8
H index
8
i10 index
810
Citations
John F. O. Bilson : Citation Profile
Illinois Institute of Technology | RESEARCH PRODUCTION: 21 Articles 4 Papers 1 Books 4 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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39 years (1978 - 2017). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with John F. O. Bilson. | Is cited by:
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Main data
Where John F. O. Bilson has published?
| Journals with more than one article published | # docs |
|---|---|
| IMF Staff Papers | 4 |
| Economics Letters | 2 |
| American Economic Review | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| NBER Working Papers / National Bureau of Economic Research, Inc | 4 |
Recent works citing John F. O. Bilson (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730. Full description at Econpapers || Download paper |
| 2023 | Multi-country modelling at the commission of the European communities: Centralised and decentralised approaches. (2023). Acosta, Juan ; Sergi, Francesco ; Rancan, Antonella. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001927. Full description at Econpapers || Download paper |
| 2023 | A new test for market efficiency and uncovered interest parity. (2023). Ho, Kun ; Kapetanios, George ; Diebold, Francis X ; Baillie, Richard T. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001681. Full description at Econpapers || Download paper |
| 2023 | Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628. Full description at Econpapers || Download paper |
| 2023 | Asset management as creator of market inefficiency. (2023). Woolley, Paul ; Vayanos, Dimitri. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118540. Full description at Econpapers || Download paper |
| 2023 | Foreign exchange order flow as a risk factor. (2023). Zhang, Zhekai ; Cerrato, Mario ; Burnside, Craig. In: Working Papers. RePEc:gla:glaewp:2023-03. Full description at Econpapers || Download paper |
| 2023 | Asset Management as Creator of Market Inefficiency. (2023). Woolley, Paul ; Vayanos, Dimitri. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:51:y:2023:i:1:d:10.1007_s11293-023-09769-6. Full description at Econpapers || Download paper |
| 2023 | Market Timing and Predictability in FX Markets. (2023). Tran, Ngoc-Khanh ; To, Thuy-Duong ; Maurer, Thomas A. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:223-246.. Full description at Econpapers || Download paper |
| 2024 | Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648. Full description at Econpapers || Download paper |
John F. O. Bilson has edited the books:
| Year | Title | Type | Cited |
|---|
Works by John F. O. Bilson:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1978 | The Current Experience with Floating Exchange Rates: An Appraisal of the Monetary Approach. In: American Economic Review. [Full Text][Citation analysis] | article | 27 |
| 1985 | Macroeconomic Stability and Flexible Exchange Rates. In: American Economic Review. [Full Text][Citation analysis] | article | 2 |
| 1984 | Purchasing Power Parity as a Trading Strategy. In: Journal of Finance. [Full Text][Citation analysis] | article | 7 |
| 1978 | A Dynamic Model of Devaluation. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 1979 | The deutsche mark/dollar rate : A monetary analysis In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 14 |
| 2015 | The term structure of implied dividend yields and expected returns In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1979 | International reserves: Adjustment dynamics In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1980 | The rational expectations approach to the consumption function : A multi-country study In: European Economic Review. [Full Text][Citation analysis] | article | 11 |
| 1981 | The Rational Expectations Approach to the Consumption Function: A Multi-country Study.(1981) In: NBER Chapters. [Citation analysis] This paper has nother version. Agregated cites: 11 | chapter | |
| 1987 | The profitability of currency speculation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
| 1983 | The Profitability of Currency Speculation.(1983) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2015 | Size and value risk in financial firms In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
| 2007 | Currency and credit markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | An Empirical Investigation of Eastern European Bond Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
| 1984 | Exchange Rate Theory and Practice In: NBER Books. [Citation analysis] | book | 432 |
| 1984 | Introduction In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1984 | Exchange Rate Dynamics In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1 |
| 1979 | Dynamic Adjustment and the Demand for International Reserves In: NBER Working Papers. [Full Text][Citation analysis] | paper | 25 |
| 1980 | The Speculative Efficiency Hypothesis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 239 |
| 1981 | The Speculative Efficiency Hypothesis..(1981) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 239 | article | |
| 1981 | Profitability and Stability in International Currency Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 1980 | The Permanent Income Hypothesis under Rational Expectations In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Assessing hedge fund performance with institutional constraints: evidence from CTA funds In: Journal of Asset Management. [Full Text][Citation analysis] | article | 1 |
| 1978 | The Monetary Approach to the Exchange Rate: Some Empirical Evidence (La théorie monétaire du taux de change: preuves empiriques) (El enfoque monetario del tipo de cambio: Algunas pruebas empàIn: IMF Staff Papers. [Full Text][Citation analysis] | article | 7 |
| 1979 | The Vicious Circle Hypothesis (Lhypothèse du cercle vicieux) (La hipótesis del cÃÂrculo vicioso) In: IMF Staff Papers. [Full Text][Citation analysis] | article | 0 |
| 1979 | Recent Developments in Monetary Models of Exchange Rate Determination (Evolution récente des modèles monétaires de détermination des taux de change) (Progreso reciente en el campo de los m In: IMF Staff Papers. [Full Text][Citation analysis] | article | 7 |
| 1983 | Overview In: IMF Staff Papers. [Full Text][Citation analysis] | article | 0 |
| 2016 | Bond Portfolio Allocations in South Africa Emerging Markets In: International Journal of Finance & Banking Studies. [Full Text][Citation analysis] | article | 0 |
| 2005 | Parsimonious Value at Risk for Fixed Income Portfolios In: Springer Books. [Citation analysis] | chapter | 0 |
| 2011 | Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team