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Michael Melvin

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Personal Details

First Name: Michael
Middle Name:
Last Name: Melvin
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RePEc Short-ID: pme60

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Homepage:
Postal Address: Global Market Strategies Group Barclays Global Investors 45 Fremont St San Francisco, CA 94105
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Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages

Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Michael Melvin & Mark P. Taylor, 2009. "The Crisis in the Foreign Exchange Market," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:

  2. Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Taylor, 2009. "Bank of England Interest Rate Announcements and the Foreign Exchange Market," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  3. Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2009. "Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Published as:

  4. Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2008. "Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  5. Melvin, Michael / Valero, Magali, 2007. "The Dark Side of International Cross-Listing: Effects on Rival Firms at Home," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Published as:

  6. Michael Melvin & Manuel Gomez, 2004. "Explaining the dollar/euro exchange rate: the role of policy uncertainty, asymmetric information, and hedging opportunities," Econometric Society 2004 North American Winter Meetings 72, Econometric Society. [Downloadable!]

  7. Takatoshi Ito & Michael Melvin, 1999. "Japan's Big Bang and the Transformation of Financial Markets," NBER Working Papers 7247, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  8. Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1997. "Is There Private Information in the FX Market? The Tokyo Experiment," NBER Working Papers 5936, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  9. Michael Melvin & Xixi Yin, . "Public Information Arrival, Exchange Rate Volatility, and Quote Frequency," Working Papers 96/1, Arizona State University, Department of Economics. [Downloadable!]
    Published as:

  10. Michael Melvin, . "A Stock Market Boom During a Financial Crisis? ADRs and capital outflows in Argentina," Working Papers 2133524, Department of Economics, W. P. Carey School of Business, Arizona State University. [Downloadable!]
    Published as:

  11. Michael Melvin & Vincentiu Covrig & Buen Low, . "A Yen is not a Yen: TIBOR/LIBOR and the determinants of the 'Japan Premium'," Working Papers 2133360, Department of Economics, W. P. Carey School of Business, Arizona State University. [Downloadable!]
    Published as:

  12. Takatoshi Ito & Michael Melvin, . "The Political Economy of Japan's Big Bang," Working Papers 2132866, Department of Economics, W. P. Carey School of Business, Arizona State University. [Downloadable!]

Articles

  1. Melvin, Michael & Menkhoff, Lukas & Schmeling, Maik, 2009. "Exchange rate management in emerging markets: Intervention via an electronic limit order book," Journal of International Economics, Elsevier, vol. 79(1), pages 54-63, September. [Downloadable!] (restricted)
    Other versions:

  2. Michael Melvin & Magali Valero, 2009. "The Dark Side of International Cross-Listing: Effects on Rival Firms at Home," European Financial Management, Blackwell Publishing Ltd, vol. 15(1), pages 66-91. [Downloadable!] (restricted)
    Other versions:

  3. Eaves, James & Melvin, Michael & Mohapatra, Sandeep, 2008. "Excess demand and price formation during a Walrasian auction," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 533-548, June. [Downloadable!] (restricted)

  4. Seung Chan Ahn & Michael Melvin, 2007. "Exchange Rates and FOMC Days," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1245-1266, 08. [Downloadable!] (restricted)

  5. Gomez, Manuel & Melvin, Michael & Nardari, Federico, 2007. "Explaining the early years of the euro exchange rate: An episode of learning about a new central bank," European Economic Review, Elsevier, vol. 51(3), pages 505-520, April. [Downloadable!] (restricted)
    Other versions:

  6. Janusz Brzeszczynski & Michael Melvin, 2006. "Explaining trading volume in the euro," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 25-34. [Downloadable!]

  7. Grammig, Joachim & Melvin, Michael & Schlag, Christian, 2005. "Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 139-164, January. [Downloadable!] (restricted)
    Other versions:

  8. Vicentiu Covrig & Michael Melvin, 2005. "Tokyo insiders and the informational efficiency of the yen|dollar exchange rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(2), pages 185-193. [Downloadable!]

  9. Covrig, Vicentiu & Low, Buen Sin & Melvin, Michael, 2004. "A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(01), pages 193-208, March. [Downloadable!]
    Other versions:

  10. Gabriele Galati & Michael Melvin, 2004. "Why has FX trading surged?," BIS Quarterly Review, Bank for International Settlements, December. [Downloadable!]

