Michael Melvin : Citation Profile


Are you Michael Melvin?

University of California-San Diego (UCSD)

18

H index

28

i10 index

1165

Citations

RESEARCH PRODUCTION:

54

Articles

16

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   34 years (1982 - 2016). See details.
   Cites by year: 34
   Journals where Michael Melvin has often published
   Relations with other researchers
   Recent citing documents: 135.    Total self citations: 19 (1.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme60
   Updated: 2019-10-15    RAS profile: 2017-11-08    
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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 (39)

Rime, Dagfinn (30)

Evans, Martin (27)

Lyons, Richard (18)

Kutan, Ali (17)

King, Michael (17)

Ito, Takatoshi (17)

Sarno, Lucio (16)

Schmeling, Maik (15)

Taylor, Mark (14)

Fatum, Rasmus (13)

Cites to:

Taylor, Mark (20)

Ito, Takatoshi (13)

Lyons, Richard (9)

Karolyi, G. (9)

Shleifer, Andrei (8)

Swanson, Eric (7)

Evans, Martin (7)

Engle, Robert (7)

Hau, Harald (6)

Fatum, Rasmus (6)

Payne, Richard (6)

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
Economic Inquiry3
Journal of Money, Credit and Banking3
Pacific-Basin Finance Journal3
Journal of International Economics3
The Review of Economics and Statistics3
Economics Letters2
International Journal of Finance & Economics2
Proceedings2
American Economic Review2
Economic Development and Cultural Change2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo Group Munich8
Working Papers / Department of Economics, W. P. Carey School of Business, Arizona State University3

Recent works citing Michael Melvin (2018 and 2017)


YearTitle of citing document
2017The role of cointegration for optimal hedging with heteroscedastic error term. (2017). Johansen, Soren ; Gatarek, Lukasz . In: CREATES Research Papers. RePEc:aah:create:2017-12.

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2018Entropy Analysis of Financial Time Series. (2018). Schwill, Stephan. In: Papers. RePEc:arx:papers:1807.09423.

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

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2018An Auction-Based Test of Private Information in an Interdealer FX Market. (2018). Villamizar-Villegas, mauricio ; Bonaldi, Pietro. In: Borradores de Economia. RePEc:bdr:borrec:1049.

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2017FX swaps and forwards: missing global debt?. (2017). McGuire, Patrick ; McCauley, Robert ; BORIO, Claudio. In: BIS Quarterly Review. RePEc:bis:bisqtr:1709e.

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2017LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS. (2017). Jung, Kuk Mo ; Mo, Kuk. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:898-919.

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2018DO TERRORIST ATTACKS IMPACT EXCHANGE RATE BEHAVIOR? NEW INTERNATIONAL EVIDENCE. (2018). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Khademalomoom, Siroos. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:547-561.

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2019QUANTITATIVE EASING AND THE UK STOCK MARKET: DOES THE BANK OF ENGLAND INFORMATION DISSEMINATION STRATEGY MATTER?. (2019). Chortareas, Georgios ; Noikokyris, Emmanouil ; Karanasos, Menelaos. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:569-583.

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2017Safe-haven currency: An empirical identification. (2017). Lee, Kang-Soek. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:924-947.

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2018Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data. (2018). Farrell, Greg ; Rossouw, Jannie ; May, Cyril. In: South African Journal of Economics. RePEc:bla:sajeco:v:86:y:2018:i:3:p:308-338.

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2017Dealer Trading at the Fix. (2017). Turnbull, Alasdair ; Osler, Carol . In: Working Papers. RePEc:brd:wpaper:101r.

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2019Big in Japan: Global Volatility Transmission between Assets and Trading Places. (2019). Masuhr, Andreas. In: CQE Working Papers. RePEc:cqe:wpaper:8119.

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2017The Exchange Rate Effects of Macro News after the Global Financial Crisis. (2000). Cheung, Yin-Wong ; Yamamoto, Yohei ; Fatum, Rasmus. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_007.

