Details about John F. O. Bilson

Access statistics for papers by John F. O. Bilson.

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Short-id: pbi173

Working Papers

1983

1. The Profitability of Currency Speculation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   See also Journal Article The profitability of currency speculation, International Journal of Forecasting, Elsevier (1987) View citations (10) (1987)

1981

2. Profitability and Stability in International Currency Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

1980

3. The "Speculative Efficiency" Hypothesis
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (75)
   See also Journal Article The "Speculative Efficiency" Hypothesis, The Journal of Business, University of Chicago Press (1981) View citations (236) (1981)

1979

4. Dynamic Adjustment and the Demand for International Reserves
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (25)

Journal Articles

2017

1. An Empirical Investigation of Eastern European Bond Markets
   Emerging Markets Finance and Trade, 2017, 53, (1), 199-212 View citations (3)
2. Assessing hedge fund performance with institutional constraints: evidence from CTA funds
   Journal of Asset Management, 2017, 18, (7), 547-565 View citations (1)

2016

3. Bond Portfolio Allocations in South Africa Emerging Markets
   International Journal of Finance & Banking Studies, 2016, 5, (1), 73-80

2015

4. Size and value risk in financial firms
   Journal of Banking & Finance, 2015, 55, (C), 295-326 View citations (13)
5. The term structure of implied dividend yields and expected returns
   Economics Letters, 2015, 128, (C), 9-13 View citations (3)

2011

6. Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index
   Applied Economics, 2011, 43, (26), 3891-3905 View citations (1)

2007

7. Currency and credit markets
   Journal of International Money and Finance, 2007, 26, (7), 1187-1205

1987

8. The profitability of currency speculation
   International Journal of Forecasting, 1987, 3, (1), 115-130 View citations (10)
   See also Working Paper The Profitability of Currency Speculation, NBER Working Papers (1983) View citations (1) (1983)

1985

9. Macroeconomic Stability and Flexible Exchange Rates
   American Economic Review, 1985, 75, (2), 62-67 View citations (2)

1984

10. Purchasing Power Parity as a Trading Strategy
    Journal of Finance, 1984, 39, (3), 715-24 View citations (8)

1983

11. Overview
    IMF Staff Papers, 1983, 30, (1), 185-207

1982

12. CIVIL LIBERTY‐AN ECONOMETRIC INVESTIGATION
    Kyklos, 1982, 35, (1), 94-114 View citations (20)

1981

13. The "Speculative Efficiency" Hypothesis
    The Journal of Business, 1981, 54, (3), 435-51 View citations (236)
    See also Working Paper The "Speculative Efficiency" Hypothesis, NBER Working Papers (1980) View citations (75) (1980)

1980

14. The Permanent Income Hypothesis under Rational Expectations
    American Journal of Agricultural Economics, 1980, 62, (2), 319-324
15. The rational expectations approach to the consumption function: A multi-country study
    European Economic Review, 1980, 13, (3), 273-299 View citations (11)
    See also Chapter The Rational Expectations Approach to the Consumption Function: A Multi-country Study, NBER Chapters, 1981, 273-299 (1981) View citations (1) (1981)

1979

16. International reserves: Adjustment dynamics
    Economics Letters, 1979, 4, (3), 267-270 View citations (2)
17. Recent Developments in Monetary Models of Exchange Rate Determination (Evolution récente des modèles monétaires de détermination des taux de change) (Progreso reciente en el campo de los modelos monetarios para la determinación del tipo de cambio)
    IMF Staff Papers, 1979, 26, (2), 201-223 View citations (8)
18. The "Vicious Circle" Hypothesis (L'hypothèse du "cercle vicieux") (La hipótesis del "círculo vicioso")
    IMF Staff Papers, 1979, 26, (1), 1-37
19. The deutsche mark/dollar rate: A monetary analysis
    Carnegie-Rochester Conference Series on Public Policy, 1979, 11, (1), 59-101 View citations (14)

1978

20. A Dynamic Model of Devaluation
    Canadian Journal of Economics, 1978, 11, (2), 194-209 View citations (2)
21. The Current Experience with Floating Exchange Rates: An Appraisal of the Monetary Approach
    American Economic Review, 1978, 68, (2), 392-97 View citations (27)
22. The Monetary Approach to the Exchange Rate: Some Empirical Evidence (La théorie monétaire du taux de change: preuves empiriques) (El enfoque monetario del tipo de cambio: Algunas pruebas empíricas)
    IMF Staff Papers, 1978, 25, (1), 48-75 View citations (7)

Books

1984

1. Exchange Rate Theory and Practice
   NBER Books, National Bureau of Economic Research, Inc View citations (432)

Edited books

1988

1. Exchange Rate Theory and Practice
   National Bureau of Economic Research Books, University of Chicago Press View citations (1)

Chapters

2005

1. Parsimonious Value at Risk for Fixed Income Portfolios
   Springer

1984

2. Exchange Rate Dynamics
   A chapter in Exchange Rate Theory and Practice, 1984, pp 175-196 View citations (1)
3. Introduction
   A chapter in Exchange Rate Theory and Practice, 1984, pp 1-10

1981

4. The Rational Expectations Approach to the Consumption Function: A Multi-country Study
   A chapter in International Seminar on Macroeconomics 1979, 1981, pp 273-299 View citations (1)
   See also Journal Article The rational expectations approach to the consumption function: A multi-country study, Elsevier (1980) View citations (11) (1980)