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Boyes, William J. Itō, Takatoshi Husted, Steven L. Taylor, Mark P. Shand, Duncan Lyons, Richard K. Schmeling, Maik Menkhoff, Lukas Melvin, Bettina Peiers Grammig, Joachim Schlag, Christian Prins, John Shand, Duncan D. Barrios, Aldo Wikstrom, Petra Covrig, Vicentiu Westermann, Frank Giovanardi, Davide Ahn, Seung Chan Sultan, Jahangir Hogan, Kedreth C. Lowengrub, Paul Li, Min Yi All co-authors exchange market rate currency trading wechselkurs information devisenmarkt foreign trade carry portfolio rates policy price days financial evidence performance investing effects volatility volatilität
Composed terms exchange rate foreign exchange market exchange market internationales währungssystem balance of payments capital income international economics intervention days exchange rate policy internationaler finanzmarkt international financial market international monetary system private information public information market microstructure us dollar monetary policy portfolio management portfolio selection international money money finance order book fx market price discovery financial crisis transaction costs trade size volatility spread share price rival firms market tokyo style factors non intervention announcement effect trading informed rate policy currency carry crisis foreign intervention electronic electronic limit limit order cross listing information fx tokyo experiment international equity asymmetric information rate volatility random walk price impact new york asymmetrische information currency substitution investing performance performance benchmarks bank england listing effects effects rival big bang discovery international equity trading stock market information arrival risk adjusted adjusted performance risk model central parity parity rate forecasting model drawdown duration financial stress carry related styles like
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Michael Melvin Alternative spellings: Michael Texas Melvin Michael T. Melvin B: 1948 Biblio: BlackRock, San Francisco ; U.a. tätig bei Barclays Global Investors
Profession Economist Dozent
Affiliations University of California San Diego. Rady School of Management Arizona State University
Q41800295
Publishing years Series CESifo working papers (11) CESifo Working Paper Series (6) The Addison-Wesley series in economics (5) CESifo Working Paper (4) NBER Working Paper (2) Working paper / National Bureau of Economic Research, Inc. (2) The HarperCollins series in economics (2) The Pearson series in economics (1) CORE discussion paper : DP (1) Discussion paper / Centre for Economic Policy Research (1) The Addison-Wesley series in eonomics (1) Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften (1) Working paper series / Johann-Wolfgang-Goethe-Universität Frankfurt am Main, Fachbereich Wirtschafswissenschaften / Finance & accounting (1) Pacific Basin working paper series (1) Convertibilidad y sustitución de moneda (1)