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2019Pension funds, large capital inflows and stock returns in a thin market. (2019). Serwa, Dobromi ; Bohl, Martin T ; Brzeszczyski, Janusz. In: Journal of Pension Economics and Finance. RePEc:cup:jpenef:v:18:y:2019:i:03:p:347-387_00.

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2019Measuring the Effect of Foreign Exchange Intervention Policies on Exchange Rates. (2019). Boer, Lukas. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:128en.

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2017Return of the Japan premium in the abenomics period. (2017). Suzuki, Yoshiko . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00120.

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2017Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction. (2017). Tianqiong, Wang ; Saddique, Shamila ; Yang, Shu. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-83.

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2018East meets West: When the Islamic and Gregorian calendars coincide. (2018). Tantisantiwong, Nongnuch ; Power, David ; Helliar, Christine ; Halari, Anwar. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:402-424.

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2018Time-varying arbitrage and dynamic price discovery. (2018). Frijns, Bart. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:485-502.

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2017Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises. (2017). Leung, Henry ; Schroeder, Florian ; Schiereck, Dirk. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:169-180.

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2017Co-authorship and research productivity in economics: Assessing the assortative matching hypothesis. (2017). SERRANITO, Francisco ; Besancenot, Damien ; Huynh, Kim. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:61-80.

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2017Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements. (2017). Gau, Yin-Feng ; Hsu, Chih-Chiang ; Chang, Ya-Ting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:172-192.

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2017Mispricing in the odd lots market in Brazil. (2017). Perlin, Marcelo ; Righi, Marcelo B ; Ramos, Henrique P. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:618-628.

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2018Switches in price discovery: Are U.S. traders more qualified in making valuations?. (2018). Qadan, Mahmoud. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:221-234.

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2018Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets. (2018). Zhang, Zhaoyong ; Shi, Yanlin ; Ho, Kin-Yip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:168-186.

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2018Reconsidering Monetary Policy: An Empirical Examination of the Relationship Between Interest Rates and Nominal GDP Growth in the U.S., U.K., Germany and Japan. (2018). Lee, Kang-Soek ; Werner, Richard A. In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:26-34.

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2019Measuring financial systemic stress for Turkey: A search for the best composite indicator. (2019). Ozturk, Huseyin ; Chadwick, Meltem Gulenay. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:151-172.

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2018Can Islamic banks have their own benchmark?. (2018). Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz ; Azmat, Saad. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:120-136.

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2017Foreign exchange predictability and the carry trade: A decomposition approach. (2017). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:199-211.

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2018The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares. (2018). Frijns, Bart ; Tourani-Rad, Alireza ; Indriawan, Ivan. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:136-152.

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2019News implied volatility and long-term foreign exchange market volatility. (2019). Yin, Libo ; Han, Liyan ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:126-142.

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2019Does cross-listing in the US mitigate stock crash risk? International evidence. (2019). Ghadhab, Imen. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:186-197.

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2017Systemic risk in carry-trade portfolios. (2017). Liu, Chih-Liang ; Yang, Hsin-Feng . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:40-46.

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2017The forex fixing reform and its impact on cost and risk of forex trading banks. (2017). Yamada, Masahiro ; Ito, Takatoshi. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:157-162.

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2018Index futures volatility and trading activity: Measuring causality at a multiple horizon. (2018). Tiwari, Aviral ; Shahbaz, Muhammad ; Roubaud, David ; Jena, Sangram Keshari. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:247-255.

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2019Agreeing on disagreement: Heterogeneity or uncertainty?. (2019). , Willem ; Ellen, Saskia Ter. In: Journal of Financial Markets. RePEc:eee:finmar:v:44:y:2019:i:c:p:17-30.

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2017How security prices respond to a surge in investor attention: Evidence from Google Search of ADRs. (2017). Tang, Wenbin ; Zhu, Lili . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:38-50.

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2017Puzzles in the Tokyo fixing in the forex market: Order imbalances and Bank pricing. (2017). Ito, Takatoshi ; Yamada, Masahiro . In: Journal of International Economics. RePEc:eee:inecon:v:109:y:2017:i:c:p:214-234.

