogenous Premium Rates
Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus ‐Malus System Based on C
The Influence of Sellers on Contract Choice: Evidence from Flood Insurance

"Volume 87, Issue 03"

Title of the Paper

Market Price of Longevity Risk for a Multi‐Cohort Mortality Model With Application to Longevity Bond Option Pric
Correlated Trading by Life Insurers and Its Impact on Bond Prices
Does Having an Affiliated Bank Improve Life Insurer Performance in a Turbulent Market?
The Effect of Risk Aversion and Loss Aversion on Equity‐Linked Life Insurance With Surrender Guarantees
Sunk Costs and Screening: Two‐Part Tariffs in Life Insurance
Selection and Redistribution in the Irish Tontines of 1773, 1775, and 1777
Self‐Control, Effort Procrastination, and Competitive Equilibrium in Insurance Markets
From Participation To Repurchase: Low Income Households And Micro ‐insurance
Death by Pokémon GO: The Economic and Human Cost of Using Apps While Driving

"Volume 87, Issue 04"

Title of the Paper

Narrow Framing and Long‐Term Care Insurance
Long‐Term Care Insurance With Family Altruism: Theory and Empirics
Restrictive Rating and Adverse Selection in Health Insurance
Pension Regulation, Firm Borrowing, and Investment Risk
Asymmetric Information in Automobile Insurance: Evidence From Driving Behavior
Splitting Risks in Insurance Markets With Adverse Selection
The Effect of Taxes on the Location of Property‐Casualty Insurance Firms
Privatizing Plaintiffs: How Medicaid, the False Claims Act, and Decentralized Fraud Detection Affect Public Fraud E

Journal of Risk and Insurance 2021

"Volume 88, Issue 01"

Title of the Paper

Optimal social security claiming behavior under lump sum incentives: Theory and evidence
Medicaid coverage expansions and liability insurance
Medicaid and long‐term care: The effects of penalizing strategic asset transfers
Annuitization and aggregate mortality risk
Optimal annuitization with imperfect information about insolvency risk
Guaranteed renewable life insurance under demand uncertainty
The effect of information disclosure on demand for high‐load insurance
Stochastic loss reserving: A new perspective from a Dirichlet model
Simultaneous borrowing of information across space and time for pricing insurance contracts: An application to ratin

Online First Articles

Title of the Paper

The risk protection and redistribution effects of long‐term care co‐payments
Estimating extreme cancellation rates in life insurance
Seasonality in catastrophe bonds and market‐implied catastrophe arrival frequencies
Targeting weather insurance markets
Why do life insurance policyholders lapse? The roles of income, health, and bequest motive shocks

Call for Papers

Title of the Paper

Call for Papers: Special Issue on the Implications of COVID-19 for the Insurance Industry
Call for Papers: Symposium on Insure-Tech, Digitalization, and Big-Data Techniques in Risk Management and Insur
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(By Aleesha Fatima, Batch: BBA-38, Reg No: 5172-FMS/BBA/S18)
JOURNAL OF FINAN

TITLES

2021— Volume Volume 139, issue 3

The real value of China’s stock market

Firm selection and corporate cash holdings
Risk management, firm reputation, and the impact of successful cyberattacks on target firms
Rare disaster probability and options pricing
Systematic risk, debt maturity, and the term structure of credit spreads
Deleting misconduct: The expungement of BrokerCheck records
Measuring institutional trading costs and the implications for finance research: The case of tick size reductions
Business groups and the incorporation of firm-specific shocks into stock prices
Loan guarantees and credit supply
On the direct and indirect real effects of credit supply shocks
Slow-moving capital and execution costs: Evidence from a major trading glitch
The cross-section of currency volatility premia
Air pollution, affect, and forecasting bias: Evidence from Chinese financial analysts
Stock market liberalization and innovation
Index option returns and generalized entropy bounds

Volume 139, Issue 2

What’s wrong with Pittsburgh? Delegated investors and liquidity concentration
Sticking to your plan: The role of present bias for credit card paydown
A dynamic theory of multiple borrowing
Signaling safety
Time-varying state variable risk premia in the ICAPM
Bank monitoring: Evidence from syndicated loans
The Sources of Financing Constraints
Rejected stock exchange applicants
Can unpredictable risk exposure be priced?
Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang
Can investors time their exposure to private equity?
Friends with bankruptcy protection benefits
The hidden costs of being public: Evidence from multinational firms operating in an emerging market
Politicizing consumer credit
Long-term reversals in the corporate bond market
Volume 139, Issue 1 

Picking funds with confidence

Reputation and investor activism: A structural approach
Windfall gains and stock market participation
Mutual fund flows and fluctuations in credit and business cycles
Common ownership and competition in product markets
Are return seasonalities due to risk or mispricing?
Impact investing
Creditor control rights and resource allocation within firms
Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices
Global market inefficiencies
Identifying and boosting “Gazelles”: Evidence from business accelerators
Procyclicality of the comovement between dividend growth and consumption growth
The difference a day makes: Timely disclosure and trading efficiency in the muni market

CALL FOR PAPERS

Temporary organising and crisis
Special Issue on Project Success
Call for papers for the Special paper collection: Digital learning and education in a project society
EULAR 2021

ONLINE FIRST
Negative Peer Disclosure

Why are firms with more managerial ownership worth less?

Geographic diversification and bank lending during crises

Directors’ career concerns: Evidence from proxy contests and board interlocks
Are disagreements agreeable? Evidence from information aggregation

Contracting without contracting institutions: The trusted assistant loan in 19th century China

Learning from noise: Evidence from India’s IPO lotteries

Information shocks, disagreement, and drift

Monetary policy at work: Security and credit application registers evidence

Corporate green bonds

Calendar rotations: A new approach for studying the impact of timing using earnings announcements

Contracts with (Social) benefits: The implementation of impact investing

Frequency dependent risk

Asset pricing with heterogeneous agents and long-run risk

Does personal liability deter individuals from serving as independent directors?

