James R. Lothian

Gabelli School of Business, Fordham University

Distinguished Professor of Finance

113 West 60th Street

New York, NY 10023

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

39

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CITATIONS
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185

Scholarly Papers (39)

1.

Uncovered Interest Rate Parity over the Past Two Centuries

Number of pages: 39 Posted: 02 Sep 2004
James R. Lothian and Liuren Wu
Gabelli School of Business, Fordham University and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 1,167 (12,816)
Citation 17

Abstract:

Uncovered interest rate parity,expectation hypothesis, regime changes, small sample problem, Peso problem, extreme sampling

2.

A History of Yen Exchange Rates

JAPANESE FINANCIAL MARKET RESEARCH, William T. Ziemba, Warren Bailey, and yasushi Hamao, eds., Elsevier, 1991
Number of pages: 22 Posted: 08 Nov 2004
James R. Lothian
Gabelli School of Business, Fordham University
Downloads 409 (54,500)
Citation 1

Abstract:

International Money and Common Currencies in Historical Perspective

Federal Reserve Bank of Atlanta Working Paper 2002-7; CEIS Tor Vergata - Research Paper Series No. 9
Number of pages: 29 Posted: 25 Jun 2002
Gerald P. Dwyer and James R. Lothian
Clemson University and Gabelli School of Business, Fordham University
Downloads 248 (102,402)
Citation 4

Abstract:

Euro, international money, fiat money, dollar, search theory

International Money and Common Currencies in Historical Perspective

Monetary Union, George M. von Furstenberg, ed., Oxford University Press, 2003
Number of pages: 26 Posted: 04 Nov 2004
James R. Lothian and Gerald P. Dwyer
Gabelli School of Business, Fordham University and Clemson University
Downloads 121 (196,352)
Citation 4

Abstract:

Monetary history, international money, monetary institutions

Real Exchange-Rate Behaviour under Fixed and Floating Exchange Rate Regimes

Number of pages: 27 Posted: 06 Nov 2004
James R. Lothian and Cornelia H. McCarthy
Gabelli School of Business, Fordham University and Gabelli School of Business, Fordham University
Downloads 277 (91,030)
Citation 6

Abstract:

Exchange Rates, purchasing power parity, exchange-rate regimes, currency union

Real Exchange Rate Behaviour under Fixed and Floating Exchange Rate Regimes

The Manchester School, Vol. 70, pp. 229-245, 2002
Number of pages: 17 Posted: 23 Dec 2002
James R. Lothian and Cornelia H. McCarthy
Gabelli School of Business, Fordham University and Gabelli School of Business, Fordham University
Downloads 37 (381,230)
Citation 6
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Abstract:

5.

The Internationalization of Money and Finance and the Globalization of Financial Markets

Journal of International Money and Finance, 2002
Number of pages: 38 Posted: 05 Nov 2004
James R. Lothian
Gabelli School of Business, Fordham University
Downloads 305 (77,844)
Citation 4

Abstract:

Financial integration, real interest rates, real stock returns, international money, financial history

6.

The Signalling Hypothesis Revisited: Evidence from Foreign IPOs

Bank of Finland Research Discussion Paper No. 10/2008
Number of pages: 45 Posted: 12 May 2008
Bill B. Francis, Iftekhar Hasan, James R. Lothian and Xian Sun
Rensselaer Polytechnic Institute (RPI) - Lally School of Management, Gabelli School of Business, Fordham University, Gabelli School of Business, Fordham University and U.S. Department of Treasury - Office of Comptroller of the Currency
Downloads 294 (77,314)
Citation 4

Abstract:

IPO underpricing, seasoned equity offering, cross-listing, signalling hypothesis, financial market integration, market-feedback hypothesis

How Friedman and Schwartz Became Monetarists

Becker Friedman Institute for Research in Economics Working Paper No. 2016-10, Gabelli School of Business, Fordham University Research Paper No. 2771357
Number of pages: 49 Posted: 28 Apr 2016
James R. Lothian and G. S. Tavlas
Gabelli School of Business, Fordham University and Bank of Greece
Downloads 224 (113,701)

Abstract:

Milton Friedman, Anna Schwartz, Clark Warburton, Monetary Rules, Quantity Theory of Money, Fiscal Policy, Great Depression

How Friedman and Schwartz Became Monetarists

The Center of the History of Political Economy Working Paper Series, 2016-21 , Gabelli School of Business, Fordham University Research Paper No. 2786710
Number of pages: 49 Posted: 31 May 2016
James R. Lothian and G. S. Tavlas
Gabelli School of Business, Fordham University and Bank of Greece
Downloads 33 (397,481)

Abstract:

Milton Friedman, Anna Schwartz, Clark Warburton, monetary rules, quantity theory of money, fiscal policy, Great Depression

8.

