Details about Michael Sager

Access statistics for papers by Michael Sager.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: psa368

Working Papers

2009

1. Bank of England Interest Rate Announcements and the Foreign Exchange Market
   CESifo Working Paper Series, CESifo View citations (14)
   See also Journal Article Bank of England Interest Rate Announcements and the Foreign Exchange Market, International Journal of Central Banking, International Journal of Central Banking (2010) View citations (7) (2010)
2. Can non-linear real shocks explain the persistence of PPP exchange rate disequilibria?
   Working Paper Series, European Central Bank View citations (1)
   See also Journal Article Can non‐linear real shocks explain the persistence of PPP exchange rate disequilibria?, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2011) (2011)
3. Productivity shocks and real exchange rate: a reappraisal
   Working Paper Series, European Central Bank View citations (8)

Journal Articles

2011

1. Can non‐linear real shocks explain the persistence of PPP exchange rate disequilibria?
   International Journal of Finance & Economics, 2011, 16, (3), 290-306
   See also Working Paper Can non-linear real shocks explain the persistence of PPP exchange rate disequilibria?, Working Paper Series (2009) View citations (1) (2009)

2010

2. Bank of England Interest Rate Announcements and the Foreign Exchange Market
   International Journal of Central Banking, 2010, 6, (3), 211-247 View citations (7)
   See also Working Paper Bank of England Interest Rate Announcements and the Foreign Exchange Market, CESifo Working Paper Series (2009) View citations (14) (2009)

2008

3. Commercially Available Order Flow Data and Exchange Rate Movements: "Caveat Emptor"
   Journal of Money, Credit and Banking, 2008, 40, (4), 583-625 View citations (46)

2006

4. Aspects of foreign exchange market microstructure: editors' introduction
   International Journal of Finance & Economics, 2006, 11, (1), 1-2
5. Explaining the persistence of deviations from PPP: a non-linear Harrod-Balassa-Samuelson effect?
   Applied Financial Economics, 2006, 16, (1-2), 41-61 View citations (5)
6. Under the microscope: the structure of the foreign exchange market
   International Journal of Finance & Economics, 2006, 11, (1), 81-95 View citations (72)

2004

7. The impact of European Central Bank Governing Council announcements on the foreign exchange market: a microstructural analysis
   Journal of International Money and Finance, 2004, 23, (7-8), 1043-1051 View citations (38)