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Publications

by members of

Peter B. Gustavson School of Business
University of Victoria
Victoria, Canada

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books |

Working papers

2024

  1. Herbert Schuetze & Jen Baggs, 2024. "Firm Characteristics and Immigrant Wage Outcomes in Canada," Department Discussion Papers 2406, Department of Economics, University of Victoria.
  2. Kevin Andrew & Jevan Cherniwchan & Mamoon Kader & Hashmat Khan, 2024. "Geography and the Technique Effect: Evidence from Canada," Department of Economics Working Papers 2024-08, McMaster University.

2023

  1. Kellard, Neil & Madsen, Jakob B & Snaith, Stuart, 2023. "Long-Run Movements in Real Exchange Rates: 1264 to 2020," Essex Finance Centre Working Papers 35634, University of Essex, Essex Business School.

2017

  1. Ralph W. Huenemann, 2017. "United States–China Trade: President Trump's Misunderstandings," Asia and the Pacific Policy Studies 201811, Crawford School of Public Policy, The Australian National University.

2016

  1. Michael R King & Steven Ongena & Nikola Tarashev, 2016. "Bank standalone credit ratings," BIS Working Papers 542, Bank for International Settlements.

2015

  1. Snaith, S & Kellard, NM & Ahmad, N, 2015. "Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures," Essex Finance Centre Working Papers 15373, University of Essex, Essex Business School.
  2. Jen Baggs & Beverly Lapham & Loretta Fung, 2015. "Exchange Rates, Cross-border Travel, And Retailers: Theory And Empirics," Working Paper 1351, Economics Department, Queen's University.

2013

  1. Michael R. King & Carol Osler & Dagfinn Rime, 2013. "The market microstructure approach to foreign exchange - Looking back and looking forward," Working Paper 2013/12, Norges Bank.

2011

  1. Stephen Cecchetti & Michael R King & James Yetman, 2011. "Weathering the financial crisis: good policy or good luck?," BIS Working Papers 351, Bank for International Settlements.
  2. Michael R. King & Carol Osler & Dagfinn Rime, 2011. "Foreign exchange market structure, players and evolution," Working Paper 2011/10, Norges Bank.

2010

  1. Michael R King, 2010. "Mapping capital and liquidity requirements to bank lending spreads," BIS Working Papers 324, Bank for International Settlements.

2009

  1. Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael King & Aviram Levy & Federico M. Signoretti & Marco Taboga & Andrea Zaghini, 2009. "An assessment of financial sector rescue programmes," Questioni di Economia e Finanza (Occasional Papers) 47, Bank of Italy, Economic Research and International Relations Area.
  2. Michael R King, 2009. "Time to buy or just buying time? The market reaction to bank rescue packages," BIS Working Papers 288, Bank for International Settlements.

2008

  1. Michael R. King, 2008. "An Overview of Carbon Markets and Emissions Trading: Lessons for Canada," Discussion Papers 08-1, Bank of Canada.

2007

  1. Michael R. King & Philipp Maier, 2007. "Hedge Funds and Financial Stability: The State of the Debate," Discussion Papers 07-9, Bank of Canada.
  2. Michael R. King & Eric Santor, 2007. "Family Values: Ownership Structure, Performance and Capital Structure of Canadian Firms," Staff Working Papers 07-40, Bank of Canada.

2006

  1. Michael R. King & Dan Segal, 2006. "The Long-Term Effects of Cross-Listing Investor Recognition, and Ownership Structure on Valuation," Staff Working Papers 06-44, Bank of Canada.
  2. Stuart Snaith & Neil Kellard & Jerry Coakley, 2006. "The Forward Premium Anomaly at Long Horizons," Computing in Economics and Finance 2006 474, Society for Computational Economics.

2005

  1. Michael R. King & Rasmus Fatum, 2005. "The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar," Staff Working Papers 05-21, Bank of Canada.
  2. Michael R. King & Maksym Padalko, 2005. "Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?," Staff Working Papers 05-3, Bank of Canada.
  3. Rasmus Fatum & Michael R. King, 2005. "Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data," EPRU Working Paper Series 05-06, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.

2004

  1. Michael R. King & Dan Segal, 2004. "International Cross-Listing and the Bonding Hypothesis," Staff Working Papers 04-17, Bank of Canada.
  2. Scott Hendry & Michael R. King, 2004. "The Efficiency of Canadian Capital Markets: Some Bank of Canada Research," Finance 0409010, University Library of Munich, Germany.
  3. Jerry Coakley & Stuart Snaith, 2004. "Testing for Long Run Relative PPP in Europe," Money Macro and Finance (MMF) Research Group Conference 2004 34, Money Macro and Finance Research Group.
  4. Stuart Snaith & Jerry Coakley, 2004. "The overvaluation of PPP in Europe?," Computing in Economics and Finance 2004 285, Society for Computational Economics.

