Michael Melvin
Names
| first: |
Michael |
| last: |
Melvin |
Identifer
Contact
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Rady School of Management
UCSD
La Jolla, CA |
Affiliations
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University of California-San Diego (UCSD)
/ Rady School of Management
Research profile
author of:
- Expected Inflation, Taxation, and Interest Rates: The Delusion of Fiscal Illusion (RePEc:aea:aecrev:v:72:y:1982:i:4:p:841-45)
by Melvin, Michael - Expected Inflation and Interest Rates: Reply (RePEc:aea:aecrev:v:73:y:1983:i:3:p:503-06)
by Melvin, Michael - The Political Economy of Japan's Big Bang (RePEc:asu:wpaper:2132866)
by Takatoshi Ito & Michael Melvin - A Yen is not a Yen: TIBOR/LIBOR and the determinants of the 'Japan Premium' (RePEc:asu:wpaper:2133360)
by Michael Melvin & Vincentiu Covrig & Buen Low - A Stock Market Boom During a Financial Crisis? ADRs and capital outflows in Argentina (RePEc:asu:wpaper:2133524)
by Michael Melvin - Why has FX trading surged? (RePEc:bis:bisqtr:0412f)
by Gabriele Galati & Michael Melvin - Dollarization In Developing Countries: Rational Remedy Or Domestic Dilemma? (RePEc:bla:coecpo:v:14:y:1996:i:3:p:30-40)
by Michael Melvin & Bettina Peiers - The Dark Side of International Cross‐Listing: Effects on Rival Firms at Home (RePEc:bla:eufman:v:15:y:2009:i:1:p:66-91)
by Michael Melvin & Magali Valero - Global Investment Environment of the Post-Quantitative Easing World: The ‘new-old’ and ‘new-new’ Normal (RePEc:bla:pacecr:v:21:y:2016:i:3:p:255-275)
by Michael Melvin - Which Single Currency for Western Europe? (RePEc:bla:reviec:v:4:y:1996:i:2:p:247-55)
by Kutan, Ali M & Melvin, Michael - The choice of direct dealing or electronic brokerage in foreign exchange trading (RePEc:bor:bistre:v:13:y:2013:i:3:p:10-21)
by Michael Melvin & Lin Wen - The Dark Side of International Cross-Listing: Effects on Rival Firms at Home (RePEc:ces:ceswps:_2174)
by Michael Melvin & Magali Valero - Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book (RePEc:ces:ceswps:_2221)
by Michael Melvin & Lukas Menkhoff & Maik Schmeling - Bank of England Interest Rate Announcements and the Foreign Exchange Market (RePEc:ces:ceswps:_2613)
by Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Taylor - Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book (RePEc:ces:ceswps:_2656)
by Michael Melvin & Lukas Menkhoff & Maik Schmeling - The Crisis in the Foreign Exchange Market (RePEc:ces:ceswps:_2707)
by Michael Melvin & Mark P. Taylor - Active Currency Investing and Performance Benchmarks (RePEc:ces:ceswps:_3052)
by Michael Melvin & Duncan Shand - Forecasting Exchange Rates: An Investor Perspective (RePEc:ces:ceswps:_4238)
by Michael Melvin & John Prins & Duncan Shand - When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds (RePEc:ces:ceswps:_6210)
by Michael Melvin & Duncan Shand - Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns (RePEc:ces:ceswps:_8143)
by Michael Melvin & Wenqiang Pan & Petra Wikstrom - Chinese Exchange Rate Policy: Lessons for Global Investors (RePEc:ces:ceswps:_8493)
by Michael Melvin & Frank Westermann - Trading with the Informed and against the Uninformed: Flows and Positioning in the Global Currency Market (RePEc:ces:ceswps:_9921)
by Aldo Barrios & Rob Franolic & Davide Giovanardi & Michael Melvin - The Crisis in the Foreign Exchange Market (RePEc:cpr:ceprdp:7472)
by Taylor, Mark & Melvin, Michael - A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium (RePEc:cup:jfinqa:v:39:y:2004:i:01:p:193-208_00)
by Covrig, Vicentiu & Low, Buen Sin & Melvin, Michael - Public Information Arrival, Exchange Rate Volatility, and Quote Frequency (RePEc:ecj:econjl:v:110:y:2000:i:465:p:644-61)
by Melvin, Michael & Yin, Xixi - Explaining the dollar/euro exchange rate: the role of policy uncertainty, asymmetric information, and hedging opportunities (RePEc:ecm:nawm04:72)
by Michael Melvin & Manuel Gomez - Forecasting Exchange Rates: an Investor Perspective (RePEc:eee:ecofch:2-721)
by Melvin, Michael & Prins, John & Shand, Duncan - Dollar currency in Latin America : A Bolivian application (RePEc:eee:ecolet:v:31:y:1989:i:4:p:393-397)
