Search Results
JEL Code: F31

985,418 Total downloads

Viewing: 151 - 200 of 5,482 papers

151.

Carry Traders, Dealers, and the Forward Discount Anomaly

Number of pages: 30 Posted: 19 Mar 2005
Working Paper Series
University of Virginia - Darden School of Business
Downloads 986
152.

The Crisis in the Foreign Exchange Market

Number of pages: 40 Posted: 22 Jul 2009
Working Paper Series
CESifo (Center for Economic Studies and Ifo Institute)University of California, San Diego (UCSD) - Rady School of Management and Barclays - Barclays Global Investors (London)

Multiple version iconThere are 2 versions of this paper

Downloads 980
153.

The Impact of the Financial Crisis on Emerging Asia

Peterson Institute for International Economics Working Paper No. 09-11
Number of pages: 47 Posted: 05 Nov 2009 Last Revised: 28 Jan 2011
Working Paper Series
Peter G. Peterson Institute for International Economics and Peter G. Peterson Institute for International Economics
Downloads 974
154.

Trading the Forward Bias: Are There Limits to Speculation?

EFA 2006 Zurich Meetings
Number of pages: 26 Posted: 20 Apr 2005 Last Revised: 06 Jan 2008
Working Paper Series
Vienna Graduate School of Finance (VGSF) and WU Vienna University of Economics and Business
Downloads 974
155.

Safe Haven Currencies

Review of Finance, Vol. 10, pp. 385-407, 2010 , University of St. Gallen Economics Discussion Paper No. 2007-22
Number of pages: 28 Posted: 16 Jul 2007 Last Revised: 15 Jun 2013
Working Paper Series
University of St. Gallen and University of St. Gallen

Multiple version iconThere are 2 versions of this paper

Downloads 973
156.

1992 ISDA Master Agreement: Analyzing Market Quotation, Set-Off and Loss

Number of pages: 37 Posted: 31 Jan 2010 Last Revised: 29 Apr 2019
Working Paper Series
University of Oxford - Saint Cross College
Downloads 970
157.

Optimal and Naive Diversification in Currency Markets

Swiss Finance Institute Research Paper No. 12-36
Number of pages: 36 Posted: 11 Dec 2012 Last Revised: 04 Feb 2016
Working Paper Series
Zurcher Kantonalbank, NHH Norwegian School of EconomicsUniversity of Zurich and IMD Lausanne
Downloads 969
158.

Arbitrage in the Foreign Exchange Market: Turning on the Microscope

Norges Bank Working Paper No. 2005/12, EFA 2006 Zurich Meetings
Number of pages: 40 Posted: 06 Mar 2006
Working Paper Series
Norges Bank, BI Norwegian Business School and University of Cambridge - Judge Business School

Multiple version iconThere are 2 versions of this paper

Downloads 960
159.

Crash Risk of the Euro in the Sovereign Debt Crisis of 2009-2010

Journal of Banking and Finance, Vol. 35, pp. 2945–2955, 2011
Number of pages: 12 Posted: 28 Jun 2010 Last Revised: 05 Jul 2012
Accepted Paper Series
Hong Kong Monetary Authority - Research Department and IHS Markit
Downloads 958
160.

The 1925 Return to Gold: Keynes and Mr Churchill's Economic Crisis

APSA 2009 Toronto Meeting Paper
Number of pages: 70 Posted: 13 Aug 2009 Last Revised: 06 Sep 2009
Working Paper Series
London School of Economics & Political Science (LSE) - Department of International Relations
Downloads 954
161.

Does Hedging Add Value? Evidence from the Global Airline Industry

Number of pages: 50 Posted: 18 Feb 2009
Working Paper Series
National Chengchi University (NCCU) and National Chengchi University - College of Commerce
Downloads 953
162.

Implied Distributions from GBPUSD Risk-Reversals and Implication for Brexit Scenarios

Number of pages: 11 Posted: 14 Jun 2016
Working Paper Series
Efficient Frontier Consulting Ltd and Cuemacro
Downloads 948
163.

Foreign Exchange Risk Management by Swedish and Korean Non-Financial Firms: A Comparative Survey

Number of pages: 34 Posted: 23 Jun 2003
Working Paper Series
Swedish Export Credit Corporation

Multiple version iconThere are 2 versions of this paper

Downloads 944
164.

The Impact of the Asian Financial Crisis on Foreign Exchange Market Efficiency: The Case of East Asian Countries

Pacific-Basin Finance Journal, 2003
Number of pages: 17 Posted: 04 Dec 2007
Accepted Paper Series
Drexel University - Department of Economics & International Business and Texas A&M University - Department of Economics
Downloads 944
165.

Carry Trade Dynamics Under Capital Controls: The Case of China

Number of pages: 49 Posted: 28 Jun 2015
Working Paper Series
Peking University - HSBC School of Business and Fulbright University Vietnam
Downloads 939
166.

