NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Richard M. Levich

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers

July 2012FX Counterparty Risk and Trading Activity in Currency Forward and Futures Markets
w18256
January 2010Detecting Crowded Trades in Currency Funds
with Momtchil Pojarliev: w15698
December 2008Predictability and 'Good Deals' in Currency Markets
with Valerio Poti: w14597
September 2008Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers
with Momtchil Pojarliev: w14355
December 2007Do Professional Currency Managers Beat the Benchmark?
with Momtchil Pojarliev: w13714
April 1993Internationally Diversified Bond Portfolios: The Merits of Active Currency Risk Management
with Lee R. Thomas: w4340
August 1991The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach
with Lee R. Thomas: w3818
January 1991International Accounting Diversity: Does it Impact Market Participants?
with Frederick D.S. Choi: w3590
August 1989Synthetic Eurocurrency Interest Rate Futures Contracts: Theory and Evidence
with Annie Koh: w3055
June 1989The Euromarkets after 1992
w3003
June 1987On the Definition and Magnitude of Recent Capital Flight
with Robert E. Cumby: w2275
Developing the ECU Markets: Perspectives on Financial Innovation
w2276
Financial Innovations in International Financial Markets
w2277
April 1986Empirical Studies of Exchange Rates: Price Behavior, Rate Determinationand Market Efficiency
w1112
August 1984Securities Activities of U.S. Commercial Bank Affiliates: Lessons from the International Financial Markets
w1428
April 1979Analyzing the Accuracy of Foreign Exchange Advisory Services: Theory AndEvidence
w0336

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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