Search Results
JEL Code: F31

984,279 Total downloads

Viewing: 101 - 150 of 5,480 papers

101.

Uncovered Interest Rate Parity Over the Past Two Centuries

Number of pages: 39 Posted: 02 Sep 2004
Working Paper Series
Gabelli School of Business, Fordahm University and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 1,270
102.

Sovereign Wealth Funds: A Critical Analysis

Number of pages: 18 Posted: 24 Sep 2009
Working Paper Series
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)
Downloads 1,259
103.

Beta'em Up: What is Market Beta in FX?

Number of pages: 15 Posted: 23 May 2014
Working Paper Series
Cuemacro
Downloads 1,232
104.

A New Look at Currency Investing

CFA Institute Research Foundation Monograph
Number of pages: 106 Posted: 01 Mar 2015
Accepted Paper Series
Fischer Francis Trees & Watts, Inc. and New York University (NYU) - Department of Finance
Downloads 1,227
105.

Foreign Exchange Markets in India

Number of pages: 36 Posted: 18 Jan 2005
Working Paper Series
O. P. Jindal Global University
Downloads 1,225
106.

Testing the Gaussian Copula Hypothesis for Financial Assets Dependences

Quantitative Finance, Vol. 3, pp. 231-250, 2003
Number of pages: 43 Posted: 21 Nov 2001 Last Revised: 07 Apr 2009
Accepted Paper Series
Université Paris I Panthéon-Sorbonne - Laboratoire PRISM and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 1,223
107.

Indicators of Financial Crises Do Work! An Early-Warning System for Six Asian Countries

Number of pages: 39 Posted: 27 Dec 2003
Working Paper Series
University of Groningen - Faculty of Economics and Business, University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 1,214
108.

Market Timing and Predictability in FX Markets

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital, 29th Australasian Finance and Banking Conference 2016
Number of pages: 87 Posted: 20 Jun 2016 Last Revised: 09 Mar 2020
Working Paper Series
The University of Hong Kong, University of New South Wales, Sydney and Finance Dept., Pamplin College of Business, Virginia Tech
Downloads 1,214
109.

To Fix or to Float: Pros and Cons for the Different Regimes

Journal of Macroeconomics, Forthcoming
Number of pages: 14 Posted: 08 Oct 2006
Accepted Paper Series
University of American college - Skopje - School of Business Economics and Management
Downloads 1,214
110.

The Effect of Monetary Policy on Exchange Rates: How to Solve the Puzzles

Number of pages: 46 Posted: 31 Oct 1996
Working Paper Series
International Monetary Fund (IMF)
Downloads 1,212
111.

A General Financial Transaction Tax: A Short Cut of the Pros, the Cons and a Proposal

WIFO Working Paper No. 344
Number of pages: 17 Posted: 26 Nov 2010
Working Paper Series
Austrian Institute of Economic Research
Downloads 1,179
112.

Asymmetric Information Risk in FX Markets

Journal of Financial Economics (JFE), Volume 140, Issue 2, May 2021, Pages 391-411
Number of pages: 138 Posted: 16 Oct 2018 Last Revised: 17 Jun 2021
Accepted Paper Series
University of St. Gallen and University of St. Gallen
Downloads 1,170
113.

The Impact of Exchange Rate Movements on U.S. Foreign Debt

Number of pages: 8 Posted: 14 Mar 2005
Accepted Paper Series
Graduate Institute of International and Development Studies (HEI)
Downloads 1,165
114.

Financial Constraints and Growth: Multinational and Local Firm Responses to Currency Depreciations

EFA 2004 MAASTRICHT
Number of pages: 42 Posted: 15 Jun 2004
Working Paper Series
Harvard Business School - Finance Unit, Harvard University - Business School (HBS) and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,160
115.

Global Currency Hedging

Journal of Finance, Forthcoming
Number of pages: 115 Posted: 20 Mar 2007 Last Revised: 30 Mar 2014
Working Paper Series
Harvard University - Department of Economics, OC&C Strategy Consultants and Harvard Business School - Finance Unit

Multiple version iconThere are 3 versions of this paper

Downloads 1,146
116.

Operational Hedges and the Foreign Exchange Exposure of U.S. Multinational Corporations

Oklahoma State University Working Paper
Number of pages: 30 Posted: 11 Dec 2000
Working Paper Series
University of South Florida, University of Delaware - Alfred Lerner College of Business and Economics and Oklahoma State University - Stillwater - Department of Finance
Downloads 1,145
117.

Towards a New Early Warning System of Financial Crises

Number of pages: 67 Posted: 17 Jan 2003
Working Paper Series
Banque de France and DIW Berlin
Downloads 1,143
118.

