Details about Ron Alquist

Access statistics for papers by Ron Alquist.

Last updated 2025-02-07. Update your information in the RePEc Author Service.

Short-id: pal453

Working Papers

2022

1. Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege
   Research Working Paper, Federal Reserve Bank of Kansas City
2. Hedge Fund Activities Can Influence the U.S. Treasury Yield Curve
   The OFR Blog, Office of Financial Research, US Department of the Treasury
3. Hedge Funds and Treasury Market Price Impact: Evidence from Direct Exposures
   Working Papers, Office of Financial Research, US Department of the Treasury

2020

4. Household indebtedness risks in the wake of COVID‑19
   Staff Analytical Notes, Bank of Canada View citations (6)
5. The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News
   Staff Working Papers, Bank of Canada View citations (23)
   See also Journal Article The effect of oil price shocks on asset markets: Evidence from oil inventory news, Journal of Futures Markets, John Wiley & Sons, Ltd. (2020) View citations (23) (2020)

2019

6. Financial constraints, institutions, and foreign ownership
   Post-Print, HAL View citations (25)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (1)
   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)
   See also Journal Article Financial constraints, institutions, and foreign ownership, Journal of International Economics, Elsevier (2019) View citations (27) (2019)

2015

7. Fire-Sale FDI or Business as Usual?
   Working Papers, Research Seminar in International Economics, University of Michigan View citations (4)
   Also in Staff Working Papers, Bank of Canada (2013) View citations (9)
   NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (13)
   See also Journal Article Fire-sale FDI or business as usual?, Journal of International Economics, Elsevier (2016) View citations (24) (2016)
8. Liquidity-Driven FDI
   Working Papers, Research Seminar in International Economics, University of Michigan View citations (1)
   Also in 2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (3)
   IHEID Working Papers, Economics Section, The Graduate Institute of International Studies (2014) View citations (9)

2014

9. 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 (17)
   See also Journal Article Commodity-price comovement and global economic activity, Journal of Monetary Economics, Elsevier (2020) View citations (79) (2020)
10. What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?
    Staff Working Papers, Bank of Canada View citations (15)

2013

11. 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 A blessing in disguise: The implications of high global oil prices for the North American market, Energy Policy, Elsevier (2014) View citations (21) (2014)
12. The Comovement in Commodity Prices: Sources and Implications
    IMF Working Papers, International Monetary Fund View citations (21)

2012

13. 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

14. Forecasting the Price of Oil
    Staff Working Papers, Bank of Canada View citations (78)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2011) View citations (29)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (103)
    See also Chapter Forecasting the Price of Oil, Handbook of Economic Forecasting, Elsevier (2013) View citations (389) (2013)
15. The Role of Financial Speculation in Driving the Price of Crude Oil
    Discussion Papers, Bank of Canada View citations (22)
    See also Journal Article The Role of Financial Speculation in Driving the Price of Crude Oil, The Energy Journal, International Association for Energy Economics (2013) View citations (65) (2013)

2010

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

2008

17. 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 How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange, Journal of International Economics, Elsevier (2010) View citations (16) (2010)

2007

18. 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 What do we learn from the price of crude oil futures?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2010) View citations (503) (2010)

2006

19. 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 Conventional and unconventional approaches to exchange rate modelling and assessment, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2008) View citations (59) (2008)

2002

20. 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) View citations (4)

2020

2. Commodity-price comovement and global economic activity
   Journal of Monetary Economics, 2020, 112, (C), 41-56 View citations (79)
   See also Working Paper Commodity Price Co-Movement and Global Economic Activity, Staff Working Papers (2014) View citations (2) (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 (23)
   See also Working Paper The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News, Staff Working Papers (2020) View citations (23) (2020)

2019

4. Financial constraints, institutions, and foreign ownership
   Journal of International Economics, 2019, 118, (C), 63-83 View citations (27)
   See also Working Paper Financial constraints, institutions, and foreign ownership, Post-Print (2019) View citations (25) (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 Fire-Sale FDI or Business as Usual?, Working Papers (2015) View citations (4) (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 A Blessing in Disguise: The Implications of High Global Oil Prices for the North American Market, Staff Working Papers (2013) View citations (3) (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 (65)
   Also in The Energy Journal, 2013, 34, (3), 35-54 (2013) View citations (1)
   See also Working Paper The Role of Financial Speculation in Driving the Price of Crude Oil, Discussion Papers (2011) View citations (22) (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 (4)
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 (16)
    See also Working Paper How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange, Staff Working Papers (2008) View citations (2) (2008)
11. What do we learn from the price of crude oil futures?
    Journal of Applied Econometrics, 2010, 25, (4), 539-573 View citations (503)
    See also Working Paper What Do We Learn from the Price of Crude Oil Futures?, CEPR Discussion Papers (2007) View citations (34) (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 (59)
    See also Working Paper Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment, NBER Working Papers (2006) View citations (17) (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 (389)
   See also Working Paper Forecasting the Price of Oil, Bank of Canada (2011) View citations (78) (2011)