Access Statistics for Michael Melvin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Stock Market Boom During a Financial Crisis? ADRs and capital outflows in Argentina 0 0 1 248 1 2 6 1,259
A Yen is not a Yen: TIBOR/LIBOR and the determinants of the 'Japan Premium' 0 0 0 753 0 1 4 7,398
Active Currency Investing and Performance Benchmarks 0 0 1 201 0 0 3 504
Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book 0 0 0 66 0 0 0 324
Bank of England Interest Rate Announcements and the Foreign Exchange Market 0 0 0 126 0 2 2 810
Chinese Exchange Rate Policy: Lessons for Global Investors 0 0 0 20 0 0 0 44
Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book 0 1 1 87 0 3 4 300
Explaining the dollar/euro exchange rate: the role of policy uncertainty, asymmetric information, and hedging opportunities 0 0 0 206 0 0 0 1,431
Forecasting Exchange Rates: An Investor Perspective 0 0 1 422 1 1 16 1,238
Is There Private Information in the FX Market? The Tokyo Experiment 0 0 0 168 2 2 5 972
Japan's Big Bang and the Transformation of Financial Markets 0 0 1 406 0 0 1 2,115
Public Information Arrival, Exchange Rate Volatility, and Quote Frequency 0 2 2 739 0 3 4 3,754
Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns 0 0 0 48 2 2 2 114
The Crisis in the Foreign Exchange Market 0 0 0 141 2 4 6 320
The Crisis in the Foreign Exchange Market 0 0 3 1,048 1 5 13 3,545
The Dark Side of International Cross-Listing: Effects on Rival Firms at Home 0 0 0 83 0 0 0 358
The Political Economy of Japan's Big Bang 0 0 0 133 0 1 1 538
Trading with the Informed and against the Uninformed: Flows and Positioning in the Global Currency Market 0 0 2 21 1 2 8 37
When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds 0 0 0 19 0 0 2 68
Total Working Papers 0 3 12 4,935 10 28 77 25,129


