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JEL Code: F31

951,683 Total downloads

Viewing: 51 - 100 of 5,386 papers

51.

Caveat Emptor: Does Bitcoin Improve Portfolio Diversification?

Number of pages: 21 Posted: 15 Mar 2014 Last Revised: 04 Jun 2015
Working Paper Series
Vienna University of Economics and Business, Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Modul University Vienna - Department of International Management
Downloads 1,610
52.

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 1,607
53.

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 1,606
54.

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 1,576
55.

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 1,573
56.

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 Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,564
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 1,562
58.

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 1,561
59.

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 1,511
60.

Foreign Exchange Volume

Number of pages: 86 Posted: 23 Aug 2017 Last Revised: 04 Jun 2021
Working Paper Series
City University London - Sir John Cass Business School, University of Houston - C.T. Bauer College of Business, University of Toronto - Rotman School of Management and University of Cambridge - Judge Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,488
61.

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 1,462
62.

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 1,459
63.

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 1,445
64.

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 1,430
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 1,427
66.

Head and Shoulders: Not Just a Flaky Pattern

FRB of New York Staff Report No. 4
Number of pages: 67 Posted: 22 Jun 2007
Working Paper Series
Brandeis University - International Business School and Credit Suisse AG - London Headquarters
Downloads 1,421
67.

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
68.

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 1,415
69.

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 1,406
70.

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 1,392
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 Department

Multiple version iconThere are 2 versions of this paper

Downloads 1,388
72.

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 1,384
73.

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 1,380
74.

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 1,374
75.

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 - Rotman School of Management and University of Cambridge - Judge Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,368
76.

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

FRB of New York Staff Report No. 111
Number of pages: 52 Posted: 10 Dec 2000
Working Paper Series
Federal Reserve Bank of New York - Research Department
Downloads 1,367
77.

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

CESifo Working Paper Series No. 3868
Number of pages: 27 Posted: 06 Jul 2012
Working Paper Series
World Trade Organization (WTO) and Economic Research Division, WTO
Downloads 1,364
78.

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 1,346
79.

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 1,343
80.

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 1,338
81.

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 1,335
82.
Downloads 1,332
83.

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 1,332
84.

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 1,331
85.

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 1,330
86.

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 1,325
87.

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 1,321
88.

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 1,317
89.

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 Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,306
90.

Stakeholder Versus Shareholder Satisfaction in Corporate Risk Management

Number of pages: 31 Posted: 30 Apr 2004
Working Paper Series
Aarhus University
Downloads 1,304
91.

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 1,297
92.

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 1,267
93.

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 1,265
94.

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 1,246
95.

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 1,246
96.

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 1,232
97.

Foreign Exchange Markets in India

Number of pages: 36 Posted: 18 Jan 2005
Working Paper Series
O. P. Jindal Global University
Downloads 1,224
98.

Bitcoin Market Microstructure

Number of pages: 25 Posted: 11 Apr 2017
Working Paper Series
University of Hohenheim
Downloads 1,221
99.

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 1,219
100.

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 1,211