Details about Mark P. Taylor

E-mail:
Homepage:	https://olin.wustl.edu/EN-US/about-olin/Pages/dean.aspx
Phone:	+1-314-935-4074
Postal address:	Dean's Office Olin Business School Washington University St Louis MO 63130 USA
Workplace:	Olin School of Business, Washington University in St. Louis, (more information at EDIRC)

Access statistics for papers by Mark P. Taylor.

Last updated 2024-11-09. Update your information in the RePEc Author Service.

Short-id: pta36

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Working Papers

2024

1. Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Importance of transaction costs for asset allocation in foreign exchange markets, Journal of Financial Economics, Elsevier (2024) (2024)

2021

2. Currency Volatility and Global Technological Innovation
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Currency volatility and global technological innovation, Journal of International Economics, Elsevier (2022) View citations (1) (2022)
3. Media Sentiment and Currency Reversals
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Media Sentiment and Currency Reversals, Journal of Financial and Quantitative Analysis, Cambridge University Press (2024) (2024)
4. Pricing Ethics in the Foreign Exchange Market: Environmental, Social and Governance Ratings and Currency Premia
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia, Journal of Economic Behavior & Organization, Elsevier (2021) View citations (6) (2021)
5. The Downton Abbey Effect: 18th and 19th Century British Aristocratic Marriages and Agricultural Prices
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2020

6. Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
7. Prospect Theory and Currency Returns: Empirical Evidence
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
8. The Out-of-Sample Performance of Carry Trades
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article The out-of-sample performance of carry trades, Journal of International Money and Finance, Elsevier (2024) (2024)
9. The Real Effects of Exchange Rate Risk on Corporate Investment: International Evidence
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article The real effects of exchange rate risk on corporate investment: International evidence, Journal of International Money and Finance, Elsevier (2021) View citations (8) (2021)
10. U.S. Populist Rhetoric and Currency Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

2019

11. Forward-Looking Policy Rules and Currency Premia
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article Forward-Looking Policy Rules and Currency Premia, Journal of Financial and Quantitative Analysis, Cambridge University Press (2023) (2023)

2016

12. Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    See also Journal Article Modelling portfolio capital flows in a global framework: Multilateral implications of capital controls, Journal of International Money and Finance, Elsevier (2019) View citations (14) (2019)

2014

13. Common Macro Factors and Currency Premia
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    See also Journal Article Common Macro Factors and Currency Premia, Journal of Financial and Quantitative Analysis, Cambridge University Press (2017) View citations (18) (2017)
14. Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in t
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
15. Real financial market exchange rates and capital flows
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
    See also Journal Article Real financial market exchange rates and capital flows, Journal of International Money and Finance, Elsevier (2015) View citations (17) (2015)

2013

16. Exchange rates in target zones: Evidence from the Danish Krone
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
17. The labour market impacts of leaving education when unemployment is high: evidence from Britain
    ISER Working Paper Series, Institute for Social and Economic Research View citations (13)

2012

18. Financial intermediation and the role of price discrimination in a two-tier market
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (3)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2009) View citations (4)

2010

19. On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank
    See also Journal Article On the Nonlinear Influence of Reserve Bank of Australia Interventions on Exchange Rates, The Economic Record, The Economic Society of Australia (2011) View citations (6) (2011)

2009

20. Bank of England Interest Rate Announcements and the Foreign Exchange Market
    CESifo Working Paper Series, CESifo View citations (14)
21. The Crisis in the Foreign Exchange Market
    CESifo Working Paper Series, CESifo View citations (173)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (173)
    See also Journal Article The crisis in the foreign exchange market, Journal of International Money and Finance, Elsevier (2009) View citations (170) (2009)
22. The Effects of Japanese Interventions on FX-Forecast Heterogeneity
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article The effects of Japanese interventions on FX-forecast heterogeneity, Economics Letters, Elsevier (2010) View citations (9) (2010)

2008

23. Threshold adjustment in deviations from the law of one price
    Working Papers, Federal Reserve Bank of St. Louis View citations (27)
    See also Journal Article Threshold Adjustment of Deviations from the Law of One Price, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2008) View citations (47) (2008)

2007

24. End-user order flow and exchange rate dynamics
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (17)
25. The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group View citations (1)

2006

26. Are There Thresholds of Current Account Adjustment in the G7?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (29)
    See also Chapter Are There Thresholds of Current Account Adjustment in the G7?, NBER Chapters, National Bureau of Economic Research, Inc (2007) View citations (36) (2007)
27. International Liquidity Swaps: Is the Chiang Mai Initiative Pooling Reserves Efficiently ?
    Economic Research Papers, University of Warwick - Department of Economics View citations (6)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2006) View citations (6)
    See also Journal Article International liquidity swaps: is the Chiang Mai Initiative pooling reserves efficiently?, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2008) View citations (5) (2008)
28. Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (10)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2006) View citations (7)
    See also Journal Article Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?, Economic Journal, Royal Economic Society (2008) View citations (156) (2008)
29. Regional Vulnerability: The Case of East Asia
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
    Also in Economic Research Papers, University of Warwick - Department of Economics (2006)
    See also Journal Article Regional vulnerability: The case of East Asia, Journal of International Money and Finance, Elsevier (2007) View citations (13) (2007)
30. The Coordination Channel of Foreign Exchange Intervention
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (29)
31. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis
    Economic Research Papers, University of Warwick - Department of Economics View citations (7)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2006) View citations (12)
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät (2006) View citations (7)
    See also Journal Article The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis, Journal of Economic Literature, American Economic Association (2007) View citations (246) (2007)
32. The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (23)
    See also Journal Article The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis, European Economic Review, Elsevier (2008) View citations (103) (2008)

2005

33. A Cross-Country Financial Accelerator: Evidence from North America and Europe
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    See also Journal Article A cross-country financial accelerator: Evidence from North America and Europe, Journal of International Money and Finance, Elsevier (2007) View citations (16) (2007)
34. The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
    See also Journal Article The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates, The Journal of Business, University of Chicago Press (2006) View citations (68) (2006)

