Michael Melvin : Citation Profile


Are you Michael Melvin?

University of California-San Diego (UCSD)

19

H index

27

i10 index

1137

Citations

RESEARCH PRODUCTION:

52

Articles

17

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   38 years (1982 - 2020). See details.
   Cites by year: 29
   Journals where Michael Melvin has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 17 (1.47 %)

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   Permalink: http://citec.repec.org/pme60
   Updated: 2021-02-20    RAS profile: 2020-04-07    
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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 Michael Melvin.

Is cited by:

Menkhoff, Lukas (35)

Rime, Dagfinn (28)

Evans, Martin (22)

Ito, Takatoshi (17)

Lyons, Richard (16)

Sarno, Lucio (16)

Kutan, Ali (16)

King, Michael (15)

Taylor, Mark (14)

Fatum, Rasmus (13)

Schmukler, Sergio (12)

Cites to:

Taylor, Mark (20)

Sarno, Lucio (14)

Ito, Takatoshi (13)

Bollerslev, Tim (9)

Eichenbaum, Martin (8)

Lyons, Richard (8)

Shleifer, Andrei (8)

Menkhoff, Lukas (8)

Rebelo, Sergio (8)

Burnside, Craig (8)

Swanson, Eric (7)

Main data


Where Michael Melvin has published?


Journals with more than one article published# docs
Journal of International Money and Finance6
Journal of International Economics3
Journal of Empirical Finance3
Pacific-Basin Finance Journal3
The Review of Economics and Statistics3
Journal of Money, Credit and Banking3
Economic Inquiry3
Proceedings2
International Journal of Finance & Economics2
Economics Letters2
Economic Development and Cultural Change2
American Economic Review2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo9
Working Papers / Department of Economics, W. P. Carey School of Business, Arizona State University3

Recent works citing Michael Melvin (2021 and 2020)


YearTitle of citing document
2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

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2020Tweeting on Monetary Policy and Market Sentiments: The Central Bank Surprise Index. (2020). Romelli, Davide ; masciandaro, donato ; Rubera, Gaia. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20134.

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2020Coups détat and the foreign exchange market. (2020). BALIMA, HIPPOLYTE. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1928-1950.

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2020Chinese Exchange Rate Policy: Lessons for Global Investors. (2020). Westermann, Frank ; Melvin, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8493.

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2020Foreign Exchange Intervention: A New Database. (2020). Menkhoff, Lukas ; Fratzscher, Marcel ; Schmeling, Maik ; Sarno, Lucio ; Heidland, Tobias. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1915.

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2020Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300668.

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2020Volatility interdependence on foreign exchange markets: The contribution of cross-rates. (2020). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301807.

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2020Monetary policy, credit markets, and banks: A DSGE perspective. (2020). Rubio, Margarita. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302974.

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2020Intraday-of-the-week effects: What do the exchange rate data tell us?. (2020). Narayan, Paresh Kumar ; Khademalomoom, Siroos. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119302031.

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2020More shareholders, higher liquidity? Evidence from an emerging stock market. (2020). Goh, Kim-Leng ; Lim, Kian-Ping ; Chia, Yee-Ee. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118305016.

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2020Are hedge funds active market liquidity timers?. (2020). Li, Chenlu ; Tee, Kai-Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918306641.

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2020Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642.

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2020The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302040.

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2020Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846.

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2020Value and patience: The value premium in a dividend-growth model with hyperbolic discounting. (2020). Schindler, Nilufer ; Hens, Thorsten. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:161-179.

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2020Global currency hedging with common risk factors. (2020). Riddiough, Steven J ; Opie, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:780-805.

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2021Attractive and non-attractive currencies. (2021). Marsh, Ian W ; James, Jessica ; Dupuy, Philippe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302096.

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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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2020Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks. (2020). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309377.

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2020Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287.

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2021Conditional volatility persistence and volatility spillovers in the foreign exchange market. (2021). Su, Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920301094.

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2020Euro-US Dollar Exchange Rate Dynamics at the Effective Lower Bound. (2020). McCoy, Eric. In: European Economy - Economic Briefs. RePEc:euf:ecobri:055.

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2020Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational. (2020). Goldberg, Michael D ; Ozabaci, Deniz ; Kozlova, Olesia. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:4:p:43-:d:454906.

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2020COVID-19 Outbreak and CO 2 Emissions: Macro-Financial Linkages. (2020). Chevallier, Julien. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2020:i:1:p:12-:d:469632.

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2020Research Collaboration Patterns in Sustainable Mining—A Co-Authorship Analysis of Publications. (2020). Smoliski, Adam ; Kamiska, Anna Magorzata ; Drabek, Aneta ; Bemke-Witilnik, Magdalena. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4756-:d:369851.

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2020Drug Money and Bank Lending: The Unintended Consequences of Anti-Money Laundering Policies. (2019). Williams, Tomas ; Villamizar-Villegas, mauricio ; Slutzky, Pablo. In: Working Papers. RePEc:gwi:wpaper:2019-5.

