Search Results
JEL Code: F31

984,984 Total downloads

Viewing: 51 - 100 of 5,482 papers

51.

The Impact of Exchange Rate Volatility on Trade Integration Among North and South Mediterranean Countries

Number of pages: 21 Posted: 28 Mar 2012 Last Revised: 09 Apr 2012
Working Paper Series
Birzeit University, Birzeit University and De Nederlandsche Bank
Downloads 1,685
52.

Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula

UCSD Discussion Paper No. 01-09
Number of pages: 52 Posted: 24 Jul 2001
Working Paper Series
Duke University - Department of Economics
Downloads 1,660
53.

Impact of Per Capita Income on Exchange Rate with Regression Tool

Number of pages: 11 Posted: 01 Nov 2010 Last Revised: 23 Nov 2010
Working Paper Series
Lahore Business School
Downloads 1,632
54.

The Scope for Inflation Targeting in Developing Countries

Number of pages: 54 Posted: 03 May 2001
Working Paper Series
affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 1,619
55.

Hedging Currency Risk: Does it Have to Be so Complicated?

Number of pages: 36 Posted: 28 Feb 2003
Working Paper Series
Pictet Stategic Advisory Group, Bank Von Graffenried AG and Rochester-Bern Executive Programs
Downloads 1,609
56.

Impact of US Quantitative Easing Policy on Emerging Asia

ADBI Working Paper No. 321
Number of pages: 20 Posted: 18 Nov 2011
Working Paper Series
ADBI
Downloads 1,601
57.

Accounting for Biases in Black-Scholes

Number of pages: 46 Posted: 03 Sep 2004
Working Paper Series
NYU Stern School of Business (deceased), Goldman Sachs Group, Inc. - Quantitative Strategy Group and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 1,600
58.

Foreign Exchange Volume

Number of pages: 86 Posted: 23 Aug 2017 Last Revised: 04 Jun 2021
Working Paper Series
Bayes Business SchoolBayes Business School, University of Houston - C.T. Bauer College of Business, University of Toronto and University of Cambridge - Judge Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,597
59.

Asset Prices and Exchange Rates

MIT Sloan Working Paper No. 4322-03, AFA 2005 Philadelphia Meetings
Number of pages: 45 Posted: 27 Dec 2004
Working Paper Series
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 4 versions of this paper

Downloads 1,590
60.

Foreign Exchange Reserve Accumulation in Emerging Markets: What are the Domestic Implications?

BIS Quarterly Review, September 2006
Number of pages: 14 Posted: 10 Jun 2012
Accepted Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department and University of Basel
Downloads 1,587
61.

Stochastic Skew in Currency Options

EFA 2004 Maastricht Meetings Paper No. 1426
Number of pages: 48 Posted: 30 Jun 2004
Working Paper Series
City University of New York, CUNY Baruch College - Zicklin School of Business and New York University Finance and Risk Engineering

Multiple version iconThere are 2 versions of this paper

Downloads 1,581
62.

The Impact of Cryptocurrency Regulation on Trading Markets

Journal of Financial Regulation, forthcoming
Number of pages: 52 Posted: 13 Jul 2020 Last Revised: 22 Nov 2021
Working Paper Series
University of Pennsylvania - The Wharton School and University of Pennsylvania, The Wharton School, Legal Studies & Business Ethics Department
Downloads 1,549
63.

Explaining Currency Crises

John F. Kennedy Faculty Research WP Series R98-07
Number of pages: 43 Posted: 25 Aug 1998
Working Paper Series
El Colegio de Mexico - Centro de Estudios Economicos and Pontificia Universidad Catolica de Chile
Downloads 1,520
64.

Economic Momentum and Currency Returns

Swedish House of Finance Research Paper No. 16-14
Number of pages: 70 Posted: 18 Mar 2015 Last Revised: 04 Apr 2019
Working Paper Series
Stockholm School of Economics and affiliation not provided to SSRN
Downloads 1,519
65.

Currency Factors

Management Science forthcoming
Number of pages: 47 Posted: 23 Aug 2017 Last Revised: 10 Jun 2021
Working Paper Series
Neoma Business School and Columbia Business School - Finance and Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,498
66.

Foreign Exchange Market Structure, Players and Evolution

Norges Bank Working Paper No. 2011/10
Number of pages: 47 Posted: 30 Sep 2011
Working Paper Series
Gustavson School Of Business, Brandeis University - International Business School and BI Norwegian Business School
Downloads 1,496
67.

