Michael Melvin : Citation Profile

Are you Michael Melvin?

University of California-San Diego (UCSD)

20

H index

30

i10 index

1451

Citations

RESEARCH PRODUCTION:

55

Articles

19

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   40 years (1982 - 2022). See details.
   Cites by year: 36
   Journals where Michael Melvin has often published
   Relations with other researchers
   Recent citing documents: 107.    Total self citations: 21 (1.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme60
   Updated: 2023-05-27    RAS profile: 2022-10-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Westermann, Frank (2)

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 (39)

Rime, Dagfinn (33)

Evans, Martin (22)

Sarno, Lucio (21)

Taylor, Mark (19)

Ito, Takatoshi (18)

Lyons, Richard (17)

King, Michael (17)

Kutan, Ali (17)

Fatum, Rasmus (14)

Schmukler, Sergio (14)

Cites to:

Sarno, Lucio (27)

Taylor, Mark (25)

Menkhoff, Lukas (16)

Ito, Takatoshi (15)

Schmeling, Maik (13)

Schrimpf, Andreas (12)

Eichenbaum, Martin (12)

Rebelo, Sergio (12)

Burnside, Craig (12)

Rogoff, Kenneth (11)

Lyons, Richard (11)

Main data

Where Michael Melvin has published?

Journals with more than one article published# docs
Journal of International Money and Finance6
Journal of Empirical Finance3
Pacific-Basin Finance Journal3
The Review of Economics and Statistics3
Journal of International Economics3
Journal of Money, Credit and Banking3
Economic Inquiry3
Proceedings2
International Journal of Finance & Economics2
Economic Development and Cultural Change2
Journal of Financial Markets2
Journal of Money, Credit and Banking2
American Economic Review2
Economics Letters2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo11
Working Papers / Department of Economics, W. P. Carey School of Business, Arizona State University3
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Michael Melvin (2022 and 2021)

YearTitle of citing document
2022G3M Impermanent Loss Dynamics. (2021). Boueri, Nassib. In: Papers. RePEc:arx:papers:2108.06593.

Full description at Econpapers || Download paper

2021Behavioral Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets. (2021). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2109.03740.

Full description at Econpapers || Download paper

2022Price formation in financial markets: a game-theoretic perspective. (2022). Evangelista, David ; Thamsten, Yuri ; Saporito, Yuri. In: Papers. RePEc:arx:papers:2202.11416.

Full description at Econpapers || Download paper

2022Russias Ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention. (2022). Pl, Tom'Avs ; Ly, Vstefan. In: Papers. RePEc:arx:papers:2205.09179.

Full description at Econpapers || Download paper

2022An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772.

Full description at Econpapers || Download paper

2022FX Resilience around the World: Fighting Volatile Cross-Border Capital Flows. (2022). Liu, Zijun ; Chen, Louisa. In: Papers. RePEc:arx:papers:2210.04648.

Full description at Econpapers || Download paper

2021Can Tail Risk Predict Asia-Pacific Exchange Rates Out of Sample?. (2021). Adediran, Idris A. In: Asian Economics Letters. RePEc:ayb:jrnael:42.

Full description at Econpapers || Download paper

2021Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20160.

Full description at Econpapers || Download paper

2021Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21160.

Full description at Econpapers || Download paper

2021Foreign Exchange Fixings and Returns Around the Clock. (2021). Whelan, Paul ; Mueller, Philippe ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:21-48.

Full description at Econpapers || Download paper

2021Los determinantes de la liquidez en Colombia: un análisis del mercado de divisas de contado. (2021). Gamboa-Estrada, Fredy ; Castaeda-Arevalo, David. In: Borradores de Economia. RePEc:bdr:borrec:1185.

Full description at Econpapers || Download paper

2022Redundancy of Centrality Measures in Financial Market Infrastructures. (2022). Martínez, Constanza ; Miguelez-Marquez, Javier ; Mario-Martinez, Ricardo ; Martinez-Ventura, Constanza. In: Borradores de Economia. RePEc:bdr:borrec:1206.

