Dr. David Parsley - Publications

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"Understanding real exchange rate movements with trade in intermediate products", (with Helen Popper), forthcoming, Pacific Economic Review, (February 2009 version).

"Sudden Deaths: Taking Stock of Geographic Ties", (with Mara Faccio), 2009 , Journal of Financial and Quantitative Analysis, Vol 44(3) p. 683-718.

"Search of a Euro Effect: Big Lessons from a Big Mac Meal?", (with Shang-Jin Wei), Journal of International Money and Finance, Volume 27(2), p. 260-276. (August 2007 version)

“Accounting For Real Exchange Rate Changes in East Asia", Journal of International Money and Finance, Volume 26, p. 1355-1377.

"A Prism into the PPP Puzzles: The Micro-foundations of Big Mac Real Exchange Rates", (with Shang-Jin Wei), (2007), The Economic Journal, Volume 111, 1336-1356.

1. Full version (10/29/04).

2. Feature in The Economist Magazine, June 9, 2005.

3. Appendix tables for: "A Prism into the PPP Puzzles", December 2005.

“Measuring financial integration via idiosyncratic risk: what effects are we really picking up?", (with Christian Schlag), (2007), Journal of Money, Credit, and Banking, Volume 39(5), 1267-1273.

“Exchange Rate Pegs and Exchange Rate Exposure in East and South East Asia", 2006, (with Helen Popper), Journal of International Money and Finance, Volume 25, pp. 992-1009.

“News Spillovers in the Sovereign Debt Market,” (with Amar Gande), 2005, Journal of Financial Economics, Volume 75, Number 3, p. 691-734.

“Pricing in International Markets: A ‘Small Country’ Benchmark”, 2004, Review of International Economics, Volume 12, Number 3, p. 509-524.

“Aggregate Price Changes and Dispersion: A Comparison of the Equity and Goods and Services Markets”, (with Helen Popper), 2004, Contributions to Macroeconomics, Volume 4, Number 1, Article 1, p. 1-28.

“Exchange Rate Pass-Through in a Small Open Economy: Panel Evidence from Hong Kong,” 2003, International Journal of Finance and Economics, Volume 8, Number 1, p. 1-9.

“Explaining the Border Effect: The Role of Exchange Rate Variability, Shipping Costs, and Geography,” (with Shang-Jin Wei), 2001, Journal of International Economics, Volume 55, Number 1, p. 87-106.

“Official Exchange Rate Arrangements and Real Exchange Rate Behavior,” (with Helen Popper), 2001, Journal of Money Credit and Banking, Volume 33, Number 4, p. 976-993.