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SSRN eLibrary Statistics:

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Abstracts: 566,342
Full Text Papers: 468,461
Authors: 262,596
Papers Received in
  Last 12 months:
63,646

Paper Downloads:
To date: 78,742,226
Last 12 months: 9,720,147
Last 30 days: 793,623

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263,937
Total References: 9,064,481
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6,006,875
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  Footnotes:
93,431
Total Footnotes: 9,185,839


SSRN eLibrary Search Results
JEL Code: F31
522,571 Total downloads
Showing Papers 1 - 50 of 3,662
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Incl. Electronic Paper A Multifractal Model of Asset Returns
Cowles Foundation Discussion Paper No. 1164, Sauder School of Business Working Paper
Benoit B. Mandelbrot , Adlai J. Fisher and Laurent E. Calvet
Yale University - International Center for Finance , University of British Columbia (UBC) - Sauder School of Business and HEC Paris (Groupe HEC) - Finance Department
Date Posted: April 21, 1998
Working Paper Series
7023 downloads

Incl. Electronic Paper Common Risk Factors in Currency Markets
Review of Financial Studies ( 2011), 24(11), .
Hanno N. Lustig , Nikolai L. Roussanov and Adrien Verdelhan
UCLA - Anderson School of Management , University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 01, 2008
Last Revised: August 27, 2012
Accepted Paper Series
4468 downloads

Incl. Electronic Paper An Impressionistic View of the 'Real' Price of Gold Around the World
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Date Posted: September 19, 2012
Last Revised: September 20, 2012
Working Paper Series
2778 downloads

Incl. Electronic Paper Do Momentum Based Strategies Still Work in Foreign Currency Markets?
Derek R. White and John Okunev
University of New South Wales (UNSW) - School of Banking and Finance and Coda Asset Management
Date Posted: June 01, 2001
Working Paper Series
2775 downloads

Incl. Electronic Paper FX Market Behavior and Valuation
Harvey J. Stein
Bloomberg L.P.
Date Posted: January 12, 2007
Working Paper Series
2763 downloads

Incl. Electronic Paper What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
Journal of Financial Economics (JFE), Vol. 105, No. 3, 2012, AFA 2010 Atlanta Meetings Paper
Harrison G. Hong and Motohiro Yogo
Princeton University - Department of Economics and Federal Reserve Bank of Minneapolis
Date Posted: March 22, 2009
Last Revised: June 24, 2012
Accepted Paper Series
2710 downloads

Incl. Electronic Paper Managing Foreign Exchange Risk With Derivatives
Gregory W. Brown
University of North Carolina (UNC) at Chapel Hill - Finance Area
Date Posted: November 27, 2000
Case and Teaching Paper Series
2599 downloads

Incl. Electronic Paper Firmwide Risk Management of Foreign Exchange Exposure by U.S. Multinational Corporations
David Carter , Christos Pantzalis and Betty J. Simkins
Oklahoma State University - Stillwater - Department of Finance , University of South Florida - College of Business Administration and Oklahoma State University - Stillwater - Department of Finance
Date Posted: January 11, 2001
Working Paper Series
2548 downloads

Incl. Electronic Paper Multifractality of Deutschemark / US Dollar Exchange Rates
Cowles Foundation Discussion Paper No. 1166, Sauder School of Business Working Paper
Adlai J. Fisher , Laurent E. Calvet and Benoit B. Mandelbrot
University of British Columbia (UBC) - Sauder School of Business , HEC Paris (Groupe HEC) - Finance Department and Yale University - International Center for Finance
Date Posted: April 21, 1998
Working Paper Series
2537 downloads

Incl. Electronic Paper Crash-Neutral Currency Carry Trades
AFA 2010 Atlanta Meetings Paper
Jakub W. Jurek
University of Pennsylvania - Finance Department
Date Posted: September 14, 2008
Last Revised: October 07, 2013
Working Paper Series
2466 downloads

Incl. Electronic Paper Fiscal Deficits and Currency Crises
CEIS Tor Vergata - Research Paper Series No. 15
Giancarlo Marini and Giovanni Piersanti
University of Rome II - Faculty of Economics and University of Rome II - Department of Economics and Law
Date Posted: May 08, 2003
Working Paper Series
2363 downloads