Full description at Econpapers || Download paper

2022Information flows and the law of one price. (2022). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:22-05.

Full description at Econpapers || Download paper

2021Behavioural Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets. (2021). Kashyap, Ravi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4885-4921.

Full description at Econpapers || Download paper

2021Asymmetric effect of exchange rate volatility on Indias cross?border trade: Evidence from global financial crisis and multiple threshold nonlinear autoregressive distributed lag model. (2021). Shahbaz, Muhammad ; Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:1:p:64-97.

Full description at Econpapers || Download paper

2022Premiums between Cross?listed Shares: Determinants and Assessment of Financial Reform Policy Effectiveness. (2022). Liu, Xue ; Xu, Ruihui ; Zhang, Xuechun. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:3:p:75-99.

Full description at Econpapers || Download paper

2021An industrial?organization approach to conventional and unconventional monetary policy. (2021). Gunji, Hiroshi ; Miyazaki, Kenji. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:3:n:e12190.

Full description at Econpapers || Download paper

2022Early inventory management practices in the foreign exchange market: Insights from sixteenth?century Lyon. (2022). Matringe, Nadia. In: Economic History Review. RePEc:bla:ehsrev:v:75:y:2022:i:3:p:739-778.

Full description at Econpapers || Download paper

2021The profitability of trading on large Lévy jumps. (2021). Pan, Zheyao ; Gray, Phil ; Chan, Kam Fong. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:627-635.

Full description at Econpapers || Download paper

2021Output Losses from Currency Crises and the Role of Central Bank. (2021). Yazdani, Mahdi ; Nikzad, Mohammad. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:3:p:79-97.

Full description at Econpapers || Download paper

2022How Economic, Political and Institutional Factors Influence the Choice of Exchange Rate Regimes? New Evidence from Selected Countries of the MENA Region. (2022). Rault, Christophe ; Khefacha, Islem ; Amor, Thouraya Hadj ; Maraoui, Najia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9709.

Full description at Econpapers || Download paper

2022Commodity Price Effects on Currencies. (2022). Wang, Wenhao ; Cheung, Yin-Wong. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9967.

Full description at Econpapers || Download paper

2021Stock market uncertainty and uncovered equity parity deviation: Evidence from Asia. (2021). Mo, Kuk ; Jung, Jiyong. In: Journal of Asian Economics. RePEc:eee:asieco:v:73:y:2021:i:c:s1049007820301512.

Full description at Econpapers || Download paper

2022Publish or perish? A tale of academic publications in Chinese universities. (2022). Wang, Zheng ; Tie, Ying. In: China Economic Review. RePEc:eee:chieco:v:73:y:2022:i:c:s1043951x2200027x.

Full description at Econpapers || Download paper

2021Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318.

Full description at Econpapers || Download paper

2021The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001121.

Full description at Econpapers || Download paper

2022A time-varying copula approach for constructing a daily financial systemic stress index. (2022). Yeap, Xiu Wei ; Li, Changtai ; Tan, Sook-Rei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001565.

Full description at Econpapers || Download paper

2021Trading activity and price discovery in Bitcoin futures markets. (2021). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120.

Full description at Econpapers || Download paper

2021On the stability of stablecoins. (2021). Sapkota, Niranjan ; Kolari, James W ; Junttila, Juha ; Grobys, Klaus. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:207-223.

Full description at Econpapers || Download paper

2022Bitcoin unchained: Determinants of cryptocurrency exchange liquidity. (2022). Theissen, Erik ; Riordan, Ryan ; Mestel, Roland ; Brauneis, Alexander. In: Journal of Empirical Finance. RePEc:eee:empfin:v:69:y:2022:i:c:p:106-122.

Full description at Econpapers || Download paper

2021Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960.

Full description at Econpapers || Download paper

2021How do macroeconomic news surprises affect round-the-clock price discovery of gold?. (2021). Ilango, Balakrishnan ; Sehgal, Sanjay ; Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002209.

Full description at Econpapers || Download paper

2022Exchange rate return predictability in times of geopolitical risk. (2022). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Iyke, Bernard Njindan. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000692.