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2017The specific shapes of gender imbalance in scientific authorships: A network approach. (2017). Araújo, Tanya ; Fontainha, Elsa ; Araujo, Tanya. In: Journal of Informetrics. RePEc:eee:infome:v:11:y:2017:i:1:p:88-102.

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2018A foreign currency effect in the syndicated loan market of emerging economies. (2018). Gong, Di ; Wu, Weixing ; Jiang, Tao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:211-226.

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2018A market-based measure for currency risk in managed exchange rate regimes. (2018). Eichler, Stefan ; Roevekamp, Ingmar . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:141-159.

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2019Intraday effects of the currency market. (2019). Narayan, Paresh Kumar ; Khademalomoom, Siroos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:65-77.

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2019Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data. (2019). Stenfors, Alexis ; Susai, Masayuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:36-57.

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2017Simple measures of market efficiency: A study in foreign exchange markets. (2017). Kitamura, Yoshihiro. In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:1-16.

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2017Central banks and macroeconomic policy choices: Relaxing the trilemma. (2017). Steiner, Andreas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:283-299.

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2018Forex trading and the WMR Fix. (2018). Martin, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:233-247.

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2018Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets. (2018). Lin, Chu-Bin ; Chou, Robin K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:17-31.

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2019Private information in currency markets. (2019). Nishiotis, George ; Milidonis, Andreas ; Michaelides, Alexander. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:643-665.

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2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:283-300.

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2017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:39-56.

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2017Macroeconomic announcements and price discovery in the foreign exchange market. (2017). Gau, Yin-Feng ; Wu, Zhen-Xing . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:232-254.

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2018Did the reform fix the London fix problem?. (2018). Ito, Takatoshi ; Yamada, Masahiro . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:80:y:2018:i:c:p:75-95.

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2018Conditioning carry trades: Less risk, more return. (2018). Mulder, Arjen ; Tims, Ben . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:1-19.

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2018Currency downside risk, liquidity, and financial stability. (2018). Chulia, Helena ; Uribe, Jorge M ; Fernandez, Julian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:89:y:2018:i:c:p:83-102.

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2018Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee. (2018). Qureshi, Saba. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:685-708.

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2017On the nonlinear relation between crude oil and gold. (2017). Kumar, Satish. In: Resources Policy. RePEc:eee:jrpoli:v:51:y:2017:i:c:p:219-224.

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2017Does oil predict gold? A nonparametric causality-in-quantiles approach. (2017). Shahbaz, Muhammad ; Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:257-265.

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2017Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model. (2017). Kanjilal, Kakali ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:358-365.

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2017The synchronized and exceptional price performance of oil and gold: Explanations and prospects. (2017). Aguilera, Roberto F ; Radetzki, Marian. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:81-87.

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2019Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico. (2019). Biswal, Pratap Chandra ; Choudhary, Sangita ; Singhal, Shelly . In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:255-261.

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2017Timing liquidity in the foreign exchange market: Did hedge funds do it?. (2017). Luo, JI ; Li, Baibing ; Tee, Kai-Hong . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:47-62.

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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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2018Global price discovery in the Australian dollar market and its determinants. (2018). Su, Fei ; Zhang, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:35-55.

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2017Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective. (2017). Shen, Dehua ; Zhang, Wei ; Bi, Zhengzheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:345-355.

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2019Group transfer entropy with an application to cryptocurrencies. (2019). Dimpfl, Thomas ; Peter, Franziska J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:543-551.

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2017Intraday industry-specific spillover effect in European equity markets. (2017). Mateus, Cesario ; Chinthalapati, Raju . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:278-298.

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2018Does US cross-listing come with incremental benefit for already UK cross-listed firms. (2018). Ghadhab, Imen ; Mrad, Mouna . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:188-204.

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2018Investor sentiment and evaporating liquidity during the financial crisis. (2018). Chiu, Junmao ; Wu, Chih-Chiang ; Ho, Keng-Yu ; Chung, Huimin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:21-36.

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2018Do foreign institutional traders have private information for the market index? The aspect of market microstructure. (2018). Weng, Pei-Shih ; Tsai, Wei-Che. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:308-323.

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2017Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis. (2017). Agudelo, Diego ; Gutierrez, Marcela ; Cardona, Laura . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:115-127.