Incl. Electronic Paper International Portfolio Investment: Theory, Evidence, and Institutional Framework
Söhnke M. Bartram and Gunter Dufey
Warwick Business School - Department of Finance and Stephen M. Ross School of Business at the University of Michigan
Date Posted: July 16, 2001
Working Paper Series
2279 downloads

Incl. Electronic Paper Speculative Capital and Currency Carry Trades
Petri Jylha and Matti Suominen
Imperial College Business School and Aalto University, Department of Finance
Date Posted: April 18, 2008
Last Revised: March 27, 2011
Working Paper Series
2057 downloads

Incl. Electronic Paper Currency Momentum Strategies
Lukas Menkhoff , Lucio Sarno , Maik Schmeling and Andreas Schrimpf
Leibniz Universitaet Hannover - Department of Economics , City University London - Sir John Cass Business School , City University London - Sir John Cass Business School and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: April 21, 2011
Last Revised: November 07, 2011
Working Paper Series
2007 downloads

Incl. Electronic Paper Yield Curve Predictors of Foreign Exchange Returns
AFA 2011 Denver Meetings Paper
Andrew Ang and Joseph Chen
Columbia Business School - Finance and Economics and University of California, Davis - Graduate School of Management
Date Posted: January 25, 2010
Last Revised: June 15, 2011
Working Paper Series
1901 downloads

Incl. Electronic Paper Adjusting China's Exchange Rate Policies
Institute for International Economics Working Paper No. 04-1
Morris Goldstein
Peter G. Peterson Institute for International Economics
Date Posted: August 25, 2004
Working Paper Series
1850 downloads

Incl. Electronic Paper Determinants of Exchange Rate in India
Mita H. Suthar
H. L. Institute of Commerce
Date Posted: July 22, 2008
Last Revised: July 25, 2008
Working Paper Series
1784 downloads

Incl. Electronic Paper Derivatives and Global Capital Flows: Applications to Asia
Levy Economics Institute Working Paper No. 246
Jan A. Kregel
Bard College - The Levy Economics Institute
Date Posted: September 07, 1998
Working Paper Series
1755 downloads

Incl. Electronic Paper Option-Implied Probability Distributions and Currency Excess Returns
FRB of New York Staff Report No. 32
Allan M. Malz
The RiskMetrics Group
Date Posted: November 09, 2006
Working Paper Series
1668 downloads

Incl. Electronic Paper Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms
IMF Working Paper No. 06/255
Michael G. Papaioannou
International Monetary Fund (IMF)
Date Posted: November 27, 2006
Working Paper Series
1658 downloads

Incl. Electronic Paper Bubbles and Crashes in a Behavioural Finance Model
CESifo Working Paper Series No. 1194, Riksbank Working Paper No. 164/Riksbank Research Paper Series No. 7
Paul De Grauwe and Marianna Grimaldi
London School of Economics & Political Science (LSE) and Monetary Policy Division Sveriges Riksbank
Date Posted: June 01, 2004
Working Paper Series
1641 downloads

Incl. Electronic Paper Do Indicators of Financial Crises Work? An Evaluation of an Early Warning System
FRB International Finance Discussion Paper No. 675
Hali J. Edison
International Monetary Fund (IMF) - Research Department
Date Posted: January 10, 2001
Working Paper Series
1611 downloads

Incl. Electronic Paper Estimating and Interpreting Forward Interest Rates: Sweden 1992-1994
IMF Working Paper No. 94/114
Lars E. O. Svensson
Stockholm School of Economics
Date Posted: February 15, 2006
Working Paper Series
1602 downloads

Incl. Electronic Paper Crash Risk in Currency Markets
NYU Working Paper No. FIN-09-007
Emmanuel Farhi , Samuel P. Fraiberger , Xavier Gabaix , Romain Ranciere and Adrien Verdelhan
Harvard University - Department of Economics , New York University (NYU) - Department of Economics , New York University - Stern School of Business , International Monetary Fund (IMF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: May 07, 2009
Last Revised: June 09, 2014
Working Paper Series
1543 downloads

Incl. Electronic Paper A Simple Long Memory Model of Realized Volatility


Date Posted: December 07, 2004
Working Paper Series
1507 downloads

Incl. Electronic Paper Hedging Currency Risk: Does it Have to Be So Complicated?

