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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
Papers Received in
  Last 12 months:
68,988

Paper Downloads:
To date: 65,953,402
Last 12 months: 11,186,475
Last 30 days: 1,057,634

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Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: F31
462,579 Total downloads
Showing Papers 1,121 - 1,170 of 3,327
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Incl. Electronic Paper Emerging Floaters: Pass-Throughs and (Some) New Commodity Currencies
Journal of International Money and Finance, Vol. 29, No. 8, 2010
Emanuel Kohlscheen
Government of the Federative Republic of Brazil - Central Bank of Brazil
Date Posted: March 26, 2009
Last Revised: April 10, 2011
Accepted Paper Series
95 downloads

Incl. Electronic Paper The Euro-Dollar Binomial in the Age of Uncertainty (Le Binome Euro-Dollar Sous Le Signe De L'Incertitude)
Romanian Journal of European Affairs, Vol. 9, No.1, March 2009
Ana Bal
International Business and Economic Faculty
Date Posted: March 26, 2009
Last Revised: December 04, 2009
Accepted Paper Series
22 downloads

Incl. Electronic Paper Real Exchange Rates and Real Interest Rate Differentials: A Present Value Interpretation
Mathias Hoffmann and Ronald MacDonald
University of Zurich - Department of Economics Library and University of Strathclyde in Glasgow - Department of Economics
Date Posted: March 23, 2009
Working Paper Series
78 downloads

Incl. Electronic Paper The Electronic Trading Systems and Bid-Ask Spreads in the Foreign Exchange Market
Liang Ding and Jonas Hiltrop
Macalester College - Department of Economics and Cornerstone Research
Date Posted: March 23, 2009
Last Revised: April 14, 2010
Working Paper Series
261 downloads

Incl. Electronic Paper Estimation and Forecasting with Smoothing Transition Autoregressive Model: Evidence from Drachma-US Dollar Spot Exchange Rate
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: March 22, 2009
Working Paper Series
110 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
2291 downloads

Purchasing Power Parity: A Nonlinear Multivariate Approach
Economics Bulletin, Vol. 6, No. 39, pp. 1-6, 2008
Frederique Bec , Melika Ben Salem and Anders Rahbek
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) , Université Paris-Est Marne la Vallée (UPEMLV) and University of Copenhagen - Department of Statistics and Operations Research
Date Posted: March 21, 2009
Accepted Paper Series

Incl. Electronic Paper Tracking the Yen Carry Trade: Evidence from a Regime Switching Approach
Roberta Colavecchio
Hamburg University
Date Posted: March 21, 2009
Working Paper Series
152 downloads

Incl. Electronic Paper Asset Prices and Risk Sharing in Open Economies
Andreas Stathopoulos
University of Southern California - Marshall School of Business
Date Posted: March 20, 2009
Last Revised: June 14, 2012
Working Paper Series
178 downloads

Incl. Electronic Paper Real Exchange Rate, Productivity and Labor Market Rigidities
HKIMR Working Paper No. 9/2009
Xinpeng Xu
Faculty of Business, Hong Kong Polytechnic University
Date Posted: March 18, 2009
Working Paper Series
33 downloads

Incl. Electronic Paper Volatility Dependence Across Asia-Pacific Onshore and Offshore Currency Forwards Markets
HKIMR Working Paper No.11/2009
Roberta Colavecchio and Michael Funke
Hamburg University and University of Hamburg - Department of Economics and Business Administration
Date Posted: March 18, 2009
Working Paper Series
56 downloads

Incl. Electronic Paper Rare Disasters and Exchange Rates
Emmanuel Farhi
Harvard University - Department of Economics
Date Posted: March 17, 2009
Working Paper Series
50 downloads

Incl. Electronic Paper Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan
Rasmus Fatum , Michael M. Hutchison and Thomas Wu
University of Alberta - Department of Marketing, Business Economics & Law , University of California, Santa Cruz - Department of Economics and University of California, Santa Cruz - Department of Economics
Date Posted: March 13, 2009
Last Revised: January 25, 2013
Working Paper Series
35 downloads

Incl. Electronic Paper Currency Crashes in Industrial Countries: Much Ado About Nothing?
FRB International Finance Discussion Paper No. 966
Joseph Gagnon
Peterson Institute
Date Posted: March 13, 2009
Working Paper Series
17 downloads

