Robert P. Flood : Citation Profile


Are you Robert P. Flood?

International Monetary Fund (IMF)
University of Notre Dame

25

H index

34

i10 index

2752

Citations

RESEARCH PRODUCTION:

41

Articles

57

Papers

2

Chapters

RESEARCH ACTIVITY:

   29 years (1977 - 2006). See details.
   Cites by year: 94
   Journals where Robert P. Flood has often published
   Relations with other researchers
   Recent citing documents: 129.    Total self citations: 31 (1.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfl25
   Updated: 2020-07-04    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 (41)

Obstfeld, Maurice (35)

Sarno, Lucio (32)

Cheung, Yin-Wong (32)

Aizenman, Joshua (27)

McCallum, Bennett (23)

Rose, Andrew (23)

Jeanne, Olivier (22)

Chinn, Menzie (21)

Eichengreen, Barry (19)

Bordo, Michael (19)

Cites to:

Obstfeld, Maurice (31)

Garber, Peter (27)

Rogoff, Kenneth (20)

Jeanne, Olivier (12)

Shiller, Robert (12)

Salant, Stephen (10)

Marion, Nancy (10)

Calvo, Guillermo (9)

Barro, Robert (9)

Hodrick, Robert (9)

Dornbusch, Rüdiger (9)

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
Journal of Economic Dynamics and Control2
Carnegie-Rochester Conference Series on Public Policy2
Economics Letters2
European Economic Review2
Open Economies Review2

Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund15
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)4

Recent works citing Robert P. Flood (2018 and 2017)


YearTitle of citing document
2017Evaluating Indian economy’s vulnerability to currency crisis. (2017). Padhi, Puja ; Balaga, Mohana Rao . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:97-114.

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2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

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2017Withdrawal of Italy from the Eurozone: stochastic simulations of a structural macroeconometric model. (2017). Granville, Brigitte ; Bagnai, Alberto ; Mongeau, Christian Alexander. In: a/ Working Papers Series. RePEc:ais:wpaper:1702.

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2019Stock Price Forecasting and Hypothesis Testing Using Neural Networks. (2019). Varaku, Kerda. In: Papers. RePEc:arx:papers:1908.11212.

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2017The Effect of Central Bank Transparency on Exchange Rate Volatility. (2017). Weber, Christoph. In: Working Papers. RePEc:bav:wpaper:174_weber.

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2017Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression. (2017). Gaglianone, Wagner ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Viola, Alessandra Pasqualina. In: Working Papers Series. RePEc:bcb:wpaper:466.

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2018Real exchange rate misalignments in the euro area. (2018). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1162_18.

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2018Discussion of Charles Engel and Feng Zhu’s paper. (2018). Devereux, Michael B. In: BIS Papers chapters. RePEc:bis:bisbpc:96-03.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2019Exchange rate puzzles: evidence from rigidly fixed nominal exchange rate systems. (2019). Zhu, Feng ; Engel, Charles. In: BIS Working Papers. RePEc:bis:biswps:805.

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2019THE ROLE OF NATIONAL DEBTS IN THE DETERMINATION OF THE YEN‐DOLLAR EXCHANGE RATE. (2019). Pilbeam, Keith ; Litsios, Ioannis. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1182-1195.

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2017Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model. (2017). de Paoli, Bianca ; Sondergaard, Jens . In: Economica. RePEc:bla:econom:v:84:y:2017:i:335:p:516-540.

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2017Measuring the end of the European financial crisis. (2017). Lin, Ya-Chi ; Yeh, Kuo-Chun. In: The Economics of Transition. RePEc:bla:etrans:v:25:y:2017:i:4:p:663-680.

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2017Local explosion modelling by non-causal process. (2017). Zakoian, Jean-Michel ; gourieroux, christian. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:3:p:737-756.

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2017The Penn Effect revisited: New evidence from Latin America. (2017). Iyke, Bernard Njindan. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:4:p:1364-1379.

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2017The calm policymaker. (2017). Barrdear, John. In: Bank of England working papers. RePEc:boe:boeewp:0653.

