IDEAS home Printed from https://ideas.repec.org/f/pth302.html
   My authors  Follow this author

Charles Phipps Thomas

Not to be confused with: Charles J. Thomas

Personal Details

First Name:Charles
Middle Name:Phipps
Last Name:Thomas
Suffix:
RePEc Short-ID:pth302
[This author has chosen not to make the email address public]

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2014. "Uncovered Equity Parity and Rebalancing in International Portfolios," International Finance Discussion Papers 1103, Board of Governors of the Federal Reserve System (U.S.).
  2. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock, 2013. "On returns differentials," International Finance Discussion Papers 1077, Board of Governors of the Federal Reserve System (U.S.).
  3. Daniel O. Beltran & Lawrence R. Cordell & Charles P. Thomas, 2013. "Asymmetric Information and the Death of ABS CDOs," International Finance Discussion Papers 1075, Board of Governors of the Federal Reserve System (U.S.).
  4. Corinne Land & Jaime R. Marquez & Charles P. Thomas, 2012. "International relative price levels: a look under the hood," International Finance Discussion Papers 1055, Board of Governors of the Federal Reserve System (U.S.).
  5. Stephanie E. Curcuru & Charles P. Thomas, 2012. "The return on U.S. direct investment at home and abroad," International Finance Discussion Papers 1057, Board of Governors of the Federal Reserve System (U.S.).
  6. Daniel O. Beltran & Maxwell Kretchmer & Jaime R. Marquez & Charles P. Thomas, 2012. "Foreign holdings of U.S. Treasuries and U.S. Treasury yields," International Finance Discussion Papers 1041, Board of Governors of the Federal Reserve System (U.S.).
  7. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011. "U.S. International Equity Investment and Past and Prospective Returns," NBER Working Papers 16677, National Bureau of Economic Research, Inc.
  8. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011. "U.S. international equity investment and past prospective returns," International Finance Discussion Papers 1016, Board of Governors of the Federal Reserve System (U.S.).
  9. Daniel O. Beltran & Charles P. Thomas, 2010. "Could asymmetric information alone have caused the collapse of private-label securitization?," International Finance Discussion Papers 1010, Board of Governors of the Federal Reserve System (U.S.).
  10. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock, 2008. "Current account sustainability and relative reliability," International Finance Discussion Papers 947, Board of Governors of the Federal Reserve System (U.S.).
  11. Carol C. Bertaut & Steven B. Kamin & Charles P. Thomas, 2008. "How long can the unsustainable U.S. current account deficit be sustained?," International Finance Discussion Papers 935, Board of Governors of the Federal Reserve System (U.S.).
  12. Sean Fahle & Jaime R. Marquez & Charles P. Thomas, 2008. "Measuring U.S. international relative prices: a WARP view of the world," International Finance Discussion Papers 917, Board of Governors of the Federal Reserve System (U.S.).
  13. Daniel O. Beltran & Laurie Pounder DeMarco & Charles P. Thomas, 2008. "Foreign exposure to asset-backed securities of U.S. origin," International Finance Discussion Papers 939, Board of Governors of the Federal Reserve System (U.S.).
  14. Jaime R. Marquez & Charles P. Thomas, 2006. "Measurement matters for modeling U.S. import prices," International Finance Discussion Papers 883, Board of Governors of the Federal Reserve System (U.S.).
  15. Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2004. "The Performance of International Equity Portfolios," International Finance Discussion Papers 817, Board of Governors of the Federal Reserve System (U.S.).
  16. William R. Melick & Charles P. Thomas, 1996. "Using options prices to infer PDF'S for asset prices: an application to oil prices during the Gulf crisis," International Finance Discussion Papers 541, Board of Governors of the Federal Reserve System (U.S.).
  17. Michael P. Leahy & Charles P. Thomas, 1996. "The sovereignty option: the Quebec referendum and market views on the Canadian dollar," International Finance Discussion Papers 555, Board of Governors of the Federal Reserve System (U.S.).
  18. Charles P. Thomas, 1993. "The role of fiscal policy in an incomplete markets framework," International Finance Discussion Papers 451, Board of Governors of the Federal Reserve System (U.S.).
  19. William R. Melick & Charles P. Thomas, 1992. "War and peace: recovering the market's probability distribution of crude oil futures prices during the Gulf crisis," International Finance Discussion Papers 437, Board of Governors of the Federal Reserve System (U.S.).
  20. Ellen E. Meade & Charles P. Thomas, 1991. "Using external sustainability to forecast the dollar," International Finance Discussion Papers 398, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Thomas R. Bollinger & William R. Melick & Charles P. Thomas, 2023. "Principled pasting: attaching tails to risk-neutral probability density functions recovered from option prices," Quantitative Finance, Taylor & Francis Journals, vol. 23(12), pages 1751-1768, November.
  2. Beltran, Daniel O. & Cordell, Larry & Thomas, Charles P., 2017. "Asymmetric information and the death of ABS CDOs," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 1-14.
  3. Curcuru, Stephanie E. & Thomas, Charles P. & Warnock, Francis E. & Wongswan, Jon, 2014. "Uncovered Equity Parity and rebalancing in international portfolios," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 86-99.
  4. Beltran, Daniel O. & Kretchmer, Maxwell & Marquez, Jaime & Thomas, Charles P., 2013. "Foreign holdings of U.S. Treasuries and U.S. Treasury yields," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1120-1143.
  5. Curcuru, Stephanie E. & Thomas, Charles P. & Warnock, Francis E., 2013. "On returns differentials," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 1-25.
  6. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011. "US International Equity Investment and Past and Prospective Returns," American Economic Review, American Economic Association, vol. 101(7), pages 3440-3455, December.
  7. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock, 2009. "Current Account Sustainability and Relative Reliability," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 5(1), pages 67-109.
  8. Charles P. Thomas & Jaime Marquez, 2009. "Measurement matters for modelling US import prices This article is a U.S. Government work and is in the public domain in the U.S.A," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(2), pages 120-138.
  9. Carol C Bertaut & Steven B Kamin & Charles P Thomas, 2009. "How Long Can the Unsustainable U.S. Current Account Deficit Be Sustained?," IMF Staff Papers, Palgrave Macmillan, vol. 56(3), pages 596-632, August.
  10. Charles P. Thomas & Jaime Marquez & Sean Fahle, 2009. "Measures Of International Relative Prices For China And The Usa," Pacific Economic Review, Wiley Blackwell, vol. 14(3), pages 376-397, August.
  11. Melick, William R. & Thomas, Charles P., 1997. "Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 32(1), pages 91-115, March.
  12. Charles P. Thomas, 1995. "U.S. international transactions in 1994," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue May, pages 407-418.
  13. Charles P. Thomas, 1995. "The Role of Fiscal Policy in an Incomplete Markets Framework," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 62(3), pages 449-468.
  14. Charles P. Thomas, 1987. "U. S. international transactions in 1986," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue May, pages 321-329.