Purchasing Power Parity Over Two Centuries: Strengthening the Case for Real Exchange Rate Stability Reply to Cuddington and Liang

Journal of International Money and Finance, October 2000
Number of pages: 6 Posted: 07 Nov 2004
James R. Lothian and Mark P. Taylor
Gabelli School of Business, Fordham University and Washington University in St. Louis - John M. Olin Business School
Downloads 231 (101,657)
Citation 5

Abstract:

Real exchange rates, purchasing power parity

9.

Equity Returns and Inflation: The Puzzlingly Long Lags

Research in Finance and Banking, Vol. 2, 2001
Number of pages: 18 Posted: 06 Nov 2004
James R. Lothian and Cornelia H. McCarthy
Gabelli School of Business, Fordham University and Gabelli School of Business, Fordham University
Downloads 202 (117,727)
Citation 1

Abstract:

Stock prices, inflation, Fisher effect, neutrality, cointegration

10.
Downloads 180 (140,466)
Citation 3

The Economics of International Monies

FRB of Atlanta Working Paper No. 2003-37
Number of pages: 36 Posted: 21 Jan 2004
Gerald P. Dwyer and James R. Lothian
Clemson University and Gabelli School of Business, Fordham University
Downloads 124 (192,710)
Citation 3

Abstract:

Monetary history, international money, gold coinage

The Economics of International Monies

Monetary Integration, Markets, and Regulation, 2004
Number of pages: 37 Posted: 05 Nov 2004
Gerald P. Dwyer and James R. Lothian
Clemson University and Gabelli School of Business, Fordham University
Downloads 56 (318,440)
Citation 3

Abstract:

11.

Real Exchange Rates, Non-Linearities and Balassa-Samuelson Effects

Frank J. Petrilli Center for Research in International Finance Working Paper No. Lothian01
Number of pages: 33 Posted: 04 Nov 2004
James R. Lothian and Mark P. Taylor
Gabelli School of Business, Fordham University and Washington University in St. Louis - John M. Olin Business School
Downloads 158 (150,975)

Abstract:

Purchasing power parity, real exchange rate, nonlinear dynamics, Harrod-Balassa-Samuelson effect, productivity differentials

12.

Buffer-Stock Models of Money Demand and the Conduct of Monetary Policy

Journal of Policy Modeling, Summer 1990
Number of pages: 29 Posted: 08 Nov 2004
James R. Lothian, Michael R. Darby and Michael Tindall
Gabelli School of Business, Fordham University, University of California, Los Angeles (UCLA) - Global Economics and Management (GEM) Area and Discount Corporattion of New York
Downloads 136 (165,772)
Citation 1

Abstract:

13.

The Monetary Approach to Exchange Rates and the Canadian Dollar over the Long Run

Applied Financial Economics, October 2001
Number of pages: 18 Posted: 05 Nov 2004
Bill B. Francis, Iftekhar Hasan and James R. Lothian
University of South Florida - College of Business Administration, Gabelli School of Business, Fordham University and Gabelli School of Business, Fordham University
Downloads 136 (174,313)
Citation 3

Abstract:

14.

Did Monetary Forces Cause the Great Depression? A Review Essay

Journal of Money, Credit and Banking, Vol. 9, No. 4, pp. 679-691, November 1977
Number of pages: 14 Posted: 28 Jan 2005
Arthur E. Gandolfi and James R. Lothian
National Bureau of Economic Research (NBER) and Gabelli School of Business, Fordham University
Downloads 133 (154,195)
Citation 1

Abstract:

15.
Downloads 125 (190,764)
Citation 2

Irving Fisher, Expectational Errors and the Uip Puzzle

Number of pages: 33 Posted: 17 Mar 2007
Tilburg University - Department of Finance, Tilburg University - Department of Finance, Gabelli School of Business, Fordham University and Tilburg University - Center for Economic Research, Econometrics and Finance Group
Downloads 120 (197,576)
Citation 2

Abstract:

UIP, Irving Fisher, Expectations formation, Dynamic Latent Factor Model, Small-sample problems

Irving Fisher, Expectational Errors, and the UIP Puzzle

CEPR Discussion Paper No. DP6294
Number of pages: 46 Posted: 22 May 2008
Tilburg University - Department of Finance, Tilburg University - Department of Finance, Gabelli School of Business, Fordham University and Tilburg University - Center for Economic Research, Econometrics and Finance Group
Downloads 5 (549,159)
Citation 2
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Abstract:

Expectations formation, Irving Fisher, small-sample problems, UIP

16.

International Transmission of Inflation and Deflation

THE NEW PALGRAVE DICTIONARY OF MONEY AND FINANCE, London: Macmillan, 1992
Number of pages: 3 Posted: 07 Nov 2004
James R. Lothian
Gabelli School of Business, Fordham University
Downloads 121 (170,459)

Abstract:

17.

