IDEAS home Printed from https://ideas.repec.org/f/pal453.html
   My authors  Follow this author

Ron Alquist

Personal Details

First Name:Ron
Middle Name:
Last Name:Alquist
Suffix:
RePEc Short-ID:pal453
[This author has chosen not to make the email address public]
https://sites.google.com/site/ronalquist/
685 Third Avenue 17th Floor New York, NY 10017
Terminal Degree:2008 Economics Department; University of Michigan (from RePEc Genealogy)

Affiliation

AQR Capital Management

http://www.aqr.com
Greenwich, CT

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Ron Alquist & Karlye Dilts Stedman & R. Jay Kahn, 2022. "Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege," Research Working Paper RWP 22-08, Federal Reserve Bank of Kansas City.
  2. Olga Bilyk & Anson T. Y. Ho & Mikael Khan & Geneviève Vallée, 2020. "Household indebtedness risks in the wake of COVID‑19," Staff Analytical Notes 2020-8, Bank of Canada.
  3. Ron Alquist & Reinhard Ellwanger & Jianjian Jin, 2020. "The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News," Staff Working Papers 2020-8, Bank of Canada.
  4. Ron Alquist & Nicolas Berman & Rahul Mukherjee & Linda L. Tesar, 2018. "Financial Constraints, Institutions, and Foreign Ownership," AMSE Working Papers 1847, Aix-Marseille School of Economics, France.
  5. Ron Alquist & Gregory Bauer & Antonio Diez de los Rios, 2014. "What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?," Staff Working Papers 14-42, Bank of Canada.
  6. Rahul Mukherjee & Linda L. Tesar & Ron Alquist, 2014. "Liquidity-Driven FDI," IHEID Working Papers 17-2014, Economics Section, The Graduate Institute of International Studies, revised 11 Dec 2014.
  7. Ron Alquist & Olivier Coibion, 2014. "Commodity Price Co-Movement and Global Economic Activity," Staff Working Papers 14-32, Bank of Canada.
  8. Mr. Ron Alquist & Mr. Olivier Coibion, 2013. "The Comovement in Commodity Prices: Sources and Implications," IMF Working Papers 2013/140, International Monetary Fund.
  9. Ron Alquist & Rahul Mukherjee & Linda Tesar, 2013. "Fire-Sale FDI or Business as Usual?," Staff Working Papers 13-17, Bank of Canada.
  10. Ron Alquist & Justin-Damien Guénette, 2013. "A Blessing in Disguise: The Implications of High Global Oil Prices for the North American Market," Staff Working Papers 13-23, Bank of Canada.
  11. Ron Alquist & Benjamin Chabot, 2012. "Institutions, the cost of capital, and long-run economic growth: evidence from the 19th century capital market," Working Paper Series WP-2012-17, Federal Reserve Bank of Chicago.
  12. Ron Alquist & Lutz Kilian & Robert Vigfusson, 2011. "Forecasting the Price of Oil," Staff Working Papers 11-15, Bank of Canada.
  13. Ron Alquist & Olivier Gervais, 2011. "The Role of Financial Speculation in Driving the Price of Crude Oil," Discussion Papers 11-6, Bank of Canada.
  14. Ron Alquist & Benjamin Chabot, 2010. "Did adhering to the gold standard reduce the cost of capital?," Working Paper Series WP-2010-13, Federal Reserve Bank of Chicago.
  15. Ron Alquist, 2008. "How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange," Staff Working Papers 08-47, Bank of Canada.
  16. Kilian, Lutz & Alquist, Ron, 2007. "What Do We Learn from the Price of Crude Oil Futures?," CEPR Discussion Papers 6548, C.E.P.R. Discussion Papers.
  17. Menzie D. Chinn & Ron Alquist, 2006. "Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment," NBER Working Papers 12481, National Bureau of Economic Research, Inc.
  18. Ron Alquist & Menzie D. Chinn, 2002. "Productivity and the Euro-Dollar Exchange Rate Puzzle," NBER Working Papers 8824, National Bureau of Economic Research, Inc.

