Charles P. Thomas

Thomas & Son Analytics

Principal

5409 Center St

Chevy Chase, MD 20815

United States

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 27,460

SSRN RANKINGS

Top 27,460

in Total Papers Downloads

1,682

SSRN CITATIONS
Rank 9,762

SSRN RANKINGS

Top 9,762

in Total Papers Citations

0

CROSSREF CITATIONS

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Scholarly Papers (20)

1.
Downloads 389 ( 75,254)
Citation 2

The Performance of International Equity Portfolios

Darden Business School Working Paper No. 04-07, IIIS Discussion Paper No. 162
Number of pages: 53 Posted: 10 Mar 2005
Francis E. Warnock, Charles P. Thomas and Jon Wongswan
University of Virginia - Darden Business School, Thomas & Son Analytics and Phatra Securities
Downloads 353 (83,535)

Abstract:

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momentum, contrarian, conditional performance measures, equities, home bias

The Performance of International Equity Portfolios

NBER Working Paper No. w12346
Number of pages: 53 Posted: 14 Jul 2006 Last Revised: 27 Sep 2010
Charles P. Thomas, Francis E. Warnock and Jon Wongswan
Thomas & Son Analytics, University of Virginia - Darden Business School and Phatra Securities
Downloads 36 (451,336)
Citation 2

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2.

The Performance of International Portfolios

FRB International Finance Discussion Paper No. 817
Number of pages: 68 Posted: 27 Sep 2004
Charles P. Thomas, Francis E. Warnock and Jon Wongswan
Thomas & Son Analytics, University of Virginia - Darden Business School and Phatra Securities
Downloads 282 (107,862)
Citation 6

Abstract:

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Home bias, momentum, contrarian, conditional performance measures, equities, bonds

3.

Foreign Exposure to Asset-Backed Securities of U.S. Origin

FRB International Finance Discussion Paper No. 939
Number of pages: 33 Posted: 01 Nov 2008
Daniel O. Beltran, Laurie Pounder and Charles P. Thomas
Federal Reserve Board, Federal Reserve Board and Thomas & Son Analytics
Downloads 171 (175,073)
Citation 4

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Financial turmoil, securitization, ABS, mark-to-market

4.

How Long Can the Unsustainable U.S. Current Account Deficit Be Sustained?

FRB International Finance Discussion Paper No. 935
Number of pages: 72 Posted: 11 Jul 2008
Carol C. Bertaut, Steven B. Kamin and Charles P. Thomas
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Thomas & Son Analytics
Downloads 131 (218,280)
Citation 7

Abstract:

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sustainability, external imbalance, dollar

5.

Asymmetric Information and the Death of ABS CDOs

FRB International Finance Discussion Paper No. 1075
Number of pages: 36 Posted: 06 Apr 2013
Daniel O. Beltran, Larry Cordell and Charles P. Thomas
Federal Reserve Board, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Thomas & Son Analytics
Downloads 118 (236,271)
Citation 3

Abstract:

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CDO, securitization, asymmetric, lemons

6.

Measuring U.S. International Relative Prices: A Warp View of the World

FRB International Finance Discussion Paper No. 917
Number of pages: 68 Posted: 11 Feb 2008
Charles P. Thomas, Jaime Marquez and Sean Fahle
Thomas & Son Analytics, Board of Governors of the Federal Reserve System - International Financial Transactions Section and SUNY Buffalo, Department of Economics
Downloads 82 (301,038)
Citation 4

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Automated model specification, China, competitiveness, IMF, FRB, geometric aggregation, Penn World Tables, real effective exchange rates, trade elasticities

7.

Could Asymmetric Information Alone Have Caused the Collapse of Private-Label Securitization?

FRB International Finance Discussion Paper No. 1010
Number of pages: 51 Posted: 14 Nov 2010
Daniel O. Beltran and Charles P. Thomas
Federal Reserve Board and Thomas & Son Analytics
Downloads 78 (310,012)
Citation 2

Abstract:

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CDO, securitization, asymmetric, lemons

Current Account Sustainability and Relative Reliability

FRB International Finance Discussion Paper No. 947
Number of pages: 58 Posted: 01 Nov 2008
Stephanie E. Curcuru, Charles P. Thomas and Francis E. Warnock
Board of Governors of the Federal Reserve System, Thomas & Son Analytics and University of Virginia - Darden Business School
Downloads 62 (355,950)
Citation 1

Abstract:

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Current account imbalances, international investment, exorbitant privilege, dark matter, financial derivatives, real estate, short sales, R&D

Current Account Sustainability and Relative Reliability

NBER Working Paper No. w14295
Number of pages: 53 Posted: 08 Sep 2008 Last Revised: 25 Jul 2010
Stephanie E. Curcuru, Charles P. Thomas and Francis E. Warnock
Board of Governors of the Federal Reserve System, Thomas & Son Analytics and University of Virginia - Darden Business School
Downloads 16 (566,825)

Abstract:

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9.

Foreign Holdings of U.S. Treasuries and U.S. Treasury Yields

Journal of International Money and Finance, Vol. 32, No. 1, 2013, FRB International Finance Discussion Paper No. 1041
Number of pages: 38 Posted: 02 Mar 2012 Last Revised: 24 Feb 2013
Federal Reserve Board, Harvard University - Harvard Kennedy School (HKS), Board of Governors of the Federal Reserve System - International Financial Transactions Section and Thomas & Son Analytics
Downloads 72 (324,550)
Citation 5

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Foreign official inflows, Treasury yields, reserves, capital flows

10.