Incl. Electronic Paper PPP: Delusion or Reality? Evidence from a Nonlinear Analysis
Open Economies Review, Forthcoming
Juan-Angel Jiménez-Martin and M.D. Robles-Fernández
Complutense University of Madrid and Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration
Date Posted: March 12, 2009
Accepted Paper Series
269 downloads

Incl. Electronic Paper The Behavioural Zloty/Euro Equilibrium Exchange Rate
CESifo Working Paper Series No. 2568
Joanna Beza-Bojanowska and Ronald MacDonald
Government of the Republic of Poland - Ministry of Finance of Poland and University of Strathclyde in Glasgow - Department of Economics
Date Posted: March 11, 2009
Working Paper Series
72 downloads

Incl. Electronic Paper Global Roles of Currencies
ECB Working Paper No. 1031
Christian Thimann
European Central Bank (ECB)
Date Posted: March 11, 2009
Last Revised: March 24, 2009
Working Paper Series
125 downloads

Incl. Electronic Paper Momentum in Stock Market Returns, Risk Premia on Foreign Currencies and International Financial Integration
Thomas Nitschka
Swiss National Bank
Date Posted: March 11, 2009
Working Paper Series
171 downloads

Incl. Electronic Paper Sterilization, Monetary Policy, and Global Financial Integration
Joshua Aizenman and Reuven Glick
University of California, Santa Cruz - Department of Economics and Federal Reserve Bank of San Francisco - Center for Pacific Basin Monetary & Economic Studies
Date Posted: March 11, 2009
Working Paper Series
44 downloads

Incl. Electronic Paper On Forward-Looking Exchange Rates and Commodity Prices
Erkko Etula
affiliation not provided to SSRN
Date Posted: March 09, 2009
Last Revised: March 19, 2009
Working Paper Series
162 downloads

Incl. Electronic Paper State-Uncertainty Preferences and the Risk Premium in the Exchange Rate Market
Juan-Angel Jiménez-Martin and Alfonso Novales Cinca
Complutense University of Madrid and Universidad Complutense de Madrid
Date Posted: March 07, 2009
Working Paper Series
263 downloads

Incl. Electronic Paper The Real Exchange Rate and its Real Fundamentals: A Story of Success in a Nutshell
Emmanuel V. Pikoulakis
Hull University Business School (HUBS)
Date Posted: March 06, 2009
Working Paper Series
39 downloads

Semiparametric Forecast Intervals
Journal of Forecasting, Forthcoming
Jason Wu
Board of Governors of the Federal Reserve System
Date Posted: March 04, 2009
Last Revised: April 22, 2011
Accepted Paper Series

Incl. Electronic Paper Heterogeneous Expectations and Exchange Rate Dynamics
Quantitative Finance Research Centre Research Paper No. 243
Carl Chiarella , Xuezhong He and Min Zheng
University of Technology, Sydney - UTS Business School, Finance Discipline Group , University of Technology, Sydney (UTS) - School of Finance and Economics and University of Technology, Sydney (UTS)
Date Posted: March 03, 2009
Working Paper Series
60 downloads

Incl. Electronic Paper International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence
IZA Discussion Paper No. 4038
Guglielmo Maria Caporale and Christophe Rault
London South Bank University and University of Orleans
Date Posted: March 02, 2009
Working Paper Series
40 downloads

Random Walk and Efficiency Tests in the Asia-Pacific Foreign Exchange Markets: Evidence from the Post-Asian Currency Crisis Data
Research in International Business and Finance, Vol. 23, No. 3, pp. 322-338
A. S. M. Sohel Azad
Deakin University
Date Posted: February 24, 2009
Last Revised: September 25, 2009
Accepted Paper Series

Incl. Electronic Paper Heterogeneity and Volatility Puzzles in International Finance
Journal of Financial and Quantitative Analysis (JFQA), Vol. 45, No. 6, pp. 1485-1516
Tao Li and Mark Legge Muzere
City University of Hong Kong (CityUHK) - Department of Economics & Finance and Suffolk University - Department of Finance
Date Posted: February 21, 2009
Last Revised: January 24, 2011
Accepted Paper Series
90 downloads

