Details about Michael John Moore

Access statistics for papers by Michael John Moore.

Last updated 2023-08-10. Update your information in the RePEc Author Service.

Short-id: pmo284

Working Papers

2016

1. The Economics of Fertility Timing: An Euler Equation Approach
   CHaRMS Working Papers, Centre for HeAlth Research at the Management School (CHaRMS) View citations (2)
   Also in PGDA Working Papers, Program on the Global Demography of Aging (2016) View citations (2)
2. The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity
   MPRA Paper, University Library of Munich, Germany
3. US Dollar Carry Trades in the Era of “Cheap Money”
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article US Dollar Carry Trades in the Era of "Cheap Money", Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2016) (2016)

2012

4. Dealer Intermediation between Markets
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (4)
   See also Journal Article DEALER INTERMEDIATION BETWEEN MARKETS, Journal of the European Economic Association, European Economic Association (2015) View citations (27) (2015)

2010

5. For Rich or for Poor: When does Uncovered Interest Parity Hold?
   Working Papers, Toronto Metropolitan University, Department of Economics View citations (2)

2009

6. Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs
   Working Papers, Toronto Metropolitan University, Department of Economics View citations (5)
   Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2007) View citations (6)
   See also Journal Article Solving exchange rate puzzles with neither sticky prices nor trade costs, Journal of International Money and Finance, Elsevier (2010) View citations (32) (2010)

2008

7. A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (19)
8. Private Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)

2007

9. A Theory of Retirement
   PGDA Working Papers, Program on the Global Demography of Aging View citations (16)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (17)
10. Benchmark status in fixed-income asset markets
    Post-Print, HAL View citations (46)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2007) View citations (40)
    See also Journal Article Benchmark Status in Fixed‐Income Asset Markets, Journal of Business Finance & Accounting, Wiley Blackwell (2007) View citations (11) (2007)

2006

11. An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets
    Research Technical Papers, Central Bank of Ireland View citations (4)
12. Demographic Change, Social Security Systems, and Savings
    PGDA Working Papers, Program on the Global Demography of Aging View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (36)
    See also Journal Article Demographic change, social security systems, and savings, Journal of Monetary Economics, Elsevier (2007) View citations (262) (2007)
13. The Effect of Subjective Survival Probabilities on Retirement and Wealth in the United States
    PGDA Working Papers, Program on the Global Demography of Aging View citations (30)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (42)
    See also Chapter The Effect of Subjective Survival Probabilities on Retirement and Wealth in the United States, Chapters, Edward Elgar Publishing (2007) View citations (5) (2007)

2005

14. An Information Approach to International Currencies
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
    See also Journal Article An information approach to international currencies, Journal of International Economics, Elsevier (2009) View citations (24) (2009)
15. The Effect of Improvements in Health and Longevity on Optimal Retirement and Saving
    PGDA Working Papers, Program on the Global Demography of Aging View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (33)

2004

16. Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)

2002

17. Defining Benchmark Status: An Application using Euro-Area Bonds
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (23)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (28)
18. Volatile and persistent real exchange rates without the contrivance of sticky prices
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth

2001

19. Fixed versus Flexible: Lessons from EMS Order Flow
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
    See also Journal Article Fixed versus flexible: Lessons from EMS order flow, Journal of International Money and Finance, Elsevier (2006) View citations (91) (2006)

2000

20. The Euro as an International Currency: Explaining Puzzling First Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)

1999

21. Alcohol
    Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State
22. Less of a puzzle: a new look at the forward forex market
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
    Also in Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (32)
    See also Journal Article Less of a puzzle: a new look at the forward forex market, Journal of International Economics, Elsevier (2002) View citations (36) (2002)

1995

23. Liquidity in the Forward Exchange Market
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (1)
    See also Journal Article Liquidity in the forward exchange market, Journal of Empirical Finance, Elsevier (2001) View citations (7) (2001)
24. Liquidity in the Forward Exchange Market: Technical Appendix Abstract: This appendix provides two fully worked out examples of solving nonlinear stochastic first order efficiency conditions using methods of Chrisiano (1990, 1991)
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth

1992

25. Covered Purchasing Power Parity, Ex-Ante PPP and Risk Aversion
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    See also Journal Article Covered Purchasing Power Parity, Ex‐ante PPP and Risk Aversion, Journal of Business Finance & Accounting, Wiley Blackwell (1997) (1997)
26. Monetary Policy in Stage Two of EMU
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

1991

27. Financial Innovation and the Neutrality of Money
    CEPR Discussion Papers, C.E.P.R. Discussion Papers

1984

28. Intertemporal disequilibrium in an open economy
    Working Papers, School of Economics, University College Dublin

1983

29. Demand management with rationing
    Working Papers, School of Economics, University College Dublin
    See also Journal Article Demand Management with Rationing, Economic Journal, Royal Economic Society (1985) (1985)
30. Money wages and employment - revisited
    Working Papers, School of Economics, University College Dublin

Journal Articles

2019

1. Dealer activity and macro fundamentals – New evidence from hybrid exchange rate models
   Journal of International Money and Finance, 2019, 95, (C), 363-378 View citations (2)
2. Expectation errors in the foreign exchange market
   Journal of International Money and Finance, 2019, 95, (C), 44-51 View citations (5)

2016

3. Downsized FX markets: causes and implications
   BIS Quarterly Review, 2016 View citations (20)
4. US Dollar Carry Trades in the Era of "Cheap Money"
   Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (5), 374-404
   See also Working Paper US Dollar Carry Trades in the Era of “Cheap Money”, MPRA Paper (2016) View citations (1) (2016)

2015

5. Carry Trade e Risco Cambial: um Conto de Dois Fatores
   Revista Brasileira de Economia - RBE, 2015, 69, (4) View citations (3)
6. DEALER INTERMEDIATION BETWEEN MARKETS
   Journal of the European Economic Association, 2015, 13, (5), 770-804 View citations (27)
   See also Working Paper Dealer Intermediation between Markets, Swiss Finance Institute Research Paper Series (2012) View citations (4) (2012)

2014

7. Optimal Retirement with Increasing Longevity
   Scandinavian Journal of Economics, 2014, 116, (3), 838-858 View citations (53)

2013

8. IS HUMAN DEVELOPMENT MULTIDIMENSIONAL?
   Journal of International Development, 2013, 25, (4), 445-455 View citations (1)
9. Non-parametric estimation of data dimensionality prior to data compression: the case of the human development index
   Journal of Applied Statistics, 2013, 40, (9), 1853-1863 View citations (3)

2012

10. When does uncovered interest parity hold?
    Journal of International Money and Finance, 2012, 31, (4), 865-879 View citations (25)

2011

11. Commonality in returns, order flows, and liquidity in the Greek stock market
    The European Journal of Finance, 2011, 17, (7), 577-587 View citations (3)
12. On the sources of private information in FX markets
    Journal of Banking & Finance, 2011, 35, (5), 1250-1262 View citations (30)
13. Order Flow and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set
    Journal of Money, Credit and Banking, 2011, 43, (8), 1599-1624 View citations (8)
    Also in Journal of Money, Credit and Banking, 2011, 43, (8), 1599-1624 (2011) View citations (52)

2010

14. International order flows: Explaining equity and exchange rate returns
    Journal of International Money and Finance, 2010, 29, (2), 358-386 View citations (42)
15. Solving exchange rate puzzles with neither sticky prices nor trade costs
    Journal of International Money and Finance, 2010, 29, (6), 1151-1170 View citations (32)
    See also Working Paper Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs, Working Papers (2009) View citations (5) (2009)

2009

16. An information approach to international currencies
    Journal of International Economics, 2009, 79, (2), 211-221 View citations (24)
    See also Working Paper An Information Approach to International Currencies, NBER Working Papers (2005) View citations (12) (2005)

