Details about David Parsley

Access statistics for papers by David Parsley.

Last updated 2012-04-05. Update your information in the RePEc Author Service.

Short-id: ppa30

Working Papers

2010

1. Corporate Lobbying and Financial Performance
   MPRA Paper, University Library of Munich, Germany View citations (3)
2. Exchange Rate Pass-through in South Africa: Panel Evidence from Individual Goods and Services
   MPRA Paper, University Library of Munich, Germany
3. Sovereign Credit Ratings, Transparency and International Portfolio Flows
   MPRA Paper, University Library of Munich, Germany View citations (2)

2009

4. Evaluating Exchange Rate Management An Application to Korea
   Working Papers, Hong Kong Institute for Monetary Research View citations (2)
5. The Quality of Accounting Information in Politically Connected Firms
   MPRA Paper, University Library of Munich, Germany
   Also in MPRA Paper, University Library of Munich, Germany (2007)
   See also Journal Article in Journal of Accounting and Economics (2011)
6. Understanding Real Exchange Rate Movements with Trade in Intermediate Products
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article in Pacific Economic Review (2010)

2007

7. In Search of a Euro Effect: Big Lessons from a Big Mac Meal?
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Journal of International Money and Finance (2008)
8. Sudden Deaths: Taking Stock of Geographic Ties
   MPRA Paper, University Library of Munich, Germany View citations (4)
   See also Journal Article in Journal of Financial and Quantitative Analysis (2009)

2006

9. Sudden Deaths: Taking Stock of Political Connections
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)

2005

10. Slow Passthrough Around the World: A New Import for Developing Countries?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (56)
    Also in Working Paper Series, Harvard University, John F. Kennedy School of Government (2005) View citations (54)
    See also Journal Article in Open Economies Review (2012)

2004

11. A Price Based Approach To Estimate The Effects Of Monetary Arrangements On Trade Integration
    Development Working Papers, Centro Studi Luca d\'Agliano, University of Milano
12. A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (16)
    See also Journal Article in Economic Journal (2007)

2003

13. News Spillovers in the Sovereign Debt Market
    Working Papers, Hong Kong Institute for Monetary Research View citations (4)
    See also Journal Article in Journal of Financial Economics (2005)
14. The Micro-foundations of Big Mac Real Exchange Rates
    IEHAS Discussion Papers, Institute of Economics, Hungarian Academy of Sciences View citations (1)

2002

15. Accounting for Real Exchange Rate Changes in East Asia
    International Finance, EconWPA View citations (14)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2001) View citations (8)
    See also Journal Article in Journal of International Money and Finance (2007)
16. CURRENCY ARRANGEMENTS AND GOODS MARKET INTEGRATION: A PRICE BASED APPROACH
    International Finance, EconWPA View citations (12)
17. Exchange Rate Pegs and Foreign Exchange Exposure in East Asia
    International Finance, EconWPA View citations (1)
18. Foreign Exchange Exposure and Exchange Rate Arrangements in East Asia
    Working Papers, Hong Kong Institute for Monetary Research View citations (1)
19. INFLATION AND PRICE DISPERSION IN EQUITY MARKETS AND IN GOODS AND SERVICES MARKETS
    Macroeconomics, EconWPA
20. Pricing in International Markets: a 'Small-Country' Benchmark
    International Finance, EconWPA
    Also in Working Papers, Hong Kong Institute for Monetary Research (2001)
    See also Journal Article in Review of International Economics (2004)

2001

21. Exchange Rate Pass-Through in a Small Open Economy: Panel Evidence from Hong Kong
    Working Papers, Hong Kong Institute for Monetary Research View citations (1)
    See also Journal Article in International Journal of Finance & Economics (2003)
22. Limiting Currency Volatility to Stimulate Goods Market Integration: A Price Based Approach
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
    Also in IMF Working Papers, International Monetary Fund (2001) View citations (23)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (23)

2000

23. Explaining the Border Effect: The Role of Exchange Rate Variability, Shipping Costs, and Geography
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    See also Journal Article in Journal of International Economics (2001)

1999

24. Border, Border, Wide and Far, How We Wonder What You Are
    CID Working Papers, Center for International Development at Harvard University View citations (1)
    Also in Policy Research Working Paper Series, The World Bank (1999)