Chapters

  1. Charles P Thomas, 2017. "Residency and Nationality: A view from 10,000 feet," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Assessing international capital flows after the crisis, volume 42, Bank for International Settlements.
  2. E Curcuru & Charles P Thomas & Francis E Warnock, 2015. "Cross-border portfolios: assets, liabilities, and non-flow adjustments," BIS Papers chapters, in: Bank for International Settlements (ed.), Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, volume 82, pages 7-24, Bank for International Settlements.
  3. Stephanie E. Curcuru & Charles P. Thomas, 2014. "The Return on U.S. Direct Investment at Home and Abroad," NBER Chapters, in: Measuring Wealth and Financial Intermediation and Their Links to the Real Economy, pages 205-230, National Bureau of Economic Research, Inc.
  4. Charles Thomas & Jaime Marquez, 2013. "Weighted Average Relative Price (WARP)," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., volume 36, pages 340-350, Bank for International Settlements.
  5. Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock, 2009. "Current Account Sustainability and Relative Reliability," NBER Chapters, in: NBER International Seminar on Macroeconomics 2008, pages 67-109, National Bureau of Economic Research, Inc.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 14 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-OPM: Open Economy Macroeconomics (7) 2008-02-16 2008-08-06 2008-09-13 2008-11-04 2012-09-30 2014-03-15 2014-06-22. Author is listed
  2. NEP-CBA: Central Banking (4) 2008-02-16 2008-08-06 2008-09-13 2008-11-04
  3. NEP-FMK: Financial Markets (4) 2006-07-09 2006-08-12 2012-03-21 2013-04-13
  4. NEP-IFN: International Finance (3) 2004-10-21 2011-04-02 2014-06-22
  5. NEP-CTA: Contract Theory and Applications (2) 2010-11-27 2013-04-13
  6. NEP-FIN: Finance (2) 2006-07-09 2006-08-12
  7. NEP-CFN: Corporate Finance (1) 2006-08-12
  8. NEP-RMG: Risk Management (1) 2006-07-09

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, Charles Phipps Thomas 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.