| 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 |
368 |
2 |
3 |
13 |
1,003 |
| A New Micro Model of Exchange Rate Dynamics |
0 |
0 |
0 |
372 |
2 |
5 |
11 |
963 |
| A New Micro Model of Exchange Rate Dynamics (March 2004) |
0 |
0 |
0 |
93 |
2 |
3 |
12 |
303 |
| An Information Approach to International Currencies |
0 |
0 |
0 |
104 |
2 |
3 |
15 |
380 |
| Are Different-Currency Assets Imperfect Substitutes? |
0 |
0 |
0 |
114 |
1 |
1 |
11 |
616 |
| Do Currency Markets Absorb News Quickly? |
0 |
0 |
0 |
292 |
1 |
3 |
41 |
819 |
| Exchange Rate Fundamentals and Order Flow |
0 |
0 |
1 |
417 |
11 |
16 |
32 |
1,001 |
| Exchange Rate Fundamentals and Order Flow (July 2004) |
0 |
0 |
0 |
175 |
2 |
3 |
7 |
625 |
| Exchange Rate Hysteresis: Large Versus Small Policy Misalignments |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
320 |
| Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments |
0 |
0 |
0 |
68 |
1 |
5 |
20 |
365 |
| Explaining Forward Exchange Bias.... Intra-day |
0 |
0 |
0 |
60 |
3 |
3 |
7 |
467 |
| Explaining Forward Exchange Bias...Intraday |
0 |
0 |
0 |
1 |
3 |
3 |
9 |
254 |
| Explaining Forward Exchange Bias..Intraday |
0 |
0 |
0 |
154 |
2 |
3 |
14 |
891 |
| External Economies and European Integration: The Potential for Self-fulfilling Expectations |
0 |
0 |
0 |
54 |
2 |
3 |
10 |
275 |
| External Effects in U.S. Procyclical Productivity |
0 |
0 |
0 |
2 |
4 |
6 |
20 |
405 |
| Fixed versus Flexible: Lessons from EMS Order Flow |
0 |
0 |
0 |
213 |
0 |
1 |
16 |
1,107 |
| Floating Exchange Rates in Peru, 1950-54 |
0 |
0 |
0 |
22 |
3 |
4 |
11 |
613 |
| Foreign Exchange Volume: Sound and Fury Signifying Nothing? |
0 |
0 |
0 |
2 |
3 |
3 |
10 |
432 |
| Foreign Exchange Volume: Sound and Fury Signifying Nothing? |
0 |
0 |
0 |
292 |
2 |
4 |
14 |
1,737 |
| Foreign exchange: macro puzzles, micro tools |
0 |
0 |
0 |
7 |
3 |
4 |
20 |
62 |
| How is Macro News Transmitted to Exchange Rates? |
0 |
0 |
0 |
428 |
1 |
1 |
19 |
1,194 |
| How is Macro News Transmitted to Exchange Rates? (December 2003) |
0 |
0 |
0 |
82 |
5 |
6 |
14 |
330 |
| Inventory Information |
0 |
0 |
0 |
139 |
3 |
3 |
22 |
610 |
| Is There Private Information in the FX Market? The Tokyo Experiment |
0 |
0 |
0 |
120 |
5 |
5 |
15 |
628 |
| Is There Private Information in the FX Market? The Tokyo Experiment |
0 |
0 |
0 |
203 |
4 |
6 |
17 |
961 |
| Is There Private Information in the FX Market? The Tokyo Experiment |
0 |
0 |
0 |
168 |
2 |
4 |
12 |
984 |
| Is There Private Information on the FX Market? The Tokyo Experiment |
0 |
0 |
0 |
1 |
2 |
3 |
15 |
768 |
| Is there private information in the FX market? the Tokyo experiment |
0 |
0 |
0 |
207 |
2 |
2 |
11 |
936 |
| Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets |
0 |
0 |
1 |
468 |
4 |
5 |
29 |
1,737 |
| Managers, investors, and crises: mutual fund strategies in emerging markets |
0 |
0 |
0 |
526 |
3 |
6 |
25 |
1,765 |
| Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting |
0 |
0 |
0 |
252 |
0 |
0 |
12 |
785 |
| Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting |
0 |
1 |
1 |
357 |
1 |
5 |
23 |
988 |
| Mutual fund investment in emerging markets - an overview |
0 |
0 |
0 |
1,042 |
0 |
2 |
56 |
3,609 |
| Optimal Transparency in a Dealership Market with an Application to Foreign Exchange |
0 |
0 |
0 |
80 |
1 |
2 |
11 |
624 |
| Optimal Transparency in a Dealership Market with an Application to Foreign Exchange |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
312 |
| Options and the Currency Risk Premium |
0 |
0 |
0 |
423 |
5 |
6 |
14 |
1,207 |
| Order Flow and Exchange Rate Dynamics |
0 |
0 |
1 |
587 |
5 |
8 |
54 |
1,585 |
| Order Flow and Exchange Rate Dynamics |
1 |
2 |
2 |
596 |
6 |
11 |
61 |
2,056 |
| Portfolio Balance, Price Impact, and Secret Intervention |
0 |
0 |
0 |
309 |
2 |
5 |
18 |
1,022 |
| Private Beliefs and Information Externalities in the Foreign Exchange Market |
0 |
0 |
0 |
96 |
3 |
5 |
13 |