Thomas Haefliger , Daniel Wydler and Urs Waelchli
Pictet Stategic Advisory Group , Bank Von Graffenried AG and University of Berne - Institute for Financial Management
Date Posted: February 28, 2003
Working Paper Series
1479 downloads

Incl. Electronic Paper Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
Journal of Finance, 2013, Vol. 68, No. 5, pp. 1805-1841
Loriano Mancini , Angelo Ranaldo and Jan Wrampelmeyer
Ecole Polytechnique Fédérale de Lausanne , University of St. Gallen and University of St. Gallen
Date Posted: August 14, 2009
Last Revised: October 13, 2013
Accepted Paper Series
1441 downloads

Incl. Electronic Paper Currency Hedging and Corporate Governance: A Cross-Country Analysis
FEDS Discussion Paper No. 858, Indiana University Working Paper
Ugur Lel
Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Date Posted: May 28, 2003
Last Revised: September 06, 2011
Working Paper Series
1419 downloads

Incl. Electronic Paper Stochastic Skew in Currency Options
EFA 2004 Maastricht Meetings Paper No. 1426
Liuren Wu and Peter Carr
City University of New York, CUNY Baruch College - Zicklin School of Business and New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: June 30, 2004
Working Paper Series
1409 downloads

Incl. Electronic Paper An Empirical Study of Forex Risk Management Strategies
Indian Journal of Finance, Vol. II, No. 8, December 2008
Mihir Dash , Mahesh Kodagi , Vivekanand B. Y. and Narendra Babu
Alliance University - School of Business , Indusind Bank Limited - Risk Management , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: January 18, 2009
Accepted Paper Series
1393 downloads

Incl. Electronic Paper Asset Prices and Exchange Rates
MIT Sloan Working Paper No. 4322-03, AFA 2005 Philadelphia Meetings
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: December 27, 2004
Working Paper Series
1366 downloads

Incl. Electronic Paper Support for Resistance: Technical Analysis and Intraday Exchange Rates
Economic Policy Review, Vol. 6, No. 2, July 2000
Carol L. Osler
Brandeis University - International Business School
Date Posted: March 07, 2006
Accepted Paper Series
1358 downloads

Incl. Electronic Paper The Determinants of the Euro-Dollar Exchange Rate - Synthetic Fundamentals and a Non-Existing Currency
Deutsche Bundesbank Working Paper No. 02/00
Jörg Clostermann and Bernd Schnatz
University of Applied Sciences Ingolstadt and European Central Bank (ECB)
Date Posted: July 13, 2000
Working Paper Series
1320 downloads

Incl. Electronic Paper Latin America Confronting the Asian Crisis
Gerardo Esquivel and Felipe Larrain
El Colegio de Mexico - Centro de Estudios Economicos and Pontificia Universidad Catolica de Chile
Date Posted: January 02, 1999
Working Paper Series
1298 downloads

Incl. Electronic Paper Countercyclical Currency Risk Premia
Journal of Financial Economics (JFE), Forthcoming, AFA 2011 Denver Meetings Paper
Hanno N. Lustig , Nikolai L. Roussanov and Adrien Verdelhan
UCLA - Anderson School of Management , University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: January 26, 2010
Last Revised: August 18, 2014
Accepted Paper Series
1250 downloads

Incl. Electronic Paper Carry Trades and Speculative Dynamics
Guillaume Plantin and Hyun Song Shin
University of Toulouse 1 - Toulouse School of Economics (TSE) and Princeton University - Department of Economics
Date Posted: April 26, 2006
Working Paper Series
1219 downloads

Incl. Electronic Paper Explaining Currency Crises
John F. Kennedy Faculty Research WP Series R98-07
Gerardo Esquivel and Felipe Larrain
El Colegio de Mexico - Centro de Estudios Economicos and Pontificia Universidad Catolica de Chile
Date Posted: August 25, 1998
Working Paper Series
1212 downloads