A Century Plus of Japanese Exchange-Rate Behavior

Japan and the World Economy, Vol. 2, pp. 47-70, February/March 1990
Number of pages: 33 Posted: 08 Nov 2004
James R. Lothian
Gabelli School of Business, Fordham University
Downloads 105 (214,168)
Citation 11

Abstract:

18.

Multi-Country Evidence on the Behavior of Purchasing Power Parity under the Current Float

Journal of International Money and Finance, February 1997
Number of pages: 17 Posted: 07 Nov 2004
James R. Lothian
Gabelli School of Business, Fordham University
Downloads 101 (198,085)
Citation 23

Abstract:

19.

The International Transmission of Inflation

University of Chicago Press for the NBER, Forthcoming
Number of pages: 79 Posted: 04 Nov 2004
Michael R. Darby and James R. Lothian
University of California, Los Angeles (UCLA) - Global Economics and Management (GEM) Area and Gabelli School of Business, Fordham University
Downloads 101 (217,122)
Citation 26

Abstract:

20.

The Behavior of Bond Yields Across Exchange-Rate Regimes and the Integration of Capital Markets

Greek Economic Review, December 1993
Number of pages: 31 Posted: 07 Nov 2004
James R. Lothian and Paul S. Jackson
Gabelli School of Business, Fordham University and Independent
Downloads 95 (217,122)
Citation 2

Abstract:

21.

Exchange Rates

Oxford Encyclopedia of Economic History, Joel Mokyer, ed., forthcoming
Number of pages: 17 Posted: 05 Nov 2004
James R. Lothian
Gabelli School of Business, Fordham University
Downloads 95 (224,562)
Citation 20

Abstract:

22.

International Financial Relations under the Current Float: Evidence from Panel Data

Open Economies Review, October 1998
Number of pages: 21 Posted: 07 Nov 2004
James R. Lothian and Yusif Simaan
Gabelli School of Business, Fordham University and Gabelli School of Business, Fordham University
Downloads 89 (224,562)
Citation 8

Abstract:

Fisher equation, purchasing power parity, uncovered interest parity, real stock returns

23.

Irving Fisher, the UIP Puzzle and the 'Peso Problem'

Number of pages: 34 Posted: 05 Mar 2007
Tilburg University - Department of Finance, Tilburg University - Department of Finance, Gabelli School of Business, Fordham University and Tilburg University - Center for Economic Research, Econometrics and Finance Group
Downloads 82 (235,716)

Abstract:

UIP, Irving Fisher, Expectations formation, small-sample problems

24.

Financial Integration over the Past Three Centuries

Bancaria, September 2001
Number of pages: 6 Posted: 06 Nov 2004
James R. Lothian
Gabelli School of Business, Fordham University
Downloads 79 (245,955)
Citation 2

Abstract:

25.

Irving Fisher and the Uip Puzzle: Meeting the Expectations a Century Later

ERIM Report Series Reference No. ERS-2007-088-F&A
Number of pages: 48 Posted: 29 Jan 2008
Tilburg University - Department of Finance, Tilburg University - Department of Finance, Gabelli School of Business, Fordham University and Tilburg University - Center for Economic Research, Econometrics and Finance Group
Downloads 74 (265,108)

Abstract:

Irving Fisher, UIP, PPP, inflation, interest rates, exchange rates

26.

The Behavior of Money and Other Economic Variables: Two Natural Experiments

Frank J. Petrilli Center for Research in International Finance Working Paper No. CRIF03003
Number of pages: 33 Posted: 04 Nov 2004
James R. Lothian and Cornelia H. McCarthy
Gabelli School of Business, Fordham University and Gabelli School of Business, Fordham University
Downloads 69 (265,108)

Abstract:

Money Behavior, Inflation

27.

Currency Union and Real Exchange Rate Behavior

Momento Economico, 2001
Number of pages: 25 Posted: 07 Nov 2004
James R. Lothian and Cornelia H. McCarthy
Gabelli School of Business, Fordham University and Gabelli School of Business, Fordham University
Downloads 66 (279,937)
Citation 8

Abstract:

Real exchange rates, purchasing power parity, exchange rate regimes, currency unions

28.

Discussion of Anna J. Schwartz, 'The Rise and Fall of Foreign Exchange Market Intervention as a Policy Tool'

Journal of Financial Services Research, December 2000
Number of pages: 5 Posted: 07 Nov 2004
James R. Lothian
Gabelli School of Business, Fordham University
Downloads 62 (286,727)

Abstract:

29.

International Transmission Afloat

Money, History and International Finance, 1987
Number of pages: 46 Posted: 08 Nov 2004
James R. Lothian and Michael R. Darby
Gabelli School of Business, Fordham University and University of California, Los Angeles (UCLA) - Global Economics and Management (GEM) Area
Downloads 30 (388,258)
Citation 9

Abstract:

Has International Financial Integration Increased?