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2019THE STRUGGLE TOWARD MACROECONOMIC STABILITY: AN ANALYTICAL ESSAY. (2019). Razin, Assaf. In: Israel Economic Review. RePEc:boi:isrerv:v:17:y:2019:i:1:p:1-38.

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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2018). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt1778z416.

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2017FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2ff194s2.

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2017Exit Strategies, Capital Flight and Speculative Attacks: Europes Version of the Trilemma. (2017). Westermann, Frank ; Steiner, Andreas ; Steinkamp, Sven. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6753.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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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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2019The Hoarding of International Reserves: It’s a neighborly day in Asia. (2019). Qian, Xingwang ; Cheung, Yin-Wong ; Remolona, Eli. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_007.

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2018Long-run determination of the nominal exchange rate in the presence of national debts: Evidence from the yen-dollar exchange rate. (2018). Litsios, I ; Pilbeam, K. In: Working Papers. RePEc:cty:dpaper:18/01.

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2018Walk on the wild side: Multiplicative sunspots and temporarily unstable paths. (2018). Bonomolo, Paolo ; Ascari, Guido ; Lopes, Hedibert. In: DNB Working Papers. RePEc:dnb:dnbwpp:597.

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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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2017Real exchange rate misalignments in the euro area. (2017). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20172108.

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2017Systematic Managed Floating. (2017). Frankel, Jeffrey. In: Working Paper Series. RePEc:ecl:harjfk:rwp17-025.

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2018Do the Global Oil Price Shocks Affect Somalia’s Unregulated Exchange Rate Volatility?. (2018). Nor, Mohamed Ibrahim ; Masron, Tajul Ariffin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-20.

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2017The behavior of money demand in the Chinese hyperinflation. (2017). Zhao, Liuyan. In: China Economic Review. RePEc:eee:chieco:v:42:y:2017:i:c:p:145-154.

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2017Withdrawal of Italy from the euro area: Stochastic simulations of a structural macroeconometric model. (2017). Mongeau Ospina, Christian Alexander ; Granville, Brigitte ; Bagnai, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:524-538.

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2017The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania. (2017). Tiwari, Aviral ; Andrieș, Alin Marius ; Ihnatov, Iulian ; Cpraru, Bogdan. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:261-274.

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2019How can a strong currency or drop in oil prices raise inflation and the black-market premium?. (2019). Cerra, Valerie. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:1-13.

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2019Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224.

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2019The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

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2017Structural vulnerability and resilience to currency crisis: Foreign currency debt versus export. (2017). Nakatani, Ryota. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:132-143.

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2018A model of currency crises with heterogeneous market beliefs. (2018). della Posta, Pompeo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:182-195.

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2019Uncertainty and currency performance: A quantile-on-quantile approach. (2019). Yin, Libo ; Liu, Yang ; Han, Liyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:702-729.

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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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2019A two-stage estimator for heterogeneous panel models with common factors. (2019). Castagnetti, Carolina ; Trapani, Lorenzo ; Rossi, Eduardo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:63-82.

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2017Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages. (2017). Mellado, Cristhian ; Escobari, Diego ; Garcia, Sergio . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:90-101.

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2017When Will Occur the Crude Oil Bubbles?. (2017). Su, Chi-Wei ; Lobon, Oana-Ramona ; Chang, Hsu-Ling ; Li, Zheng-Zheng. In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:1-6.

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2017Multiple bubbles in the European Union Emission Trading Scheme. (2017). Creti, Anna ; Joets, Marc. In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:119-130.

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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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2019Nominal stock price anchors: A global phenomenon?. (2019). Bhattacharya, Utpal ; Bae, Kee-Hong ; Rhee, Ghon S ; Kang, Jisok. In: Journal of Financial Markets. RePEc:eee:finmar:v:44:y:2019:i:c:p:31-41.

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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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2017Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:187-206.

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2019When pegging is a commitment device: Revisiting conventional wisdom about currency crises. (2019). Zabai, Anna ; Tarashev, Nikola. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:233-247.

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2019Exit expectations and debt crises in currency unions. (2019). Wolf, Martin ; Muller, Gernot J ; Kriwoluzky, Alexander. In: Journal of International Economics. RePEc:eee:inecon:v:121:y:2019:i:c:s0022199619300777.