Incl. Electronic Paper Forecasting Foreign Exchange Rate in Colombia Assuming PPP Conditions: Empirical Evidence Using VAR (in Spanish)
Estudios Gerenciales. Journal of Management and Economics of Iberoamerica, Vol. 25, No. 113, pp. 211-226, October-December 2009
Catherine Fayad , Roberto Fortich and Ignacio Velez-Pareja
affiliation not provided to SSRN , Universidad Tecnologica de Bolivar Department of Finance and International Business - Instituto de Estudios para el Desarrollo (IDE) and Master Consultores
Date Posted: February 20, 2009
Last Revised: February 16, 2010
Working Paper Series
359 downloads

Incl. Electronic Paper Does Hedging Add Value? Evidence from the Global Airline Industry
Rueyjian Lin and Yuanchen Chang
National Chengchi University (NCCU) and National Chengchi University - College of Commerce
Date Posted: February 18, 2009
Working Paper Series
502 downloads

Incl. Fee Electronic Paper The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach
CEPR Discussion Paper No. DP7098
Mario Forni and Luca Gambetti
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Date Posted: February 17, 2009
Working Paper Series
5 downloads

Incl. Electronic Paper Asymmetric Information in the Interbank Foreign Exchange Market
Geir Hoidal Bjonnes , Carol L. Osler and Dagfinn Rime
The Norwegian School of Management BI , Brandeis University - International Business School and Central Bank of Norway
Date Posted: February 17, 2009
Last Revised: May 04, 2010
Working Paper Series
158 downloads

Incl. Electronic Paper Do Foreign Banks Drive Foreign Currency Lending in Central and Eastern Europe?
Peter R. Haiss , Andreas Paulhart and Wolfgang Rainer
WU Vienna University of Economics and Business , Vienna University of Economics and Business Administration and Vienna University of Economics and Business Administration
Date Posted: February 17, 2009
Last Revised: February 10, 2011
Working Paper Series
253 downloads

Incl. Electronic Paper The Determinants of Carry Trade Risk Premia
Aidan Corcoran
University of Dublin - Institute for International Integration Studies (IIIS)
Date Posted: February 17, 2009
Last Revised: January 09, 2011
Working Paper Series
382 downloads

Incl. Electronic Paper The Term Structure of Currency Hedge Ratios
Olaf Korn and Philipp Koziol
Georg-August-Universität Göttingen and University of Goettingen
Date Posted: February 17, 2009
Working Paper Series
79 downloads

Spot and Forward Volatility in Foreign Exchange
EFA 2009 Bergen Meetings Paper
Pasquale Della Corte , Lucio Sarno and Ilias Tsiakas
Imperial College London , City University London - Sir John Cass Business School and University of Guelph
Date Posted: February 16, 2009
Last Revised: May 02, 2012
Working Paper Series

Incl. Electronic Paper Measurement of International Currency Crises: A Panel Data Approach Using Composite Indices
K. V. Bhanu Murthy and Dr.Anjala Kalsie
University of Delhi - School of Economics - Commerce Department and Fortune Institute of International Business
Date Posted: February 15, 2009
Working Paper Series
150 downloads

Incl. Electronic Paper A New Solution to the Purchasing Power Parity Puzzles: Risk-Aversion, Exchange Rate Uncertainty and the Law of One Price
Michael Arghyrou , Andros Gregoriou and Panayiotis M. Pourpourides
Cardiff Business School , University of East Anglia and Cardiff University - Cardiff Business School
Date Posted: February 12, 2009
Working Paper Series
83 downloads

Incl. Electronic Paper The Effect of Capital Controls on Exchange Rate Risk
Stefan Straetmans and Roald J. Versteeg
University of Maastricht - Limburg Institute of Financial Economics (LIFE) and University of London, Birkbeck College - School of Economics, Mathematics and Statistics
Date Posted: February 12, 2009
Working Paper Series
84 downloads

Incl. Electronic Paper An Asymmetry Matrix in Global Current Accounts
Universitat Leipzig Working Paper No. 76
Gunther Schnabl and Stephan Freitag
University of Leipzig - Institute for Economic Policy and University of Leipzig
Date Posted: February 11, 2009
Last Revised: February 20, 2009
Working Paper Series
194 downloads

