Ron Alquist

Financial Stability Oversight Council, U.S. Treasury

Senior Economist and Policy Advisor

1500 Pennsylvania Avenue, NW

Washington, DC 20220

United States

  • Financial Stability Oversight Council, U.S. Treasury

SCHOLARLY PAPERS

17

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SSRN CITATIONS
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Top 3,717

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192

CROSSREF CITATIONS

260

Scholarly Papers (17)

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1.

Fact, Fiction, and the Size Effect

Number of pages: 54 Posted: 24 May 2018 Last Revised: 10 Aug 2018
Ron Alquist, Ronen Israel, Tobias J. Moskowitz and Tobias J. Moskowitz
Financial Stability Oversight Council, U.S. Treasury, AQR Capital Management, LLC and Yale University, Yale SOMAQR Capital
Downloads 7,221 (1,708)
Citation 19

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Size, Size effect, Size anomaly, Small Cap, Microcap, Market efficiency, Illiquidity, January effect

2.

Fact and Fiction about Low-Risk Investing

NYU Stern School of Business
Number of pages: 26 Posted: 25 Mar 2020
Ron Alquist, Andrea Frazzini, Antti Ilmanen and Lasse Heje Pedersen
Financial Stability Oversight Council, U.S. Treasury, AQR Capital Management, LLC, AQR Capital Management and AQR Capital Management, LLC
Downloads 2,037 (13,783)

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Low-risk investing, betting against beta, capital asset pricing model, factor premiums

3.

Forecasting the Price of Oil

Downloads 698 (65,083)
Citation 94

Forecasting the Price of Oil

Number of pages: 123 Posted: 20 Sep 2011
Ron Alquist, Lutz Kilian and Robert J. Vigfusson
Financial Stability Oversight Council, U.S. Treasury, Federal Reserve Banks - Federal Reserve Bank of Dallas and Board of Governors of the Federal Reserve System
Downloads 694 (64,586)
Citation 23

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Asymmetries, demand and supply, forecasting, oil price, predictability

Forecasting the Price of Oil

CEPR Discussion Paper No. DP8388
Number of pages: 120 Posted: 19 May 2011
Ron Alquist, Lutz Kilian and Robert J. Vigfusson
Financial Stability Oversight Council, U.S. Treasury, Federal Reserve Banks - Federal Reserve Bank of Dallas and Board of Governors of the Federal Reserve System
Downloads 4 (1,072,230)
Citation 30
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Asymmetries, Demand and supply, Forecasting, Oil price, Predictability

4.

Central Banker to the World: Foreign Reserve Management and U.S. Money Market Liquidity

Federal Reserve Bank of Kansas City Working Paper No. 22-08
Number of pages: 70 Posted: 08 Sep 2022 Last Revised: 19 Dec 2022
Ron Alquist, R. Jay Kahn and Karlye Dilts Stedman
Financial Stability Oversight Council, U.S. Treasury, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Kansas City
Downloads 300 (175,449)

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Treasury market, repurchase agreements, market liquidity, exorbitant privilege, fixed exchange rate regime

5.

Did Adhering to the Gold Standard Reduce the Cost of Capital?

FRB of Chicago Working Paper No. 2010-13
Number of pages: 44 Posted: 25 Nov 2010 Last Revised: 05 Dec 2010
Benjamin Remy Chabot and Ron Alquist
Federal Reserve Bank of Chicago and Financial Stability Oversight Council, U.S. Treasury
Downloads 284 (185,768)
Citation 1

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Gold Standard, Sovereign Borrowing Costs, Country Risk Premium

6.

Institutions, the Cost of Capital, and Long-Run Economic Growth: Evidence from the 19th Century Capital Market

FRB of Chicago Working Paper No. 2012-17
Number of pages: 36 Posted: 17 Dec 2012
Ron Alquist and Benjamin Remy Chabot
Financial Stability Oversight Council, U.S. Treasury and Federal Reserve Bank of Chicago
Downloads 141 (351,285)

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cost of capital, institutions, financial integration, economic growth

7.

The Euro and the Productivity Puzzle: An Alternative Interpretation

UCSC Dept. of Economics Working Paper No. 501
Number of pages: 25 Posted: 30 Oct 2001
Menzie David Chinn and Ron Alquist
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and Financial Stability Oversight Council, U.S. Treasury
Downloads 106 (434,524)
Citation 1

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8.

How Important is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange

Bank of Canada Working Paper No. 2008-47
Number of pages: 42 Posted: 10 Dec 2010
Ron Alquist
Financial Stability Oversight Council, U.S. Treasury
Downloads 105 (437,497)
Citation 5

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Financial Markets, International Topics

9.

