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JEL Code: C54

25,308 Total downloads

Viewing: 1 - 50 of 242 papers

1.

Systemic Risk and Central Clearing Counterparty Design

Swiss Finance Institute Research Paper No. 13-34
Number of pages: 46 Posted: 09 Jun 2013 Last Revised: 01 Mar 2017
Working Paper Series
J. Mack Robinson College of Business, Ecole Polytechnique Fédérale de Lausanne and Cornell University

Multiple version iconThere are 2 versions of this paper

Downloads 1,782
2.

A New Index of the Business Cycle

MIT Sloan Research Paper No. 5908-20
Number of pages: 20 Posted: 21 Jan 2020
Working Paper Series
State Street Global Markets, Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Downloads 1,333
3.

The Forecast Quality of Cboe Implied Volatility Indexes

Olin School of Business Working Paper No. 2003-08-004
Number of pages: 33 Posted: 16 Sep 2003
Working Paper Series
Deakin University - School of Accounting, Economics & Finance and Mississippi State University - College of Business
Downloads 826
4.

Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing

IZA Discussion Paper No. 6618
Number of pages: 28 Posted: 16 Jun 2012
Working Paper Series
University of Southern California - Department of Economics and Birkbeck College
Downloads 732
5.

The Forward Guidance Puzzle

FRB of New York Staff Report No. 574
Number of pages: 32 Posted: 19 Oct 2012
Working Paper Series
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 684
6.

The British Pound on Brexit Night: A Natural Experiment of Market Efficiency and Real-Time Predictability

Swiss Finance Institute Research Paper No. 17-12
Number of pages: 38 Posted: 29 Mar 2017
Working Paper Series
ETH Zurich - Department of Management, Technology, and Economics (D-MTEC), ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 672
7.

Did Quantitative Easing Only Inflate Stock Prices? Macroeconomic Evidence from the US and UK

Number of pages: 48 Posted: 14 Sep 2016 Last Revised: 23 Feb 2018
Working Paper Series
Henley Business School - ICMA Centre, University of Reading - ICMA Centre, University of Reading - Henley Business School and University of Reading - ICMA Centre
Downloads 667
8.

Shipping Performance Assessment and the Role of Key Performance Indicators (KPIs): 'Quality Function Deployment' for Transforming Shipowner's Expectation

Number of pages: 18 Posted: 04 Jan 2013
Working Paper Series
Texas A&M University at Galveston, Yildiz Technical University, National Taiwan Ocean University and Kobe University
Downloads 614
9.

Machine Learning at Central Banks

Bank of England Working Paper No. 674
Number of pages: 89 Posted: 06 Sep 2017
Working Paper Series
Bank of England and Bank of England
Downloads 546
10.

The Effect of Information Disclosure on Industry Payments to Physicians

Number of pages: 56 Posted: 06 Nov 2017 Last Revised: 14 Aug 2019
Working Paper Series
Duke University, Fuqua School of Business, The Stephen M. Ross School of Business at the University of Michigan and University of Michigan, Stephen M. Ross School of Business
Downloads 540
11.

Fiscal Multipliers and the State of the Economy

IMF Working Paper No. 12/286
Number of pages: 32 Posted: 18 Jan 2013
Working Paper Series
University of Cambridge - Faculty of Economics and Politics, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 492
12.

Toward a Perspective-Dependent Theory of Audit Probability for Tax Compliance Models

33 Virginia Tax Review 629 (2014)
Number of pages: 24 Posted: 12 Dec 2013 Last Revised: 06 May 2018
Accepted Paper Series
Texas A&M University School of Innovation
Downloads 424
13.

DSGE Model-Based Forecasting

FRB of New York Staff Report No. 554
Number of pages: 95 Posted: 09 Mar 2012
Working Paper Series
Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 421
14.

Driving Restrictions that Work? Quito's Pico y Placa Program

Number of pages: 55 Posted: 29 Mar 2013 Last Revised: 25 Sep 2014
Working Paper Series
George Washington University - Department of Economics, George Washington University - Department of Economics and George Washington University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 390
15.