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2018Forecasting currency crises with threshold models. (2018). CHONG, Terence Tai Leung ; Yan, Isabel K. In: International Economics. RePEc:eee:inteco:v:156:y:2018:i:c:p:156-174.

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2017Exchange rate dynamics in a Taylor rule framework. (2017). Yao, Shujie ; Chen, Chuanglian ; Ou, Jinghua . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:158-173.

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2017Fiscal sustainability in EMU countries: A continued fiscal commitment?. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:85-97.

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2018Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test. (2018). Su, Chi-Wei ; Si, Deng-Kui ; Tao, Ran ; Li, Zheng-Zheng. In: Japan and the World Economy. RePEc:eee:japwor:v:46:y:2018:i:c:p:56-63.

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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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2017“Conditional PPP” and real exchange rate convergence in the euro area. (2017). Glick, Reuven ; Bergin, Paul ; Wu, Jyh-Lin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:78-92.

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2017Economic costs of alternative monetary policy responses to speculative currency attacks. (2017). Zietz, Joachim ; Teimouri, Sheida . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:419-434.

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2017Speculator-triggered crisis and interventions. (2017). Yi, Ming. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:52:y:2017:i:c:p:135-146.

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

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2019Is Bitcoin a bubble?. (2019). Laurini, Márcio ; Chaim, Pedro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:222-232.

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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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2019Exit strategies, capital flight and speculative attacks: Europes version of the trilemma. (2019). Westermann, Frank ; Steiner, Andreas ; Steinkamp, Sven. In: European Journal of Political Economy. RePEc:eee:poleco:v:59:y:2019:i:c:p:83-96.

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2017Sudden stops, limited enforcement, and optimal reserves. (2017). Kim, Yunjung . In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:273-282.

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2018Exchange rate volatility and the stability of stock prices. (2018). Blau, Benjamin M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:299-311.

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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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2017Price dynamics and speculative trading in bitcoin. (2017). Blau, Benjamin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:493-499.

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2017The impact of macroeconomic variables on exchange rate volatility in Ghana: The Partial Least Squares Structural Equation Modelling approach. (2017). Adusei, Michael ; Gyapong, Eddie Yaw. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1428-1444.

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2017Fear of floating in Asia and the credibility of true floaters?. (2017). Naqvi, Bushra ; Mirza, Nawazish ; Bordes, Christian ; Rizvi, S. K. A., . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:149-160.

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2018Price dynamics and speculative trading in Bitcoin. (2018). Blau, Benjamin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:15-21.

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2018Currency crises in Turkey: An empirical assessment. (2018). ARI, Ali ; Cergibozan, Raif. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:281-293.

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2019Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile. (2019). Gil-Alana, Luis ; Valenzuela, Mario ; Costamagna, Rodrigo ; Dettoni, Robinson. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:269-281.

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2018The Purchasing Power Parity Puzzle: An Update. (2018). Razzak, Weshah. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2018_05.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2017A tale of two indexes: predicting equity market downturns in China. (2017). Ziemba, William T ; Lleo, Sebastien. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:85131.

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2019An optimal early warning system for currency crises under model uncertainty. (2019). Abdelsalam, Mamdouh ; Abdel-Latif, Hany ; Abdelmoula, Mamdouh. In: Working Papers. RePEc:erg:wpaper:1334.

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2018Monetary Fundamental-Based Exchange Rate Model in Iran: Applying a MS-TVTP Approach. (2018). Sajedianfard, Najmeh ; Hadian, Ebrahim . In: Iranian Economic Review (IER). RePEc:eut:journl:v:22:y:2018:i:2:p:557.

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2019The Lead of Output over Inflation in Sticky Price Models. (1996). Kiley, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:1996-33.

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2018U.K. House Prices: Bubbles or Market Efficiency? Evidence from Regional Analysis. (2018). Wu, YI ; Lux, Nicole . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:54-:d:169559.

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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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2019Nominal Stock Price Anchors: A Global Phenomenon?. (2019). Kang, Jisok ; Bhattacharya, Utpal ; Rhee, Ghon S ; Bae, Kee-Hong. In: HKUST IEMS Working Paper Series. RePEc:hku:wpaper:201964.

