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Details about Charles Phipps Thomas

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Last updated 2021-09-25. Update your information in the RePEc Author Service.

Short-id: pth302


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Working Papers

2014

  1. Uncovered Equity Parity and Rebalancing in International Portfolios
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (32)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2014) Downloads View citations (29)

    See also Journal Article Uncovered Equity Parity and rebalancing in international portfolios, Journal of International Money and Finance, Elsevier (2014) Downloads View citations (29) (2014)

2013

  1. Asymmetric Information and the Death of ABS CDOs
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)
    See also Journal Article Asymmetric information and the death of ABS CDOs, Journal of Banking & Finance, Elsevier (2017) Downloads View citations (9) (2017)
  2. On Returns Differentials
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (46)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013) Downloads View citations (44)

    See also Journal Article On returns differentials, Journal of International Money and Finance, Elsevier (2013) Downloads View citations (46) (2013)

2012

  1. Foreign holdings of U.S. Treasuries and U.S. Treasury yields
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (12)
    See also Journal Article Foreign holdings of U.S. Treasuries and U.S. Treasury yields, Journal of International Money and Finance, Elsevier (2013) Downloads View citations (40) (2013)
  2. International relative price levels: a look under the hood
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
  3. The return on U.S. direct investment at home and abroad
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads
    See also Chapter The Return on U.S. Direct Investment at Home and Abroad, NBER Chapters, National Bureau of Economic Research, Inc (2014) Downloads (2014)

2011

  1. U.S. International Equity Investment and Past and Prospective Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (43)
    See also Journal Article US International Equity Investment and Past and Prospective Returns, American Economic Review, American Economic Association (2011) Downloads View citations (55) (2011)
  2. U.S. international equity investment and past prospective returns
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (10)

2010

  1. Could asymmetric information alone have caused the collapse of private-label securitization?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)

2008

  1. Current Account Sustainability and Relative Reliability
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (31)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008) Downloads View citations (6)

    See also Journal Article Current Account Sustainability and Relative Reliability, NBER International Seminar on Macroeconomics, University of Chicago Press (2009) Downloads View citations (21) (2009)
    Chapter Current Account Sustainability and Relative Reliability, NBER Chapters, National Bureau of Economic Research, Inc (2009) Downloads View citations (21) (2009)
  2. Foreign exposure to asset-backed securities of U.S. origin
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (16)
  3. How long can the unsustainable U.S. current account deficit be sustained?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)
  4. Measuring U.S. international relative prices: a WARP view of the world
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)

2006

  1. Measurement matters for modeling U.S. import prices
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
  2. The Performance of International Equity Portfolios
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (18)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (19)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2004) Downloads View citations (25)

1996

  1. The sovereignty option: the Quebec referendum and market views on the Canadian dollar
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (13)
  2. Using options prices to infer PDF'S for asset prices: an application to oil prices during the Gulf crisis
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (7)

1993

  1. The role of fiscal policy in an incomplete markets framework
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads
    See also Journal Article The Role of Fiscal Policy in an Incomplete Markets Framework, The Review of Economic Studies, Review of Economic Studies Ltd (1995) Downloads View citations (11) (1995)

1992

  1. War and peace: recovering the market's probability distribution of crude oil futures prices during the Gulf crisis
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)

1991

  1. Using external sustainability to forecast the dollar
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)

Journal Articles

2017

  1. Asymmetric information and the death of ABS CDOs
    Journal of Banking & Finance, 2017, 76, (C), 1-14 Downloads View citations (9)
    See also Working Paper Asymmetric Information and the Death of ABS CDOs, International Finance Discussion Papers (2013) Downloads View citations (5) (2013)

2014

  1. Uncovered Equity Parity and rebalancing in international portfolios
    Journal of International Money and Finance, 2014, 47, (C), 86-99 Downloads View citations (29)
    See also Working Paper Uncovered Equity Parity and Rebalancing in International Portfolios, NBER Working Papers (2014) Downloads View citations (32) (2014)