2008

17. Volatile and persistent real exchange rates with or without sticky prices
    Journal of Monetary Economics, 2008, 55, (2), 423-433 View citations (8)

2007

18. Benchmark Status in Fixed‐Income Asset Markets
    Journal of Business Finance & Accounting, 2007, 34, (9‐10), 1615-1634 View citations (11)
    See also Working Paper Benchmark status in fixed-income asset markets, Post-Print (2007) View citations (46) (2007)
19. Demographic change, social security systems, and savings
    Journal of Monetary Economics, 2007, 54, (1), 92-114 View citations (262)
    See also Working Paper Demographic Change, Social Security Systems, and Savings, PGDA Working Papers (2006) View citations (15) (2006)

2006

20. Fixed versus flexible: Lessons from EMS order flow
    Journal of International Money and Finance, 2006, 25, (4), 551-579 View citations (91)
    See also Working Paper Fixed versus Flexible: Lessons from EMS Order Flow, NBER Working Papers (2001) View citations (28) (2001)

2002

21. How has the euro changed the foreign exchange market?
    (The distribution of realized exchange rate volatility)
    Economic Policy, 2002, 17, (34), 149-192 View citations (32)
22. Less of a puzzle: a new look at the forward forex market
    Journal of International Economics, 2002, 58, (2), 387-411 View citations (36)
    See also Working Paper Less of a puzzle: a new look at the forward forex market, Economics Department Working Paper Series (1999) (1999)
23. The euro as an international currency: explaining puzzling first evidence from the foreign exchange markets
    Journal of International Money and Finance, 2002, 21, (3), 351-383 View citations (19)

2001

24. Liquidity in the forward exchange market
    Journal of Empirical Finance, 2001, 8, (2), 157-170 View citations (7)
    See also Working Paper Liquidity in the Forward Exchange Market, Economics Department Working Paper Series (1995) View citations (1) (1995)
25. The spot-forward relationship revisited: an ERM perspective
    Journal of International Financial Markets, Institutions and Money, 2001, 11, (1), 29-52 View citations (4)

2000

26. Black and official exchange rates in the Pacific Basin: some tests of dynamic behaviour
    Applied Financial Economics, 2000, 10, (4), 361-369 View citations (17)

1997

27. Covered Purchasing Power Parity, Ex‐ante PPP and Risk Aversion
    Journal of Business Finance & Accounting, 1997, 24, (3), 397-412
    See also Working Paper Covered Purchasing Power Parity, Ex-Ante PPP and Risk Aversion, CEPR Discussion Papers (1992) View citations (3) (1992)

1995

28. A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency Baillie and Bollerslev revisited
    Economics Letters, 1995, 47, (2), 131-135 View citations (10)
29. Speculative Efficiency on the London Metal Exchange
    The Manchester School of Economic & Social Studies, 1995, 63, (3), 235-56 View citations (22)

1994

30. Testing for Unbiasedness in Forward Markets
    The Manchester School of Economic & Social Studies, 1994, 62, 67-78 View citations (18)

1989

31. Dual exchange rates, capital controls, and sticky prices
    Journal of International Money and Finance, 1989, 8, (4), 547-558
32. Inventories in the Open Economy Macro Model: A Disequilibrium Analysis
    The Review of Economic Studies, 1989, 56, (1), 157-162 View citations (1)

1985

33. Demand Management with Rationing
    Economic Journal, 1985, 95, (377), 73-86
    See also Working Paper Demand management with rationing, Working Papers (1983) (1983)

Chapters

2007

1. The Effect of Subjective Survival Probabilities on Retirement and Wealth in the United States
   Chapter 4 in Population Aging, Intergenerational Transfers and the Macroeconomy, 2007 View citations (5)
   See also Working Paper The Effect of Subjective Survival Probabilities on Retirement and Wealth in the United States, Program on the Global Demography of Aging (2006) View citations (30) (2006)