Robert P. Flood

International Monetary Fund (IMF) - Research Department

700 19th Street NW

Washington, DC 20431

United States

CENTRUM Business School

Daniel Alomía Robles s/n

Los Alamos de Monterrico

Surco, Lima, Lima 00001

Peru

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

49

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5,521

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Top 1,947

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117

Scholarly Papers (49)

Perspectives on the Recent Currency Crisis Literature

IMF Working Paper No. 98/130
Number of pages: 51 Posted: 15 Feb 2006
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 313 (202,090)
Citation 4

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Speculative attack, currency crisis

Perspectives on the Recent Currency Crisis Literature

NBER Working Paper No. w6380
Number of pages: 66 Posted: 19 Jul 2000 Last Revised: 09 Dec 2022
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 134 (449,731)

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Speculative Attacks and Models of Balance-of-Payments Crises

IMF Working Paper No. 91/99
Number of pages: 64 Posted: 15 Feb 2006
The University of Manchester - School of Social Sciences, Wake Forest University - School of Law and International Monetary Fund (IMF) - Research Department
Downloads 270 (236,196)
Citation 1

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Speculative Attacks and Models of Balance-of-Payments Crises

NBER Working Paper No. w3919
Number of pages: 70 Posted: 04 Jul 2004 Last Revised: 18 Sep 2022
The University of Manchester - School of Social Sciences, Wake Forest University - School of Law and International Monetary Fund (IMF) - Research Department
Downloads 118 (497,994)

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3.

A Theory of Optimum Currency Areas: Revisited

IMF Working Paper No. 92/39
Number of pages: 24 Posted: 15 Feb 2006
Joshua Aizenman and Robert P. Flood
University of Southern California - Department of Economics and International Monetary Fund (IMF) - Research Department
Downloads 325 (195,696)
Citation 2

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4.

Holding International Reserves in an Era of High Capital Mobility

IMF Working Paper No. 02/62
Number of pages: 53 Posted: 10 Feb 2006
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 283 (226,628)
Citation 10

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International reserves, capital mobility

5.

Exchange Rate Regime Choice

IMF Working Paper No. 91/90
Number of pages: 9 Posted: 15 Feb 2006
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 233 (275,316)

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6.

Uncovered Interest Parity in Crisis: The Interest Rate Defense in the 1990s

IMF Working Paper No. 01/207
Number of pages: 16 Posted: 14 Feb 2006
Robert P. Flood, Andrew Kenan Rose and Andrew Kenan Rose
International Monetary Fund (IMF) - Research Department and NUS Business SchoolUniversity of California - Haas School of Business
Downloads 211 (302,680)
Citation 4

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empirical, exchange rate, fixed, floating, developing, developed

An Empirical Exploration of Exchange Rate Target-Zones

IMF Working Paper No. 91/15
Number of pages: 104 Posted: 15 Feb 2006
International Monetary Fund (IMF) - Research Department, NUS Business SchoolUniversity of California - Haas School of Business and International Monetary Fund (IMF)
Downloads 126 (472,822)

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EMS, exchange rates, nonlinear, target-zone

An Empirical Exploration of Exchange Rate Target-Zones

NBER Working Paper No. w3543
Number of pages: 68 Posted: 25 May 2006 Last Revised: 03 Apr 2022
International Monetary Fund (IMF) - Research Department, NUS Business SchoolUniversity of California - Haas School of Business and International Monetary Fund (IMF)
Downloads 81 (645,461)
Citation 2

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The Linkage between Speculative Attack and Target Zone Models of Exchange Rates

IMF Working Paper No. 89/30
Number of pages: 24 Posted: 15 Feb 2006
Robert P. Flood and Peter M. Garber
International Monetary Fund (IMF) - Research Department and Brown University - Department of Economics
Downloads 139 (436,505)
Citation 1

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The Linkage between Speculative Attack and Target Zone Models of Exchange Rates

NBER Working Paper No. w2918
Number of pages: 24 Posted: 25 May 2006 Last Revised: 24 Dec 2022
Robert P. Flood and Peter M. Garber
International Monetary Fund (IMF) - Research Department and Brown University - Department of Economics
Downloads 66 (724,012)
Citation 1

