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JEL Code: E4

3,477,120 Total downloads

Viewing: 151 - 200 of 15,843 papers

151.

Liquidity and Credit Default Swap Spreads

AFA 2007 Chicago Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 44 Posted: 03 Mar 2008 Last Revised: 22 Jan 2009
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Multiple version iconThere are 2 versions of this paper

Downloads 2,671
152.

Qard Hasan, Wadiah/Amanah and Bank Deposits: Applications and Misapplications of Some Concepts in Islamic Banking

Arab Law Quarterly, Vol. 25, No. 2, 2011
Number of pages: 24 Posted: 13 Jun 2009 Last Revised: 07 Jun 2016
Accepted Paper Series
Independent
Downloads 2,667
153.

The Integrated Impact of Credit and Interest Rate Risk on Banks: An Economic Value and Capital Adequacy Perspective

Bank of England Working Paper No. 339
Number of pages: 40 Posted: 02 Mar 2007
Working Paper Series
Bank for International Settlements (BIS), Moody's Investor Services and Bank of England
Downloads 2,664
154.

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

Number of pages: 44 Posted: 14 Nov 2019 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,661
155.

Three Machine Learning Solutions to the Bias-Variance Dilemma (Seminar Slides)

Number of pages: 27 Posted: 28 May 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,660
156.

Advances in Financial Machine Learning: Lecture 6/10 (seminar slides)

Number of pages: 107 Posted: 07 Oct 2018 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,648
157.

Inflation and the Stock Market: Understanding the 'Fed Model'

Number of pages: 40 Posted: 29 Apr 2008 Last Revised: 28 Jun 2011
Working Paper Series
Columbia Business School - Finance and Economics and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 2,605
158.

Clustered Feature Importance (Presentation Slides)

Number of pages: 35 Posted: 06 Mar 2020 Last Revised: 28 May 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,598
159.

Interpretable Machine Learning: Shapley Values (Seminar Slides)

Number of pages: 24 Posted: 21 Jul 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,594
160.

The Economics of Bitcoin Transaction Fees

GATE WP 1407
Number of pages: 12 Posted: 26 Feb 2014
Working Paper Series
University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Downloads 2,587
161.

What Factors Give Cryptocurrencies Their Value: An Empirical Analysis

Number of pages: 6 Posted: 18 Mar 2015 Last Revised: 25 Mar 2021
Working Paper Series
University of Wisconsin - Madison - Department of Sociology
Downloads 2,569
162.

DeKo – Currency Proposal Using a Portfolio of Electricity Linked Assets

Number of pages: 25 Posted: 07 Apr 2011 Last Revised: 21 Sep 2018
Working Paper Series
Carbon Finance Labs and SolarCoin Foundation
Downloads 2,560
163.

Forecasting Financial Statements with No Plugs and No Circularity

The IUP Journal of Accounting Research & Audit Practices, Vol. X, No. 1, 2011
Number of pages: 34 Posted: 21 Nov 2007 Last Revised: 23 May 2012
Accepted Paper Series
Grupo Consultor CAV Capital Advisory & Valuation

Multiple version iconThere are 2 versions of this paper

Downloads 2,554
164.

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

American Economic Review, Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-12
Number of pages: 70 Posted: 15 Feb 2011 Last Revised: 14 Nov 2015
Accepted Paper Series
Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business

Multiple version iconThere are 5 versions of this paper

Downloads 2,541
165.

Clustering (Presentation Slides)

Number of pages: 34 Posted: 10 Jan 2020 Last Revised: 06 Feb 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,539
166.

Factor Dependence of Bermudan Swaption Prices: Fact or Fiction?

Number of pages: 31 Posted: 09 May 2000
Working Paper Series
Bank of America and Saxo Bank
Downloads 2,532
167.

Macroeconomic Factors and Stock Market Movement: Evidence from Ghana

Number of pages: 26 Posted: 26 Oct 2008 Last Revised: 16 Mar 2009
Working Paper Series
University of Cape Coast - School of Business and University of Leicester - School of Management
Downloads 2,524
168.

Short Rate Models: Hull-White or Black-Karasinski? Implementation Note and Model Comparison for ALM

Number of pages: 63 Posted: 20 Oct 2008
Working Paper Series
University of Manchester - Manchester Business School, Manchester University - Business School and Alliance Manchester Business School, University of Manchester
Downloads 2,512
169.

