Ron Alquist

AQR Capital Management LLC

Vice President

Greenwich Plaza

Greenwich, CT NY 06830

United States

SCHOLARLY PAPERS

13

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6,369

CITATIONS
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SSRN RANKINGS

Top 6,559

in Total Papers Citations

75

Scholarly Papers (13)

1.

Fact, Fiction, and the Size Effect

Number of pages: 54 Posted: 24 May 2018 Last Revised: 10 Aug 2018
AQR Capital Management LLC, AQR Capital Management, LLC and Yale University, Yale SOM
Downloads 5,097 (1,402)

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

2.
Downloads 534 ( 49,787)
Citation 11

Forecasting the Price of Oil

Number of pages: 123 Posted: 20 Sep 2011
Ron Alquist, Lutz Kilian and Robert J. Vigfusson
AQR Capital Management LLC, University of Michigan at Ann Arbor - Department of Economics and Federal Reserve Board - Trade and Quantitative Studies
Downloads 530 (49,661)
Citation 11

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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
AQR Capital Management LLC, University of Michigan at Ann Arbor - Department of Economics and Federal Reserve Board - Trade and Quantitative Studies
Downloads 4 (631,807)
Citation 11
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Asymmetries, Demand and supply, Forecasting, Oil price, Predictability

3.

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 AQR Capital Management LLC
Downloads 245 (121,987)
Citation 1

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Gold Standard, Sovereign Borrowing Costs, Country Risk Premium

4.

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
AQR Capital Management LLC and Federal Reserve Bank of Chicago
Downloads 113 (238,339)

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cost of capital, institutions, financial integration, economic growth

5.

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 AQR Capital Management LLC
Downloads 93 (272,007)
Citation 4

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6.

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
AQR Capital Management LLC
Downloads 74 (312,322)
Citation 1

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Financial Markets, International Topics

7.

Productivity and the Euro-Dollar Exchange Rate Puzzle

NBER Working Paper No. w8824
Number of pages: 31 Posted: 08 Mar 2002 Last Revised: 26 Oct 2010
Ron Alquist and Menzie David Chinn
AQR Capital Management LLC and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Downloads 70 (322,178)
Citation 11

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8.

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
AQR Capital Management LLC and University of Texas at Austin
Downloads 61 (346,033)

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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

9.

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 2010
Ron Alquist and Menzie David Chinn
AQR Capital Management LLC and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Downloads 36 (430,815)
Citation 11

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10.

Commodity-Price Comovement and Global Economic Activity

NBER Working Paper No. w20003
Number of pages: 101 Posted: 24 Mar 2014
Ron Alquist and Olivier Coibion
AQR Capital Management LLC and University of Texas at Austin
Downloads 17 (526,772)

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11.

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
AQR Capital Management LLC and University of Michigan at Ann Arbor - Department of Economics
Downloads 14 (543,942)
Citation 35
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basis, crude oil, expectations, forecasting, futures market, precautionary demand, spot market, spread

12.

Fire-Sale FDI or Business as Usual?

NBER Working Paper No. w18837
Number of pages: 41 Posted: 01 Mar 2013 Last Revised: 22 Jun 2018
Ron Alquist, Rahul Mukherjee and Linda L. Tesar
AQR Capital Management LLC, Graduate Institute of International and Development Studies (IHEID) - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Downloads 8 (579,377)
Citation 1

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Financial Constraints, Institutions, and Foreign Ownership

NBER Working Paper No. w24241
Number of pages: 40 Posted: 29 Jan 2018
AQR Capital Management LLC, 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 7 (611,053)
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Financial Constraints, Institutions, and Foreign Ownership

CEPR Discussion Paper No. DP12646
Number of pages: 73 Posted: 29 Jan 2018
AQR Capital Management LLC, 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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Foreign direct investment; foreign ownership; cross-border mergers and acquisitions; financial development; external finance dependence; institutional quality; emerging markets.