Brad Jones

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

University of Cambridge - Judge Business School

Trumpington Street

Cambridge, CB2 1AG

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

1,134

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Violations of Uncovered Interest Parity: Are They Pervasive, and are They a Money Tree

Number of pages: 30 Posted: 16 Jun 2003
Brad Jones
International Monetary Fund (IMF)
Downloads 579 (90,391)

Abstract:

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Uncovered interest parity, Forward bias, Foreign exchange, Currency trading

2.

Is Arch Useful in High Frequency Foreign Exchange Applications?

Number of pages: 28 Posted: 10 Jan 2003
Brad Jones
International Monetary Fund (IMF)
Downloads 404 (139,362)
Citation 1

Abstract:

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ARCH, GARCH, intraday, high frequency, foreign exchange, forecasting

3.

Rethinking Asset Bubbles: Reflections for the Age of Institutional Investing

Number of pages: 43 Posted: 10 Dec 2017
Brad Jones
International Monetary Fund (IMF)
Downloads 151 (365,601)

Abstract:

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Asset Bubbles; Limits to Arbitrage; Behavioral Biases, Financial Stability; Macroprudential Policy; Monetary Policy