2004

35. International Capital Crunches: The Time-Varying Role Of Informational Asymmetries
    Royal Economic Society Annual Conference 2004, Royal Economic Society View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (3)
    IMF Working Papers, International Monetary Fund (2002) View citations (27)
    See also Journal Article International capital crunches: the time-varying role of informational asymmetries, Applied Economics, Taylor & Francis Journals (2013) View citations (3) (2013)
36. THE PURCHASING POWER PARITY DEBATE
    Working Papers, University of California, Davis, Department of Economics View citations (572)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (634)
    NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (661)
    See also Journal Article The Purchasing Power Parity Debate, Journal of Economic Perspectives, American Economic Association (2004) View citations (635) (2004)
37. The Term Structure Of Euromarket Interest Rates: Some New Evidence
    Royal Economic Society Annual Conference 2004, Royal Economic Society

2003

38. Common Vulnerabilities
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
39. Is Official Exchange Rate Intervention Effective?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)

2002

40. Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
    See also Journal Article Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study, Journal of International Money and Finance, Elsevier (2004) View citations (197) (2004)
41. Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    See also Journal Article Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997, Journal of Money, Credit and Banking, Blackwell Publishing (2003) View citations (16) (2003)
42. Nonlinear Permanent -Temporary Decompositions in Macroeconomics and Finance
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (1)
    See also Journal Article Nonlinear Permanent - Temporary Decompositions in Macroeconomics and Finance, Economic Journal, Royal Economic Society (2003) View citations (18) (2003)
43. The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) View citations (43)
    See also Journal Article The out-of-sample success of term structure models as exchange rate predictors: a step beyond, Journal of International Economics, Elsevier (2003) View citations (163) (2003)

2001

44. Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (739)
    See also Journal Article Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2001) View citations (694) (2001)
45. Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (613)
    See also Journal Article Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?, Journal of Economic Literature, American Economic Association (2001) View citations (642) (2001)
46. Purchasing Power Parity and the Real Exchange Rate
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (38)
    See also Journal Article Purchasing Power Parity and the Real Exchange Rate, IMF Staff Papers, Palgrave Macmillan (2002) View citations (272) (2002)
47. Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?
    Working Papers, Research Seminar in International Economics, University of Michigan View citations (64)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2001) View citations (65)
    Working Paper Series, European Central Bank (2001) View citations (68)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (61)
    See also Journal Article Why is it so difficult to beat the random walk forecast of exchange rates?, Journal of International Economics, Elsevier (2003) View citations (545) (2003)

2000

48. From the dark end of the street to the bright side of the road? investigating the returns to residential mobility in Britain
    ISER Working Paper Series, Institute for Social and Economic Research View citations (3)

1999

49. The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)

1998

50. The volatility of prices in the English and Welsh electricity pool
    Working Papers, Lancaster University Management School, Economics Department

1997

51. The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (29)
    See also Journal Article The behavior of real exchange rates during the post-Bretton Woods period, Journal of International Economics, Elsevier (1998) View citations (466) (1998)

1994

52. Robustness of Equilibrium Exchange Rate Calculations to Alternative Assumptions and Methodologies
    IMF Working Papers, International Monetary Fund View citations (75)
53. The Empirics of Economic Growth in Previously Centrally Planned Economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

1993

54. Deer Hunting: Misalignment, Debt Accumulation, and Desired Equilibrium Exchange Rates
    IMF Working Papers, International Monetary Fund View citations (16)
55. The Stabilizing Effect of the ERMon Exchange Rates and Interest Rates: An Empirical Investigation
    IMF Working Papers, International Monetary Fund View citations (9)
56. The Term Structure of Forward Exchange Premia and the Forecastability of Spot Exchange Rates: Correcting the Errors
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) View citations (11)

1992

57. Common Currency Areas and Currency Unions: An Analysis of the Issues
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (44)
58. Exchange Rates, Country Preferences, and Gold
    IMF Working Papers, International Monetary Fund View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1992) View citations (1)
59. Macroeconomic Shocks, the ERM, and Tri-Polarity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
    See also Journal Article Macro-economic Shocks, the ERM, and Tri-polarity, The Review of Economics and Statistics, MIT Press (1995) View citations (9) (1995)
60. Policy Issues in the Evolving International Monetary System
    IMF Occasional Papers, International Monetary Fund View citations (7)
61. The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium and Forecasting
    IMF Working Papers, International Monetary Fund View citations (15)
    See also Journal Article The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium, and Forecasting, IMF Staff Papers, Palgrave Macmillan (1993) View citations (117) (1993)

1991

62. Exchange Rate Economics: A Survey
    IMF Working Papers, International Monetary Fund View citations (58)
    See also Journal Article Exchange Rate Economics: A Survey, IMF Staff Papers, Palgrave Macmillan (1992) View citations (179) (1992)
63. Intervention, Interest Rates, and Charts: Three Essays in International Finance
    IMF Working Papers, International Monetary Fund View citations (7)
64. Modelling the Yield Curve
    IMF Working Papers, International Monetary Fund
    See also Journal Article Modelling the Yield Curve, Economic Journal, Royal Economic Society (1992) View citations (63) (1992)
65. Testing for Credibility Effects
    IMF Working Papers, International Monetary Fund View citations (14)
    See also Journal Article Testing for Credibility Effects, IMF Staff Papers, Palgrave Macmillan (1992) View citations (42) (1992)
66. The Demand for Money During High Inflation Episodes: Some Latin American Evidenceon the Cagan Model
    IMF Working Papers, International Monetary Fund View citations (1)

1990

67. Exchange Rates, Policy Convergence and the European Monetary System
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Dundee Discussion Papers in Economics, Economic Studies, University of Dundee View citations (25)
    See also Journal Article Exchange Rates, Policy Convergence, and the European Monetary System, The Review of Economics and Statistics, MIT Press (1991) View citations (42) (1991)
68. Long-Run Purchasing Power Parity and the Dollar-Sterling Exchange Rate in the 1920's
    IMF Working Papers, International Monetary Fund View citations (1)
69. The Hyperinflation Model of Money Demand Revisited
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article The Hyperinflation Model of Money Demand Revisited, Journal of Money, Credit and Banking, Blackwell Publishing (1991) View citations (71) (1991)

1989

70. Abolishing Exchange Control: The UK Experience
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
71. Charts, Noise and Fundamentals: A Study of the London Foreign Exchange Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)

1988

72. Covered Interest Arbitrage and Market Turbulence: An Empirical Analysis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
73. Exchange Rates and the EMS: Assessing the Track Record
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)

