Details about David Parsley

Access statistics for papers by David Parsley.

Last updated 2024-04-05. Update your information in the RePEc Author Service.

Short-id: ppa30

Working Papers

2019

1. GDP Synchronicity and Risk Sharing Channels in a Monetary Union: Blue State and Red States
   MPRA Paper, University Library of Munich, Germany

2017

2. Exchange Rate Induced Export Quality Upgrading: A Firm-Level Perspective
   MPRA Paper, University Library of Munich, Germany View citations (5)
   See also Journal Article Exchange rate induced export quality upgrading: A firm-level perspective, Economic Modelling, Elsevier (2021) View citations (7) (2021)

2014

3. Sovereign Credit Ratings, Transparency and International Portfolio Flows
   Working Papers, Hong Kong Institute for Monetary Research View citations (12)
   Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (8)

2012

4. Slow Pass-through Around the World: A New Import for Developing Countries?
   Scholarly Articles, Harvard Kennedy School of Government View citations (76)
   Also in Working Paper Series, Harvard University, John F. Kennedy School of Government (2005) View citations (202)
   NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (192)
   CID Working Papers, Center for International Development at Harvard University (2005) View citations (98)
   See also Journal Article Slow Pass-through Around the World: A New Import for Developing Countries?, Open Economies Review, Springer (2012) View citations (88) (2012)

2010

5. Corporate Lobbying and Financial Performance
   MPRA Paper, University Library of Munich, Germany View citations (13)
6. Exchange Rate Pass-through in South Africa: Panel Evidence from Individual Goods and Services
   MPRA Paper, University Library of Munich, Germany View citations (4)
   Also in Working Papers, South African Reserve Bank (2010) View citations (4)
   See also Journal Article Exchange Rate Pass-through in South Africa: Panel Evidence from Individual Goods and Services, Journal of Development Studies, Taylor & Francis Journals (2012) View citations (14) (2012)

2009

7. Evaluating Exchange Rate Management An Application to Korea
   Working Papers, Hong Kong Institute for Monetary Research View citations (5)
8. The Quality of Accounting Information in Politically Connected Firms
   MPRA Paper, University Library of Munich, Germany View citations (4)
   Also in MPRA Paper, University Library of Munich, Germany (2007) View citations (10)
   See also Journal Article The quality of accounting information in politically connected firms, Journal of Accounting and Economics, Elsevier (2011) View citations (302) (2011)
9. Understanding Real Exchange Rate Movements with Trade in Intermediate Products
   MPRA Paper, University Library of Munich, Germany View citations (4)
   See also Journal Article UNDERSTANDING REAL EXCHANGE RATE MOVEMENTS WITH TRADE IN INTERMEDIATE PRODUCTS, Pacific Economic Review, Wiley Blackwell (2010) View citations (8) (2010)

2007

10. In Search of a Euro Effect: Big Lessons from a Big Mac Meal?
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article In search of a euro effect: Big lessons from a Big Mac Meal?, Journal of International Money and Finance, Elsevier (2008) View citations (29) (2008)
11. Sudden Deaths: Taking Stock of Geographic Ties
    MPRA Paper, University Library of Munich, Germany View citations (9)
    See also Journal Article Sudden Deaths: Taking Stock of Geographic Ties, Journal of Financial and Quantitative Analysis, Cambridge University Press (2009) View citations (178) (2009)

2006

12. Sudden Deaths: Taking Stock of Political Connections
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)

2004

13. A Price Based Approach To Estimate The Effects Of Monetary Arrangements On Trade Integration
    Development Working Papers, Centro Studi Luca d'Agliano, University of Milano
14. A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (24)
    See also Journal Article A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates, Economic Journal, Royal Economic Society (2007) View citations (67) (2007)

2003

15. News Spillovers in the Sovereign Debt Market
    Working Papers, Hong Kong Institute for Monetary Research View citations (10)
    See also Journal Article News spillovers in the sovereign debt market, Journal of Financial Economics, Elsevier (2005) View citations (209) (2005)
16. The Micro-foundations of Big Mac Real Exchange Rates
    CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies View citations (18)

2002

17. Accounting for Real Exchange Rate Changes in East Asia
    International Finance, University Library of Munich, Germany View citations (14)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2001) View citations (15)
    See also Journal Article Accounting for real exchange rate changes in East Asia, Journal of International Money and Finance, Elsevier (2007) View citations (11) (2007)
18. CURRENCY ARRANGEMENTS AND GOODS MARKET INTEGRATION: A PRICE BASED APPROACH
    International Finance, University Library of Munich, Germany View citations (20)
19. Exchange Rate Pegs and Foreign Exchange Exposure in East Asia
    International Finance, University Library of Munich, Germany View citations (4)
20. Foreign Exchange Exposure and Exchange Rate Arrangements in East Asia
    Working Papers, Hong Kong Institute for Monetary Research View citations (2)
21. INFLATION AND PRICE DISPERSION IN EQUITY MARKETS AND IN GOODS AND SERVICES MARKETS
    Macroeconomics, University Library of Munich, Germany View citations (1)
22. Pricing in International Markets: a 'Small-Country' Benchmark
    International Finance, University Library of Munich, Germany View citations (4)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2001)
    See also Journal Article Pricing in International Markets: a “Small‐country” Benchmark, Review of International Economics, Wiley Blackwell (2004) View citations (11) (2004)