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2017On the predictability of carry trade returns: The case of the Chinese Yuan. (2017). Sinnakkannu, Jothee ; Ramasamy, Sockalingam . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:358-376.

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2017Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks. (2017). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Thian, Tze-Chung . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:220-234.

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2017What determines the Japanese corporate credit spread? A new evidence. (2017). , ; Ahsan, Amirul ; Cooper, Peter ; Chazi, Abdelaziz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:354-361.

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2017Credit supply constraints and financial policies of listed companies during the 2007–2009 financial crisis. (2017). Ali, Syed Zulfiqar ; Akbar, Saeed ; Ur, Shafiq ; Liu, Jia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:559-571.

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2017Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis. (2017). Welch, Robert ; Tao, Yusi ; ben Omrane, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:9-30.

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2018What determines the Japanese corporate credit spread? A new evidence. (2018). Azad, A. S. M. Sohel, ; Ahsan, Amirul ; Cooper, Peter ; Chazi, Abdelaziz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:349-356.

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2018On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches. (2018). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-35.pdf.

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2017Improving on daily measures of price discovery. (2017). Fernandes, Marcelo ; Scherrer, Cristina Mabel ; Dias, Gustavo Fruet . In: Textos para discussão. RePEc:fgv:eesptd:444.

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2017The Exchange Rate Effects of Macro News after the Global Financial Crisis. (2017). Yamamoto, Yohei ; Fatum, Rasmus ; Cheung, Yin-Wong. In: Globalization Institute Working Papers. RePEc:fip:feddgw:305.

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2018The Relationship Between Prices of Various Metals, Oil and Scarcity. (2018). Popp, Jozsef ; Mate, Domician ; Lakner, Zoltan ; Fekete, Maria Farkas ; Olah, Judit. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:9:p:2392-:d:169104.

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2019Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time. (2019). Petrov, Vladimir ; Olsen, Richard ; Golub, Anton . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:54-:d:219095.

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2018Social Network Analysis of Scientific Articles Published by Food Policy. (2018). Popp, Jozsef ; Lengyel, Peter ; Rakos, Monika Harangi ; Harangirakos, Monika ; Kot, Sebastian ; Olah, Judit ; Balogh, Peter. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:577-:d:133294.

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2019On the Relationship between Economic Policy Uncertainty and the Implied Volatility Index. (2019). Shaikh, Imlak. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1628-:d:214829.

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2019Front-Running and Collusion in Forex Trading. (2019). , Martin ; Martin, . In: Working Papers. RePEc:geo:guwopa:gueconwpa~19-19-02.

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

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2018Dynamic connectedness of global currencies: a conditional Granger-causality approach. (2018). Nguyen, Duc Khuong ; Martin, Franck ; Le, Tan. In: Working Papers. RePEc:hal:wpaper:hal-01806733.

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2018Information Processing Features Can Detect Behavioral Regimes of Dynamical Systems. (2018). Quax, Rick ; PEter, ; Hoekstra, Alfons G ; Chopard, Bastien ; Falcone, Jean-Luc ; Dupuis, Alexandre ; Chliamovitch, Gregor . In: Abstract and Applied Analysis. RePEc:hin:complx:6047846.

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2017Equity Market Response to Form 20-F Disclosures for ADR Firms. (2017). Senteney, Michael H ; Bazaz, Mohammad S. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:3:p:233-255.

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2017Racing against Time in Research: A Study of the 1995 U.S. Patent Law Amendment. (2017). Kim, Jinyoung. In: IZA Discussion Papers. RePEc:iza:izadps:dp10815.

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2019Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality. (2019). Habimana, Olivier. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9725-1.

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2019Do antidumping measures affect Chinese export-related firms?. (2019). Hua, Xiuping ; Xing, Xinyi ; Sun, Qian ; Jiang, Ying. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:3:d:10.1007_s11156-018-0729-2.

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2017The role of cointegration for optimal hedging with heteroscedastic error term. (2017). Johansen, Soren ; Gatarek, Lukasz . In: Discussion Papers. RePEc:kud:kuiedp:1703.