Full description at Econpapers || Download paper

2022Do precious metals hedge crude oil volatility jumps?. (2022). Basu, Sankarshan ; Kumar, Surya Bhushan ; Bhatia, Vaneet ; Das, Debojyoti. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002150.

Full description at Econpapers || Download paper

2023Information flows and the law of one price. (2023). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004161.

Full description at Econpapers || Download paper

2021A comparison of the gold-oil portfolio and oil portfolio: A stochastic dominance approach. (2021). Lean, Hooi Hooi ; Zoubi, Taisier ; Mirzaei, Ali ; Alkhazali, Osamah M. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320302191.

Full description at Econpapers || Download paper

2021Bitcoin arbitrage. (2021). Shynkevich, Andrei. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320308886.

Full description at Econpapers || Download paper

2021Safe haven in GFC versus COVID-19: 100 turbulent days in the financial markets. (2021). Choudhury, Tonmoy ; Campbell, Ross ; Kinateder, Harald. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000325.

Full description at Econpapers || Download paper

2021Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic. (2021). Vidal-Tomas, David ; Caferra, Rocco. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000350.

Full description at Econpapers || Download paper

2022Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention. (2022). Lyócsa, Štefan ; Lyocsa, Tefan ; Plihal, Toma. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002410.

Full description at Econpapers || Download paper

2021Nothing but noise? Price discovery across cryptocurrency exchanges. (2021). Peter, Franziska J ; Dimpfl, Thomas. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300537.

Full description at Econpapers || Download paper

2021Information processing on equity prices and exchange rate for cross-listed stocks. (2021). Scherrer, Cristina Mabel. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418121000161.

Full description at Econpapers || Download paper

2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

Full description at Econpapers || Download paper

2021Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818.

Full description at Econpapers || Download paper

2021Specialization, field distance, and quality in economists’ collaborations. (2021). YILMAZKUDAY, HAKAN ; Schweitzer, Sascha ; Onder, Ali Sina. In: Journal of Informetrics. RePEc:eee:infome:v:15:y:2021:i:4:s1751157721000936.

Full description at Econpapers || Download paper

2021Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000536.

Full description at Econpapers || Download paper

2021Exchange rate regimes and price efficiency: Empirical examination of the impact of financial crisis. (2021). Sheng, Hsia Hua ; Rasheed, Abdul A ; Diniz-Maganini, Natalia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000809.

Full description at Econpapers || Download paper

2021Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengeti, Suleyman. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000962.

Full description at Econpapers || Download paper

2021The predictive content of oil price and volatility: New evidence on exchange rate forecasting. (2021). Hu, Liang ; Breen, John David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001621.

Full description at Econpapers || Download paper

2022Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Marco, Chi Keung ; Lucey, Brian ; Goodell, John W ; Brzeszczyski, Janusz ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725.

Full description at Econpapers || Download paper

2021Risk-adjusted return managed carry trade. (2021). Dupuy, Philippe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100131x.

Full description at Econpapers || Download paper

2021Citations and the readers’ information-extracting costs of finance articles. (2021). Gaar, Eduard ; Schiereck, Dirk ; Kiesel, Florian ; Berninger, Marc. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:131:y:2021:i:c:s0378426621001473.

Full description at Econpapers || Download paper

2021Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia. (2021). Taylor, Mark P ; Filippou, Ilias. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:66-77.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021How much does economic news influence bilateral exchange rates?. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000619.

Full description at Econpapers || Download paper

2021The real effects of exchange rate risk on corporate investment: International evidence. (2021). Xu, QI ; Wang, Zigan ; Taylor, Mark P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000838.

Full description at Econpapers || Download paper

2022Do central banks rebalance their currency shares?. (2022). McCauley, Robert ; Ito, Hiro ; Chinn, Menzie D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002084.

Full description at Econpapers || Download paper

2022Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach. (2022). Chen, Qiang ; Ma, Chao ; Gong, Yuting. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002485.

