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

52

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3,973

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Top 1,258

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77

CROSSREF CITATIONS

899

Scholarly Papers (52)

Speculative Attacks and Models of Balance-of-Payments Crises

Number of pages: 64 Posted: 15 Feb 2006
University of Manchester - School of Social Sciences, Wake Forest University - School of Law and International Monetary Fund (IMF) - Research Department
Downloads 235 (166,149)
Citation 1

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Speculative Attacks and Models of Balance-of-Payments Crises

Number of pages: 70 Posted: 04 Jul 2004 Last Revised: 18 Sep 2021
University of Manchester - School of Social Sciences, Wake Forest University - School of Law and International Monetary Fund (IMF) - Research Department
Downloads 79 (390,338)

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2.
Downloads 308 (126,570)
Citation 58

Perspectives on the Recent Currency Crisis Literature

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 213 (182,610)
Citation 4

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Speculative attack, currency crisis

Perspectives on the Recent Currency Crisis Literature

Number of pages: 66 Posted: 19 Jul 2000 Last Revised: 09 Jun 2021
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 95 (347,876)

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3.

A Theory of Optimum Currency Areas: Revisited

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 293 (133,463)
Citation 2

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4.

Holding International Reserves in an Era of High Capital Mobility

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 244 (160,669)

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International reserves, capital mobility

5.

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

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 191 (202,095)
Citation 4

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

6.

Exchange Rate Regime Choice

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 180 (212,954)

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7.

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 144 (256,640)
Citation 1

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

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

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 105 (325,616)
Citation 1

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

Number of pages: 24 Posted: 25 May 2006 Last Revised: 24 Jun 2021
Robert P. Flood and Peter M. Garber
International Monetary Fund (IMF) - Research Department and Brown University - Department of Economics
Downloads 31 (592,922)
Citation 1

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9.
Downloads 132 (274,691)
Citation 25

An Empirical Exploration of Exchange Rate Target-Zones

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 85 (373,489)

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EMS, exchange rates, nonlinear, target-zone

An Empirical Exploration of Exchange Rate Target-Zones

Number of pages: 68 Posted: 25 May 2006 Last Revised: 08 Sep 2021
International Monetary Fund (IMF) - Research Department, NUS Business SchoolUniversity of California - Haas School of Business and International Monetary Fund (IMF)
Downloads 47 (507,909)
Citation 2

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Financial Integration: A New Methodology and an Illustration

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 77 (396,250)

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

Financial Integration: A New Methodology and an Illustration

Number of pages: 23 Posted: 05 Aug 2003 Last Revised: 02 Jul 2021
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 45 (517,257)
Citation 2

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11.

An Interest Rate Defense of a Fixed Exchange Rate?

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 120 (294,752)
Citation 11

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Speculative attack, fixed exchange rate regime, fiscal policy

12.

Policy Implications of "Second-Generation" Crisis Models

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 108 (317,338)
Citation 1

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13.

An Evaluation of Recent Evidence on Stock Market Bubbles

Number of pages: 48 Posted: 10 Feb 2001 Last Revised: 23 May 2021
Robert P. Flood, Robert J. Hodrick and Paul D. Kaplan
International Monetary Fund (IMF) - Research Department, Columbia Business School - Finance and Economics and Morningstar Canada
Downloads 91 (354,765)
Citation 1

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14.
Downloads 89 (359,717)
Citation 25

Monetary Policy Strategies

Number of pages: 28 Posted: 15 Feb 2006
Robert P. Flood
International Monetary Fund (IMF) - Research Department
Downloads 52 (485,695)

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Monetary Policy Strategies

Number of pages: 41 Posted: 02 Aug 2010 Last Revised: 29 Jul 2021
Robert P. Flood and Peter Isard
International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF) - Research Department
Downloads 37 (557,999)

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15.

Self-Fulfilling Risk Predictions: An Application to Speculative Attacks

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 89 (359,717)
Citation 3

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Currency crisis, devaluation, risk premium, Mexico

16.

Evolution of Exchange Rate Regimes

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 86 (367,433)
Citation 1

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17.

International Risk Sharing During the Globalization Era

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 85 (370,120)

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

18.

A Perspective on Predicting Currency Crises

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 81 (380,846)

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

Issues Concerning Nominal Anchors for Monetary Policy

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 65 (435,408)

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Issues Concerning Nominal Anchors for Monetary Policy

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 10 (754,540)

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20.

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

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 66 (426,483)

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International lending, emerging market default, shutdowns, sudden stops

21.

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

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 61 (443,721)

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Currency crisis, bank crisis

Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk

Number of pages: 34 Posted: 13 Oct 2004 Last Revised: 12 Jul 2010
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 38 (552,644)
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 22 (656,299)
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Stochastic, discount, factor, intertemporal integration, asset, market, price, stock

23.

Collapsing Exchange Rate Regimes: Another Linear Example

Number of pages: 26 Posted: 25 Jul 2000 Last Revised: 24 Sep 2010
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 60 (447,271)
Citation 14

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24.

Speculative Attacks: Fundamentals and Self-Fulfilling Prophecies

Number of pages: 40 Posted: 30 Jan 1997 Last Revised: 28 Oct 2021
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 59 (450,969)

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

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 38 (552,644)

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

Number of pages: 34 Posted: 13 Nov 2007 Last Revised: 07 Oct 2021
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 17 (695,456)

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26.

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

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 54 (469,764)

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27.

