2019

Krohn, Ingomar and Moore, Michael J. (2019) Dealer activity and macro fundamentals – New evidence from hybrid exchange rate models. Journal of International Money and Finance, 95 . pp. 363-378. doi:10.1016/j.jimonfin.2018.03.007

Ferreira, Alex Luiz, Moore, Michael J. and Mukherjee, Satrajit (2019) Expectation errors in the foreign exchange market. Journal of International Money and Finance, 95 . pp. 44-51. doi:10.1016/j.jimonfin.2019.03.005

2018

2016

Moore, Michael J., Schrimpf, Andreas and Sushko, Vladyslav (2016) Downsized FX markets : causes and implications. BIS Quarterly Review .

Erdős, Péter L., Li, Youwei, Moore, Michael J. and Shehadeh, Ali (2016) US Dollar carry trades in the era of “cheap money”. Czech Journal of Economics and Finance, 66 (5). pp. 374-404.

2015

Dunne, Peter G., Hau, Harald and Moore, Michael J. (2015) Dealer intermediation between markets. Journal of the European Economic Association, 13 (5). pp. 770-804. doi:10.1111/jeea.12118

Ferreira, Alex Luiz and Moore, Michael J. (2015) Carry trade e risco cambial : um conto de dois fatores. Revista Brasileira de Economia, 69 (4). pp. 429-449. doi:10.5935/0034-7140.20150020

2014

Bloom, David E., Canning, David and Moore, Michael J. (2014) Optimal retirement with increasing longevity. The Scandinavian Journal of Economics, 116 (3). pp. 838-858. doi:10.1111/sjoe.12060

2013

Canning, David, French, Declan and Moore, Michael J. (2013) Non-parametric estimation of data dimensionality prior to data compression : the case of the human development index. Journal of Applied Statistics, Volume 40 (Number 9). pp. 1853-1863. doi:10.1080/02664763.2013.798629

French, Declan, Moore, Michael J. and Canning, David (2013) Is human development multidimensional? Journal of International Development, 25 (4). pp. 445-455. doi:10.1002/jid.2811

2012

Moore, Michael J. and Roche, Maurice J. (2012) When does uncovered interest parity hold? Journal of International Money and Finance, Volume 31 (Number 4). pp. 865-879. doi:10.1016/j.jimonfin.2012.01.005

2011

Chinn, Menzie David and Moore, Michael J. (2011) Order flow and the monetary model of exchange rates: evidence from a novel data set. Journal of Money, Credit and Banking, Volume 43 (Number 8). pp. 1599-1624. doi:10.1111/j.1538-4616.2011.00460.x

Moore, Michael J. and Payne, Richard (2011) On the sources of private information in FX markets. Journal of Banking & Finance, Volume 35 (Number 5). pp. 1250-1262. doi:10.1016/j.jbankfin.2010.10.013

2010

Moore, Michael J. and Roche, Maurice J. (2010) Solving exchange rate puzzles with neither sticky prices nor trade costs. Journal of International Money and Finance, Volume 29 (Number 6). pp. 1151-1170. doi:10.1016/j.jimonfin.2010.02.008

Dunne, Peter G., Moore, Michael J. and Papavassiliou, Vasileios G. (2010) Commonality in returns, order flows, and liquidity in the Greek stock market. The European Journal of Finance, Volume 17 (Number 7). pp. 577-587. doi:10.1080/1351847X.2010.505725

Dunne, Peter, Hau, Harald and Moore, Michael J. (2010) International order flows : explaining equity and exchange rate returns. Journal of International Money and Finance, Volume 29 (Number 2). pp. 358-386. doi:10.1016/j.jimonfin.2008.12.012

2009

Lyons, Richard K. and Moore, Michael J. (2009) An information approach to international currencies. Journal of International Economics, Volume 79 (Number 2). pp. 211-221. doi:10.1016/j.jinteco.2009.08.003

2008

Moore, Michael J. and Roche, Maurice J. (2008) Volatile and persistent real exchange rates with or without sticky prices. Journal of Monetary Economics, Volume 55 (Number 2). pp. 423-433. doi:10.1016/j.jmoneco.2007.01.001