2013

  1. Foreign holdings of U.S. Treasuries and U.S. Treasury yields
    Journal of International Money and Finance, 2013, 32, (C), 1120-1143 Downloads View citations (40)
    See also Working Paper Foreign holdings of U.S. Treasuries and U.S. Treasury yields, International Finance Discussion Papers (2012) Downloads View citations (12) (2012)
  2. On returns differentials
    Journal of International Money and Finance, 2013, 36, (C), 1-25 Downloads View citations (46)
    See also Working Paper On Returns Differentials, NBER Working Papers (2013) Downloads View citations (46) (2013)

2011

  1. US International Equity Investment and Past and Prospective Returns
    American Economic Review, 2011, 101, (7), 3440-55 Downloads View citations (55)
    See also Working Paper U.S. International Equity Investment and Past and Prospective Returns, NBER Working Papers (2011) Downloads View citations (43) (2011)

2009

  1. Current Account Sustainability and Relative Reliability
    NBER International Seminar on Macroeconomics, 2009, 5, (1), 67 - 109 Downloads View citations (21)
    See also Working Paper Current Account Sustainability and Relative Reliability, NBER Working Papers (2008) Downloads View citations (31) (2008)
    Chapter Current Account Sustainability and Relative Reliability, NBER Chapters, 2009, 67-109 (2009) Downloads View citations (21) (2009)
  2. How Long Can the Unsustainable U.S. Current Account Deficit Be Sustained&quest
    IMF Staff Papers, 2009, 56, (3), 596-632 Downloads View citations (2)
  3. MEASURES OF INTERNATIONAL RELATIVE PRICES FOR CHINA AND THE USA
    Pacific Economic Review, 2009, 14, (3), 376-397 Downloads View citations (10)
  4. Measurement matters for modelling US import prices This article is a U.S. Government work and is in the public domain in the U.S.A
    International Journal of Finance & Economics, 2009, 14, (2), 120-138 Downloads View citations (2)

1997

  1. Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis
    Journal of Financial and Quantitative Analysis, 1997, 32, (1), 91-115 Downloads View citations (176)

1995

  1. The Role of Fiscal Policy in an Incomplete Markets Framework
    The Review of Economic Studies, 1995, 62, (3), 449-468 Downloads View citations (11)
    See also Working Paper The role of fiscal policy in an incomplete markets framework, International Finance Discussion Papers (1993) Downloads (1993)
  2. U.S. international transactions in 1994
    Federal Reserve Bulletin, 1995, (May), 407-418

1987

  1. U. S. international transactions in 1986
    Federal Reserve Bulletin, 1987, (May), 321-329

Chapters

2017

  1. Residency and Nationality: A view from 10,000 feet
    A chapter in Assessing international capital flows after the crisis, 2017, vol. 42 Downloads

2015

  1. Cross-border portfolios: assets, liabilities, and non-flow adjustments
    A chapter in Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, 2015, vol. 82, pp 7-24 Downloads

2014

  1. The Return on U.S. Direct Investment at Home and Abroad
    A chapter in Measuring Wealth and Financial Intermediation and Their Links to the Real Economy, 2014, pp 205-230 Downloads
    See also Working Paper The return on U.S. direct investment at home and abroad, Board of Governors of the Federal Reserve System (U.S.) (2012) Downloads (2012)

2013

  1. Weighted Average Relative Price (WARP)
    A chapter in Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., 2013, vol. 36, pp 340-350 Downloads View citations (2)

2009

  1. Current Account Sustainability and Relative Reliability
    A chapter in NBER International Seminar on Macroeconomics 2008, 2009, pp 67-109 Downloads View citations (21)
    See also Working Paper Current Account Sustainability and Relative Reliability, National Bureau of Economic Research, Inc (2008) Downloads View citations (31) (2008)
    Journal Article Current Account Sustainability and Relative Reliability, University of Chicago Press (2009) Downloads View citations (21) (2009)
 
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