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Financial Integration: A New Methodology and an Illustration

IMF Working Paper No. 04/110
Number of pages: 20 Posted: 15 Feb 2006
Robert P. Flood, Andrew Kenan Rose and Andrew Kenan Rose
International Monetary Fund (IMF) - Research Department and NUS Business SchoolUniversity of California - Haas School of Business
Downloads 105 (544,531)

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risk-free, rate, intertemporal, asset, market, expected, price, stock, conditional

Financial Integration: A New Methodology and an Illustration

NBER Working Paper No. w9880
Number of pages: 23 Posted: 05 Aug 2003 Last Revised: 01 Jan 2023
Robert P. Flood, Andrew Kenan Rose and Andrew Kenan Rose
International Monetary Fund (IMF) - Research Department and NUS Business SchoolUniversity of California - Haas School of Business
Downloads 76 (669,680)
Citation 2

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10.

An Interest Rate Defense of a Fixed Exchange Rate?

IMF Working Paper No. 00/159
Number of pages: 19 Posted: 01 Feb 2006
Robert P. Flood and Olivier Jeanne
International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF) - Research Department
Downloads 170 (368,620)
Citation 11

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Speculative attack, fixed exchange rate regime, fiscal policy

11.

Asset Pricing Redux: Methodology and Mystery

Number of pages: 40 Posted: 16 Jun 2003
Andrew Kenan Rose, Andrew Kenan Rose and Robert P. Flood
NUS Business SchoolUniversity of California - Haas School of Business and International Monetary Fund (IMF) - Research Department
Downloads 159 (390,456)
Citation 1

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discount, rate, intertemporal, financial, market, expected, price, stock, bond

12.

Self-Fulfilling Risk Predictions: An Application to Speculative Attacks

IMF Working Paper No. 98/124
Number of pages: 34 Posted: 15 Feb 2006
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 146 (418,954)
Citation 3

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Currency crisis, devaluation, risk premium, Mexico

13.

Anticipated Exchange Rate Reforms

IMF Working Paper No. 92/32
Number of pages: 34 Posted: 15 Feb 2006
Pierre-Richard Agenor and Robert P. Flood
The University of Manchester - School of Social Sciences and International Monetary Fund (IMF) - Research Department
Downloads 137 (440,667)

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14.

Policy Implications of "Second-Generation" Crisis Models

IMF Working Paper No. 97/16
Number of pages: 11 Posted: 15 Feb 2006
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 136 (443,254)
Citation 1

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15.
Downloads 131 (456,716)

Monetary Policy Strategies

IMF Working Paper No. 88/88
Number of pages: 28 Posted: 15 Feb 2006
Robert P. Flood
International Monetary Fund (IMF) - Research Department
Downloads 76 (669,680)

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Monetary Policy Strategies

NBER Working Paper No. w2770
Number of pages: 41 Posted: 02 Aug 2010 Last Revised: 29 Jul 2022
Robert P. Flood and Peter Isard
International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF) - Research Department
Downloads 55 (794,453)

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16.

An Evaluation of Recent Evidence on Stock Market Bubbles

NBER Working Paper No. w1971
Number of pages: 48 Posted: 10 Feb 2001 Last Revised: 21 Nov 2022
Robert P. Flood, Robert J. Hodrick and Paul D. Kaplan
International Monetary Fund (IMF) - Research Department, Columbia University - Columbia Business School, Finance and Morningstar Canada
Downloads 123 (479,870)
Citation 2

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17.

International Risk Sharing During the Globalization Era

IMF Working Paper No. 09/209
Number of pages: 39 Posted: 13 Oct 2009
Akito Matsumoto, Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 116 (501,719)

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Business cycles, Consumption, Cross country analysis, Economic growth, Economic integration, Economic models, Globalization, International trade, Risk management, Welfare

18.