Incl. Electronic Paper Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules
FEDEA Int. Economics & Finance DEFI Working Paper No. 00-02
Fernando Fernández Rodríguez , Simón Sosvilla Rivero and Julián Andrada Félix
University of Las Palmas de Gran Canaria - Faculty of Economic Science , Complutense University of Madrid and University of Las Palmas de Gran Canaria - Faculty of Economic Science
Date Posted: July 27, 2001
Working Paper Series
1194 downloads

Incl. Electronic Paper Beyond the Carry Trade: Optimal Currency Portfolios
Pedro Barroso and Pedro Santa-Clara
University of Exeter Business School and New University of Lisbon - Nova School of Business and Economics
Date Posted: April 18, 2012
Last Revised: January 23, 2014
Working Paper Series
1189 downloads

Incl. Electronic Paper The Tobin Tax - A Game-Theoretical and an Experimental Approach
Johannes Kaiser , Thorsten Chmura and Thomas Pitz
University of Bonn - Laboratory for Experimental Economics , University of Bonn - Faculty of Law & Economics and University of Bonn
Date Posted: October 12, 2006
Working Paper Series
1167 downloads

Incl. Electronic Paper Stock Prices and Exchange Rate Dynamics
EFMA 2000 Athens, Cass Business School Research Paper
Fabiola Ravazzolo and Kate Phylaktis
City University London and Cass Business School, City University,London
Date Posted: December 18, 2000
Working Paper Series
1158 downloads

Incl. Electronic Paper Uncovered Interest Rate Parity over the Past Two Centuries
James R. Lothian and Liuren Wu
Fordham University Schools of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: September 02, 2004
Working Paper Series
1149 downloads

Incl. Electronic Paper Should China Appreciate the Yuan
MIT Department of Economics Working Paper No. 04-16
Richard S. Eckaus
Massachusetts Institute of Technology (MIT) - Department of Economics
Date Posted: April 08, 2004
Working Paper Series
1148 downloads

Incl. Electronic Paper Volatility in the Gold Futures Market
Jonathan A. Batten and Brian M. Lucey
Monash University - Department of Accounting and Finance and Trinity College, Dublin - School of Business
Date Posted: June 25, 2007
Working Paper Series
1137 downloads

Incl. Electronic Paper Hayek Money: The Cryptocurrency Price Stability Solution
Ferdinando M. Ametrano
Milan Bicocca University - Department of Statistics and Quantitative Methods
Date Posted: April 17, 2014
Last Revised: August 20, 2014
Working Paper Series
1116 downloads

Incl. Electronic Paper The Pass-Through from Depreciation to Inflation: A Panel Study
Banco Central de Brasil Working Paper No. 5
Ilan Goldfajn and Sergio R. da C. Werlang
Gávea Investimentos and Government of the Federative Republic of Brazil - Studies and Research Department
Date Posted: November 14, 2000
Working Paper Series
1112 downloads

Incl. Electronic Paper Modelling Time-Varying Exchange Rate Dependence using the Conditional Copula
UCSD Discussion Paper No. 01-09
Andrew J. Patton
Duke University - Department of Economics
Date Posted: July 24, 2001
Working Paper Series
1109 downloads

Incl. Electronic Paper Testing the Gaussian Copula Hypothesis for Financial Assets Dependences
Quantitative Finance, Vol. 3, pp. 231-250, 2003
Yannick Malevergne and Didier Sornette
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG) and Swiss Finance Institute
Date Posted: November 21, 2001
Last Revised: April 07, 2009
Accepted Paper Series
1108 downloads

Incl. Electronic Paper One-Touch Double Barrier Binary Option Values
Applied Financial Economics, Vol. 6, pp. 343-346, 1996
C. H. Hui
Hong Kong Monetary Authority - Research Department
Date Posted: May 08, 2007
Accepted Paper Series
1090 downloads

Incl. Electronic Paper The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation
ERIM Report Series Reference No. ERS-2003-052-F&A
Hans Dewachter and Marco Lyrio
Catholic University of Leuven (KUL) - Department of Economics and Insper Institute of Education and Research
Date Posted: May 24, 2006
Working Paper Series
1088 downloads


 

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