| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A New Micro Model of Exchange Rate Dynamics |
0 |
0 |
1 |
368 |
1 |
3 |
9 |
998 |
| A New Micro Model of Exchange Rate Dynamics |
0 |
0 |
0 |
372 |
1 |
2 |
8 |
957 |
| A New Micro Model of Exchange Rate Dynamics (March 2004) |
0 |
0 |
0 |
93 |
0 |
0 |
8 |
298 |
| An Information Approach to International Currencies |
0 |
0 |
0 |
104 |
2 |
4 |
14 |
377 |
| Are Different-Currency Assets Imperfect Substitutes? |
0 |
0 |
0 |
114 |
3 |
5 |
12 |
615 |
| Do Currency Markets Absorb News Quickly? |
0 |
0 |
0 |
292 |
4 |
14 |
38 |
814 |
| Exchange Rate Fundamentals and Order Flow |
0 |
1 |
1 |
417 |
1 |
7 |
17 |
984 |
| Exchange Rate Fundamentals and Order Flow (July 2004) |
0 |
0 |
0 |
175 |
1 |
2 |
7 |
621 |
| Exchange Rate Hysteresis: Large Versus Small Policy Misalignments |
0 |
0 |
0 |
0 |
1 |
8 |
15 |
319 |
| Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments |
0 |
0 |
0 |
68 |
4 |
10 |
23 |
359 |
| Explaining Forward Exchange Bias.... Intra-day |
0 |
0 |
0 |
60 |
0 |
1 |
5 |
463 |
| Explaining Forward Exchange Bias...Intraday |
0 |
0 |
0 |
1 |
1 |
2 |
6 |
251 |
| Explaining Forward Exchange Bias..Intraday |
0 |
0 |
0 |
154 |
1 |
2 |
13 |
888 |
| External Economies and European Integration: The Potential for Self-fulfilling Expectations |
0 |
0 |
0 |
54 |
0 |
3 |
7 |
272 |
| External Effects in U.S. Procyclical Productivity |
0 |
0 |
0 |
2 |
3 |
7 |
13 |
398 |
| Fixed versus Flexible: Lessons from EMS Order Flow |
0 |
0 |
0 |
213 |
3 |
6 |
18 |
1,105 |
| Floating Exchange Rates in Peru, 1950-54 |
0 |
0 |
0 |
22 |
1 |
1 |
8 |
609 |
| Foreign Exchange Volume: Sound and Fury Signifying Nothing? |
0 |
0 |
0 |
2 |
1 |
1 |
10 |
428 |
| Foreign Exchange Volume: Sound and Fury Signifying Nothing? |
0 |
0 |
0 |
292 |
1 |
1 |
10 |
1,733 |
| Foreign exchange: macro puzzles, micro tools |
0 |
0 |
1 |
7 |
2 |
5 |
15 |
56 |
| How is Macro News Transmitted to Exchange Rates? |
0 |
0 |
0 |
428 |
2 |
5 |
16 |
1,188 |
| How is Macro News Transmitted to Exchange Rates? (December 2003) |
0 |
0 |
0 |
82 |
2 |
2 |
7 |
323 |
| Inventory Information |
0 |
0 |
0 |
139 |
1 |
7 |
19 |
606 |
| Is There Private Information in the FX Market? The Tokyo Experiment |
0 |
0 |
0 |
168 |
2 |
2 |
7 |
979 |
| Is There Private Information in the FX Market? The Tokyo Experiment |
0 |
0 |
0 |
120 |
1 |
2 |
8 |
620 |
| Is There Private Information in the FX Market? The Tokyo Experiment |
0 |
0 |
0 |
203 |
1 |
1 |
12 |
953 |
| Is There Private Information on the FX Market? The Tokyo Experiment |
0 |
0 |
0 |
1 |
0 |
2 |
11 |
764 |
| Is there private information in the FX market? the Tokyo experiment |
0 |
0 |
0 |
207 |
2 |
3 |
10 |
932 |
| Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets |
0 |
0 |
0 |
467 |
2 |
5 |
20 |
1,728 |
| Managers, investors, and crises: mutual fund strategies in emerging markets |
0 |
0 |
0 |
526 |
6 |
9 |
17 |
1,756 |
| Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting |
0 |
0 |
1 |
356 |
2 |
4 |
17 |
979 |
| Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting |
0 |
0 |
1 |
252 |
4 |
4 |
13 |
783 |
| Mutual fund investment in emerging markets - an overview |
0 |
0 |
1 |
1,042 |
2 |
5 |
64 |
3,606 |
| Optimal Transparency in a Dealership Market with an Application to Foreign Exchange |
0 |
0 |
0 |
0 |
3 |
4 |
11 |
311 |
| Optimal Transparency in a Dealership Market with an Application to Foreign Exchange |
0 |
0 |
0 |
80 |
2 |
3 |
9 |
621 |
| Options and the Currency Risk Premium |
0 |
0 |
0 |
423 |
3 |
3 |
8 |
1,201 |
| Order Flow and Exchange Rate Dynamics |
0 |
0 |
0 |
594 |
20 |
25 |
47 |
2,042 |
| Order Flow and Exchange Rate Dynamics |
0 |
1 |
1 |
587 |
8 |
26 |
43 |
1,574 |
| Portfolio Balance, Price Impact, and Secret Intervention |
0 |
0 |
1 |
309 |
3 |
5 |
19 |
1,017 |
| Private Beliefs and Information Externalities in the Foreign Exchange Market |
0 |
0 |
0 |
0 |
2 |
2 |
7 |
154 |
