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 | 556 | 1997 |
Foreign holdings of US Treasuries and US Treasury yields D Beltran, M Kretchmer, J Marquez, C Thomas FRB International Finance Discussion Paper, 2012 | 119 | 2012 |
On Returns Differentials SE Curcuru, CP Thomas, FE Warnock International Finance 202, 452-3896, 2012 | 108 | 2012 |
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 | 100 | 2011 |
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 | 69 | 2014 |
The performance of international portfolios CP Thomas, FE Warnock, J Wongswan Available at SSRN 595681, 2004 | 52 | 2004 |
Current account sustainability and relative reliability SE Curcuru, CP Thomas, FE Warnock NBER International Seminar on Macroeconomics 5 (1), 67-109, 2009 | 50 | 2009 |
The sovereignty option: the Quebec referendum and market views on the Canadian dollar MP Leahy, CP Thomas | 46 | 1996 |
Asymmetric information and the death of ABS CDOs DO Beltran, L Cordell, CP Thomas Journal of Banking & Finance 76, 1-14, 2017 | 36 | 2017 |
Foreign exposure to asset-backed securities of US origin D Beltran, L Pounder, C Thomas FRB International Finance Discussion Paper, 2008 | 36 | 2008 |
The performance of international equity portfolios CP Thomas, FE Warnock, J Wongswan National Bureau of Economic Research, 2006 | 34 | 2006 |
Measuring US international relative prices: A WARP view of the world CP Thomas, J Marquez, S Fahle FRB International Finance Discussion Paper, 2008 | 33 | 2008 |
Confidence intervals and constant maturity series for probability measures extracted from option prices WR Melick, CP Thomas Working paper, Kenyon College, 1998 | 33 | 1998 |
How long can the unsustainable US current account deficit be sustained? C Bertaut, S Kamin, C Thomas FRB International Finance Discussion Paper, 2008 | 32 | 2008 |
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 | 31 | 2014 |
Using options prices to infer PDF's for asset prices: an application to oil prices during the gulf crisis WR Melick, CP Thomas | 31 | 1996 |
Could asymmetric information alone have caused the collapse of private-label securitization? DO Beltran DIANE Publishing, 2010 | 25 | 2010 |
Measurement matters for modelling US import prices CP Thomas, J Marquez International Journal of Finance & Economics 14 (2), 120-138, 2009 | 23 | 2009 |
The role of fiscal policy in an incomplete markets framework CP Thomas The Review of Economic Studies 62 (3), 449-468, 1995 | 19 | 1995 |
Measures of international relative prices for China and the USA CP Thomas, J Marquez, S Fahle Pacific Economic Review 14 (3), 376-397, 2009 | 11 | 2009 |