Robert P. Flood : Citation Profile


Are you Robert P. Flood?

International Monetary Fund (IMF)
University of Notre Dame

24

H index

31

i10 index

2769

Citations

RESEARCH PRODUCTION:

41

Articles

44

Papers

2

Chapters

RESEARCH ACTIVITY:

   29 years (1977 - 2006). See details.
   Cites by year: 95
   Journals where Robert P. Flood has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 30 (1.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfl25
   Updated: 2021-02-20    RAS profile: 2009-06-09    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert P. Flood.

Is cited by:

Taylor, Mark (39)

Obstfeld, Maurice (33)

Sarno, Lucio (32)

McCallum, Bennett (24)

Rose, Andrew (24)

Chinn, Menzie (23)

Jeanne, Olivier (20)

Bordo, Michael (19)

MacDonald, Ronald (19)

Cheung, Yin-Wong (19)

Vegh, Carlos (19)

Cites to:

Obstfeld, Maurice (31)

Garber, Peter (26)

Rogoff, Kenneth (17)

Jeanne, Olivier (12)

Shiller, Robert (12)

Krugman, Paul (9)

Dornbusch, Rüdiger (9)

Barro, Robert (9)

Hodrick, Robert (9)

Salant, Stephen (9)

Sargent, Thomas (8)

Main data


Where Robert P. Flood has published?


Journals with more than one article published# docs
Journal of International Economics7
Journal of Monetary Economics5
Journal of International Money and Finance3
Journal of Political Economy3
International Economic Review2
Carnegie-Rochester Conference Series on Public Policy2
Journal of Economic Dynamics and Control2
Open Economies Review2
European Economic Review2
Economics Letters2

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)4
IMF Working Papers / International Monetary Fund2

Recent works citing Robert P. Flood (2021 and 2020)


YearTitle of citing document
2020Global impact of loss of confidence in Asian emerging markets. (2020). Fernando, Roshen. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1907-1927.

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2020Debt and Financial Crises. (2020). Koh, Wee Chian ; Kose, Ayhan ; Nagle, Peter ; Ohnsorge, Franziska ; Sugawara, Naotaka. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14442.

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2020Monetary policy and the stock market in the euro area. (2002). MORANA, CLAUDIO ; Cassola, N.. In: Working Paper Series. RePEc:ecb:ecbwps:20020119.

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2020Disagreement with procyclical beliefs and asset pricing. (2020). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302621.

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2020Stationary bubble equilibria in rational expectation models. (2020). Monfort, Alain ; Jasiak, J ; Gourieroux, C. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:714-735.

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2020Regime switching in the present value models: A backward-solving method. (2020). Chung, Keunsuk ; Kim, Jan R. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830881x.

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2020Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes. (2020). Kedar-Levy, Haim. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418118302428.

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2020Is full banking integration desirable?. (2020). Tortosa-Ausina, Emili ; Peiro-Palomino, Jesus ; Arribas, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301887.

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2020Explosive dynamics in house prices? An exploration of financial market spillovers in housing markets around the world. (2020). Martínez García, Enrique ; Grossman, Valerie ; Martinez-Garcia, Enrique. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:101:y:2020:i:c:s0261560618305813.

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2020Pegxit pressure. (2020). Pina, Gonalo ; Mitchener, Kris James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301479.

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2021The impact of US monetary policy on managed exchange rates and currency peg regimes. (2021). Roevekamp, Ingmar . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302229.

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2020What a network measure can tell us about financial interconnectedness and output volatility. (2020). Corbett, Jenny ; Xu, Ying. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:58:y:2020:i:c:s0889158320300423.

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2020Testing for multiple bubbles in the copper price: Periodically collapsing behavior. (2020). Wang, Xiao-Qing ; Su, Chi-Wei ; Lobon, Oana-Ramona ; Moldovan, Nicoleta-Claudia ; Tao, Ran ; Zhu, Haotian. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719301825.

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2020A new & simple model of currency crisis: Bifurcations and the emergence of a bad equilibrium. (2020). Gangopadhyay, Partha. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119316255.

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2020Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union. (2020). Krištoufek, Ladislav ; Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300698.

