Journal of International Money and Finance最新文献

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Your fear is (partly) mine: the role of non-VIX volatility in forecasting regional stock market volatility using interpretable machine learning 你的担忧（在一定程度上）也是我的担忧：利用可解释的机器学习，非vix波动率在预测地区股市波动中的作用

IF 3.3 2区经济学 Q2 BUSINESS, FINANCE

Journal of International Money and Finance

Pub Date : 2025-11-06 DOI: 10.1016/j.jimonfin.2025.103467

Lingbing Feng , Jingyi Shi , Ali M. Kutan

We extend earlier work on the information content of the US implied volatility index (VIX) in cross-market forecasting by providing evidence on the information content of several non-VIX market volatility indexes on local and regional stock market volatility. To do so, we employ dynamic automated machine learning models to examine their forecasting performance and spillover effects by considering four advanced markets (the US, Germany, Japan, and Hong Kong) and two emerging markets (China and India). The sample includes five-minute high-frequency data from March 2, 2015, to March 1, 2024. The results show that (1) the local volatility index has the most significant forecasting effect on the local stock market, particularly during periods of market stability; (2) the VIX has significant forecasting spillover effects, but its forecasting role is weaker in the two emerging markets than in the developed markets; (3) after the outbreak of the COVID-19 pandemic, the predictability of the US (Chinese) stock market declined (increased) and the information content of the reconstructed Chinese market implied volatility index (CVIX) rose significantly, surpassing the role of VIX; and (4) the spillover effect is asymmetric, and the intensity of cross-market contagion is greater during market turbulence, especially in developed markets with significant resonance effects. The findings are useful for investors and managers in managing portfolio risks and designing investment strategies across regions and markets and have significant implications for policy makers and central banks as they implement effective financial stability policies to deal with the transmission of non-VIX volatility spillovers to national stock markets.

我们扩展了早期关于美国隐含波动率指数（VIX）在跨市场预测中的信息含量的工作，提供了几个非VIX市场波动率指数对本地和区域股市波动率的信息含量的证据。为此，我们采用动态自动机器学习模型，通过考虑四个发达市场（美国、德国、日本和香港）和两个新兴市场（中国和印度），来检验它们的预测性能和溢出效应。样本包括2015年3月2日至2024年3月1日的5分钟高频数据。结果表明：(1)地方波动率指数对地方股市的预测效果最为显著，特别是在市场稳定时期；(2) VIX具有显著的预测溢出效应，但其在两个新兴市场的预测作用弱于发达市场；(3)新冠肺炎疫情爆发后，美国（中国）股市的可预测性下降（上升），重构中国市场隐含波动率指数（CVIX）的信息含量显著上升，超越了VIX的作用；(4)溢出效应是不对称的，在市场动荡期间，跨市场传染的强度更大，特别是在共振效应显著的发达市场。研究结果对投资者和管理者在管理投资组合风险和设计跨地区和市场的投资策略方面很有帮助，对政策制定者和央行在实施有效的金融稳定政策以应对非vix波动溢出效应向国家股市的传导时具有重要意义。

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引用次数: 0

Does the uncovered interest parity hold better in korea? 未公开的利率平价在韩国是否更适用？

IF 3.3 2区经济学 Q2 BUSINESS, FINANCE

Journal of International Money and Finance

Pub Date : 2025-11-06 DOI: 10.1016/j.jimonfin.2025.103470

Joonyoung Hur , Kwanho Shin

In this paper, we observe that while the Uncovered Interest Parity (UIP) condition in Korea was frequently violated until the end of the Global Financial Crisis (GFC), it has increasingly been upheld in more recent years. Using a time-varying coefficient vector autoregressive (TVC-VAR) model, we provide explanations for this finding. First, the impact of global risk shocks, proxied by exogenous increases in the VIX index, on the UIP premium has decreased since the Global Financial Crisis, contributing to the resurgence of the UIP condition. Second, while the exchange rate becomes less responsive to global risk shocks over time, it shows increased sensitivity to shocks in the interest rate differential. This heightened responsiveness has more immediately narrowed the deviations from the UIP condition. In addition, our findings highlight that high global risk around the GFC led to significant short-run capital outflows. Conversely, in the period following the mid-2010s, such capital outflows have not been significant in response to rises in the VIX. This reversal indicates a notable change in the dynamics of global risk impacts on Korea’s financial flows.