2001

23. Exchange Rate Pass-Through in a Small Open Economy: Panel Evidence from Hong Kong
    Working Papers, Hong Kong Institute for Monetary Research View citations (1)
    See also Journal Article Exchange rate pass-through in a small open economy: Panel evidence from Hong Kong, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2003) View citations (5) (2003)
24. Limiting Currency Volatility to Stimulate Goods Market Integration: A Price Based Approach
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (71)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (64)
    IMF Working Papers, International Monetary Fund (2001) View citations (69)

2000

25. Explaining the Border Effect: The Role of Exchange Rate Variability, Shipping Costs, and Geography
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)
    See also Journal Article Explaining the border effect: the role of exchange rate variability, shipping costs, and geography, Journal of International Economics, Elsevier (2001) View citations (241) (2001)

1999

26. Border, Border, Wide and Far, How We Wonder What You Are
    CID Working Papers, Center for International Development at Harvard University
    Also in Policy Research Working Paper Series, The World Bank (1999) View citations (2)
    CID Working Papers, Center for International Development at Harvard University (1999) View citations (1)

1996

27. Convergence to the Law of One Price Without Trade Barriers or Currency Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (365)
    See also Journal Article Convergence to the Law of One Price Without Trade Barriers or Currency Fluctuations, The Quarterly Journal of Economics, President and Fellows of Harvard College (1996) View citations (370) (1996)

1995

28. Purchasing Power Disparity During the Floating Rate Period: Exchange Rate Volatility, Trade Barriers and Other Culprits
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (161)

1994

29. Insignificant and Inconsequential Hysteresis: The Case of the U.S. Bilateral Trade
    NBER Working Papers, National Bureau of Economic Research, Inc
    See also Journal Article Insignificant and Inconsequential Hysteresis: The Case of U.S. Bilateral Trade, The Review of Economics and Statistics, MIT Press (1993) View citations (39) (1993)

Journal Articles

2024

1. Climate change salience and international equity returns
   Journal of Economic Behavior & Organization, 2024, 226, (C)
2. Economic policy uncertainty and voluntary disclosures:How do Chinese firms respond?
   International Review of Economics & Finance, 2024, 92, (C), 141-167 View citations (2)

2021

3. Exchange rate induced export quality upgrading: A firm-level perspective
   Economic Modelling, 2021, 98, (C), 336-348 View citations (7)
   See also Working Paper Exchange Rate Induced Export Quality Upgrading: A Firm-Level Perspective, MPRA Paper (2017) View citations (5) (2017)
4. Risk Sharing in a Politically Divided Monetary Union
   Open Economies Review, 2021, 32, (4), 649-669 View citations (3)

2020

5. Return comovement
   Journal of Banking & Finance, 2020, 112, (C)

2015

6. Corporate Lobbying and Firm Performance
   Journal of Business Finance & Accounting, 2015, 42, (3-4), 444-481 View citations (44)

2014

7. Gauging exchange rate targeting
   Journal of International Money and Finance, 2014, 43, (C), 155-166

2012

8. Exchange Rate Pass-through in South Africa: Panel Evidence from Individual Goods and Services
   Journal of Development Studies, 2012, 48, (7), 832-846 View citations (14)
   See also Working Paper Exchange Rate Pass-through in South Africa: Panel Evidence from Individual Goods and Services, MPRA Paper (2010) View citations (4) (2010)
9. Slow Pass-through Around the World: A New Import for Developing Countries?
   Open Economies Review, 2012, 23, (2), 213-251 View citations (88)
   See also Working Paper Slow Pass-through Around the World: A New Import for Developing Countries?, Scholarly Articles (2012) View citations (76) (2012)

2011

10. The quality of accounting information in politically connected firms
    Journal of Accounting and Economics, 2011, 51, (1), 58-76 View citations (302)
    Also in Journal of Accounting and Economics, 2011, 51, (1-2), 58-76 (2011) View citations (299)
    See also Working Paper The Quality of Accounting Information in Politically Connected Firms, MPRA Paper (2009) View citations (4) (2009)

2010

11. UNDERSTANDING REAL EXCHANGE RATE MOVEMENTS WITH TRADE IN INTERMEDIATE PRODUCTS
    Pacific Economic Review, 2010, 15, (2), 171-188 View citations (8)
    See also Working Paper Understanding Real Exchange Rate Movements with Trade in Intermediate Products, MPRA Paper (2009) View citations (4) (2009)

