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Are we approaching an economic singularity? : information technology and the future of economic growth

Nordhaus, William D. - 2015

Persistent link: https://www.econbiz.de/10011350221

Are we approaching an economic singularity? : information technology and the future of economic growth

Nordhaus, William D. - 2015

Persistent link: https://www.econbiz.de/10011381889

The dark side of international cross-listing : effects on rival firms at home

Melvin, Michael (contributor); Valero, Magali (contributor) - 2007

Persistent link: https://www.econbiz.de/10003624831

The crisis in the foreign exchange market

Melvin, Michael; Taylor, Mark P. - 2009

Persistent link: https://www.econbiz.de/10003887408

The crisis in the foreign exchange market

Melvin, Michael; Taylor, Mark P. - 2009

terms of foreign exchange market dynamics. An implementable financial stress index (FSI) is created and then used to … currencies) and we show that such an index has potential value in protecting a portfolio against loss during periods of stress …

Persistent link: https://www.econbiz.de/10003861767

When carry goes bad : the magnitude, causes, and duration of currency carry unwinds

Melvin, Michael; Shand, Duncan - 2016

We analyze the worst currency carry loss episodes in recent decades, including causes, attribution by currency, timing, and the duration of carry drawdowns. To explore the determinants of the length of carry losses, a model of carry drawdown duration is estimated. We find evidence that drawdown...

Persistent link: https://www.econbiz.de/10011568722