William R. Melick

Kenyon College

Gambier, OH 43022

SCHOLARLY PAPERS

7

DOWNLOADS

805

SSRN CITATIONS
Rank 19,142

SSRN RANKINGS

Top 19,142

in Total Papers Citations

16

CROSSREF CITATIONS

26

Scholarly Papers (7)

1.

The Evolving Inflation Process: An Overview

BIS Working Paper No. 196
Number of pages: 28 Posted: 20 Sep 2007
Gabriele Galati and William R. Melick
De Nederlandsche Bank and Kenyon College
Downloads 276 (113,005)
Citation 7

Abstract:

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inflation, business fluctuations, cycles, market structure and pricing, monetary policy, economic integration and globalization

2.

Perceived Central Bank Intervention and Market Expectations: An Empirical Study of the Yen/Dollar Exchange Rate, 1993-96

BIS Working Paper No. 77
Number of pages: 31 Posted: 13 Dec 2005
Gabriele Galati and William R. Melick
De Nederlandsche Bank and Kenyon College
Downloads 172 (178,205)
Citation 45

Abstract:

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3.

Recovering Market Expectations of FOMC Rate Changes With Options on Federal Funds Futures

FRB of Cleveland Working Paper No. 05-07
Number of pages: 50 Posted: 31 Oct 2007
John B. Carlson, Ben R. Craig and William R. Melick
Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland and Kenyon College
Downloads 169 (180,947)
Citation 2

Abstract:

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4.

Option Prices, Exchange Market Intervention, and the Higher Moment Expectations Channel: A User's Guide

FRB of Cleveland Working Paper No. 06-18
Number of pages: 48 Posted: 18 Oct 2007
De Nederlandsche Bank, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Bank of Cleveland and Kenyon College
Downloads 77 (319,404)

Abstract:

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exchange rate intervention, monetary policy, risk-neutral probability density function

5.

Estimation of Speculative Attack Models: Mexico Yet Again

BIS Working Paper No. 36
Number of pages: 32 Posted: 13 Dec 2005
William R. Melick
Kenyon College
Downloads 61 (362,216)

Abstract:

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6.

The Energy Boom and Manufacturing in the United States

FRB International Finance Discussion Paper No. 1108
Number of pages: 29 Posted: 02 Aug 2014
William R. Melick
Kenyon College
Downloads 50 (397,431)
Citation 1

Abstract:

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Manufacturing, natural gas

7.

Recovering an Asset's Implied Pdf from Option Prices: An Application to Crude Oil During the Gulf Crisis

J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, March 1997
Posted: 24 Apr 1997
William R. Melick and Charles P. Thomas
Kenyon College and Thomas & Son Analytics

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