Fixing Exchange Rates: A Virtual Quest for Fundamentals

Number of pages: 37 Posted: 03 May 2004 Last Revised: 23 Oct 2021
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 54 (469,764)
Citation 6

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28.
Downloads 53 (473,682)

Asset Prices and Time-Varying Risk

Number of pages: 26 Posted: 15 Feb 2006
Robert P. Flood
International Monetary Fund (IMF) - Research Department
Downloads 34 (575,021)

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Asset Prices and Time-Varying Risk

Number of pages: 31 Posted: 04 Apr 2004 Last Revised: 08 Aug 2021
Robert P. Flood
International Monetary Fund (IMF) - Research Department
Downloads 19 (679,738)

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29.

Gold Monetization and Gold Discipline

Number of pages: 39 Posted: 21 Apr 2005 Last Revised: 29 Jun 2010
Robert P. Flood and Peter M. Garber
International Monetary Fund (IMF) - Research Department and Brown University - Department of Economics
Downloads 52 (477,702)
Citation 6

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30.

Asset Price Volatility, Bubbles, and Process Switching

Number of pages: 26 Posted: 04 Apr 2004 Last Revised: 09 Aug 2021
Robert P. Flood and Robert J. Hodrick
International Monetary Fund (IMF) - Research Department and Columbia Business School - Finance and Economics
Downloads 46 (503,120)
Citation 1

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31.

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 42 (521,222)
Citation 2
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Developed, developing, empirical, exchange rate, fixed, floating

32.

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

Number of pages: 48 Posted: 23 Apr 2004 Last Revised: 18 Sep 2021
Robert P. Flood
International Monetary Fund (IMF) - Research Department
Downloads 41 (525,917)

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33.

Simple Rules, Discretion and Monetary Policy

Number of pages: 25 Posted: 13 Jul 2010
Robert P. Flood and Peter Isard
International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF) - Research Department
Downloads 38 (540,719)

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34.

Anticipated Exchange Rate Reforms

Number of pages: 34 Posted: 15 Feb 2006
Pierre-Richard Agenor and Robert P. Flood
University of Manchester - School of Social Sciences and International Monetary Fund (IMF) - Research Department
Downloads 38 (540,719)

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35.

Fixes: Of the Forward Discount Puzzle

Number of pages: 14 Posted: 30 Aug 2000
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 36 (550,979)
Citation 7

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36.

A Systematic Banking Collapse in a Perfect Foresight World

Number of pages: 44 Posted: 03 Feb 2001 Last Revised: 22 Nov 2021
Robert P. Flood and Peter M. Garber
International Monetary Fund (IMF) - Research Department and Brown University - Department of Economics
Downloads 32 (572,520)

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37.

Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates

Number of pages: 39 Posted: 28 Jun 2004 Last Revised: 20 Nov 2021
Robert P. Flood and Robert J. Hodrick
International Monetary Fund (IMF) - Research Department and Columbia Business School - Finance and Economics
Downloads 27 (602,323)

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38.

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

Number of pages: 49 Posted: 19 Jun 2004 Last Revised: 18 Nov 2021
Robert P. Flood and Robert J. Hodrick
International Monetary Fund (IMF) - Research Department and Columbia Business School - Finance and Economics
Downloads 26 (608,800)

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39.

A Model of Stochastic Process Switching

Number of pages: 19 Posted: 28 Jun 2001 Last Revised: 19 Sep 2021
Robert P. Flood and Peter M. Garber
International Monetary Fund (IMF) - Research Department and Brown University - Department of Economics
Downloads 25 (615,486)
Citation 8

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40.

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

Number of pages: 41 Posted: 10 Jun 2000 Last Revised: 19 Jul 2021
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 24 (622,356)

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41.

Two Notes on Indeterminacy Problems

Number of pages: 24 Posted: 08 Jan 2008 Last Revised: 21 Oct 2021
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 23 (629,209)

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42.

A New Approach to Asset Integration: Methodology and Mystery

Number of pages: 24 Posted: 14 Mar 2005
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 (629,209)
Citation 1
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43.

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

Number of pages: 40 Posted: 21 Mar 2001 Last Revised: 16 May 2021
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 23 (629,209)
Citation 1

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44.

Testable Implications of Indeterminacies in Models with Rational Expectations

Number of pages: 33 Posted: 04 Jul 2004 Last Revised: 09 Jun 2021
Robert P. Flood and Robert J. Hodrick
International Monetary Fund (IMF) - Research Department and Columbia Business School - Finance and Economics
Downloads 22 (636,255)

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45.

Process Consistency and Monetary Reform: Further Evidence and Implications

Number of pages: 45 Posted: 25 Jun 2004 Last Revised: 27 Sep 2021
Robert P. Flood and Peter M. Garber
International Monetary Fund (IMF) - Research Department and Brown University - Department of Economics
Downloads 21 (643,320)

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46.

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

Number of pages: 64 Posted: 19 Jun 2004 Last Revised: 25 Jun 2010
Robert P. Flood and Robert J. Hodrick
International Monetary Fund (IMF) - Research Department and Columbia Business School - Finance and Economics
Downloads 16 (679,346)

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47.

Inflation Targeting and Business Cycle Synchronization

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 3 (781,113)
Citation 3
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bilateral, data, empirical, GDP, insulation, regime

48.

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

Review of International Economics, Vol. 17, Issue 5, pp. 879-889, November 2009
Number of pages: 11 Posted: 28 Oct 2009
Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 2 (790,521)
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49.

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

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 2 (790,521)
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aggregate, dividend, earning, exchange, forecast, fundamental, growth, model, rate

50.

International Risk Sharing During the Globalization Era - Le Partage International Du Risque Dans Une Ère De Mondialisation

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 45, Issue 2, pp. 394-416, 2012
Number of pages: 23 Posted: 04 May 2012
Robert P. Flood, Nancy Peregrim Marion and Akito Matsumoto
International Monetary Fund (IMF) - Research Department, Dartmouth College - Department of Economics and International Monetary Fund (IMF)
Downloads 1 (802,064)
Citation 1
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51.

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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52.

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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