| Private Beliefs and Information Externalities in the Foreign Exchange Market |
0 |
0 |
0 |
96 |
2 |
5 |
9 |
497 |
| Profits and Position Control: A Week of FX Dealing |
0 |
1 |
2 |
494 |
2 |
4 |
14 |
1,249 |
| Search Costs: The Neglected Spread Component |
0 |
0 |
0 |
63 |
1 |
2 |
8 |
361 |
| Short and Long Run Externalities |
0 |
0 |
0 |
88 |
3 |
6 |
10 |
642 |
| Short and Long Run Externalities |
0 |
0 |
0 |
0 |
1 |
5 |
12 |
251 |
| Some Evidence of Productivity Linkages in Manufacturing |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
257 |
| Sourcing externalities |
0 |
0 |
0 |
1 |
2 |
4 |
8 |
223 |
| Tests of Microstructural Hypotheses in the Foreign Exchange Market |
0 |
1 |
1 |
520 |
6 |
11 |
59 |
1,521 |
| Tests of Microstructural Hypotheses in the Foreign Exchange Market |
0 |
0 |
0 |
1 |
5 |
7 |
13 |
503 |
| Tests of the foreign exchange risk premium using the expected second moments implied by option pricing |
0 |
0 |
0 |
44 |
3 |
5 |
29 |
347 |
| The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices |
0 |
0 |
1 |
50 |
5 |
7 |
14 |
342 |
| The Role of External Economies in U.S. Manufacturing |
0 |
0 |
0 |
113 |
2 |
2 |
6 |
534 |
| Understanding Order Flow |
0 |
0 |
0 |
591 |
0 |
8 |
20 |
1,404 |
| What Keeps Stablecoins Stable? |
1 |
3 |
16 |
85 |
10 |
37 |
106 |
453 |
| Total Working Papers |
1 |
7 |
28 |
10,940 |
141 |
308 |
938 |
43,266 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A simultaneous trade model of the foreign exchange hot potato |
0 |
1 |
2 |
561 |
0 |
10 |
23 |
1,285 |
| Customer- and Supplier-Driven Externalities |
0 |
0 |
1 |
229 |
0 |
2 |
22 |
732 |
| Do currency markets absorb news quickly? |
0 |
1 |
2 |
167 |
6 |
10 |
35 |
643 |
| Exchange rate hysteresis? Large versus small policy misalignments |
0 |
0 |
0 |
40 |
0 |
2 |
7 |
183 |
| Explaining Forward Exchange Bias... Intraday |
0 |
0 |
0 |
33 |
2 |
2 |
4 |
224 |
| Explaining and Forecasting Exchange Rates with Order Flows |
0 |
0 |
0 |
53 |
3 |
4 |
11 |
176 |
| Explaining trading volume in foreign exchange: lessons from Tokyo |
0 |
0 |
0 |
63 |
3 |
4 |
4 |
232 |
| External effects in U.S. procyclical productivity |
0 |
0 |
2 |
191 |
1 |
4 |
11 |
455 |
| Fixed versus flexible: Lessons from EMS order flow |
0 |
0 |
0 |
118 |
1 |
3 |
10 |
442 |
| Floating exchange rates in Peru, 1950-1954 |
0 |
0 |
0 |
17 |
1 |
1 |
11 |
180 |
| Foreign exchange: macro puzzles, micro tools |
0 |
0 |
0 |
187 |
2 |
3 |
9 |
673 |
| How is macro news transmitted to exchange rates? |
0 |
0 |
3 |
348 |
1 |
4 |
18 |
1,056 |
| Informational integration and FX trading |
0 |
0 |
0 |
178 |
1 |
3 |
15 |
431 |
| Internal versus external economies in European industry |
0 |
0 |
1 |
211 |
0 |
2 |
8 |
621 |
| Introduction to the international market microstructure issue |
0 |
0 |
1 |
69 |
4 |
4 |
7 |
182 |
| Inventory Information |
0 |
0 |
0 |
90 |
1 |
2 |
15 |
472 |
| Managers, investors, and crises: mutual fund strategies in emerging markets |
0 |
0 |
1 |
173 |
1 |
2 |
13 |
652 |
| Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting |
0 |
0 |
0 |
214 |
2 |
3 |
16 |
761 |
| Optimal Transparency in a Dealer Market with an Application to Foreign Exchange |
0 |
0 |
0 |
50 |
0 |
1 |
7 |
188 |
| Order Flow and Exchange Rate Dynamics |
3 |
11 |
28 |
1,704 |
34 |
75 |
180 |
4,389 |
| Profits and position control: a week of FX dealing1 |
0 |
1 |
1 |
100 |
0 |
1 |
4 |
306 |
| Tests of microstructural hypotheses in the foreign exchange market |
0 |
0 |
2 |
331 |
5 |
9 |
26 |
847 |
| Tests of the foreign exchange risk premium using the expected second moments implied by option pricing |
0 |
0 |
0 |
38 |
0 |
3 |
12 |
149 |
| Time-varying liquidity in foreign exchange |
0 |
0 |
0 |
117 |
1 |
1 |
11 |
362 |
| Understanding order flow |
0 |
0 |
0 |
248 |
4 |
6 |
19 |
669 |
| Whence exchange rate overshooting: Money stock or flow? |
0 |
0 |
0 |
34 |
1 |
1 |
3 |
184 |
| Total Journal Articles |
3 |
14 |
44 |
5,564 |
74 |
162 |
501 |
16,494 |