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JEL Code: E4

3,481,383 Total downloads

Viewing: 101 - 150 of 15,850 papers

101.

Can Bitcoin Become a Viable Alternative to Fiat Currencies? An Empirical Analysis of Bitcoin's Volatility Based on a GARCH Model

Number of pages: 52 Posted: 02 May 2017 Last Revised: 14 May 2017
Working Paper Series
Skidmore College - Department of Economics
Downloads 3,483
102.

Modern Central Bank Operations – The General Principles

Number of pages: 47 Posted: 14 Aug 2010
Working Paper Series
Wartburg College
Downloads 3,478
103.

Estimation of Theory-Implied Correlation Matrices

Number of pages: 18 Posted: 20 Nov 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 3,468
104.

Advances in Financial Machine Learning: Lecture 7/10 (seminar slides)

Number of pages: 64 Posted: 15 Oct 2018 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 3,456
105.

Evaluation and Ranking of Market Forecasters

Number of pages: 26 Posted: 03 Apr 2017 Last Revised: 22 Jul 2017
Working Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia), University of Technology Sydney (UTS) and Cornell University - Operations Research & Industrial Engineering
Downloads 3,437
106.

Tokenomics: Dynamic Adoption and Valuation

Becker Friedman Institute for Research in Economics Working Paper No. 2018-49, Fisher College of Business Working Paper No. 2018-03-015, Charles A. Dice Center Working Paper No. 2018-15, Columbia Business School Research Paper No. 18-62
Number of pages: 76 Posted: 30 Jul 2018 Last Revised: 14 Dec 2020
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, Ohio State University and Columbia Business School - Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 3,433
107.

Eight Centuries of Global Real Interest Rates, R-G, and the ‘Suprasecular’ Decline, 1311–2018

Number of pages: 123 Posted: 24 Nov 2019 Last Revised: 26 Nov 2019
Working Paper Series
Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 3,417
108.

Determinants of Bank Profitability Before and During the Crisis: Evidence from Switzerland

Number of pages: 41 Posted: 30 Mar 2009 Last Revised: 10 May 2010
Working Paper Series
Lucerne University of Applied Sciences and Arts and Institut für Finanzdienstleistungen Zug (IFZ)
Downloads 3,396
109.

The Determinants of Stock and Bond Return Comovements

The Review of Financial Studies, Vol. 23, Issue 6, pp. 2374-2428, 2010, National Bank of Belgium Working Paper No. 119, AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 67 Posted: 05 Oct 2010
Accepted Paper Series
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics and Ghent University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 3,310
110.

Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound

Chicago Booth Research Paper No. 13-77
Number of pages: 56 Posted: 08 Sep 2013 Last Revised: 19 May 2015
Working Paper Series
University of Notre Dame - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department

Multiple version iconThere are 2 versions of this paper

Downloads 3,309
111.

Ten Applications of Financial Machine Learning

Number of pages: 16 Posted: 22 Apr 2019 Last Revised: 01 Oct 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 3,281
112.

Risk Assessment for Banking Systems

Number of pages: 37 Posted: 25 Aug 2004
Working Paper Series
Austrian National Bank - Economic Studies Division, University of Calgary - Haskayne School of Business and Oesterreichische Nationalbank (OeNB)
Downloads 3,268
113.

Advances in Financial Machine Learning: Numerai's Tournament (seminar slides)

Number of pages: 40 Posted: 25 Nov 2019 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 3,237
114.

Advances in Financial Machine Learning: Lecture 5/10 (seminar slides)

Number of pages: 27 Posted: 30 Sep 2018 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 3,170
115.

Central Bank Cryptocurrencies

BIS Quarterly Review September 2017
Number of pages: 16 Posted: 26 Sep 2017
Working Paper Series
Bank for International Settlements (BIS) - Committee on Payments and Market Infrastructures and University of California, Santa Barbara (UCSB)
Downloads 3,109
116.

Leveraged Buyout Bankruptcies, the Problem of Hindsight Bias, and the Credit Default Swap Solution

Columbia Business Law Review, Vol. 2011, No. 1, p. 118, 2011, Seton Hall Public Law Research Paper No. 1632084
Number of pages: 104 Posted: 17 Jul 2010 Last Revised: 25 Apr 2011
Accepted Paper Series
University of Southern California Gould School of Law and Davis Polk & Wardwell LLP - New York Office
Downloads 3,108
117.

Codependence (Presentation Slides)

Number of pages: 34 Posted: 15 Jan 2020 Last Revised: 06 Feb 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 3,094
118.

