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Details about Will Melick

E-mail:
Homepage:http://economics.kenyon.edu/melick/indexnew.html
Workplace:Economics Department, Kenyon College, (more information at EDIRC)
Economic Research, Federal Reserve Bank of Cleveland, (more information at EDIRC)

Access statistics for papers by Will Melick.

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

Short-id: pme261


Jump to Journal Articles

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.) Downloads View citations (1)

2013

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

2011

  1. Employment Effects of Reducing Capital Gains Tax Rates in Ohio
    Working Papers, Kenyon College, Department of Economics Downloads

2010

  1. Ohio Employment and International Economic Policy
    Working Papers, Kenyon College, Department of Economics Downloads

2006

  1. Option prices, exchange market intervention, and the higher moment expectations channel: a user’s guide
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (5)
    See also Journal Article in International Journal of Finance & Economics (2007)
  2. The evolving inflation process: an overview
    BIS Working Papers, Bank for International Settlements Downloads View citations (22)

2005

  1. Recovering market expectations of FOMC rate changes with options on federal funds futures
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (13)
    See also Journal Article in Journal of Futures Markets (2005)

1999

  1. 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 Downloads View citations (21)

1996

  1. Estimation of speculative attack models: Mexico yet again
    BIS Working Papers, Bank for International Settlements Downloads View citations (1)
  2. 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.) Downloads View citations (7)

1995

  1. 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.) Downloads View citations (18)
    See also Journal Article in International Journal of Finance & Economics (1999)

1994

  1. 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.) Downloads View citations (24)
    See also Journal Article in Journal of International Money and Finance (1997)

1992

  1. 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.) Downloads
  2. 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.) Downloads View citations (3)

1990

  1. Estimating pass-through: structure and stability
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads 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 Downloads View citations (7)
    See also Working Paper (2006)

2006

  1. FOMC communications and the predictability of near-term policy decisions
    Economic Commentary, 2006, (Jun) Downloads View citations (18)
  2. Global Capital Markets: Integration, Crisis, and Growth – by Maurice Obstfeld and Alan M. Taylor
    Review of International Economics, 2006, 14, (3), 529-531 Downloads

2005

  1. Foreign exchange market intervention and expectations: The yen/dollar exchange rate
    Journal of International Money and Finance, 2005, 24, (6), 982-1011 Downloads View citations (49)
  2. Recovering market expectations of FOMC rate changes with options on federal funds futures
    Journal of Futures Markets, 2005, 25, (12), 1203-1242 Downloads View citations (10)
    See also Working Paper (2005)

2003

  1. An option for anticipating Fed action
    Economic Commentary, 2003, (Sep) Downloads View citations (4)
  2. Foreign exchange and the liquidity trap
    Economic Commentary, 2003, (Oct) Downloads

1999

  1. 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 Downloads View citations (35)
    See also Working Paper (1995)

1997

  1. 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 Downloads
  2. 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 Downloads View citations (131)
  3. Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era
    Journal of International Money and Finance, 1997, 16, (1), 1-17 Downloads View citations (78)
    See also Working Paper (1994)

1988

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