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2017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: KIER Working Papers. RePEc:kyo:wpaper:956.

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2017Incentivizing research collaboration using performance-based reward systems. (2017). Han, DO ; Bak, Hee-Je. In: Science and Public Policy. RePEc:oup:scippl:v:44:y:2017:i:2:p:186-198..

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2018The Impact of Turkeys Socio-Political and Natural Context on Tourism Between 2010 and 2018. (2018). Grigorescu, Adriana ; Nicoleta, Frnculeasa Madalina ; Ion, Chieescu Razvan ; Adriana, Grigorescu. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xviii:y:2018:i:2:p:20-26.

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2017Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?. (2017). Stenfors, Alexis. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-03.

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2017Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach. (2017). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: MPRA Paper. RePEc:pra:mprapa:77324.

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2017Forex Trading and the WMR Fix. (2017). Evans, Martin. In: MPRA Paper. RePEc:pra:mprapa:81583.

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2017Performance of Markov-Switching GARCH Model Forecasting Inflation Uncertainty. (2017). Raihan, Tasneem. In: MPRA Paper. RePEc:pra:mprapa:82343.

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2018Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis. (2018). Habimana, Olivier. In: MPRA Paper. RePEc:pra:mprapa:87823.

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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.
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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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paper23
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: 23
article
A Stock Market Boom During a Financial Crisis? ADRs and capital outflows in Argentina In: Working Papers.
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paper31
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: 31
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
1985Currency Substitution and Western European Monetary Unification. In: Economica.
[Full Text][Citation analysis]
article13
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
1998Is There Private Information in the FX Market? The Tokyo Experiment In: Journal of Finance.
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article132
1997Is There Private Information in the FX Market? The Tokyo Experiment.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 132
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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paper16
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: 16
article
2009Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book In: CESifo Working Paper Series.
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paper17
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: 17
article
2009The Crisis in the Foreign Exchange Market In: CESifo Working Paper Series.
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paper118
2009The Crisis in the Foreign Exchange Market.(2009) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 118
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: 118
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
2000Public Information Arrival, Exchange Rate Volatility, and Quote Frequency. In: Economic Journal.
[Full Text][Citation analysis]
article85
1996Public Information Arrival, Exchange Rate Volatility, and Quote Frequency.(1996) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85
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.
[Full Text][Citation analysis]
article82
2008Excess demand and price formation during a Walrasian auction In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article4
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]
article58
2015Equity hedging and exchange rates at the London 4p.m. fix In: Journal of Financial Markets.
[Full Text][Citation analysis]
article20
1994Bid--ask spreads and volatility in the foreign exchange market : An empirical analysis In: Journal of International Economics.
[Full Text][Citation analysis]
article75
1994Sources of meteor showers and heat waves in the foreign exchange market In: Journal of International Economics.
[Full Text][Citation analysis]
article28
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]
article13
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]
article18
2001Once-in-a-generation yen volatility in 1998: fundamentals, intervention, and order flow In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article36
2009The global financial crisis: Causes, threats and opportunities. Introduction and overview In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article7
1984Trade concentration, openness, and deviations from purchasing power parity In: Journal of International Money and Finance.
[Full Text][Citation analysis]
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.
[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.
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article5
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.
[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.
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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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article5
1985The Choice of an Exchange Rate System and Macroeconomic Stability. In: Journal of Money, Credit and Banking.
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article43
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.
[Full Text][Citation analysis]
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
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]
article33
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]
article0
1996Foreign Exchange Market Bid-Ask Spreads and the Market Price of Social Unrest. In: Oxford Economic Papers.
[Full Text][Citation analysis]
article15
1983The Determinants of Co-Authorship: An Analysis of the Economics Literature. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article54
1989The U.S. Budget Deficit and the Foreign Exchange Value of the Dollar. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article0
2003The Global Transmission of Volatility in the Foreign Exchange Market In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article64
1988The Dollarization of Latin America as a Market-Enforced Monetary Reform: Evidence and Implications. In: Economic Development and Cultural Change.
[Full Text][Citation analysis]
article14
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]
article31

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