Disasters and Expectations

  • Disasters and Expectations

Disaster Risk and Asset Returns: An International Perspective

with Edith Liu,
Journal of International Economics,
May 2017, 108: pp. S42-S58.

Published Paper

Differences of Opinion and International Equity Markets

with Bernard Dumas and Emilio Osambela,
Review of Financial Studies,
March 2017, 30: pp. 750-800.

Published Paper

Peso Problem

The New Palgrave Dictionary of Economics, 2nd Edition,
Steven N. Durlauf and Lawrence E. Blume, eds, (Palgrave-Macmillan: New York), 2008.

Published Paper

Does Foreign Exchange Intervention Signal Future Monetary Policy?

(Joint with Graciela Kaminsky),
Journal of Monetary Economics,
April 1996, 37: 285-312.

Published Paper

Stochastic Regime Switching and Stabilizing Interventions within Regimes

International Journal of Finance and Economics,
April 1996.

Published Paper

Occasional Interventions to Target Rates

American Economic Review,
Sept 1995, 85: 691-715.

Published Paper

Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premium?

(Joint with Martin Evans) Review of Financial Studies,
Sept 1995, 8, 709-742.

Published Paper

Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation?

(Joint with Martin Evans), Journal of Finance,
March 1995, 50: 225-253.

Published Paper

Do Stationary Risk Premia Explain It All? Evidence from the Term Structure

(Joint with Martin Evans), Journal of Monetary Economics,
April 1994, 33: 285-318.

Published Paper

El Proceso de Aprendizaje en los Regimenes Cambiarios (The Learning Process in Changing Regimes)

Cuadernos Economicos (Informacion Comercial Espanola, Madrid),
1993/1, 53: 77- 93.

Learning About Intervention Target Zones

(joint with Michael Klein), Journal of International Economics,
December 1993, 35: 275-295.

Published Paper

Trends in Excess Returns in Currency and Bond Markets

(joint with Martin Evans), European Economic Review,
June 1993, 37: 1005-1020.

Published Paper

Peso Problem, in J. Eatwell, M. Milgate, and P. Newman, eds.

The New Palgrave Dictionary of Money and Finance (Macmillan Press, London), 1992.

Published Paper

Was There a `Peso Problem' in the U.S. Interest Rate Term Structure: 1979-1982?

International Economic Review,
February 1991, 32: 159-173.

Published Paper

Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange

American Economic Review,
September 1989, 79: 621-636.

Published Paper

Can Learning Affect Exchange Rate Behavior? The Case of the Dollar in the Early 1980's

Journal of Monetary Economics,
January 1989, 23: 79-100.

Published Paper

The Persistence of the `Peso Problem' When Policy is Noisy

Journal of International Money and Finance,
March 1988, 7: 5-21.

Published Paper