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Understanding the empirical literature on purchasing power parity : the post-Bretton Woods era
Edison, Hali J.; Gagnon, Joseph E.; Melick, William Robert - 1994
Persistent link: https://www.econbiz.de/10000887438
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Recovering an asset's implied PDF from option prices : an application to crude oil during the Gulf crisis
Melick, William Robert - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10001218122
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War and peace : recovering the market's probability distribution of crude oil futures prices during the Gulf crisis
Melick, William Robert; Thomas, Charles P. - 1992
Persistent link: https://www.econbiz.de/10000846433
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Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.; Melick, William Robert; Thomas, … - In: Quantitative finance 23 (2023) 12, pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
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War and peace : recovering the market's probability distribution of crude oil futures prices during the Gulf crisis
Melick, William Robert; Thomas, Charles P. - 1992
Persistent link: https://www.econbiz.de/10000137024
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Collapsing exchange rate regimes under governmental optimization
Melick, William Robert - 1987
Persistent link: https://www.econbiz.de/10000753663
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The energy boom and manufacturing in the United States
Melick, William Robert - 2014
Persistent link: https://www.econbiz.de/10010380673
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Aggregate exchange rate pass-through : instability and inference
Melick, William Robert - In: Journal of economic integration 9 (1994) 4, pp. 427-443
Persistent link: https://www.econbiz.de/10001177481
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Purchasing power parity and uncovered interest rate parity : the United States 1974 - 1990
Edison, Hali J.; Melick, William Robert - 1992
Persistent link: https://www.econbiz.de/10000840933
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The evolving inflation process : an overview
Melick, William Robert; Galati, Gabriele - 2006
This paper reviews analytical work carried out by central banks that participated in the Autumn Meeting of Central Bank Economists on "The evolving inflation process" which the BIS hosted on 28-29 October 2005. The paper first discusses efforts to document the univariate statistical properties...
Persistent link: https://www.econbiz.de/10003287209