Exchange Rate Regimes and Economic Performance

UTDT, CIF Working Paper No. 2/01
Number of pages: 43 Posted: 03 Jun 2001
Working Paper Series
Universidad Torcuato Di Tella - School of Business and Universidad Torcuato Di Tella

Multiple version iconThere are 2 versions of this paper

Downloads 1,495
68.

Trade Network Centrality and Currency Risk Premia

Journal of Finance, Forthcoming
Number of pages: 69 Posted: 23 May 2015 Last Revised: 27 Oct 2018
Accepted Paper Series
New York University (NYU) - Department of Finance
Downloads 1,481
69.

Head and Shoulders: Not Just a Flaky Pattern

Number of pages: 67 Posted: 22 Jun 2007
Working Paper Series
Brandeis University - International Business School and Credit Suisse AG - London Headquarters
Downloads 1,476
70.

Coronavirus: Case for Digital Money?

World Economics 21(1) (2020) 177-190, Johns Hopkins Carey Business School Research Paper No. 20-08
Number of pages: 12 Posted: 07 Aug 2020 Last Revised: 20 Aug 2020
Accepted Paper Series
Quantigic Solutions LLC and Johns Hopkins University - Carey Business School
Downloads 1,471
71.

Currency Value

Number of pages: 58 Posted: 06 Sep 2014 Last Revised: 27 Jun 2015
Working Paper Series
German Institute for Economic Research (DIW Berlin), University of Cambridge - Judge Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University

Multiple version iconThere are 2 versions of this paper

Downloads 1,465
72.

Carry Trades and Speculative Dynamics

Number of pages: 39 Posted: 26 Apr 2006
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE) and Bank for International Settlements (BIS)
Downloads 1,454
73.

A Macroeconomic Model with Financially Constrained Producers and Intermediaries

Number of pages: 101 Posted: 16 Mar 2016 Last Revised: 29 Apr 2020
Working Paper Series
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,452
74.

Exchange Rate Volatility and Trade: A Literature Survey

International Journal of Applied Econometrics and Quantitative Studies, Vol. 3, No. 1, 2006
Number of pages: 18 Posted: 01 May 2008
Accepted Paper Series
Cag University
Downloads 1,421
75.

Latin America Confronting the Asian Crisis

Number of pages: 32 Posted: 02 Jan 1999
Working Paper Series
El Colegio de Mexico - Centro de Estudios Economicos and Pontificia Universidad Catolica de Chile
Downloads 1,416
76.

International Correlation Risk

Number of pages: 70 Posted: 03 May 2012 Last Revised: 29 Oct 2016
Working Paper Series
Warwick Business School Finance Group, University of North Carolina (UNC) at Chapel Hill and Boston University - Department of Finance & Economics
Downloads 1,412
77.

Currency Premia and Global Imbalances

Winner of the Kepos Capital Award for the Best Paper on Investments at the 2013 WFA Meeting, 28th Australasian Finance and Banking Conference
Number of pages: 72 Posted: 20 Jun 2013 Last Revised: 18 Oct 2017
Working Paper Series
Imperial College Business School, University of Toronto and University of Cambridge - Judge Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,400
78.

One-Touch Double Barrier Binary Option Values

Applied Financial Economics, Vol. 6, pp. 343-346, 1996
Number of pages: 4 Posted: 08 May 2007
Accepted Paper Series
Hong Kong Monetary Authority - Research Department
Downloads 1,391
79.

The Relationship between Exchange Rates and International Trade: A Literature Review

Number of pages: 27 Posted: 06 Jul 2012
Working Paper Series
World Trade Organization (WTO) and Economic Research Division, WTO
Downloads 1,388
80.

Stock Prices and Exchange Rate Dynamics

EFMA 2000 Athens, Cass Business School Research Paper
Number of pages: 40 Posted: 18 Dec 2000
Working Paper Series
City University London and City University London - Sir John Cass Business School
Downloads 1,381
81.

Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies

Number of pages: 52 Posted: 10 Dec 2000
Working Paper Series
Federal Reserve Bank of New York - Research Department
Downloads 1,372
82.

The International CAPM Redux

Saïd Business School WP 2014-11
Number of pages: 74 Posted: 09 Nov 2014 Last Revised: 18 Feb 2017
Working Paper Series
Temple University - Fox School of Business, Imperial College London and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,371
83.