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2020Reserves and Risk : Evidence from China. (2020). Yamamoto, Yohei ; Fatum, Rasmus ; Hattori, Takahiro. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-98.

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2020Research Funding and Collaboration.. (2020). Davies, Benjamin ; Hendy, Shaun C ; Gush, Jason ; Jaffe, Adam B. In: Working Papers. RePEc:mtu:wpaper:20_12.

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2020Exchange Rates and Liquidity Risk. (2020). Evans, Martin. In: MPRA Paper. RePEc:pra:mprapa:102702.

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2020Carry trade and capital market returns in South Africa. (2020). Bonga-Bonga, Lumengo ; Rangoanana, Motena Sefora. In: MPRA Paper. RePEc:pra:mprapa:98607.

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2020Stock Markets and Exchange Rate Behaviour of the BRICS. (2020). Salisu, Afees ; GUPTA, RANGAN ; Cuñado, Juncal ; Cunado, Juncal ; Isah, Kazeem. In: Working Papers. RePEc:pre:wpaper:202086.

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2020.

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2020The Moses effect: can central banks really guide foreign exchange markets?. (2020). Roy Trivedi, Smita. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01671-y.

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2020Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY. (2020). Huang, Paoyu ; Day, Min-Yuh ; Ni, Yensen. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00190-5.

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2020Currency Regimes, Volatility Risks, and Carry Trades: The Option Value of Government Currency Intervention in Emerging Markets. (2020). Guo, Wenliang. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:10:y:2020:i:3:f:10_3_4.

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2020The dynamic impact of FX interventions on financial markets. (2020). Menkhoff, Lukas ; Stohr, Tobias ; Rieth, Malte. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2151.

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2020Foreign exchange intervention: A new database. (2020). Menkhoff, Lukas ; Heidland, Tobias ; Fratzscher, Marcel ; Schmeling, Maik ; Sarno, Lucio. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2171.

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Works by Michael Melvin:


YearTitleTypeCited
1982Expected Inflation, Taxation, and Interest Rates: The Delusion of Fiscal Illusion. In: American Economic Review.
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article10
1983Expected Inflation and Interest Rates: Reply. In: American Economic Review.
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article0
The Political Economy of Japans Big Bang In: Working Papers.
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paper1
A Yen is not a Yen: TIBOR/LIBOR and the determinants of the Japan Premium In: Working Papers.
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paper24
2004A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium.(2004) In: Journal of Financial and Quantitative Analysis.
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This paper has another version. Agregated cites: 24
article
A Stock Market Boom During a Financial Crisis? ADRs and capital outflows in Argentina In: Working Papers.
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paper32
2003A stock market boom during a financial crisis?: ADRs and capital outflows in Argentina.(2003) In: Economics Letters.
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This paper has another version. Agregated cites: 32
article
2004Why has FX trading surged? In: BIS Quarterly Review.
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article26
1996DOLLARIZATION IN DEVELOPING COUNTRIES: RATIONAL REMEDY OR DOMESTIC DILEMMA? In: Contemporary Economic Policy.
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article6
2009The Dark Side of International Cross‐Listing: Effects on Rival Firms at Home In: European Financial Management.
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article4
2007The Dark Side of International Cross-Listing: Effects on Rival Firms at Home.(2007) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 4
paper
2016Global Investment Environment of the Post-Quantitative Easing World: The ‘new-old’ and ‘new-new’ Normal In: Pacific Economic Review.
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article0
1996Which Single Currency for Western Europe? In: Review of International Economics.
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article1
2013The choice of direct dealing or electronic brokerage in foreign exchange trading In: Borsa Istanbul Review.
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article0
2008Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book In: CESifo Working Paper Series.
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paper2
2009Bank of England Interest Rate Announcements and the Foreign Exchange Market In: CESifo Working Paper Series.
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paper17
2010Bank of England Interest Rate Announcements and the Foreign Exchange Market.(2010) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 17
article
2009Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book In: CESifo Working Paper Series.
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paper23
2009Exchange rate management in emerging markets: Intervention via an electronic limit order book.(2009) In: Journal of International Economics.
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This paper has another version. Agregated cites: 23
article
2009The Crisis in the Foreign Exchange Market In: CESifo Working Paper Series.
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paper132
2009The Crisis in the Foreign Exchange Market.(2009) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 132
paper
2009The crisis in the foreign exchange market.(2009) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 132
article
2010Active Currency Investing and Performance Benchmarks In: CESifo Working Paper Series.
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paper2
2013Forecasting Exchange Rates: An Investor Perspective In: CESifo Working Paper Series.
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paper2
2013Forecasting Exchange Rates: an Investor Perspective.(2013) In: Handbook of Economic Forecasting.
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This paper has another version. Agregated cites: 2
chapter
2016When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds In: CESifo Working Paper Series.
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paper0
2020Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns In: CESifo Working Paper Series.
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paper0
2000Public Information Arrival, Exchange Rate Volatility, and Quote Frequency. In: Economic Journal.
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article93
1996Public Information Arrival, Exchange Rate Volatility, and Quote Frequency.(1996) In: Working Papers.
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paper
2004Explaining the dollar/euro exchange rate: the role of policy uncertainty, asymmetric information, and hedging opportunities In: Econometric Society 2004 North American Winter Meetings.
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paper1
1989Dollar currency in Latin America : A Bolivian application In: Economics Letters.
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article14
2007Explaining the early years of the euro exchange rate: An episode of learning about a new central bank In: European Economic Review.
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article2
2005Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects In: Journal of Empirical Finance.
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article89
2008Excess demand and price formation during a Walrasian auction In: Journal of Empirical Finance.
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article4
2002Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen? In: Journal of Empirical Finance.
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article62
2015Equity hedging and exchange rates at the London 4p.m. fix In: Journal of Financial Markets.
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article24
1994Bid--ask spreads and volatility in the foreign exchange market : An empirical analysis In: Journal of International Economics.
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article86
1994Sources of meteor showers and heat waves in the foreign exchange market In: Journal of International Economics.
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article33
2002Before and after international cross-listing: an intraday examination of volume and volatility In: Journal of International Financial Markets, Institutions and Money.
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article14
1989Do centrally planned exchange rates behave differently from capitalist rates? In: Journal of Comparative Economics.
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article3
1991Trade balance news and exchange rates: Is there a policy signal? In: Journal of International Money and Finance.
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article19
2001Once-in-a-generation yen volatility in 1998: fundamentals, intervention, and order flow In: Journal of International Money and Finance.
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article37
2009The global financial crisis: Causes, threats and opportunities. Introduction and overview In: Journal of International Money and Finance.
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article9
1984Trade concentration, openness, and deviations from purchasing power parity In: Journal of International Money and Finance.
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article1
1986Risk in international lending: A dynamic factor analysis applied to France and Mexico In: Journal of International Money and Finance.
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article3
2012International Money and Finance In: Elsevier Monographs.
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book2
1993On the possibility of a yen currency bloc for Pacific-Basin countries: A stochastic dominance approach In: Pacific-Basin Finance Journal.
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article2
2014Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation In: Pacific-Basin Finance Journal.
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article9
1997U.S. protectionist policy and stock prices of U.S. import-competing and Korean and Taiwanese export-oriented firms In: Pacific-Basin Finance Journal.
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article1
1992Economic fundamentals and a yen currency area for Asian Pacific Rim countries In: Proceedings.
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article0
1992Economic fundamentals and a yen currency area for Asian Pacific Rim countries.(1992) In: Proceedings.
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This paper has another version. Agregated cites: 0
article
2005Tokyo insiders and the informational efficiency of the yen|dollar exchange rate In: International Journal of Finance & Economics.
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article5
2006Explaining trading volume in the euro In: International Journal of Finance & Economics.
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article6
1998Twice a day or continuously? Observation frequency and inference on foreign exchange volatility persistence In: Atlantic Economic Journal.
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article2
1990The choice of an invoicing currency in international trade and the balance of trade impact of currency depreciation In: Open Economies Review.
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article6
1985The Choice of an Exchange Rate System and Macroeconomic Stability. In: Journal of Money, Credit and Banking.
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article44
1991Coca Dollars and the Dollarization of South America. In: Journal of Money, Credit and Banking.
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article10
2007Exchange Rates and FOMC Days In: Journal of Money, Credit and Banking.
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article10
2000Information, Announcement, and Listing Effects of ADR Programs and German-U.S. Stock Market Integration In: Multinational Finance Journal.
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article0
1983An Alternative Approach to International Capital Flows In: NBER Chapters.
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chapter0
1997Is There Private Information in the FX Market? The Tokyo Experiment In: NBER Working Papers.
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paper27
1999Japans Big Bang and the Transformation of Financial Markets In: NBER Working Papers.
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paper6
1983The Vanishing Liquidity Effect of Money on Interest: Analysis and Implications for Policy. In: Economic Inquiry.
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article33
1985A Country Risk Index: Econometric Formulation and an Application to Mexico. In: Economic Inquiry.
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article2
1991Exchange Rate Systems and Investor Preferences. In: Economic Inquiry.
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article0
1996Foreign Exchange Market Bid-Ask Spreads and the Market Price of Social Unrest. In: Oxford Economic Papers.
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article17
1983The Determinants of Co-Authorship: An Analysis of the Economics Literature. In: The Review of Economics and Statistics.
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article58
1989The U.S. Budget Deficit and the Foreign Exchange Value of the Dollar. In: The Review of Economics and Statistics.
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article0
2003The Global Transmission of Volatility in the Foreign Exchange Market In: The Review of Economics and Statistics.
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article69
1988The Dollarization of Latin America as a Market-Enforced Monetary Reform: Evidence and Implications. In: Economic Development and Cultural Change.
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article14
1990Property Rights, Development, and Velocity in Developing Countries. In: Economic Development and Cultural Change.
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article1
1990South African political unrest, oil prices, and the time varying risk premium in the gold futures market In: Journal of Futures Markets.
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article37

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