Advances in Financial Machine Learning: Lecture 9/10 (seminar slides)

Number of pages: 41 Posted: 29 Oct 2018 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 3,069
119.

Bitcoin and the Future of Digital Payments

Number of pages: 14 Posted: 18 Jul 2015 Last Revised: 24 May 2018
Working Paper Series
Florida Atlantic University
Downloads 3,065
120.

Sovereign Risk Premia

AFA 2010 Atlanta Meetings Paper
Number of pages: 52 Posted: 17 Feb 2009 Last Revised: 14 Sep 2011
Working Paper Series
LUISS University - Department of Economics and Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 3,063
121.

Is Bitcoin a Real Currency? An Economic Appraisal

Number of pages: 23 Posted: 02 Dec 2013 Last Revised: 02 Nov 2014
Working Paper Series
New York University (NYU) - Stern School of Business
Downloads 3,062
122.

A Resolution to the NPV - IRR Debate?

Number of pages: 22 Posted: 05 Apr 2004 Last Revised: 04 Jan 2010
Working Paper Series
University of Sussex Business School
Downloads 3,027
123.

The State of Macro

MIT Department of Economics Working Paper No. 08-12
Number of pages: 32 Posted: 20 Aug 2008 Last Revised: 26 Aug 2008
Working Paper Series
National Bureau of Economic Research (NBER)

Multiple version iconThere are 4 versions of this paper

Downloads 3,026
124.

Yield Curve Predictors of Foreign Exchange Returns

AFA 2011 Denver Meetings Paper
Number of pages: 47 Posted: 25 Jan 2010 Last Revised: 15 Jun 2011
Working Paper Series
BlackRock, Inc and University of California, Davis - Graduate School of Management
Downloads 2,976
125.

Advances in Financial Machine Learning: Lecture 8/10 (seminar slides)

Number of pages: 82 Posted: 21 Oct 2018 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,975
126.

La Estructura Temporal de los Tipos de Interés (Term Structure of Interest Rates)

Number of pages: 44 Posted: 23 Aug 2013 Last Revised: 11 Jan 2021
Working Paper Series
Universidad Complutense de Madrid
Downloads 2,963
127.

LIBOR Market Models with Stochastic Basis

Bloomberg Education and Quantitative Research Paper No. 2010-05-FRONTIERS
Number of pages: 39 Posted: 05 Mar 2010 Last Revised: 08 Jun 2010
Working Paper Series
Bloomberg L.P.
Downloads 2,963
128.

Modeling Term Structures of Swap Spreads

Number of pages: 50 Posted: 24 Aug 2000
Working Paper Series
Yale University - School of Management
Downloads 2,961
129.

Exit Strategies for COVID-19: An Application of the K-SEIR Model (Presentation Slides)

Number of pages: 52 Posted: 22 Apr 2020
Working Paper Series
Hebrew University of Jerusalem and Cornell University - Operations Research & Industrial Engineering
Downloads 2,948
130.

Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin

Journal of Asset Management, 16, 6, 365-373, doi:10.1057/jam.2015.5
Number of pages: 17 Posted: 14 Sep 2013 Last Revised: 23 May 2017
Accepted Paper Series
Amundi Asset Management, Université Libre de Bruxelles - SBS-EM, CEB and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 2,893
131.

The Price of Gold: A Global Required Yield Theory

Number of pages: 34 Posted: 22 Mar 2004
Working Paper Series
Kedge Business School Bordeaux and Nexxus Wealth Technologies, Inc.
Downloads 2,876
132.

The Danske Bank Money Laundering Scandal: A Case Study

Number of pages: 79 Posted: 10 Sep 2019
Working Paper Series
Copenhagen Business School and London School of Economics - Centre for Economic Performance
Downloads 2,866
133.

Trends in Crypto-Currencies and Blockchain Technologies: A Monetary Theory and Regulation Perspective

Number of pages: 25 Posted: 19 Aug 2015
Working Paper Series
University of California Santa Barbara, University College London - Financial Computing and Analytics Group, Department of Computer Science and University College London - Department of Computer Science
Downloads 2,865
134.

Speculative Capital and Currency Carry Trades

Number of pages: 51 Posted: 18 Apr 2008 Last Revised: 27 Mar 2011
Working Paper Series
Aalto University and Aalto University School of Business
Downloads 2,841
135.