  11. Michael Melvin & Bettina Peiers Melvin, 2003. "The Global Transmission of Volatility in the Foreign Exchange Market," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 670-679, 03. [Downloadable!] (restricted)

  12. Melvin, Michael, 2003. "A stock market boom during a financial crisis?: ADRs and capital outflows in Argentina," Economics Letters, Elsevier, vol. 81(1), pages 129-136, October. [Downloadable!] (restricted)
    Other versions:

  13. Covrig, Vicentiu & Melvin, Michael, 2002. "Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen?," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 271-285, August. [Downloadable!] (restricted)

  14. Lowengrub, Paul & Melvin, Michael, 2002. "Before and after international cross-listing: an intraday examination of volume and volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 12(2), pages 139-155, April. [Downloadable!] (restricted)

  15. Cai, Jun & Cheung, Yan-Leung & Lee, Raymond S. K. & Melvin, Michael, 2001. "'Once-in-a-generation' yen volatility in 1998: fundamentals, intervention, and order flow," Journal of International Money and Finance, Elsevier, vol. 20(3), pages 327-347, June. [Downloadable!] (restricted)

  16. Melvin, Michael & Yin, Xixi, 2000. "Public Information Arrival, Exchange Rate Volatility, and Quote Frequency," Economic Journal, Royal Economic Society, vol. 110(465), pages 644-61, July. [Downloadable!] (restricted)
    Other versions:

  17. Michael Melvin & Bettina Peiers, 1998. "Twice a day or continuously? Observation frequency and inference on foreign exchange volatility persistence," Atlantic Economic Journal, International Atlantic Economic Society, vol. 26(1), pages 44-53, March. [Downloadable!] (restricted)

  18. Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1998. "Is There Private Information in the FX Market? The Tokyo Experiment," Journal of Finance, American Finance Association, vol. 53(3), pages 1111-1130, 06. [Downloadable!] (restricted)
    Other versions:

  19. Melvin, Michael & Sun, Qian, 1997. "U.S. protectionist policy and stock prices of U.S. import-competing and Korean and Taiwanese export-oriented firms," Pacific-Basin Finance Journal, Elsevier, vol. 5(1), pages 25-38, February. [Downloadable!] (restricted)

  20. Melvin, Michael & Tan, Kok-Hui, 1996. "Foreign Exchange Market Bid-Ask Spreads and the Market Price of Social Unrest," Oxford Economic Papers, Oxford University Press, vol. 48(2), pages 329-41, April. [Downloadable!] (restricted)

  21. Michael Melvin & Bettina Peiers, 1996. "Dollarization In Developing Countries: Rational Remedy Or Domestic Dilemma?," Contemporary Economic Policy, Western Economic Association International, vol. 14(3), pages 30-40, 07. [Downloadable!] (restricted)

  22. Kutan, Ali M & Melvin, Michael, 1996. "Which Single Currency for Western Europe?," Review of International Economics, Blackwell Publishing, vol. 4(2), pages 247-55, June.

  23. Bollerslev, Tim & Melvin, Michael, 1994. "Bid--ask spreads and volatility in the foreign exchange market : An empirical analysis," Journal of International Economics, Elsevier, vol. 36(3-4), pages 355-372, May. [Downloadable!] (restricted)

  24. Hogan, Kedreth Jr. & Melvin, Michael T., 1994. "Sources of meteor showers and heat waves in the foreign exchange market," Journal of International Economics, Elsevier, vol. 37(3-4), pages 239-247, November. [Downloadable!] (restricted)

  25. Melvin, Michael & Peiers, Bettina, 1993. "On the possibility of a yen currency bloc for Pacific-Basin countries: A stochastic dominance approach," Pacific-Basin Finance Journal, Elsevier, vol. 1(4), pages 309-333, December. [Downloadable!] (restricted)

  26. Michael Melvin & Michael Ormiston & Bettina Peiers, 1992. "Economic fundamentals and a yen currency area for Asian Pacific Rim countries," Proceedings, Federal Reserve Bank of San Francisco, pages 344-361.
    Published as:

  27. Hogan, Ked & Melvin, Michael & Roberts, Dan J., 1991. "Trade balance news and exchange rates: Is there a policy signal?," Journal of International Money and Finance, Elsevier, vol. 10(1, Supple), pages S90-S99, March. [Downloadable!] (restricted)

  28. Melvin, Michael & Ormiston, Michael B, 1991. "Exchange Rate Systems and Investor Preferences," Economic Inquiry, Oxford University Press, vol. 29(3), pages 446-57, July.