The Exchange Rate Exposure of U.S. And Japanese Banking Institutions

Sauder School of Business Working Paper
Number of pages: 37 Posted: 28 Oct 1996
Working Paper Series
Santa Clara University - Leavey School of Business - Economics Department, University of British Columbia (UBC) - Division of Accounting and University of Missouri at Columbia - Department of Finance
Downloads 936
167.

The Returns to Following Currency Forecasts

Number of pages: 62 Posted: 03 Jan 2004
Working Paper Series
Independent, Bond University Business School and UNSW Australia Business School, School of Banking and Finance
Downloads 936
168.

Exchange Rate Exposure and Competition: Evidence from the World Automotive Industry

Georgetown University WP FINC-1377-43-198
Number of pages: 57 Posted: 14 Apr 1998
Working Paper Series
Georgetown University - McDonough School of Business
Downloads 932
169.

Gravity in the Exchange Rate Factor Structure

Stanford University Graduate School of Business Research Paper No. 15-54
Number of pages: 68 Posted: 30 Oct 2015 Last Revised: 18 Jun 2019
Working Paper Series
Stanford Graduate School of Business and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 928
170.

Long-Run Determinants of the Real Exchange Rate: A Stock-Flow Perspective

Number of pages: 40 Posted: 15 Feb 2006
Working Paper Series
International Monetary Fund (IMF) - Research Department
Downloads 926
171.

Commodity Trade and the Carry Trade: A Tale of Two Countries

Journal of Finance, Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 76 Posted: 28 Jul 2012 Last Revised: 11 Aug 2020
Working Paper Series
University of Oregon - Department of Finance, University of Pennsylvania - The Wharton School and University of Minnesota - Carlson School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 915
172.

Systemic Risk and International Portfolio Choice

AFA 2003 Washington, DC Meetings
Number of pages: 55 Posted: 30 Nov 2002
Working Paper Series
Santa Clara University - Leavey School of Business and EDHEC Business School

Multiple version iconThere are 2 versions of this paper

Downloads 914
173.

The Asia Crisis Causes, Policy Responses, and Outcomes

Number of pages: 62 Posted: 15 Feb 2006
Working Paper Series
International Monetary Fund (IMF) - Developing Country Studies Division
Downloads 914
174.

Innovative Islamic Hedging Products: Application of Wa'd in Malaysian Banks

Capital Markets Review, Vol. 19, No.1 & 2, pp. 33-51, 2011
Number of pages: 20 Posted: 09 Nov 2012
Accepted Paper Series
Universiti Teknologi MARA, Malaysia, National University of Malaysia (UKM) and Universiti Kebangsaan Malaysia
Downloads 913
175.

Political Instability and Economic Vulnerability

IMF Working Paper No. WP/99/46
Number of pages: 36 Posted: 22 May 2005
Working Paper Series
Banque de France and International Monetary Fund (IMF) - Policy Development and Review Department
Downloads 903
176.

Risk in Carry Trades: A Look at Target Currencies in Asia and the Pacific

BIS Quarterly Review, December 2007
Number of pages: 10 Posted: 07 Jul 2012
Accepted Paper Series
European Banking Authority and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 899
177.

Evidence of Carry Trade Activity

BIS Quarterly Review, September 2007
Number of pages: 15 Posted: 28 Jun 2012 Last Revised: 29 Sep 2013
Accepted Paper Series
Reserve Bank of Australia - Economic Research, De Nederlandsche Bank and Bank for International Settlements (BIS)
Downloads 898
178.

The Bitcoin VIX and its Variance Risk Premium

Forthcoming in the Journal of Alternative Investments
Number of pages: 28 Posted: 13 May 2019 Last Revised: 01 Jul 2021
Accepted Paper Series
University of Sussex Business School and University of Sussex
Downloads 897
179.

Interpreting the Volatility Smile: An Examination of the Information Content of Option Prices

Number of pages: 45 Posted: 22 Aug 2001
Working Paper Series
Government of the United States of America - Financial Markets Section
Downloads 895
180.

Emerging Market Currency Excess Returns

Number of pages: 54 Posted: 24 Nov 2008 Last Revised: 14 May 2020
Working Paper Series
AIG Financial Products - Banque AIG and National Graduate Institute for Policy Studies

Multiple version iconThere are 2 versions of this paper

Downloads 892
181.

The Failure of Covered Interest Parity: FX Hedging Demand and Costly Balance Sheets

BIS Working Papers No. 590
Number of pages: 63 Posted: 02 Feb 2017 Last Revised: 23 Nov 2018
Accepted Paper Series
Bank for International Settlements (BIS) - Research and Policy Analysis, BlackRock, Inc, University of Oxford - Oxford Centre for Global HistoryBoston University, Global Development Policy Center, Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 887
182.

Impact of Oil Prices on Country’s Economy: A Case Study South Asian Countries

Number of pages: 10 Posted: 16 Sep 2012
Working Paper Series
University of Lahore - Business SchoolKohinoor Energy Limited and affiliation not provided to SSRN
Downloads 883
183.

Fat Tails in Small Sample

Number of pages: 38 Posted: 06 Jan 1998
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Department of Finance, Utrecht University - School of Economics and University of Maastricht - Department of Economics
Downloads 878
184.

Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation

EFA 2008 Athens Meetings Paper
Number of pages: 39 Posted: 11 Sep 2006 Last Revised: 25 Aug 2009
Working Paper Series
WU Vienna University of Economics and Business
Downloads 874
185.

Capital Controls and Risk Misallocation: Evidence From a Natural Experiment

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74 Posted: 16 Jan 2018 Last Revised: 12 Aug 2020
Working Paper Series
University of Pennsylvania - The Wharton SchoolUniversity of Pennsylvania, The Wharton School
Downloads 864
186.

Real Exchange Rate Behavior and Economic Growth: Evidence from Egypt, Jordan, Morocco, and Tunisia

Number of pages: 24 Posted: 12 Feb 2006
Working Paper Series
World Bank - Poverty Reduction and Economic Management Unit (EASPR) and International Monetary Fund (IMF) - Middle East and Central Asia Department
Downloads 863
187.

Currency Undervaluation and Sovereign Wealth Funds: A New Role for the World Trade Organization

Peterson Institute for International Economics Working Paper No. 08-2
Number of pages: 31 Posted: 03 Feb 2008
Working Paper Series
World Bank - Development Research Group (DECRG) and International Monetary Fund (IMF)

Multiple version iconThere are 4 versions of this paper

Downloads 857
188.

Properties of Foreign Exchange Risk Premiums

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 86 Posted: 24 Aug 2009 Last Revised: 27 Apr 2016
Accepted Paper Series
University of Cambridge - Judge Business School, University of Lugano - Institute of Finance and WU Vienna University of Economics and Business

Multiple version iconThere are 2 versions of this paper

Downloads 856
189.

Derivatives in Emerging Markets

BIS Quarterly Review, December 2010
Number of pages: 16 Posted: 22 Aug 2012
Accepted Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 854
190.

Modeling of Interest Rate Term Structures Under Collateralization and its Implications

Number of pages: 19 Posted: 25 Sep 2010
Working Paper Series
University of Tokyo - Faculty of Economics, Shinsei Bank, Ltd and University of Tokyo - Faculty of Economics
Downloads 850
191.

Currency Risk Factors in a Recursive Multi-Country Economy

Journal of Finance, Forthcoming, Simon Business School Working Paper No. FR 15-10, INSEAD Working Paper No. 2015/40/FIN
Number of pages: 51 Posted: 24 Dec 2014 Last Revised: 25 Aug 2018
Working Paper Series
University of North Carolina Kenan-Flagler Business School, Finance Department, Bocconi University, INSEAD and University of Oregon - Department of Finance
Downloads 848
192.

International Firm Investment under Exchange Rate Uncertainty

Review of Finance, 20, 2016
Number of pages: 44 Posted: 03 Mar 2008 Last Revised: 19 Nov 2018
Accepted Paper Series
UNSW Business School
Downloads 841
193.

Technical Trading Rule Profitability and Foreign Exchange Intervention

Number of pages: 17 Posted: 22 Jun 1995
Working Paper Series
Brandeis University - International Business School

Multiple version iconThere are 3 versions of this paper

Downloads 841
194.

Predictability of Currency Carry Trades and Asset Pricing Implications

Number of pages: 54 Posted: 30 Dec 2011
Working Paper Series
Temple University - Fox School of Business and ManagementFox School of Business and Hong Kong University of Science & Technology (HKUST)
Downloads 836
195.

Regulating Cryptocurrencies: Assessing Market Reactions

BIS Quarterly Review September 2018
Number of pages: 15 Posted: 30 Nov 2018
Accepted Paper Series
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 835
196.

Carry Trade and Systemic Risk: Why are FX Options So Cheap?

MIT Department of Economics Working Paper No. 12-28
Number of pages: 45 Posted: 12 Dec 2012
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Cornerstone Research

Multiple version iconThere are 2 versions of this paper

Downloads 831
197.

Can Oil Prices Forecast Exchange Rates?

Economic Research Initiatives at Duke Working Paper No. 95
Number of pages: 54 Posted: 12 May 2011
Accepted Paper Series
affiliation not provided to SSRN, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Harvard University - Department of Economics
Downloads 828
198.

Cryptocurrencies, Currency Competition and the Impossible Trinity

Number of pages: 50 Posted: 22 Jul 2019 Last Revised: 06 Apr 2021
Working Paper Series
Luiss Guido Carli University, Washington University in Saint Louis, John M. Olin Business School and University of Chicago - Department of Economics

Multiple version iconThere are 4 versions of this paper

Downloads 828
199.

Funding Illiquidity, Funding Risk, and Global Stock Returns

Number of pages: 60 Posted: 06 Apr 2014 Last Revised: 20 Nov 2018
Working Paper Series
Board of Governors of the Federal Reserve System, Warwick Business School Finance Group, Boston University - Department of Finance & Economics and Warwick Business School

Multiple version iconThere are 2 versions of this paper

Downloads 827
200.

Currency Value

Number of pages: 58 Posted: 22 Jun 2013 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 823