Ron Alquist

Office of Financial Research

717 14th Street, NW

Washington, DC 20220

United States

SCHOLARLY PAPERS

15

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8,640

SSRN CITATIONS
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SSRN RANKINGS

Top 3,706

in Total Papers Citations

88

CROSSREF CITATIONS

261

Scholarly Papers (15)

1.

Fact, Fiction, and the Size Effect

Number of pages: 54 Posted: 24 May 2018 Last Revised: 10 Aug 2018
Office of Financial Research, AQR Capital Management, LLC and Yale University, Yale SOM
Downloads 5,816 (1,408)
Citation 9

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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
Office of Financial Research, AQR Capital Management, LLC, AQR Capital Management and AQR Capital Management, LLC
Downloads 1,432 (14,891)

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

3.
Downloads 593 ( 52,344)
Citation 81

Forecasting the Price of Oil

Number of pages: 123 Posted: 20 Sep 2011
Ron Alquist, Lutz Kilian and Robert J. Vigfusson
Office of Financial Research, Federal Reserve Banks - Federal Reserve Bank of Dallas and Board of Governors of the Federal Reserve System
Downloads 589 (52,144)
Citation 18

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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
Office of Financial Research, Federal Reserve Banks - Federal Reserve Bank of Dallas and Board of Governors of the Federal Reserve System
Downloads 4 (737,808)
Citation 18
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Asymmetries, Demand and supply, Forecasting, Oil price, Predictability

4.

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 Office of Financial Research
Downloads 254 (139,042)
Citation 1

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Gold Standard, Sovereign Borrowing Costs, Country Risk Premium

5.

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
Office of Financial Research and Federal Reserve Bank of Chicago
Downloads 117 (271,781)

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cost of capital, institutions, financial integration, economic growth

6.

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 Office of Financial Research
Downloads 94 (315,251)
Citation 1

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7.

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
Office of Financial Research
Downloads 74 (364,105)
Citation 2

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Financial Markets, International Topics

8.

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
Office of Financial Research and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Downloads 72 (369,649)

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9.

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
Office of Financial Research and University of Texas at Austin
Downloads 66 (387,407)

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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

10.

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
Office of Financial Research and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Downloads 43 (470,142)
Citation 1

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11.

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

Number of pages: 71 Posted: 07 Oct 2020
Office of Financial Research, Federal Reserve Bank of Chicago and Office of Financial Research, US Department of the Treasury
Downloads 25 (561,039)

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

12.

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
Office of Financial Research and University of Texas at Austin
Downloads 21 (586,796)
Citation 21

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13.

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
Office of Financial Research and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 14 (634,142)
Citation 20
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basis, crude oil, expectations, forecasting, futures market, precautionary demand, spot market, spread

14.

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
Office of Financial Research, Graduate Institute of International and Development Studies (IHEID) - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Downloads 10 (662,912)
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
Office of Financial Research, 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 9 (697,724)

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Financial Constraints, Institutions, and Foreign Ownership

CEPR Discussion Paper No. DP12646
Number of pages: 73 Posted: 29 Jan 2018
Office of Financial Research, 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 2
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Foreign direct investment; foreign ownership; cross-border mergers and acquisitions; financial development; external finance dependence; institutional quality; emerging markets.