William R. Melick

1.1k total citations
27 papers, 710 citations indexed

About

William R. Melick is a scholar working on General Economics, Econometrics and Finance, Finance and Economics and Econometrics. According to data from OpenAlex, William R. Melick has authored 27 papers receiving a total of 710 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in General Economics, Econometrics and Finance, 15 papers in Finance and 15 papers in Economics and Econometrics. Recurrent topics in William R. Melick's work include Monetary Policy and Economic Impact (16 papers), Market Dynamics and Volatility (10 papers) and Global Financial Crisis and Policies (8 papers). William R. Melick is often cited by papers focused on Monetary Policy and Economic Impact (16 papers), Market Dynamics and Volatility (10 papers) and Global Financial Crisis and Policies (8 papers). William R. Melick collaborates with scholars based in United States, Netherlands and Switzerland. William R. Melick's co-authors include Charles R. Thomas, Gabriele Galati, Hali J. Edison, Joseph E. Gagnon, Marian Micu, John B. Carlson, Ben R. Craig, Owen F. Humpage and Thomas Bollinger and has published in prestigious journals such as Journal of Financial and Quantitative Analysis, Journal of International Money and Finance and Quantitative Finance.

In The Last Decade

William R. Melick

25 papers receiving 635 citations

Peers

William R. Melick
Chris Otrok United States
Jérôme Lahaye United States
Roger Craine United States
Kostas Giannopoulos United Kingdom
Taeyoung Doh United States
William R. Melick
Citations per year, relative to William R. Melick William R. Melick (= 1×) peers Bruno Feunou

Countries citing papers authored by William R. Melick

Since Specialization
Citations

This map shows the geographic impact of William R. Melick's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by William R. Melick with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites William R. Melick more than expected).

Fields of papers citing papers by William R. Melick

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by William R. Melick. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by William R. Melick. The network helps show where William R. Melick may publish in the future.

Co-authorship network of co-authors of William R. Melick

This figure shows the co-authorship network connecting the top 25 collaborators of William R. Melick. A scholar is included among the top collaborators of William R. Melick based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with William R. Melick. William R. Melick is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Bollinger, Thomas, William R. Melick, & Charles R. Thomas. (2023). Principled pasting: attaching tails to risk-neutral probability density functions recovered from option prices. Quantitative Finance. 23(12). 1751–1768.
2.
Melick, William R.. (2014). The Energy Boom and Manufacturing in the United States. International Finance Discussion Paper. 2014.0(1108). 1–22. 4 indexed citations
3.
Galati, Gabriele, et al.. (2007). Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide. International Journal of Finance & Economics. 12(2). 225–247. 8 indexed citations
4.
Carlson, John B., et al.. (2006). FOMC Communications and the Predictability of Near-Term Policy Decisions. Economic Commentary (Federal Reserve Bank of Cleveland). 1–4. 25 indexed citations
5.
Melick, William R.. (2006). Global Capital Markets: Integration, Crisis, and Growth – by Maurice Obstfeld and Alan M. Taylor. Review of International Economics. 14(3). 529–531. 1 indexed citations
6.
Galati, Gabriele & William R. Melick. (2006). The Evolving Inflation Process: An Overview. SSRN Electronic Journal. 22 indexed citations
7.
Carlson, John B., Ben R. Craig, & William R. Melick. (2005). Recovering market expectations of FOMC rate changes with options on federal funds futures. Journal of Futures Markets. 25(12). 1203–1242. 19 indexed citations
8.
Galati, Gabriele, William R. Melick, & Marian Micu. (2005). Foreign exchange market intervention and expectations: The yen/dollar exchange rate. Journal of International Money and Finance. 24(6). 982–1011. 68 indexed citations
9.
Carlson, John B., et al.. (2003). An Option for Anticipating Fed Action. Economic Commentary (Federal Reserve Bank of Cleveland). 1–4. 4 indexed citations
10.
Galati, Gabriele & William R. Melick. (2002). Central bank intervention and market expectations. RePEc: Research Papers in Economics. 41 indexed citations
11.
Galati, Gabriele & William R. Melick. (1999). Perceived Central Bank Intervention and Market Expectations: An Empirical Study of the Yen/Dollar Exchange Rate, 1993-96. SSRN Electronic Journal. 49 indexed citations
12.
Edison, Hali J. & William R. Melick. (1999). Alternative approaches to real exchange rates and real interest rates: three up and three down. International Journal of Finance & Economics. 4(2). 93–111. 50 indexed citations
13.
Melick, William R. & Charles R. Thomas. (1997). Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil During the Gulf Crisis. SSRN Electronic Journal. 11 indexed citations
14.
Edison, Hali J., Joseph E. Gagnon, & William R. Melick. (1997). Understanding the empirical literature on purchasing power parity: the post-Bretton Woods era. Journal of International Money and Finance. 16(1). 1–17. 102 indexed citations
15.
Melick, William R.. (1996). Estimation of Speculative Attack Models: Mexico Yet Again. SSRN Electronic Journal. 3 indexed citations
16.
Thomas, Charles R. & William R. Melick. (1996). Using Options Prices to Infer PDF's for Asset Prices: An Application to Oil Prices During the Gulf Crisis. International Finance Discussion Paper. 1996.0(541). 1–41. 6 indexed citations
17.
Edison, Hali J. & William R. Melick. (1995). Alternative Approaches to Real Exchange Rates and Real Interest Rates: Three Up and Three Down. International Finance Discussion Paper. 1995.0(518). 1–36. 9 indexed citations
18.
Thomas, Charles R. & William R. Melick. (1992). War and Peace: Recovering the Market's Probability Distribution of Crude Oil Futures Prices During the Gulf Crisis. International Finance Discussion Paper. 1992.0(437). 1–49. 1 indexed citations
19.
Melick, William R.. (1988). U.S. international transactions in 1987. Federal Reserve Bulletin. 279–288. 1 indexed citations
20.
Melick, William R.. (1987). Collapsing exchange rate regimes under governmental optimization. OhioLink ETD Center (Ohio Library and Information Network). 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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