by Melvin, Michael & de la Parra, Gonzalo Afcha - A stock market boom during a financial crisis?: ADRs and capital outflows in Argentina (RePEc:eee:ecolet:v:81:y:2003:i:1:p:129-136)
by Melvin, Michael - Explaining the early years of the euro exchange rate: An episode of learning about a new central bank (RePEc:eee:eecrev:v:51:y:2007:i:3:p:505-520)
by Gomez, Manuel & Melvin, Michael & Nardari, Federico - Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects (RePEc:eee:empfin:v:12:y:2005:i:1:p:139-164)
by Grammig, Joachim & Melvin, Michael & Schlag, Christian - Excess demand and price formation during a Walrasian auction (RePEc:eee:empfin:v:15:y:2008:i:3:p:533-548)
by Eaves, James & Melvin, Michael & Mohapatra, Sandeep - Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen? (RePEc:eee:empfin:v:9:y:2002:i:3:p:271-285)
by Covrig, Vicentiu & Melvin, Michael - Equity hedging and exchange rates at the London 4p.m. fix (RePEc:eee:finmar:v:22:y:2015:i:c:p:50-72)
by Melvin, Michael & Prins, John - Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns (RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300148)
by Melvin, Michael & Pan, Wenqiang & Wikstrom, Petra - Bid--ask spreads and volatility in the foreign exchange market : An empirical analysis (RePEc:eee:inecon:v:36:y:1994:i:3-4:p:355-372)
by Bollerslev, Tim & Melvin, Michael - Sources of meteor showers and heat waves in the foreign exchange market (RePEc:eee:inecon:v:37:y:1994:i:3-4:p:239-247)
by Hogan, Kedreth Jr. & Melvin, Michael T. - Exchange rate management in emerging markets: Intervention via an electronic limit order book (RePEc:eee:inecon:v:79:y:2009:i:1:p:54-63)
by Melvin, Michael & Menkhoff, Lukas & Schmeling, Maik - Before and after international cross-listing: an intraday examination of volume and volatility (RePEc:eee:intfin:v:12:y:2002:i:2:p:139-155)
by Lowengrub, Paul & Melvin, Michael - Do centrally planned exchange rates behave differently from capitalist rates? (RePEc:eee:jcecon:v:13:y:1989:i:2:p:325-334)
by Melvin, Michael & Zhou, Su - Trade balance news and exchange rates: Is there a policy signal? (RePEc:eee:jimfin:v:10:y:1991:i:supplement1:p:s90-s99)
by Hogan, Ked & Melvin, Michael & Roberts, Dan J. - 'Once-in-a-generation' yen volatility in 1998: fundamentals, intervention, and order flow (RePEc:eee:jimfin:v:20:y:2001:i:3:p:327-347)
by Cai, Jun & Cheung, Yan-Leung & Lee, Raymond S. K. & Melvin, Michael - The global financial crisis: Causes, threats and opportunities. Introduction and overview (RePEc:eee:jimfin:v:28:y:2009:i:8:p:1243-1245)
by Melvin, Michael & Taylor, Mark P. - The crisis in the foreign exchange market (RePEc:eee:jimfin:v:28:y:2009:i:8:p:1317-1330)
by Melvin, Michael & Taylor, Mark P. - Trade concentration, openness, and deviations from purchasing power parity (RePEc:eee:jimfin:v:3:y:1984:i:3:p:369-376)
by Melvin, Michael & Bernstein, David - Risk in international lending: A dynamic factor analysis applied to France and Mexico (RePEc:eee:jimfin:v:5:y:1986:i:1:p:s31-s48)
by Melvin, Michael & Schlagenhauf, Don - International Money and Finance (RePEc:eee:monogr:9780123852472)
by Melvin, Michael - On the possibility of a yen currency bloc for Pacific-Basin countries: A stochastic dominance approach (RePEc:eee:pacfin:v:1:y:1993:i:4:p:309-333)
by Melvin, Michael & Peiers, Bettina - Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation (RePEc:eee:pacfin:v:29:y:2014:i:c:p:163-181)
by Ahn, Hee-Joon & Cai, Jun & Hamao, Yasushi & Melvin, Michael - U.S. protectionist policy and stock prices of U.S. import-competing and Korean and Taiwanese export-oriented firms (RePEc:eee:pacfin:v:5:y:1997:i:1:p:25-38)
by Melvin, Michael & Sun, Qian - Investing through Fed regime changes in the post-crisis period (RePEc:elg:eechap:21716_9)
by Haroldo Daltin & Michael Melvin - Does Corporate Governance Matter In The Market Response To Merger Announcements? Evidence From The U.S. And Germany (RePEc:eme:afeczz:s1569-3732(04)09005-x)
by Paul Lowengrub & Torsten Luedecke & Michael Melvin - Economic fundamentals and a yen currency area for Asian Pacific Rim countries (RePEc:fip:fedfpr:y:1992:i:sep:x:8)