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2017Exit Strategies, Capital Flight and Speculative Attacks: Europes Version of the Trilemma. (2017). Westermann, Frank ; Steiner, Andreas ; Steinkamp, Sven. In: IEER Working Papers. RePEc:iee:wpaper:wp0108.

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2017External Adjustment in a Resource-Rich Economy: The Case of Papua New Guinea. (2017). Nakatani, Ryota. In: IMF Working Papers. RePEc:imf:imfwpa:17/267.

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2017Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes. (2017). Yang, Zihui ; Zhou, Yinggang . In: Management Science. RePEc:inm:ormnsc:v:63:y:2017:i:2:p:333-354.

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2019Vanishing central bank intervention in stochastic impulse control. (2019). Gagnon, Gregory. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:1:d:10.1007_s10436-018-0327-2.

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2017Financial and Housing Wealth, Expenditures and the Dividend to Ownership. (2017). Hardin, William G ; Guo, Sheng . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:1:d:10.1007_s11146-015-9540-1.

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2017What Drives Housing Markets: Fundamentals or Bubbles?. (2017). Liu, Renhe ; Chen, YI ; Lv, Jiaqi ; Hui, Eddie Chi-Man. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:4:d:10.1007_s11146-016-9565-0.

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2018Uncovered Interest Parity and Monetary Policy Near and Far from the Zero Lower Bound. (2018). Chinn, Menzie ; Zhang, YI. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:1:d:10.1007_s11079-017-9474-8.

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2018The Open-Economy Trilemma in the Long Run. (2018). Eichengreen, Barry. In: Korean Economic Review. RePEc:kea:keappr:ker-20180101-34-1-01.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718.

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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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2018Central Banking without Romance. (2018). Smith, Daniel J. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:15:y:2018:i:2:p:293-314.

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2019Does Uncovered Interest Rate Parity Hold After All?. (2019). Omer, Muhammad ; de Haan, Jakob ; Scholtens, Bert. In: Lahore Journal of Economics. RePEc:lje:journl:v:24:y:2019:i:2:p:49-72.

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2017Systematic Managed Floating. (2017). Frankel, Jeffrey. In: NBER Working Papers. RePEc:nbr:nberwo:23663.

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2017Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates. (2017). Lustig, Hanno ; Richmond, Robert J. In: NBER Working Papers. RePEc:nbr:nberwo:23773.

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2019Monetary Policy and Exchange Rate Returns: Time-Varying Risk Regimes. (2019). Calomiris, Charles ; Mamaysky, Harry. In: NBER Working Papers. RePEc:nbr:nberwo:25714.

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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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2017On the existence and uniqueness of the optimal central bank intervention policy in a forex market with jumps. (2017). Perera, Sandun ; Buckley, Winston . In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:8:d:10.1057_s41274-017-0208-5.

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2018Leading Indicators and Financial Crisis: A Multi-Sectoral Approach Using Signal Extraction. (2018). Bosupeng, Mpho. In: Journal of Empirical Studies. RePEc:pkp:joestu:2018:p:20-44.

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2017Does the purchasing power parity theory hold for Malaysia ?. (2017). Masih, Abul ; Madeira, Makharam. In: MPRA Paper. RePEc:pra:mprapa:100017.

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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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More than 100 citations found, this list is not complete...

