Details about Will Melick

Access statistics for papers by Will Melick.

Last updated 2015-06-11. Update your information in the RePEc Author Service.

Short-id: pme261

Working Papers

2014

1. The Energy Boom and Manufacturing in the United States
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2013

2. The Energy Boom and Manufacturing in the United States: A First Look
   IFDP Notes, Board of Governors of the Federal Reserve System (U.S.)

2006

3. Option prices, exchange market intervention, and the higher moment expectations channel: a user’s guide
   Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (5)
   See also Journal Article Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2007) View citations (8) (2007)
4. The evolving inflation process: an overview
   BIS Working Papers, Bank for International Settlements View citations (25)

2005

5. Recovering market expectations of FOMC rate changes with options on federal funds futures
   Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (17)
   See also Journal Article Recovering market expectations of FOMC rate changes with options on federal funds futures, Journal of Futures Markets, John Wiley & Sons, Ltd. (2005) View citations (11) (2005)

1999

6. Perceived central bank intervention and market expectations: an empirical study of the yen/dollar exchange rate, 1993 - 96
   BIS Working Papers, Bank for International Settlements View citations (30)

1996

7. Estimation of speculative attack models: Mexico yet again
   BIS Working Papers, Bank for International Settlements View citations (1)
8. Using options prices to infer PDF'S for asset prices: an application to oil prices during the Gulf crisis
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (7)

1995

9. Alternative approaches to real exchange rates and real interest rates: three up and three down
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (16)
   See also Journal Article Alternative Approaches to Real Exchange Rates and Real Interest Rates: Three Up and Three Down, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (1999) View citations (38) (1999)

1994

10. Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (24)
    See also Journal Article Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era, Journal of International Money and Finance, Elsevier (1997) View citations (86) (1997)

1992

11. Purchasing power parity and uncovered interest rate parity: the United States 1974-1990
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
12. War and peace: recovering the market's probability distribution of crude oil futures prices during the Gulf crisis
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

1990

13. Estimating pass-through: structure and stability
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (5)

Journal Articles

2007

1. Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide
   International Journal of Finance & Economics, 2007, 12, (2), 225-247 View citations (8)
   See also Working Paper Option prices, exchange market intervention, and the higher moment expectations channel: a user’s guide, Working Papers (Old Series) (2006) View citations (5) (2006)

2006

2. FOMC communications and the predictability of near-term policy decisions
   Economic Commentary, 2006, (Jun) View citations (19)
3. Global Capital Markets: Integration, Crisis, and Growth – by Maurice Obstfeld and Alan M. Taylor
   Review of International Economics, 2006, 14, (3), 529-531

2005

4. Foreign exchange market intervention and expectations: The yen/dollar exchange rate
   Journal of International Money and Finance, 2005, 24, (6), 982-1011 View citations (67)
5. Recovering market expectations of FOMC rate changes with options on federal funds futures
   Journal of Futures Markets, 2005, 25, (12), 1203-1242 View citations (11)
   See also Working Paper Recovering market expectations of FOMC rate changes with options on federal funds futures, Working Papers (Old Series) (2005) View citations (17) (2005)

2003

6. An option for anticipating Fed action
   Economic Commentary, 2003, (Sep) View citations (5)
7. Foreign exchange and the liquidity trap
   Economic Commentary, 2003, (Oct)

1999

8. Alternative Approaches to Real Exchange Rates and Real Interest Rates: Three Up and Three Down
   International Journal of Finance & Economics, 1999, 4, (2), 93-111 View citations (38)
   See also Working Paper Alternative approaches to real exchange rates and real interest rates: three up and three down, International Finance Discussion Papers (1995) View citations (16) (1995)

1997

9. Currency forecasting: by Michael R. Rosenberg, (Irwin, Professional Publishing, Burr Ridge IL, 1996, ISBN 1-55738-918-7, p. 388
   International Journal of Forecasting, 1997, 13, (4), 583-584
10. Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis
    Journal of Financial and Quantitative Analysis, 1997, 32, (1), 91-115 View citations (176)
11. Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era
    Journal of International Money and Finance, 1997, 16, (1), 1-17 View citations (86)
    See also Working Paper Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era, International Finance Discussion Papers (1994) View citations (24) (1994)

1988

12. U.S. international transactions in 1987
    Federal Reserve Bulletin, 1988, (May), 279-288