TARP

New Palgrave Dictionary of Economics Online, Forthcoming
Number of pages: 25 Posted: 20 Oct 2012
Accepted Paper Series
University of Louisiana at Lafayette - College of Business Administration
Downloads 375
16.

A Review of the Fundamentals of the Fundamental Review of the Trading Book II: Asymmetries, Anomalies, and Simple Remedies

Number of pages: 27 Posted: 09 Aug 2017 Last Revised: 09 Jun 2018
Working Paper Series
CIBC World Markets - Risk Quant, Capital Markets, CIBC

Multiple version iconThere are 2 versions of this paper

Downloads 374
17.

The Place for Neuroscience in Criminal Law

PHILOSOPHICAL FOUNDATIONS OF LAW AND NEUROSCIENCE. New York: Oxford University Press 69-83 (Dennis Patterson & Michael Pardo, eds. 2016) , Fordham Law Legal Studies Research Paper No. 2806641
Number of pages: 16 Posted: 18 Jul 2016 Last Revised: 18 Aug 2016
Accepted Paper Series
Fordham University School of Law
Downloads 367
18.

The Impact of Fiscal Policy on Economic Activity Over the Business Cycle - Evidence from a Threshold VAR Analysis

Bundesbank Series 1 Discussion Paper No. 2011,03
Number of pages: 60 Posted: 08 Jun 2016
Working Paper Series
University of Cambridge - Faculty of Economics and Politics and European Central Bank (ECB)
Downloads 346
19.

Models of Financial Stability and Their Application in Stress Tests

Forthcoming, Handbook of Computational Economics (Blake LeBaron and Cars Hommes) , University of St.Gallen, School of Finance Research Paper No. 2018/5
Number of pages: 66 Posted: 22 Aug 2017 Last Revised: 29 Apr 2018
Accepted Paper Series
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Students and University of Oxford, Faculty of Law
Downloads 344
20.

Fintech in Financial Inclusion: Machine Learning Applications in Assessing Credit Risk

IMF Working Paper No. 19/109
Number of pages: 35 Posted: 06 Nov 2019
Working Paper Series
IMF
Downloads 325
21.

The Financial and Macroeconomic Effects of OMT Announcements

ECB Working Paper No. 1707
Number of pages: 25 Posted: 06 Aug 2014
Working Paper Series
European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of New York and European Central Bank (ECB)
Downloads 312
22.

Coherent Financial Cycles for G-7 Countries: Why Extending Credit Can Be an Asset

Number of pages: 45 Posted: 23 Dec 2014 Last Revised: 08 Mar 2019
Working Paper Series
Deutsche Bundesbank, European Central Bank (ECB) and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 286
23.

Discrimination-Free Insurance Pricing

Number of pages: 26 Posted: 10 Feb 2020
Working Paper Series
Stockholm University, QED Actuaries and Consultants, City University London - Cass Business School and RiskLab, ETH Zurich
Downloads 279
24.

Estimation of Truncated Data Samples in Operational Risk Modeling

Number of pages: 32 Posted: 27 Dec 2012 Last Revised: 23 Apr 2014
Working Paper Series
EY, University of Florida - Department of Industrial and Systems Engineering, University of Florida and Federal Reserve Banks - Federal Reserve Bank of Richmond

Multiple version iconThere are 2 versions of this paper

Downloads 270
25.

How U.S. Agriculture Will Fare Under the USMCA and Retaliatory Tariffs

GTAP Working Paper No. 84
Number of pages: 22 Posted: 28 Jan 2019
Working Paper Series
Purdue University, Department of Agricultural Economics, Purdue University - Department of Agricultural Economics and World Bank
Downloads 268
26.

