1.
A New Index of the Business Cycle
MIT Sloan Research Paper No. 5908-20
Number of pages: 20
Posted: 21 Jan 2020
Working Paper Series
State Street Global Markets, Windham Capital Management and State Street Associates
Downloads
2,309
2.
An Improved Measure of Deaths Due to COVID-19 in England and Wales
Number of pages: 48
Posted: 02 Jul 2020
Working Paper Series
Economic Insight, Economic Insight, Loughborough University - School of Business and Economics and Sheffield University Management School
Downloads
2,180
3.
Systemic Risk and Central Clearing Counterparty Design
Swiss Finance Institute Research Paper No. 13-34
Number of pages: 46
Posted: 09 Jun 2013
Last Revised: 01 Mar 2017
Working Paper Series
Georgia State University, Ecole Polytechnique Fédérale de Lausanne and Cornell University
There are 2 versions of this paper
Systemic Risk and Central Clearing Counterparty Design
Swiss Finance Institute Research Paper No. 13-34
Number of pages: 46
Posted: 09 Jun 2013
Last Revised: 01 Mar 2017
Downloads
1,883
Systemic Risk in Networks with a Central Node
Forthcoming, SIAM Journal on Financial Mathematics, Swiss Finance Institute Research Paper No. 20-04
Number of pages: 43
Posted: 24 Jan 2020
Downloads
100
Downloads
1,883
4.
Did Quantitative Easing Only Inflate Stock Prices? Macroeconomic Evidence from the US and UK
Number of pages: 48
Posted: 14 Sep 2016
Last Revised: 23 Feb 2018
Working Paper Series
Henley Business School - ICMA Centre, University of Reading - ICMA Centre, University of Reading - Henley Business School and University of Reading - ICMA Centre
Downloads
1,405
5.
Fintech in Financial Inclusion: Machine Learning Applications in Assessing Credit Risk
IMF Working Paper No. 19/109
Number of pages: 35
Posted: 06 Nov 2019
Working Paper Series
IMF
Downloads
1,193
6.
From Free Markets to Fed Markets: How Unconventional Monetary Policy Impacts Equity Markets
Number of pages: 32
Posted: 08 Jun 2020
Last Revised: 13 Oct 2020
Working Paper Series
University of Technology Sydney (UTS)
Downloads
1,010
7.
Machine Learning at Central Banks
Bank of England Working Paper No. 674
Number of pages: 89
Posted: 06 Sep 2017
Working Paper Series
Bank of England and Bank of England
Downloads
1,006
8.
Discrimination-Free Insurance Pricing
Number of pages: 26
Posted: 10 Feb 2020
Working Paper Series
Stockholm University, QED Actuaries and Consultants, The Business School (formerly Cass), City, University of London and RiskLab, ETH Zurich
Downloads
936
9.
The Forward Guidance Puzzle
FRB of New York Staff Report No. 574
Number of pages: 32
Posted: 19 Oct 2012
Working Paper Series
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and Northwestern University, Department of Economics
Downloads
916
10.
The Effect of Information Disclosure on Industry Payments to Physicians
Number of pages: 58
Posted: 06 Nov 2017
Last Revised: 25 Sep 2020
Working Paper Series
Duke University, Fuqua School of Business, The Stephen M. Ross School of Business at the University of Michigan and University of Michigan, Stephen M. Ross School of Business
Downloads
844
11.
The Forecast Quality of Cboe Implied Volatility Indexes
Olin School of Business Working Paper No. 2003-08-004
Number of pages: 33
Posted: 16 Sep 2003
Working Paper Series
Deakin University - School of Accounting, Economics & Finance and Mississippi State University - College of Business
Downloads
844
12.
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing
IZA Discussion Paper No. 6618
Number of pages: 28
Posted: 16 Jun 2012
Working Paper Series
University of Southern California - Department of Economics and Birkbeck College
Downloads
749
13.
Shipping Performance Assessment and the Role of Key Performance Indicators (KPIs): 'Quality Function Deployment' for Transforming Shipowner's Expectation
Number of pages: 18
Posted: 04 Jan 2013
Working Paper Series
Texas A&M University at Galveston, Yildiz Technical University, National Taiwan Ocean University and Kobe University
Downloads
703
14.
The Cryptocurrency Uncertainty Index
Number of pages: 24
Posted: 18 Mar 2021
Working Paper Series
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School, University of Southampton - Southampton Business School and Trinity College (Dublin) - Trinity Business School
Downloads
655
15.
Libor Benchmark Reform: An Overview of Libor Changes and Its Impact on Yield Curves, Pricing and Risk
Number of pages: 67
Posted: 12 Nov 2019
Last Revised: 03 Jan 2020
Working Paper Series
University of Oxford, Said Business School
Downloads
621
16.