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'Once-in-a-generation' yen volatility in 1998: fundamentals, intervention, and order flow 0 0 1 88 1 2 4 283
A Country Risk Index: Econometric Formulation and an Application to Mexico 0 0 0 0 0 1 2 1,320
A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium 0 0 0 94 0 1 3 326
A stock market boom during a financial crisis?: ADRs and capital outflows in Argentina 0 0 0 91 0 1 4 403
Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen? 0 0 0 84 0 0 2 299
Bank of England Interest Rate Announcements and the Foreign Exchange Market 0 0 0 58 0 1 2 269
Before and after international cross-listing: an intraday examination of volume and volatility 0 0 1 86 1 1 2 221
Bid--ask spreads and volatility in the foreign exchange market: An empirical analysis 0 0 5 587 0 0 11 1,270
Chinese Exchange Rate Policy: Lessons for Global Investors 0 1 3 7 0 1 7 339
Coca Dollars and the Dollarization of South America 0 0 0 120 0 1 2 485
DOLLARIZATION IN DEVELOPING COUNTRIES: RATIONAL REMEDY OR DOMESTIC DILEMMA? 0 1 4 55 0 2 7 129
Do centrally planned exchange rates behave differently from capitalist rates? 0 0 0 14 0 1 1 75
Dollar currency in Latin America: A Bolivian application 0 0 0 29 1 2 2 363
Economic fundamentals and a yen currency area for Asian Pacific Rim countries 0 0 0 0 0 0 1 159
Economic fundamentals and a yen currency area for Asian Pacific Rim countries 0 0 0 0 0 0 0 84
Equity hedging and exchange rates at the London 4p.m. fix 0 1 12 157 1 5 32 381
Excess demand and price formation during a Walrasian auction 0 0 0 38 0 0 2 169
Exchange Rate Systems and Investor Preferences 0 0 0 0 0 0 0 219
Exchange Rates and FOMC Days 0 0 1 4 0 0 1 9
Exchange Rates and FOMC Days 0 0 0 59 0 2 2 180
Exchange rate management in emerging markets: Intervention via an electronic limit order book 0 0 0 80 0 3 4 404
Expected Inflation and Interest Rates: Reply 0 0 0 27 1 1 1 241
Expected Inflation, Taxation, and Interest Rates: The Delusion of Fiscal Illusion 0 0 0 68 0 0 2 275
Explaining the early years of the euro exchange rate: An episode of learning about a new central bank 0 0 0 35 0 0 1 174
Explaining trading volume in the euro 0 0 0 137 0 1 2 363
Foreign Exchange Market Bid-Ask Spreads and the Market Price of Social Unrest 0 0 1 102 2 2 3 634
Global Investment Environment of the Post-Quantitative Easing World: The ‘new-old’ and ‘new-new’ Normal 0 0 0 8 0 0 0 26
Information, Announcement, and Listing Effects of ADR Programs and German-U.S. Stock Market Integration 0 0 0 9 0 0 1 44
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects 0 0 3 250 0 1 5 619
Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation 0 1 1 16 0 2 4 63
On the possibility of a yen currency bloc for Pacific-Basin countries: A stochastic dominance approach 0 0 0 21 0 0 0 137
Property Rights, Development, and Velocity in Developing Countries 0 0 0 0 0 0 0 152
Public Information Arrival, Exchange Rate Volatility, and Quote Frequency 0 0 0 151 0 2 3 542
Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns 0 0 0 3 0 0 3 20
Risk in international lending: A dynamic factor analysis applied to France and Mexico 0 0 0 66 0 0 0 379
Sources of meteor showers and heat waves in the foreign exchange market 0 0 1 124 0 0 2 408
South African political unrest, oil prices, and the time varying risk premium in the gold futures market 0 2 4 40 2 5 12 127
The Choice of an Exchange Rate System and Macroeconomic Stability 1 2 5 176 2 3 6 450
The Dark Side of International Cross‐Listing: Effects on Rival Firms at Home 0 0 0 45 0 0 1 222
The Determinants of Co-Authorship: An Analysis of the Economics Literature 0 2 6 111 0 2 7 347
The Dollarization of Latin America as a Market-Enforced Monetary Reform: Evidence and Implications 0 0 1 15 0 0 1 185
The Global Transmission of Volatility in the Foreign Exchange Market 0 0 1 151 0 0 6 487
The U.S. Budget Deficit and the Foreign Exchange Value of the Dollar 0 0 0 217 0 0 2 1,203
The Vanishing Liquidity Effect of Money on Interest: Analysis and Implications for Policy 0 0 0 0 0 0 3 243
The choice of an invoicing currency in international trade and the balance of trade impact of currency depreciation 0 0 0 89 0 1 3 451
The choice of direct dealing or electronic brokerage in foreign exchange trading 0 0 0 9 0 0 0 66
The crisis in the foreign exchange market 0 2 11 325 2 9 33 852
The global financial crisis: Causes, threats and opportunities. Introduction and overview 0 0 5 258 0 0 11 703
Tokyo insiders and the informational efficiency of the yen|dollar exchange rate 0 0 1 38 0 0 2 350
Trade balance news and exchange rates: Is there a policy signal? 0 0 3 79 1 1 5 259
Trade concentration, openness, and deviations from purchasing power parity 0 0 0 46 0 0 3 109
Twice a day or continuously? Observation frequency and inference on foreign exchange volatility persistence 0 0 0 8 2 3 3 90
U.S. protectionist policy and stock prices of U.S. import-competing and Korean and Taiwanese export-oriented firms 0 0 0 24 0 0 0 201
When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds 0 1 1 1 0 1 2 2
Which Single Currency for Western Europe? 0 0 0 0 0 0 0 487
Why has FX trading surged? 0 0 1 99 0 2 3 336
Total Journal Articles 1 13 72 4,399 16 60 221 18,634


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
International Money and Finance 0 1 13 35 3 6 28 106
Total Books 0 1 13 35 3 6 28 106


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Alternative Approach to International Capital Flows 0 0 0 12 0 0 0 40
DOES CORPORATE GOVERNANCE MATTER IN THE MARKET RESPONSE TO MERGER ANNOUNCEMENTS? EVIDENCE FROM THE U.S. AND GERMANY 0 0 0 0 0 0 0 0
Forecasting Exchange Rates: an Investor Perspective 0 0 4 54 1 3 12 188
Investing through Fed regime changes in the post-crisis period 0 0 0 0 0 0 3 3
Total Chapters 0 0 4 66 1 3 15 231


Statistics updated 2025-03-03