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Michael T. Melvin · Study
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Author
Michael T. Melvin
35 works
· latest 2016
· 4 institutions
cluster: provisional
ORCID 0000-0003-0032-7380
Works
35 shown
Expected Inflation, Taxation, and Interest Rates: The Delusion of Fiscal Illusion
American Economic Review
·
2016
·
1 author
40
citations
Equity hedging and exchange rates at the London 4p.m. fix
Journal of Financial Markets
·
2014
·
2 authors
60
citations
Active Currency Investing and PerformanceBenchmarks
The Journal of Portfolio Management
·
2011
·
2 authors
33
citations
The crisis in the foreign exchange market
Journal of International Money and Finance
·
2009
·
2 authors
·
Open access
331
citations
The global financial crisis: Causes, threats and opportunities. Introduction and overview
Journal of International Money and Finance
·
2009
·
2 authors
57
citations
Exchange rate management in emerging markets: Intervention via an electronic limit order book
Journal of International Economics
·
2009
·
3 authors
80
citations
Bank of England Interest Rate Announcements and the Foreign Exchange Market
SSRN Electronic Journal
·
2009
·
4 authors
·
preprint
·
Open access
43
citations
The Dark Side of International Cross‐Listing: Effects on Rival Firms at Home
European Financial Management
·
2008
·
2 authors
·
Open access
33
citations
Why has FX trading surged? Explaining the 2004 triennial survey
SSRN Electronic Journal
·
2004
·
2 authors
·
preprint
·
Open access
85
citations
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects
Journal of Empirical Finance
·
2004
·
3 authors
231
citations
A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium
Journal of Financial and Quantitative Analysis
·
2004
·
3 authors
32
citations
The Role of U.S. Trading in Pricing Internationally Cross-Listed Stocks
SSRN Electronic Journal
·
2004
·
3 authors
·
preprint
·
Open access
34
citations
A stock market boom during a financial crisis?
Economics Letters
·
2003
·
1 author
46
citations
The Global Transmission of Volatility in the Foreign Exchange Market
The Review of Economics and Statistics
·
2003
·
2 authors
133
citations
Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen?
Journal of Empirical Finance
·
2002
·
2 authors
·
Open access
109
citations
Before and after international cross-listing: an intraday examination of volume and volatility
Journal of International Financial Markets Institutions and Money
·
2002
·
2 authors
41
citations
‘Once-in-a-generation’ yen volatility in 1998: fundamentals, intervention, and order flow
Journal of International Money and Finance
·
2001
·
4 authors
·
Open access
145
citations
Price Discovery in International Equity Trading
SSRN Electronic Journal
·
2001
·
3 authors
·
preprint
·
Open access
37
citations
Public Information Arrival, Exchange Rate Volatility, and Quote Frequency
The Economic Journal
·
2000
·
2 authors
·
Open access
188
citations
Is There Private Information in the FX Market? The Tokyo Experiment
The Journal of Finance
·
1998
·
3 authors
279
citations
Is There Private Information in the FX Market? The Tokyo Experiment
National Bureau of Economic Research
·
1997
·
3 authors
·
report
·
Open access
55
citations
FOREIGN EXCHANGE MARKET BID--ASK SPREADS AND THE MARKET PRICE OF SOCIAL UNREST
Oxford Economic Papers
·
1996
·
2 authors
34
citations
Sources of meteor showers and heat waves in the foreign exchange market
Journal of International Economics
·
1994
·
2 authors
82
citations
Bid—ask spreads and volatility in the foreign exchange market
Journal of International Economics
·
1994
·
2 authors
300
citations
Coca Dollars and the Dollarization of South America
Journal of money credit and banking
·
1991
·
2 authors
27
citations
Trade balance news and exchange rates: Is there a policy signal?
Journal of International Money and Finance
·
1991
·
3 authors
54
citations
South African political unrest, oil prices, and the time varying risk premium in the gold futures market
Journal of Futures Markets
·
1990
·
2 authors
104
citations
Dollar currency in Latin America
Economics Letters
·
1989
·
2 authors
23
citations
The Dollarization of Latin America as a Market-Enforced Monetary Reform: Evidence and Implications
Economic Development and Cultural Change
·
1988
·
1 author
52
citations
The Choice of an Exchange Rate System and Macroeconomic Stability
Journal of money credit and banking
·
1985
·
1 author
83
citations
Currency Substitution and Western European Monetary Unification
Economica
·
1985
·
1 author
36
citations
International Money and Finance
RePEc: Research Papers in Economics
·
1985
·
1 author
·
book
36
citations
Trade concentration, openness, and deviations from purchasing power parity
Journal of International Money and Finance
·
1984
·
2 authors
19
citations
THE VANISHING LIQUIDITY EFFECT OF MONEY ON INTEREST: ANALYSIS AND IMPLICATIONS FOR POLICY
Economic Inquiry
·
1983
·
1 author
62
citations
The Determinants of Co-Authorship: An Analysis of the Economics Literature
The Review of Economics and Statistics
·
1983
·
1 author
141
citations