Full description at Econpapers || Download paper

2022How does the exchange-rate regime affect dual-listed share price parity? Evidence from China’s A- and H-share markets. (2022). Hua, Jian ; Girardin, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001413.

Full description at Econpapers || Download paper

2023Commodity price effects on currencies. (2023). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001486.

Full description at Econpapers || Download paper

2022Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling. (2022). Huang, Shupei ; Lucey, Brian ; Wang, Xinya. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000593.

Full description at Econpapers || Download paper

2021Re-examining the real option characteristics of gold for gold mining companies. (2021). Shahzad, Syed Jawad Hussain ; Uddin, Gazi Salah ; Lucey, Brian M ; Rahman, Md Lutfur. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309211.

Full description at Econpapers || Download paper

2021How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

Full description at Econpapers || Download paper

2021Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains. (2021). Dar, Arif ; Bhanja, Niyati ; Paul, Manas ; Shah, Adil Ahmad. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001689.

Full description at Econpapers || Download paper

2022Rolling, recursive evolving and asymmetric causality between crude oil and gold prices: Evidence from an emerging market. (2022). Rajderkar, Nilay Pradeep ; Kennet, Joushita J ; Renganathan, Jayashree ; Ghate, Kshitish ; Mishra, Aswini Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004827.

Full description at Econpapers || Download paper

2021International trade friction and the cost of debt: Evidence from China. (2021). Tan, Youchao ; Peng, Yuanhuai ; Li, Wenjing ; Feng, Xiaoli. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000573.

Full description at Econpapers || Download paper

2022Foreign exchange markets: Price response and spread impact. (2022). Guhr, Thomas ; Henao-Londono, Juan C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008591.

Full description at Econpapers || Download paper

2022The financial repercussions of military escalation. (2022). Morone, Andrea ; Caferra, Rocco ; Santorsola, Marco. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:603:y:2022:i:c:s0378437122005210.

Full description at Econpapers || Download paper

2021Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89.

Full description at Econpapers || Download paper

2022Research funding and collaboration. (2022). Davies, Benjamin ; Jaffe, Adam B ; Hendy, Shaun C ; Gush, Jason. In: Research Policy. RePEc:eee:respol:v:51:y:2022:i:2:s0048733321002158.

Full description at Econpapers || Download paper

2021An investigation of semantic similarity in PBOC’s communication on RMB volatility. (2021). Pang, Xin ; Miao, Shan ; Guo, Yumei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:441-455.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Time-varying risk attitude and the foreign exchange market behavior. (2021). Li, Zeguang ; Zhang, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000155.

Full description at Econpapers || Download paper

2021Is there a differentiated gender effect of collaboration with supercited authors? Evidence from early-career economists. (2021). Ramírez-Álvarez, Aurora Alejandra ; Ramírez-Álvarez, Aurora Alejandra ; Terrazas-Santamaria, Diana ; Ramirez-Alvarez, Aurora A ; Dorantes-Gilardi, Rodrigo. In: Serie documentos de trabajo del Centro de Estudios Económicos. RePEc:emx:ceedoc:2021-05.

Full description at Econpapers || Download paper

2021Response of the USD/MXN Exchange Rate to Macroeconomic Data. (2021). Pasionek, Jolanta. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:special3:p:914-927.

Full description at Econpapers || Download paper

2021Unallocated Metal Accounts in Russia: Determinants of Quoted Bid-Ask Spreads. (2021). Devyatkova, Tatyana ; Saltykova, Anastasiia D ; Rozhentsova, Elena V. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:210106:p:93-106.

Full description at Econpapers || Download paper

2021Volatility Spillovers among Developed and Developing Countries: The Global Foreign Exchange Markets. (2021). Mohammed, Walid Abass. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:270-:d:575902.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021What Factors Affect the RMB Carry Trade Return for Sustainability? An Empirical Analysis by Using an ARDL Model. (2021). Guo, Sen ; Zhang, Ziyun. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:24:p:13533-:d:696934.

Full description at Econpapers || Download paper

2021Covid-19 Outbreak and CO2 Emissions: Macro-Financial Linkages. (2021). Chevallier, Julien. In: Working Papers. RePEc:ipg:wpaper:2021-004.