Issues for Renminbi Internationalization: An Overview

ADBI Working Paper 454
Number of pages: 22 Posted: 21 Jan 2014
Working Paper Series
University of California, Berkeley and Asian Development Bank Institute
Downloads 1,364
84.

Should China Appreciate the Yuan

Number of pages: 20 Posted: 08 Apr 2004
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 1,353
85.

Volatility in the Gold Futures Market

Number of pages: 14 Posted: 25 Jun 2007
Working Paper Series
RMIT University and Trinity Business School, Trinity College Dublin
Downloads 1,347
86.

Asymmetric Exposure to Foreign-Exchange Risk: Financial and Real Option Hedges Implemented by U.S. Multinational Corporations

Number of pages: 50 Posted: 06 May 2003
Working Paper Series
Oklahoma State University - Stillwater - Department of Finance, University of South Florida and Oklahoma State University - Stillwater - Department of Finance
Downloads 1,345
87.
Downloads 1,340
88.

The Cost of Technical Trading Rules in the Forex Market: A Utility-Based Evaluation

ERIM Report Series Reference No. ERS-2003-052-F&A
Number of pages: 19 Posted: 24 May 2006
Working Paper Series
Catholic University of Leuven (KUL) - Department of Economics and Insper Institute of Education and Research
Downloads 1,337
89.

The Time-Varying Systematic Risk of Carry Trade Strategies

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 26 Posted: 23 Apr 2009 Last Revised: 11 Jun 2013
Working Paper Series
Aarhus University - CREATES, University of St. Gallen and University of St. Gallen

Multiple version iconThere are 3 versions of this paper

Downloads 1,337
90.

The Tobin Tax - A Game-Theoretical and an Experimental Approach

Number of pages: 48 Posted: 12 Oct 2006
Working Paper Series
University of Bonn - Laboratory for Experimental Economics, University of Bonn - Faculty of Law & Economics and University of Bonn
Downloads 1,334
91.

Volatility and the Carry Trade

Journal of Fixed Income, Winter 2007
Number of pages: 27 Posted: 05 Nov 2007
Accepted Paper Series
LongTail Alpha, LLC
Downloads 1,329
92.

Forward and Spot Exchange Rates in a Multi-Currency World

Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-02
Number of pages: 75 Posted: 02 Jun 2013 Last Revised: 03 Feb 2017
Working Paper Series
Boston University and International Monetary Fund

Multiple version iconThere are 3 versions of this paper

Downloads 1,326
93.

Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules

FEDEA Int. Economics & Finance DEFI Working Paper No. 00-02
Number of pages: 21 Posted: 27 Jul 2001
Working Paper Series
University of Las Palmas de Gran Canaria - Faculty of Economic Science, UCM Institute for Economic Analysis and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Downloads 1,320
94.

Bitcoin Market Microstructure

Number of pages: 25 Posted: 11 Apr 2017
Working Paper Series
University of Hohenheim
Downloads 1,319
95.

Stakeholder Versus Shareholder Satisfaction in Corporate Risk Management

Number of pages: 31 Posted: 30 Apr 2004
Working Paper Series
Aarhus University
Downloads 1,313
96.

Exchange Rates and Asset Prices in a Global Demand System

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-91
Number of pages: 53 Posted: 18 Jun 2019 Last Revised: 02 Jun 2020
Working Paper Series
University of Chicago - Booth School of Business and Princeton University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,309
97.

Segmentation and Time-of-Day Patterns in Foreign Exchange Markets

EFA 2007 Ljubljana Meetings Paper
Number of pages: 36 Posted: 08 Feb 2007
Working Paper Series
University of St. Gallen
Downloads 1,307
98.

Cryptocurrencies as a Financial Asset: A Systematic Analysis

Number of pages: 49 Posted: 19 Mar 2018
Working Paper Series
Dublin City University, Trinity Business School, Trinity College Dublin, ICMA Centre, Henley Business School and University of Southampton - Southampton Business School
Downloads 1,305
99.

Facebook Finance: How Social Interaction Propagates Active Investing

AFA 2013 San Diego Meetings Paper
Number of pages: 70 Posted: 18 Mar 2012 Last Revised: 14 Dec 2012
Working Paper Series
Brandeis University - International Business School and Boston College - Department of Finance
Downloads 1,283
100.

Merchant Banking in the Medieval and Early Modern Economy

Dartmouth College, Department of Economics Working Paper No. 99-05
Number of pages: 26 Posted: 09 Mar 1999
Working Paper Series
Dartmouth College - Department of Economics
Downloads 1,279