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JEL Code: F31

951,684 Total downloads

Viewing: 151 - 200 of 5,386 papers

151.

The Crisis in the Foreign Exchange Market

CESifo Working Paper Series No. 2707
Number of pages: 40 Posted: 22 Jul 2009
Working Paper Series
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 956
152.

Fiscal Cyclicality and Currency Risk Premia

Number of pages: 53 Posted: 25 Oct 2017 Last Revised: 26 May 2021
Working Paper Series
Downloads 955
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 951
154.

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
155.

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 944
156.

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 943
157.

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 943
158.

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 941
159.

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 938
160.

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 935
161.

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 934
162.

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 930
163.

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 929
164.

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 926
165.

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

IMF Working Paper No. 94/90
Number of pages: 40 Posted: 15 Feb 2006
Working Paper Series
International Monetary Fund (IMF) - Research Department
Downloads 922
166.

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 911
167.

The Asia Crisis Causes, Policy Responses, and Outcomes

IMF Working Paper No. 99/138
Number of pages: 62 Posted: 15 Feb 2006
Working Paper Series
International Monetary Fund (IMF) - Developing Country Studies Division
Downloads 906
168.

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 901
169.

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 901
170.

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 affiliation not provided to SSRN
Downloads 899
171.

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
172.

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
University of Copenhagen - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 889
173.

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 888
174.

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 883
175.

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 877
176.

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
177.

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

IMF Working Paper No. 99/40
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 858
178.

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 856
179.

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 School
Downloads 854
180.

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 School and affiliation not provided to SSRN
Downloads 853
181.

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 851
182.

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 851
183.

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 845
184.

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 840
185.

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 839
186.

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, Barclays Investment Bank, University of Oxford - Oxford Centre for Global History, Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 836
187.

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 829
188.

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 Management and Hong Kong University of Science & Technology (HKUST)
Downloads 827
189.

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 826
190.

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 825
191.

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 823
192.

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 Department

Multiple version iconThere are 2 versions of this paper

Downloads 822
193.

The Impact of Cryptocurrency Regulation on Trading Markets

Journal of Financial Regulation, forthcoming
Number of pages: 69 Posted: 13 Jul 2020 Last Revised: 25 Apr 2021
Working Paper Series
The Wharton School of the University of Pennsylvania and University of Pennsylvania, The Wharton School, Legal Studies & Business Ethics Department
Downloads 820
194.

The Monetary Policy of the European Central Bank and the Euro-Dollar Exchange Rate

Number of pages: 65 Posted: 10 Jan 2000
Working Paper Series
University of Naples Federico II - Department of Economics
Downloads 820
195.

Implied Volatility from Options on Gold Futures: Do Statistical Forecasts Add Value or Simply Paint the Lilly?

Number of pages: 55 Posted: 07 May 2004
Working Paper Series
Federal Reserve Bank of St. Louis - Research Division
Downloads 819
196.

Intraday Technical Trading in the Foreign Exchange Market

Federal Reserve Bank of St. Louis Working Paper No. 99-016A
Number of pages: 31 Posted: 05 Nov 1999
Working Paper Series
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance
Downloads 817
197.

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 814
198.

Multinational Capital Structure and Financial Flexibility

Number of pages: 42 Posted: 13 Apr 2000
Working Paper Series
Wisconsin School of Business and ABN AMRO

Multiple version iconThere are 2 versions of this paper

Downloads 810
199.

The Euro's Challenge to the Dollar: Different Views from Economists and Evidence from Cofer (Currency Composition of Foreign Exchange Reserves) and Other Data

IMF Working Paper No. 06/153
Number of pages: 40 Posted: 26 Jul 2006
Working Paper Series
International Monetary Fund (IMF)
Downloads 800
200.

Option Prices and Risk-Neutral Densities for Currency Cross-Rates

Journal of Futures Markets, 30(4):324-360, EFA 2004 Maastricht Meetings Paper No. 2157
Number of pages: 50 Posted: 09 Mar 2004 Last Revised: 27 Feb 2019
Accepted Paper Series
Lancaster University - Department of Accounting and Finance and National Taiwan University
Downloads 799