| 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 |
1 |
4 |
8 |
955 |
| A New Micro Model of Exchange Rate Dynamics |
0 |
0 |
1 |
368 |
1 |
2 |
4 |
992 |
| A New Micro Model of Exchange Rate Dynamics (March 2004) |
0 |
0 |
0 |
93 |
3 |
4 |
5 |
295 |
| An Information Approach to International Currencies |
0 |
0 |
0 |
104 |
1 |
4 |
5 |
368 |
| Are Different-Currency Assets Imperfect Substitutes? |
0 |
0 |
0 |
114 |
0 |
3 |
6 |
607 |
| Do Currency Markets Absorb News Quickly? |
0 |
0 |
0 |
292 |
0 |
2 |
4 |
780 |
| Exchange Rate Fundamentals and Order Flow |
0 |
0 |
0 |
416 |
3 |
7 |
9 |
975 |
| Exchange Rate Fundamentals and Order Flow (July 2004) |
0 |
0 |
0 |
175 |
1 |
2 |
6 |
619 |
| Exchange Rate Hysteresis: Large Versus Small Policy Misalignments |
0 |
0 |
0 |
0 |
3 |
3 |
6 |
309 |
| Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments |
0 |
0 |
0 |
68 |
0 |
6 |
13 |
347 |
| Explaining Forward Exchange Bias.... Intra-day |
0 |
0 |
0 |
60 |
1 |
3 |
5 |
462 |
| Explaining Forward Exchange Bias...Intraday |
0 |
0 |
0 |
1 |
3 |
3 |
3 |
248 |
| Explaining Forward Exchange Bias..Intraday |
0 |
0 |
0 |
154 |
1 |
4 |
5 |
880 |
| External Economies and European Integration: The Potential for Self-fulfilling Expectations |
0 |
0 |
0 |
54 |
1 |
1 |
2 |
266 |
| External Effects in U.S. Procyclical Productivity |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
386 |
| Fixed versus Flexible: Lessons from EMS Order Flow |
0 |
0 |
0 |
213 |
1 |
3 |
7 |
1,092 |
| Floating Exchange Rates in Peru, 1950-54 |
0 |
0 |
0 |
22 |
1 |
2 |
2 |
603 |
| Foreign Exchange Volume: Sound and Fury Signifying Nothing? |
0 |
0 |
1 |
292 |
1 |
5 |
6 |
1,728 |
| Foreign Exchange Volume: Sound and Fury Signifying Nothing? |
0 |
0 |
0 |
2 |
1 |
5 |
9 |
425 |
| Foreign exchange: macro puzzles, micro tools |
0 |
0 |
1 |
7 |
2 |
2 |
3 |
44 |
| How is Macro News Transmitted to Exchange Rates? |
0 |
0 |
0 |
428 |
2 |
5 |
7 |
1,178 |
| How is Macro News Transmitted to Exchange Rates? (December 2003) |
0 |
0 |
1 |
82 |
1 |
1 |
2 |
317 |
| Inventory Information |
0 |
0 |
0 |
139 |
2 |
4 |
4 |
591 |
| Is There Private Information in the FX Market? The Tokyo Experiment |
0 |
0 |
0 |
203 |
3 |
7 |
10 |
950 |
| Is There Private Information in the FX Market? The Tokyo Experiment |
0 |
0 |
0 |
168 |
0 |
2 |
4 |
974 |
| Is There Private Information in the FX Market? The Tokyo Experiment |
0 |
0 |
0 |
120 |
1 |
3 |
5 |
616 |
| Is There Private Information on the FX Market? The Tokyo Experiment |
0 |
0 |
0 |
1 |
3 |
4 |
4 |
757 |
| Is there private information in the FX market? the Tokyo experiment |
0 |
0 |
0 |
207 |
1 |
3 |
6 |
927 |
| Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets |
0 |
0 |
0 |
467 |
5 |
6 |
7 |
1,714 |
| Managers, investors, and crises: mutual fund strategies in emerging markets |
0 |
0 |
0 |
526 |
3 |
6 |
8 |
1,746 |
| Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting |
0 |
0 |
2 |
252 |
2 |
5 |
9 |
777 |
| Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting |
0 |
0 |
2 |
356 |
1 |
5 |
10 |
969 |
| Mutual fund investment in emerging markets - an overview |
0 |
0 |
2 |
1,042 |
30 |
38 |
55 |
3,588 |
| Optimal Transparency in a Dealership Market with an Application to Foreign Exchange |
0 |
0 |
0 |
80 |
2 |
4 |
4 |
616 |
| Optimal Transparency in a Dealership Market with an Application to Foreign Exchange |
0 |
0 |
0 |
0 |
2 |
6 |
7 |
307 |
| Options and the Currency Risk Premium |
0 |
0 |
0 |
423 |
2 |
2 |
3 |
1,195 |
| Order Flow and Exchange Rate Dynamics |
0 |
0 |
0 |
594 |
5 |
8 |
11 |
2,003 |
| Order Flow and Exchange Rate Dynamics |
0 |
0 |
0 |
586 |
4 |
8 |
10 |
1,539 |
| Portfolio Balance, Price Impact, and Secret Intervention |
0 |
0 |
1 |
309 |
3 |
7 |
12 |
1,009 |