Full description at Econpapers || Download paper

2022How Economic, Political and Institutional Factors Influence the Choice of Exchange Rate Regimes? New Evidence from Selected Countries of the MENA Region. (2022). Rault, Christophe ; Khefacha, Islem ; Amor, Thouraya Hadj ; Maraoui, Najia. In: IZA Discussion Papers. RePEc:iza:izadps:dp15234.

Full description at Econpapers || Download paper

2022Liquidity and Volatility of Stocks Moved from the Main Market to the Alternative Investment Market (AIM). (2022). Mortazian, Mona. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09344-6.

Full description at Econpapers || Download paper

2021Information flow and price discovery dynamics. (2021). Xu, Kuan ; Meng, Qingbin ; Wu, Lei. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:1:d:10.1007_s11156-020-00896-8.

Full description at Econpapers || Download paper

2021Field Distance and Quality in Economists’ Collaborations. (2021). YILMAZKUDAY, HAKAN ; Onder, Ali ; Schweitzer, Sascha. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2021-04.

Full description at Econpapers || Download paper

2021Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengecti, Suleyman. In: MPRA Paper. RePEc:pra:mprapa:105162.

Full description at Econpapers || Download paper

2022Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination. (2022). ben Zeev, Nadav ; Nathan, Daniel. In: MPRA Paper. RePEc:pra:mprapa:112909.

Full description at Econpapers || Download paper

2021Major exchange rates and value-added exports. (2021). Choi, Myoung Shik. In: PSL Quarterly Review. RePEc:psl:pslqrr:2021:34.

Full description at Econpapers || Download paper

2022Macroeconomic News and Exchange Rates: Exploring the Role of Order Flow. (2022). Rashid, Abdul ; Jabeen, Munazza. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:14:y:2022:i:2:p:222-245.

Full description at Econpapers || Download paper

2021Stock Market Liquidity: A Literature Review. (2021). Reddy, Y V ; Naik, Priyanka. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:2158244020985529.

Full description at Econpapers || Download paper

2022Do financial markets respond to macroeconomic surprises? Evidence from the UK. (2022). Heinlein, Reinhold ; Lepori, Gabriele M. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02108-1.

Full description at Econpapers || Download paper

2022Cross-time-frequency analysis of volatility linkages in global currency markets: an extended framework. (2022). Yelkenci, Tezer ; Baklaci, Hasan Fehmi. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:2:d:10.1007_s40822-022-00209-5.

Full description at Econpapers || Download paper

2021A model of market making with heterogeneous speculators. (2021). Bargigli, Leonardo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00283-5.

Full description at Econpapers || Download paper

2021Universal and specific features of Ukrainian economic research: publication analysis based on Crossref data. (2021). Nazarovets, S ; Mryglod, O ; Kozmenko, S. In: Scientometrics. RePEc:spr:scient:v:126:y:2021:i:9:d:10.1007_s11192-021-04079-7.

Full description at Econpapers || Download paper

2022Network effects and research collaborations: evidence from IMF Working Paper co-authorship. (2022). Grigoli, Francesco ; Pugacheva, Evgenia ; Essers, Dennis. In: Scientometrics. RePEc:spr:scient:v:127:y:2022:i:12:d:10.1007_s11192-022-04335-4.

Full description at Econpapers || Download paper

2021BREXIT referendum’s impact on the financial markets in the UK. (2021). Stoupos, Nikolaos ; Kiohos, Apostolos. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:157:y:2021:i:1:d:10.1007_s10290-020-00393-z.

Full description at Econpapers || Download paper

2021The impact of Euro through time: Exchange rate dynamics under different regimes. (2021). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1375-1408.

Full description at Econpapers || Download paper

2021Dynamic volatility linkages and hedging between commodities and sectoral stock returns in Turkey: Evidence from SVAR?cDCC?GARCH model. (2021). Akko, Uur ; Civcir, rfan . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1978-1992.