Evolution of Exchange Rate Regimes

IMF Working Paper No. 88/106
Number of pages: 38 Posted: 15 Feb 2006
Robert P. Flood, Jagdeep S. Bhandari and Jocelyn Horne
International Monetary Fund (IMF) - Research Department, Wake Forest University - School of Law and affiliation not provided to SSRN
Downloads 114 (508,356)
Citation 1

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19.

A Perspective on Predicting Currency Crises

IMF Working Paper No. 10/227
Number of pages: 29 Posted: 01 Feb 2011
Juan F. Yépez, Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 113 (511,631)

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Currencies, Devaluation, Economic forecasting, Financial crisis, Forecasting models

20.
Downloads 101 (555,313)
Citation 1

Issues Concerning Nominal Anchors for Monetary Policy

IMF Working Paper No. 94/61
Number of pages: 41 Posted: 15 Feb 2006
Robert P. Flood and Michael L. Mussa
International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF) - Research Department
Downloads 82 (640,786)
Citation 1

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Issues Concerning Nominal Anchors for Monetary Policy

NBER Working Paper No. w4850
Number of pages: 42 Posted: 29 Mar 2010 Last Revised: 30 Mar 2010
Robert P. Flood and Michael L. Mussa
International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF) - Research Department
Downloads 19 (1,156,770)

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21.

Speculative Attacks: Fundamentals and Self-Fulfilling Prophecies

NBER Working Paper No. w5789
Number of pages: 40 Posted: 30 Jan 1997 Last Revised: 29 Oct 2022
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 93 (586,142)
Citation 1

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Risk Neutrality and the Two-Tier Foreign Exchange Market: Evidence from Belgium

IMF Working Paper No. 89/83
Number of pages: 26 Posted: 15 Feb 2006
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 63 (742,067)

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Risk Neutrality and the Two-Tier Foreign Exchange Market: Evidence from Belgium

NBER Working Paper No. w3015
Number of pages: 34 Posted: 13 Nov 2007 Last Revised: 29 Sep 2022
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 29 (1,030,338)

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23.

A Model of the Joint Distribution of Banking and Exchange-Rate Crises

IMF Working Paper No. 01/213
Number of pages: 32 Posted: 14 Feb 2006
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 90 (598,021)

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Currency crisis, bank crisis

24.
Downloads 88 (606,283)

Asset Prices and Time-Varying Risk

IMF Working Paper No. 88/42
Number of pages: 26 Posted: 15 Feb 2006
Robert P. Flood
International Monetary Fund (IMF) - Research Department
Downloads 60 (760,865)

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Asset Prices and Time-Varying Risk

NBER Working Paper No. w2780
Number of pages: 31 Posted: 04 Apr 2004 Last Revised: 06 Feb 2022
Robert P. Flood
International Monetary Fund (IMF) - Research Department
Downloads 28 (1,041,869)

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25.

Money and the Open Economy Business Cycle: a Flexible Price Model

NBER Working Paper No. w1967
Number of pages: 49 Posted: 19 Jun 2004 Last Revised: 18 Nov 2022
Robert P. Flood and Robert J. Hodrick
International Monetary Fund (IMF) - Research Department and Columbia University - Columbia Business School, Finance
Downloads 86 (614,925)

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26.

Determinants of the Spread in a Two-Tier Foreign Exchange Market

IMF Working Paper No. 88/67
Number of pages: 12 Posted: 15 Feb 2006
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 84 (623,515)

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Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk

NBER Working Paper No. w10805
Number of pages: 34 Posted: 13 Oct 2004 Last Revised: 11 Jul 2022
Robert P. Flood, Andrew Kenan Rose and Andrew Kenan Rose
International Monetary Fund (IMF) - Research Department and NUS Business SchoolUniversity of California - Haas School of Business
Downloads 61 (754,359)
Citation 2

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Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk

Number of pages: 36 Posted: 16 Dec 2004
Robert P. Flood, Andrew Kenan Rose and Andrew Kenan Rose
International Monetary Fund (IMF) - Research Department and NUS Business SchoolUniversity of California - Haas School of Business
Downloads 23 (1,103,353)
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Stochastic, discount, factor, intertemporal integration, asset, market, price, stock

28.