International Relative Price Levels: A Look Under the Hood

FRB International Finance Discussion Paper No. 1055
Number of pages: 30 Posted: 18 Sep 2012
Jaime Marquez, Charles P. Thomas and Corinne Land
Board of Governors of the Federal Reserve System - International Financial Transactions Section, Thomas & Son Analytics and Board of Governors of the Federal Reserve System
Downloads 49 (392,121)

Abstract:

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International comparison program, purchasing power parity, competitiveness, Penn Effect, real effective exchange rates, tradability

11.

The Return on U.S. Direct Investment at Home and Abroad

FRB International Finance Discussion Paper No. 1057
Number of pages: 46 Posted: 04 Dec 2012
Stephanie E. Curcuru and Charles P. Thomas
Board of Governors of the Federal Reserve System and Thomas & Son Analytics
Downloads 42 (417,310)

Abstract:

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F21, F23, F3

12.

U.S. International Equity Investment and Past Prospective Returns

FRB International Finance Discussion Paper No. 1016
Number of pages: 34 Posted: 26 Mar 2011
Board of Governors of the Federal Reserve System, Thomas & Son Analytics, University of Virginia - Darden Business School and Phatra Securities
Downloads 42 (417,310)

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Momentum, contrarian, portfolio performance measures, international returns

13.

Cross-border Portfolios: Assets, Liabilities, and Non-flow Adjustments

BIS Paper No. 82a
Number of pages: 18 Posted: 19 Oct 2015
Stephanie E. Curcuru, Charles P. Thomas and Francis E. Warnock
Board of Governors of the Federal Reserve System, Thomas & Son Analytics and University of Virginia - Darden Business School
Downloads 41 (421,054)

Abstract:

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14.
Downloads 41 (421,054)
Citation 11

On Returns Differentials

FRB International Finance Discussion Paper No. 1077
Number of pages: 60 Posted: 17 Apr 2013
Stephanie E. Curcuru, Charles P. Thomas and Francis E. Warnock
Board of Governors of the Federal Reserve System, Thomas & Son Analytics and University of Virginia - Darden Business School
Downloads 32 (470,076)

Abstract:

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Current account, international investment position, direct investment

On Returns Differentials

NBER Working Paper No. w18866
Number of pages: 55 Posted: 09 Mar 2013
Stephanie E. Curcuru, Charles P. Thomas and Francis E. Warnock
Board of Governors of the Federal Reserve System, Thomas & Son Analytics and University of Virginia - Darden Business School
Downloads 9 (614,805)

Abstract:

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15.

Measurement Matters for Modeling U.S. Import Prices

FRB International Finance Discussion Paper No. 883
Number of pages: 36 Posted: 26 Feb 2007
Charles P. Thomas and Jaime Marquez
Thomas & Son Analytics and Board of Governors of the Federal Reserve System - International Financial Transactions Section
Downloads 35 (445,394)

Abstract:

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aggregation methods, automated specification, exchange rates, pass-through, Penn World Tables

16.

U.S. International Equity Investment and Past and Prospective Returns

NBER Working Paper No. w16677
Number of pages: 29 Posted: 18 Jan 2011
Board of Governors of the Federal Reserve System, Thomas & Son Analytics, University of Virginia - Darden Business School and Phatra Securities
Downloads 16 (546,202)

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Uncovered Equity Parity and Rebalancing in International Portfolios

NBER Working Paper No. w19963
Number of pages: 41 Posted: 10 Mar 2014
Board of Governors of the Federal Reserve System, Thomas & Son Analytics, University of Virginia - Darden Business School and Phatra Securities
Downloads 8 (621,827)

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Uncovered Equity Parity and Rebalancing in International Portfolios

FRB International Finance Discussion Paper No. 1103
Number of pages: 41 Posted: 31 May 2017
Board of Governors of the Federal Reserve System, Thomas & Son Analytics, University of Virginia - Darden Business School and Phatra Securities
Downloads 6 (636,156)

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Exchange rate determination, international returns, equity portfolios

18.

Measures of International Relative Prices for China and the USA

Pacific Economic Review, Vol. 14, Issue 3, pp. 376-397, August 2009
Number of pages: 22 Posted: 13 Oct 2009
Charles P. Thomas, Jaime Marquez and Sean Fahle
Thomas & Son Analytics, Board of Governors of the Federal Reserve System - International Financial Transactions Section and SUNY Buffalo, Department of Economics
Downloads 1 (653,079)
Citation 1
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19.

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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20.

The Sovereignty Option: The Quebec Referendum and Market Views on the Canadian Dollar

Board of Governors of the Federal Reserve System International Finance Disc. Paper 555
Posted: 17 Oct 1996
Michael P. Leahy and Charles P. Thomas
Board of Governors of the Federal Reserve System and Thomas & Son Analytics

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Other Papers (1)

Total Downloads: 9
1.

The Return on U.S. Direct Investment at Home and Abroad

Number of pages: 40 Posted: 18 Mar 2011 Last Revised: 02 Oct 2012
Stephanie E. Curcuru and Charles P. Thomas
Board of Governors of the Federal Reserve System and Thomas & Son Analytics
Downloads 9

Abstract:

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Foreign Direct Investment, Returns Differentials, U.S. Current Account