在本文中，我们观察到，尽管在全球金融危机（GFC）结束之前，韩国的未披露利率平价（UIP）条件经常被违反，但近年来它越来越多地得到维护。使用时变系数向量自回归（TVC-VAR）模型，我们为这一发现提供了解释。首先，自全球金融危机以来，以波动率指数外源性上升为代表的全球风险冲击对UIP溢价的影响有所下降，这有助于UIP状况的复苏。其次，随着时间的推移，汇率对全球风险冲击的反应越来越弱，但它对利差冲击的敏感度却越来越高。这种提高的响应能力更迅速地缩小了与UIP条件的偏差。此外，我们的研究结果强调，全球金融危机的高风险导致了大量的短期资本外流。相反，在2010年代中期之后的一段时间里，这种资本外流对波动率指数上升的反应并不明显。这种逆转表明，全球风险对韩国资金流动的影响发生了显著变化。

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引用次数: 0

Mind the tone: Responses of inflation expectations to central bankers’ speeches 注意语气：通胀预期对央行官员讲话的回应

IF 3.3 2区经济学 Q2 BUSINESS, FINANCE

Journal of International Money and Finance

Pub Date : 2025-11-05 DOI: 10.1016/j.jimonfin.2025.103452

Dooyeon Cho , Jaehun Jung

This study investigates the effect of central bank communications, measured as the tone of U.S. central bankers’ speeches extracted with FinBERT, a domain-specific large language model, on inflation expectations among market participants across business cycle phases. Our analysis shows that communication tone has asymmetric effects depending on the state of the economy. During expansions, a positive tone raises inflation expectations, whereas during downturns its effects are muted, consistent with evidence that households respond primarily to Delphic signals, informational updates about future inflation, rather than to Odyssean signals that convey policy commitments. We also find that an asset purchase shock significantly influences inflation expectations, while other monetary policy measures do not. Overall, our results suggest that the tone of central bank communications, including speeches by central bank officials beyond those of the Federal Reserve Bank chair alone, can serve as a potent policy instrument, particularly in shaping expectations during expansions.

本研究调查了中央银行沟通的影响，以FinBERT（一个特定领域的大型语言模型）提取的美国中央银行行长讲话的语气来衡量，对市场参与者在商业周期阶段的通胀预期。我们的分析表明，沟通语气具有不对称的影响，这取决于经济状况。在经济扩张期间，积极的基调会提高通胀预期，而在经济低迷时期，其影响则会减弱，这与证据一致，即家庭主要对德尔菲信号（有关未来通胀的信息更新）做出反应，而不是对传达政策承诺的奥德赛信号做出反应。我们还发现，资产购买冲击会显著影响通胀预期，而其他货币政策措施则不会。总体而言，我们的研究结果表明，央行沟通的语气，包括央行官员在美联储主席讲话之外的讲话，可以作为一种强有力的政策工具，特别是在经济扩张期间塑造预期方面。

引用次数: 0

Forecasting stock return: The role of idiosyncratic asymmetry risk 股票收益预测：特质不对称风险的作用

IF 3.3 2区经济学 Q2 BUSINESS, FINANCE

Journal of International Money and Finance

Pub Date : 2025-10-30 DOI: 10.1016/j.jimonfin.2025.103464

Yakun Liu , Yan Chen , Lei Zhang , Xi Deng

This paper introduces a novel methodology for quantifying return asymmetry. Our investigation yields two principal findings. First, through nonparametric testing, we establish that our proposed measure demonstrates enhanced testing efficiency relative to conventional third-order skewness. Second, our analysis reveals that the proposed asymmetry metric serves as a robust predictor of cross-sectional equity returns. Consistent with theoretical predictions in the extant literature, we document a negative relationship between return asymmetry and subsequent stock performance. Our empirical evidence suggests that the cross-sectional pricing power of the asymmetric measure can be partially attributed to mispricing and arbitrage constraints. Moreover, we find that the asymmetric risk premium in the Chinese stock market is approximately twice the magnitude observed in the U.S. market.

本文介绍了一种量化收益不对称的新方法。我们的调查有两个主要发现。首先，通过非参数检验，我们确定了我们提出的测量相对于传统的三阶偏度具有更高的测试效率。其次，我们的分析表明，所提出的不对称指标是横截面股权回报的稳健预测指标。与现有文献的理论预测一致，我们记录了回报不对称与随后的股票表现之间的负相关关系。我们的经验证据表明，不对称措施的横截面定价权可以部分归因于错误定价和套利约束。此外，我们发现中国股市的不对称风险溢价大约是美国市场的两倍。

引用次数: 0

Risky firms and fragile banks: implications for macroprudential policy 高风险公司和脆弱银行：对宏观审慎政策的启示