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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article144
1986 Asset Price Volatility, Bubbles, and Process Switching. In: Journal of Finance.
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article36
1986Asset Price Volatility, Bubbles, and Process Switching.(1986) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
1995Reserve Cycles. In: Cambridge Working Papers in Economics.
[Citation analysis]
paper0
1977Growth, Prices, and the Balance of Payments. In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article1
1994Fixes: Of the Forward Discount Puzzle In: CEPR Discussion Papers.
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paper91
1994Fixes: Of The Forward Discount Puzzle.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91
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: 91
article
1998Understanding Exchange Rate Volatility Without the Contrivance of Macroeconomics In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper96
1999Understanding Exchange Rate Volatility without the Contrivance of Macroeconomics..(1999) In: Economic Journal.
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This paper has another version. Agregated cites: 96
article
2000An Interest Rate Defence of a Fixed Exchange Rate? In: CEPR Discussion Papers.
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paper62
2005An interest rate defense of a fixed exchange rate?.(2005) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62
article
2000An Interest Rate Defense of a Fixed Exchange Rate?.(2000) In: IMF Working Papers.
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This paper has another version. Agregated cites: 62
paper
2001Uncovered Interest Parity in Crisis: The Interest Rate Defence in the 1990s In: CEPR Discussion Papers.
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paper10
2001Uncovered Interest Parity in Crisis; The Interest Rate Defense in the 1990s.(2001) In: IMF Working Papers.
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This paper has another version. Agregated cites: 10
paper
2003Financial Integration: A New Methodology and an Illustration In: CEPR Discussion Papers.
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paper13
2004Financial Integration; A New Methodology and An Illustration.(2004) In: IMF Working Papers.
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This paper has another version. Agregated cites: 13
paper
2003Financial Integration: A New Methodology and an Illustration.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2005Financial Integration: A New Methodology And An Illustration.(2005) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2004Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2004Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1993Fixing Exchange Rates: A Virtual Quest for Fundamentals In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper366
1995Fixing exchange rates A virtual quest for fundamentals.(1995) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 366
article
1992Fixing Exchange Rates: A Virtual Quest for Fundamentals..(1992) In: Stockholm - International Economic Studies.
[Citation analysis]
This paper has another version. Agregated cites: 366
paper
1993Fixing Exchange Rates: A Virtual Quest for Fundamentals.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 366
paper
1983A Model of Stochastic Process Switching. In: Econometrica.
[Full Text][Citation analysis]
article59
1982A model of stochastic process switching.(1982) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59
paper
1981A Model of Stochastic Process Switching.(1981) In: NBER Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article78
1990An Empirical Exploration of Exchange Rate Target-Zones.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78
paper
1993Why have a target zone?: A comment In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article0
1997The size and timing of devaluations in capital-controlled economies In: Journal of Development Economics.
[Full Text][Citation analysis]
article6
1983On the equivalence of solutions in rational expectations models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article0
1982Real exchange rate overshooting and the output cost of bringing down inflation by Buiter and Miller.(1982) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1984Collapsing exchange-rate regimes : Some linear examples In: Journal of International Economics.
[Full Text][Citation analysis]
article551
1986Real aspects of exchange rate regime choice with collapsing fixed rates In: Journal of International Economics.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article57
1995Collapsing Exchange Rate Regimes: Another Linear Example.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
1998Reserve and exchange rate cycles In: Journal of International Economics.
[Full Text][Citation analysis]
article3
2000Self-fulfilling risk predictions:: an application to speculative attacks In: Journal of International Economics.
[Full Text][Citation analysis]
article32
1998Self-Fulfilling Risk Predictions; An Application to Speculative Attacks.(1998) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
1978Exchange rate expectations in dual exchange markets In: Journal of International Economics.
[Full Text][Citation analysis]
article12
2004A model of the joint distribution of banking and currency crises In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article5
2005Purchasing power parity and the theory of general relativity: the first tests In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article45
1983Exchange-rate regimes in transition: Italy 1974 In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article3
1981Exchange-rate regimes in transition: Italy 1974.(1981) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article0