Full description at Econpapers || Download paper

2021Asymmetric interdependence between currency markets volatilities across frequencies and time scales. (2021). Yahya, Muhammad ; Uddin, Gazi Salah ; Rahman, Md Lutfur ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hussain, Syed Jawad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2436-2457.

Full description at Econpapers || Download paper

2021Determinants of financial stress in emerging market economies: Are spatial effects important?. (2021). Onder, Ozlem A ; Kosedali, Begum Yurteri. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4653-4669.

Full description at Econpapers || Download paper

2022The news effects on exchange rate returns and volatility: Evidence from Pakistan. (2022). Ihsan, Hajra ; Rashid, Abdul ; Jabeen, Munazza . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:745-769.

Full description at Econpapers || Download paper

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

Works by Michael Melvin:

YearTitleTypeCited
1982Expected Inflation, Taxation, and Interest Rates: The Delusion of Fiscal Illusion. In: American Economic Review.
[Full Text][Citation analysis]		article10
1983Expected Inflation and Interest Rates: Reply. In: American Economic Review.
[Full Text][Citation analysis]		article0
The Political Economy of Japans Big Bang In: Working Papers.
[Full Text][Citation analysis]		paper1
A Yen is not a Yen: TIBOR/LIBOR and the determinants of the Japan Premium In: Working Papers.
[Full Text][Citation analysis]		paper24
2004A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium.(2004) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper35
2003A stock market boom during a financial crisis?: ADRs and capital outflows in Argentina.(2003) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		article
2004Why has FX trading surged? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article54
1996DOLLARIZATION IN DEVELOPING COUNTRIES: RATIONAL REMEDY OR DOMESTIC DILEMMA? In: Contemporary Economic Policy.
[Full Text][Citation analysis]		article6
2009The Dark Side of International Cross?Listing: Effects on Rival Firms at Home In: European Financial Management.
[Full Text][Citation analysis]		article6
2007The Dark Side of International Cross-Listing: Effects on Rival Firms at Home.(2007) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2016Global Investment Environment of the Post-Quantitative Easing World: The ‘new-old’ and ‘new-new’ Normal In: Pacific Economic Review.
[Full Text][Citation analysis]		article0
1996Which Single Currency for Western Europe? In: Review of International Economics.
[Citation analysis]		article1
2013The choice of direct dealing or electronic brokerage in foreign exchange trading In: Borsa Istanbul Review.
[Full Text][Citation analysis]		article0
2008Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2009Bank of England Interest Rate Announcements and the Foreign Exchange Market In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper20
2010Bank of England Interest Rate Announcements and the Foreign Exchange Market.(2010) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
2009Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper28
2009Exchange rate management in emerging markets: Intervention via an electronic limit order book.(2009) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		article
2009The Crisis in the Foreign Exchange Market In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper164
2009The Crisis in the Foreign Exchange Market.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 164		paper
2009The crisis in the foreign exchange market.(2009) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 164		article
2010Active Currency Investing and Performance Benchmarks In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2013Forecasting Exchange Rates: An Investor Perspective In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper10
2013Forecasting Exchange Rates: an Investor Perspective.(2013) In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		chapter
2016When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2020Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2020Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns.(2020) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2020Chinese Exchange Rate Policy: Lessons for Global Investors In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2022Chinese Exchange Rate Policy: Lessons for Global Investors.(2022) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2022Trading with the Informed and against the Uninformed: Flows and Positioning in the Global Currency Market In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2000Public Information Arrival, Exchange Rate Volatility, and Quote Frequency. In: Economic Journal.
[Full Text][Citation analysis]		article109
1996Public Information Arrival, Exchange Rate Volatility, and Quote Frequency.(1996) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 109		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.
[Full Text][Citation analysis]		paper1
1989Dollar currency in Latin America : A Bolivian application In: Economics Letters.
[Full Text][Citation analysis]		article14
2007Explaining the early years of the euro exchange rate: An episode of learning about a new central bank In: European Economic Review.
[Full Text][Citation analysis]		article2
2005Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article107
