EconPapers    
Economics at your fingertips  
 

Details about Michael John Moore

E-mail:
Homepage:http://www.wbs.ac.uk/about/person/michael-moore
Phone:+447973384716
Postal address:Warwick Business School Room C2.27 Scarman Building The University of Warwick Gibbet Hill Road Coventry CV4 7AL United Kingdom
Workplace:Finance Group, Warwick Business School, University of Warwick, (more information at EDIRC)

Access statistics for papers by Michael John Moore.

Last updated 2017-07-28. Update your information in the RePEc Author Service.

Short-id: pmo284


Jump to Journal Articles Chapters

Working Papers

2016

  1. The Economics of Fertility Timing: An Euler Equation Approach
    CHaRMS Working Papers, Centre for HeAlth Research at the Management School (CHaRMS) Downloads View citations (1)
    Also in PGDA Working Papers, Program on the Global Demography of Aging (2016) Downloads View citations (1)
  2. The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity
    MPRA Paper, University Library of Munich, Germany Downloads
  3. US Dollar Carry Trades in the Era of “Cheap Money”
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2016)

2010

  1. For Rich or for Poor: When does Uncovered Interest Parity Hold?
    Working Papers, Ryerson University, Department of Economics Downloads View citations (2)

2009

  1. Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs
    Working Papers, Ryerson University, Department of Economics Downloads View citations (3)
    Also in Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth (2007) Downloads View citations (5)

    See also Journal Article in Journal of International Money and Finance (2010)

2008

  1. A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (18)
  2. Private Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)

2007

  1. A Theory of Retirement
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    Also in PGDA Working Papers, Program on the Global Demography of Aging (2007) Downloads View citations (11)
  2. Benchmark status in fixed-income asset markets
    Post-Print, HAL View citations (5)
    See also Journal Article in Journal of Business Finance & Accounting (2007)

2006

  1. An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets
    Research Technical Papers, Central Bank of Ireland Downloads View citations (3)
  2. Demographic Change, Social Security Systems, and Savings
    PGDA Working Papers, Program on the Global Demography of Aging Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (23)

    See also Journal Article in Journal of Monetary Economics (2007)
  3. The Effect of Subjective Survival Probabilities on Retirement and Wealth in the United States
    PGDA Working Papers, Program on the Global Demography of Aging Downloads View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (16)

    See also Chapter (2007)

2005

  1. An Information Approach to International Currencies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    See also Journal Article in Journal of International Economics (2009)
  2. The Effect of Improvements in Health and Longevity on Optimal Retirement and Saving
    PGDA Working Papers, Program on the Global Demography of Aging Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (25)

2004

  1. Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)

2003

  1. How has the euro Changed the Foreign Exchange Market?
    DNB Staff Reports (discontinued), Netherlands Central Bank Downloads View citations (17)
    See also Journal Article in Economic Policy (2002)

2002

  1. Defining Benchmark Status: An Application using Euro-Area Bonds
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (18)
  2. Volatile and persistent real exchange rates without the contrivance of sticky prices
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads

2001

  1. Fixed versus Flexible: Lessons from EMS Order Flow
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (27)
    See also Journal Article in Journal of International Money and Finance (2006)

2000

  1. The Euro as an International Currency: Explaining Puzzling First Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)

1999

  1. Less of a puzzle: a new look at the forward forex market
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads
    Also in Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads

    See also Journal Article in Journal of International Economics (2002)

1995

  1. Liquidity in the Forward Exchange Market
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth
    See also Journal Article in Journal of Empirical Finance (2001)
  2. Liquidity in the Forward Exchange Market: Technical Appendix Abstract: This appendix provides two fully worked out examples of solving nonlinear stochastic first order efficiency conditions using methods of Chrisiano (1990, 1991)
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth

1992

  1. Covered Purchasing Power Parity, Ex-Ante PPP and Risk Aversion
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    See also Journal Article in Journal of Business Finance & Accounting (1997)
  2. Monetary Policy in Stage Two of EMU
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)

1991

  1. Financial Innovation and the Neutrality of Money
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

1984

  1. Intertemporal disequilibrium in an open economy
    Working Papers, School of Economics, University College Dublin Downloads

1983

  1. Demand management with rationing
    Working Papers, School of Economics, University College Dublin Downloads
    See also Journal Article in Economic Journal (1985)
  2. Money wages and employment - revisited
    Working Papers, School of Economics, University College Dublin Downloads

Undated

  1. Dealer Intermediation between Markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    See also Journal Article in Journal of the European Economic Association (2015)

Journal Articles

2016

  1. Downsized FX markets: causes and implications
    BIS Quarterly Review, 2016 Downloads View citations (1)
  2. US Dollar Carry Trades in the Era of "Cheap Money"
    Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (5), 374-404 Downloads
    See also Working Paper (2016)

2015

  1. Carry Trade e Risco Cambial: um Conto de Dois Fatores
    Revista Brasileira de Economia - RBE, 2015, 69, (4) Downloads View citations (1)
  2. DEALER INTERMEDIATION BETWEEN MARKETS
    Journal of the European Economic Association, 2015, 13, (5), 770-804 Downloads View citations (4)
    See also Working Paper