Undated

74. AN EMPIRICAL ANALYSIS OF LONG-RUN PURCHASING POWER PARITY AS A THEORY OF INTERNATIONAL COMMODITY ARBITRAGE
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee View citations (1)
75. European Capital Flows and Regional Risk
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    See also Journal Article European Capital Flows and Regional Risk, Manchester School, University of Manchester (1999) View citations (9) (1999)
76. Hot Money, Accounting Labels and the Persistence of Capital Flows to Developing Countries: An Empirical Investigation
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
77. Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    See also Journal Article Real exchange rates under the recent float: unequivocal evidence of mean reversion, Economics Letters, Elsevier (1998) View citations (118) (1998)
78. Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    See also Journal Article Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K, Journal of Macroeconomics, Elsevier (1998) View citations (35) (1998)
79. SOME 'NEWS' ON COVERED INTEREST ARBITRAGE
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee View citations (1)
80. Saving-Investment Correlations: Transitory versus Permanent
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    See also Journal Article Savings-Investment Correlations: Transitory versus Permanent, The Manchester School of Economic & Social Studies, University of Manchester (1998) View citations (27) (1998)

Journal Articles

2024

1. Importance of transaction costs for asset allocation in foreign exchange markets
   Journal of Financial Economics, 2024, 159, (C)
   See also Working Paper Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets, CEPR Discussion Papers (2024) (2024)
2. Media Sentiment and Currency Reversals
   Journal of Financial and Quantitative Analysis, 2024, 59, (3), 1401-1429
   See also Working Paper Media Sentiment and Currency Reversals, CEPR Discussion Papers (2021) (2021)
3. The out-of-sample performance of carry trades
   Journal of International Money and Finance, 2024, 143, (C)
   See also Working Paper The Out-of-Sample Performance of Carry Trades, CEPR Discussion Papers (2020) (2020)

2023

4. Forward-Looking Policy Rules and Currency Premia
   Journal of Financial and Quantitative Analysis, 2023, 58, (1), 449-483
   See also Working Paper Forward-Looking Policy Rules and Currency Premia, CEPR Discussion Papers (2019) (2019)

2022

5. Currency volatility and global technological innovation
   Journal of International Economics, 2022, 137, (C) View citations (1)
   See also Working Paper Currency Volatility and Global Technological Innovation, CEPR Discussion Papers (2021) (2021)

2021

6. Peers, Buccaneers and Downton Abbey: An economic analysis of 19th century British aristocratic marriages
   Economics Letters, 2021, 205, (C)
7. Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia
   Journal of Economic Behavior & Organization, 2021, 191, (C), 66-77 View citations (6)
   See also Working Paper Pricing Ethics in the Foreign Exchange Market: Environmental, Social and Governance Ratings and Currency Premia, CEPR Discussion Papers (2021) (2021)
8. The real effects of exchange rate risk on corporate investment: International evidence
   Journal of International Money and Finance, 2021, 117, (C) View citations (8)
   See also Working Paper The Real Effects of Exchange Rate Risk on Corporate Investment: International Evidence, CEPR Discussion Papers (2020) (2020)

2020

9. East Village at Knutsford: A Case Study in Sustainable Urbanism
   Sustainability, 2020, 12, (16), 1-17 View citations (4)
10. The cost of a school based mass treatment of schistosomiasis in Ugu District, KwaZulu Natal, South Africa in 2012
    PLOS ONE, 2020, 15, (6), 1-13
11. WGV: Quantifying Mains Water Savings in a Medium Density Infill Residential Development
    Sustainability, 2020, 12, (16), 1-19
12. Wind turbine cost reduction: A detailed bottom-up analysis of innovation drivers
    Energy Policy, 2020, 147, (C) View citations (18)
13. “There’s No Way That You Get Paid to Do the Artsâ€: Unpaid Labour Across the Cultural and Creative Life Course
    Sociological Research Online, 2020, 25, (4), 571-588 View citations (2)

2019

14. Assessing the effectiveness of fire prevention strategies
    Public Money & Management, 2019, 39, (6), 418-427
15. Big Data and Employee Wellbeing: Walking the Tightrope between Utopia and Dystopia
    Social Sciences, 2019, 8, (12), 1-5
16. Modelling portfolio capital flows in a global framework: Multilateral implications of capital controls
    Journal of International Money and Finance, 2019, 90, (C), 142-160 View citations (14)
    See also Working Paper Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls, CEPR Discussion Papers (2016) View citations (2) (2016)

2018

17. Global Political Risk and Currency Momentum
    Journal of Financial and Quantitative Analysis, 2018, 53, (5), 2227-2259 View citations (26)
18. Vegetation Changes and Woodland Management Associated with a Prehistoric to Medieval Burnt Mound Complex at Ballygawley, Northern Ireland
    Environmental Archaeology, 2018, 23, (3), 267-285

2017

19. Common Macro Factors and Currency Premia
    Journal of Financial and Quantitative Analysis, 2017, 52, (4), 1731-1763 View citations (18)
    See also Working Paper Common Macro Factors and Currency Premia, CEPR Discussion Papers (2014) View citations (1) (2014)
20. ‘Culture is a Meritocracy’: Why Creative Workers’ Attitudes may Reinforce Social Inequality
    Sociological Research Online, 2017, 22, (4), 27-47

2016

21. Picosecond metrology of laser-driven proton bursts
    Nature Communications, 2016, 7, (1), 1-6 View citations (1)
22. Technical trading: Is it still beating the foreign exchange market?
    Journal of International Economics, 2016, 102, (C), 188-208 View citations (49)

2015

23. Financial intermediation and the role of price discrimination in the foreign exchange market
    The European Journal of Finance, 2015, 21, (8), 629-645
24. Real exchange rates and transition economies
    Journal of International Money and Finance, 2015, 56, (C), 23-35 View citations (12)
25. Real financial market exchange rates and capital flows
    Journal of International Money and Finance, 2015, 54, (C), 50-69 View citations (17)
    See also Working Paper Real financial market exchange rates and capital flows, Kiel Working Papers (2014) View citations (1) (2014)