2005Estimating the expected marginal rate of substitution: A systematic exploitation of idiosyncratic risk In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article10
1980A pitfall in estimation of models with rational expectations In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article8
1981Gold monetization and gold discipline In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper73
1980Gold Monetization and Gold Discipline.(1980) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
paper
1984Gold Monetization and Gold Discipline..(1984) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
article
1990Is the EMS the perfect fix? An empirical exploration of exchange rate target zones In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper7
1979Capital Mobility and the Choice of Exchange Rate System. In: International Economic Review.
[Full Text][Citation analysis]
article27
1984Exchange Rate and Price Dynamics with Asymmetric Information. In: International Economic Review.
[Full Text][Citation analysis]
article0
1999Perspectives on the Recent Currency Crisis Literature. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article229
1998Perspectiveson the Recent Currency Crisis Literature.(1998) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 229
paper
1998Perspectives on the Recent Currency Crisis Literature.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 229
paper
2001A Model of the Joint Distribution of Banking and Exchange-Rate Crises In: IMF Working Papers.
[Full Text][Citation analysis]
paper2
2002Holding International Reserves in an Era of High Capital Mobility In: IMF Working Papers.
[Full Text][Citation analysis]
paper67
2006Getting Shut Out of the International Capital Markets - It Doesn’t Take Much In: IMF Working Papers.
[Full Text][Citation analysis]
paper1
1991An Empirical Exploration of Exchange Rate Target-Zones In: IMF Working Papers.
[Full Text][Citation analysis]
paper39
1991Exchange Rate Regime Choice In: IMF Working Papers.
[Full Text][Citation analysis]
paper3
1991Speculative Attacks and Models of Balance of Payments Crises In: IMF Working Papers.
[Full Text][Citation analysis]
paper24
1992Anticipated Exchange Rate Reforms In: IMF Working Papers.
[Full Text][Citation analysis]
paper0
1992A Theory of Optimum Currency Areas; Revisited In: IMF Working Papers.
[Full Text][Citation analysis]
paper4
1994Issues Concerning Nominal Anchors for Monetary Policy In: IMF Working Papers.
[Full Text][Citation analysis]
paper14
1997Policy Implications of Second-Generation Crisis Models In: IMF Working Papers.
[Full Text][Citation analysis]
paper6
2006Stock Prices, Output and the Monetary Regime In: Open Economies Review.
[Full Text][Citation analysis]
article0
1996Economic models of speculative attacks and the drachma crisis of May 1994 In: Open Economies Review.
[Full Text][Citation analysis]
article4
1985Exchange Rate Dynamics, Sticky Prices and the Current Account. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article7
1996Exchange Rate Economics: Whats Wrong with the Conventional Macro Approach? In: NBER Chapters.
[Full Text][Citation analysis]
chapter60
2000Is Launching the Euro Unstable in the Endgame? In: NBER Chapters.
[Full Text][Citation analysis]
chapter5
1980The Transmission of Disturbances under Alternative Exchange-Rate Regimeswith Optimal Indexing In: NBER Working Papers.
[Full Text][Citation analysis]
paper5
1981Explanations of Exchange Rate Volatility and Other Empirical Regularities in Some Popular Models of the Foreign Exchange Market In: NBER Working Papers.
[Full Text][Citation analysis]
paper9
1981Process Consistency and Monetary Reform: Further Evidence and Implications In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
1981A Systematic Banking Collapse in a Perfect Foresight World In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
1982Two Notes on Indeterminacy Problems In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
1983Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle In: NBER Working Papers.
[Full Text][Citation analysis]
paper9
1986Money and the Open Economy Business Cycle: A Flexible Price Model In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
1986An Evaluation of Recent Evidence on Stock Market Bubbles In: NBER Working Papers.
[Full Text][Citation analysis]
paper14
1988Monetary Policy Strategies In: NBER Working Papers.
[Full Text][Citation analysis]
paper32
1988Asset Prices and Time-Varying Risk In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
1989Testable Implications of Indeterminacies in Models with Rational Expectations In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
1989The Linkage Between Speculative Attack and Target Zone Models of Exchange Rates In: NBER Working Papers.
[Full Text][Citation analysis]
paper77
1989Simple Rules, Discretion and Monetary Policy In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
1989Risk Neutrality and the Two-Tier Foreign Exchange Market: Evidence from Belgium In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
1991Speculative Attacks and Models of Balance-of-Payments Crises In: NBER Working Papers.
[Full Text][Citation analysis]
paper38
1994Issues Concerning Nominal Anchors for Monetary Policy In: NBER Working Papers.
[Full Text][Citation analysis]
paper14
1994The Size and Timing of Devaluations in Capital-Controlled Developing Countries In: NBER Working Papers.
[Full Text][Citation analysis]
paper7
1996Speculative Attacks: Fundamentals and Self-Fulfilling Prophecies In: NBER Working Papers.
[Full Text][Citation analysis]
paper33
1980An Economic Theory of Monetary Reform. In: Journal of Political Economy.
[Full Text][Citation analysis]
article28
1980Market Fundamentals versus Price-Level Bubbles: The First Tests. In: Journal of Political Economy.
[Full Text][Citation analysis]
article158

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