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2020A new mechanism for anticipating price exuberance. (2020). Moreira, Afonso M ; Martins, Luis F. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:199-221.

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2020A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037.

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2020Exchange Rate Regime and Economic Growth in Asia: Convergence or Divergence. (2020). Hoang, Nga Thi ; Ha, Dao Thi-Thieu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:1:p:9-:d:304962.

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2020China’s Housing Booms: A Challenge to Bubble Theory. (2020). Aveline-Dubach, Natacha. In: Post-Print. RePEc:hal:journl:halshs-02963810.

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2020Commodity Price Volatility, External Debt and Exchange Rate Regimes. (2020). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj Kumar. In: Working Papers. RePEc:hal:wpaper:hal-03078951.

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2020Debt and Financial Crises. (2020). Koh, Wee Chian ; Kose, Ayhan ; Nagle, Peter S ; Sugawara, Naotaka ; Ohnsorge, Franziska L. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2001.

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2020What Keeps Stablecoins Stable?. (2020). Lyons, Richard ; Viswanath-Natraj, Ganesh. In: NBER Working Papers. RePEc:nbr:nberwo:27136.

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2020When the penny doesnt drop - Macroeconomic tail risk and currency crises. (2020). Gai, Prasanna ; Duley, Chanelle. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:520.

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2020Volatility Spillover and International Contagion of Housing Bubbles. (2020). Ouedraogo, Ernest ; Rherrad, Imad ; Akakpo, Koffi ; Bago, Jean-Louis. In: MPRA Paper. RePEc:pra:mprapa:100098.

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2020An Empirical Test of Real Exchange Rate Overshooting in Selected African Countries. (2020). Eita, Joel ; Choga, Ireen ; Khumalo, Zitsile Zamantungwa. In: MPRA Paper. RePEc:pra:mprapa:101303.

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2021Impact of Commodity Price Volatility on External Debt: The Role of Exchange Rate Regimes. (2021). Vespignani, Joaquin ; Raghavan, Mala ; Majumderad, Monoj Kumar. In: MPRA Paper. RePEc:pra:mprapa:105269.

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2020La comunicazione della Banca Centrale dei Caraibi Orientali: un?analisi testuale (On the communication of the Eastern Caribbeans Central Bank: A textual analysis). (2020). Caterini, Giacomo. In: Moneta e Credito. RePEc:psl:moneta:2020:14.

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2020.

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2020.

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2020.

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2021.

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2020Commodity price volatility, external debt and exchange rate regimes. (2020). Vespignani, Joaquin ; Raghavan, Mala ; Majumder, Monoj. In: Working Papers. RePEc:tas:wpaper:35464.

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2020Debt and Financial Crises. (2020). Ohnsorge, Franziska ; Koh, Wee Chian ; Kose, Ayhan ; Sugawara, Naotaka ; Oliver, Peter Stephen. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9116.

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Works by Robert P. Flood:


YearTitleTypeCited
1982Activist Policy in the Open Economy. In: American Economic Review.
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article0
1990On Testing for Speculative Bubbles. In: Journal of Economic Perspectives.
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article148
1986 Asset Price Volatility, Bubbles, and Process Switching. In: Journal of Finance.
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article37
1986Asset Price Volatility, Bubbles, and Process Switching.(1986) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
1995Reserve Cycles. In: Cambridge Working Papers in Economics.
[Citation analysis]
paper0
1977Growth, Prices, and the Balance of Payments. In: Canadian Journal of Economics.
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article1
1994Fixes: Of the Forward Discount Puzzle In: CEPR Discussion Papers.
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paper94
1994Fixes: Of The Forward Discount Puzzle.(1994) In: NBER Working Papers.
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This paper has another version. Agregated cites: 94
paper
1996Fixes: Of the Forward Discount Puzzle..(1996) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 94
article
1998Understanding Exchange Rate Volatility Without the Contrivance of Macroeconomics In: CEPR Discussion Papers.
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paper101
1999Understanding Exchange Rate Volatility without the Contrivance of Macroeconomics..(1999) In: Economic Journal.
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This paper has another version. Agregated cites: 101
article
2000An Interest Rate Defence of a Fixed Exchange Rate? In: CEPR Discussion Papers.
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paper64
2005An interest rate defense of a fixed exchange rate?.(2005) In: Journal of International Economics.
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This paper has another version. Agregated cites: 64
article
2001Uncovered Interest Parity in Crisis: The Interest Rate Defence in the 1990s In: CEPR Discussion Papers.
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paper11
2003Financial Integration: A New Methodology and an Illustration In: CEPR Discussion Papers.
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paper14
2003Financial Integration: A New Methodology and an Illustration.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 14
paper
2005Financial Integration: A New Methodology And An Illustration.(2005) In: Journal of the European Economic Association.
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This paper has another version. Agregated cites: 14
article
2004Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk In: CEPR Discussion Papers.
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paper1
2004Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 1
paper
1993Fixing Exchange Rates: A Virtual Quest for Fundamentals In: CEPR Discussion Papers.
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paper376
1995Fixing exchange rates A virtual quest for fundamentals.(1995) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 376
article
1992Fixing Exchange Rates: A Virtual Quest for Fundamentals..(1992) In: Stockholm - International Economic Studies.
[Citation analysis]
This paper has another version. Agregated cites: 376
paper
1993Fixing Exchange Rates: A Virtual Quest for Fundamentals.(1993) In: NBER Working Papers.
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This paper has another version. Agregated cites: 376
paper
1983A Model of Stochastic Process Switching. In: Econometrica.
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article59
1982A model of stochastic process switching.(1982) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 59
paper
1981A Model of Stochastic Process Switching.(1981) In: NBER Working Papers.
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This paper has another version. Agregated cites: 59
paper
1991An empirical exploration of exchange-rate target-zones In: Carnegie-Rochester Conference Series on Public Policy.
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article87
1990An Empirical Exploration of Exchange Rate Target-Zones.(1990) In: NBER Working Papers.
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This paper has another version. Agregated cites: 87
paper
1993Why have a target zone?: A comment In: Carnegie-Rochester Conference Series on Public Policy.
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article0
1997The size and timing of devaluations in capital-controlled economies In: Journal of Development Economics.
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article7
1983On the equivalence of solutions in rational expectations models In: Journal of Economic Dynamics and Control.
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article9
1984Multi-country tests for price level bubbles In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article10
1978Backward looking and forward looking solutions to monetary models of inflation with rational expectations In: Economics Letters.
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article0
1988Determinants of the spread in a two-tier foreign exchange market In: Economics Letters.
[Full Text][Citation analysis]
article0
1982Real exchange rate overshooting and the output cost of bringing down inflation by Buiter and Miller In: European Economic Review.
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article0
1982Real exchange rate overshooting and the output cost of bringing down inflation by Buiter and Miller.(1982) In: European Economic Review.
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This paper has another version. Agregated cites: 0
article
1984Collapsing exchange-rate regimes : Some linear examples In: Journal of International Economics.
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article572
1986Real aspects of exchange rate regime choice with collapsing fixed rates In: Journal of International Economics.
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article30
1985Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates.(1985) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
1996Collapsing exchange rate regimes: Another linear example In: Journal of International Economics.
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article59
1995Collapsing Exchange Rate Regimes: Another Linear Example.(1995) In: NBER Working Papers.
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This paper has another version. Agregated cites: 59
paper
1998Reserve and exchange rate cycles In: Journal of International Economics.
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article3
2000Self-fulfilling risk predictions:: an application to speculative attacks In: Journal of International Economics.
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article32
1978Exchange rate expectations in dual exchange markets In: Journal of International Economics.
