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 |
0 |
372 |
0 |
0 |
2 |
949 |
A New Micro Model of Exchange Rate Dynamics |
0 |
1 |
1 |
368 |
0 |
1 |
3 |
990 |
A New Micro Model of Exchange Rate Dynamics (March 2004) |
0 |
0 |
1 |
93 |
0 |
1 |
2 |
291 |
An Information Approach to International Currencies |
0 |
0 |
0 |
104 |
0 |
1 |
1 |
364 |
Are Different-Currency Assets Imperfect Substitutes? |
0 |
0 |
0 |
114 |
1 |
1 |
3 |
604 |
Do Currency Markets Absorb News Quickly? |
0 |
0 |
0 |
292 |
0 |
2 |
2 |
778 |
Exchange Rate Fundamentals and Order Flow |
0 |
0 |
0 |
416 |
0 |
1 |
4 |
968 |
Exchange Rate Fundamentals and Order Flow (July 2004) |
0 |
0 |
1 |
175 |
1 |
2 |
4 |
616 |
Exchange Rate Hysteresis: Large Versus Small Policy Misalignments |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
306 |
Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments |
0 |
0 |
0 |
68 |
0 |
0 |
4 |
337 |
Explaining Forward Exchange Bias.... Intra-day |
0 |
0 |
0 |
60 |
1 |
1 |
5 |
459 |
Explaining Forward Exchange Bias...Intraday |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
245 |
Explaining Forward Exchange Bias..Intraday |
0 |
0 |
0 |
154 |
0 |
0 |
0 |
875 |
External Economies and European Integration: The Potential for Self-fulfilling Expectations |
0 |
0 |
0 |
54 |
0 |
0 |
2 |
265 |
External Effects in U.S. Procyclical Productivity |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
385 |
Fixed versus Flexible: Lessons from EMS Order Flow |
0 |
0 |
0 |
213 |
1 |
2 |
4 |
1,089 |
Floating Exchange Rates in Peru, 1950-54 |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
601 |
Foreign Exchange Volume: Sound and Fury Signifying Nothing? |
0 |
0 |
1 |
292 |
0 |
0 |
1 |
1,723 |
Foreign Exchange Volume: Sound and Fury Signifying Nothing? |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
418 |
Foreign exchange: macro puzzles, micro tools |
0 |
1 |
1 |
7 |
0 |
1 |
1 |
42 |
How is Macro News Transmitted to Exchange Rates? |
0 |
0 |
0 |
428 |
0 |
1 |
2 |
1,173 |
How is Macro News Transmitted to Exchange Rates? (December 2003) |
0 |
0 |
1 |
82 |
0 |
0 |
1 |
316 |
Inventory Information |
0 |
0 |
0 |
139 |
0 |
0 |
0 |
587 |
Is There Private Information in the FX Market? The Tokyo Experiment |
0 |
0 |
0 |
203 |
1 |
2 |
3 |
943 |
Is There Private Information in the FX Market? The Tokyo Experiment |
0 |
0 |
0 |
120 |
1 |
1 |
2 |
613 |
Is There Private Information in the FX Market? The Tokyo Experiment |
0 |
0 |
0 |
168 |
0 |
0 |
3 |
972 |
Is There Private Information on the FX Market? The Tokyo Experiment |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
753 |
Is there private information in the FX market? the Tokyo experiment |
0 |
0 |
0 |
207 |
1 |
2 |
3 |
924 |
Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets |
0 |
0 |
0 |
467 |
0 |
0 |
3 |
1,708 |
Managers, investors, and crises: mutual fund strategies in emerging markets |
0 |
0 |
0 |
526 |
0 |
1 |
2 |
1,740 |
Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting |
1 |
1 |
4 |
356 |
2 |
2 |
7 |
964 |
Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting |
0 |
1 |
2 |
252 |
0 |
2 |
5 |
772 |
Mutual fund investment in emerging markets - an overview |
0 |
0 |
5 |
1,042 |
1 |
3 |
34 |
3,549 |
Optimal Transparency in a Dealership Market with an Application to Foreign Exchange |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
301 |
Optimal Transparency in a Dealership Market with an Application to Foreign Exchange |
0 |
0 |
0 |
80 |
0 |
0 |
1 |
612 |
Options and the Currency Risk Premium |
0 |
0 |
0 |
423 |
0 |
0 |
1 |
1,193 |
Order Flow and Exchange Rate Dynamics |
0 |
0 |
0 |
586 |
0 |
0 |
4 |
1,531 |
Order Flow and Exchange Rate Dynamics |
0 |
0 |
0 |
594 |
0 |
0 |
3 |
1,995 |
Portfolio Balance, Price Impact, and Secret Intervention |
0 |
0 |
1 |
309 |
1 |
2 |
7 |
1,002 |
Private Beliefs and Information Externalities in the Foreign Exchange Market |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
149 |
