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Lyons, R. K.
Lyons, Richard ((Dean of Haas School of Business))
Lyons, Richard K.
Andrew, Richard K. Lyons and K. Rose
Baldwin, Richard E.
Bartelsman, Eric J
Bartelsman, Eric J.
Caballero, Ricardo J
Caballero, Ricardo J.
Caballero, Ricardo J. (1959-)
Cao, H. Henry
Evans, Martin D.
Evans, Martin D. D.
Evans, Martin D.D.
Killeen, William P.
Lyons, Richard K
Lyons, Richard K.
Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business)
Melvin, Michael (1948-)
Melvin, Michael T.
Melvin, Michael T. (1948-)
Michael, Takatoshi Ito Richard K. Lyons and T. Melvin
Moore, Michael J.
National Bureau of Economic Research
National Bureau of Economic Research (NBER)
Richard, K. Lyons
Richard, Mark D. Flood Ronald Huisman Kees G. Koedijk and Lyons
Richard, Martin D. D. Evans and K. Lyons
Rose, Andrew K
Rose, Andrew K.
Rose, Andrew K. (1959-)
Schmukler, Sergio L.
University of California-Berkeley / Walter A. Haas School of Business
University of California-Berkeley / Walter A. Haas School of Business / Economic Analysis & Policy Group (EAP)
Are Different-Currency Assets Imperfect Substitutes?
Customer- and Supplier-Driven Externalities.
Do currency markets absorb news quickly?
Exchange Rate Fundamentals and Order Flow (July 2004)
Exchange rate hysteresis? Large versus small policy misalignments
Exchange Rate Hysteresis: The Real Effects of Large vs Small Policy Misalignments
Explaining and Forecasting Exchange Rates with Order Flows
Explaining Forward Exchange Bias .... Intra-day
Explaining forward exchange bias... intraday
Explaining trading volume in foreign exchange: lessons from Tokyo
External Economies and European Integration: The Potential for Self-fulfilling Expectations
External effects in U.S. procyclical productivity
Fixed versus flexible: lessons from EMS order flow
Floating exchange rates in Peru, 1950-1954
Floating exchange rates in Peru, 1950-54
Foreign exchange: macro puzzles, micro tools
Foreign exchange volume: sound and fury signifying nothing?
How is Macro News Transmitted to Exchange Rates? (December 2003)
information approach to international currencies, An
Informational integration and FX trading
Internal versus external economies in European industry
Introduction to the international market microstructure issue
Is there private information in the FX market? the Tokyo experiment
Is There Private Information on the FX Market? The Tokyo Experiment
Managers, investors, and crises : mutual fund strategies in emerging markets
Meese-Rogoff redux micro-based exchange rate forecasting
Microstructure Approach to Exchange Rates, The
Mutual Amplification Effect of Exchange Rate Volatility and Unresponsive Trade Prices, The
Mutual fund investment in emerging markets - an overview
New Micro Model of Exchange Rate Dynamics (March 2004), A
New Perspective on FX Markets: Order-Flow Analysis.
Optimal Transparency in a Dealer Market with an Application to Foreign Exchange
Optimal Transparency in a Dealership Market with an Application to Foreign Exchange.
Options and the Currency Risk Premium
Order flow and exchange rate dynamics
Portfolio balance, price impact, and secret intervention
Private beliefs and information externalities in the foreign exchange market
Profits and position control : a week of FX dealing
Profits and position control: a week of FX dealing1
role of external economies in U.S. manufacturing, The
Search Costs: The Neglected Spread Component.
Short and long run externalities
simultaneous trade model of the foreign exchange hot potato, A
Some Evidence of Productivity Linkages in Manufacturing.
Tests of microstructural hypotheses in the foreign exchange market, 1993:
Tests of the foreign exchange risk premium using the expected second moments implied by option pricing
Theoretical perspective on euro liquidity
Time-varying liquidity in foreign exchange
Understanding order flow
Whence exchange rate overshooting: Money stock or flow?
Contributed to or performed:
JOURNAL OF FINANCIAL ECONOMICS -AMSTERDAM-
JOURNAL OF INTERNATIONAL ECONOMICS
JOURNAL OF INTERNATIONAL MONEY AND FINANCE
NBER WORKING PAPER SERIES