11
H index
13
i10 index
547
Citations
Charles Phipps Thomas : Citation Profile
| RESEARCH PRODUCTION: 14 Articles 25 Papers 5 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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36 years (1987 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Charles Phipps Thomas. | Is cited by:
| Cites to:
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Main data
Where Charles Phipps Thomas has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Money and Finance | 3 |
| Federal Reserve Bulletin | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.) | 19 |
| NBER Working Papers / National Bureau of Economic Research, Inc | 5 |
Recent works citing Charles Phipps Thomas (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Who holds sovereign debt and why it matters. (2023). Hardy, Bryan ; Lewis, Karen ; Fang, Xiang. In: BIS Working Papers. RePEc:bis:biswps:1099. Full description at Econpapers || Download paper |
| 2024 | Bilateral Lucas Paradox. (2024). Ueda, Kenichi ; Morito, Yasumasa. In: CARF F-Series. RePEc:cfi:fseres:cf581. Full description at Econpapers || Download paper |
| 2023 | Do foreign investors have a positive impact on the domestic government bonds market? A panel pooled mean group approach. (2023). Roca, Eduardo ; Su, Jen-Je ; Akimov, Alexandr ; Conterius, Simeon. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:863-875. Full description at Econpapers || Download paper |
| 2023 | Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets. (2023). Kiohos, Apostolos ; Nikas, Christos ; Stoupos, Nikolaos. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001091. Full description at Econpapers || Download paper |
| 2024 | The evolution of portfolio financing equilibrium in a risk-averse supply chain under a partial trade credit policy. (2024). Yan, Qiang ; Jiang, Lan ; Zhen, Zhiyuan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001557. Full description at Econpapers || Download paper |
| 2023 | Determinants of global neutral interest rates. (2023). Shousha, Samer. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001198. Full description at Econpapers || Download paper |
| 2023 | International capital flow pressures and global factors. (2023). Krogstrup, Signe ; Goldberg, Linda S. In: Journal of International Economics. RePEc:eee:inecon:v:146:y:2023:i:c:s0022199623000351. Full description at Econpapers || Download paper |
| 2023 | Detecting political event risk in the option market. (2023). KOSTAKIS, ALEXANDROS ; Otsubo, Yoichi ; Mu, Liangyi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002047. Full description at Econpapers || Download paper |
| 2023 | Gross capital inflows, the U.S. economy, and the response of the Federal Reserve. (2023). Reed, Robert R ; Harrison, Andre. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001444. Full description at Econpapers || Download paper |
| 2023 | Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2023). Wei, Min ; Schneider, Andres ; Minoiu, Camelia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96648. Full description at Econpapers || Download paper |
| 2023 | The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072. Full description at Econpapers || Download paper |
| 2024 | Mortgage Hedging in Fixed Income Markets. (2013). Venter, Gyuri ; Mueller, Philippe ; Vedolin, Andrea ; Malkhozov, Aytek. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp722. Full description at Econpapers || Download paper |
| 2024 | Analysis of Long-Term Bond Yields Using Deviations from Covered Interest Rate Parity. (2024). Jo, Gab-Je. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:117-:d:1355973. Full description at Econpapers || Download paper |
| 2023 | Profit Shifting, Returns on Foreign Direct Investments and Investment Income Imbalances. (2023). Vicard, Vincent. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00178-4. Full description at Econpapers || Download paper |
| 2023 | The kindness of strangers: Brexit and bilateral financial linkages. (2023). Fischer, Andreas ; Yesin, Pinar. In: Working Papers. RePEc:snb:snbwpa:2023-02. Full description at Econpapers || Download paper |
Works by Charles Phipps Thomas:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | US International Equity Investment and Past and Prospective Returns In: American Economic Review. [Full Text][Citation analysis] | article | 64 |
| 2011 | U.S. International Equity Investment and Past and Prospective Returns.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2015 | Cross-border portfolios: assets, liabilities, and non-flow adjustments In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2013 | Weighted Average Relative Price (WARP) In: IFC Bulletins chapters. [Full Text][Citation analysis] | chapter | 2 |
| 2017 | Residency and Nationality: A view from 10,000 feet In: IFC Bulletins chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2009 | MEASURES OF INTERNATIONAL RELATIVE PRICES FOR CHINA AND THE USA In: Pacific Economic Review. [Full Text][Citation analysis] | article | 10 |
| 1997 | Recovering an Assets Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 178 |
| 2017 | Asymmetric information and the death of ABS CDOs In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2013 | Asymmetric Information and the Death of ABS CDOs.(2013) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2013 | Foreign holdings of U.S. Treasuries and U.S. Treasury yields In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 52 |
| 2012 | Foreign holdings of U.S. Treasuries and U.S. Treasury yields.(2012) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2013 | On returns differentials In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 47 |
| 2013 | On returns differentials.(2013) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2013 | On Returns Differentials.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2014 | Uncovered Equity Parity and rebalancing in international portfolios In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 32 |
| 2014 | Uncovered Equity Parity and Rebalancing in International Portfolios.(2014) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2014 | Uncovered Equity Parity and Rebalancing in International Portfolios.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2010 | Could asymmetric information alone have caused the collapse of private-label securitization? In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | U.S. international equity investment and past prospective returns In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2012 | International relative price levels: a look under the hood In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | The return on U.S. direct investment at home and abroad In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The Return on U.S. Direct Investment at Home and Abroad.(2014) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 1991 | Using external sustainability to forecast the dollar In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 1992 | War and peace: recovering the markets probability distribution of crude oil futures prices during the Gulf crisis In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1993 | The role of fiscal policy in an incomplete markets framework In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 1995 | The Role of Fiscal Policy in an Incomplete Markets Framework.(1995) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 1996 | Using options prices to infer PDFS for asset prices: an application to oil prices during the Gulf crisis In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 1996 | The sovereignty option: the Quebec referendum and market views on the Canadian dollar In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2004 | The Performance of International Equity Portfolios In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
| 2006 | The Performance of International Equity Portfolios.(2006) In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2006 | The Performance of International Equity Portfolios.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2006 | Measurement matters for modeling U.S. import prices In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Measuring U.S. international relative prices: a WARP view of the world In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2008 | How long can the unsustainable U.S. current account deficit be sustained? In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2008 | Foreign exposure to asset-backed securities of U.S. origin In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2008 | Current account sustainability and relative reliability In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
| 2009 | Current Account Sustainability and Relative Reliability.(2009) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | chapter | |
| 2008 | Current Account Sustainability and Relative Reliability.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2009 | Current Account Sustainability and Relative Reliability.(2009) In: NBER International Seminar on Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
| 1987 | U. S. international transactions in 1986 In: Federal Reserve Bulletin. [Citation analysis] | article | 0 |
| 1995 | U.S. international transactions in 1994 In: Federal Reserve Bulletin. [Citation analysis] | article | 0 |
| 2009 | Measurement matters for modelling US import prices This article is a U.S. Government work and is in the public domain in the U.S.A. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
| 2009 | How Long Can the Unsustainable U.S. Current Account Deficit Be Sustained? In: IMF Staff Papers. [Full Text][Citation analysis] | article | 2 |
| 2023 | Principled pasting: attaching tails to risk-neutral probability density functions recovered from option prices In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team