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JEL Code: F47
51,970 Total downloads
Showing Papers 1 - 50 of 290
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Risk Analysis in Investment Appraisal
Project Appraisal Journal, Vol. 9, No. 1, March 1994
Savvakis C. Savvides
Cyprus Development Bank - Project Financing Division
Date Posted: April 24, 2001
Last Revised: August 15, 2008
Accepted Paper Series
11438 downloads
Dynamic Programming and Optimal Lookahead Strategies in High Frequency Trading with Transaction Costs
Alexander Vigodner
Bloomberg Financial Markets (BFM)
Date Posted: January 03, 2000
Working Paper Series
2025 downloads
The Correlation Effect
EFMA 2000 Athens
Hans Gersbach and
Alexander Lipponer
Swiss Federal Institute of Technology Zurich, (CER-ETH)
and
Deutsche Bundesbank
Date Posted: November 18, 2000
Working Paper Series
1443 downloads
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
1410 downloads
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
1271 downloads
On Testing the Random Walk Hypothesis: A Model-Comparison Approach
Ali F. Darrat and
Maosen Zhong
Louisiana Tech University - College of Business
and
University of Queensland - Business School
Date Posted: October 04, 2001
Working Paper Series
1133 downloads
Towards a New Early Warning System of Financial Crises
ECB Working Paper No. 145
Matthieu Bussière and
Marcel Fratzscher
Banque de France
and
DIW Berlin
Date Posted: January 17, 2003
Working Paper Series
983 downloads
Indicators of Financial Crises Do Work! An Early-warning System for Six Asian Countries
Lestano
,
Jan P. A. M. Jacobs and
Gerard H. Kuper
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
Date Posted: December 27, 2003
Working Paper Series
910 downloads
Building a Risk Measurement Framework for Hedge Funds and Funds of Funds
University of Cambridge, Judge Institute of Management Working Paper No. 08/2004
Toby R.J. Goodworth
and
Chris Jones
IO Investors
and
University of Cambridge - Judge Business School
Date Posted: February 21, 2005
Working Paper Series
894 downloads
Early Warning Systems: A Survey and a Regime-Switching Approach
IMF Working Paper No. 03/32
Abdul G. Abiad
International Monetary Fund (IMF) - Research Department
Date Posted: January 05, 2005
Working Paper Series
743 downloads
Exchange Rate Economics: A Survey
IMF Working Paper No. 91/62
Ronald MacDonald and
Mark P. Taylor
University of Strathclyde in Glasgow - Department of Economics
and
University of Warwick - Department of Economics
Date Posted: February 15, 2006
Working Paper Series
720 downloads
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
UC Santa Cruz Economics Working Paper No. 521; UC Santa Cruz International Economics Working Paper No. 02-16, HKIMR Working Paper No. 12/2005
Menzie David Chinn ,
Yin-Wong Cheung and
Antonio I. Garcia Pascual
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
,
City University of Hong Kong - Department of Economics & Finance
and
International Monetary Fund (IMF) - Western Hemisphere Department
Date Posted: February 09, 2004
Working Paper Series
708 downloads
Leading Indicators of Currency Crises
IMF Working Paper No. 97/79
Graciela Kaminsky ,
Saul Lizondo and
Carmen M. Reinhart
George Washington University - Department of Economics
,
affiliation not provided to SSRN
and
Peter G. Peterson Institute for International Economics
Date Posted: February 15, 2006
Working Paper Series
705 downloads
Can Exchange Rates Forecast Commodity Prices?
Economic Research Initiatives at Duke (ERID) Working Paper No. 1
Yu-Chin Chen ,
Kenneth Rogoff and
Barbara Rossi
University of Washington - Department of Economics
,
Harvard University - Department of Economics
and
Universitat Pompeu Fabra - ICREA
Date Posted: July 28, 2008
Last Revised: May 06, 2010
Working Paper Series
694 downloads
The Arbitrage Pricing Theory and the Capital Asset Pricing Models and Artificial Neural Networks Modeling with Particle Swarm Optimization (PSO)
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: March 02, 2009
Working Paper Series
603 downloads
Observations on the Securitization of Non-Performing Loans in Russia
Bucerius Law Journal, Bucerius Law School, Hamburg, Germany, March 2008
Thomas P. Ferguson
Washington University in Saint Louis - School of Law
Date Posted: September 27, 2007
Last Revised: September 09, 2008
Working Paper Series
521 downloads
Exchange Rates and Monetary Fundamentals: What Do We Learn From Long-Horizon Regressions?
University of Michigan Research Seminar on International Economics WP 401
Lutz Kilian
University of Michigan at Ann Arbor - Department of Economics
Date Posted: January 15, 1998
Working Paper Series
483 downloads
Determinants of Currency Risk Premiums
FRB of New York Staff Report No. 70
John A. Carlson and
Carol L. Osler
Purdue University - Department of Economics
and
Brandeis University - International Business School
Date Posted: August 11, 1999
Working Paper Series
482 downloads
Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market
Didier Sornette and
Wei-Xing Zhou
Swiss Finance Institute
and
East China University of Science and Technology - School of Business
Date Posted: July 31, 2003
Working Paper Series
454 downloads
The Disappearing Tax Base: Is Foreign Direct Investment Eroding Corporate Income Taxes?