How U.S. Agriculture Will Fare Under the USMCA and Retaliatory Tariffs
GTAP Working Paper No. 84
Number of pages: 22
Posted: 28 Jan 2019
Working Paper Series
Purdue University, Department of Agricultural Economics, Purdue University - Department of Agricultural Economics and World Bank
Downloads
503
17.
Fiscal Multipliers and the State of the Economy
IMF Working Paper No. 12/286
Number of pages: 32
Posted: 18 Jan 2013
Working Paper Series
University of Cambridge - Faculty of Economics and Politics, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads
500
18.
The Impact of Fiscal Policy on Economic Activity Over the Business Cycle - Evidence from a Threshold VAR Analysis
Bundesbank Series 1 Discussion Paper No. 2011,03
Number of pages: 60
Posted: 08 Jun 2016
Working Paper Series
University of Cambridge - Faculty of Economics and Politics and European Central Bank (ECB)
Downloads
496
19.
DSGE Model-Based Forecasting
FRB of New York Staff Report No. 554
Number of pages: 95
Posted: 09 Mar 2012
Working Paper Series
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads
467
20.
Global Macroeconomic Scenarios of the COVID-19 Pandemic
CAMA Working Paper No. 62/2020
Number of pages: 60
Posted: 30 Jun 2020
Last Revised: 29 Oct 2020
Working Paper Series
Australian National University and The Australian National University; Centre of Excellence in Population Ageing Research (CEPAR)
Downloads
463
21.
A Review of the Fundamentals of the Fundamental Review of the Trading Book II: Asymmetries, Anomalies, and Simple Remedies
Number of pages: 27
Posted: 09 Aug 2017
Last Revised: 09 Jun 2018
Working Paper Series
CIBC World Markets - Risk Quant, Capital Markets, CIBC
There are 2 versions of this paper
A Review of the Fundamentals of the Fundamental Review of the Trading Book II: Asymmetries, Anomalies, and Simple Remedies
Number of pages: 27
Posted: 09 Aug 2017
Last Revised: 09 Jun 2018
Downloads
440
A Review of the Fundamentals of the Fundamental Review of the Trading Book II: Asymmetries, Anomalies, and Simple Remedies
Journal of Risk, Vol. 20, No. 6, 2018
Number of pages: 30
Posted: 31 Aug 2018
Downloads
2
Downloads
440
22.
Toward a Perspective-Dependent Theory of Audit Probability for Tax Compliance Models
33 Virginia Tax Review 629 (2014)
Number of pages: 24
Posted: 12 Dec 2013
Last Revised: 06 May 2018
Accepted Paper Series
Texas A&M University School of Innovation
Downloads
437
23.
The Place for Neuroscience in Criminal Law
PHILOSOPHICAL FOUNDATIONS OF LAW AND NEUROSCIENCE. New York: Oxford University Press 69-83 (Dennis Patterson & Michael Pardo, eds. 2016) , Fordham Law Legal Studies Research Paper No. 2806641
Number of pages: 16
Posted: 18 Jul 2016
Last Revised: 18 Aug 2016
Accepted Paper Series
Fordham University School of Law
Downloads
436
24.
Valuing Brand Collaboration: Evidence From a Natural Experiment
Number of pages: 50
Posted: 07 Mar 2019
Last Revised: 17 Aug 2020
Working Paper Series
Stanford Graduate School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads
434
25.
TARP
New Palgrave Dictionary of Economics Online, Forthcoming
Number of pages: 25
Posted: 20 Oct 2012
Accepted Paper Series
University of Louisiana at Lafayette - College of Business Administration
Downloads
425
26.
Driving Restrictions that Work? Quito's Pico y Placa Program
Number of pages: 55
Posted: 29 Mar 2013
Last Revised: 25 Sep 2014
Working Paper Series
George Washington University - Department of Economics, George Washington University - Department of Economics and George Washington University - Department of Economics
There are 2 versions of this paper
Driving Restrictions that Work? Quito's Pico y Placa Program
Number of pages: 55
Posted: 29 Mar 2013
Last Revised: 25 Sep 2014
Downloads
409
Driving Restrictions that Work? Quito's Pico y Placa Program
Canadian Journal of Economics/Revue canadienne d'économique, Vol. 49, Issue 4, pp. 1536-1568, 2016
Number of pages: 33
Posted: 27 Dec 2016
Downloads
1
Downloads
409
27.