Persistent government debt and aggregate risk distribution

Why is stock market concentration bad for the economy?

The electronic evolution of corporate bond dealers

To own or not to own: Stock loans around dividend payments

Competition, profitability, and discount rates

 2020 — Volumes 135-138
Volume 138, Issue 3 
CoCo issuance and bank fragility
Fund tradeoffs
Asset pricing: A tale of night and day
Financial intermediation and capital reallocation
Bank net worth and frustrated monetary policy
The price effects of liquidity shocks: A study of the SEC’s tick size experiment
Dealers’ insurance, market structure, and liquidity
Collateral constraints and asset prices
The effect of minority veto rights on controller pay tunneling
Time-varying demand for lottery: Speculation ahead of earnings announcements
Persuasion in relationship finance
Policy uncertainty and corporate credit spreads
Do people feel less at risk? Evidence from disaster experience

Volume 138, Issue 2

Credit and social unrest: Evidence from 1930s China
Sophisticated investors and market efficiency: Evidence from a natural experiment
Does the lack of financial stability impair the transmission of monetary policy?
Is conflicted investment advice better than no advice?
The term structure and inflation uncertainty
All the president's friends: Political access and firm value
Corporate bond mutual funds and asset fire sales
Strategic trading and unobservable information acquisition
Board structure, director expertise, and advisory role of outside directors
Board structure, director expertise, and advisory role of outside directors
Activism and empire building
Capital gains taxation and funding for start-ups
When low beats high: Riding the sales seasonality premium

Volume 138, Issue 1

Limited liability and investment: Evidence from changes in marital property laws in the US South, 1840–1850
Information arrival, delay, and clustering in financial markets with dynamic freeriding
Fiscal policy driven bond risk premia
Location choice, portfolio choice
On the performance of volatility-managed portfolios
IQ from IP: Simplifying search in portfolio choice
Regulatory cooperation and foreign portfolio investment
Can ethics be taught? Evidence from securities exams and investment adviser misconduct
The effect of exogenous information on voluntary disclosure and market quality
Debt collection agencies and the supply of consumer credit
Liquidity risk and exchange-traded fund returns, variances, and tracking errors
The timing and consequences of seasoned equity offerings: A regression discontinuity approach
How does labor market size affect firm capital structure? Evidence from large plant openings

Volume 137, Issue 3

The paradox of pledgeability
Is there a paradox of pledgeability?
CEO-board dynamics
The US Treasury floating rate note puzzle: Is there a premium for mark-to-market stability?
Business cycles and currency returns
CEOs’ outside opportunities and relative performance evaluation: evidence from a natural experiment
Emergency loans and collateral upgrades: How broker-dealers used Federal Reserve credit during the 2008 financial
Does the Ross recovery theorem work empirically?
Why do discount rates vary?
The conditional expected market return
At the table but can not break through the glass ceiling:Board leadership positions elude diverse directors
Active catering to dividend clienteles: Evidence from takeovers
The scarcity effect of QE on repo rates: Evidence from the euro area
The scarcity effect of QE on repo rates: Evidence from the euro area
Swap trading after Dodd-Frank: Evidence from index CDS
Volume 137, Issue 2
Is the credit spread puzzle a myth?
Investor ideology
Cheap-stock tunneling around preemptive rights
Prime (information) brokerage
The importance of being special: Repo markets during the crisis
Disguised corruption: Evidence from consumer credit in China
The economic impact of right-to-work laws: Evidence from collective bargaining agreements and corporate policies
Institutional allocations in the primary market for corporate bonds
Terrorist attacks and investor risk preference: Evidence from mutual fund flows
What you see is not what you get: The costs of trading market anomalies
What you see is not what you get: The costs of trading market anomalies
Heterogeneous beliefs and return volatility around seasoned equity offerings

Volume 137, Issue 1

Dancing with activists
The financing of local government in China: Stimulus loan wanes and shadow banking waxes
Why does public news augment information asymmetries?
Off-balance sheet funding, voluntary support and investment efficiency
Pre-trade hedging: Evidence from the issuance of retail structured products
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads
Who's paying attention? Measuring common ownership and its impact on managerial incentives
Short-term debt and incentives for risk-taking
Security analysts and capital market anomalies
The persistent effect of initial success: Evidence from venture capital
Concentration of control rights in leveraged loan syndicates
Mood beta and seasonalities in stock returns

Volume 136, Issue 3

Locked in by leverage: Job search during the housing crisis
Shared analyst coverage: Unifying momentum spillover effects
Reducing information frictions in venture capital: The role of new venture competitions
Blockholder voting
Agency conflicts and short- versus long-termism in corporate policies
The redistributive effects of bank capital regulation
Information flows among rivals and corporate investment
Global currency hedging with common risk factors
Liquidity supply by broker-dealers and real activity
Private money creation with safe assets and term premia
Managerial control benefits and takeover market efficiency
Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program

Volume 136, Issue 2

Does the stock market make firms more productive?
The creation and evolution of entrepreneurial public markets
International R&D spillovers and asset prices
Capital requirements, risk choice, and liquidity provision in a business-cycle model
Liquidity regimes and optimal dynamic asset allocation
Mutual fund investments in private firms
Time-varying inflation risk and stock returns
I can see clearly now: The impact of disclosure requirements on 401(k) fees
Risky bank guarantees
Medicaid and household savings behavior: New evidence from tax refunds
Do dividends convey information about future earnings?
Democracy and credit

Volume 136, Issue 1

Does size matter? Bailouts with large and small banks
Is the active fund management industry concentrated enough?
Adverse selection and the performance of private equity co-investments
Cross-asset signals and time series momentum
OTC premia
Does protectionist anti-takeover legislation lead to managerial entrenchment?
Real effects of workers’ financial distress: Evidence from teacher spillovers
Economic momentum and currency returns
Competition and cooperation in mutual fund families
Monetary stimulus and bank lending
Why do option returns change sign from day to night?
The term structure of liquidity provision
Stress tests and small business lending