2014

  1. Optimal Retirement with Increasing Longevity
    Scandinavian Journal of Economics, 2014, 116, (3), 838-858 Downloads View citations (14)

2013

  1. IS HUMAN DEVELOPMENT MULTIDIMENSIONAL?
    Journal of International Development, 2013, 25, (4), 445-455
  2. Non-parametric estimation of data dimensionality prior to data compression: the case of the human development index
    Journal of Applied Statistics, 2013, 40, (9), 1853-1863 Downloads

2012

  1. When does uncovered interest parity hold?
    Journal of International Money and Finance, 2012, 31, (4), 865-879 Downloads View citations (17)

2011

  1. Commonality in returns, order flows, and liquidity in the Greek stock market
    The European Journal of Finance, 2011, 17, (7), 577-587 Downloads View citations (1)
  2. On the sources of private information in FX markets
    Journal of Banking & Finance, 2011, 35, (5), 1250-1262 Downloads View citations (16)
  3. Order Flow and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set
    Journal of Money, Credit and Banking, 2011, 43, (8), 1599-1624 Downloads View citations (29)

2010

  1. International order flows: Explaining equity and exchange rate returns
    Journal of International Money and Finance, 2010, 29, (2), 358-386 Downloads View citations (25)
  2. Solving exchange rate puzzles with neither sticky prices nor trade costs
    Journal of International Money and Finance, 2010, 29, (6), 1151-1170 Downloads View citations (20)
    See also Working Paper (2009)

2009

  1. An information approach to international currencies
    Journal of International Economics, 2009, 79, (2), 211-221 Downloads View citations (15)
    See also Working Paper (2005)

2008

  1. Volatile and persistent real exchange rates with or without sticky prices
    Journal of Monetary Economics, 2008, 55, (2), 423-433 Downloads View citations (6)

2007

  1. Benchmark Status in Fixed-Income Asset Markets
    Journal of Business Finance & Accounting, 2007, 34, (9-10), 1615-1634 Downloads View citations (29)
    See also Working Paper (2007)
  2. Demographic change, social security systems, and savings
    Journal of Monetary Economics, 2007, 54, (1), 92-114 Downloads View citations (150)
    See also Working Paper (2006)

2006

  1. Fixed versus flexible: Lessons from EMS order flow
    Journal of International Money and Finance, 2006, 25, (4), 551-579 Downloads View citations (65)
    See also Working Paper (2001)

2002

  1. How has the euro changed the foreign exchange market?
    Economic Policy, 2002, 17, (34), 149-192 Downloads View citations (24)
    See also Working Paper (2003)
  2. Less of a puzzle: a new look at the forward forex market
    Journal of International Economics, 2002, 58, (2), 387-411 Downloads View citations (29)
    See also Working Paper (1999)
  3. The euro as an international currency: explaining puzzling first evidence from the foreign exchange markets
    Journal of International Money and Finance, 2002, 21, (3), 351-383 Downloads View citations (15)

2001

  1. Liquidity in the forward exchange market
    Journal of Empirical Finance, 2001, 8, (2), 157-170 Downloads View citations (6)
    See also Working Paper (1995)
  2. The spot-forward relationship revisited: an ERM perspective
    Journal of International Financial Markets, Institutions and Money, 2001, 11, (1), 29-52 Downloads View citations (4)

2000

  1. Black and official exchange rates in the Pacific Basin: some tests of dynamic behaviour
    Applied Financial Economics, 2000, 10, (4), 361-369 Downloads View citations (14)

1997

  1. Covered Purchasing Power Parity, Ex-ante PPP and Risk Aversion
    Journal of Business Finance & Accounting, 1997, 24, (3), 397-412 Downloads View citations (3)
    See also Working Paper (1992)

1995

  1. A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency Baillie and Bollerslev revisited
    Economics Letters, 1995, 47, (2), 131-135 Downloads View citations (9)
  2. Speculative Efficiency on the London Metal Exchange
    The Manchester School of Economic & Social Studies, 1995, 63, (3), 235-56 View citations (14)

1994

  1. Testing for Unbiasedness in Forward Markets
    The Manchester School of Economic & Social Studies, 1994, 62, 67-78 View citations (13)

1989

  1. Dual exchange rates, capital controls, and sticky prices
    Journal of International Money and Finance, 1989, 8, (4), 547-558 Downloads
  2. Inventories in the Open Economy Macro Model: A Disequilibrium Analysis
    Review of Economic Studies, 1989, 56, (1), 157-162 Downloads View citations (1)

1985

  1. Demand Management with Rationing
    Economic Journal, 1985, 95, (377), 73-86 Downloads
    See also Working Paper (1983)

Chapters

2007

  1. The Effect of Subjective Survival Probabilities on Retirement and Wealth in the United States
    Chapter 4 in Population Aging, Intergenerational Transfers and the Macroeconomy, 2007 Downloads View citations (2)
    See also Working Paper (2006)
 
Page updated 2017-10-18