IF 3.3 2区经济学 Q2 BUSINESS, FINANCE

Journal of International Money and Finance

Pub Date : 2025-10-30 DOI: 10.1016/j.jimonfin.2025.103451

Tommaso Gasparini , Vivien Lewis , Stéphane Moyen , Stefania Villa

Increases in firm default risk raise the default probability of banks while decreasing output and prices in US data. To rationalize the empirical evidence, we analyze firm risk shocks in a New Keynesian model where entrepreneurs and banks engage in a loan contract and both are subject to default risk. Corporate defaults lead to losses on banks’ balance sheets. A highly leveraged banking sector exacerbates the contractionary effects of firm defaults. We estimate the parameters of the model by matching VAR impulse responses of firm and bank risk, output, prices and the policy rate to a range of shocks – firm risk, demand, technology and monetary policy. Our model performs well at replicating the observed dynamics, making it suitable for policy analysis. We show that high minimum capital requirements jointly implemented with a countercyclical capital buffer are effective in dampening the adverse consequences of firm risk shocks.

企业违约风险的增加提高了银行的违约概率，同时降低了美国数据中的产出和价格。为了使经验证据合理化，我们在企业家和银行参与贷款合同的新凯恩斯模型中分析了企业风险冲击，两者都面临违约风险。企业违约会导致银行资产负债表上的损失。高度杠杆化的银行业加剧了企业违约的收缩效应。我们通过将企业和银行风险、产出、价格和政策利率的VAR脉冲响应与一系列冲击（企业风险、需求、技术和货币政策）相匹配来估计模型的参数。我们的模型在复制观察到的动态方面表现良好，使其适合于政策分析。我们表明，高最低资本要求与逆周期资本缓冲共同实施，有效地抑制了企业风险冲击的不利后果。

引用次数: 0

Yes! uncovered interest parity does hold in the long run 是的!长期来看，未覆盖的利率平价确实成立

IF 3.3 2区经济学 Q2 BUSINESS, FINANCE

Journal of International Money and Finance

Pub Date : 2025-10-29 DOI: 10.1016/j.jimonfin.2025.103455

Richard T. Baillie , George Kapetanios , Kun Ho Kim

There is clear evidence from many previous studies that UIP does not hold with monthly data. However, a recent study by Baillie, Diebold, Kapetanios, Kim and Mora (2025) advocated the “Durbin" regression approach to modeling time series regressions. This paper extends the application of that approach and finds strong evidence that information contained in lagged spot and forward exchange rates indicates that UIP is valid over long horizons. This evidence is based on heavily traded 30 day forward markets and avoids dealing with long term bonds and HAC robust standard errors. The evidence is important in confirming the validity of the long-run international Fisher condition, which is a vital cornerstone of international finance.

许多先前的研究都有明确的证据表明，UIP并不适用于月度数据。然而，Baillie, Diebold, Kapetanios， Kim和Mora（2025）最近的一项研究主张使用“Durbin”回归方法来建模时间序列回归。本文扩展了该方法的应用，并发现了强有力的证据，即滞后的现货和远期汇率中包含的信息表明，UIP在长期范围内是有效的。这一证据是基于交易量很大的30天远期市场，并避免了处理长期债券和HAC稳健的标准误差。这些证据对于确认长期国际费雪条件的有效性具有重要意义，而费雪条件是国际金融的重要基石。

引用次数: 0

Global monetary policy spillovers: conference summary 全球货币政策溢出效应：会议摘要

IF 3.3 2区经济学 Q2 BUSINESS, FINANCE

Journal of International Money and Finance

Pub Date : 2025-10-27 DOI: 10.1016/j.jimonfin.2025.103454

Matthieu Bussière , Guillaume Horny , Mark M. Spiegel

Monetary policy operates through several channels, including through the external sector. As a result, domestic monetary policy decisions may have significant global spillover effects, with far reaching macroeconomic and financial stability considerations. This article outlines key lessons from the papers presented during the conference.

货币政策通过多种渠道发挥作用，包括通过外部部门。因此，国内货币政策决定可能具有重大的全球溢出效应，具有深远的宏观经济和金融稳定考虑。本文概述了会议期间提交的论文的主要经验教训。

引用次数: 0

Foreign exchange intervention and financial stability 外汇干预与金融稳定

IF 3.3 2区经济学 Q2 BUSINESS, FINANCE

Journal of International Money and Finance

Pub Date : 2025-10-25 DOI: 10.1016/j.jimonfin.2025.103439

Pierre-Richard Agénor , Timothy P. Jackson , Luiz A. Pereira da Silva

The effects of sterilized intervention are studied in a model with financial frictions. The central bank operates a managed float and issues sterilization bonds. In contrast with most of the existing literature, these bonds are held only by banks, and are imperfect substitutes for loans. The model is parameterized and used to study optimal policy responses to capital inflows associated with a transitory shock to world interest rates. The results show that sterilized intervention can be expansionary due to a bank portfolio channel and may exacerbate risks to financial stability. Full sterilization is optimal only when that channel is absent. The optimal degree of intervention is more aggressive when the central bank can choose simultaneously the degree of sterilization; in that sense, and conditional on intervention taking place, the instruments are complements. When the central bank’s objective function also accounts for the implicit cost of sterilization, and concerns with that cost are sufficiently high, intervention and sterilization can be substitutes—independently of whether exchange rate and financial stability considerations also matter for policymakers.