Models of Financial Stability and Their Application in Stress Tests
Forthcoming, Handbook of Computational Economics (Blake LeBaron and Cars Hommes)
, University of St.Gallen, School of Finance Research Paper No. 2018/5
Number of pages: 66
Posted: 22 Aug 2017
Last Revised: 29 Apr 2018
Accepted Paper Series
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, MIT Sloan School of Management and University of Oxford, Faculty of Law
Downloads
404
28.
The Financial and Macroeconomic Effects of OMT Announcements
ECB Working Paper No. 1707
Number of pages: 25
Posted: 06 Aug 2014
Working Paper Series
European Central Bank (ECB), Centre for Economic Policy Research (CEPR) and European Central Bank (ECB)
Downloads
376
29.
Predicting Global Restaurant Facility Closures
Number of pages: 57
Posted: 18 Jul 2019
Last Revised: 26 Mar 2020
Working Paper Series
The Alan Turing Institute
Downloads
353
30.
Why Is COVID-19 Mortality in Lombardy so High? Evidence from the Simulation of a SEIHCR Model
Number of pages: 15
Posted: 15 Apr 2020
Working Paper Series
Bocconi University - Department of Finance
Downloads
339
31.
Coherent Financial Cycles for G-7 Countries: Why Extending Credit Can Be an Asset
Number of pages: 45
Posted: 23 Dec 2014
Last Revised: 08 Mar 2019
Working Paper Series
Deutsche Bundesbank, European Central Bank (ECB) and European Central Bank (ECB)
There are 2 versions of this paper
Coherent Financial Cycles for G-7 Countries: Why Extending Credit Can Be an Asset
Number of pages: 45
Posted: 23 Dec 2014
Last Revised: 08 Mar 2019
Downloads
310
Characterising the Financial Cycle: A Multivariate and Time-Varying Approach
ECB Working Paper No. 1846
Number of pages: 56
Posted: 23 Sep 2015
Downloads
183
Downloads
310
32.
How Effective Was the UK Carbon Tax? - A Machine Learning Approach to Policy Evaluation
CER-ETH – Center of Economic Research at ETH Zurich Working Paper 19/317
Number of pages: 51
Posted: 14 May 2019
Working Paper Series
ETH Zürich - Centre for Energy Policy and Economics (CEPE), ETH Zürich and ZEW – Leibniz Centre for European Economic Research
Downloads
290
33.
Non-Tariff Measures: Evidence from Selected Developing Countries and Future Research Agenda
UNCTAD/DITC/TAB/2009/3
Number of pages: 166
Posted: 23 Jan 2011
Working Paper Series
United Nations - Conference on Trade and Development (UNCTAD)
Downloads
286
34.
Megajournal mismanagement: Manuscript decision bias and anomalous editor activity at PLOS ONE
Number of pages: 22
Posted: 19 Jan 2017
Last Revised: 17 Jun 2018
Working Paper Series
University of California Merced, Ernest and Julio Gallo Management Program
Downloads
282
35.
Estimation of Truncated Data Samples in Operational Risk Modeling
Number of pages: 32
Posted: 27 Dec 2012
Last Revised: 23 Apr 2014
Working Paper Series
EY, University of Florida - Department of Industrial and Systems Engineering, University of Florida and Federal Reserve Banks - Federal Reserve Bank of Richmond
There are 2 versions of this paper
Estimation of Truncated Data Samples in Operational Risk Modeling
Number of pages: 32
Posted: 27 Dec 2012
Last Revised: 23 Apr 2014
Downloads
280
Estimation of Truncated Data Samples in Operational Risk Modeling
Journal of Risk and Insurance, Vol. 83, Issue 3, pp. 613-640, 2016
Number of pages: 28
Posted: 09 Aug 2016
Downloads
280
36.
To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting
Operations Research, Forthcoming, Swiss Finance Institute Research Paper No. 14-63
Number of pages: 22
Posted: 01 Nov 2014
Last Revised: 18 Jan 2016
Accepted Paper Series
Georgia State University, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads
277
37.
Forward-looking Forward Rates: The Term SOFR Paradoxes
Number of pages: 13
Posted: 29 Jan 2021
Last Revised: 09 Jun 2021
Working Paper Series
FactSet Research Systems Inc. and FactSet Research Systems Inc.
Downloads
275
38.
Effects of Multicollinearity on the Estimation of Macroeconomic Variables by Using Data from Sudan
Number of pages: 89
Posted: 29 Jul 2011
Last Revised: 14 Aug 2011
Working Paper Series
Al-Neelain University - Department of Economics
Downloads
267
39.
