Details about Ron Alquist

Access statistics for papers by Ron Alquist.

Last updated 2022-08-12. Update your information in the RePEc Author Service.

Short-id: pal453

Working Papers

2020

1. Household indebtedness risks in the wake of COVID‑19
   Staff Analytical Notes, Bank of Canada View citations (6)
2. The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News
   Staff Working Papers, Bank of Canada View citations (13)
   See also Journal Article in Journal of Futures Markets (2020)

2019

3. Financial constraints, institutions, and foreign ownership
   Post-Print, HAL View citations (19)
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2018) View citations (4)
   NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (1)
   Working Papers, HAL (2018) View citations (1)
   Working Papers, Research Seminar in International Economics, University of Michigan (2018) View citations (1)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (1)
   See also Journal Article in Journal of International Economics (2019)

2015

4. Fire-Sale FDI or Business as Usual?
   Working Papers, Research Seminar in International Economics, University of Michigan View citations (4)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (13)
   Staff Working Papers, Bank of Canada (2013) View citations (9)
   See also Journal Article in Journal of International Economics (2016)
5. Liquidity-Driven FDI
   2015 Meeting Papers, Society for Economic Dynamics View citations (3)
   Also in IHEID Working Papers, Economics Section, The Graduate Institute of International Studies (2014) View citations (8)

2014

6. Commodity Price Co-Movement and Global Economic Activity
   Staff Working Papers, Bank of Canada View citations (2)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (16)
   See also Journal Article in Journal of Monetary Economics (2020)
7. What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?
   Staff Working Papers, Bank of Canada View citations (15)

2013

8. A Blessing in Disguise: The Implications of High Global Oil Prices for the North American Market
   Staff Working Papers, Bank of Canada View citations (3)
   See also Journal Article in Energy Policy (2014)
9. The Comovement in Commodity Prices: Sources and Implications
   IMF Working Papers, International Monetary Fund View citations (21)

2012

10. Institutions, the cost of capital, and long-run economic growth: evidence from the 19th century capital market
    Working Paper Series, Federal Reserve Bank of Chicago

2011

11. Forecasting the Price of Oil
    Staff Working Papers, Bank of Canada View citations (78)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (103)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2011) View citations (29)
    See also Chapter (2013)
12. The Role of Financial Speculation in Driving the Price of Crude Oil
    Discussion Papers, Bank of Canada View citations (21)
    See also Journal Article in The Energy Journal (2013)

2010

13. Did adhering to the gold standard reduce the cost of capital?
    Working Paper Series, Federal Reserve Bank of Chicago View citations (4)

2008

14. How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange
    Staff Working Papers, Bank of Canada View citations (2)
    See also Journal Article in Journal of International Economics (2010)

2007

15. What Do We Learn from the Price of Crude Oil Futures?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (34)
    See also Journal Article in Journal of Applied Econometrics (2010)

2006

16. Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
    See also Journal Article in International Journal of Finance & Economics (2008)

2002

17. Productivity and the Euro-Dollar Exchange Rate Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (52)

Journal Articles

2022

1. The price of property rights: Institutions, finance, and economic growth
   Journal of International Economics, 2022, 137, (C)

2020

2. Commodity-price comovement and global economic activity
   Journal of Monetary Economics, 2020, 112, (C), 41-56 View citations (48)
   See also Working Paper (2014)
3. The effect of oil price shocks on asset markets: Evidence from oil inventory news
   Journal of Futures Markets, 2020, 40, (8), 1212-1230 View citations (13)
   See also Working Paper (2020)

2019

4. Financial constraints, institutions, and foreign ownership
   Journal of International Economics, 2019, 118, (C), 63-83 View citations (21)
   See also Working Paper (2019)

2016

5. Fire-sale FDI or business as usual?
   Journal of International Economics, 2016, 98, (C), 93-113 View citations (24)
   See also Working Paper (2015)

2014

6. A blessing in disguise: The implications of high global oil prices for the North American market
   Energy Policy, 2014, 64, (C), 49-57 View citations (21)
   See also Working Paper (2013)

2013

7. The Role of Financial Speculation in Driving the Price of Crude Oil
   The Energy Journal, 2013, Volume 34, (Number 3) View citations (59)
   See also Working Paper (2011)

2011

8. Did gold-standard adherence reduce sovereign capital costs?
   Journal of Monetary Economics, 2011, 58, (3), 262-272 View citations (20)

2010

9. Crude Oil Futures: A Crystal Ball?
   Bank of Canada Review, 2010, 2010, (Spring), 3-11 View citations (3)
10. How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange
    Journal of International Economics, 2010, 82, (2), 219-229 View citations (15)
    See also Working Paper (2008)
11. What do we learn from the price of crude oil futures?
    Journal of Applied Econometrics, 2010, 25, (4), 539-573 View citations (453)
    See also Working Paper (2007)

2008

12. Conventional and unconventional approaches to exchange rate modelling and assessment
    International Journal of Finance & Economics, 2008, 13, (1), 2-13 View citations (56)
    See also Working Paper (2006)

2000

13. Tracking the Euro's Progress
    International Finance, 2000, 3, (3), 357-373 View citations (7)

Chapters

2013

1. Forecasting the Price of Oil
   Elsevier View citations (363)
   See also Working Paper (2011)