Volume 135, Issue 3

Empirical analysis of corporate tax reforms: What is the null and where did it come from?
Leveraged buyouts and bond credit spreads
Do fire sales create externalities?
Betting against correlation: Testing theories of the low-risk effect
Are early stage investors biased against women?
Employment effects of unconventional monetary policy: Evidence from QE
Governance through shame and aspiration: Index creation and corporate behavior
Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns
Pricing structured products with economic covariates
Time series momentum: Is it there?
A comparison of some structural models of private information arrival
Portfolio rebalancing in general equilibrium

Volume 135, Issue 2

Shrinking the cross-section
Trading and arbitrage in cryptocurrency markets
Show me the money: The monetary policy risk premium
Quantify the quantitative easing: Impact on bonds and corporate debt issuance
Trading out of sight: An analysis of cross-trading in mutual fund families
An ill wind? Terrorist attacks and CEO compensation
Measuring skewness premia
Reputations and credit ratings: Evidence from commercial mortgage-backed securities
Financing dies in darkness? The impact of newspaper closures on public finance
An inconvenient cost: The effects of climate change on municipal bonds
Institutional shareholders and corporate social responsibility
Inventor CEOs
Is information risk priced? Evidence from abnormal idiosyncratic volatility

Volume 135, Issue 1 

Dynamic interventions and informational linkages
Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds
The job rating game: Revolving doors and analyst incentives
Potential pilot problems: Treatment spillovers in financial regulatory experiments
Idea sharing and the performance of mutual funds
Squaring venture capital valuations with reality
Exchanges of innovation resources inside venture capital portfolios
How do venture capitalists make decisions?
Shorting flows, public disclosure, and market efficiency
Anomalies across the globe: Once public, no longer existent?
Earnings, retained earnings, and book-to-market in the cross section of expected returns
Time to build and the real-options channel of residential investment

2019 — Volumes 131-134

Volume 134, Issue 3
Characteristics are covariances: A unified model of risk and return
Stunted firms: The long-term impacts of colonial taxation
A large-scale approach for evaluating asset pricing models
What’s in a (school) name? Racial discrimination in higher education bond markets
Growing up without finance
Time-varying ambiguity, credit spreads, and the levered equity premium
Counterparty credit risk and derivatives pricing
Mutual fund board connections and proxy voting
Notes on the yield curve
Effects of separating commercial and investment banking: Evidence from the dissolution of a joint venture investmen
Do real estate agents have information advantages in housing markets?
Expectation and duration at the effective lower bound

Volume 134, Issue 2

Disaster on the horizon: The price effect of sea level rise
Cross-sectional alpha dispersion and performance evaluation
Shareholder bargaining power and the emergence of empty creditors
The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy
Does skin-in-the-game affect security performance?
Costs and benefits of financial conglomerate affiliation: Evidence from hedge funds
High frequency trading and comovement in financial markets
Internalizing governance externalities: The role of institutional cross-ownership
The relevance of broker networks for information diffusion in the stock market
Channels of US monetary policy spillovers to international bond markets
Credit default swaps and corporate innovation

Volume 134, Issue 1

Option prices and costly short-selling
Average skewness matters
Size and value in China
The value of collateral in trade finance
From mining to markets: The evolution of bitcoin transaction fees
A tale of two volatilities: Sectoral uncertainty, growth, and asset prices
Inverted fee structures, tick size, and market quality
An asset pricing approach to testing general term structure models
A tug of war: Overnight versus intraday expected returns
Property rights institutions, foreign investment, and the valuation of multinational firms
Crowdsourced employer reviews and stock returns

Volume 133, Issue 3

JFE special issue on labor and finance
Financial frictions and employment during the Great Depression
Financing intangible capital
Firing the wrong workers: Financing constraints and labor misallocation
Bankruptcy spillovers
Private equity and human capital risk
Drivers of effort: Evidence from employee absenteeism
Corporate leverage and employees’ rights in bankruptcy
Patent trolls and startup employment
Do labor markets discipline? Evidence from RMBS bankers
Selection versus talent effects on firm value

Volume 133, Issue 2

AAA
Why did the q theory of investment start working?
Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium e
How news and its context drive risk and returns around the world
Government debt and corporate leverage: International evidence
A capital structure channel of monetary policy
The effect of bank monitoring on public bond terms
Volatility and the cross-section of corporate bond returns
Do firms hedge with foreign currency derivatives for employees?
The role of executive cash bonuses in providing individual and team incentives
The cash conversion cycle spread
Does social capital mitigate agency problems? Evidence from Chief Executive Officer (CEO) compensation
Interconnectedness in the interbank market

Volume 133, Issue 1

Corporate control activism
Entrusted loans: A close look at China's shadow banking system
Liquidity windfalls: The consequences of repo rehypothecation
Do firms issue more equity when markets become more liquid?
Decision fatigue and heuristic analyst forecasts
The information sensitivity of debt in good and bad times
Transparency and dealer networks: Evidence from the initiation of post-trade reporting in the mortgage backed securi
The power of shareholder votes: Evidence from uncontested director elections
Generalized recovery
Institutional investor cliques and governance
Optimal capital structure and bankruptcy choice: Dynamic bargaining versus liquidation
In search of preference shock risks: Evidence from longevity risks and momentum profits

Volume 132, Issue 3

Should retail investors’ leverage be limited?
Information and trading targets in a dynamic market equilibrium
Gold, platinum, and expected stock returns
Technological links and predictable returns
Once bitten, twice shy: The power of personal experiences in risk taking
Policy externalities and banking integration
New goods and asset prices
The liquidity cost of private equity investments: Evidence from secondary market transactions
Should investors learn about the timing of equity risk?
Government debt and the returns to innovation
How valuable are independent directors? Evidence from external distractions