Exchange Rates and Stock Prices: Are They Related?

Number of pages: 33 Posted: 02 Apr 2002
Working Paper Series
Parametric Portfolio Associates, Virginia Polytechnic Institute & State University - Pamplin College of Business and Virginia Tech
Downloads 1,140
119.

Leaving the Euro Zone: A User’s Guide

IESEG Working Paper No. 2011-ECO-06
Number of pages: 13 Posted: 29 Oct 2011
Working Paper Series
Catholic University of Lille - Institut d'Économie Scientifique et de Gestion (IESEG)
Downloads 1,136
120.

Exchange Rates and Monetary Policy Uncertainty

Journal of Finance, Forthcoming, Columbia Business School Research Paper No. 16-3
Number of pages: 42 Posted: 20 Dec 2015 Last Revised: 11 Dec 2016
Accepted Paper Series
Warwick Business School Finance Group, Northwestern University - Kellogg School of Management and Boston University - Department of Finance & Economics
Downloads 1,133
121.

Bitcoin Reveals Exchange Rate Manipulation and Detects Capital Controls

Number of pages: 40 Posted: 14 Jan 2016 Last Revised: 05 Aug 2017
Working Paper Series
University of Chicago - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,117
122.

Concepts of Equilibrium Exchange Rates

Number of pages: 61 Posted: 19 May 2005
Working Paper Series
affiliation not provided to SSRN and Bank of England - Monetary Analysis
Downloads 1,114
123.

Business Cycles and Currency Returns

Number of pages: 74 Posted: 31 Jan 2017 Last Revised: 13 Sep 2019
Working Paper Series
University of North Carolina Kenan-Flagler Business School, University of Toronto and University of Cambridge - Judge Business School

Multiple version iconThere are 3 versions of this paper

Downloads 1,111
124.

What Can the Data Tell Us About Carry Trades in Japanese Yen?

Number of pages: 36 Posted: 13 Aug 2007
Working Paper Series
Peterson Institute and Board of Governors of the Federal Reserve System
Downloads 1,110
125.

Toxic Arbitrage

HEC Paris Research Paper No. FIN-2014-1040, WBS Finance Group Research Paper No. 219
Number of pages: 53 Posted: 15 Mar 2014 Last Revised: 26 Dec 2019
Working Paper Series
HEC Paris - Finance Department, University of Warwick - Warwick Business School and University of New South Wales (UNSW)

Multiple version iconThere are 2 versions of this paper

Downloads 1,103
126.

A Resurgent Chinese Yuan Undervaluation and its International Trade Competitiveness

Finance and Corporate Governance Conference 2011 Paper, Monash U. Department of Business Law & Taxation Research Paper No. 1717254
Number of pages: 34 Posted: 07 Dec 2010 Last Revised: 03 Oct 2011
Working Paper Series
Monash Business School
Downloads 1,093
127.

RMB Internationalization: Onshore/Offshore Links

Number of pages: 38 Posted: 09 Aug 2012
Working Paper Series
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 1,087
128.

PPP and the Real Exchange Rate - Real Interest Rate Differential Puzzle Revisited: Evidence from Non-Stationary Panel Data

Bank of England Working Paper No. 138
Number of pages: 30 Posted: 24 Jul 2001
Working Paper Series
University of Athens - Faculty of EconomicsUnivesrity of Athens and affiliation not provided to SSRN
Downloads 1,054
129.

Understanding FX Liquidity

Forthcoming in The Review of Financial Studies, University of St.Gallen, School of Finance Research Paper No. 2013/15
Number of pages: 49 Posted: 24 Sep 2013 Last Revised: 09 Jun 2015
Accepted Paper Series
Ohio State University; Fisher College of Business - Department of Finance, University of St. Gallen and University of St. Gallen
Downloads 1,053
130.

Covered Interest Parity Arbitrage

Number of pages: 101 Posted: 05 Dec 2016 Last Revised: 02 Jul 2020
Working Paper Series
BI Norwegian Business School, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Norges Bank

Multiple version iconThere are 4 versions of this paper

Downloads 1,051
131.

Can Exchange Rates Forecast Commodity Prices?

Economic Research Initiatives at Duke (ERID) Working Paper No. 1
Number of pages: 49 Posted: 28 Jul 2008 Last Revised: 06 May 2010
Working Paper Series
University of Washington - Department of Economics, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 1,048
132.

Carry and Trend Following Returns in the Foreign Exchange Market

Number of pages: 32 Posted: 22 Jul 2015
Working Paper Series
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School, University of York - Department of Economics and Related Studies and City University London - Sir John Cass Business School
Downloads 1,044
133.