2009

12. Sudden Deaths: Taking Stock of Geographic Ties
    Journal of Financial and Quantitative Analysis, 2009, 44, (3), 683-718 View citations (178)
    See also Working Paper Sudden Deaths: Taking Stock of Geographic Ties, MPRA Paper (2007) View citations (9) (2007)

2008

13. In search of a euro effect: Big lessons from a Big Mac Meal?
    Journal of International Money and Finance, 2008, 27, (2), 260-276 View citations (29)
    See also Working Paper In Search of a Euro Effect: Big Lessons from a Big Mac Meal?, MPRA Paper (2007) (2007)

2007

14. A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates
    Economic Journal, 2007, 117, (523), 1336-1356 View citations (67)
    See also Working Paper A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates, CEPR Discussion Papers (2004) View citations (10) (2004)
15. Accounting for real exchange rate changes in East Asia
    Journal of International Money and Finance, 2007, 26, (8), 1355-1377 View citations (11)
    See also Working Paper Accounting for Real Exchange Rate Changes in East Asia, International Finance (2002) View citations (14) (2002)
16. Measuring Financial Integration via Idiosyncratic Risk: What Effects Are We Really Picking Up?
    Journal of Money, Credit and Banking, 2007, 39, (5), 1267-1273 View citations (1)
    Also in Journal of Money, Credit and Banking, 2007, 39, (5), 1267-1273 (2007)

2006

17. Exchange rate pegs and foreign exchange exposure in East and South East Asia
    Journal of International Money and Finance, 2006, 25, (6), 992-1009 View citations (46)

2005

18. News spillovers in the sovereign debt market
    Journal of Financial Economics, 2005, 75, (3), 691-734 View citations (209)
    See also Working Paper News Spillovers in the Sovereign Debt Market, Working Papers (2003) View citations (10) (2003)

2004

19. Aggregate Price Changes and Dispersion: A Comparison of the Equity and Goods and Services Markets
    The B.E. Journal of Macroeconomics, 2004, 4, (1), 30 View citations (3)
20. Pricing in International Markets: a “Small‐country” Benchmark
    Review of International Economics, 2004, 12, (3), 509-524 View citations (11)
    See also Working Paper Pricing in International Markets: a 'Small-Country' Benchmark, International Finance (2002) View citations (4) (2002)

2003

21. Exchange rate pass-through in a small open economy: Panel evidence from Hong Kong
    International Journal of Finance & Economics, 2003, 8, (2), 99-107 View citations (5)
    See also Working Paper Exchange Rate Pass-Through in a Small Open Economy: Panel Evidence from Hong Kong, Working Papers (2001) View citations (1) (2001)

2001

22. Explaining the border effect: the role of exchange rate variability, shipping costs, and geography
    Journal of International Economics, 2001, 55, (1), 87-105 View citations (241)
    See also Working Paper Explaining the Border Effect: The Role of Exchange Rate Variability, Shipping Costs, and Geography, NBER Working Papers (2000) View citations (18) (2000)
23. Official Exchange Rate Arrangements and Real Exchange Rate Behavior
    Journal of Money, Credit and Banking, 2001, 33, (4), 976-93 View citations (28)

1998

24. Exchange Rates, Domestic Prices, and Central Bank Actions: Recent U.S. Experience
    Southern Economic Journal, 1998, 64, (4), 957-972 View citations (5)

1996

25. Convergence to the Law of One Price Without Trade Barriers or Currency Fluctuations
    The Quarterly Journal of Economics, 1996, 111, (4), 1211-1236 View citations (370)
    See also Working Paper Convergence to the Law of One Price Without Trade Barriers or Currency Fluctuations, NBER Working Papers (1996) View citations (365) (1996)
26. Inflation and Relative Price Variability in the Short and Long Run: New Evidence from the United States
    Journal of Money, Credit and Banking, 1996, 28, (3), 323-41 View citations (67)

1995

27. Anticipated future shocks and exchange rate pass-through in the presence of reputation
    International Review of Economics & Finance, 1995, 4, (2), 99-103 View citations (1)
28. Exchange-Rate Pass-through with Intertemporal Linkages: Evidence at the Commodity Level
    Review of International Economics, 1995, 3, (3), 330-41 View citations (6)

1993

29. Insignificant and Inconsequential Hysteresis: The Case of U.S. Bilateral Trade
    The Review of Economics and Statistics, 1993, 75, (4), 606-13 View citations (39)
    See also Working Paper Insignificant and Inconsequential Hysteresis: The Case of the U.S. Bilateral Trade, NBER Working Papers (1994) (1994)

1982

30. Japan's trade surplus
    FRBSF Economic Letter, 1982, (sep24)