Collapsing Exchange Rate Regimes: Another Linear Example

NBER Working Paper No. w5318
Number of pages: 26 Posted: 25 Jul 2000 Last Revised: 15 Jul 2022
Robert P. Flood, Peter M. Garber and Charles Kramer
International Monetary Fund (IMF) - Research Department, Brown University - Department of Economics and International Monetary Fund (IMF) - Capital Markets and Financial Studies Research Department
Downloads 82 (632,271)
Citation 28

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29.

Getting Shut Out of the International Capital Markets: It Doesn't Take Much

IMF Working Paper No. 06/144
Number of pages: 14 Posted: 26 Jul 2006
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 81 (636,710)

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International lending, emerging market default, shutdowns, sudden stops

30.

Fixing Exchange Rates: A Virtual Quest for Fundamentals

NBER Working Paper No. w4503
Number of pages: 37 Posted: 03 May 2004 Last Revised: 26 Oct 2022
Robert P. Flood, Andrew Kenan Rose and Andrew Kenan Rose
International Monetary Fund (IMF) - Research Department and NUS Business SchoolUniversity of California - Haas School of Business
Downloads 79 (645,892)
Citation 6

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31.

Gold Monetization and Gold Discipline

NBER Working Paper No. w0544
Number of pages: 39 Posted: 21 Apr 2005 Last Revised: 29 Dec 2022
Robert P. Flood and Peter M. Garber
International Monetary Fund (IMF) - Research Department and Brown University - Department of Economics
Downloads 76 (659,788)
Citation 6

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32.

Asset Price Volatility, Bubbles, and Process Switching

NBER Working Paper No. w1867
Number of pages: 26 Posted: 04 Apr 2004 Last Revised: 10 Aug 2022
Robert P. Flood and Robert J. Hodrick
International Monetary Fund (IMF) - Research Department and Columbia University - Columbia Business School, Finance
Downloads 64 (722,553)
Citation 1

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33.

Simple Rules, Discretion and Monetary Policy

NBER Working Paper No. w2934
Number of pages: 25 Posted: 13 Jul 2010 Last Revised: 10 Jul 2022
Robert P. Flood and Peter Isard
International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF) - Research Department
Downloads 61 (739,964)

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34.

Explanations of Exchange Rate Volatility and Other Empirical Regularities in Some Popular Models of the Foreign Exchange Market

NBER Working Paper No. w0625
Number of pages: 48 Posted: 23 Apr 2004 Last Revised: 18 Sep 2022
Robert P. Flood
International Monetary Fund (IMF) - Research Department
Downloads 61 (739,964)

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35.

A Model of Stochastic Process Switching

NBER Working Paper No. w0626
Number of pages: 19 Posted: 28 Jun 2001 Last Revised: 20 Mar 2022
Robert P. Flood and Peter M. Garber
International Monetary Fund (IMF) - Research Department and Brown University - Department of Economics
Downloads 56 (771,386)
Citation 9

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36.

Fixes: Of the Forward Discount Puzzle

NBER Working Paper No. w4928
Number of pages: 14 Posted: 30 Aug 2000 Last Revised: 21 Dec 2022
Robert P. Flood, Andrew Kenan Rose and Andrew Kenan Rose
International Monetary Fund (IMF) - Research Department and NUS Business SchoolUniversity of California - Haas School of Business
Downloads 53 (791,543)
Citation 7

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37.

Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates

NBER Working Paper No. w1603
Number of pages: 39 Posted: 28 Jun 2004 Last Revised: 20 Nov 2022
Robert P. Flood and Robert J. Hodrick
International Monetary Fund (IMF) - Research Department and Columbia University - Columbia Business School, Finance
Downloads 46 (843,421)

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38.

A Systematic Banking Collapse in a Perfect Foresight World

NBER Working Paper No. w0691
Number of pages: 44 Posted: 03 Feb 2001 Last Revised: 23 Nov 2022
Robert P. Flood and Peter M. Garber
International Monetary Fund (IMF) - Research Department and Brown University - Department of Economics
Downloads 45 (851,279)
Citation 1

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39.