2014

26. Generating currency trading rules from the term structure of forward foreign exchange premia
    Journal of International Money and Finance, 2014, 44, (C), 230-250 View citations (2)
27. Immunoepidemiological Profiling of Onchocerciasis Patients Reveals Associations with Microfilaria Loads and Ivermectin Intake on Both Individual and Community Levels
    PLOS Neglected Tropical Diseases, 2014, 8, (2), 1-14

2013

28. International capital crunches: the time-varying role of informational asymmetries
    Applied Economics, 2013, 45, (20), 2961-2973 View citations (3)
    See also Working Paper International Capital Crunches: The Time-Varying Role Of Informational Asymmetries, Royal Economic Society Annual Conference 2004 (2004) View citations (4) (2004)
29. The Danish krone-euro exchange rate and Danmark Nationalbank intervention operations
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (3), 239-249
30. The Hidden Dimensions of the Musical Field and the Potential of the New Social Data
    Sociological Research Online, 2013, 18, (2), 11-21 View citations (1)

2012

31. FX intervention in the Yen-US dollar market: a coordination channel perspective
    International Economics and Economic Policy, 2012, 9, (2), 111-128 View citations (9)
32. How the UK economy weathered the financial storm
    Journal of International Money and Finance, 2012, 31, (1), 102-123 View citations (4)
33. Large Datasets, Factor‐augmented and Factor‐only Vector Autoregressive Models, and the Economic Consequences of Mrs Thatcher
    Economica, 2012, 79, (314), 378-410 View citations (9)

2011

34. End-user order flow and exchange rate dynamics - a dealer's perspective
    The European Journal of Finance, 2011, 17, (2), 153-168 View citations (5)
35. Financial capability and psychological health
    Journal of Economic Psychology, 2011, 32, (5), 710-723 View citations (42)
36. On the Nonlinear Influence of Reserve Bank of Australia Interventions on Exchange Rates
    The Economic Record, 2011, 87, (278), 465-479 View citations (6)
    See also Working Paper On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates, Discussion Paper Series 1: Economic Studies (2010) (2010)
37. Reform the PhD system or close it down
    Nature, 2011, 472, (7343), 261-261 View citations (3)
38. Special issue in honour of Clive Granger
    Applied Financial Economics, 2011, 21, (1-2), 1-2
39. The applied economics of industry: introduction and overview
    Applied Economics, 2011, 43, (22), 2863-2864
40. The applied economics of labour: introduction and overview
    Applied Economics, 2011, 43, (4), 387-388
41. The applied economics of trade: introduction and overview
    Applied Economics, 2011, 43, (13), 1565-1566

2010

42. Introduction to Applied Financial Economics Volume 20, 2010
    Applied Financial Economics, 2010, 20, (1-2), 1-1
43. The effects of Japanese interventions on FX-forecast heterogeneity
    Economics Letters, 2010, 108, (1), 62-64 View citations (9)
    See also Working Paper The Effects of Japanese Interventions on FX-Forecast Heterogeneity, MPRA Paper (2009) View citations (1) (2009)
44. The global financial crisis: introduction and overview
    Applied Financial Economics, 2010, 20, (1-2), 3-5

2009

45. Editorial: Long-run purchasing power parity and real exchange rates: introduction and overview
    Applied Economics Letters, 2009, 16, (1), 1-4 View citations (10)
46. Real Variables, Nonlinearity, and European Real Exchange Rates
    NBER International Seminar on Macroeconomics, 2009, 5, (1), 157 - 193 View citations (1)
    See also Chapter Real Variables, Nonlinearity, and European Real Exchange Rates, NBER Chapters, 2009, 157-193 (2009) View citations (1) (2009)
47. The applied economics of agriculture: introduction and overview
    Applied Economics, 2009, 41, (1), 1-3
48. The applied economics of economic growth: introduction and overview
    Applied Economics, 2009, 41, (13), 1575-1577
49. The applied economics of employment: introduction and overview
    Applied Economics, 2009, 41, (19), 2385-2387
50. The applied economics of fiscal policy: introduction and overview
    Applied Economics, 2009, 41, (7), 811-813
51. The applied economics of health: introduction and overview
    Applied Economics, 2009, 41, (4), 413-415
52. The applied economics of monetary policy: introduction and overview
    Applied Economics, 2009, 41, (16), 1991-1993
53. The applied economics of money and inflation: introduction and overview
    Applied Economics, 2009, 41, (10), 1199-1201 View citations (1)
54. The applied economics of sport: introduction and overview
    Applied Economics, 2009, 41, (25), 3189-3191
55. The applied economics of transport: introduction and overview
    Applied Economics, 2009, 41, (22), 2789-2791
56. The crisis in the foreign exchange market
    Journal of International Money and Finance, 2009, 28, (8), 1317-1330 View citations (170)
    See also Working Paper The Crisis in the Foreign Exchange Market, CESifo Working Paper Series (2009) View citations (173) (2009)
57. The global financial crisis: Causes, threats and opportunities. Introduction and overview
    Journal of International Money and Finance, 2009, 28, (8), 1243-1245 View citations (15)

2008

58. 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)
    Also in Journal of Money, Credit and Banking, 2008, 40, (4), 583-625 (2008) View citations (6)
59. International liquidity swaps: is the Chiang Mai Initiative pooling reserves efficiently?
    International Journal of Finance & Economics, 2008, 13, (4), 323-332 View citations (5)
    See also Working Paper International Liquidity Swaps: Is the Chiang Mai Initiative Pooling Reserves Efficiently ?, Economic Research Papers (2006) View citations (6) (2006)
60. Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?
    Economic Journal, 2008, 118, (532), 1742-1763 View citations (156)
    Also in Economic Journal, 2008, 118, (532), 1742-1763 (2008) View citations (141)
    See also Working Paper Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?, The Warwick Economics Research Paper Series (TWERPS) (2006) View citations (10) (2006)
61. The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis
    European Economic Review, 2008, 52, (1), 55-76 View citations (103)
    See also Working Paper The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis, Discussion Paper Series 1: Economic Studies (2006) View citations (23) (2006)
62. Threshold Adjustment of Deviations from the Law of One Price
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (3), 46 View citations (47)
    See also Working Paper Threshold adjustment in deviations from the law of one price, Working Papers (2008) View citations (27) (2008)

