Michael Melvin
Biographic Data
| ID | 986859 |
|---|---|
| NAME | Michael Melvin |
| GIVEN NAMES | Michael |
| FAMILY NAME | Melvin |
| SIGNATURE | MELVIN M |
| AFFILIATIONS | Arizona State University |
| ORCID | 0000-0003-0032-7380 |
| VERIFIED | Yes |
| TOTAL WORKS | 8 |
| TOTAL CITATIONS | 2 |
| AUTHOR COUNT | 8 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1983 |
| LATEST PUBLICATION YEAR | 2012 |
| H-INDEX | 1 |
International Economics: International Edition
The Global Transmission of Volatility in the Foreign Exchange Market
Volatility spillovers of the DM/$ and ¥/$ exchange rate across regional markets are examined using the integrated volatility of high-frequency data. An analysis of quoting patterns reveals five distinct regions: Asia, Asia-Europe overlap, Europe, Europe-America overlap, and America. After reviewing theoretical foundations for persistence of volatility in dealership markets, regional volatility models are constructed where volatility in one region…
Public Information Arrival, Exchange Rate Volatility, and Quote Frequency
Journal Article Public Information Arrival, Exchange Rate Volatility, and Quote Frequency Get access Michael Melvin, Michael Melvin Arizona State University Search for other works by this author on: Oxford Academic Google Scholar Xixi Yin Xixi Yin American Express Company Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 110, Issue 465, July 2000, Pages 644–661, https://doi.org/10.1111/1468-0297…
Property Rights, Development, and Velocity in Developing Countries
The U.S. Budget Deficit and the Foreign Exchange Value of the Dollar
This paper presents and estimates a simple model of real exchange rate determination that includes the expected future U.S. federal budget deficit as a determinant. The model is applied to the real value of the dollar versus the mark, yen, and pound over the period June 1974-October 1987. The estimates suggest that rapid increases in the expected future deficit in the early 1980s contributed to a rapid appreciation of the dollar. The fall in the …
The Dollarization of Latin America as a Market-Enforced Monetary Reform: Evidence and Implications
Currency Substitution and Western European Monetary Unification
The recent history of European monetary affairs may be interpreted as slow movement towards the establishment of European currency union characterized by fixed exchange rates and perhaps, eventually, common European currency. Until very recently, the desirability of European monetary union was analysed in terms of the traditional optimum currency area framework.' In that analysis, the incentive for currency union comes from the potential improvem…
The Determinants of Co-Authorship: An Analysis of the Economics Literature
Public Information Arrival, Exchange Rate Volatility, and Quote Frequency
Journal Article Public Information Arrival, Exchange Rate Volatility, and Quote Frequency Get access Michael Melvin, Michael Melvin Arizona State University Search for other works by this author on: Oxford Academic Google Scholar Xixi Yin Xixi Yin American Express Company Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 110, Issue 465, July 2000, Pages 644–661, https://doi.org/10.1111/1468-0297…
The Dollarization of Latin America as a Market-Enforced Monetary Reform: Evidence and Implications
The Determinants of Co-Authorship: An Analysis of the Economics Literature
Currency Substitution and Western European Monetary Unification
The recent history of European monetary affairs may be interpreted as slow movement towards the establishment of European currency union characterized by fixed exchange rates and perhaps, eventually, common European currency. Until very recently, the desirability of European monetary union was analysed in terms of the traditional optimum currency area framework.' In that analysis, the incentive for currency union comes from the potential improvem…
The Dollarization of Latin America as a Market-Enforced Monetary Reform: Evidence and Implications
The U.S. Budget Deficit and the Foreign Exchange Value of the Dollar
This paper presents and estimates a simple model of real exchange rate determination that includes the expected future U.S. federal budget deficit as a determinant. The model is applied to the real value of the dollar versus the mark, yen, and pound over the period June 1974-October 1987. The estimates suggest that rapid increases in the expected future deficit in the early 1980s contributed to a rapid appreciation of the dollar. The fall in the …
Property Rights, Development, and Velocity in Developing Countries
Public Information Arrival, Exchange Rate Volatility, and Quote Frequency
Journal Article Public Information Arrival, Exchange Rate Volatility, and Quote Frequency Get access Michael Melvin, Michael Melvin Arizona State University Search for other works by this author on: Oxford Academic Google Scholar Xixi Yin Xixi Yin American Express Company Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 110, Issue 465, July 2000, Pages 644–661, https://doi.org/10.1111/1468-0297…
The Global Transmission of Volatility in the Foreign Exchange Market
Volatility spillovers of the DM/$ and ¥/$ exchange rate across regional markets are examined using the integrated volatility of high-frequency data. An analysis of quoting patterns reveals five distinct regions: Asia, Asia-Europe overlap, Europe, Europe-America overlap, and America. After reviewing theoretical foundations for persistence of volatility in dealership markets, regional volatility models are constructed where volatility in one region…
International Economics: International Edition
Economics (7 works) · Monetary economics (4 works) · International economics (3 works) · Monetary Policy and Economic Impact (3 works) · Currency (2 works) · Download (2 works) · Econometrics (2 works) · Economic Theory and Policy (2 works) · Financial economics (2 works) · Fiscal Policy and Economic Growth (2 works)