Details about Will Melick

Access statistics for papers by Will Melick.

Last updated 2008-10-06. Update your information in the RePEc Author Service.

Short-id: pme261

Working Papers

2006

1. Option prices, exchange market intervention, and the higher moment expectations channel: a user’s guide
   Working Paper, Federal Reserve Bank of Cleveland View citations
   See also Journal Article in International Journal of Finance & Economics (2007)
2. The evolving inflation process: an overview
   BIS Working Papers, Bank for International Settlements View citations

2005

3. Recovering market expectations of FOMC rate changes with options on federal funds futures
   Working Paper, Federal Reserve Bank of Cleveland View citations

1999

4. Perceived central bank intervention and market expectations: an empirical study of the yen/dollar exchange rate, 1993 - 96
   BIS Working Papers, Bank for International Settlements View citations

1996

5. Estimation of speculative attack models: Mexico yet again
   BIS Working Papers, Bank for International Settlements View citations
6. Using options prices to infer PDF'S for asset prices: an application to oil prices during the Gulf crisis
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

1995

7. Alternative approaches to real exchange rates and real interest rates: three up and three down
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
   See also Journal Article in International Journal of Finance & Economics (1999)

1994

8. Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
   See also Journal Article in Journal of International Money and Finance (1997)

1992

9. Purchasing power parity and uncovered interest rate parity: the United States 1974-1990
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
10. War and peace: recovering the market's probability distribution of crude oil futures prices during the Gulf crisis
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

1990

11. Estimating pass-through: structure and stability
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations

Journal Articles

2007

1. Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide
   International Journal of Finance & Economics, 2007, 12, (2), 225-247 View citations
   See also Working Paper (2006)

2006

2. FOMC communications and the predictability of near-term policy decisions
   Economic Commentary, 2006, (Jun) View citations
3. Global Capital Markets: Integration, Crisis, and Growth - by Maurice Obstfeld and Alan M. Taylor
   Review of International Economics, 2006, 14, (3), 529-531

2005

4. Foreign exchange market intervention and expectations: The yen/dollar exchange rate
   Journal of International Money and Finance, 2005, 24, (6), 982-1011 View citations

2003

5. An option for anticipating Fed action
   Economic Commentary, 2003, (Sep 1) View citations
6. Foreign exchange and the liquidity trap
   Economic Commentary, 2003, (Oct 1)

1999

7. Alternative Approaches to Real Exchange Rates and Real Interest Rates: Three Up and Three Down
   International Journal of Finance & Economics, 1999, 4, (2), 93-111 View citations
   See also Working Paper (1995)

1997

8. Currency forecasting: by Michael R. Rosenberg, (Irwin, Professional Publishing, Burr Ridge IL, 1996, ISBN 1-55738-918-7, p. 388
   International Journal of Forecasting, 1997, 13, (4), 583-584
9. Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era
   Journal of International Money and Finance, 1997, 16, (1), 1-17 View citations
   See also Working Paper (1994)

1988

10. U.S. international transactions in 1987
    Federal Reserve Bulletin, 1988, (May), 279-288