  29. Melvin, Michael & Ladman, Jerry, 1991. "Coca Dollars and the Dollarization of South America," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(4), pages 752-63, November. [Downloadable!] (restricted)

  30. Michael Melvin & Jahangir Sultan, 1990. "The choice of an invoicing currency in international trade and the balance of trade impact of currency depreciation," Open Economies Review, Springer, vol. 1(3), pages 251-268, October. [Downloadable!] (restricted)

  31. Melvin, Michael & Shiau, Chin-Duu, 1990. "Property Rights, Development, and Velocity in Developing Countries," Economic Development and Cultural Change, University of Chicago Press, vol. 38(4), pages 821-32, July.

  32. Melvin, Michael & Zhou, Su, 1989. "Do centrally planned exchange rates behave differently from capitalist rates?," Journal of Comparative Economics, Elsevier, vol. 13(2), pages 325-334, June. [Downloadable!] (restricted)

  33. Melvin, Michael & de la Parra, Gonzalo Afcha, 1989. "Dollar currency in Latin America : A Bolivian application," Economics Letters, Elsevier, vol. 31(4), pages 393-397, December. [Downloadable!] (restricted)

  34. Melvin, Michael & Schlagenhauf, Don & Talu, Ayhan, 1989. "The U.S. Budget Deficit and the Foreign Exchange Value of the Dollar," The Review of Economics and Statistics, MIT Press, vol. 71(3), pages 500-505, August. [Downloadable!] (restricted)

  35. Melvin, Michael, 1988. "The Dollarization of Latin America as a Market-Enforced Monetary Reform: Evidence and Implications," Economic Development and Cultural Change, University of Chicago Press, vol. 36(3), pages 543-58, April.

  36. Melvin, Michael & Schlagenhauf, Don, 1986. "Risk in international lending: A dynamic factor analysis applied to France and Mexico," Journal of International Money and Finance, Elsevier, vol. 5(1, Supple), pages S31-S48, March. [Downloadable!] (restricted)

  37. Melvin, Michael & Schlagenhauf, Don, 1985. "A Country Risk Index: Econometric Formulation and an Application to Mexico," Economic Inquiry, Oxford University Press, vol. 23(4), pages 601-19, October.

  38. Melvin, Michael, 1985. "The Choice of an Exchange Rate System and Macroeconomic Stability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 17(4), pages 467-78, November. [Downloadable!] (restricted)

  39. Melvin, Michael, 1985. "Currency Substitution and Western European Monetary Unification," Economica, London School of Economics and Political Science, vol. 52(205), pages 79-91, February. [Downloadable!] (restricted)

  40. Melvin, Michael & Bernstein, David, 1984. "Trade concentration, openness, and deviations from purchasing power parity," Journal of International Money and Finance, Elsevier, vol. 3(3), pages 369-376, December. [Downloadable!] (restricted)

  41. Melvin, Michael, 1983. "Expected Inflation and Interest Rates: Reply," American Economic Review, American Economic Association, vol. 73(3), pages 503-06, June. [Downloadable!] (restricted)

  42. McDowell, John M & Melvin, Michael, 1983. "The Determinants of Co-Authorship: An Analysis of the Economics Literature," The Review of Economics and Statistics, MIT Press, vol. 65(1), pages 155-60, February. [Downloadable!] (restricted)

  43. Melvin, Michael, 1983. "The Vanishing Liquidity Effect of Money on Interest: Analysis and Implications for Policy," Economic Inquiry, Oxford University Press, vol. 21(2), pages 188-202, April.

  44. Melvin, Michael, 1982. "Expected Inflation, Taxation, and Interest Rates: The Delusion of Fiscal Illusion," American Economic Review, American Economic Association, vol. 72(4), pages 841-45, September. [Downloadable!] (restricted)

Chapters

  1. Michael Melvin, 1983. "An Alternative Approach to International Capital Flows," NBER Chapters, in: The International Transmission of Inflation, pages 380-418 National Bureau of Economic Research, Inc. [Downloadable!]

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2009-11-27
  2. NEP-FIN: Finance (1) 2005-05-14
  3. NEP-IFN: International Finance (1) 2004-12-02
  4. NEP-MON: Monetary Economics (1) 2009-11-27
  5. NEP-SEA: South East Asia (2) 2005-05-14 2005-05-14 Author is listed
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This page was last updated on 2010-1-28.

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