Public Transit and Air Pollution
Number of pages: 41
Posted: 10 Oct 2017
Working Paper Series
University of Ottawa - Graduate School of Public and International Affairs, University of Ottawa - Department of Economics and University of Western Ontario - Richard Ivey School of Business
Downloads
266
40.
Impact of the Dodd-Frank Act on Systemic Risk: A Counterfactual Analysis
Number of pages: 42
Posted: 03 Mar 2018
Last Revised: 24 Mar 2020
Working Paper Series
University of Science and Technology Beijing - School of Economics and Management, University of Groningen - Faculty of Economics and Business and University of Groningen - Department of Finance & Accounting
Downloads
258
41.
Climate Change and U.S. Agriculture: Accounting for Multi-dimensional Slope Heterogeneity in Production Functions
UNSW Business School Research Paper No. 2018-08a
Number of pages: 45
Posted: 25 May 2018
Last Revised: 08 Jan 2020
Working Paper Series
University of New South Wales and UNSW Australia Business School, School of Economics
Downloads
247
42.
How Differing Trade Policies May Impact U.S. Agriculture: The Potential Economic Impacts of TPP, USMCA, and NAFTA
Number of pages: 30
Posted: 28 Mar 2019
Last Revised: 03 May 2019
Working Paper Series
Purdue University, Department of Agricultural Economics, Purdue University - Department of Agricultural Economics and World Bank
Downloads
246
43.
The Ethics of the Algorithm: Autonomous Systems and the Wrapper of Human Control
48 CUMBERLAND LAW REVIEW 101 (2018)
Number of pages: 34
Posted: 20 Jul 2017
Last Revised: 02 Jan 2018
Accepted Paper Series
Chicago-Kent College of Law and University of Illinois at Chicago
Downloads
243
44.
Substitution Elasticities in a CES Production Framework - An Empirical Analysis on the Basis of Non-Linear Least Squares Estimations
ZEW - Centre for European Economic Research Discussion Paper No. 12-007
Number of pages: 25
Posted: 04 Mar 2012
Last Revised: 05 Sep 2012
Working Paper Series
ZEW – Leibniz Centre for European Economic Research - Environmental and Resource Economics, Environmental Management Research and ZEW – Leibniz Centre for European Economic Research
Downloads
221
45.
NYU Yield Curve Seminar - An Overview of Yield Curve Calibration & LIBOR Reform
Number of pages: 40
Posted: 08 Apr 2021
Working Paper Series
University of Oxford, Said Business School
Downloads
195
46.
Uniqueness of Equilibrium in a Payment System with Liquidation Costs
Operations Research Letters, Forthcoming, Swiss Finance Institute Research Paper No. 15-20
Number of pages: 11
Posted: 18 Jun 2015
Last Revised: 18 Jan 2016
Accepted Paper Series
Georgia State University, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads
194
47.
Between Geography and Demography: Key Interdependencies and Exit Mechanisms for COVID-19
Number of pages: 25
Posted: 18 Apr 2020
Working Paper Series
CNR - Intitute for Complex Systems, Politecnico di Milano, University of Pavia - Department of Economics and Management, CNR - Institute for Complex Systems, CNR - Institute for Complex Systems, Ca' Foscari University of Venice and Polytechnic University of Milan - Department of Management, Economics and Industrial Engineering
Downloads
192
48.
Do the Benefits of Voluntarily Reporting Serious Data Breaches to the ICO Outweigh the Risk of Monetary Penalties?: A Theoretical Analysis
Winchester Conference on Trust, Risk, Information and the Law, West Downs Campus, University of Winchester, UK, 29 April 2014
Number of pages: 18
Posted: 24 Dec 2013
Last Revised: 15 Mar 2014
Accepted Paper Series
Texas A&M University School of Innovation
Downloads
185
49.
Characterising the Financial Cycle: A Multivariate and Time-Varying Approach
ECB Working Paper No. 1846
Number of pages: 56
Posted: 23 Sep 2015
Working Paper Series
Deutsche Bundesbank, European Central Bank (ECB) and European Central Bank (ECB)
There are 2 versions of this paper
Coherent Financial Cycles for G-7 Countries: Why Extending Credit Can Be an Asset
Number of pages: 45
Posted: 23 Dec 2014
Last Revised: 08 Mar 2019
Downloads
310
Characterising the Financial Cycle: A Multivariate and Time-Varying Approach
ECB Working Paper No. 1846
Number of pages: 56
Posted: 23 Sep 2015
Downloads
183
Downloads
183
50.
Revising SA-CCR
Number of pages: 20
Posted: 25 Feb 2019
Last Revised: 10 Apr 2019
Working Paper Series
Lloyds Banking Group, Lloyds Banking Group and MUFG Securities EMEA plc
Downloads
179
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