Eurodollar Futures and Options: Convexity Adjustment in HJM One-Factor Model

Number of pages: 6 Posted: 03 Apr 2005
Working Paper Series
muRisQ Advisory
Downloads 2,508
170.

The Financial Analyst Forecasting Literature: A Taxonomy with Suggestions for Further Research

International Journal of Forecasting, Vol. 24, No. 1, 2008
Number of pages: 42 Posted: 18 Feb 2008
Accepted Paper Series
University of Miami - Department of Accounting, University of Colorado at Boulder - Department of Accounting and College of William & Mary
Downloads 2,499
171.

A Century of Capital Structure: The Leveraging of Corporate America

Number of pages: 62 Posted: 25 Feb 2013 Last Revised: 12 Aug 2014
Working Paper Series
Duke University, Washington University in St. Louis - Olin Business School and The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER)

Multiple version iconThere are 2 versions of this paper

Downloads 2,490
172.

E-Commerce, Cyber, and Electronic Payment System Risks: Lessons from PayPal

16 U.C. Davis Business Law Journal 261 (Spring 2016)
Number of pages: 47 Posted: 23 Aug 2013 Last Revised: 24 Dec 2017
Accepted Paper Series
Prairie View A&M University - College of Business
Downloads 2,481
173.

Backtesting

Number of pages: 33 Posted: 16 May 2015 Last Revised: 05 Jul 2015
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,476
174.

Decomposing the Yield Curve

AFA 2010 Atlanta Meetings Paper
Number of pages: 54 Posted: 26 Jan 2009 Last Revised: 19 Mar 2009
Working Paper Series
Hoover Institution and University of Chicago - Booth School of Business
Downloads 2,454
175.

Macroeconomic Implications of Rising Household Debt

BIS Working Paper No. 153
Number of pages: 46 Posted: 20 Sep 2007
Working Paper Series
Reserve Bank of Australia
Downloads 2,448
176.

Rethinking Macroeconomic Policy

Number of pages: 19 Posted: 20 Feb 2010
Working Paper Series
National Bureau of Economic Research (NBER), International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)

Multiple version iconThere are 2 versions of this paper

Downloads 2,448
177.

Financialization: What it is and Why it Matters

Levy Economics Institute Working Paper No. 525
Number of pages: 31 Posted: 27 Dec 2007 Last Revised: 10 Aug 2008
Working Paper Series
Economics for Democratic and Open Societies
Downloads 2,444
178.

The Interaction of Bankers' Asset and Liability Management with Liquidity Concerns

Number of pages: 65 Posted: 15 Apr 2020 Last Revised: 07 Jan 2021
Working Paper Series
University of Chicago
Downloads 2,434
179.

Credit Cards and Inflation

Cowles Foundation Discussion Paper No. 1709
Number of pages: 51 Posted: 18 Jun 2009
Working Paper Series
Yale University and SUNY Stony Brook - Center for Game Theory in Economics
Downloads 2,430
180.

Overfitting: Causes and Solutions (Seminar Slides)

Number of pages: 24 Posted: 26 Feb 2020 Last Revised: 02 Mar 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,426
181.

Stock Return Predictability: Is it There?

Number of pages: 53 Posted: 23 Mar 2001
Working Paper Series
Columbia Business School - Finance and Economics and BlackRock, Inc

Multiple version iconThere are 2 versions of this paper

Downloads 2,419
182.

Using Principal Component Analysis to Explain Term Structure Movements: Performance and Stability

Number of pages: 32 Posted: 14 May 2007
Working Paper Series
University of Murcia - Faculty of Business and Economics
Downloads 2,401
183.

Bond Implied CDS Spread and CDS-Bond Basis

Number of pages: 12 Posted: 09 Sep 2008 Last Revised: 14 Jun 2016
Working Paper Series
affiliation not provided to SSRN
Downloads 2,379
184.

The Complexities of the Financial Turmoil of 2007 and 2008

Number of pages: 28 Posted: 13 Oct 2008 Last Revised: 19 Oct 2008
Working Paper Series
Bucknell University - Department of Economics and Bucknell University
Downloads 2,372
185.

Electronic Money and the Possibility of a Cashless Society

Number of pages: 22 Posted: 02 May 2007
Working Paper Series
Erasmus University Rotterdam
Downloads 2,368
186.