| Private Beliefs and Information Externalities in the Foreign Exchange Market |
0 |
0 |
0 |
96 |
1 |
2 |
2 |
490 |
| Private Beliefs and Information Externalities in the Foreign Exchange Market |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
151 |
| Profits and Position Control: A Week of FX Dealing |
0 |
1 |
1 |
493 |
4 |
5 |
5 |
1,240 |
| Search Costs: The Neglected Spread Component |
0 |
0 |
0 |
63 |
1 |
2 |
2 |
355 |
| Short and Long Run Externalities |
0 |
0 |
0 |
0 |
4 |
5 |
6 |
244 |
| Short and Long Run Externalities |
0 |
0 |
0 |
88 |
0 |
1 |
2 |
633 |
| Some Evidence of Productivity Linkages in Manufacturing |
0 |
0 |
0 |
0 |
5 |
6 |
8 |
254 |
| Sourcing externalities |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
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 |
0 |
519 |
20 |
22 |
25 |
1,485 |
| Tests of the foreign exchange risk premium using the expected second moments implied by option pricing |
0 |
0 |
0 |
44 |
6 |
10 |
11 |
328 |
| The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices |
0 |
0 |
1 |
50 |
1 |
3 |
6 |
334 |
| The Role of External Economies in U.S. Manufacturing |
0 |
0 |
0 |
113 |
0 |
1 |
1 |
529 |
| Understanding Order Flow |
0 |
0 |
0 |
591 |
0 |
3 |
9 |
1,392 |
| What Keeps Stablecoins Stable? |
3 |
6 |
13 |
81 |
11 |
31 |
58 |
398 |
| Total Working Papers |
3 |
7 |
26 |
10,932 |
151 |
283 |
431 |
42,692 |
| 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 |
560 |
1 |
4 |
9 |
1,269 |
| Customer- and Supplier-Driven Externalities |
0 |
1 |
1 |
229 |
5 |
14 |
18 |
727 |
| Do currency markets absorb news quickly? |
1 |
1 |
1 |
166 |
2 |
7 |
22 |
623 |
| Exchange rate hysteresis? Large versus small policy misalignments |
0 |
0 |
0 |
40 |
1 |
2 |
3 |
179 |
| 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 |
3 |
3 |
3 |
168 |
| Explaining trading volume in foreign exchange: lessons from Tokyo |
0 |
0 |
0 |
63 |
0 |
0 |
1 |
228 |
| External effects in U.S. procyclical productivity |
0 |
0 |
1 |
190 |
1 |
1 |
3 |
446 |
| Fixed versus flexible: Lessons from EMS order flow |
0 |
0 |
2 |
118 |
1 |
3 |
6 |
436 |
| Floating exchange rates in Peru, 1950-1954 |
0 |
0 |
0 |
17 |
1 |
5 |
7 |
175 |
| Foreign exchange: macro puzzles, micro tools |
0 |
0 |
0 |
187 |
1 |
3 |
3 |
667 |
| How is macro news transmitted to exchange rates? |
0 |
0 |
5 |
348 |
1 |
5 |
20 |
1,048 |
| Informational integration and FX trading |
0 |
0 |
0 |
178 |
1 |
4 |
6 |
422 |
| Internal versus external economies in European industry |
0 |
0 |
0 |
210 |
0 |
1 |
3 |
615 |
| Introduction to the international market microstructure issue |
0 |
0 |
1 |
69 |
1 |
1 |
3 |
178 |
| Inventory Information |
0 |
0 |
1 |
90 |
1 |
3 |
8 |
464 |
| Managers, investors, and crises: mutual fund strategies in emerging markets |
0 |
0 |
1 |
173 |
1 |
2 |
8 |
643 |
| Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting |
0 |
0 |
1 |
214 |
1 |
6 |
10 |
753 |
| Optimal Transparency in a Dealer Market with an Application to Foreign Exchange |
0 |
0 |
0 |
50 |
0 |
0 |
2 |
183 |
| Order Flow and Exchange Rate Dynamics |
3 |
9 |
21 |
1,690 |
23 |
46 |
102 |
4,290 |
| Profits and position control: a week of FX dealing1 |
0 |
0 |
0 |
99 |
0 |
1 |
3 |
305 |
| Tests of microstructural hypotheses in the foreign exchange market |
0 |
0 |
3 |
331 |
1 |
7 |
17 |
832 |
| Tests of the foreign exchange risk premium using the expected second moments implied by option pricing |
0 |
0 |
0 |
38 |
4 |
6 |
8 |
143 |
| Time-varying liquidity in foreign exchange |
0 |
0 |
0 |
117 |
0 |
3 |
5 |
354 |
| Understanding order flow |
0 |
0 |
1 |
248 |
1 |
3 |
8 |
656 |
| Whence exchange rate overshooting: Money stock or flow? |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
181 |
| Total Journal Articles |
4 |
11 |
42 |
5,545 |
51 |
130 |
278 |
16,205 |