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Charles Thomas
Charles Thomas
Thomas And Son Analytics
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Title
Cited by
Cited by
Year
Recovering an asset's implied pdf from option prices: an application to crude oil during the gulf crisis
WR Melick, CP Thomas
Journal of Financial and Quantitative Analysis 32 (1), 91-115, 1997
5561997
Foreign holdings of US Treasuries and US Treasury yields
D Beltran, M Kretchmer, J Marquez, C Thomas
FRB International Finance Discussion Paper, 2012
1192012
On Returns Differentials
SE Curcuru, CP Thomas, FE Warnock
International Finance 202, 452-3896, 2012
1082012
US international equity investment and past and prospective returns
SE Curcuru, CP Thomas, FE Warnock, J Wongswan
American Economic Review 101 (7), 3440-3455, 2011
1002011
Uncovered Equity Parity and rebalancing in international portfolios
SE Curcuru, CP Thomas, FE Warnock, J Wongswan
Journal of International Money and Finance 47 (8), 6e99, 2014
692014
The performance of international portfolios
CP Thomas, FE Warnock, J Wongswan
Available at SSRN 595681, 2004
522004
Current account sustainability and relative reliability
SE Curcuru, CP Thomas, FE Warnock
NBER International Seminar on Macroeconomics 5 (1), 67-109, 2009
502009
The sovereignty option: the Quebec referendum and market views on the Canadian dollar
MP Leahy, CP Thomas
461996
Asymmetric information and the death of ABS CDOs
DO Beltran, L Cordell, CP Thomas
Journal of Banking & Finance 76, 1-14, 2017
362017
Foreign exposure to asset-backed securities of US origin
D Beltran, L Pounder, C Thomas
FRB International Finance Discussion Paper, 2008
362008
The performance of international equity portfolios
CP Thomas, FE Warnock, J Wongswan
National Bureau of Economic Research, 2006
342006
Measuring US international relative prices: A WARP view of the world
CP Thomas, J Marquez, S Fahle
FRB International Finance Discussion Paper, 2008
332008
Confidence intervals and constant maturity series for probability measures extracted from option prices
WR Melick, CP Thomas
Working paper, Kenyon College, 1998
331998
How long can the unsustainable US current account deficit be sustained?
C Bertaut, S Kamin, C Thomas
FRB International Finance Discussion Paper, 2008
322008
The return on US direct investment at home and abroad
SE Curcuru, CP Thomas
Measuring wealth and financial intermediation and their links to the real …, 2014
312014
Using options prices to infer PDF's for asset prices: an application to oil prices during the gulf crisis
WR Melick, CP Thomas
311996
Could asymmetric information alone have caused the collapse of private-label securitization?
DO Beltran
DIANE Publishing, 2010
252010
Measurement matters for modelling US import prices
CP Thomas, J Marquez
International Journal of Finance & Economics 14 (2), 120-138, 2009
232009
The role of fiscal policy in an incomplete markets framework
CP Thomas
The Review of Economic Studies 62 (3), 449-468, 1995
191995
Measures of international relative prices for China and the USA
CP Thomas, J Marquez, S Fahle
Pacific Economic Review 14 (3), 376-397, 2009
112009
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