Keith Pilbeam
Research
SOLE AUTHORED BOOKS
International Finance (2006) 3rd edition, Palgrave
Macmillan Texts in Economics, Macmillan,
Finance and Financial
Markets (2010), 3rd
edition, Palgrave Macmillan, London, pp.504
Exchange Rate
Management: Theory and Evidence (1991). Macmillan, London, US
Edition, St Martins Press, pp.220.
SAMPLE ARTICLES
PUBLISHED IN REFEREED JOURNALS
K.Pilbeam, J.Olmo and W.Pouliot (2011 forthcoming) “
Detecting the Presence of Insider Trading via Structural Break
Tests” Journal of Banking and
Finance.
K. Pilbeam and J. Olmo (2011 forthcoming) “Uncovered Interest Rate Parity and Exchange
Market Efficiency: A Re-Examination of the Evidence.” International Journal of Finance and
Economics.
K. Pilbeam and J. Olmo (2011) “The Forward Discount Puzzle and Market Efficiency.” Annals of Finance. vol 7, no 1, pp.119-135.
K. Pilbeam and F. Nagle (2009) “"High-Tech IPOs in the US, UK and Europe after the Dot-Com
Bubble” International Journal of
Financial Services Management,. vol 4, no 1, pp.64-75.
K. Pilbeam and J. Olmo (2009) “Are Rejections of
Uncovered Interest Parity Valid?” Journal of Economic Integration, vol 24,
no 2, pp370-385.
K. Pilbeam and J. Olmo (2009) “The Profitability of Carry Trades,” Annals of Finance, vol
5, no 2. pp.231-241.
K.Pilbeam and R.
Noronha (2008) “Risk
Budgeting and Value at Risk,” International
Journal of Monetary Economics and Finance, vol 1
no 2, pp.162-176
K.Pilbeam (2005)
“The Relative Effectiveness of Sterilized and Non Sterilized Foreign
Exchange Market Interventions,” Journal of Policy Modeling, vol 27, no 3, pp.375-383
K. Pilbeam, D.Asteriou and E. Andriez (2005) “The Linkage between Financial
Liberalization and Economic Development: Empirical Evidence from
K. Pilbeam
(2004) “The Stabilization Properties of Fixed and Floating Exchange Rate
Regimes.” International
Journal of Finance and Economics . vol 9, no 2, pp.113-123.
K. Pilbeam
(2001) "Economic
Fundamentals and Exchange Rate Movements" International Review of Applied Economics, vol
15, no 1, pp.55-64.
K. Pilbeam
(2001) "The
Profitability of Central Bank Intervention in the Foreign Exchange Market"
Journal of Policy Modeling, vol 23, no
5, pp.523-531.
K. Pilbeam
(2001) "The
East Asian Financial Crisis: Getting to the Heart of the Issues" Managerial Finance, vol 27, no 1,
pp.111-133.
K. Pilbeam
(1995) "The Profitability of Trading in the Foreign Exchange Market" Oxford Economic Papers, vol 47, no 3, pp.437-53
K. Pilbeam
(1995) "Exchange Rate Models and Exchange Rate Expectations: An Empirical
Investigation." Applied Economics, vol 27. pp.1009-1015.
K. Pilbeam
(1994) "Chartists, Fundamentalists and Simpletons: An Analysis of Alternative
Exchange Rate Trading Strategies." British Review of Economic Issues,
vol 16, no 39, pp.65-83.
Chapters in Books
K. Pilbeam and D.Asteriou
(2007) “The Impact of the Introduction of Stock Index Futures Trading
on Spot Price Volatility.” Chapter 3, Essays
in Economic Theory, E. Drandakis, D.Glycopantis and G.Stamatis (eds), Krikiti.
K. Pilbeam (2006) “A Price Targeting Regime
Compared to a Non Price Targeting Regime: Is Price Stability a Good
Idea?” Chapter 5, Issues in Monetary Policy: The
Relationship between Money and the Financial Markets, Kent Matthews and
Philip Booth (eds), Wiley.
K. Pilbeam (2006) “Commodities
Investment : Buyer Beware” Public Service Review
Volume 9, pp.156-7.
K. Pilbeam
(2006) “Comments” on “Fundamentals, International Role of the
Euro and Framing of Expectations: The Determinants of the Dollar Euro Exchange
Rate” and
“Currencies in the Western Balkans on their way towards
EMU.” In F.Torres, A.Verdun
and H.Zimmermann (eds) EMU Rules:
The Political and Economic Consequences of European Monetary Integration, Nomos Publishing.
K. Pilbeam
(2000) International Capital
Markets, in Developments in
Economics an Annual Review, G.Atkinson,(ed) Causeway Press, Ormskirk, Vol 16, pp.79-98.
COMMERCIAL PUBLICATIONS
Macroeconomic Indicators, Reuters,
Journal Refereeing
Applied Financial Economics
Applied Economics
Economic Journal
International Journal of
Forecasting
International Review of
Applied Economics
British Review of Economic
Issues
World Economy
