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SSRN eLibrary Statistics:

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Abstracts: 484,343
Full Text Papers: 393,706
Authors: 226,701
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To date: 65,930,607
Last 12 months: 11,186,469
Last 30 days: 1,057,644

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SSRN eLibrary Search Results
JEL Code: F31
462,434 Total downloads
Showing Papers 41 - 90 of 3,326
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Incl. Electronic Paper A Habit-Based Explanation of the Exchange Rate Risk Premium
Journal of Finance, Forthcoming
Adrien Verdelhan
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: March 03, 2005
Last Revised: April 26, 2009
Accepted Paper Series
376 downloads

A Joint Test of Market Segmentation and Exchange Risk Factor in International Capital Markets
JOURNAL OF INTERNATIONAL BUSINESS STUDIES, Vol. 27, No. 2, Spring 1997
Murli Rajan and Jongmoo Jay Choi
University of Scranton and Temple University
Date Posted: October 16, 1997
Accepted Paper Series

Incl. Electronic Paper 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
279 downloads

A Low-Dimensional Fractal Attractor in the Foreign Exchange Markets?
Dominique M. Guillaume
Catholic University of Leuven
Date Posted: May 18, 1998
Working Paper Series

Incl. Electronic Paper A Macro-Finance Approach to Exchange Rate Determination
Yu-Chin Chen and Kwok Ping Tsang
University of Washington - Department of Economics and Virginia Polytechnic Institute & State University
Date Posted: May 28, 2010
Working Paper Series
202 downloads

Incl. Electronic Paper A Macro-Finance Approach to Exchange Rate Determination
HKIMR Working Paper No.01/2011
Yu-Chin Chen and Kwok Ping Tsang
University of Washington - Department of Economics and Virginia Polytechnic Institute & State University
Date Posted: January 30, 2011
Working Paper Series
88 downloads

Incl. Electronic Paper A Matrix Approach to Asset Pricing in Foreign Exchange Market
Ming Ma
School of Management and Economics - Beijing Institute of Technology
Date Posted: October 25, 2006
Working Paper Series
220 downloads

Incl. Electronic Paper A Meta-Analysis of Business Cycle Correlation between the Euro Area and CEECs: What Do We Know - and Who Cares?
BOFIT Discussion Paper No. 20/2004
Jarko Fidrmuc and Iikka Korhonen
University of Munich and Bank of Finland - Institute for Economies in Transition (BOFIT)
Date Posted: September 19, 2007
Working Paper Series
66 downloads

Incl. Electronic Paper A Metric for Money
Bob Blain
Southern Illinois University Edwardsville
Date Posted: August 23, 2011
Working Paper Series
14 downloads

Incl. Electronic Paper A Misspecification-Robust Impulse Response Estimator
SMU Economics & Statistics Working Paper Series No. 15-2002
Pao-Li Chang and Shinichi Sakata
Singapore Management University - School of Economics & Social Sciences and University of British Columbia
Date Posted: January 06, 2003
Working Paper Series
71 downloads

Incl. Electronic Paper A Model of an Optimum Currency Area
Economics Discussion Paper No. 2007-45
Luca A. Ricci
International Monetary Fund (IMF) - Research Department
Date Posted: November 29, 2010
Working Paper Series
26 downloads

A Model of an Optimum Currency Area
IMF Working Paper No. 97-76
Luca A. Ricci
International Monetary Fund (IMF) - Research Department
Date Posted: March 12, 1998
Working Paper Series

Incl. Electronic Paper A Model of an Optimum Currency Area
IMF Working Paper No. 97/76
Luca A. Ricci
International Monetary Fund (IMF) - Research Department
Date Posted: February 15, 2006
Working Paper Series
137 downloads

Incl. Electronic Paper A Model of an Optimum Currency Area
Economics: The Open-Access, Open-Assessment E-Journal, Vol. 2, 2008-8
Luca A. Ricci
International Monetary Fund (IMF) - Research Department
Date Posted: December 18, 2010
Accepted Paper Series
92 downloads

Incl. Electronic Paper A Model of an Optimum Currency Area
Economics, Vol.2, No. 08, 2008
Luca A. Ricci
International Monetary Fund (IMF) - Research Department
Date Posted: May 14, 2008
Accepted Paper Series
271 downloads

Incl. Electronic Paper A Model of Exchange Rate Regime Choice in the Transitional Economies of Central and Eastern Europe
IMF Working Paper No. 01/140
Vladimir Klyuev
International Monetary Fund (IMF)
Date Posted: January 31, 2006
Working Paper Series
48 downloads

A Monetary Analysis of the Drachma/ECU Exchange Rate Determination, 1980-1991
Empirical Economics, Vol. 25, Issue 4, 2000
Athanasios P. Papadopoulos and George Zis
University of Crete - Department of Economics and Manchester Metropolitan University
Date Posted: April 03, 2001
Accepted Paper Series

Incl. Electronic Paper A Monetary Model of the Exchange Rate with Informational Frictions
Enrique Martinez-Garcia
Federal Reserve Bank of Dallas - Research Department
Date Posted: May 04, 2009
Working Paper Series
36 downloads

A Multi-Factor Cross-Currency LIBOR Market Model
The Journal of Derivatives, Vol. 16, No. 4, Summer 2009
Wolfgang Benner , Lyudmil Zyapkov and Stephan Jortzik
University of Goettingen (Gottingen) - Institute of Finance and Banking , BNP Paribas, London and Fitch Ratings Inc.
Date Posted: March 26, 2007
Last Revised: June 09, 2009
Accepted Paper Series

Incl. Electronic Paper A Multifactoral Cross-Currency LIBOR Market Model With a FX Volatility Skew
Wolfgang Benner and Lyudmil Zyapkov
University of Goettingen (Gottingen) - Institute of Finance and Banking and BNP Paribas, London
Date Posted: May 02, 2007
Working Paper Series
624 downloads

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
6611 downloads

Incl. Electronic Paper A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility
HKIMR Working Paper No. 21/2009
Yin-Wong Cheung and Kon S. Lai
City University of Hong Kong - Department of Economics & Finance and California State University, Los Angeles - Department of Economics & Statistics
Date Posted: June 30, 2009
Working Paper Series
37 downloads

Incl. Electronic Paper A Network Theory of Financial Cascades
Michael Naylor , Lawrence C. Rose and Brendan J. Moyle
Massey University - School of Economics and Finance , Massey University and Massey University - Department of Commerce
Date Posted: July 29, 2008
Working Paper Series
349 downloads

Incl. Electronic Paper A New Explanation on Real Exchange Rate Misalignment Effect on Economic Growth: Evidence from Cameroon
Oscar Kuikeu
Ecole Supérieure des Sciences Economiques et Commerciales (ESSEC),Université de Douala, Cameroun
Date Posted: August 31, 2011
Last Revised: September 26, 2011
Working Paper Series
39 downloads

Incl. Electronic Paper A New Indicator of Competitiveness for Italy and the Main Industrial and Emerging Countries
Andrea Finicelli , Alessandra Liccardi and Massimo Sbracia
Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: May 25, 2006
Working Paper Series
98 downloads

Incl. Electronic Paper A New Micro Model of Exchange Rate Dynamics
AFA 2005 Philadelphia Meetings
Martin D.D. Evans and Richard K. Lyons
Georgetown University - Department of Economics and University of California, Berkeley
Date Posted: March 05, 2004
Working Paper Series
391 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 A Note on Estimating Realignment Probabilities - A First-Passage-Time Approach
Journal of International Money and Finance, Vol. 28, pp. 804-812, 2009
C. H. Hui and C.F. Lo
Hong Kong Monetary Authority - Research Department and Chinese University of Hong Kong (CUHK)
Date Posted: June 11, 2008
Last Revised: May 18, 2009
Accepted Paper Series
39 downloads

Incl. Electronic Paper A Note on Exchange Rate Pass-through in CIS Countries
BOFIT Discussion Paper No. 2/2005
Iikka Korhonen and Paul Wachtel
Bank of Finland - Institute for Economies in Transition (BOFIT) and New York University - Stern School of Business
Date Posted: July 25, 2007
Working Paper Series
109 downloads

Incl. Electronic Paper A Note on Identification Patterns in DSGE Models
ECB Working Paper No. 1235
Michal Andrle
International Monetary Fund (IMF)
Date Posted: August 25, 2010
Working Paper Series
40 downloads

Incl. Electronic Paper A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008
Banco de Mexico Research Document No. 2009-10
Guillermo Benavides and Carlos Capistrán
Banco de Mexico and Banco de México
Date Posted: May 02, 2010
Last Revised: May 09, 2010
Accepted Paper Series
39 downloads

Incl. Electronic Paper A Panel Data Investigation of Real Exchange Rate Misalignment and Growth
CESifo Working Paper Series No. 3061
Ronald MacDonald and Flavio V. Vieira
University of Strathclyde in Glasgow - Department of Economics and Universidade Federal de Uberlandia
Date Posted: June 01, 2010
Working Paper Series
145 downloads

Incl. Electronic Paper A Perspective on Real Exchange Rate Determination in Italy During the Convergence Process Towards the EMU: The 'Traded Non-Traded' Model
Economia, Società e Istituzioni, Quarterly, LUISS Press,
Roberta de Santis
Italian National Institute of Statistics
Date Posted: July 23, 2007
Accepted Paper Series
77 downloads

Incl. Electronic Paper A Primer on Real Effective Exchange Rates: Determinants, Overvaluation, Trade Flows and Competitive Devaluation
Open Economies Review, Forthcoming
Menzie David Chinn
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Date Posted: September 15, 2005
Accepted Paper Series
192 downloads

A Primer on the IMF's Information Notice System
IMF Working Paper No. 97-71
A. Zanello and Dominique Desruelle
International Monetary Fund (IMF) and International Monetary Fund
Date Posted: February 19, 1998
Working Paper Series

Incl. Electronic Paper A Primer on the IMF`s Information Notice System
IMF Working Paper No. 97/71
Alessandro Zanello and Dominique Desruelle
affiliation not provided to SSRN and International Monetary Fund
Date Posted: February 15, 2006
Working Paper Series
163 downloads

Incl. Fee Electronic Paper A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates
CEPR Discussion Paper No. 4486
David C. Parsley and Shang-Jin Wei
Vanderbilt University - Owen Graduate School of ManagementVanderbilt University and Columbia Business School - Finance and Economics
Date Posted: August 12, 2004
Working Paper Series
19 downloads

Incl. Electronic Paper A Prism into the Ppp Puzzles: the Micro-Foundations of Big Mac Real Exchange Rates
Vanderbilt University Working Paper No. 03-11, Economic Journal, Forthcoming
David C. Parsley and Shang-Jin Wei
Vanderbilt University - Owen Graduate School of ManagementVanderbilt University and Columbia Business School - Finance and Economics
Date Posted: October 26, 2004
Accepted Paper Series
261 downloads

Incl. Electronic Paper A Puzzle of Microstructure Market Maker Models
IMF Working Paper No. WP/04/6
Rafael Romeu
International Monetary Fund (IMF)
Date Posted: February 15, 2006
Working Paper Series
188 downloads

Incl. Electronic Paper A Quasi-Bounded Target Zone Model – Theory and Application to Hong Kong Dollar
HKIMR Working Paper No.28/2012
C.F. Lo , C. H. Hui , S.W. Chu and Tom Fong
Chinese University of Hong Kong (CUHK) , Hong Kong Monetary Authority - Research Department , Chinese University of Hong Kong (CUHK) and Hong Kong Monetary Authority
Date Posted: November 27, 2012
Working Paper Series
7 downloads

Incl. Electronic Paper A Range-Based Multivariate Model for Exchange Rate Volatility
ERIM Report Series Reference No. ERS-2003-022-F&A
Ben Tims and Ronald Mahieu
Erasmus University Rotterdam (EUR) - Department of Financial Management and Tilburg University - Center for Economic Research, Econometrics and Finance Group
Date Posted: February 28, 2008
Working Paper Series
99 downloads

A Re-Examination of Purchasing Power Parity in Japan and Taiwan
Journal of Macroeconomics, Vol. 22, No. 2, Spring 2000
Jyh-Lin Wu and Show-Li Chen
National Sun Yat-Sen University and Fu-Jen Catholic University
Date Posted: November 16, 1999
Accepted Paper Series

Incl. Electronic Paper A Re-Examination of the Link between Real Exchange Rates and Real Interest Rate Differentials
CESifo Working Paper Series No. 894
Mathias Hoffmann and Ronald MacDonald
University of Zurich - Department of Economics Library and University of Strathclyde in Glasgow - Department of Economics
Date Posted: April 08, 2003
Working Paper Series
403 downloads

Incl. Electronic Paper A Re-Examination of the Purchasing Power Parity Using Non-Stationary Dynamic Panel Methods: A Comparative Approach for Developing and Developed Countries
William Davidson Institute Working Paper No. 570
Christophe Rault and Imed Drine
University of Orleans and University of Paris 1 Pantheon-Sorbonne - Equipe Universitaire de Recherche en Economie Quantitative (EUREQUA)
Date Posted: July 16, 2003
Working Paper Series
149 downloads

Incl. Electronic Paper A Reappraisal of the Border Effect on Relative Price Volatility
CESifo Working Paper Series No. 1640, HKIMR Working Paper No. 4/2006
Yin-Wong Cheung and Kon S. Lai
City University of Hong Kong - Department of Economics & Finance and California State University, Los Angeles - Department of Economics & Statistics
Date Posted: February 16, 2006
Working Paper Series
75 downloads

A Reappraisal of the Evidence on PPP: A Systematic Investigation into Ma Roots in Panel Unit Root Tests and their Implications
Empirical Economics, Vol. 39, No. 3, 2010
Christoph A. Fischer and Daniel Porath
Deutsche Bundesbank and University of Applied Sciences Mainz
Date Posted: March 07, 2012
Accepted Paper Series

Incl. Electronic Paper A Reinvestigation of the New RMB Exchange Rate Regime
Lei Tian
Sun Yat Sen University - Lingnan (University) College
Date Posted: April 09, 2012
Working Paper Series
58 downloads

Incl. Electronic Paper A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 08-31
Roman Frydman , Michael D. Goldberg , Soren Johansen and Katarina Juselius
Leonard N. Stern School of Business - Department of Economics , University of New Hampshire , University of Copenhagen - Department of Economics and University of Copenhagen - Department of Economics
Date Posted: December 15, 2008
Working Paper Series
32 downloads

Incl. Electronic Paper A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Roman Frydman , Michael D. Goldberg , Soren Johansen and Katarina Juselius
Leonard N. Stern School of Business - Department of Economics , University of New Hampshire , University of Copenhagen - Department of Economics and University of Copenhagen - Department of Economics
Date Posted: January 15, 2009
Working Paper Series
76 downloads

Incl. Electronic Paper A Resurgent Chinese Yuan Undervaluation and its International Trade Competitiveness
Finance and Corporate Governance Conference 2011 Paper, Monash U. Department of Business Law & Taxation Research Paper No. 1717254
Jothee Sinnakkannu
Monash University - Faculty of Business and Economics
Date Posted: December 07, 2010
Last Revised: October 03, 2011
Working Paper Series
859 downloads


 

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