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Details about Michael Melvin

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Postal address:Global Market Strategies Group BlackRock 400 Howard St. San Francisco, CA 94105
Workplace:BlackRock

Access statistics for papers by Michael Melvin.

Last updated 2012-07-30. Update your information in the RePEc Author Service.

Short-id: pme60


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Working Papers

2010

  1. Active Currency Investing and Performance Benchmarks
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)

2009

  1. Bank of England Interest Rate Announcements and the Foreign Exchange Market
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (6)
    See also Journal Article in International Journal of Central Banking (2010)
  2. Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (7)
    See also Journal Article in Journal of International Economics (2009)
  3. The Crisis in the Foreign Exchange Market
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (43)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (45)

    See also Journal Article in Journal of International Money and Finance (2009)

2008

  1. Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)

2007

  1. The Dark Side of International Cross-Listing: Effects on Rival Firms at Home
    CESifo Working Paper Series, CESifo Group Munich Downloads
    See also Journal Article in European Financial Management (2009)

2004

  1. Explaining the dollar/euro exchange rate: the role of policy uncertainty, asymmetric information, and hedging opportunities
    Econometric Society 2004 North American Winter Meetings, Econometric Society Downloads View citations (1)

1999

  1. Japan's Big Bang and the Transformation of Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)

1997

  1. Is There Private Information in the FX Market? The Tokyo Experiment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of Finance (1998)

Undated

  1. A Stock Market Boom During a Financial Crisis? ADRs and capital outflows in Argentina
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University Downloads View citations (6)
    See also Journal Article in Economics Letters (2003)
  2. A Yen is not a Yen: TIBOR/LIBOR and the determinants of the 'Japan Premium'
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University Downloads View citations (5)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2004)
  3. Public Information Arrival, Exchange Rate Volatility, and Quote Frequency
    Working Papers, Arizona State University, Department of Economics Downloads View citations (4)
    See also Journal Article in Economic Journal (2000)
  4. The Political Economy of Japan's Big Bang
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University Downloads View citations (1)

Journal Articles

2010

  1. Bank of England Interest Rate Announcements and the Foreign Exchange Market
    International Journal of Central Banking, 2010, 6, (3), 211-247 Downloads View citations (3)
    See also Working Paper (2009)

2009

  1. Exchange rate management in emerging markets: Intervention via an electronic limit order book
    Journal of International Economics, 2009, 79, (1), 54-63 Downloads View citations (9)
    See also Working Paper (2009)
  2. The Dark Side of International Cross-Listing: Effects on Rival Firms at Home
    European Financial Management, 2009, 15, (1), 66-91 Downloads View citations (2)
    See also Working Paper (2007)
  3. The crisis in the foreign exchange market
    Journal of International Money and Finance, 2009, 28, (8), 1317-1330 Downloads View citations (49)
    See also Working Paper (2009)
  4. The global financial crisis: Causes, threats and opportunities. Introduction and overview
    Journal of International Money and Finance, 2009, 28, (8), 1243-1245 Downloads

2008

  1. Excess demand and price formation during a Walrasian auction
    Journal of Empirical Finance, 2008, 15, (3), 533-548 Downloads View citations (3)

2007

  1. Exchange Rates and FOMC Days
    Journal of Money, Credit and Banking, 2007, 39, (5), 1245-1266 Downloads View citations (7)
  2. Explaining the early years of the euro exchange rate: An episode of learning about a new central bank
    European Economic Review, 2007, 51, (3), 505-520 Downloads View citations (2)

2006

  1. Explaining trading volume in the euro
    International Journal of Finance & Economics, 2006, 11, (1), 25-34 Downloads View citations (1)

2005

  1. Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects
    Journal of Empirical Finance, 2005, 12, (1), 139-164 Downloads View citations (43)
  2. Tokyo insiders and the informational efficiency of the yen|dollar exchange rate
    International Journal of Finance & Economics, 2005, 10, (2), 185-193 Downloads View citations (4)

2004

  1. A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium
    Journal of Financial and Quantitative Analysis, 2004, 39, (01), 193-208 Downloads View citations (11)
    See also Working Paper
  2. Why has FX trading surged?
    BIS Quarterly Review, 2004 Downloads View citations (20)

2003

  1. A stock market boom during a financial crisis?: ADRs and capital outflows in Argentina
    Economics Letters, 2003, 81, (1), 129-136 Downloads View citations (19)
    See also Working Paper
  2. The Global Transmission of Volatility in the Foreign Exchange Market
    The Review of Economics and Statistics, 2003, 85, (3), 670-679 Downloads View citations (35)

2002

  1. Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen?
    Journal of Empirical Finance, 2002, 9, (3), 271-285 Downloads View citations (44)
  2. Before and after international cross-listing: an intraday examination of volume and volatility
    Journal of International Financial Markets, Institutions and Money, 2002, 12, (2), 139-155 Downloads View citations (10)

2001

  1. 'Once-in-a-generation' yen volatility in 1998: fundamentals, intervention, and order flow
    Journal of International Money and Finance, 2001, 20, (3), 327-347 Downloads View citations (29)

2000

  1. Public Information Arrival, Exchange Rate Volatility, and Quote Frequency
    Economic Journal, 2000, 110, (465), 644-61 Downloads View citations (57)
    See also Working Paper