The Pros and Cons of Full Dollarization

Number of pages: 34 Posted: 19 Apr 2001
Working Paper Series
Inter-American Development Bank (IADB)
Downloads 1,043
134.

Order Flow and Exchange Rate Dynamics

Number of pages: 46 Posted: 23 Sep 1999
Working Paper Series
University of California, Berkeley and Georgetown University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,039
135.

Technical Trading: Is it Still Beating the Foreign Exchange Market?

Journal of International Economics, Forthcoming
Number of pages: 54 Posted: 18 Apr 2016
Accepted Paper Series
National Tsing Hua University - Department of Quantitative Finance, Washington University in St. Louis - John M. Olin Business School and The University of Hong Kong - School of Economics and Finance
Downloads 1,038
136.

East Asia is Not Mexico: The Difference between Balance of Payments Crises and Debt Deflations

Levy Economics Institute Working Paper No. 235
Number of pages: 24 Posted: 29 Sep 1998
Working Paper Series
Bard College - The Levy Economics Institute
Downloads 1,033
137.

Exchange Rate Economics: A Survey

Number of pages: 61 Posted: 15 Feb 2006
Working Paper Series
University of Strathclyde in Glasgow - Department of Economics and Washington University in St. Louis - John M. Olin Business School
Downloads 1,033
138.

The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes

Number of pages: 31 Posted: 05 Dec 2010
Working Paper Series
University of Piraeus and University of Glasgow - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,031
139.

Excess Volatility as an Impediment for a Digital Currency

Number of pages: 40 Posted: 11 Apr 2017 Last Revised: 04 May 2018
Working Paper Series
University of Western Australia - Business School and University of Hohenheim
Downloads 1,030
140.

Improving GARCH Volatility Forecasts

CentER Discussion Paper Series No. 1998-52
Number of pages: 43 Posted: 01 Dec 1998
Working Paper Series
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 1,028
141.

Exchange Rate Dynamics and Forex Hedging Strategies

Number of pages: 6 Posted: 02 Jun 2009 Last Revised: 08 Jun 2009
Working Paper Series
Alliance University - School of Business and Independent

Multiple version iconThere are 2 versions of this paper

Downloads 1,019
142.

The Practice of Central Bank Intervention: Looking Under the Hood

FRB of St. Louis Working Paper No. 2000-028A
Number of pages: 24 Posted: 27 Nov 2000
Working Paper Series
Federal Reserve Bank of St. Louis - Research Division
Downloads 1,014
143.

Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers

Number of pages: 38 Posted: 15 Feb 2006
Working Paper Series
International Monetary Fund (IMF) and University of Strathclyde in Glasgow - Department of Economics
Downloads 1,008
144.

Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?

American Economic Review, Forthcoming
Number of pages: 74 Posted: 13 May 2015 Last Revised: 17 Dec 2018
Accepted Paper Series
Stanford Graduate School of Business and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,003
145.

Forecasting Exchange Rates: An Investor Perspective

Number of pages: 40 Posted: 22 May 2013
Working Paper Series
CESifo (Center for Economic Studies and Ifo Institute)University of California, San Diego (UCSD) - Rady School of Management, BlackRock, Inc and BlackRock, Inc
Downloads 1,003
146.

An Evaluation of International Asset Pricing Models

Number of pages: 38 Posted: 01 Apr 2002
Working Paper Series
Stockholm School of Economics and Stockholm School of Economics - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,002
147.

Leading Indicators of Currency Crises

Number of pages: 43 Posted: 15 Feb 2006
Working Paper Series
George Washington University - Department of Economics, Independent and National Bureau of Economic Research (NBER)World BankCentre for Economic Policy Research (CEPR)International Monetary Fund (IMF)University of Maryland - School of Public AffairsHarvard University, Harvard Kennedy School (HKS), Belfer Center for Science and International Affairs (BCSIA)Harvard University - Center for Business and GovernmentPeter G. Peterson Institute for International Economics

Multiple version iconThere are 2 versions of this paper

Downloads 999
148.

Fiscal Cyclicality and Currency Risk Premia

Number of pages: 53 Posted: 25 Oct 2017 Last Revised: 26 May 2021
Working Paper Series
Downloads 997
149.

The Effects of Securitization on Consumer Mortgage Costs

Number of pages: 43 Posted: 01 Jun 2000
Working Paper Series
Loyola University of Chicago

Multiple version iconThere are 2 versions of this paper

Downloads 996
150.

The Correlation between Fx Rate Volatility and Stock Exchange Returns Volatility: An Emerging Markets Overview

Number of pages: 51 Posted: 26 Mar 2006 Last Revised: 27 Jul 2008
Working Paper Series
York University
Downloads 992