ECB Working Paper No. 31
Reint Gropp
and
Kristina Kostial
Goethe University Frankfurt
and
International Monetary Fund (IMF)
Date Posted: December 02, 2002
Working Paper Series
448 downloads
Assessing Early Warning Systems: How Have They Worked in Practice?
IMF Working Paper No. 04/52
Andrew Berg ,
Eduardo Borensztein and
Catherine A. Pattillo
International Monetary Fund (IMF) - Developing Country Studies Division
,
Inter-American Development Bank (IADB)
and
International Monetary Fund (IMF) - Research Division
Date Posted: February 14, 2006
Working Paper Series
432 downloads
What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-Sample Performance Evaluated
CESifo Working Paper Series No. 902; University of California Santa Cruz: Center for International Economics Working Paper No. 03-13
Yin-Wong Cheung ,
Menzie David Chinn and
Antonio I. Garcia Pascual
City University of Hong Kong - Department of Economics & Finance
,
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
and
International Monetary Fund (IMF) - Western Hemisphere Department
Date Posted: April 10, 2003
Working Paper Series
426 downloads
Exact Prediction of S&P 500 Returns
Ivan Kitov and
Oleg Kitov
Russian Academy of Sciences (RAS) - Institute for the Geospheres Dynamics
and
University of Warwick
Date Posted: December 04, 2007
Working Paper Series
424 downloads
Some Economic Effects of the Free Trade Agreement Between Tunisia and the European Union
A1.159 WP 385
Alan V. Deardorff ,
Drusilla K. Brown and
Robert M. Stern
University of Michigan at Ann Arbor - Department of Economics
,
Tufts University - Department of Economics
and
University of Michigan at Ann Arbor - Department of Economics
Date Posted: January 26, 1998
Working Paper Series
374 downloads
Measuring Monetary Policy Shocks in a Small Open Economy
Giorgio Di Giorgio and
Giuseppe De Arcangelis
LUISS Guido Carli University - Facoltà di Economia
and
Sapienza Università di Roma
Date Posted: July 31, 2001
Working Paper Series
342 downloads
Political Instability and Economic Vulnerability
IMF Working Paper No. WP/99/46
Matthieu Bussière and
Christian Mulder
Banque de France
and
International Monetary Fund (IMF) - Policy Development and Review Department
Date Posted: May 22, 2005
Working Paper Series
342 downloads
Exchange Rate Models, Long Run Equilibrium, Dynamics and Hysteresis
Revue de l'OFCE, No. 93, April 2005
Antoine Bouveret
and
Henri Sterdyniak
Observatoire Français des Conjonctures Economiques (OFCE)
and
Observatoire Français des Conjonctures Economiques (OFCE)
Date Posted: October 10, 2005
Accepted Paper Series
324 downloads
Leading Indicators of Balance-of-Payments Crises: A Partial Review
Bank of England Working Paper No. 171
Michael K.F. Chui
Bank for International Settlements (BIS)
Date Posted: May 27, 2003
Working Paper Series
318 downloads
Establishing an Exchange Rate Mechanism (ERM) with Chinese Characteristics: An Option for Taiwan, China and Hong Kong to Prevent the Next Currency Crisis?
UFSIA-RUCA Working Paper
Kuo-chun Yeh
and
Joseph Plasmans
University of Antwerp - Faculty of Applied Economics
and
University of Antwerp - Department of Economics
Date Posted: June 26, 2002
Working Paper Series
313 downloads
The Euro-Dollar Exchange Rate: A Long Term Perspective
Jerome Teiletche
Lombard Odier Investment Managers
Date Posted: March 25, 2008
Working Paper Series
306 downloads
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach
Yu-Chin Chen and
Wen-Jen Tsay
University of Washington - Department of Economics
and
Academia Sinica - Institute of Economics
Date Posted: March 10, 2011
Last Revised: May 01, 2011
Working Paper Series
301 downloads
How Sure Are We About Purchasing Power Parity? Panel Evidence With the Null of Stationary Real Exchange Rates
Biing-Shen Kuo and
Anne Mikkola
Dept. International Business, National Chengchi University
and
University of Helsinki and HECER - Department of Economics
Date Posted: July 19, 2000
Working Paper Series
293 downloads
External Debt Scenario in India: Issue of Debt Sustainability
Tarun Jain
Supreme Court of India
Date Posted: January 26, 2008
Working Paper Series
291 downloads
Taming Animal Spirits: Risk Management with Behavioural Factors
Mark Davis
,
Sebastien Lleo
and
Grzegorz Andruszkiewicz
Imperial College London
,
Reims Management School (RMS)
and
Imperial College London
Date Posted: April 12, 2012
Working Paper Series
290 downloads
A Survey of Issues Related to Capital Account Liberalization
Sweta C. Saxena
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: February 20, 2004
Working Paper Series
285 downloads
A Leading Indicators Approach to the Predictability of Currency Crises: The Case of Turkey