2003

  1. Michael R. King, 2003. "Income Trusts--Understanding the Issues," Staff Working Papers 03-25, Bank of Canada.
  2. Michael R. King & Dan Segal, 2003. "Valuation of Canadian- vs. U.S.-Listed Equity: Is There a Discount?," Staff Working Papers 03-6, Bank of Canada.

1997

  1. Veeman, Terrence S. & Veeman, Michele M. & Adamowicz, Wiktor L. & Royer, S. & Viney, Bruce & Freeman, Ruth & Baggs, J., 1997. "Conserving Water in Irrigated Agriculture: The Economics and Valuation of Water Rights," Project Report Series 24047, University of Alberta, Department of Resource Economics and Environmental Sociology.

Journal articles

2023

  1. Dunbar, Craig G. & King, Michael R., 2023. "Syndicate structure and IPO outcomes: The impact of underwriter roles and syndicate concentration," Journal of Corporate Finance, Elsevier, vol. 79(C).

2022

  1. Issa, Samah & Girardone, Claudia & Snaith, Stuart, 2022. "Banking competition, convergence and growth across macro-regions of MENA," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 534-549.
  2. Nima Zarrabi & Stuart Snaith & Jerry Coakley, 2022. "Exchange rate forecasting using economic models and technical trading rules," The European Journal of Finance, Taylor & Francis Journals, vol. 28(10), pages 997-1018, July.

2020

  1. Michael R. King & Steven Ongena & Nikola Tarashev, 2020. "Bank Standalone Credit Ratings," International Journal of Central Banking, International Journal of Central Banking, vol. 16(4), pages 101-144, September.

2019

  1. King, Michael R., 2019. "Time to buy or just buying time? Lessons from October 2008 for the cross-border bailout of banks," Journal of Financial Stability, Elsevier, vol. 41(C), pages 55-72.

2018

  1. Ralph W. Huenemann, 2018. "United States–China Trade: President Trump's Misunderstandings," Asia and the Pacific Policy Studies, Wiley Blackwell, vol. 5(1), pages 150-154, January.
  2. Stuart Snaith & Neil M. Kellard & Norzalina Ahmad, 2018. "Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(6), pages 673-695, June.

2017

  1. Snaith, Stuart & Termprasertsakul, Santi & Wood, Andrew, 2017. "The exchange rate exposure puzzle: The long and the short of it," Economics Letters, Elsevier, vol. 159(C), pages 204-207.
  2. Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry, 2017. "FX technical trading rules can be profitable sometimes!," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 113-127.

2016

  1. Jen Baggs & Eugene Beaulieu & Loretta Fung & Beverly Lapham, 2016. "Firm Dynamics in Retail Trade: The Response of Canadian Retailers to Exchange Rate Shocks," Review of International Economics, Wiley Blackwell, vol. 24(3), pages 635-666, August.

2015

  1. Michael R King, 2015. "Political bargaining and multinational bank bailouts," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 46(2), pages 206-222, February.

2014

  1. Ralph W. Huenemann, 2014. "The World Bank and China: Future Prospects," Asia and the Pacific Policy Studies, Wiley Blackwell, vol. 1(1), pages 251-256, January.
  2. Jen Baggs & Eugene Beaulieu & Loretta Fung, 2014. "Persistent Effects Of Transitory Exchange Rate Shocks On Firm Dynamics," Contemporary Economic Policy, Western Economic Association International, vol. 32(2), pages 334-350, April.

2013

  1. King, Michael R., 2013. "The Basel III Net Stable Funding Ratio and bank net interest margins," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4144-4156.
  2. King, Michael R. & Osler, Carol L. & Rime, Dagfinn, 2013. "The market microstructure approach to foreign exchange: Looking back and looking forward," Journal of International Money and Finance, Elsevier, vol. 38(C), pages 95-119.
  3. Dunis, Christian & Kellard, Neil M. & Snaith, Stuart, 2013. "Forecasting EUR–USD implied volatility: The case of intraday data," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4943-4957.
  4. Snaith, Stuart & Coakley, Jerry & Kellard, Neil, 2013. "Does the forward premium puzzle disappear over the horizon?," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3681-3693.
  5. Jen Baggs & Jean‐Etienne de Bettignies & John Ries, 2013. "Product Market Competition and Returns to Talent," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 22(3), pages 569-593, September.

2012

  1. Snaith, Stuart, 2012. "The PPP debate: Multiple breaks and cross-sectional dependence," Economics Letters, Elsevier, vol. 115(3), pages 342-344.

2011

  1. Michael R King & Dagfinn Rime, 2011. "The $4 trillion question: what explains FX growth since the 2007 survey?," BIS Quarterly Review, Bank for International Settlements, March.
  2. Claudia Girardone & Stuart Snaith, 2011. "Project finance loan spreads and disaggregated political risk," Applied Financial Economics, Taylor & Francis Journals, vol. 21(23), pages 1725-1734.
  3. Loretta Fung & Jen Baggs & Eugene Beaulieu, 2011. "Plant Scale and Exchange‐Rate‐Induced Productivity Growth," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 20(4), pages 1197-1230, December.

