Search Results
JEL Code: F31

951,358 Total downloads

Viewing: 101 - 150 of 5,386 papers

101.

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 1,209
102.

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

Number of pages: 15 Posted: 23 May 2014
Working Paper Series
Cuemacro
Downloads 1,208
103.

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 1,207
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 1,203
105.

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 1,200
106.

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 1,159
107.

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 1,156
108.

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 1,147
109.

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 1,143
110.

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 1,142
111.

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 1,141
112.

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
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 1,138
114.

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 1,135
115.

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 1,124
116.

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 1,122
117.

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 1,099
118.

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

FRB International Finance Discussion Paper No. 899
Number of pages: 36 Posted: 13 Aug 2007
Working Paper Series
Peterson Institute and Board of Governors of the Federal Reserve System
Downloads 1,096
119.

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 1,087
120.

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 1,087
121.

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 1,086
122.

RMB Internationalization: Onshore/Offshore Links

IMF Working Paper No. 12/133
Number of pages: 38 Posted: 09 Aug 2012
Working Paper Series
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 1,084
123.

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 1,063
124.

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 Economics and affiliation not provided to SSRN
Downloads 1,053
125.

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

Multiple version iconThere are 3 versions of this paper

Downloads 1,048
126.

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 1,042
127.

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 1,035
128.

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 1,035
129.

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 1,027
130.

Exchange Rate Economics: A Survey

IMF Working Paper No. 91/62
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 1,026
131.

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 1,026
132.

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 1,023
133.

The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes

CESifo Working Paper Series No. 3266
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 1,019
134.

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 1,015
135.

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
136.

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 1,010
137.

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 1,004
138.

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

IMF Working Paper No. 98/67
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 998
139.

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 Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 997
140.

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 996
141.

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
142.

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 Department and Norges Bank

Multiple version iconThere are 4 versions of this paper

Downloads 995
143.

Leading Indicators of Currency Crises

IMF Working Paper No. 97/79
Number of pages: 43 Posted: 15 Feb 2006
Working Paper Series
National Bureau of Economic Research (NBER), Independent and Peter G. Peterson Institute for International Economics

Multiple version iconThere are 2 versions of this paper

Downloads 993
144.

Forecasting Exchange Rates: An Investor Perspective

CESifo Working Paper Series No. 4238
Number of pages: 40 Posted: 22 May 2013
Working Paper Series
University of California, San Diego (UCSD) - Rady School of Management, BlackRock, Inc and BlackRock, Inc
Downloads 991
145.

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 983
146.

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 967
147.

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 967
148.

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 965
149.

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 Economics and IMD Lausanne
Downloads 962
150.

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 956