11
H index
13
i10 index
561
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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Bilateral Lucas Paradox. (2024). Ueda, Kenichi ; Morito, Yasumasa. In: CARF F-Series. RePEc:cfi:fseres:cf581. Full description at Econpapers || Download paper |
| 2024 | Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures. (2024). Li, Yifan ; Pham, Manh Cuong ; Nolte, Ingmar. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624000940. Full description at Econpapers || Download paper |
| 2025 | Contagion network, portfolio credit risk, and financial crisis. (2025). Li, Bingqing ; Fu, Michael C ; Wu, Rongwen. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:3:p:942-957. Full description at Econpapers || Download paper |
| 2025 | The role of investor participation on sovereign debt markets: Evidence from an emerging economy. (2025). Villamizar-Villegas, mauricio ; Orozco-Vanegas, Camilo ; Botero-Ramrez, Oscar ; Fajardo-Baquero, Nicols ; Orbegozo-Rodrguez, Germn ; Ocampo, Jos Antonio. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000330. 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). Zhen, Zhiyuan ; Yan, Qiang ; Jiang, Lan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001557. Full description at Econpapers || Download paper |
| 2024 | Dollar reserves and U.S. yields: Identifying the price impact of official flows. (2024). Rebucci, Alessandro ; Ahmed, Rashad. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001016. Full description at Econpapers || Download paper |
| 2024 | Pandemic tail risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001717. Full description at Econpapers || Download paper |
| 2025 | Geopolitical risk and U.S. foreign portfolio investment: A tale of advanced and emerging markets. (2025). Choi, Sangyup ; Havel, Jiri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002407. Full description at Econpapers || Download paper |
| 2024 | Who gets the flow? Financial globalisation and wealth inequality. (2024). Arrigoni, Simone. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000338. Full description at Econpapers || Download paper |
| 2024 | Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model. (2024). Hong, Zhiwu ; Wang, Zhenhan ; Li, Xinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001624. Full description at Econpapers || Download paper |
| 2025 | Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2025). Wei, Min ; Minoiu, Camelia ; Schneider, Andrs. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:101197. Full description at Econpapers || Download paper |
| 2024 | The Contribution of Foreign Holdings of U.S. Treasury Securities to the U.S. Long-Term Interest Rate: An Empirical Investigation of the Impact of the Zero Lower Bound. (2024). Martínez García, Enrique ; Zhang, Yixiang. In: Globalization Institute Working Papers. RePEc:fip:feddgw:98916. Full description at Econpapers || Download paper |
| 2024 | New Evidence on the US Excess Return on Foreign Portfolios. (2024). Gourinchas, Pierre-Olivier ; Faia, Ester ; Bertaut, Carol C ; Curcuru, Stephanie E. In: International Finance Discussion Papers. RePEc:fip:fedgif:1398. 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 |
| 2024 | Do Different Bank-Level Securitization Variables Measure The Same Thing? A Confirmatory Factor Analysis. (2024). Plaat, Mark T ; Spierdijk, Laura. In: De Economist. RePEc:kap:decono:v:172:y:2024:i:4:d:10.1007_s10645-024-09439-1. Full description at Econpapers || Download paper |
| 2024 | Many Creditors, One Large Debtor: Understanding the Buildup of Global Stock Imbalances After the Global Financial Crisis. (2024). Milesi-Ferretti, Gian Maria. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:2:d:10.1057_s41308-023-00229-4. Full description at Econpapers || Download paper |
| 2024 | Unlocking the black box: Non-parametric option pricing before and during COVID-19. (2024). Gradojevic, Nikola ; Kukolj, Dragan. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04578-7. Full description at Econpapers || Download paper |
| 2024 | Co-movements, option pricing and risk management: an application to WTI versus Brent spread options. (2024). Loccisano, Debora ; Leccadito, Arturo ; de Giovanni, Domenico. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05059-7. Full description at Econpapers || Download paper |
| 2025 | Debt derisking. (2025). Schrimpf, Andreas ; Cutura, Jannic ; Parise, Gianpaolo. In: Other publications TiSEM. RePEc:tiu:tiutis:7d32a854-8a4e-403f-ac07-90b18473e12c. Full description at Econpapers || Download paper |
| 2025 | Exportweltmeister: Germany’s foreign investment returns in international comparison. (2025). Schularick, Moritz ; Konradt, Maximilian ; Hnnekes, Franziska ; Wingenbach, Julian ; Trebesch, Christoph. In: Open Access Publications from Kiel Institute for the World Economy. RePEc:zbw:ifwkie:318206. 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 | 65 |
| 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: 65 | 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 | 179 |
| 2017 | Asymmetric information and the death of ABS CDOs In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
| 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: 15 | 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 | 55 |
| 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: 55 | paper | |
| 2013 | On returns differentials In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 49 |
| 2013 | On returns differentials.(2013) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2013 | On Returns Differentials.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2014 | Uncovered Equity Parity and rebalancing in international portfolios In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 33 |
| 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: 33 | 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: 33 | 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 | 14 |
| 2004 | The Performance of International Equity Portfolios In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 43 |
| 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: 43 | paper | |
| 2006 | The Performance of International Equity Portfolios.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | 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 | 30 |
| 2009 | Current Account Sustainability and Relative Reliability.(2009) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | chapter | |
| 2008 | Current Account Sustainability and Relative Reliability.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | 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: 30 | 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 |
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