Uncovered Interest Parity in Crisis: The Interest Rate Defence in the 1990s

Number of pages: 31 Posted: 04 Oct 2001
Robert P. Flood, Andrew Kenan Rose and Andrew Kenan Rose
International Monetary Fund (IMF) - Research Department and NUS Business SchoolUniversity of California - Haas School of Business
Downloads 44 (859,505)
Citation 2
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Developed, developing, empirical, exchange rate, fixed, floating

40.

Testable Implications of Indeterminacies in Models with Rational Expectations

NBER Working Paper No. w2903
Number of pages: 33 Posted: 04 Jul 2004 Last Revised: 09 Dec 2022
Robert P. Flood and Robert J. Hodrick
International Monetary Fund (IMF) - Research Department and Columbia University - Columbia Business School, Finance
Downloads 39 (902,657)

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41.

Two Notes on Indeterminacy Problems

NBER Working Paper No. w0841
Number of pages: 24 Posted: 08 Jan 2008 Last Revised: 26 Oct 2022
Robert P. Flood, Peter M. Garber and Louis O. Scott
International Monetary Fund (IMF) - Research Department, Brown University - Department of Economics and affiliation not provided to SSRN
Downloads 36 (930,489)

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42.

The Transmission of Disturbances Under Alternative Exchange-Rate Regimeswith Optimal Indexing

NBER Working Paper No. w0500
Number of pages: 40 Posted: 21 Mar 2001 Last Revised: 14 Nov 2022
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 36 (930,489)
Citation 4

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43.

Process Consistency and Monetary Reform: Further Evidence and Implications

NBER Working Paper No. w0635
Number of pages: 45 Posted: 25 Jun 2004 Last Revised: 28 Sep 2022
Robert P. Flood and Peter M. Garber
International Monetary Fund (IMF) - Research Department and Brown University - Department of Economics
Downloads 35 (940,118)

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44.

The Size and Timing of Devaluations in Capital-Controlled Developing Countries

NBER Working Paper No. w4957
Number of pages: 41 Posted: 10 Jun 2000 Last Revised: 20 Jul 2022
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 35 (940,118)

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45.

Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle

NBER Working Paper No. w1089
Number of pages: 64 Posted: 19 Jun 2004 Last Revised: 25 Dec 2022
Robert P. Flood and Robert J. Hodrick
International Monetary Fund (IMF) - Research Department and Columbia University - Columbia Business School, Finance
Downloads 33 (960,009)

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46.

Inflation Targeting and Business Cycle Synchronization

CEPR Discussion Paper No. DP7377
Number of pages: 47 Posted: 26 Aug 2009
Robert P. Flood, Andrew Kenan Rose and Andrew Kenan Rose
International Monetary Fund (IMF) - Research Department and NUS Business SchoolUniversity of California - Haas School of Business
Downloads 12 (1,210,588)
Citation 3
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bilateral, data, empirical, GDP, insulation, regime

47.

Why So Glum? The Meese-Rogoff Methodology Meets the Stock Market

CEPR Discussion Paper No. DP6714
Number of pages: 36 Posted: 10 Jun 2008
Robert P. Flood, Andrew Kenan Rose and Andrew Kenan Rose
International Monetary Fund (IMF) - Research Department and NUS Business SchoolUniversity of California - Haas School of Business
Downloads 4 (1,285,003)
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aggregate, dividend, earning, exchange, forecast, fundamental, growth, model, rate

48.

Understanding Exchange Rate Volatility Without the Contrivance of Macroeconomics

CEPR Discussion Paper Series No. 1944
Posted: 19 Feb 1999
Robert P. Flood, Andrew Kenan Rose and Andrew Kenan Rose
International Monetary Fund (IMF) - Research Department and NUS Business SchoolUniversity of California - Haas School of Business

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49.

The Size and Timing of Devaluations in Capital-Controlled Developing Economies

Dartmouth College Working Paper 94-26
Posted: 21 May 1998
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics

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