Hedge Funds and Treasury Market Price Impact: Evidence from Direct Exposures

OFR 22-05
Number of pages: 49 Posted: 07 Sep 2022
Ron Alquist and Ram Yamarthy
Financial Stability Oversight Council, U.S. Treasury and Board of Governors of the Federal Reserve System
Downloads 88 (491,472)

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Hedge Funds, Price Impact, U.S. Treasury market

10.

The Comovement in Commodity Prices: Sources and Implications

IMF Working Paper No. 13/140
Number of pages: 64 Posted: 21 Jun 2013
Ron Alquist and Olivier Coibion
Financial Stability Oversight Council, U.S. Treasury and University of Texas at Austin
Downloads 88 (491,472)

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Commodity prices, Business cycles, Commodity price fluctuations, Economic models, commodity prices, comovement: factor models, factor analysis, global production, agricultural commodities, idiosyncratic shocks, aggregate shocks, price fluctuations, exogenous shock, wholesale price, dynamic effects, aggregate consumption, import price, export price, oil prices, commodity exchange, output growth, oil shock, elasticity of substitution, nominal interest rate, price support, market equilibrium, global market, supply chain, unit of labor

11.

The Price of Property Rights: Institutions, Finance, and Economic Growth

Journal of International Economics, Forthcoming
Number of pages: 83 Posted: 07 Oct 2020 Last Revised: 24 Jun 2022
Ron Alquist, Benjamin Remy Chabot and Ram Yamarthy
Financial Stability Oversight Council, U.S. Treasury, Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 87 (494,931)

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Institutions, property rights, cost of capital, economic growth, financial development

12.

Productivity and the Euro-Dollar Exchange Rate Puzzle

NBER Working Paper No. w8824
Number of pages: 31 Posted: 08 Mar 2002 Last Revised: 13 Aug 2022
Ron Alquist and Menzie David Chinn
Financial Stability Oversight Council, U.S. Treasury and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Downloads 86 (498,527)

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13.

Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment

NBER Working Paper No. w12481
Number of pages: 29 Posted: 30 Aug 2006 Last Revised: 10 Aug 2022
Ron Alquist and Menzie David Chinn
Financial Stability Oversight Council, U.S. Treasury and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Downloads 53 (644,528)
Citation 2

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14.

Commodity-Price Comovement and Global Economic Activity

NBER Working Paper No. w20003
Number of pages: 101 Posted: 24 Mar 2014 Last Revised: 27 Feb 2022
Ron Alquist and Olivier Coibion
Financial Stability Oversight Council, U.S. Treasury and University of Texas at Austin
Downloads 50 (661,285)
Citation 22

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15.

Financial Constraints, Institutions, and Foreign Ownership

Downloads 20 (885,140)
Citation 7

Financial Constraints, Institutions, and Foreign Ownership

NBER Working Paper No. w24241
Number of pages: 40 Posted: 29 Jan 2018 Last Revised: 27 Mar 2023
Ron Alquist, Nicolas Berman, Rahul Mukherjee and Linda L. Tesar
Financial Stability Oversight Council, U.S. Treasury, Graduate Institute of International and Development Studies (IHEID), Graduate Institute of International and Development Studies (IHEID) - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Downloads 20 (914,171)
Citation 3

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Financial Constraints, Institutions, and Foreign Ownership

CEPR Discussion Paper No. DP12646
Number of pages: 73 Posted: 29 Jan 2018
Ron Alquist, Nicolas Berman, Rahul Mukherjee and Linda L. Tesar
Financial Stability Oversight Council, U.S. Treasury, Graduate Institute of International and Development Studies (IHEID), Graduate Institute of International and Development Studies (IHEID) - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
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Citation 4
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Foreign direct investment; foreign ownership; cross-border mergers and acquisitions; financial development; external finance dependence; institutional quality; emerging markets.

16.

Fire-Sale FDI or Business as Usual?

NBER Working Paper No. w18837
Number of pages: 41 Posted: 01 Mar 2013 Last Revised: 22 Jun 2023
Ron Alquist, Rahul Mukherjee and Linda L. Tesar
Financial Stability Oversight Council, U.S. Treasury, Graduate Institute of International and Development Studies (IHEID) - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Downloads 18 (904,471)
Citation 5

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17.

What Do We Learn from the Price of Crude Oil Futures?

CEPR Discussion Paper No. DP6548
Number of pages: 63 Posted: 05 Jun 2008
Ron Alquist and Lutz Kilian
Financial Stability Oversight Council, U.S. Treasury and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 14 (943,958)
Citation 56
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basis, crude oil, expectations, forecasting, futures market, precautionary demand, spot market, spread