Details about David Parsley

Access statistics for papers by David Parsley.

Last updated 2009-11-11. Update your information in the RePEc Author Service.

Short-id: ppa30

Working Papers

2007

1. 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)
2. Sudden Deaths: Taking Stock of Geographic Ties
   MPRA Paper, University Library of Munich, Germany View citations
   See also Journal Article in Journal of Financial and Quantitative Analysis (2009)
3. The Quality of Accounting Information in Politically Connected Firms
   MPRA Paper, University Library of Munich, Germany

2006

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

2005

5. Slow Passthrough Around the World: A New Import for Developing Countries?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Working Paper Series, Harvard University, John F. Kennedy School of Government (2005) View citations

2004

6. 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
7. 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
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations
   See also Journal Article in Economic Journal (2007)

2003

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

2002

10. Accounting for Real Exchange Rate Changes in East Asia
    International Finance, EconWPA View citations
    Also in Working Papers, Hong Kong Institute for Monetary Research (2001) View citations
    See also Journal Article in Journal of International Money and Finance (2007)
11. CURRENCY ARRANGEMENTS AND GOODS MARKET INTEGRATION: A PRICE BASED APPROACH
    International Finance, EconWPA View citations
12. Exchange Rate Pegs and Foreign Exchange Exposure in East Asia
    International Finance, EconWPA View citations
13. Foreign Exchange Exposure and Exchange Rate Arrangements in East Asia
    Working Papers, Hong Kong Institute for Monetary Research View citations
14. INFLATION AND PRICE DISPERSION IN EQUITY MARKETS AND IN GOODS AND SERVICES MARKETS
    Macroeconomics, EconWPA
15. 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

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

2000

18. 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
    See also Journal Article in Journal of International Economics (2001)

1999

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

1996

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

1995

21. 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

1994

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

Journal Articles

2009

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

2008

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

2007

3. A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates
   Economic Journal, 2007, 117, (523), 1336-1356 View citations
   See also Working Paper (2004)
4. Accounting for real exchange rate changes in East Asia
   Journal of International Money and Finance, 2007, 26, (8), 1355-1377
   See also Working Paper (2002)
5. 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

6. 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

2005

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

2004

8. 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)
9. Pricing in International Markets: a "Small-country" Benchmark
   Review of International Economics, 2004, 12, (3), 509-524 View citations
   See also Working Paper (2002)

2003

10. 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
    See also Working Paper (2001)

2001

11. 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
    See also Working Paper (2000)
12. Official Exchange Rate Arrangements and Real Exchange Rate Behavior
    Journal of Money, Credit and Banking, 2001, 33, (4), 976-93 View citations

1996

13. 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
    See also Working Paper (1996)
14. 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

1995

15. Anticipated future shocks and exchange rate pass-through in the presence of reputation
    International Review of Economics & Finance, 1995, 4, (2), 99-103
16. EXCHANGE RATE UNCERTAINTY AND TRADED GOODS PRICES
    International Economic Journal, 1995, 9, (2), 27-35 View citations
17. Exchange-Rate Pass-through with Intertemporal Linkages: Evidence at the Commodity Level
    Review of International Economics, 1995, 3, (3), 330-41 View citations

1993

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

1982

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