9
H index
9
i10 index
840
Citations
John F. O. Bilson : Citation Profile
Illinois Institute of Technology | RESEARCH PRODUCTION: 22 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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Forbes Magazines Americas Best Banks: Are they best for investors?. (2024). Zhao, Xin ; Filbeck, Greg ; Preece, Dianna. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3535-3557. Full description at Econpapers || Download paper |
| 2024 | Importance of transaction costs for asset allocation in foreign exchange markets. (2024). Taylor, Mark ; Maurer, Thomas A ; Pezzo, Luca ; Filippou, Ilias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001090. Full description at Econpapers || Download paper |
| 2024 | An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001396. Full description at Econpapers || Download paper |
| 2024 | Option implied dividends and the market risk premium. (2024). Malloch, Hamish ; Svec, Jiri ; Aspris, Angelo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006671. Full description at Econpapers || Download paper |
| 2024 | Bank equity returns and oil prices: The story from U.S. regional banks during the “shale oil” revolution. (2024). Killins, Robert N ; Egly, Peter V ; Johnk, David W ; Mollick, Andre V. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001272. Full description at Econpapers || Download paper |
| 2024 | An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125291. Full description at Econpapers || Download paper |
| 2025 | A study of the effectiveness of central bank intervention in BRICS countries. (2025). Deo, Malabika. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00649-1. Full description at Econpapers || Download paper |
| 2025 | Investor sophistication, investor sentiment, and cash-based operating profitability. (2025). Simlai, Prodosh Eugene. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:3:d:10.1007_s11156-024-01328-7. 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 |
| 2024 | Can central bankers’ talk predict bank stock returns? A machine learning approach. (2024). Leledakis, George ; Pyrgiotakis, Emmanouil G ; Panagiotou, Nikolaos P ; Katsafados, Apostolos G. In: MPRA Paper. RePEc:pra:mprapa:122899. Full description at Econpapers || Download paper |
| 2024 | Can Futures Prices Predict the Real Price of Primary Commodities?. (2024). Markos, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0145. Full description at Econpapers || Download paper |
| 2024 | Considering momentum spillover effects via graph neural network in option pricing. (2024). Wang, Yao ; Wei, Xiangyu ; Li, Qing ; Zhao, Jingmei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:1069-1094. 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 | 29 |
| 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 | 8 |
| 1982 | CIVIL LIBERTY‐AN ECONOMETRIC INVESTIGATION In: Kyklos. [Full Text][Citation analysis] | article | 20 |
| 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 | 4 |
| 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 | 14 |
| 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 | 240 |
| 1981 | The Speculative Efficiency Hypothesis..(1981) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 240 | 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 empÃricas) In: IMF Staff Papers. [Full Text][Citation analysis] | article | 8 |
| 1979 | The Vicious Circle Hypothesis (Lhypothèse du cercle vicieux) (La hipótesis del cÃrculo 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 modelos monetarios para la determinación del tipo de cambio) 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, 20 2025. Contact: CitEc Team