Articles

  1. Alquist, Ron & Chabot, Benjamin R. & Yamarthy, Ram, 2022. "The price of property rights: Institutions, finance, and economic growth," Journal of International Economics, Elsevier, vol. 137(C).
  2. Alquist, Ron & Bhattarai, Saroj & Coibion, Olivier, 2020. "Commodity-price comovement and global economic activity," Journal of Monetary Economics, Elsevier, vol. 112(C), pages 41-56.
  3. Ron Alquist & Reinhard Ellwanger & Jianjian Jin, 2020. "The effect of oil price shocks on asset markets: Evidence from oil inventory news," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(8), pages 1212-1230, August.
  4. Alquist, Ron & Berman, Nicolas & Mukherjee, Rahul & Tesar, Linda L., 2019. "Financial constraints, institutions, and foreign ownership," Journal of International Economics, Elsevier, vol. 118(C), pages 63-83.
  5. Alquist, Ron & Mukherjee, Rahul & Tesar, Linda, 2016. "Fire-sale FDI or business as usual?," Journal of International Economics, Elsevier, vol. 98(C), pages 93-113.
  6. Alquist, Ron & Guénette, Justin-Damien, 2014. "A blessing in disguise: The implications of high global oil prices for the North American market," Energy Policy, Elsevier, vol. 64(C), pages 49-57.
  7. Ron Alquist and Olivier Gervais, 2013. "The Role of Financial Speculation in Driving the Price of Crude Oil," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
  8. Alquist, Ron & Chabot, Benjamin, 2011. "Did gold-standard adherence reduce sovereign capital costs?," Journal of Monetary Economics, Elsevier, vol. 58(3), pages 262-272.
  9. Ron Alquist & Elif Arbatli, 2010. "Crude Oil Futures: A Crystal Ball?," Bank of Canada Review, Bank of Canada, vol. 2010(Spring), pages 3-11.
  10. Alquist, Ron, 2010. "How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange," Journal of International Economics, Elsevier, vol. 82(2), pages 219-229, November.
  11. Ron Alquist & Lutz Kilian, 2010. "What do we learn from the price of crude oil futures?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 539-573.
  12. Ron Alquist & Menzie D. Chinn, 2008. "Conventional and unconventional approaches to exchange rate modelling and assessment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 2-13.
  13. Menzie D. Chinn & Ron Alquist, 2000. "Tracking the Euro's Progress," International Finance, Wiley Blackwell, vol. 3(3), pages 357-373, November.

Chapters

  1. Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2013. "Forecasting the Price of Oil," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 427-507, Elsevier.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  2. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  3. Euclidian citation score
  4. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 29 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-INT: International Trade (12) 2013-03-16 2013-06-16 2014-12-24 2015-06-27 2015-06-27 2015-08-19 2018-02-05 2018-02-12 2018-02-19 2019-01-07 2019-01-07 2020-03-30. Author is listed
  2. NEP-ENE: Energy Economics (8) 2007-11-10 2011-06-11 2011-08-02 2011-10-15 2011-11-21 2013-07-28 2014-12-19 2020-05-18. Author is listed
  3. NEP-CFN: Corporate Finance (7) 2015-06-27 2015-06-27 2018-02-12 2018-02-19 2019-01-07 2019-01-07 2020-03-30. Author is listed
  4. NEP-CBA: Central Banking (6) 2006-09-03 2011-06-11 2011-08-02 2011-10-15 2011-11-21 2023-05-15. Author is listed
  5. NEP-IFN: International Finance (6) 2002-04-15 2006-09-03 2011-01-03 2013-03-16 2013-06-16 2023-05-15. Author is listed
  6. NEP-MAC: Macroeconomics (5) 2014-03-30 2014-08-28 2020-05-18 2020-06-15 2023-05-15. Author is listed
  7. NEP-CWA: Central and Western Asia (4) 2011-06-11 2011-08-02 2011-10-15 2011-11-21
  8. NEP-FOR: Forecasting (4) 2006-09-03 2011-06-11 2011-08-02 2011-10-15
  9. NEP-OPM: Open Economy Macroeconomics (3) 2014-03-30 2014-08-28 2023-05-15
  10. NEP-BEC: Business Economics (2) 2011-08-02 2011-11-21
  11. NEP-FMK: Financial Markets (2) 2006-09-03 2007-11-10
  12. NEP-HIS: Business, Economic and Financial History (2) 2011-01-03 2013-01-07
  13. NEP-MON: Monetary Economics (2) 2006-09-03 2023-05-15
  14. NEP-ACC: Accounting and Auditing (1) 2018-02-12
  15. NEP-BAN: Banking (1) 2015-06-27
  16. NEP-ECM: Econometrics (1) 2006-09-03
  17. NEP-EFF: Efficiency and Productivity (1) 2002-06-18
  18. NEP-ENV: Environmental Economics (1) 2020-06-15
  19. NEP-MST: Market Microstructure (1) 2009-01-03
  20. NEP-ORE: Operations Research (1) 2020-06-15
  21. NEP-RMG: Risk Management (1) 2009-01-03

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Ron Alquist should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.