NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Richard M. Levich

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers

July 2012FX Counterparty Risk and Trading Activity in Currency Forward and Futures Markets
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January 2010Detecting Crowded Trades in Currency Funds
with Momtchil Pojarliev, Richard M. Levich: w15698

Published: "Detecting Crowded Trades in Currency Funds," Financial Analysts Journal , Jan./Feb. 2011, pp. 26- 39. (with Momtchil Pojarliev)

December 2008Predictability and 'Good Deals' in Currency Markets
with Richard M. Levich, Valerio Poti: w14597
September 2008Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers
with Momtchil Pojarliev, Richard M. Levich: w14355

Published: Pojarliev, Momtchil & Levich, Richard M., 2010. "Trades of the living dead: Style differences, style persistence and performance of currency fund managers," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1752-1775, December. citation courtesy of

December 2007Do Professional Currency Managers Beat the Benchmark?
with Momtchil Pojarliev, Richard M. Levich: w13714

Published: Do Professional Currency Managers Beat the Benchmark? Review by: Momtchil Pojarliev and Richard M. Levich Financial Analysts Journal , Vol. 64, No. 5 (Sep. - Oct., 2008), pp. 18-32 Published by: CFA Institute Article Stable URL: http://www.jstor.org/stable/40390336

April 1993Internationally Diversified Bond Portfolios: The Merits of Active Currency Risk Management
with Richard M. Levich, Lee R. Thomas: w4340

Published: Financial Analysts Journal, vol. 49, 1993, pp.63-70.

August 1991The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach
with Richard M. Levich, Lee R. Thomas: w3818

Published: Journal of International Money and Finance, Vol. 12, no. 5, October 1993p. 451-474

January 1991International Accounting Diversity: Does it Impact Market Participants?
with Frederick D.S. Choi, Richard M. Levich: w3590

Published: "International Accounting Diversity: Does it Affect Market Participants?" From Financial Analysts Journal, Vol. 47, No. 4, pp. 73-82, (July/August 1991).

August 1989Synthetic Eurocurrency Interest Rate Futures Contracts: Theory and Evidence
with Annie Koh, Richard M. Levich: w3055

Published: Japan, Europe, and Internaitonal Financial Markets: Analytical and Empirical Perspectives, 1994, Ed. Ryuzo Sato, Richard M. Levich, Rama Ramachand Cambridge University Press: New York, pp.147-175.

June 1989The Euromarkets after 1992
w3003

Published: Dermine, Jean (ed.) European Banking in the 1990s. Oxford: Basil Blackwell Ltd., 1990.

June 1987On the Definition and Magnitude of Recent Capital Flight
with Robert E. Cumby, Richard M. Levich: w2275

Published: Cumby, Robert and Richard Levich. "On the Definition and Magnitude of Recent Capital Flight," Capital Flight and Third World Debt, eds. D. Lessard and J. Williamson. Washington, DC: Institute for International Economics, 1987.

Developing the ECU Markets: Perspectives on Financial Innovation
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Published:

  • Levich, Richard M. "Development of the ECU Markets: Perspectives on Financial Innovation," From The ECU Market: Current Developments and Future Prospects of the European Currency Unit, edited by Richard M. Levich and Andrea Sommariva, pp. 103-116. Lexington, MA: D.C. Heath and Co, 1987.
  • Levich, Richard M. "Recent International Financial Innovations: Implications For Financial Management," Journal of International Financial Management and Accounting, 1989, v1(1,Spring), 1-14.

Financial Innovations in International Financial Markets
w2277

Published:

  • Levich, Richard M. "Financial Innovations in International Financial Markets," The Changing Role of the United States and the World Economy, ed. by M. Feldstein. Chicago: UCP, 1987.
  • Levich, Richard M. "Recent International Financial Innovations: Implications For Financial Management," Journal of International Financial Management and Accounting, 1989, v1(1,Spring), 1-14.
  • Financial Innovations in International Financial Markets, Richard M. Levich, E. Gerald Corrigan, Charles S. Sanford, Jr., George J. Votja. in The United States in the World Economy, Feldstein. 1988

April 1986Empirical Studies of Exchange Rates: Price Behavior, Rate Determinationand Market Efficiency
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Published: Levich, Richard M. "Empirical Studies of Exchange Rates: Price Behavior, Rate Determination and Market Efficiency." Handbook of International Economics, edited by Ronald W. Jones and Peter B. Kenen, pp. 979-1040. Amsterdam: Elsevier Science Publishers, B.V., 1985.

August 1984Securities Activities of U.S. Commercial Bank Affiliates: Lessons from the International Financial Markets
w1428

Published: Levich, Richard M. "A View from the International Capital Markets." Deregulating Wall Street: Commercial Bank Penetration of the Corporate Securities Market, edited by Ingo Walter, pp. 255-292. John Wiley Inc., New York , 1985.

April 1979Analyzing the Accuracy of Foreign Exchange Advisory Services: Theory AndEvidence
w0336

Published: Levich, Richard M. "Analyzing the Accuracy of Foreign Exchange Advisory Services: Theory and Evidence." Exchange Risk and Exposure: Current Developments in International Financial Management, ed. by Richard M. Levich and Clas G. Wihlborg, (1980). Lexington Books, Lexington, MASS.

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