Volume 132, Issue 2 

Do private equity funds manipulate reported returns?
Entry and competition in takeover auctions
An anatomy of the market return
Liquidity standards and the value of an informed lender of last resort
Attention allocation and return co-movement: Evidence from repeated natural experiments
Capital flows and sovereign debt markets: Evidence from index rebalancings
Municipal borrowing costs and state policies for distressed municipalities
Mood, firm behavior, and aggregate economic outcomes
Too good to be true? Fallacies in evaluating risk factor models
Publisher’s Note
The cross-section of labor leverage and equity returns
Liquidity, innovation, and endogenous growth

Volume 132, Issue 1

Are lemons sold first? Dynamic signaling in the mortgage market
Indexing and stock market serial dependence around the world
Industry familiarity and trading: Evidence from the personal portfolios of industry insiders
Dynamic corporate liquidity
Preference for dividends and return comovement
Manager sentiment and stock returns
Variance risk in aggregate stock returns and time-varying return predictability
Acquirer reference prices and acquisition performance
What a difference a (birth) month makes: The relative age effect and fund manager performance
Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns
Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns

Volume 131, Issue 3 

Should Long-Term Investors Time Volatility?
Minimum payments and debt paydown in consumer credit cards
Dividend payments as a response to peer influence
Securitized markets, international capital flows, and global welfare
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Common risk factors in the cross-section of corporate bond returns
Private information in currency markets
Do idiosyncratic jumps matter?
Do institutional investors drive corporate social responsibility? International evidence
A trade-off theory of ownership and capital structure
Bear beta

Volume 131, Issue 2

Regulating a model
The CAPM strikes back? An equilibrium model with disasters
Collateralizing liquidity
Inferring latent social networks from stock holdings
Who benefits in a crisis? Evidence from hedge fund stock and option holdings
The profitability and investment premium: Pre-1963 evidence
How effective are trading pauses?
Mark Twain’s Cat: Investment experience, categorical thinking, and stock selection
The impact of jumps on carry trade returns
Firms’ innovation strategy under the shadow of analyst coverage
Trade credit and supplier competition

Volume 131, Issue 1

The rise in student loan defaults
Bubbles for Fama
Public hedge funds
Pay now or pay later? The economics within the private equity partnership
How do valuations impact outcomes of asset sales with heterogeneous bidders?
Good disclosure, bad disclosure
Institutional herding and its price impact: Evidence from the corporate bond market
The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk
The leverage effect and the basket-index put spread
Do insiders time management buyouts and freezeouts to buy undervalued targets?
The value of access to finance: Evidence from M&As
 2018 — Volumes 127-130
Volume 130, Issue 3
Fintech, regulatory arbitrage, and the rise of shadow banks
Corporate debt maturity profiles
Asset pricing and ambiguity: Empirical evidence
Home away from home? Foreign demand and London house prices
When do CDS spreads lead? Rating events, private entities, and firm-specific information flows
Momentum in Imperial Russia
Government guarantees and the two-way feedback between banking and sovereign debt crises
Investment, Tobin’s q, and interest rates
Director skill sets
One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?

Volume 130, Issue 2

Financing investment spikes in the years surrounding World War I
How does hedge fund activism reshape corporate innovation?
Inefficiencies and externalities from opportunistic acquirers
Does improved information improve incentives?
The execution quality of corporate bonds
Corporate governance of banks and financial stability
Regulating dark trading: Order flow segmentation and market quality
Data abundance and asset price informativeness
Are CEOs born leaders? Lessons from traits of a million individuals
Do elections delay regulatory action?
Company stock price reactions to the 2016 election shock: Trump, taxes, and trade

Volume 130, Issue 1

In search of ideas: Technological innovation and executive pay inequality
Creditor rights and innovation: Evidence from patent collateral
Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity
Patent collateral, investor commitment, and the market for venture lending
The Volcker Rule and corporate bond market making in times of stress
Informative fund size, managerial skill, and investor rationality
Do an insider's wealth and income matter in the decision to engage in insider trading?
Managing stigma during a financial crisis
Day of the week and the cross-section of returns
Volume 129, Issue 3 
Equity issuances and agency costs: The telling story of shareholder approval around the world
Do stocks outperform Treasury bills?
Stocks with extreme past returns: Lotteries or insurance?
Size matters, if you control your junk
Financing as a supply chain: The capital structure of banks and borrowers
Does policy uncertainty affect mergers and acquisitions?
Private equity portfolio company fees
The effect of mortgage securitization on foreclosure and modification
Loan prospecting and the loss of soft information

Volume 129, Issue 2

Extrapolation and bubbles
Spillovers from good-news and other bankruptcies: Real effects and price responses
Warehouse banking
Cyclical investment behavior across financial institutions
Financial intermediation in private equity: How well do funds of funds perform?
Capital gains taxation and the cost of capital: Evidence from unanticipated cross-border transfers of tax base
What makes the bonding stick? A natural experiment testing the legal bonding hypothesis
Non-myopic betas
Tax distortions and bond issue pricing
Market intraday momentum

Volume 129, Issue 1

Term structures of asset prices and returns
When saving is gambling
Flexible prices and leverage
Downside risks and the cross-section of asset returns
Competition, reach for yield, and money market funds
Human capital relatedness and mergers and acquisitions
How does the stock market absorb shocks?
Exploring the sources of default clustering
The effects of media slant on firm behavior

Volume 128, Issue 3

Time varying risk aversion
Cost of experimentation and the evolution of venture capital
Are stock-financed takeovers opportunistic?
Managerial myopia and the mortgage meltdown
Cash flow duration and the term structure of equity returns
Asset pricing with beliefs-dependent risk aversion and learning
Playing favorites: Conflicts of interest in mutual fund management
The unintended consequences of divestment
Are institutional investors with multiple blockholdings effective monitors?

Volume 128, Issue 2 

An intertemporal CAPM with stochastic volatility
Choosing factors
High frequency trading and extreme price movements
Protection of trade secrets and capital structure decisions
Cash windfalls and acquisitions
Bid anticipation, information revelation, and merger gains
Interest rate volatility, the yield curve, and the macroeconomy
The effects of q and cash flow on investment in the presence of measurement error
CEO attributes, compensation, and firm value: Evidence from a structural estimation

Volume 128, Issue 1

Absolving beta of volatility’s effects
Busy directors and firm performance: Evidence from mergers
Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market
Do universal banks finance riskier but more productive firms?
Tradability of output, business cycles and asset prices
Quantitative easing auctions of Treasury bonds
Agnostic fundamental analysis works
The 52-week high, q-theory, and the cross section of stock returns
The customer knows best: The investment value of consumer opinions
Network centrality and delegated investment performance

Volume 127, Issue 3

Alpha or beta in the eye of the beholder: What drives hedge fund flows?
The (dis)advantages of clearinghouses before the Fed
Disagreement about inflation and the yield curve
Resaleable debt and systemic risk
Securitization bubbles: Structured finance with disagreement about default risk
Are overconfident CEOs better leaders? Evidence from stakeholder commitments
The structure of information release and the factor structure of returns
Management sub-advising in the mutual fund industry
Board diversity, firm risk, and corporate policies

Volume 127, Issue 2

Carry
Threat of entry and debt maturity: Evidence from airlines
Four centuries of return predictability
Liquidity risk and maturity management over the credit cycle
Taxation and executive compensation: Evidence from stock options
Employee representation and financial leverage
Leverage constraints and asset prices: Insights from mutual fund risk taking
Belief-free price formation
Belief-free price formation
The consequences of managerial indiscretions: Sex, lies, and firm value

Volume 127, Issue 1

The globalization of angel investments: Evidence across countries
Financial market frictions and diversification
The real effects of credit default swaps
The buyers’ perspective on security design: Hedge funds and convertible bond call provisions
Non-rating revenue and conflicts of interest
Capital gains lock-in and governance choices
The option to quit: The effect of employee stock options on turnover
Pay me now (and later): Pension benefit manipulation before plan freezes and executive retirement
When arm's length is too far: Relationship banking over the credit cycle
Key Words
Keywords
Peer Disclosure
Spillover
Product Market Rivalry
Technology Proximity
Social Media

Managerial ownership
Tobin's q
firm value
liquidity

Global banks
Diversification
Syndicated loans
Financial crisis

Proxy contests
Board interlocks
Career concerns
Corporate governance

Disagreement
Return predictability
PLS
LASSO
Machine learning

contracting institutions
creditor rights
third-party enforcement
Chinese banking

Investor behavior
Experience
Learning
Lotteries
Causal inference
India

Information shocks,
disagreement and
drift

Securities
Credit supply
Bank capital
Monetary policy
Reach for yield

Sustainable finance
Climate change
Green bonds
Impact investing
Corporate sustainability

Earnings announcements
Exogenous shock
Mispricing
Attention
Earnings announcement premium

Impact investing
Contracts
Venture capital
Private equity
Socially responsible investing

Asset pricing
Factor models
Nonparametric measures
Spectral analysis

Asset pricing
Belief differences
Heterogeneous agents
Long-run risk
Recursive preferences

Independent directors
Reputation
Accountability
Personal liability
Director incentives

Fiscal policy
Endogenous growth risk
Asset prices

Stock market concentration

Capital allocation
IPO
Innovation
Economic growth

The electronic evolution of

corporate bond dealers

Stock loans
Securities lending
Short selling
Dividend arbitrage

Oligopoly
Profitability premium
Leadership persistence
Tariff shocks
Price wars
SR.NO.
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 Journal of international money and finance
Issues 110-112 2021
Volume 112
April 2021

Title of Papers
The dynamics of core and periphery in the European monetary union: A new approach
Cross-border mergers and acquisitions for innovation
Offshore EME bond issuance and the transmission channels of global liquidity
Measuring the natural rates of interest of OECD and BRICS economies: A time varying perspective
The effect of market returns and volatility on investment choices in Chile’s defined contribution retirement plan
The relative pricing of sovereign credit risk after the Eurozone crisis
Do EU fiscal rules support or hinder counter-cyclical fiscal policy?
Monetary policy uncertainty and monetary policy surprises
Digitalization, retail trade and monetary policy
Substitution patterns in capital inflows: Evidence from disaggregated capital flow data
Monetary policy spillovers under intermediate exchange rate regimes
Volume 111 march 2021
Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve
What drives the commodity-sovereign risk dependence in emerging market economies?
Fiscal stress and monetary policy stance in oil-exporting countries
What macroeconomic conditions lead financial crises?
Revisiting the political economy of fiscal adjustments
Trade shocks and the shifting landscape of U.S. manufacturing
Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly
Growth-friendly fiscal rules? Safeguarding public investment from budget cuts through fiscal rule design
Designing a global digital currency

Volume 110, february 2021

Recalibration of capital controls: Evidence from the IMF taxonomy

The role of stock-flow adjustment during the global financial crisis
Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy
Comment on “Monetary policy news in the U.S.: Effects on emerging market capital flows”
Foreign-currency exposures and the financial channel of exchange rates: Eroding monetary policy autonomy in small open econ
Centralised or decentralised banking supervision? Evidence from European banks
Attractive and non-attractive currencies
The impact of US monetary policy on managed exchange rates and currency peg regimes
Why are countries’ asset portfolios exposed to nominal exchange rates?

Online first 2021

External debt composition and domestic credit cycles
Cross-Border Bank Funding and Lending in a Monetary Union: Evidence from Slovenia
Mortgage Spreads, Asset Prices, and Business Cycles in Emerging Countries
Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks
Discussion: Monetary Policy Uncertainty and Monetary Policy Surprises
“Is China Fudging its GDP Figures? by John Fernald and Mark Spiegel
Asset Pricing in Monetary Economies
Technological Progress and Monetary Policy: Managing the Fourth Industrial Revolution
Comment on ‘‘Trade Shocks and the Shifting Landscape of U.S. Manufacturing”
The evolution of offshore renminbi trading: 2016 to 2019
Unconventional monetary policy and the portfolio choice of international mutual funds
Portfolio rebalancing in times of stress
Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis
Stock market volatility and jumps in times of uncertainty
Financial stress in lender countries and capital outflows from emerging market economies
Managerial ability premium factor and fund performance
What can commercial property performance reveal about bank valuations?
Ties that bind: Estimating the natural rate of interest for small open economies

Call for papers

JIMF Special Issue Conference on Financial Globalization and De-Globalization: Perspectives and Prospects

Volume 109 december 2020

Is housing collateral important to the business cycle? Evidence from China

Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks
Capital controls spillovers
The evolution of purchasing power parity
Risk, asset pricing and monetary policy transmission in Europe: Evidence from a threshold-VAR approach
The international effects of global financial uncertainty shocks
Sovereign risk and asset market dynamics in the euro area
Household debt, consumption and inequality
Long-run purchasing power parity redux
Online first 2020 december
Does investor sentiment affect bank stability? International evidence from lending behavior
Life after default. Private and official deals

Volume 108
NOVEMBER 2020
Editorial of the special issue on international aspects of economic and policy fragility
Change of monetary regime, contracts, and prices: Lessons from the great depression, 1932–1935
The impact of social capital on economic attitudes and outcomes
Fragility and the effect of international uncertainty shocks
Bank business models as a driver of cross-border activities
The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis
Does multilateral lending aid capital accumulation? Role of intellectual capital and institutional quality
Cross-border investments and uncertainty: Firm-level evidence
Macroprudential and monetary policies: The need to dance the Tango in harmony
Reaching for yield and the diabolic loop in a monetary union
Credit intermediation and the transmission of macro-financial uncertainty: International evidence
Finance and wealth inequality
Sudden stops in the Euro Area: Does monetary union matter?
The relationship between credit ratings and asset liquidity: Evidence from Western European banks

Volume 107 october 2020

Pegxit pressure
The third round of euro area enlargement: Are the candidates ready?
On the (Changing) asymmetry of global spillovers: Emerging markets vs. advanced economies
Global imbalances from a stock perspective: The asymmetry between creditors and debtors
Procyclical leverage in Europe and its role in asset pricing
Sovereign credit risk and global equity fund returns in emerging markets
The interest group theory of banking sector expansion in China: Evidence from a quasi-natural experiment
Legal harmonization, institutional quality, and countries’ external positions: A sectoral analysis
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets
Structural changes and the real exchange rate dynamics
Valuation effect of capital account liberalization: Evidence from the Chinese stock market

Volume 106

Micro data and the exchange rate pass-through to prices and trade
What can online prices teach us about exchange rate pass-through?
Effects of a mandatory local currency pricing law on the exchange rate pass-through
Industry heterogeneity and exchange rate pass-through
Import prices and invoice currency: Evidence from Chile
Estimating the effect of exchange rate changes on total exports
Volume 105
July 2020)
Spillover effects of capital controls on capital flows and financial risk contagion
Inflation and exchange rate pass-through
Information rigidities and exchange rate expectations
Trade, FDI, and Global Imbalances
Worldwide economic recoveries from financial crises through the decades
Reserve accumulation and bank lending: Evidence from Korea

Volume 104
june 2020)
Disguised carry trade and the transmission of global liquidity shocks: Evidence from China’s goods trade data
The impact of regional financial depth on outbound cross-border mergers and acquisitions
Fiscal deficits as a source of boom and bust under a common currency
Money stock versus monetary base in time–frequency exchange rate determination
How post-crisis regulation has affected bank CEO compensation
Do fixers perform worse than non-fixers during global recessions and recoveries?
US stock prices and recency-biased learning in the run-up to the Global Financial Crisis and its aftermath
Loan supply and bank capital: A micro-macro linkage
Does central bank communication signal future monetary policy in a (post)-crisis era? The case of the ECB
Exchange rate forecasting on a napkin
Credit constraints, currency depreciation and international trade
Optimal reserves in financially closed economies
Variable export price elasticity, product quality, and credit constraints: Theory and evidence from Greek firms
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
What drives the FOMC’s dot plots?
Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach
volumn 103

Spread the Word: International spillovers from central bank communication

Sovereign risk evaluation for European Union countries
US monetary policy and global banking flows
Domestically formed international diversification
The currency composition of international portfolio assets
Revisiting the persistence of real exchange rates
Cross-country spillovers from macroprudential regulation: Reciprocity and leakage

Volume 102
Overview: Global safe assets, international reserves, and capital flow
Safe U.S. Assets and U.S. Capital Flows
r* and the global economy
Accumulation of foreign currency reserves and risk-taking
Currency composition of foreign exchange reserves
The currency composition of international reserves, demand for international reserves, and global safe assets
The fundamentals of safe asset
Facing the Quadrilemma: Taylor rules, intervention policy and capital controls in large emerging markets

Volume 101

National culture and the choice of exchange rate regime

Capital controls and foreign exchange market intervention
Granger predictability of oil prices after the Great Recession
Explosive dynamics in house prices? An exploration of financial market spillovers in housing markets around the world
An exorbitant privilege in the first age of international financial integration?
The impact of China’s fiscal and monetary policy responses to the great recession: An analysis of firm-level Chinese data
Does sovereign risk in local and foreign currency differ?

Volume 100
februry 2020
Financial cycles: Characterisation and real-time measurement
Financial development and innovation-led growth: Is too much finance better?
Revisiting the pass-through of exchange rate in the transition economies: New evidence from new EU member states
The role of intermediate goods in international monetary cooperation
Borrowing costs and the role of multilateral development banks: Evidence from cross-border syndicated bank lending

2019 — Volumes 90-99

Volume 99 
The effectiveness of quantitative easing: Evidence from Japan

What do we know about the global financial safety net? A new comprehensive data set
Reserve requirements and capital flows in Latin America
The response of equity prices to monetary policy announcements: Decomposing the announcement day return into cash-flow ne

Do institutional factors influence cross-border portfolio equity flows? New evidence from emerging markets
Liquidity and shadow banking
Why is contagion asymmetric during the European sovereign crisis?

Volume 98 november
A country specific point of view on international diversification
Global downside risk and equity returns
The economic drivers of commodity market volatility
Demographic structures, savings, and international capital flows
Uncovered equity “disparity” in emerging markets
Economic policy uncertainty and dollar-pound exchange rate return volatility

Volume 97  october 2019

The effect of inflation targeting and financial openness on currency composition of sovereign international debt
International spillovers of U.S. financial volatility
Real exchange rate persistence and country characteristics: A global analysis
What drives European Union stock market co-movements?
Stress testing the equity home bias: A turnover analysis of Eurozone markets
Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply
Return asymmetry and the cross section of stock returns
Global value chain participation and current account imbalances

Volume 96 september 2019

Contagion across US and European financial markets: Evidence from the CDS markets
Pricing corporate financial distress: Empirical evidence from the French stock market
Sudden stops of capital flows: Do foreign assets behave differently from foreign liabilities?
Revisiting external imbalances: Insights from sectoral accounts
Inflation targeting and output-inflation tradeoffs
Effectiveness of developed and emerging market FX options in active currency risk management
Carry trades and commodity risk factors
How effective are sovereign bond-backed securities as a spillover prevention device?
Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures
Macro-prudential policies, the global financial cycle and the real exchange rate
Institutional quality and capital inflows: Theory and evidence
Monetary and macroprudential policy coordination among multiple equilibria
The world predictive power of U.S. equity market skewness risk
Exchange rate effects of financial regulations
The role of financial factors for European corporate investment
the commodity cycle: Macroeconomic and financial stability implications – An introduction
Macro policy responses to natural resource windfalls and the crash in commodity prices
Business cycles in an oil economy
Commodity price risk management and fiscal policy in a sovereign default model
The dynamics of investment projects: Evidence from Peru
Volatility risk premia and future commodity returns

Volume 95 july 2019

Price discovery in commodity futures and cash markets with heterogeneous agents
The effect of bank bail-outs in the EU
Stocks and bonds: Flight-to-safety for ever?
Expectation errors in the foreign exchange market
The macroeconomic effects of trade tariffs: Revisiting the Lerner symmetry result
Foreign banks, financial crises and economic growth in Europe
Does anyone listen when politicians talk? The effect of political commentaries on policy rate decisions and expectations
A random walk through Mayfair: Art as a luxury good and evidence from dynamic models
Bank lending technologies and credit availability in Europe: What can we learn from the crisis?
Benchmarks for net international investment positions
The effect of central bank transparency on exchange rate volatility

Volume 94 june 2019

Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
Monetary policy divergence and net capital flows: Accounting for endogenous policy responses
The response of multinationals’ foreign exchange rate exposure to macroeconomic news
The effectiveness of unconventional monetary policy announcements in the euro area: An event and econometric study
How important are the international financial market imperfections for the foreign exchange rate dynamics: A study of the sterl
Short and medium term financial-real cycles: An empirical assessment
A key currency view of global imbalances
Financial deglobalisation in banking?
Credit default swaps as indicators of bank financial distress
The risk premium of gold
Taming the global financial cycle: What role for the global financial safety net?
Euro Area and US external adjustment: The role of commodity prices and Emerging Market shocks
Domestic and external sectoral portfolios: Network structure and balance-sheet contagion
On the global financial market integration “swoosh” and the trilemma
Current account adjustment and retained earnings

Volume 93 May 2019

Financial development, income inequality, and country risk
Macroprudential policy, central banks and financial stability: Evidence from China
Verbal interventions and exchange rate policies: The case of Swiss franc cap
Exchange rate regimes in a liquidity trap
Regime-switching in emerging market business cycles: Interest rate volatility and sudden stops
Banking sector globalization and monetary policy transmission: Evidence from Asian countries
The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs
Monetary policy shocks and foreign investment income: Evidence from a large Bayesian VAR
Optimal monetary and macroprudential policy in a currency union
Asset allocation and investment opportunities in emerging stock markets: Evidence from return asymmetry-based analysis
Effects of capital controls on foreign exchange liquidity
Bond risk premia in a small open economy with volatile capital flows: The case of Korea
International tail risk and World Fear
Uncertainty and cross-border banking flows
International financial integration in a changing policy context – The end of an era?
Legal institutions and fragile financial markets
Does it pay to pay performance fees? Empirical evidence from Dutch pension funds
Inflation-linked public debt in emerging economies
The effects of taxing bank transactions on bank credit and industrial growth: Evidence from Latin America
Corrigendum to “Early 60s is not old enough: Evidence from twenty-one countries' equity fund markets” [J. Int. Money Fin. 92

Volume 92 april 2019

The determinants of the model-free positive and negative volatilities
The IMF and precautionary lending: An empirical evaluation of the selectivity and effectiveness of the Flexible Credit Line
Early 60s is not old enough: Evidence from twenty-one countries’ equity fund markets
Macro-financial linkages: The role of the institutional framework
What is the relation between financial flexibility and dividend smoothing?
Ride the Wild Surf: An investigation of the drivers of surges in capital inflows
Trend inflation and monetary policy regimes in Japan
Current account dynamics under information rigidity and imperfect capital mobility

Volume 91 march 2019

The relationship between international trade and capital flow: A network perspective
The impact of real exchange rate shocks on manufacturing workers: An autopsy from the MORG
The international transmission of monetary policy
How do the Renminbi and other East Asian currencies co-move?
The effects of bank regulation stringency on seasoned equity offering announcements
Accounting for real exchange rates using micro-data
International spillovers of monetary policy through global banks: introduction to the special issue
The inequality-credit nexus
Market reactions to ECB policy innovations: A cross-country analysis
Pricing factors in multiple-term structures from interbank rates
Drivers of systemic risk: Do national and European perspectives differ?
A comparison of nominal and indexed debt under fiscal constraints
Intellectual property rights reform and the cost of corporate deb

Volume 90 february 2019

The role of market expectations in commodity price dynamics: Evidence from oil data
Inflation targeting and the forward bias puzzle in emerging countries
International monetary policy transmission through banks in small open economies
What drives local lending by global banks?
The international transmission of monetary policy through financial centres: Evidence from the United Kingdom and Hong Kon
Financial institutions’ business models and the global transmission of monetary policy
The cross-country impact of ECB policies: Asymmetries in – Asymmetries out?
Modelling portfolio capital flows in a global framework: Multilateral implications of capital controls
International monetary policy spillovers through the bank funding channel
International spillovers of monetary policy: Lessons from Chile, Korea, and Poland
Performance and informed trading. Comparing foreigners, institutions and individuals in an emerging stock market
Incorporating active adjustment into a financing based model of capital structure
The implications of central bank transparency for uncertainty and disagreement
Free trade agreements and market integration: Evidence from South Korea
The impact of the U.S. employment report on exchange rates

Volume 89 december 2018

Bank market power and lending during the global financial crisis
Central bank transparency and the volatility of exchange rates
International spillovers of monetary policy: Evidence from France and Italy
Transmission of monetary policy through global banks: Whose policy matters?
Currency downside risk, liquidity, and financial stability
The portfolio of euro area fund investors and ECB monetary policy announcements
“Risky” monetary aggregates for the UK and US
The effect of skilled emigration on real exchange rates through the wage channel
Cross-border spillovers of monetary policy: What changes during a financial crisis?

Volume 88 november 2018

Fundamentals and exchange rate forecastability with simple machine learning methods
Non-standard monetary policy, asset prices and macroprudential policy in a monetary union
Modeling fluctuations in the global demand for commodities
Gradual learning about shocks and the forward premium puzzle
Sterilized interventions and capital controls
Market power, inflation targeting, and commodity currencies
On the predictability of emerging market sovereign credit spreads
The impact of surges in net private capital inflows on manufacturing, investment, and unemployment
Does transparency pay? Evidence from IMF data transparency policy reforms and emerging market sovereign bond spreads
Fiscal crises

Volume 87 october 2018

Current account dynamics and the housing cycle in Spain
Exchange rate regimes and the international transmission of business cycles: Capital account openness matters
Fiscal devaluation in the Euro area: The role of rigidities, non-tradables, and social security contributions
Quality of government institutions and spreads on sovereign credit default swaps
The impact of uncertainty shocks on the volatility of commodity prices
Regional pull vs global push factors: China and US influence on Asian financial markets
Debt and growth: Is there a constant tipping point?
Sudden stops, financial frictions, and the banking sector
Credit-supply shocks and firm productivity in Italy

Volume 86 september 2018

“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects
Chinese outwards mercantilism – The art and practice of bundling
Are the Fama-French factors really compensation for distress risk?
The eurozone (expected) inflation: An option's eyes view
Dynamics and factors of inflation convergence in the European union
Corporate debt and investment: A firm-level analysis for stressed euro area countries
CEO risk preferences and hedging decisions: A multiyear analysis
Monetary facts revisited
The reality of stock market jumps diversification
Cross-border asset holdings and comovements in sovereign bond markets
Why do firms default on their foreign currency loans? The case of Hungary
The RMB central parity formation mechanism: August 2015 to December 2016
Does a flexible exchange rate regime increase inflation persistence?
The impact of oil-market shocks on stock returns in major oil-exporting countries

Volume 85 july 2018

Conditioning carry trades: Less risk, more return
Trilemma, dilemma and global players
The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions
Do credit rating agencies provide valuable information in market evaluation of sovereign default Risk?
Is individual trading priced in stocks?
U.S. corporate investment and foreign penetration: Imports and inward foreign direct investment
How does financial liberalisation affect the influence of monetary policy on the current account?
Market standards in financial contracting: The Euro’s effect on debt securities

Volume 84 june 2018

Liquidity in the repo market
Regulation and pension fund risk-taking
Regional business cycle synchronization in emerging and developing countries: Regional or global integration? Trade or financ

Volume 83 may 2018

Government debt and growth: The role of liquidity
External shocks, financial volatility and reserve requirements in an open economy
Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy
Revisiting the bi-directional causality between debt and growth: Evidence from linear and nonlinear tests
Friends without benefits? New EMU members and the “Euro Effect” on trade
Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/p

Volume 82 april 2018

Unobservable country bond premia and fragmentation
International risk sharing and financial shocks
Systemic risk and bank size
Oil prices and inflation dynamics: Evidence from advanced and developing economies
Surges of international fund flows
International money supply and real estate risk premium: The case of the London office market

Volume 81 march 2018

Anticipated versus unanticipated terms of trade shocks and the J-curve phenomenon
Measuring the international dimension of output volatility
Private information, capital flows, and exchange rates
Factors of the term structure of sovereign yield spreads
Do European banks with a covered bond program issue asset-backed securities for funding?
Transition and capital misallocation: the Chinese case
The distance effect in banking and trade
Big fish in small banking ponds? Cost advantage and foreign affiliate presence
Inflation targeting and exchange rate management in less developed countries
Margins of imports, forward-looking firms, and exchange rate movements
Macroprudential policy and bank risk
Writing off sovereign debt: Default and recovery rates over the cycle
Assessing the predictive ability of sovereign default risk on exchange rate returns

Volume 80 february 2018

Income inequality, equities, household debt, and interest rates: Evidence from a century of data
Liquidity provision as a monetary policy tool: The ECB’s non-standard measures after the financial crisis
Reduced cross-border lending and financing costs of SMEs
Information demand and stock return predictability
Did the reform fix the London fix problem?
(By Aqsa, Batch: BBA-38, Reg No: 5207-FMS/BBA/S18)

Key Words
issues of 2020 100-109
t rate news, and risk premium news