502 |
| Private Beliefs and Information Externalities in the Foreign Exchange Market |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
156 |
| Profits and Position Control: A Week of FX Dealing |
0 |
2 |
4 |
496 |
4 |
6 |
20 |
1,255 |
| Search Costs: The Neglected Spread Component |
0 |
2 |
2 |
65 |
1 |
3 |
11 |
364 |
| Short and Long Run Externalities |
0 |
0 |
0 |
0 |
4 |
4 |
16 |
256 |
| Short and Long Run Externalities |
0 |
0 |
0 |
88 |
3 |
4 |
15 |
648 |
| Some Evidence of Productivity Linkages in Manufacturing |
0 |
0 |
0 |
0 |
3 |
3 |
11 |
260 |
| Sourcing externalities |
0 |
0 |
0 |
1 |
1 |
1 |
10 |
225 |
| Tests of Microstructural Hypotheses in the Foreign Exchange Market |
0 |
0 |
0 |
1 |
1 |
1 |
14 |
504 |
| Tests of Microstructural Hypotheses in the Foreign Exchange Market |
0 |
0 |
1 |
520 |
4 |
4 |
64 |
1,527 |
| Tests of the foreign exchange risk premium using the expected second moments implied by option pricing |
0 |
0 |
0 |
44 |
3 |
3 |
32 |
350 |
| The Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices |
0 |
0 |
0 |
50 |
4 |
5 |
17 |
348 |
| The Role of External Economies in U.S. Manufacturing |
0 |
0 |
0 |
113 |
2 |
3 |
9 |
538 |
| Understanding Order Flow |
0 |
0 |
0 |
591 |
8 |
9 |
22 |
1,413 |
| What Keeps Stablecoins Stable? |
1 |
1 |
13 |
89 |
7 |
11 |
104 |
479 |
| Total Working Papers |
2 |
8 |
26 |
10,952 |
150 |
221 |
1,107 |
43,564 |
| 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 |
1 |
2 |
5 |
565 |
4 |
9 |
31 |
1,298 |
| Customer- and Supplier-Driven Externalities |
0 |
0 |
0 |
229 |
2 |
4 |
22 |
738 |
| Do currency markets absorb news quickly? |
0 |
1 |
3 |
168 |
6 |
10 |
39 |
657 |
| Exchange rate hysteresis? Large versus small policy misalignments |
0 |
0 |
0 |
40 |
2 |
2 |
9 |
187 |
| Explaining Forward Exchange Bias... Intraday |
0 |
0 |
0 |
33 |
6 |
6 |
10 |
230 |
| Explaining and Forecasting Exchange Rates with Order Flows |
0 |
0 |
0 |
53 |
3 |
4 |
15 |
180 |
| Explaining trading volume in foreign exchange: lessons from Tokyo |
0 |
0 |
0 |
63 |
1 |
1 |
8 |
236 |
| External effects in U.S. procyclical productivity |
0 |
0 |
1 |
191 |
1 |
1 |
14 |
459 |
| Fixed versus flexible: Lessons from EMS order flow |
0 |
0 |
0 |
118 |
0 |
1 |
16 |
449 |
| Floating exchange rates in Peru, 1950-1954 |
0 |
0 |
0 |
17 |
2 |
3 |
11 |
183 |
| Foreign exchange: macro puzzles, micro tools |
0 |
0 |
0 |
187 |
1 |
1 |
8 |
674 |
| How is macro news transmitted to exchange rates? |
0 |
0 |
0 |
348 |
3 |
8 |
23 |
1,068 |
| Informational integration and FX trading |
0 |
0 |
0 |
178 |
0 |
1 |
15 |
433 |
| Internal versus external economies in European industry |
0 |
0 |
1 |
211 |
3 |
5 |
14 |
628 |
| Introduction to the international market microstructure issue |
0 |
0 |
0 |
69 |
1 |
1 |
8 |
185 |
| Inventory Information |
0 |
0 |
0 |
90 |
4 |
6 |
17 |
479 |
| Managers, investors, and crises: mutual fund strategies in emerging markets |
0 |
0 |
0 |
173 |
1 |
2 |
14 |
656 |
| Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting |
0 |
0 |
0 |
214 |
3 |
6 |
19 |
769 |
| Optimal Transparency in a Dealer Market with an Application to Foreign Exchange |
0 |
0 |
0 |
50 |
3 |
4 |
9 |
192 |
| Order Flow and Exchange Rate Dynamics |
7 |
12 |
40 |
1,724 |
27 |
84 |
249 |
4,506 |
| Profits and position control: a week of FX dealing1 |
0 |
0 |
1 |
100 |
4 |
6 |
9 |
313 |
| Tests of microstructural hypotheses in the foreign exchange market |
0 |
1 |
1 |
332 |
4 |
10 |
32 |
860 |
| Tests of the foreign exchange risk premium using the expected second moments implied by option pricing |
0 |
0 |
0 |
38 |
1 |
2 |
17 |
154 |
| Time-varying liquidity in foreign exchange |
0 |
0 |
0 |
117 |
0 |
1 |
12 |
364 |
| Understanding order flow |
0 |
0 |
0 |
248 |
1 |
1 |
20 |
673 |
| Whence exchange rate overshooting: Money stock or flow? |
0 |
0 |
0 |
34 |
0 |
0 |
3 |
184 |
| Total Journal Articles |
8 |
16 |
52 |
5,590 |
83 |
179 |
644 |
16,755 |