Private Beliefs and Information Externalities in the Foreign Exchange Market |
0 |
0 |
0 |
96 |
0 |
0 |
0 |
488 |
Profits and Position Control: A Week of FX Dealing |
0 |
0 |
1 |
492 |
0 |
0 |
1 |
1,235 |
Search Costs: The Neglected Spread Component |
0 |
0 |
0 |
63 |
0 |
0 |
1 |
353 |
Short and Long Run Externalities |
0 |
0 |
0 |
88 |
0 |
0 |
2 |
632 |
Short and Long Run Externalities |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
239 |
Some Evidence of Productivity Linkages in Manufacturing |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
248 |
Sourcing externalities |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
215 |
Tests of Microstructural Hypotheses in the Foreign Exchange Market |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
490 |
Tests of Microstructural Hypotheses in the Foreign Exchange Market |
0 |
0 |
1 |
519 |
0 |
1 |
4 |
1,463 |
Tests of the foreign exchange risk premium using the expected second moments implied by option pricing |
0 |
0 |
0 |
44 |
0 |
0 |
2 |
318 |
The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices |
0 |
0 |
2 |
50 |
1 |
1 |
3 |
330 |
The Role of External Economies in U.S. Manufacturing |
0 |
0 |
0 |
113 |
0 |
0 |
2 |
528 |
Understanding Order Flow |
0 |
0 |
2 |
591 |
1 |
3 |
7 |
1,388 |
What Keeps Stablecoins Stable? |
2 |
2 |
6 |
74 |
3 |
9 |
27 |
360 |
Total Working Papers |
3 |
6 |
30 |
10,924 |
18 |
48 |
189 |
42,389 |
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 |
0 |
3 |
559 |
0 |
1 |
10 |
1,264 |
Customer- and Supplier-Driven Externalities |
0 |
0 |
1 |
228 |
0 |
1 |
10 |
713 |
Do currency markets absorb news quickly? |
0 |
0 |
0 |
165 |
0 |
7 |
16 |
615 |
Exchange rate hysteresis? Large versus small policy misalignments |
0 |
0 |
0 |
40 |
0 |
1 |
2 |
177 |
Explaining Forward Exchange Bias... Intraday |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
220 |
Explaining and Forecasting Exchange Rates with Order Flows |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
165 |
Explaining trading volume in foreign exchange: lessons from Tokyo |
0 |
0 |
1 |
63 |
0 |
0 |
3 |
228 |
External effects in U.S. procyclical productivity |
0 |
0 |
1 |
190 |
0 |
0 |
5 |
445 |
Fixed versus flexible: Lessons from EMS order flow |
0 |
0 |
2 |
118 |
1 |
1 |
4 |
433 |
Floating exchange rates in Peru, 1950-1954 |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
170 |
Foreign exchange: macro puzzles, micro tools |
0 |
0 |
0 |
187 |
0 |
0 |
1 |
664 |
How is macro news transmitted to exchange rates? |
0 |
1 |
8 |
348 |
1 |
2 |
25 |
1,043 |
Informational integration and FX trading |
0 |
0 |
0 |
178 |
0 |
0 |
0 |
416 |
Internal versus external economies in European industry |
0 |
0 |
0 |
210 |
0 |
1 |
3 |
614 |
Introduction to the international market microstructure issue |
0 |
1 |
1 |
69 |
1 |
2 |
2 |
177 |
Inventory Information |
0 |
0 |
4 |
90 |
2 |
2 |
10 |
460 |
Managers, investors, and crises: mutual fund strategies in emerging markets |
0 |
1 |
1 |
173 |
0 |
2 |
7 |
641 |
Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting |
0 |
0 |
1 |
214 |
0 |
1 |
3 |
746 |
Optimal Transparency in a Dealer Market with an Application to Foreign Exchange |
0 |
0 |
0 |
50 |
0 |
1 |
1 |
182 |
Order Flow and Exchange Rate Dynamics |
1 |
4 |
16 |
1,680 |
12 |
20 |
65 |
4,231 |
Profits and position control: a week of FX dealing1 |
0 |
0 |
0 |
99 |
0 |
1 |
2 |
303 |
Tests of microstructural hypotheses in the foreign exchange market |
0 |
1 |
3 |
331 |
1 |
2 |
11 |
824 |
Tests of the foreign exchange risk premium using the expected second moments implied by option pricing |
0 |
0 |
0 |
38 |
0 |
0 |
4 |
137 |
Time-varying liquidity in foreign exchange |
0 |
0 |
0 |
117 |
0 |
0 |
2 |
351 |
Understanding order flow |
0 |
0 |
1 |
248 |
1 |
2 |
10 |
653 |
Whence exchange rate overshooting: Money stock or flow? |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
181 |
Total Journal Articles |
1 |
8 |
43 |
5,532 |
19 |
48 |
198 |
16,053 |