NYU Working Paper No. FIN-98-040
Number of pages: 31 Posted: 07 Nov 2008
Lawrence G. Goldberg, James R. Lothian and John Okunev
University of Miami - Department of Finance, Gabelli School of Business, Fordham University and Coda Asset Management
Downloads 28 (420,258)
Citation 8

Abstract:

Has International Financial Integration Increased?

Open Economics Review, Vol. 14, pp. 299-317, July 2003
Posted: 05 Nov 2004
James R. Lothian, Lawrence G. Goldberg and John Okunev
Gabelli School of Business, Fordham University, University of Miami - Department of Finance and Coda Asset Management

Abstract:

Financial integration, interest-rate equalization, real interest rates

International Price Behavior and the Demand for Money

NBER Working Paper No. w0602
Number of pages: 42 Posted: 08 Jun 2004 Last Revised: 26 Aug 2010
Arthur E. Gandolfi and James R. Lothian
National Bureau of Economic Research (NBER) and Gabelli School of Business, Fordham University
Downloads 26 (430,586)
Citation 7

Abstract:

International Price Behavior and the Demand for Money

Economic Inquiry, July 1983
Posted: 09 Nov 2004
James R. Lothian and Arthur E. Gandolfi
Gabelli School of Business, Fordham University and National Bureau of Economic Research (NBER)

Abstract:

Economic Events and Keynesian Ideas: the 1930s and the 1970s

NBER Working Paper No. w1987
Number of pages: 22 Posted: 12 Apr 2004
Michael R. Darby and James R. Lothian
University of California, Los Angeles (UCLA) - Global Economics and Management (GEM) Area and Gabelli School of Business, Fordham University
Downloads 25 (436,069)

Abstract:

Economic Events and Keynesian Ideas: The 1930s and the 1970s

KEYNES'S GENERAL THEORY: FIFTY YEARS ON, London: Institute for Economic Affairs, 1986
Posted: 08 Nov 2004
James R. Lothian and Michael R. Darby
Gabelli School of Business, Fordham University and University of California, Los Angeles (UCLA) - Global Economics and Management (GEM) Area

Abstract:

33.

Money in the United Kingdom: 1833-1880

Journal of Money, Credit and Banking, Vol. 2, No. 12, Part 1, pp. 155-174, May 1980
Number of pages: 21 Posted: 28 Jan 2005
Wallace E. Huffman and James R. Lothian
Iowa State University - Department of Economics and Gabelli School of Business, Fordham University
Downloads 18 (438,897)
Citation 2

Abstract:

The Timing of Monetary and Price Changes and the International Transmission of Inflation

NBER Working Paper No. w0549
Number of pages: 36 Posted: 23 Mar 2001
Antonio Cassese and James R. Lothian
University of Florence and Gabelli School of Business, Fordham University
Downloads 16 (487,874)
Citation 1

Abstract:

The Timing of Monetary and Price Changes and the International Transmission of Inflation

Journal of Monetary Economics, 1982
Posted: 09 Nov 2004
James R. Lothian and Antonio Cassese
Gabelli School of Business, Fordham University and University of Florence

Abstract:

35.

Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?

Economic Journal, Vol. 118, Issue 532, pp. 1742-1763, October 2008
Number of pages: 22 Posted: 19 Sep 2008
James R. Lothian and Mark P. Taylor
Gabelli School of Business, Fordham University and Barclays - Barclays Global Investors (London)
Downloads 2 (541,226)
Citation 6
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Abstract:

36.

Foreign Exchange Markets: Overview of the Special Issue

Journal of International Money and Finance, Vol. 25, pp. 1-6, 2006
Posted: 01 May 2010
Kees C. G. Koedijk, James R. Lothian and Mathijs A. Van Dijk
Tilburg University - Department of Finance, Gabelli School of Business, Fordham University and Erasmus University - Rotterdam School of Management

Abstract:

Foreign Exchange Markets, Exchange Rates, Purchasing Power Parity, Uncovered Interest Parity, Monetary Policy

37.

Capital Market Integration and Exchange-Rate Regimes in Historical Perspective

Research in Banking and Finance, Vol. 1, 2000
Posted: 06 Nov 2004
James R. Lothian
Gabelli School of Business, Fordham University

Abstract:

38.

Some New Stylized Facts of Exchange Rate Behavior

Journal of International Money and Finance, February 1998
Posted: 06 Nov 2004
James R. Lothian
Gabelli School of Business, Fordham University

Abstract:

39.

Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries

JOURNAL OF POLITICAL ECONOMY, Vol. 104, No. 3, June 1996
Posted: 28 Jun 1998
James R. Lothian and Mark P. Taylor
Gabelli School of Business, Fordham University and Washington University in St. Louis - John M. Olin Business School

Abstract: