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JEL Code: F31
462,074 Total downloads
Showing Papers 2,151 - 2,200 of 3,328
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PPP and the Real Exchange Rate - Real Interest Rate Differential Puzzle Revisited: Evidence from Non-Stationary Panel Data
Bank of England Working Paper No. 138
Georgios E. Chortareas and
Rebecca L. Driver
University of Athens - Faculty of Economics
and
affiliation not provided to SSRN
Date Posted: July 24, 2001
Working Paper Series
763 downloads
PPP Over a Century: Cointegration and Structural Change
Ekaterini Panopoulou
University of Piraeus - Department of Statistics and Insurance Science
Date Posted: May 19, 2006
Working Paper Series
158 downloads
PPP-Based Analysis of New Zealand'S Equilibrium Exchange Rate
Reserve Bank of New Zealand Discussion Paper No. DP2001/01
David Hargreaves
and
Anne-Marie Brook
Government of New Zealand - Department of Economics
and
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO)
Date Posted: November 19, 2003
Working Paper Series
65 downloads
PPP: A Disaggregated View
Applied Financial Economics, Vol. 16, No. 1-2, 2006
Christoph A. Fischer
Deutsche Bundesbank
Date Posted: March 07, 2012
Accepted Paper Series
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
Practitioner Problems for Derivatives Lawyers
Rupert Macey-Dare
St. Cross College, Oxford
Date Posted: January 01, 2010
Last Revised: August 21, 2012
Working Paper Series
Predictability and 'Good Deals' in Currency Markets
Richard M. Levich and
Valerio Potì
New York University (NYU) - Department of Finance
and
Dublin City University Business School
Date Posted: December 22, 2008
Working Paper Series
242 downloads
Predictability and Specification in Models of Exchange Rate Determination
CAUSALITY, PREDICTION, AND SPECIFICATION ANALYSIS: RECENT ADVANCES AND FUTURE DIRECTIONS: ESSAYS IN HONOR OF HALBERT L. WHITE JR., Norman Rasmus Swanson and Chen Xiaohong, eds., Springer, June 2012
Levent Bulut and
Esfandiar Maasoumi
University of Georgia - Department of Economics
and
Southern Methodist University (SMU) - Department of Economics
Date Posted: April 06, 2012
Last Revised: September 04, 2012
Accepted Paper Series
27 downloads
Predictability in Financial Markets: What Do Survey Expectations Tell Us?
CEPR Discussion Paper No. 5770
Philippe Bacchetta ,
Elmar Mertens and
Eric van Wincoop
University of Lausanne
,
Government of the United States of America - Division of Monetary Affairs
and
University of Virginia (UVA) - Department of Economics
Date Posted: September 20, 2006
Working Paper Series
35 downloads
Predictability in Financial Markets: What do Survey Expectations Tell Us?
Swiss Finance Institute Research Paper No. 06-15, HKIMR Working Paper No. 10/2006
Philippe Bacchetta ,
Elmar Mertens and
Eric van Wincoop
University of Lausanne
,
Government of the United States of America - Division of Monetary Affairs
and
University of Virginia (UVA) - Department of Economics
Date Posted: October 06, 2006
Working Paper Series
268 downloads
Predictability in the Short and Long Legs of Carry Trades
Helen Lu
and
Ben Jacobsen
University of Otago
and
New Zealand Institute of Advanced Study
Date Posted: October 25, 2012
Last Revised: November 22, 2012
Working Paper Series
98 downloads
Predictability in the Short and Long Legs of Carry Trades
25th Australasian Finance and Banking Conference 2012
Helen Lu
and
Ben Jacobsen
University of Otago
and
New Zealand Institute of Advanced Study
Date Posted: August 23, 2012
Last Revised: November 22, 2012
Working Paper Series
29 downloads
Predictability of Currency Carry Trades and Asset Pricing Implications
Gurdip Bakshi and
George Panayotov
University of Maryland - Robert H. Smith School of Business
and
Georgetown University - Robert Emmett McDonough School of Business
Date Posted: December 30, 2011
Working Paper Series
312 downloads
Predictability Tests for the Expectations Hypothesis in the Presence of MA Disturbances
Seongman Moon
and
Carlos Velasco
Universidad Carlos III de Madrid - Department of Economics
and
Universidad Carlos III de Madrid - Department of Economics
Date Posted: November 07, 2009
Last Revised: March 16, 2011
Working Paper Series
17 downloads
Predictable Movements in Yen/DM Exchange Rates
IMF Working Paper No. 00/143
Qingying Janet Kong
International Monetary Fund (IMF)
Date Posted: January 31, 2006
Working Paper Series
52 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
265 downloads
Predicting Currency Crisis Contagion from East Asia to Russia and Brazil: An Artificial Neural Network Approach
Raphael Franck
and
Aurelien Schmied
Bar Ilan University - Department of Economics
and
Université Paris-XII - Laboratoire de Systèmes Aléatoires
Date Posted: April 26, 2004
Working Paper Series
477 downloads
Predicting Exchange Rates via a Futures Market
Marek Capinski and
Wiktor Patena
AGH University of Science and Technology
and
National-Louis University - Nowy Sacz School of Business
Date Posted: September 26, 2006
Working Paper Series
236 downloads
Predicting Financial Crises in Emerging Markets Using a Composite Non-Parametric Model
Emerging Markets Review, Vol. 6, No. 4, 2005
Sylvain Barthelemy
and
Thierry Apoteker
TAC
and
TAC
Date Posted: October 30, 2012
Last Revised: October 31, 2012
Accepted Paper Series
Predicting Sharp Depreciations in Industrial Country Exchange Rates
FRB International Finance Discussion Paper No. 881
Jonathan H. Wright and
Joseph Gagnon
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
and
Peterson Institute
Date Posted: February 26, 2007
Working Paper Series
47 downloads
Predicting Swings in Exchange Rates with Macro Fundamentals
Shiu-Sheng Chen
National Taiwan University - Department of Economics
Date Posted: July 05, 2011
Last Revised: October 28, 2011
Working Paper Series
124 downloads
Predicting Volatility in the Foreign Exchange Market
JOURNAL OF FINANCE, Vol 50 No 2, June 1995
Philippe Jorion
University of California, Irvine - Paul Merage School of Business
Date Posted: May 04, 2000
Accepted Paper Series
Preferred - Habitat Investors and the US Term Structure of Real Rates
Bank of England Working Paper No. 435
Iryna Kaminska
,
Dimitri Vayanos and
Gabriele Zinna
Bank of England
,
London School of Economics
and
Bank of England - International Finance Division
Date Posted: July 28, 2011
Working Paper Series
32 downloads
Price and Monetary Dynamics Under Alternative Exchange Rate Regimes
IMF Working Paper No. 99/67
Michael Bleaney
University of Nottingham - School of Economics
Date Posted: February 13, 2006
Working Paper Series
39 downloads
Price Clustering in the U.S. Dollar/Taiwan Dollar Swap Market
Financial Review, Vol. 48, Issue 1, pp. 77-96, 2013
Hao‐Chen Liu and
Mark David Witte
affiliation not provided to SSRN
and
College of Charleston
Date Posted: January 24, 2013
Accepted Paper Series
Price Convergence in the EMU? Evidence from Micro Data
European Economic Review, Forthcoming
Christoph A. Fischer
Deutsche Bundesbank
Date Posted: March 07, 2012
Accepted Paper Series
Price Discovery in Currency Markets
EFA 2006 Zurich Meetings
Carol L. Osler ,
Lukas Menkhoff and
Alexander Mende
Brandeis University - International Business School
,
Leibniz Universitaet Hannover - Department of Economics
and
University of Hannover
Date Posted: March 15, 2006
Working Paper Series
308 downloads
Price Discovery in Emerging Financial Markets during the Global Mortgage Crisis
Rahmi Erdem Aktug
The Richard Stockton College of New Jersey
Date Posted: March 14, 2011
Last Revised: April 15, 2011
Working Paper Series
46 downloads
Price Discovery in Foreign Exchange Markets: A Comparison of Indicative and Actual Transaction Prices
Long Chen
and
Kate Phylaktis
City University London - Sir John Cass Business School
and
City University London - Sir John Cass Business School
Date Posted: November 12, 2008
Working Paper Series
54 downloads
Price Discovery in Fragmented Markets
CEPR Discussion Paper No. 3987
Frank de Jong and
Peter C. Schotman
Tilburg University - Department of Finance
and
Maastricht University
Date Posted: September 10, 2003
Working Paper Series
25 downloads
Price Discovery in the Foreign Currency Futures and Spot Market
FRB of New York Staff Report No. 262
Joshua V. Rosenberg and
Leah Goldman Traub
Federal Reserve Bank of New York
and
Lord Abbett
Date Posted: August 08, 2006
Working Paper Series
460 downloads
Price Discovery on Foreign Exchange Markets
CEPR Discussion Paper No. 2296
Frank de Jong ,
Irma W. van Leeuwen and
Peter C. Schotman
Tilburg University - Department of Finance
,
Maastricht University - Limburg Institute of Financial Economics (LIFE)
and
Maastricht University
Date Posted: May 18, 2000
Working Paper Series
Price Impacts of Non-Adoption of the Euro for Small European Countries
IMF Working Paper No. 06/151
E. Sibel Yelten
and
Harald Anderson
University of Chicago
and
International Monetary Fund (IMF)
Date Posted: July 26, 2006
Working Paper Series
54 downloads
Price Setting Transactions and the Role of Denominating Currency in FX Markets
Riksbank Research Paper Series No. 32, Sveriges Riksbank Working Paper No. 201
Richard Friberg and
Fredrik Wilander
Stockholm School of Economics - Department of Economics
and
Stockholm School of Economics - Department of Economics
Date Posted: June 25, 2007
Working Paper Series
71 downloads
Pricing Anomalies in Interest Rate Markets During the Financial Crisis of 2007-2009
C. H. Hui and
T. K. Chung
Hong Kong Monetary Authority - Research Department
and
Hong Kong Monetary Authority - Research Department
Date Posted: October 24, 2009
Working Paper Series
148 downloads
Pricing Barrier Options With Square Root Process
International Journal of Theoretical and Applied Finance, Vol. 4, No. 5, pp. 805-818, 2001
C.F. Lo ,
P. H. Yuen and
C. H. Hui
Chinese University of Hong Kong (CUHK)
,
affiliation not provided to SSRN
and
Hong Kong Monetary Authority - Research Department
Date Posted: May 08, 2007
Accepted Paper Series
207 downloads
Pricing Currency Options in the Presence of a Target Zone
Mordecai Avriel ,
Ptachia Bar-Shavit and
Haim Reisman
Technion-Israel Institute of Technology
,
Bank Hapoalim
and
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Date Posted: January 02, 1999
Working Paper Series
215 downloads
Pricing Currency Risk under Currency Boards
Journal of Development Economics, Vol. 69, No. 2
Sergio L. Schmukler and
Luis Servén
World Bank - Development Research Group (DECRG)
and
World Bank - Office of the Chief Economist
Date Posted: February 19, 2003
Accepted Paper Series
Pricing Currency Risk: Facts and Puzzles from Currency Boards
World Bank Policy Research Working Paper No. 2815
Sergio L. Schmukler and
Luis Servén
World Bank - Development Research Group (DECRG)
and
World Bank - Office of the Chief Economist
Date Posted: December 11, 2001
Working Paper Series
205 downloads
Pricing Foreign Currency and Cross-Currency Options Under GARCH
Journal of Derivatives, Vol. 7, No. 1, pp. 51-63, 1999
Jin-Chuan Duan and
Jason Zhanshun Wei
National University of Singapore (NUS) - Business School and Risk Management Institute
and
University of Toronto - Rotman School of Management
Date Posted: August 25, 1998
Accepted Paper Series
Pricing of Foreign Exchange Risk from a German Investor's Perspective
Holger Himmel
University of Giessen
Date Posted: April 18, 2002
Working Paper Series
159 downloads
Pricing to Market of Italian Exporting Firms
ISAE Working Paper No. 70
Roberto Basile
,
Sergio de Nardis
and
Alessandro Girardi
Second University of Naples
,
Istituto di Studi e Analisi Economica (ISAE)
and
National Institute of Statistics (ISTAT)
Date Posted: July 13, 2006
Working Paper Series
64 downloads
Pricing to Market, Staggered Contracts, and Real Exchange Rate Persistence
UC Davis Working Paper No. 99-01
Paul R. Bergin and
Robert C. Feenstra
University of California, Davis - Department of Economics
and
University of California, Davis - Department of Economics
Date Posted: July 08, 1999
Working Paper Series
Privacy or Publicity - Who Drives the Wheel?
CFS Working Paper No. 2003/29
Christina E. Bannier
University of Frankfurt - Economics and Business Administration Area
Date Posted: October 20, 2003
Working Paper Series
75 downloads
Private Information and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set
La Follette School Working Paper Series No. 2009-008
Menzie David Chinn and
Michael Moore
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
and
Queen's University Management School
Date Posted: June 25, 2009
Working Paper Series
42 downloads
Private Information, Excessive Volatility and Intraday Empirical Regularities in the Spot Foreign Exchange Market
Centre for Risk Research Working Papers, School of Management Paper No. CRR-05-01
Frank McGroarty
,
Stephen Thomas
and
Owain Ap Gwilym
University of Southampton - School of Management
,
University of Southampton - School of Management
and
Bangor Business School
Date Posted: June 02, 2005
Working Paper Series
171 downloads
Private Information, Stock Markets, and Exchange Rates
BIS Working Paper No. 271
Jacob Gyntelberg
,
Mico Loretan ,
Tientip Subhanij
and
Eric Ho Pan Chan
Bank for International Settlements (BIS) - Monetary and Economic Department
,
IMF Institute, International Monetary Fund
,
Bank of Thailand
and
Bank for International Settlements (BIS)
Date Posted: July 29, 2009
Working Paper Series
93 downloads
Private or Public Information in Foreign Exchange Markets? An Empirical Analysis
Working Paper No. 14/2000
Dagfinn Rime
Central Bank of Norway
Date Posted: January 15, 2001
Working Paper Series
281 downloads
Product Adjustments: A Firm-Level Analysis of the Impact of a Real Exchange Rate Shock
CEPR Discussion Paper No. DP7923
Andreas Moxnes
and
Karen Helene Ulltveit-Moe
University of Oslo - Department of Economics
and
University of Oslo - Department of Economics
Date Posted: July 19, 2010
Working Paper Series
1 downloads
Production Interdependence and Welfare
ECB Working Paper No. 355; FRB of Kansas City Working Paper No. 04-04
Kevin X. D. Huang
and
Zheng Liu
Federal Reserve Bank of Philadelphia
and
Fed San Francisco
Date Posted: August 05, 2004
Working Paper Series
38 downloads
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