Research Staff and Resources
International Finance Staff | International Financial Transactions Section
Charles P. Thomas
Chief
International Financial Transactions Section
Division of International Finance
Contact Information
202-452-3698
charles.thomas@frb.gov
Fields of Interest
International Finance
Financial Markets
Data Collection and Estimation Methodology
Education
Ph.D., Economics, Columbia University, 1986
M.Phil., Economics, Columbia University, 1983
B.A., Economics, University of Pennsylvania, 1978
Professional Experience
Board of Governors of the Federal Reserve System, 1986-present
Consultant, International Monetary Fund, 1997
Consultant, Chase Manhattan Bank, 1985
Consultant, Interactive Data Corp., 1982
Consultant, Merrill Lynch Pierce Fenner & Smith, 1981
Teaching Assistant, Columbia University, 1981-1983
Research Assistant, Chase Econometrics, 1978-1980
Selected Publications
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Measurement Matters for Modeling U.S. Import Prices
(with Jaime Marquez),
International Finance Discussion Papers 883. Washington: Board of Governors of the Federal Reserve System, 2006.
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Measuring U.S. International Relative Prices: A WARP View of the World
(with Jaime Marquez and Sean Fahle),
International Finance Discussion Papers 917. Washington: Board of Governors of the Federal Reserve System, 2008.
-
The Performance of International Portfolios
(with Francis E. Warnock and Jon Wongswan),
International Finance Discussion Papers 817. Washington: Board of Governors of the Federal Reserve System, 2004.
-
''Confidence Intervals and Constant-Maturity Series for Probability Measures Extracted from Option Prices''
(with William R. Melick), in
Information in Financial Asset Prices, Proceedings of a conference held at the Bank of Canada, May 1998. : Bank of Canada, 1999.
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''Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil During the Gulf Crisis''
(with William R. Melick),
Journal of Financial and Quantitative Analysis, vol. 32
(March 1997), pp. 91-115.
-
The Sovereignty Option: The Quebec Referendum and Market Views on the Canadian Dollar
(with Michael P. Leahy),
International Finance Discussion Papers 555. Washington: Board of Governors of the Federal Reserve System, 1996.
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''The Role of Fiscal Policy in an Incomplete Markets Framework,''
Review of Economic Studies, vol. 62
(1995), pp. 449-68.
-
''Using External Sustainability to Forecast the Dollar''
(with Ellen E. Meade), in
R. Bryant, P. Hooper, C. Mann, eds.,
Evaluating Policy Regimes: New Research in Empirical Macroeconomics. Washinton, DC: Brookings Inst., 1993.
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''U.S. International Transactions in 1994,''
Federal Reserve Bulletin,
vol. 81 (May 1995), pp. 407-18.
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''U.S. International Transactions in 1986,''
Federal Reserve Bulletin,
vol. 73 (May 1987), pp. 321-29.
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