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Board of Governors of the Federal Reserve System
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TheEconomists

Photo of Alain Chaboud
202-452-3756
alain.p.chaboud@frb.gov
Education
  • Ph.D., Economics, University of Wisconsin, 1997
  • B.S., Economics, Texas A&M University, 1988
  • Current Research Topics

  • Algorithmic Trading
  • Foreign Exchange Markets
    • Economist

      Board of Governors of the Federal Reserve System

    • 1998 - present
    • Visiting Professor

      Johns Hopkins University

    • 2009
  • Chaboud, Alain, Benjamin Chiquoine, Erik Hjalmarsson, and Clara Vega (2014). "Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market," Journal of Finance, vol. 69, pp. 2045-2084.
  • Chaboud, Alain P., Benjamin Chiquoine, Erik Hjalmarsson, and Mico Loretan (2010). "Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets," Journal of Empirical Finance, vol. 17, no. 2, pp. 212-240.
  • Berger, David, Alain Chaboud, and Erik Hjalmarsson (2009). "What Drives Volatility Persistence in the Foreign Exchange Market?" Journal of Financial Economics, vol. 94, no. 2, pp. 192-213.
  • Chaboud, Alain, Benjamin Chiquoine, Erik Hjalmarsson, and Clara Vega (2009). "Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market," International Finance Discussion Papers 980. Board of Governors of the Federal Reserve System (U.S.).
  • Berger, David W., Alain P. Chaboud, Sergey V. Chernenko, Edward Howorka, and Jonathan H. Wright (2008). "Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data," Journal of International Economics, vol. 75, no. 1, pp. 93-109.
  • Chaboud, Alain P., Sergey V. Chernenko, and Jonathan H. Wright (2008). "Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data," Journal of the European Economic Association, vol. 6, no. 2-3, pp. 589-596.
  • Chaboud, Alain, Benjamin Chiquoine, Erik Hjalmarsson, and Mico Loretan (2007). "Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets," International Finance Discussion Papers 905. Board of Governors of the Federal Reserve System (U.S.).
  • Chaboud, Alain P., Sergey V. Chernenko, and Jonathan H. Wright (2007). "Trading Activity and Exchange Rates in High-Frequency EBS Data," International Finance Discussion Papers 903. Board of Governors of the Federal Reserve System (U.S.).
  • Gagnon, Joseph E., and Alain P. Chaboud (2007). "What can the Data Tell Us about Carry Trades in Japanese Yen?" International Finance Discussion Papers 899. Board of Governors of the Federal Reserve System (U.S.).
  • Berger, David, Alain Chaboud, Erik Hjalmarsson, and Edward Howorka (2006). "What Drives Volatility Persistence in the Foreign Exchange Market?" International Finance Discussion Papers 862. Board of Governors of the Federal Reserve System (U.S.).
  • Berger, David W., Alain P. Chaboud, Sergey V. Chernenko, Edward Howorka, Raj S. Iyer, David Liu, and Jonathan H. Wright (2005). "Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data," International Finance Discussion Papers 830. Board of Governors of the Federal Reserve System (U.S.).
  • Chaboud, Alain P., and Jonathan H. Wright (2005). "Uncovered Interest Parity: It Works, but Not for Long," Journal of International Economics, vol. 66, no. 2, pp. 349-362.
  • Chaboud, Alain P., and Owen Humpage (2005). "An Assessment of the Impact of Japanese Foreign Exchange Intervention: 1991-2004," International Finance Discussion Papers 824. Board of Governors of the Federal Reserve System (U.S.).
  • Chaboud, Alain P., Sergey Chernenko, Edward Howorka, Raj S. Krishnasami Iyer, David Liu, and Jonathan H. Wright (2004). "The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global Interdealer Foreign Exchange Market," International Finance Discussion Papers 823. Board of Governors of the Federal Reserve System (U.S.).
  • Chaboud, Alain P., and Jonathan H. Wright (2003). "Uncovered Interest Parity: It Works, but Not for Long," International Finance Discussion Papers 752. Board of Governors of the Federal Reserve System (U.S.).
  • Chaboud, Alain P., and Owen F. Humpage (2003). "An Analysis of Japanese Foreign Exchange Interventions, 1991-2002," Working Paper 0309. Federal Reserve Bank of Cleveland.
  • Chaboud, Alain (1997). "Three Essays in International Economics," Ph.D dissertation, University of Wisconsin.
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Last update: October 27, 2014