1998

  1. Is There Private Information in the FX Market? The Tokyo Experiment
    Journal of Finance, 1998, 53, (3), 1111-1130 Downloads View citations (83)
    See also Working Paper (1997)
  2. Twice a day or continuously? Observation frequency and inference on foreign exchange volatility persistence
    Atlantic Economic Journal, 1998, 26, (1), 44-53 Downloads View citations (2)

1997

  1. U.S. protectionist policy and stock prices of U.S. import-competing and Korean and Taiwanese export-oriented firms
    Pacific-Basin Finance Journal, 1997, 5, (1), 25-38 Downloads

1996

  1. DOLLARIZATION IN DEVELOPING COUNTRIES: RATIONAL REMEDY OR DOMESTIC DILEMMA?
    Contemporary Economic Policy, 1996, 14, (3), 30-40 Downloads View citations (5)
  2. Foreign Exchange Market Bid-Ask Spreads and the Market Price of Social Unrest
    Oxford Economic Papers, 1996, 48, (2), 329-41 Downloads View citations (14)
  3. Which Single Currency for Western Europe?
    Review of International Economics, 1996, 4, (2), 247-55 View citations (1)

1994

  1. Bid--ask spreads and volatility in the foreign exchange market: An empirical analysis
    Journal of International Economics, 1994, 36, (3-4), 355-372 Downloads View citations (56)
  2. Sources of meteor showers and heat waves in the foreign exchange market
    Journal of International Economics, 1994, 37, (3-4), 239-247 Downloads View citations (20)

1993

  1. On the possibility of a yen currency bloc for Pacific-Basin countries: A stochastic dominance approach
    Pacific-Basin Finance Journal, 1993, 1, (4), 309-333 Downloads View citations (2)

1992

  1. Economic fundamentals and a yen currency area for Asian Pacific Rim countries
    Proceedings, 1992, (Sep)
    Also in Proceedings, 1992, 344-361 (1992)

1991

  1. Coca Dollars and the Dollarization of South America
    Journal of Money, Credit and Banking, 1991, 23, (4), 752-63 Downloads View citations (8)
  2. Exchange Rate Systems and Investor Preferences
    Economic Inquiry, 1991, 29, (3), 446-57
  3. Trade balance news and exchange rates: Is there a policy signal?
    Journal of International Money and Finance, 1991, 10, (1, Supplement), S90-S99 Downloads View citations (15)

1990

  1. Property Rights, Development, and Velocity in Developing Countries
    Economic Development and Cultural Change, 1990, 38, (4), 821-32 View citations (1)
  2. The choice of an invoicing currency in international trade and the balance of trade impact of currency depreciation
    Open Economies Review, 1990, 1, (3), 251-268 Downloads View citations (4)

1989

  1. Do centrally planned exchange rates behave differently from capitalist rates?
    Journal of Comparative Economics, 1989, 13, (2), 325-334 Downloads View citations (1)
  2. Dollar currency in Latin America: A Bolivian application
    Economics Letters, 1989, 31, (4), 393-397 Downloads View citations (11)
  3. The U.S. Budget Deficit and the Foreign Exchange Value of the Dollar
    The Review of Economics and Statistics, 1989, 71, (3), 500-505 Downloads

1988

  1. The Dollarization of Latin America as a Market-Enforced Monetary Reform: Evidence and Implications
    Economic Development and Cultural Change, 1988, 36, (3), 543-58 View citations (12)

1986

  1. Risk in international lending: A dynamic factor analysis applied to France and Mexico
    Journal of International Money and Finance, 1986, 5, (1, Supplement), S31-S48 Downloads View citations (2)

1985

  1. A Country Risk Index: Econometric Formulation and an Application to Mexico
    Economic Inquiry, 1985, 23, (4), 601-19 View citations (2)
  2. Currency Substitution and Western European Monetary Unification
    Economica, 1985, 52, (205), 79-91 Downloads View citations (9)
  3. The Choice of an Exchange Rate System and Macroeconomic Stability
    Journal of Money, Credit and Banking, 1985, 17, (4), 467-78 Downloads View citations (34)

1984

  1. Trade concentration, openness, and deviations from purchasing power parity
    Journal of International Money and Finance, 1984, 3, (3), 369-376 Downloads View citations (1)

1983

  1. Expected Inflation and Interest Rates: Reply
    American Economic Review, 1983, 73, (3), 503-06 Downloads
  2. The Determinants of Co-Authorship: An Analysis of the Economics Literature
    The Review of Economics and Statistics, 1983, 65, (1), 155-60 Downloads View citations (23)
  3. The Vanishing Liquidity Effect of Money on Interest: Analysis and Implications for Policy
    Economic Inquiry, 1983, 21, (2), 188-202 View citations (27)

1982

  1. Expected Inflation, Taxation, and Interest Rates: The Delusion of Fiscal Illusion
    American Economic Review, 1982, 72, (4), 841-45 Downloads View citations (6)

Chapters

1983

  1. An Alternative Approach to International Capital Flows
    A chapter in The International Transmission of Inflation, 1983, pp 380-418 Downloads
 
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