1996

25. Convergence to the Law of One Price Without Trade Barriers or Currency Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (160)
    See also Journal Article in The Quarterly Journal of Economics (1996)

1995

26. Purchasing Power Disparity During the Floating Rate Period: Exchange Rate Volatility, Trade Barriers and Other Culprits
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (61)

1994

27. Insignificant and Inconsequential Hysteresis: The Case of the U.S. Bilateral Trade
    NBER Working Papers, National Bureau of Economic Research, Inc

Journal Articles

2012

1. Slow Pass-through Around the World: A New Import for Developing Countries?
   Open Economies Review, 2012, 23, (2), 213-251 View citations (2)
   See also Working Paper (2005)

2011

2. The quality of accounting information in politically connected firms
   Journal of Accounting and Economics, 2011, 51, (1-2), 58-76 View citations (4)
   See also Working Paper (2009)

2010

3. UNDERSTANDING REAL EXCHANGE RATE MOVEMENTS WITH TRADE IN INTERMEDIATE PRODUCTS
   Pacific Economic Review, 2010, 15, (2), 171-188 View citations (1)
   See also Working Paper (2009)

2009

4. Sudden Deaths: Taking Stock of Geographic Ties
   Journal of Financial and Quantitative Analysis, 2009, 44, (03), 683-718 View citations (8)
   See also Working Paper (2007)

2008

5. In search of a euro effect: Big lessons from a Big Mac Meal?
   Journal of International Money and Finance, 2008, 27, (2), 260-276 View citations (4)
   See also Working Paper (2007)

2007

6. A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates
   Economic Journal, 2007, 117, (523), 1336-1356 View citations (28)
   See also Working Paper (2004)
7. Accounting for real exchange rate changes in East Asia
   Journal of International Money and Finance, 2007, 26, (8), 1355-1377 View citations (3)
   See also Working Paper (2002)
8. Measuring Financial Integration via Idiosyncratic Risk: What Effects Are We Really Picking Up?
   Journal of Money, Credit and Banking, 2007, 39, (5), 1267-1273

2006

9. Exchange rate pegs and foreign exchange exposure in East and South East Asia
   Journal of International Money and Finance, 2006, 25, (6), 992-1009 View citations (6)

2005

10. News spillovers in the sovereign debt market
    Journal of Financial Economics, 2005, 75, (3), 691-734 View citations (20)
    See also Working Paper (2003)

2004

11. Aggregate Price Changes and Dispersion: A Comparison of the Equity and Goods and Services Markets
    The B.E. Journal of Macroeconomics, 2004, contributions.4, (1), 1 View citations (1)
12. Pricing in International Markets: a "Small-country" Benchmark
    Review of International Economics, 2004, 12, (3), 509-524 View citations (5)
    See also Working Paper (2002)

2003

13. Exchange rate pass-through in a small open economy: Panel evidence from Hong Kong
    International Journal of Finance & Economics, 2003, 8, (2), 99-107 View citations (1)
    See also Working Paper (2001)

2001

14. Explaining the border effect: the role of exchange rate variability, shipping costs, and geography
    Journal of International Economics, 2001, 55, (1), 87-105 View citations (95)
    See also Working Paper (2000)
15. Official Exchange Rate Arrangements and Real Exchange Rate Behavior
    Journal of Money, Credit and Banking, 2001, 33, (4), 976-93 View citations (12)

1996

16. Convergence to the Law of One Price without Trade Barriers or Currency Fluctuations
    The Quarterly Journal of Economics, 1996, 111, (4), 1211-36 View citations (133)
    See also Working Paper (1996)
17. Inflation and Relative Price Variability in the Short and Long Run: New Evidence from the United States
    Journal of Money, Credit and Banking, 1996, 28, (3), 323-41 View citations (28)

1995

18. Anticipated future shocks and exchange rate pass-through in the presence of reputation
    International Review of Economics & Finance, 1995, 4, (2), 99-103
19. Exchange-Rate Pass-through with Intertemporal Linkages: Evidence at the Commodity Level
    Review of International Economics, 1995, 3, (3), 330-41 View citations (3)

1993

20. Insignificant and Inconsequential Hysteresis: The Case of U.S. Bilateral Trade
    The Review of Economics and Statistics, 1993, 75, (4), 606-13 View citations (16)

1982

21. Japan's trade surplus
    FRBSF Economic Letter, 1982, (Sep 24)