Incl. Electronic Paper Openness, Hedging Incentives and Foreign Exchange Exposure: A Firm-Level Multi-Country Study
Journal of International Business Studies, Vol. 41, No. 1, pp. 105-122
Elaine Hutson and Simon Stevenson
Monash University - Dept of Accounting and Finance and City University London - Sir John Cass Business School
Date Posted: February 11, 2009
Last Revised: December 17, 2009
Accepted Paper Series
215 downloads

Incl. Electronic Paper The Link between FX Swaps and Currency Strength during the Credit Crisis of 2007-2008
Hans Genberg , C. H. Hui , Alfred Wong and T. K. Chung
University of Geneva - Graduate Institute of International Studies (HEI) , Hong Kong Monetary Authority - Research Department , Hong Kong Monetary Authority and Hong Kong Monetary Authority - Research Department
Date Posted: February 10, 2009
Working Paper Series
215 downloads

Incl. Electronic Paper Dynamic Asymmetric Dependencies between Equities and Exchange Rate Markets
Fotios Harmantzis and Linyan Miao
FX Concepts and Stevens Institute of Technology
Date Posted: February 08, 2009
Last Revised: February 17, 2009
Working Paper Series
181 downloads

Currency Substitution: A Case of Kazakhstan (2000:1-2007:12)
Oskenbayev Yessengali , Mesut Yilmaz and Kanat Abdulla II
affiliation not provided to SSRN , Suleyman Demirel University-Kazakhstan and affiliation not provided to SSRN
Date Posted: February 06, 2009
Working Paper Series

Incl. Electronic Paper What Does the Yield Curve Tell Us about Exchange Rate Predictability?
Review of Economics and Statistics, Forthcoming
Yu-Chin Chen and Kwok Ping Tsang
University of Washington - Department of Economics and Virginia Polytechnic Institute & State University
Date Posted: February 06, 2009
Last Revised: July 22, 2011
Accepted Paper Series
407 downloads

Incl. Electronic Paper Risk Appetite and Exchange Rates
FRB of New York Staff Report No. 361
Tobias Adrian , Erkko Etula and Hyun Song Shin
Federal Reserve Bank of New York , affiliation not provided to SSRN and Princeton University - Department of Economics
Date Posted: February 05, 2009
Last Revised: November 10, 2010
Working Paper Series
214 downloads

Incl. Electronic Paper Heterogeneous Expectations, Exchange Rate Dynamics and Predictability
Journal of Economic Behavior and Organization, Vol. 64, 2007
Sebastiano Manzan and Frank H. Westerhoff
City University of New York, CUNY Baruch College, Zicklin School of Business and affiliation not provided to SSRN
Date Posted: February 04, 2009
Accepted Paper Series
50 downloads

The J-Curve at Industry Level: Evidence from Sweden-U.S. Trade
Economic Systems, Vol. 33, No. 1, 2009
Mohsen Bahmani-Oskooee and Massomeh Hajilee
University of Wisconsin - Milwaukee - Center for Research on International Economics and University of Houston - Victoria
Date Posted: February 04, 2009
Accepted Paper Series

Incl. Electronic Paper Interpreting Deviations from Covered Interest Parity During the Financial Market Turmoil of 2007-08
Naohiko Baba and Frank Packer
affiliation not provided to SSRN and Bank for International Settlements (BIS)
Date Posted: February 03, 2009
Working Paper Series
78 downloads

Incl. Electronic Paper Does the Canadian Economy Suffer from Dutch Disease?
Michel A. R. Beine , Charles S. Bos and Serge Coulombe
University of Luxemburg , VU University Amsterdam and University of Ottawa - Department of Economics
Date Posted: February 02, 2009
Working Paper Series
130 downloads

Incl. Electronic Paper Does the Exchange Rate Regime Matter for Real Shocks? Evidence from Windstorms and Earthquakes
Journal of International Economics, Vol. 73, No. 1, 2007
Rodney Ramcharan
Federal Reserve Board
Date Posted: January 29, 2009
Last Revised: February 25, 2009
Accepted Paper Series
49 downloads


 

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