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John F. O. Bilson

Personal Details

First Name:John
Middle Name:F. O.
Last Name:Bilson
Suffix:
RePEc Short-ID:pbi173
[This author has chosen not to make the email address public]
http://stuart.iit.edu
Stuart School of Business Illinois Institute of Technology 10 W. 35th Street Chicago, IL 60616
708 856 1884

Affiliation

Stuart Graduate School of Business
Illinois Institute of Technology

Chicago, Illinois (United States)
http://www.stuart.iit.edu/
RePEc:edi:sbiitus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. John F. O. Bilson & David A. Hsieh, 1983. "The Profitability of Currency Speculation," NBER Working Papers 1197, National Bureau of Economic Research, Inc.
  2. John F. O. Bilson, 1981. "Profitability and Stability in International Currency Markets," NBER Working Papers 0664, National Bureau of Economic Research, Inc.
  3. John F. O. Bilson, 1980. "The "Speculative Efficiency" Hypothesis," NBER Working Papers 0474, National Bureau of Economic Research, Inc.
  4. John F. O. Bilson & Jacob A. Frenkel, 1979. "Dynamic Adjustment and the Demand for International Reserves," NBER Working Papers 0407, National Bureau of Economic Research, Inc.

Articles

  1. Jinghua Wang & John Bilson, 2017. "An Empirical Investigation of Eastern European Bond Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(1), pages 199-212, January.
  2. Marat Molyboga & Seungho Baek & John F. O. Bilson, 2017. "Assessing hedge fund performance with institutional constraints: evidence from CTA funds," Journal of Asset Management, Palgrave Macmillan, vol. 18(7), pages 547-565, December.
  3. Jinghua Wang & John Bilson, 2016. "Bond Portfolio Allocations in South Africa Emerging Markets," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 5(1), pages 73-80, January.
  4. Baek, Seungho & Bilson, John F.O., 2015. "Size and value risk in financial firms," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 295-326.
  5. Bilson, John F.O. & Kang, Sang Baum & Luo, Hong, 2015. "The term structure of implied dividend yields and expected returns," Economics Letters, Elsevier, vol. 128(C), pages 9-13.
  6. Ender Su & John Bilson, 2011. "Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index," Applied Economics, Taylor & Francis Journals, vol. 43(26), pages 3891-3905.
  7. Bilson, John F.O. & Cernauskas, Deborah, 2007. "Currency and credit markets," Journal of International Money and Finance, Elsevier, vol. 26(7), pages 1187-1205, November.
  8. Bilson, John F. O. & Hsieh, David A., 1987. "The profitability of currency speculation," International Journal of Forecasting, Elsevier, vol. 3(1), pages 115-130.
  9. Bilson, John F O, 1985. "Macroeconomic Stability and Flexible Exchange Rates," American Economic Review, American Economic Association, vol. 75(2), pages 62-67, May.
  10. Bilson, John F O, 1984. "Purchasing Power Parity as a Trading Strategy," Journal of Finance, American Finance Association, vol. 39(3), pages 715-724, July.
  11. John F. O. Bilson & A. W. Hooke, 1983. "Overview," IMF Staff Papers, Palgrave Macmillan, vol. 30(1), pages 185-207, March.
  12. John F. O. Bilson, 1982. "Civil Liberty‐An Econometric Investigation," Kyklos, Wiley Blackwell, vol. 35(1), pages 94-114, February.
  13. Bilson, John F O, 1981. "The "Speculative Efficiency" Hypothesis," The Journal of Business, University of Chicago Press, vol. 54(3), pages 435-451, July.
  14. John F. O. Bilson, 1980. "The Permanent Income Hypothesis under Rational Expectations," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 62(2), pages 319-324.
  15. Bilson, John F. O., 1980. "The rational expectations approach to the consumption function : A multi-country study," European Economic Review, Elsevier, vol. 13(3), pages 273-299, May.
  16. John F. O. Bilson, 1979. "Recent Developments in Monetary Models of Exchange Rate Determination (Evolution récente des modèles monétaires de détermination des taux de change) (Progreso reciente en el campo de los modelos m," IMF Staff Papers, Palgrave Macmillan, vol. 26(2), pages 201-223, June.
  17. Bilson, John F. O., 1979. "The deutsche mark/dollar rate : A monetary analysis," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 11(1), pages 59-101, January.
  18. Bilson, John F. O. & Frenkel, Jacob A., 1979. "International reserves: Adjustment dynamics," Economics Letters, Elsevier, vol. 4(3), pages 267-270.
  19. John F. O. Bilson, 1979. "The "Vicious Circle" Hypothesis (L'hypothèse du "cercle vicieux") (La hipótesis del "círculo vicioso")," IMF Staff Papers, Palgrave Macmillan, vol. 26(1), pages 1-37, March.
  20. Bilson, John F O, 1978. "The Current Experience with Floating Exchange Rates: An Appraisal of the Monetary Approach," American Economic Review, American Economic Association, vol. 68(2), pages 392-397, May.
  21. John F. O. Bilson, 1978. "The Monetary Approach to the Exchange Rate: Some Empirical Evidence (La théorie monétaire du taux de change: preuves empiriques) (El enfoque monetario del tipo de cambio: Algunas pruebas empíricas)," IMF Staff Papers, Palgrave Macmillan, vol. 25(1), pages 48-75, March.
  22. John F. O. Bilson, 1978. "A Dynamic Model of Devaluation," Canadian Journal of Economics, Canadian Economics Association, vol. 11(2), pages 194-209, May.

Chapters

  1. John F. O. Bilson, 2005. "Parsimonious Value at Risk for Fixed Income Portfolios," Springer Books, in: Michael Frenkel & Markus Rudolf & Ulrich Hommel (ed.), Risk Management, edition 0, pages 125-141, Springer.
  2. John F. O. Bilson & Richard C. Marston, 1984. "Introduction," NBER Chapters, in: Exchange Rate Theory and Practice, pages 1-10, National Bureau of Economic Research, Inc.
  3. John F. O. Bilson, 1984. "Exchange Rate Dynamics," NBER Chapters, in: Exchange Rate Theory and Practice, pages 175-196, National Bureau of Economic Research, Inc.
  4. John F. O. Bilson, 1981. "The Rational Expectations Approach to the Consumption Function: A Multi-country Study," NBER Chapters, in: International Seminar on Macroeconomics 1979, pages 273-299, National Bureau of Economic Research, Inc.

Books

  1. Bilson, John F. & Marston, Richard C. (ed.), 1988. "Exchange Rate Theory and Practice," National Bureau of Economic Research Books, University of Chicago Press, edition 1, number 9780226050973, September.
  2. John F. O. Bilson & Richard C. Marston, 1984. "Exchange Rate Theory and Practice," NBER Books, National Bureau of Economic Research, Inc, number bils84-1.

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