by Michael Melvin & Michael Ormiston & Bettina Peiers - Economic fundamentals and a yen currency area for Asian Pacific Rim countries (RePEc:fip:fedfpr:y:1992:p:344-361)
by Michael Melvin & Michael Ormiston & Bettina Peiers - Bank of England Interest Rate Announcements and the Foreign Exchange Market (RePEc:ijc:ijcjou:y:2010:q:3:a:7)
by Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Tayor - Tokyo insiders and the informational efficiency of the yen|dollar exchange rate (RePEc:ijf:ijfiec:v:10:y:2005:i:2:p:185-193)
by Vicentiu Covrig & Michael Melvin - Explaining trading volume in the euro (RePEc:ijf:ijfiec:v:11:y:2006:i:1:p:25-34)
by Janusz Brzeszczynski & Michael Melvin - Twice a day or continuously? Observation frequency and inference on foreign exchange volatility persistence (RePEc:kap:atlecj:v:26:y:1998:i:1:p:44-53)
by Michael Melvin & Bettina Peiers - The choice of an invoicing currency in international trade and the balance of trade impact of currency depreciation (RePEc:kap:openec:v:1:y:1990:i:3:p:251-268)
by Michael Melvin & Jahangir Sultan - The Choice of an Exchange Rate System and Macroeconomic Stability (RePEc:mcb:jmoncb:v:17:y:1985:i:4:p:467-78)
by Melvin, Michael - Coca Dollars and the Dollarization of South America (RePEc:mcb:jmoncb:v:23:y:1991:i:4:p:752-63)
by Melvin, Michael & Ladman, Jerry - Exchange Rates and FOMC Days (RePEc:mcb:jmoncb:v:39:y:2007:i:5:p:1245-1266)
by Seung Chan Ahn & Michael Melvin - Information, Announcement, and Listing Effects of ADR Programs and German-U.S. Stock Market Integration (RePEc:mfj:journl:v:4:y:2000:i:3-4:p:181-200)
by Michael Hertzel & Paul Lowengrub & Michael Melvin - An Alternative Approach to International Capital Flows (RePEc:nbr:nberch:6135)
by Michael Melvin - Is There Private Information in the FX Market? The Tokyo Experiment (RePEc:nbr:nberwo:5936)
by Takatoshi Ito & Richard K. Lyons & Michael T. Melvin - Japan's Big Bang and the Transformation of Financial Markets (RePEc:nbr:nberwo:7247)
by Takatoshi Ito & Michael Melvin - The Vanishing Liquidity Effect of Money on Interest: Analysis and Implications for Policy (RePEc:oup:ecinqu:v:21:y:1983:i:2:p:188-202)
by Melvin, Michael - A Country Risk Index: Econometric Formulation and an Application to Mexico (RePEc:oup:ecinqu:v:23:y:1985:i:4:p:601-19)
by Melvin, Michael & Schlagenhauf, Don - Exchange Rate Systems and Investor Preferences (RePEc:oup:ecinqu:v:29:y:1991:i:3:p:446-57)
by Melvin, Michael & Ormiston, Michael B - Foreign Exchange Market Bid-Ask Spreads and the Market Price of Social Unrest (RePEc:oup:oxecpp:v:48:y:1996:i:2:p:329-41)
by Melvin, Michael & Tan, Kok-Hui - When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds (RePEc:taf:ufajxx:v:73:y:2017:i:1:p:121-144)
by Michael Melvin & Duncan Shand - The Determinants of Co-Authorship: An Analysis of the Economics Literature (RePEc:tpr:restat:v:65:y:1983:i:1:p:155-60)
by McDowell, John M & Melvin, Michael - The U.S. Budget Deficit and the Foreign Exchange Value of the Dollar (RePEc:tpr:restat:v:71:y:1989:i:3:p:500-505)
by Melvin, Michael & Schlagenhauf, Don & Talu, Ayhan - The Global Transmission of Volatility in the Foreign Exchange Market (RePEc:tpr:restat:v:85:y:2003:i:3:p:670-679)
by Michael Melvin & Bettina Peiers Melvin - The Dollarization of Latin America as a Market-Enforced Monetary Reform: Evidence and Implications (RePEc:ucp:ecdecc:v:36:y:1988:i:3:p:543-58)
by Melvin, Michael - Property Rights, Development, and Velocity in Developing Countries (RePEc:ucp:ecdecc:v:38:y:1990:i:4:p:821-32)
by Melvin, Michael & Shiau, Chin-Duu - South African political unrest, oil prices, and the time varying risk premium in the gold futures market (RePEc:wly:jfutmk:v:10:y:1990:i:2:p:103-111)
by Michael Melvin & Jahangir Sultan - Exchange Rates and FOMC Days (RePEc:wly:jmoncb:v:39:y:2007:i:5:p:1245-1266)
by Seung Chan Ahn & Michael Melvin - Chinese Exchange Rate Policy: Lessons for Global Investors (RePEc:wly:jmoncb:v:54:y:2022:i:1:p:145-168)
by Michael Melvin & Frank Westermann - Public Information Arrival, Exchange Rate Volatility, and Quote Frequency (RePEc:wop:astewp:9601)
by Michael Melvin & Xixi Yin