Hazine Dergisi, Sayi Working Paper No. 1998/12
Bengi Kibritcioglu ,
Bulent Kose and
Gamze Ugur
Government of the Republic of Turkey - Undersecretariat of the Treasury
,
Government of the Republic of Turkey - Undersecretariat of the Treasury
and
Government of the Republic of Turkey - Undersecretariat of the Treasury
Date Posted: September 13, 2001
Working Paper Series
281 downloads
The Forward Premium Puzzle Revisited
IMF Working Paper No. 02/28
Guy Meredith and
Yue Ma
International Monetary Fund (IMF) - Research Department
and
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: January 29, 2006
Working Paper Series
278 downloads
Predicting Agri-Commodity Prices: An Asset Pricing Approach
Yu-Chin Chen ,
Kenneth Rogoff and
Barbara Rossi
University of Washington - Department of Economics
,
Harvard University - Department of Economics
and
Universitat Pompeu Fabra - ICREA
Date Posted: May 28, 2010
Working Paper Series
270 downloads
External Vulnerability in Emerging Market Economies: How High Liquidity can Offset Weak Fundamentals and the Effects of Contagion
IMF Working Paper No. 99/88
Matthieu Bussière and
Christian Mulder
Banque de France
and
International Monetary Fund (IMF) - Policy Development and Review Department
Date Posted: May 09, 2000
Working Paper Series
268 downloads
DSGE Models and Central Banks
Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-16
Camilo E. Tovar
International Monetary Fund
Date Posted: December 18, 2010
Accepted Paper Series
248 downloads
DSGE Models and Central Banks
BIS Working Paper No. 258
Camilo E. Tovar
International Monetary Fund
Date Posted: September 08, 2008
Working Paper Series
241 downloads
Forecasting Inflation Using Commodity Price Aggregates
Yu-Chin Chen ,
Stephen J. Turnovsky and
Eric Zivot
University of Washington - Department of Economics
,
University of Washington - Institute for Economic Research
and
University of Washington - Department of Economics
Date Posted: October 01, 2011
Working Paper Series
232 downloads
Relationship Between Interest Rate and Corporate Bond Yield
Bulletin of Moscow University, Series Number 6 'Economy', No. 1, p. 61-77, 2011
Magomet Yandiev
Moscow State University - Economic Department
Date Posted: September 28, 2010
Last Revised: July 08, 2011
Working Paper Series
231 downloads
Early-Warning Systems: A Survey and a Regime-Switching Approach
IMF Working Paper No. 03/32
Abdul G. Abiad
International Monetary Fund (IMF) - Research Department
Date Posted: January 29, 2006
Working Paper Series
228 downloads
Empirical Exchange Rate Models for Developing Economies: A Study on Pakistan, China and India
Syed Mohammad Abdullah Khalid
KPMG - Transaction Services
Date Posted: February 26, 2008
Working Paper Series
227 downloads
Why is it so Difficult to Beat the Random Walk Rorecast of Exchange Rates?
ECB Working Paper No. 88
Lutz Kilian and
Mark P. Taylor
University of Michigan at Ann Arbor - Department of Economics
and
University of Warwick - Department of Economics
Date Posted: February 27, 2003
Working Paper Series
227 downloads
Should One Rely on Professional Exchange Rate Forecasts? An Empirical Analysis of Professional Forecasts for the EUR/US-$ Rate
University of Wuerzburg Working Paper No. 38
Peter Bofinger and
Robert Schmidt
University of Würzburg - Institute of Economics and Social Sciences
and
University of Würzburg - Institute of Economics and Social Sciences
Date Posted: November 19, 2003
Working Paper Series
216 downloads
Long Run Macroeconomic Relations in the Global Economy
CESifo Working Paper Series No. 1904, ECB Working Paper No. 750
Stephane Dees
,
Sean Holly ,
M. Hashem Pesaran and
L. Vanessa Smith
European Central Bank (ECB)
,
University of Cambridge - Department of Applied Economics
,
University of Southern California
and
University of Cambridge
Date Posted: February 08, 2007
Working Paper Series
213 downloads
A Novel Quantitative Behavioral Framework for Financial Markets Prediction
Capital Markets: Asset Pricing & Valuation, eJournal, Vol. 3, Issue 152, September 28, 2011 , 61st Midwest Finance Association Conference, February, 2012
ramesh thimmaraya
and
Venkateshwarlu Masuna
Centre for quantitative finance and risk analytics
and
National Institute of Industrial Engineering NITIE - NITIE
Date Posted: September 17, 2011
Last Revised: May 21, 2012
Working Paper Series
210 downloads
Are Currency Crises Predictable? A Test
IMF Working Paper No. 98/154
Andrew Berg and
Catherine A. Pattillo
International Monetary Fund (IMF) - Developing Country Studies Division
and
International Monetary Fund (IMF) - Research Division
Date Posted: February 15, 2006
Working Paper Series
210 downloads
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