2010

  1. Ralph W. Huenemann, 2010. "China's Rise: Challenges and Opportunities – By C. Fred Bergsten, Charles Freeman, Nicholas R. Lardy, and Derek J. Mitchell," The Developing Economies, Institute of Developing Economies, vol. 48(2), pages 277-279, June.
  2. Michael R King & Carlos Mallo, 2010. "A user's guide to the Triennial Central Bank Survey of foreign exchange market activity," BIS Quarterly Review, Bank for International Settlements, December.
  3. King, Michael & Sarno, Lucio & Sojli, Elvira, 2010. "Timing exchange rates using order flow: The case of the Loonie," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2917-2928, December.
  4. Jen Baggs & Eugene Beaulieu & Loretta Fung, 2010. "Are Service Firms Affected By Exchange Rate Movements?," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 56(s1), pages 156-176, June.

2009

  1. Michael R King, 2009. "The cost of equity for global banks: a CAPM perspective from 1990 to 2009," BIS Quarterly Review, Bank for International Settlements, September.
  2. Michael R. King, 2009. "Prebid Run‐Ups Ahead of Canadian Takeovers: How Big Is the Problem?," Financial Management, Financial Management Association International, vol. 38(4), pages 699-726, December.
  3. King, Michael R. & Maier, Philipp, 2009. "Hedge funds and financial stability: Regulating prime brokers will mitigate systemic risks," Journal of Financial Stability, Elsevier, vol. 5(3), pages 283-297, September.
  4. Michael R. King & Dan Segal, 2009. "The Long-Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on Valuation," The Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2393-2421, June.
  5. Jen Baggs, 2009. "International Trade in Hazardous Waste," Review of International Economics, Wiley Blackwell, vol. 17(1), pages 1-16, February.
  6. Jen Baggs & Eugene Beaulieu & Loretta Fung, 2009. "Firm survival, performance, and the exchange rate," Canadian Journal of Economics, Canadian Economics Association, vol. 42(2), pages 393-421, May.

2008

  1. Peter Hördahl & Michael R King, 2008. "Developments in repo markets during the financial turmoil," BIS Quarterly Review, Bank for International Settlements, December.
  2. King, Michael R. & Segal, Dan, 2008. "Market segmentation and equity valuation: Comparing Canada and the United States," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(3), pages 245-258, July.
  3. King, Michael R. & Santor, Eric, 2008. "Family values: Ownership structure, performance and capital structure of Canadian firms," Journal of Banking & Finance, Elsevier, vol. 32(11), pages 2423-2432, November.

2007

  1. Michael R. King & Usha R. Mittoo, 2007. "What Companies Need to Know About International Cross‐Listing," Journal of Applied Corporate Finance, Morgan Stanley, vol. 19(4), pages 60-74, September.
  2. Jen Baggs & Jean‐Etienne De Bettignies, 2007. "Product Market Competition And Agency Costs," Journal of Industrial Economics, Wiley Blackwell, vol. 55(2), pages 289-323, June.

2006

  1. Jen Baggs & James A Brander, 2006. "Trade liberalization, profitability, and financial leverage," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 37(2), pages 196-211, March.

2005

  1. Jeannine Bailliu & Michael R. King, 2005. "What Drives Movements in Exchange Rates?," Bank of Canada Review, Bank of Canada, vol. 2005(Autumn), pages 27-39.
  2. Coakley, Jerry & Kellard, Neil & Snaith, Stuart, 2005. "The PPP debate: Price matters!," Economics Letters, Elsevier, vol. 88(2), pages 209-213, August.
  3. Jerry Coakley & Stuart Snaith, 2005. "Testing for symmetry and proportionality in a European panel," Applied Financial Economics, Taylor & Francis Journals, vol. 15(11), pages 745-752.
  4. Jen Baggs, 2005. "Firm survival and exit in response to trade liberalization," Canadian Journal of Economics, Canadian Economics Association, vol. 38(4), pages 1364-1383, November.

2004

  1. Scott Hendry & Michael R. King, 2004. "The Efficiency of Canadian Capital Markets: Some Bank of Canada Research," Bank of Canada Review, Bank of Canada, vol. 2004(Summer), pages 5-17.

2003

  1. Michael R. King, 2003. "Effective Foreign Exchange Intervention: Matching Strategies with Objectives," International Finance, Wiley Blackwell, vol. 6(2), pages 249-271, July.

2001

  1. Huenemann, Ralph W., 2001. "Are China's recent transport statistics plausible?," China Economic Review, Elsevier, vol. 12(4), pages 368-372.

Books

2009

  1. Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael R King & Aviram Levy & Federico M Signoretti & Marco Taboga & Andrea Zaghini, 2009. "An assessment of financial sector rescue programmes," BIS Papers, Bank for International Settlements, number 48.

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