2007

63. A cross-country financial accelerator: Evidence from North America and Europe
    Journal of International Money and Finance, 2007, 26, (1), 149-165 View citations (16)
    See also Working Paper A Cross-Country Financial Accelerator: Evidence from North America and Europe, CEPR Discussion Papers (2005) View citations (1) (2005)
64. Exchange rate intervention
    International Journal of Finance & Economics, 2007, 12, (2), 107-108 View citations (24)
65. Regional vulnerability: The case of East Asia
    Journal of International Money and Finance, 2007, 26, (8), 1292-1310 View citations (13)
    See also Working Paper Regional Vulnerability: The Case of East Asia, The Warwick Economics Research Paper Series (TWERPS) (2006) (2006)
66. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis
    Journal of Economic Literature, 2007, 45, (4), 936-972 View citations (246)
    See also Working Paper The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis, Economic Research Papers (2006) View citations (7) (2006)

2006

67. Aspects of foreign exchange market microstructure: editors' introduction
    International Journal of Finance & Economics, 2006, 11, (1), 1-2
68. Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (4), 20 View citations (98)
69. Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought
    Applied Financial Economics, 2006, 16, (1-2), 1-17 View citations (131)
70. The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates
    The Journal of Business, 2006, 79, (3), 1193-1224 View citations (68)
    See also Working Paper The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates, CEPR Discussion Papers (2005) View citations (6) (2005)
71. Under the microscope: the structure of the foreign exchange market
    International Journal of Finance & Economics, 2006, 11, (1), 81-95 View citations (72)

2005

72. Purchasing power parity and the theory of general relativity: the first tests
    Journal of International Money and Finance, 2005, 24, (2), 293-316 View citations (51)

2004

73. Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets
    IMF Staff Papers, 2004, 51, (2), 3 View citations (11)
74. Estimating structural macroeconomic shocks through long-run recursive restrictions on vector autoregressive models: the problem of identification
    International Journal of Finance & Economics, 2004, 9, (3), 229-244 View citations (9)
75. Financial predictors of real activity and the financial accelerator
    Economics Letters, 2004, 82, (2), 167-172 View citations (59)
76. International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum
    International Journal of Finance & Economics, 2004, 9, (1), 15-23 View citations (26)
77. Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study
    Journal of International Money and Finance, 2004, 23, (1), 1-25 View citations (197)
    See also Working Paper Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study, CEPR Discussion Papers (2002) View citations (7) (2002)
78. The Purchasing Power Parity Debate
    Journal of Economic Perspectives, 2004, 18, (4), 135-158 View citations (635)
    See also Working Paper THE PURCHASING POWER PARITY DEBATE, Working Papers (2004) View citations (572) (2004)
79. 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)

2003

80. An empirical investigation of asset price bubbles in Latin American emerging financial markets
    Applied Financial Economics, 2003, 13, (9), 635-643 View citations (35)
81. Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997
    Journal of Money, Credit and Banking, 2003, 35, (5), 787-99 View citations (16)
    See also Working Paper Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997, CEPR Discussion Papers (2002) View citations (1) (2002)
82. Nonlinear Permanent - Temporary Decompositions in Macroeconomics and Finance
    Economic Journal, 2003, 113, (486), C125-C139 View citations (18)
    See also Working Paper Nonlinear Permanent -Temporary Decompositions in Macroeconomics and Finance, Royal Economic Society Annual Conference 2002 (2002) View citations (1) (2002)
83. Purchasing Power Parity
    Review of International Economics, 2003, 11, (3), 436-452 View citations (164)
84. The High-Yield Spread as a Predictor of Real Economic Activity: Evidence of a Financial Accelerator for the United States
    IMF Staff Papers, 2003, 50, (3), 3 View citations (76)
85. The out-of-sample success of term structure models as exchange rate predictors: a step beyond
    Journal of International Economics, 2003, 60, (1), 61-83 View citations (163)
    See also Working Paper The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond, CEPR Discussion Papers (2002) View citations (5) (2002)
86. Why is it so difficult to beat the random walk forecast of exchange rates?
    Journal of International Economics, 2003, 60, (1), 85-107 View citations (545)
    See also Working Paper Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?, Working Papers (2001) View citations (64) (2001)

2002

87. Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture
    Journal of Money, Credit and Banking, 2002, 34, (1), 51-75 View citations (72)
88. Permanent and Temporary Components of Stock Prices: Evidence from Assessing Macroeconomic Shocks
    Southern Economic Journal, 2002, 69, (2), 345-362 View citations (10)
89. Purchasing Power Parity and the Real Exchange Rate
    IMF Staff Papers, 2002, 49, (1), 5 View citations (272)
    See also Working Paper Purchasing Power Parity and the Real Exchange Rate, CEPR Discussion Papers (2001) View citations (38) (2001)
90. The stock return-inflation puzzle revisited
    Economics Letters, 2002, 75, (2), 147-156 View citations (42)
91. Tied Down Or Room To Move? Investigating The Relationships Between Housing Tenure, Employment Status And Residential Mobility In Britain
    Scottish Journal of Political Economy, 2002, 49, (4), 369-392 View citations (67)

2001

92. Forecasting capital flows to emerging markets: a Kalman filtering approach
    Applied Financial Economics, 2001, 11, (6), 581-589 View citations (6)
93. Modelling Fundamentals for Forecasting Capital Flows to Emerging Markets
    International Journal of Finance & Economics, 2001, 6, (3), 201-16 View citations (57)
94. Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles
    International Economic Review, 2001, 42, (4), 1015-42 View citations (694)
    See also Working Paper Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles, CEPR Discussion Papers (2001) View citations (739) (2001)
95. Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?
    Journal of Economic Literature, 2001, 39, (3), 839-868 View citations (642)
    See also Working Paper Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?, CEPR Discussion Papers (2001) View citations (613) (2001)
96. On the mean-reverting properties of target zone exchange rates: a cautionary note
    Economics Letters, 2001, 71, (1), 117-129 View citations (20)
97. Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis
    Studies in Nonlinear Dynamics & Econometrics, 2001, 5, (3), 26 View citations (39)
98. Risky Arbitrage, Limits of Arbitrage, and Nonlinear Adjustment in the Dividend-Price Ratio
    Economic Inquiry, 2001, 39, (4), 524-36 View citations (44)
99. Self–Employment and Windfall Gains in Britain: Evidence from Panel Data
    Economica, 2001, 68, (272), 539-565 View citations (96)
100. Temporal evolution of the electric field accelerating electrons away from the auroral ionosphere
     Nature, 2001, 414, (6865), 724-727

2000

101. A triplet of differently shaped spin-zero states in the atomic nucleus 186Pb
     Nature, 2000, 405, (6785), 430-433
102. Measuring the temporary component of stock prices: robust multivariate analysis
     Economics Letters, 2000, 67, (2), 193-200 View citations (7)
103. Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
     Journal of International Money and Finance, 2000, 19, (1), 33-53 View citations (327)
104. Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis
     Empirical Economics, 2000, 25, (2), 351-368 View citations (11)
105. Purchasing power parity over two centuries: strengthening the case for real exchange rate stability: A reply to Cuddington and Liang
     Journal of International Money and Finance, 2000, 19, (5), 759-764 View citations (107)
106. Taking Stock of EMU: Editorial
     Journal of Common Market Studies, 2000, 38, (4), 557-561

1999

107. Composantes permanente et transitoire de l'épargne et de l'investissement: une étude empirique des flux internationaux de capitaux au Japon
     Économie et Prévision, 1999, 140, (4), 117-131
108. Editorial
     Applied Economics, 1999, 31, (1), 1-1
109. Estimating growth equations for previously centrally planned economies: Dealing with dubious data and disparate information
     Journal of Macroeconomics, 1999, 21, (4), 639-671 View citations (6)
110. European Capital Flows and Regional Risk
     Manchester School, 1999, 67, (1), 21-38 View citations (9)
     See also Working Paper European Capital Flows and Regional Risk, Economics and Finance Discussion Papers
111. Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation
     Journal of Development Economics, 1999, 59, (2), 337-364 View citations (135)
112. Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests
     Journal of International Money and Finance, 1999, 18, (4), 637-657 View citations (87)
113. Real Interest Rates and Macroeconomic Activity
     Oxford Review of Economic Policy, 1999, 15, (2), 95-113 View citations (32)
114. The Target Zone Model, Non-linearity and Mean Reversion: Is the Honeymoon Really Over?
     Economic Journal, 1999, 109, (454), C96-110 View citations (23)

1998

115. Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation
     Review of World Economics (Weltwirtschaftliches Archiv), 1998, 134, (1), 69-98 View citations (27)
116. Periodically collapsing stock price bubbles: a robust test
     Economics Letters, 1998, 61, (2), 221-228 View citations (54)
117. Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K
     Journal of Macroeconomics, 1998, 20, (2), 221-242 View citations (35)
     See also Working Paper Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK, Economics and Finance Discussion Papers
118. Real exchange rates under the recent float: unequivocal evidence of mean reversion
     Economics Letters, 1998, 60, (2), 131-137 View citations (118)
     See also Working Paper Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion, Economics and Finance Discussion Papers
119. Regulatory Uncertainty and the Volatility of Regional Electricity Company Share Prices: The Economic Consequences of Professor Littlechild
     Bulletin of Economic Research, 1998, 50, (1), 37-46 View citations (5)
120. Reviews: An Unruly World? Globalization, Governance and Geography: Justice, Society and Nature: An Exploration of Political Ecology, Modern Public Economics, Innovations in Public Management: Perspectives from East and West Europe, Further Key Issues in Tax Reform
     Environment and Planning C, 1998, 16, (6), 769-774
121. Savings-Investment Correlations: Transitory versus Permanent
     The Manchester School of Economic & Social Studies, 1998, 66, 17-38 View citations (27)
     See also Working Paper Saving-Investment Correlations: Transitory versus Permanent, Economics and Finance Discussion Papers
122. The Effects of Regulation and Regulatory Risk in the UK Electricity Distribution Industry
     Annals of Public and Cooperative Economics, 1998, 69, (3), 331-346 View citations (8)
123. The behavior of real exchange rates during the post-Bretton Woods period
     Journal of International Economics, 1998, 46, (2), 281-312 View citations (466)
     See also Working Paper The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period, CEPR Discussion Papers (1997) View citations (29) (1997)
124. The slope of the yield curve and real economic activity: tracing the transmission mechanism
     Economics Letters, 1998, 59, (3), 353-360 View citations (19)

1997

125. Ajustement non linéaire vers le taux de change d'équilibre à long terme. Le modèle monétaire revisité
     Revue Économique, 1997, 48, (3), 653-659 View citations (2)
126. Capital Flows to Developing Countries: Long- and Short-Term Determinants
     The World Bank Economic Review, 1997, 11, (3), 451-70 View citations (157)
127. Estimating the Mean‐reverting Component in Stock Prices: A Cross‐country comparison
     Scottish Journal of Political Economy, 1997, 44, (5), 566-582 View citations (1)
128. Real exchange rate behavior
     Journal of International Money and Finance, 1997, 16, (6), 945-954 View citations (118)
129. Special Issue on Technical Analysis and Financial Markets: Editor's Introduction
     International Journal of Finance & Economics, 1997, 2, (4), 263-66 View citations (1)
130. The Term Structure Of Forward Exchange Premiums And The Forecastability Of Spot Exchange Rates: Correcting The Errors
     The Review of Economics and Statistics, 1997, 79, (3), 353-361 View citations (122)

1996

131. Prévision du taux de change dollar canadien contre dollar américain: une approche en termes de "fondamentaux"
     Économie et Prévision, 1996, 123, (2), 45-51
132. Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries
     Journal of Political Economy, 1996, 104, (3), 488-509 View citations (563)

1995

133. Macro-economic Shocks, the ERM, and Tri-polarity
     The Review of Economics and Statistics, 1995, 77, (2), 321-31 View citations (9)
     See also Working Paper Macroeconomic Shocks, the ERM, and Tri-Polarity, CEPR Discussion Papers (1992) View citations (7) (1992)
134. Misalignment, Debt Accumulation and Fundamental Equilibrium Exchange Rates
     National Institute Economic Review, 1995, 153, (1), 73-83 View citations (2)
     Also in National Institute Economic Review, 1995, 153, 73-83 (1995)
135. Sand in the Wheels of Foreign Exchange Markets: A Sceptical Note
     Economic Journal, 1995, 105, (428), 173-80 View citations (37)
136. The Economics of Exchange Rates
     Journal of Economic Literature, 1995, 33, (1), 13-47 View citations (457)
     See also Book The Economics of Exchange Rates, Cambridge Books, 2003 (2003) View citations (529) (2003)

1994

137. On the Reinterpretation of Money Demand Regressions
     Journal of Money, Credit and Banking, 1994, 26, (4), 851-66 View citations (5)
138. The Stabilizing Effect of the ERM on Exchange Rates and Interest Rates: Some Nonparametric Tests
     IMF Staff Papers, 1994, 41, (1), 123-148 View citations (20)
139. The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk
     Journal of International Money and Finance, 1994, 13, (3), 276-290 View citations (221)

1993

140. Analysing Credibility in High-Inflation Countries: A New Approach
     Economic Journal, 1993, 103, (417), 329-36 View citations (22)
141. Fiscal Policy within Common Currency Areas
     Journal of Common Market Studies, 1993, 31, (1), 29-44 View citations (17)
142. Modeling the Demand for U.K. Broad Money, 1871-1913
     The Review of Economics and Statistics, 1993, 75, (1), 112-17 View citations (3)
143. Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence
     The Review of Economics and Statistics, 1993, 75, (1), 32-37 View citations (50)
144. Money demand and inflation in Yugoslavia 1980-1989
     Journal of Macroeconomics, 1993, 15, (3), 455-481 View citations (14)
145. Regional House Prices in Britain: Long-Run Relationships and Short-Run Dynamics
     Scottish Journal of Political Economy, 1993, 40, (1), 43-55 View citations (92)
146. The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium, and Forecasting
     IMF Staff Papers, 1993, 40, (1), 89-107 View citations (117)
     See also Working Paper The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium and Forecasting, IMF Working Papers (1992) View citations (15) (1992)

1992

147. A Comparison of the Rational Expectations and the General-to-Specific Approaches to Modelling the Demand for M1
     The Manchester School of Economic & Social Studies, 1992, 60, (1), 1-22 View citations (5)
148. A stable US money demand function, 1874-1975
     Economics Letters, 1992, 39, (2), 191-198 View citations (7)
149. Exchange Rate Economics: A Survey
     IMF Staff Papers, 1992, 39, (1), 1-57 View citations (179)
     See also Working Paper Exchange Rate Economics: A Survey, IMF Working Papers (1991) View citations (58) (1991)
150. Modelling the Yield Curve
     Economic Journal, 1992, 102, (412), 524-37 View citations (63)
     See also Working Paper Modelling the Yield Curve, IMF Working Papers (1991) (1991)
151. Testing for Credibility Effects
     IMF Staff Papers, 1992, 39, (3), 545-571 View citations (42)
     See also Working Paper Testing for Credibility Effects, IMF Working Papers (1991) View citations (14) (1991)
152. The use of technical analysis in the foreign exchange market
     Journal of International Money and Finance, 1992, 11, (3), 304-314 View citations (576)
153. Why Don't Individuals Speculate in the Forward Foreign Exchange Market?
     Scottish Journal of Political Economy, 1992, 39, (1), 1-13 View citations (3)

1991

154. Exchange Rates, Policy Convergence, and the European Monetary System
     The Review of Economics and Statistics, 1991, 73, (3), 553-58 View citations (42)
     See also Working Paper Exchange Rates, Policy Convergence and the European Monetary System, CEPR Discussion Papers (1990) View citations (3) (1990)
155. The Hyperinflation Model of Money Demand Revisited
     Journal of Money, Credit and Banking, 1991, 23, (3), 327-51 View citations (71)
     See also Working Paper The Hyperinflation Model of Money Demand Revisited, CEPR Discussion Papers (1990) (1990)
156. The monetary approach to the exchange rate: Long-run relationships and coefficient restrictions
     Economics Letters, 1991, 37, (2), 179-185 View citations (37)

1990

157. "The case of the missing money" and the Lucas critique
     Journal of Macroeconomics, 1990, 12, (3), 437-454 View citations (5)
158. Charts, Noise and Fundamentals in the London Foreign Exchange Market
     Economic Journal, 1990, 100, (400), 49-59 View citations (258)
159. Ex Ante Purchasing Power Parity: Some Evidence Based on Vector Autoregressions in the Time Domain
     Empirical Economics, 1990, 15, (1), 77-91 View citations (2)
160. Modelling Risk in the Interwar Foreign Exchange Market
     Scottish Journal of Political Economy, 1990, 37, (3), 241-58 View citations (5)
161. Money demand, expectations, and the forward-looking model
     Proceedings, 1990, 289-324 View citations (26)
     Also in Journal of Policy Modeling, 1990, 12, (2), 289-315 (1990) View citations (28)
162. Reply to Goodfriend's comments on "Money demand, expectations and the forward looking model"
     Journal of Policy Modeling, 1990, 12, (2), 323-324 View citations (3)
163. The Term Structure of Forward Foreign Exchange Premia: The Inter-war Experience
     The Manchester School of Economic & Social Studies, 1990, 58, (1), 54-65 View citations (11)

1989

164. Anticipated and Unanticipated Variables in the Demand for M1 in the U.K
     The Manchester School of Economic & Social Studies, 1989, 57, (4), 319-39 View citations (2)
165. Covered Interest Arbitrage and Market Turbulence
     Economic Journal, 1989, 99, (396), 376-91 View citations (97)
166. Expectations, Risk and Uncertainty in the Foreign Exchange Market: Some Results Based on Survey Data
     The Manchester School of Economic & Social Studies, 1989, 57, (2), 142-53 View citations (27)
167. Foreign exchange market efficiency and cointegration: Some evidence from the recent float
     Economics Letters, 1989, 29, (1), 63-68 View citations (50)
168. Interest Rate Parity: Some New Evidence
     Bulletin of Economic Research, 1989, 41, (4), 255-74 View citations (20)
169. Modelling Asset Prices with Time-Varying Betas
     The Manchester School of Economic & Social Studies, 1989, 57, (4), 340-56 View citations (7)
170. Random Walk Components in Output and Exchange Rates: Some Robust Tests on UK Data
     Bulletin of Economic Research, 1989, 41, (2), 123-35 View citations (5)
171. The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control
     The Review of Economics and Statistics, 1989, 71, (2), 332-36 View citations (123)
172. Vector Autoregressive Tests of Uncovered Interest Rate Parity with Allowance for Conditional Heteroscedasticity
     Scottish Journal of Political Economy, 1989, 36, (3), 238-52 View citations (5)

1988

173. A DYMIMIC Model of Forward Foreign Exchange Risk, with Estimates for Three Major Exchange Rates
     The Manchester School of Economic & Social Studies, 1988, 56, (1), 55-68 View citations (14)
174. Long-run purchasing power parity in the 1920s
     European Economic Review, 1988, 32, (1), 179-197 View citations (62)
175. Metals Prices, Efficiency and Cointegration: Some Evidence from the London Metal Exchange
     Bulletin of Economic Research, 1988, 40, (3), 235-39 View citations (27)
176. Testing Rational Expectations and Efficiency in the London Metal Exchange
     Oxford Bulletin of Economics and Statistics, 1988, 50, (1), 41-52 View citations (14)

1987

177. Financial Innovation, Inflation and the Stability of the Demand for Broad Money in the United Kingdom
     Bulletin of Economic Research, 1987, 39, (3), 225-33 View citations (9)
178. Learning and Rationality: an Empirical Study of Investment Managers' Stock Market Predictions
     Annals of Economics and Statistics, 1987, (8), 43-57
179. On Long-run Solutions to Dynamic Econometric Equations under Rational Expectations [A Cautionary Note on the Interpretation of Long-run Equilibrium Solutions in Conventional Macro Models]
     Economic Journal, 1987, 97, (385), 215-18
180. On granger causality and the monetary approach to the balance of payments
     Journal of Macroeconomics, 1987, 9, (2), 239-253 View citations (3)
181. Risk premia and foreign exchange: A multiple time series approach to testing uncovered interest-rate parity
     Review of World Economics (Weltwirtschaftliches Archiv), 1987, 123, (4), 579-591 View citations (13)
182. The Demand for Money: A Dynamic Rational Expectations Model
     Economic Journal, 1987, 97, (388a), 65-76 View citations (21)
183. The Role of Speculation in the Forward Exchange Market: Some Consistent Estimates Assuming Rational Expectations
     Oxford Bulletin of Economics and Statistics, 1987, 49, (3), 323-33
184. The Simple Analytics of Implicit Labour Contracts
     Bulletin of Economic Research, 1987, 39, (1), 1-27 View citations (6)

1986

185. From the General to the Specific: The Demand for M2 in Three
     Empirical Economics, 1986, 11, (4), 243-61 View citations (10)
186. Monetary Anticipation and the Demand for Money in the U.K.: Testing Rationality in the Shock-Absorber Hypothesis
     Journal of Applied Econometrics, 1986, 1, (4), 355-65 View citations (2)
187. The Product-Cycle Model: A Critique
     Environment and Planning A, 1986, 18, (6), 751-761 View citations (11)

1984

188. The Monetary Approach to the Balance of Payments: A Critical Appraisal of Some Empirical Evidence
     Oxford Bulletin of Economics and Statistics, 1984, 46, (4), 329-40 View citations (2)

1977

189. Review: Place and Placelessness, Paths in Space—Time Environments: A Time-Geographic Study of Movement Possibilities of Individuals, Industrial Location and Planning in the United Kingdom, New-Town Planning: Principles and Practice, Methods of Describing Physical Access to Supply Points, Bond Men Made Free: Medieval Peasant Movements and the English Rising of 1381
     Environment and Planning A, 1977, 9, (8), 961-972

Undated

190. Profitable Biodiverse Wool Production Systems for the Northern Tablelands of NSW: Science and Extension Working Together
     Extension Farming Systems Journal - EFS Journal, 7, (2)

Books

2003

1. The Economics of Exchange Rates
   Cambridge Books, Cambridge University Press View citations (529)
   See also Journal Article The Economics of Exchange Rates, Journal of Economic Literature, American Economic Association (1995) View citations (457) (1995)

1989

2. The Balance of Payments
   Books, Edward Elgar Publishing

Edited books

2013

1. Recent Developments in Exchange Rate Economics
   Books, Edward Elgar Publishing

2008

2. Modern Perspectives on the Gold Standard
   Cambridge Books, Cambridge University Press

2002

3. New Developments in Exchange Rate Economics, vol Two volume set
   Books, Edward Elgar Publishing View citations (3)
4. Speculation and Financial Markets, vol Two volume set
   Books, Edward Elgar Publishing

1997

5. Modern Perspectives on the Gold Standard
   Cambridge Books, Cambridge University Press View citations (9)

1993

6. Policy Issues in the Operation of Currency Unions
   Cambridge Books, Cambridge University Press View citations (227)

1991

7. EXCHANGE RATE ECONOMICS, vol Two volume set
   Books, Edward Elgar Publishing View citations (48)

Chapters

2024

1. Investor attention to news on financial integration and currency returns
   Chapter 3 in Handbook of Financial Integration, 2024, pp 57-73

2009

2. Real Variables, Nonlinearity, and European Real Exchange Rates
   A chapter in NBER International Seminar on Macroeconomics 2008, 2009, pp 157-193 View citations (1)
   See also Journal Article Real Variables, Nonlinearity, and European Real Exchange Rates, University of Chicago Press (2009) View citations (1) (2009)

2007

3. Are There Thresholds of Current Account Adjustment in the G7?
   A chapter in G7 Current Account Imbalances: Sustainability and Adjustment, 2007, pp 169-204 View citations (36)
   See also Working Paper Are There Thresholds of Current Account Adjustment in the G7?, National Bureau of Economic Research, Inc (2006) View citations (29) (2006)

1996

4. Exchange Rate Economics: What's Wrong with the Conventional Macro Approach?
   A chapter in The Microstructure of Foreign Exchange Markets, 1996, pp 261-302 View citations (121)

Editor

1. Applied Economics
   Taylor & Francis Journals
2. Applied Economics Letters
   Taylor & Francis Journals
3. Applied Financial Economics
   Taylor & Francis Journals
4. International Journal of Finance & Economics
   John Wiley & Sons, Ltd.
5. International Journal of Finance & Economics
   John Wiley & Sons, Ltd.