2008Excess demand and price formation during a Walrasian auction In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article5
2002Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article71
2015Equity hedging and exchange rates at the London 4p.m. fix In: Journal of Financial Markets.
[Full Text][Citation analysis]		article33
1994Bid--ask spreads and volatility in the foreign exchange market : An empirical analysis In: Journal of International Economics.
[Full Text][Citation analysis]		article127
1994Sources of meteor showers and heat waves in the foreign exchange market In: Journal of International Economics.
[Full Text][Citation analysis]		article42
2002Before and after international cross-listing: an intraday examination of volume and volatility In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article17
1989Do centrally planned exchange rates behave differently from capitalist rates? In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article3
1991Trade balance news and exchange rates: Is there a policy signal? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article29
2001Once-in-a-generation yen volatility in 1998: fundamentals, intervention, and order flow In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article65
2009The global financial crisis: Causes, threats and opportunities. Introduction and overview In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article14
1984Trade concentration, openness, and deviations from purchasing power parity In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article3
1986Risk in international lending: A dynamic factor analysis applied to France and Mexico In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article3
2012International Money and Finance In: Elsevier Monographs.
[Full Text][Citation analysis]		book3
1993On the possibility of a yen currency bloc for Pacific-Basin countries: A stochastic dominance approach In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article10
1997U.S. protectionist policy and stock prices of U.S. import-competing and Korean and Taiwanese export-oriented firms In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article2
1992Economic fundamentals and a yen currency area for Asian Pacific Rim countries In: Proceedings.
[Citation analysis]		article0
1992Economic fundamentals and a yen currency area for Asian Pacific Rim countries.(1992) In: Proceedings.
[Citation analysis]
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.
[Full Text][Citation analysis]		article8
2006Explaining trading volume in the euro In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article6
1998Twice a day or continuously? Observation frequency and inference on foreign exchange volatility persistence In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article2
1990The choice of an invoicing currency in international trade and the balance of trade impact of currency depreciation In: Open Economies Review.
[Full Text][Citation analysis]		article9
1985The Choice of an Exchange Rate System and Macroeconomic Stability. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article51
1991Coca Dollars and the Dollarization of South America. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article10
2007Exchange Rates and FOMC Days In: Journal of Money, Credit and Banking.
[Citation analysis]		article13
2007Exchange Rates and FOMC Days.(2007) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2000Information, Announcement, and Listing Effects of ADR Programs and German-U.S. Stock Market Integration In: Multinational Finance Journal.
[Full Text][Citation analysis]		article0
1983An Alternative Approach to International Capital Flows In: NBER Chapters.
[Full Text][Citation analysis]		chapter1
1997Is There Private Information in the FX Market? The Tokyo Experiment In: NBER Working Papers.
[Full Text][Citation analysis]		paper28
1999Japans Big Bang and the Transformation of Financial Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
1983The Vanishing Liquidity Effect of Money on Interest: Analysis and Implications for Policy. In: Economic Inquiry.
[Citation analysis]		article40
1985A Country Risk Index: Econometric Formulation and an Application to Mexico. In: Economic Inquiry.
[Citation analysis]		article2
1991Exchange Rate Systems and Investor Preferences. In: Economic Inquiry.
[Citation analysis]		article1
1996Foreign Exchange Market Bid-Ask Spreads and the Market Price of Social Unrest. In: Oxford Economic Papers.
[Full Text][Citation analysis]		article21
1983The Determinants of Co-Authorship: An Analysis of the Economics Literature. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article76
1989The U.S. Budget Deficit and the Foreign Exchange Value of the Dollar. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article2
2003The Global Transmission of Volatility in the Foreign Exchange Market In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article82
1988The Dollarization of Latin America as a Market-Enforced Monetary Reform: Evidence and Implications. In: Economic Development and Cultural Change.
[Full Text][Citation analysis]		article17
1990Property Rights, Development, and Velocity in Developing Countries. In: Economic Development and Cultural Change.
[Full Text][Citation analysis]		article1
1990South African political unrest, oil prices, and the time varying risk premium in the gold futures market In: Journal of Futures Markets.
[Full Text][Citation analysis]		article50

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team