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Exchange-Rate Dynamics and International Macroeconomics
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| Extreme Returns Without News: The Case of Currencies (View Full PDF) | Joint work with Tanseli Savaser |
| Short-Run Exchange-Rate Dynamics: Theory and Evidence (Under Revision) | Joint work with John Carlson and Christian Dahl |
| Macro Lessons from Microstructure (View Full PDF) | International Journal of Finance and Economics (January 2006). |
| Currency Orders
and Exchange-Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis (View
Abstract) |
Federal Reserve Bank of New York
Staff Report 125: (March 2001). Forthcoming, Journal of Finance |
| Rational
Speculators and Exchange Rate Volatility (View
Abstract) |
European Economic Review 44 (February 2000): 231-253. Joint work with John Carlson. |
| Short-Term
Speculators and the Puzzling Behavior of Exchange Rates |
Journal of International Economics
43,
No. 1 (June 1998): 37-58. |
| Exchange Rate
Dynamics and Speculators' Horizons |
Journal of International Money and
Finance
14 (1995): 695-719 |
| Interest
Rate Premiums and the Failure of Uncovered I nterest Rate Parity |
Journal of International Financial
Makets, Institutions and Money, 2, Nº2 (November 1992): 1-26 |
| Factor Prices
Under Integrated
Markets for Risky Capital |
European Economic Reveiw 35
(1991):
1311-40 |
| Explaining the
Absence of International Factor - Price Convergence |
Journal of International Money and
Finance 10 (1991): 89-107 |