Bond Risk Premia with Machine Learning

WBS Finance Group Research Paper No. 252
Number of pages: 86 Posted: 26 Aug 2018 Last Revised: 08 Apr 2020
Working Paper Series
School of Economics and Finance, Queen Mary University of London, University of Cambridge - Centre for Endowment Asset Management, Cambridge Judge Business School and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 2,823
136.

Liquidity and Financial Market Runs

Number of pages: 35 Posted: 15 Jul 2003
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (UCLA)
Downloads 2,815
137.

Foreign Institutional Investment in the Indian Equity Market: An Analysis of Daily Flows During January 1999-May 2002

Money & Finance, Vol. 2, No. 9-10, April-September 2002
Number of pages: 31 Posted: 12 Sep 2003
Accepted Paper Series
International Management Institute (IMI) - International Management Institute, Kolkata, ICRA Ltd and Indian Statistical Institute, New Delhi - Economic Research Unit
Downloads 2,814
138.

Stochastic Flow Diagrams

Algorithmic Finance 2014, 3:1-2, 21-42
Number of pages: 23 Posted: 16 Jan 2014 Last Revised: 27 May 2014
Accepted Paper Series
Clemson University and Cornell University - Operations Research & Industrial Engineering
Downloads 2,812
139.

Stop-Outs Under Serial Correlation and 'The Triple Penance Rule'

Journal of Risk, 2014
Number of pages: 35 Posted: 16 Jan 2013 Last Revised: 10 Jun 2016
Accepted Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial Engineering
Downloads 2,795
140.

The Dodd-Frank Act: A Flawed and Inadequate Response to the Too-Big-To-Fail Problem

Oregon Law Review, Vol. 89, pp. 951-1057, 2011, GWU Legal Studies Research Paper No. 516, GWU Law School Public Law Research Paper No. 516
Number of pages: 108 Posted: 04 Dec 2010 Last Revised: 22 Apr 2011
Accepted Paper Series
George Washington University Law School
Downloads 2,749
141.

'Real' Assets

Columbia Business School Research Paper No. 12-60
Number of pages: 64 Posted: 13 Oct 2012
Working Paper Series
BlackRock, Inc
Downloads 2,736
142.

Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices

The Accounting Review, Year 2011, Volume 86, Number 3 (May), Pages 1045-1085
Number of pages: 54 Posted: 26 Feb 2009 Last Revised: 27 Apr 2016
Accepted Paper Series
University of California, Berkeley - Haas School of Business
Downloads 2,736
143.

On the Profit and Loss Distribution of Dynamic Hedging Strategies

Discussion Paper Series No. 9899-03
Number of pages: 24 Posted: 02 Feb 1999
Working Paper Series
Quant Isle Ltd. and JP Morgan Securities Inc.

Multiple version iconThere are 2 versions of this paper

Downloads 2,736
144.

Expected Returns in Treasury Bonds

Number of pages: 60 Posted: 15 Nov 2010 Last Revised: 02 Apr 2015
Working Paper Series
Duke University - Fuqua School of Business and Norges Bank Investment Management
Downloads 2,730
145.

Life Below Zero: Bank Lending Under Negative Policy Rates

Review of Financial Studies, 32, 3728-3761 (2019)
Number of pages: 65 Posted: 05 Jun 2016 Last Revised: 24 Apr 2020
Accepted Paper Series
European Central Bank (ECB), Boston University - Questrom School of Business and European Central Bank (ECB)

Multiple version iconThere are 3 versions of this paper

Downloads 2,728
146.

What Explains the Surge in Euro Area Sovereign Spreads During the Financial Crisis of 2007-09?

ECB Working Paper No. 1131
Number of pages: 49 Posted: 27 Dec 2009
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 2,708
147.

Stock Market Fluctuations and the Business Cycle

Number of pages: 31 Posted: 24 Sep 2001
Working Paper Series
University of California Riverside

Multiple version iconThere are 2 versions of this paper

Downloads 2,703
148.

Understanding the Aggregate Book-to-Market Ratio

Number of pages: 55 Posted: 01 May 1999
Working Paper Series
Arrowstreet Capital, LP
Downloads 2,694
149.

Global Imbalances and the Financial Crisis: Link or No Link?

BIS Working Paper No. 346
Number of pages: 43 Posted: 08 Jun 2011
Working Paper Series
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS)
Downloads 2,691
150.

Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure

Journal of Finance, Forthcoming
Number of pages: 58 Posted: 30 Sep 2009
Accepted Paper Series
Massachusetts Institute of Technology

Multiple version iconThere are 2 versions of this paper

Downloads 2,682