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article12
2004A model of the joint distribution of banking and currency crises In: Journal of International Money and Finance.
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article5
2005Purchasing power parity and the theory of general relativity: the first tests In: Journal of International Money and Finance.
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article46
1983Exchange-rate regimes in transition: Italy 1974 In: Journal of International Money and Finance.
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article3
1981Exchange-rate regimes in transition: Italy 1974.(1981) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 3
paper
1983Process consistency and monetary reform : Some further evidence In: Journal of Monetary Economics.
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article0
1978Bank credit, money and inflation in open economics : Michele Frattianni and Karel Tavernier, eds., supplement to kredit und kapital heft 3 (Duncker & Humblot, Berlin, 1976) 624, DM 78 In: Journal of Monetary Economics.
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article0
2005Estimating the expected marginal rate of substitution: A systematic exploitation of idiosyncratic risk In: Journal of Monetary Economics.
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article11
1980A pitfall in estimation of models with rational expectations In: Journal of Monetary Economics.
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article9
1981Gold monetization and gold discipline In: International Finance Discussion Papers.
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paper74
1980Gold Monetization and Gold Discipline.(1980) In: NBER Working Papers.
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This paper has another version. Agregated cites: 74
paper
1984Gold Monetization and Gold Discipline..(1984) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 74
article
1990Is the EMS the perfect fix? An empirical exploration of exchange rate target zones In: International Finance Discussion Papers.
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paper8
1979Capital Mobility and the Choice of Exchange Rate System. In: International Economic Review.
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article27
1984Exchange Rate and Price Dynamics with Asymmetric Information. In: International Economic Review.
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article0
1999Perspectives on the Recent Currency Crisis Literature. In: International Journal of Finance & Economics.
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article231
1998Perspectives on the Recent Currency Crisis Literature.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 231
paper
1998Self-Fulfilling Risk Predictions; An Application to Speculative Attacks In: IMF Working Papers.
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paper3
1998Perspectiveson the Recent Currency Crisis Literature In: IMF Working Papers.
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paper95
2006Stock Prices, Output and the Monetary Regime In: Open Economies Review.
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article0
1996Economic models of speculative attacks and the drachma crisis of May 1994 In: Open Economies Review.
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article4
1985Exchange Rate Dynamics, Sticky Prices and the Current Account. In: Journal of Money, Credit and Banking.
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article8
1996Exchange Rate Economics: Whats Wrong with the Conventional Macro Approach? In: NBER Chapters.
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chapter61
2000Is Launching the Euro Unstable in the Endgame? In: NBER Chapters.
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chapter5
1980The Transmission of Disturbances under Alternative Exchange-Rate Regimeswith Optimal Indexing In: NBER Working Papers.
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paper5
1981Explanations of Exchange Rate Volatility and Other Empirical Regularities in Some Popular Models of the Foreign Exchange Market In: NBER Working Papers.
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paper9
1981Process Consistency and Monetary Reform: Further Evidence and Implications In: NBER Working Papers.
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paper0
1981A Systematic Banking Collapse in a Perfect Foresight World In: NBER Working Papers.
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paper6
1982Two Notes on Indeterminacy Problems In: NBER Working Papers.
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paper2
1983Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle In: NBER Working Papers.
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paper9
1986Money and the Open Economy Business Cycle: A Flexible Price Model In: NBER Working Papers.
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paper1
1986An Evaluation of Recent Evidence on Stock Market Bubbles In: NBER Working Papers.
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paper14
1988Monetary Policy Strategies In: NBER Working Papers.
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paper32
1988Asset Prices and Time-Varying Risk In: NBER Working Papers.
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paper1
1989Testable Implications of Indeterminacies in Models with Rational Expectations In: NBER Working Papers.
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paper3
1989The Linkage Between Speculative Attack and Target Zone Models of Exchange Rates In: NBER Working Papers.
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paper78
1989Simple Rules, Discretion and Monetary Policy In: NBER Working Papers.
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paper6
1989Risk Neutrality and the Two-Tier Foreign Exchange Market: Evidence from Belgium In: NBER Working Papers.
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paper0
1991Speculative Attacks and Models of Balance-of-Payments Crises In: NBER Working Papers.
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paper38
1994Issues Concerning Nominal Anchors for Monetary Policy In: NBER Working Papers.
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paper14
1994The Size and Timing of Devaluations in Capital-Controlled Developing Countries In: NBER Working Papers.
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paper8
1996Speculative Attacks: Fundamentals and Self-Fulfilling Prophecies In: NBER Working Papers.
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paper35
1980An Economic Theory of Monetary Reform. In: Journal of Political Economy.
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article29
1980Market Fundamentals versus Price-Level Bubbles: The First Tests. In: Journal of Political Economy.
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article162

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