在一个有金融摩擦的模型中研究了消毒干预的效果。央行实行有管理的浮动汇率制度，并发行冲销债券。与大多数现有文献不同的是，这些债券仅由银行持有，是贷款的不完美替代品。该模型被参数化，并用于研究与全球利率暂时冲击相关的资本流入的最佳政策反应。结果表明，由于银行投资组合渠道的存在，冲销干预可能具有扩张性，并可能加剧金融稳定风险。只有当该通道不存在时，完全灭菌才是最佳的。当央行可以同时选择冲销程度时，最优干预程度更为激进；从这个意义上说，并以进行干预为条件，这些工具是互补的。当央行的目标函数也考虑了冲销的隐性成本，并且对该成本的担忧足够高时，干预和冲销就可以成为替代品——独立于汇率和金融稳定考虑是否对政策制定者也很重要。

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引用次数: 0

The path to currency internationalization: Insights from the Chinese renminbi 货币国际化之路：来自中国人民币的洞察

IF 3.3 2区经济学 Q2 BUSINESS, FINANCE

Journal of International Money and Finance

Pub Date : 2025-10-25 DOI: 10.1016/j.jimonfin.2025.103449

Minkyu Son

What matters for a currency to gain an international status? To explore this question, we examine the evolving role of the Chinese renminbi (RMB) in trade invoicing over 2003–2021 and the factors contributing to its heterogeneity using detailed trade data for Korea, China’s largest trading partner. China’s policy reform in 2009, permitting cross-border RMB settlement, boosted RMB invoicing in Korean exports particularly to China, but the US dollar’s existing dominance in trade with China impeded the expansion of RMB. Our study also finds that opening a direct FX market for RMB in 2014 further stimulated RMB usage in exports to non-Chinese destinations. This effect was more pronounced in destination countries with close trade ties or currency swap lines with China, and in exporting industries using more RMB-denominated inputs. These findings highlight the complementarity between a country’s economic fundamentals and government policies in internationalizing its currency.

一种货币获得国际地位的关键是什么？为了探讨这个问题，我们使用中国最大的贸易伙伴韩国的详细贸易数据，研究了2003-2021年人民币在贸易发票中的演变作用，以及导致其异质性的因素。我们的研究还发现，2014年人民币直接外汇市场的开放进一步刺激了人民币对非中国目的地出口的使用。在与中国有密切贸易关系或货币互换额度的目的地国，以及使用更多人民币计价投入的出口行业，这种影响更为明显。这些发现突出了一个国家的经济基本面和政府在货币国际化方面的政策之间的互补性。

引用次数: 0

The risk and reward of investing 投资的风险和回报

IF 3.3 2区经济学 Q2 BUSINESS, FINANCE

Journal of International Money and Finance

Pub Date : 2025-10-24 DOI: 10.1016/j.jimonfin.2025.103453

Ronald Doeswijk, Laurens Swinkels

We examine the risks and rewards of investing by constructing a comprehensive market portfolio valued at $150 trillion in global assets and spanning 1970–2022 at a monthly frequency. The monthly frequency allows for a more accurate estimate of investment risks compared to previous studies. Although the Sharpe ratio of the global market portfolio is not much higher than that of equities, it is much more stable over time. In addition, the drawdowns of the global market portfolio are less deep and shorter. When the market portfolio is expressed in currencies other than the U.S. dollar, risks of investing appear larger.

我们通过构建一个价值150万亿美元的全球资产的综合市场投资组合，以每月的频率检查投资的风险和回报。与以前的研究相比，每月的频率可以更准确地估计投资风险。尽管全球市场投资组合的夏普比率并不比股票高多少，但随着时间的推移，它要稳定得多。此外，全球市场投资组合的下跌幅度较小，时间也较短。当市场投资组合以美元以外的货币表示时，投资风险似乎更大。

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全部化学•材料生命科学医学物理工程技术环境•农林材料科学地球科学法学管理学化学环境科学与生态学计算机科学教育学经济学农林科学人文科学生物学数学物理与天体物理心理学综合性期刊其他工业工程理学历史学农学文学信息工程

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