Estimating the Yield Curve Using the Nelson-Siegel Model: A Ridge Regression Approach

International Review of Economics & Finance, Forthcoming
Number of pages: 44 Posted: 08 May 2012 Last Revised: 16 Feb 2015
Accepted Paper Series
University of Antwerp Department of Accounting & Finance, Université Saint-Louis Brussels, University of Antwerp - Faculty of Applied Economics - City Campus and Universiteit Antwerpen
Downloads 2,367
187.

Does the Peg Ratio Rank Stocks According to the Market's Expected Rate of Return on Equity Capital?

Ohio State University Working Paper
Number of pages: 31 Posted: 04 Mar 2002
Working Paper Series
University of Notre Dame - Department of Accountancy
Downloads 2,365
188.

The Impact of Volatility Targeting

Number of pages: 28 Posted: 17 May 2018 Last Revised: 11 Jul 2018
Working Paper Series
Duke University - Fuqua School of Business, Man AHL, Man AHL, Man Group plc, Man AHL and Man AHL
Downloads 2,364
189.

How to Price Swaps in Your Head - An Interest Rate Swap & Asset Swap Primer

Number of pages: 96 Posted: 31 Jul 2016 Last Revised: 10 Apr 2017
Working Paper Series
University of Oxford, Said Business School
Downloads 2,352
190.

A New Approach to the Valuation of Interest Rate Derivatives: Arrow-Debreu Prices Implicit in the Term Structure of Interest Rates

Number of pages: 31 Posted: 12 Oct 1998
Working Paper Series
University of Massachusetts Amherst - Isenberg School of Management and University of Massachusetts at Amherst - Isenberg School of Management
Downloads 2,347
191.

Q&A on Financial Machine Learning (Course Materials)

Number of pages: 4 Posted: 07 Oct 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,342
192.

Stock Portfolio Design and Backtest Overfitting

Number of pages: 16 Posted: 29 Feb 2016 Last Revised: 20 Jul 2016
Working Paper Series
Lawrence Berkeley National Laboratory, University of Newcastle (Australia) and Cornell University - Operations Research & Industrial Engineering
Downloads 2,333
193.

Crash Risk in Currency Markets

NYU Working Paper No. FIN-09-007
Number of pages: 68 Posted: 07 May 2009 Last Revised: 13 Mar 2015
Working Paper Series
Harvard University - Department of Economics, Computer Science, Harvard University - Department of Economics, University of Southern California and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 2,306
194.

Emergence of Payment Systems in the Age of Electronic Commerce: The State of Art

Global Journal of International Business Research, Vol. 2, No. 2, 2009
Number of pages: 20 Posted: 20 Jan 2010
Accepted Paper Series
University of Delhi
Downloads 2,302
195.

The Economics of Cryptocurrencies – Bitcoin and Beyond

Number of pages: 55 Posted: 05 Oct 2017 Last Revised: 02 Feb 2021
Working Paper Series
Bank of Canada and Queen's University - Department of Economics
Downloads 2,298
196.

Are Blockchain Crowdsales the New 'Gold Rush'? Success Determinants of Initial Coin Offerings

Number of pages: 66 Posted: 30 Apr 2018 Last Revised: 30 Oct 2019
Working Paper Series
McGill University, Desautels Faculty of Management and Concordia University

Multiple version iconThere are 2 versions of this paper

Downloads 2,297
197.

Non-Performing Loans in CESEE: Determinants and Impact on Macroeconomic Performance

IMF Working Paper No. 13/72
Number of pages: 28 Posted: 09 Apr 2013
Working Paper Series
International Monetary Fund (IMF)
Downloads 2,296
198.

The Fisher Effect under Deflationary Expectations

Number of pages: 23 Posted: 27 Jan 2011 Last Revised: 23 Dec 2013
Working Paper Series
affiliation not provided to SSRN
Downloads 2,296
199.

Modeling Term Structure Dynamics: An Infinite Dimensional Approach

CMAPX Internal Report No. 402
Number of pages: 32 Posted: 25 Feb 1999
Working Paper Series
University of Oxford
Downloads 2,285
200.

The Future of Empirical Finance

Journal of Portfolio Management, 41(4), Summer 2015
Number of pages: 12 Posted: 20 May 2019 Last Revised: 30 May 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,282