Non-Tariff Measures: Evidence from Selected Developing Countries and Future Research Agenda

UNCTAD/DITC/TAB/2009/3
Number of pages: 166 Posted: 23 Jan 2011
Working Paper Series
United Nations - Conference on Trade and Development (UNCTAD)
Downloads 265
27.

To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting

Operations Research, Forthcoming, Swiss Finance Institute Research Paper No. 14-63
Number of pages: 22 Posted: 01 Nov 2014 Last Revised: 18 Jan 2016
Accepted Paper Series
J. Mack Robinson College of Business, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 254
28.

Megajournal mismanagement: Manuscript decision bias and anomalous editor activity at PLOS ONE

Number of pages: 22 Posted: 19 Jan 2017 Last Revised: 17 Jun 2018
Working Paper Series
University of California Merced, Ernest and Julio Gallo Management Program
Downloads 239
29.

Climate Change and U.S. Agriculture: Accounting for Multi-dimensional Slope Heterogeneity in Production Functions

UNSW Business School Research Paper No. 2018-08a
Number of pages: 45 Posted: 25 May 2018 Last Revised: 08 Jan 2020
Working Paper Series
University of New South Wales and UNSW Australia Business School, School of Economics
Downloads 229
30.

The Ethics of the Algorithm: Autonomous Systems and the Wrapper of Human Control

48 CUMBERLAND LAW REVIEW 101 (2018)
Number of pages: 34 Posted: 20 Jul 2017 Last Revised: 02 Jan 2018
Accepted Paper Series
Chicago-Kent College of Law and University of Illinois at Chicago
Downloads 212
31.

Impact of the Dodd-Frank Act on Systemic Risk: A Counterfactual Analysis

Number of pages: 36 Posted: 03 Mar 2018
Working Paper Series
University of Science and Technology Beijing
Downloads 199
32.

Substitution Elasticities in a CES Production Framework - An Empirical Analysis on the Basis of Non-Linear Least Squares Estimations

ZEW - Centre for European Economic Research Discussion Paper No. 12-007
Number of pages: 25 Posted: 04 Mar 2012 Last Revised: 05 Sep 2012
Working Paper Series
ZEW – Leibniz Centre for European Economic Research - Environmental and Resource Economics, Environmental Management Research and ZEW – Leibniz Centre for European Economic Research
Downloads 191
33.

Predicting Restaurant Facility Closures

Number of pages: 36 Posted: 18 Jul 2019
Working Paper Series
FirmAI, UoA, NYU FRE
Downloads 186
34.

Valuing Brand Collaboration: Evidence From a Natural Experiment

Number of pages: 42 Posted: 07 Mar 2019 Last Revised: 17 Mar 2019
Working Paper Series
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 185
35.

Uniqueness of Equilibrium in a Payment System with Liquidation Costs

Operations Research Letters, Forthcoming, Swiss Finance Institute Research Paper No. 15-20
Number of pages: 11 Posted: 18 Jun 2015 Last Revised: 18 Jan 2016
Accepted Paper Series
J. Mack Robinson College of Business, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 178
36.

Do the Benefits of Voluntarily Reporting Serious Data Breaches to the ICO Outweigh the Risk of Monetary Penalties?: A Theoretical Analysis

Winchester Conference on Trust, Risk, Information and the Law, West Downs Campus, University of Winchester, UK, 29 April 2014
Number of pages: 18 Posted: 24 Dec 2013 Last Revised: 15 Mar 2014
Accepted Paper Series
Texas A&M University School of Innovation
Downloads 177
37.

Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing

CESifo Working Paper Series No. 3879
Number of pages: 27 Posted: 19 Jul 2012
Working Paper Series
University of Southern California - Department of Economics and Birkbeck College
Downloads 171
38.

Impact Evaluation of Merger Control Decisions

Number of pages: 48 Posted: 23 Nov 2011 Last Revised: 22 Aug 2012
Working Paper Series
Ilmenau University of Technology
Downloads 167
39.

Public Transit and Air Pollution

Number of pages: 41 Posted: 10 Oct 2017
Working Paper Series
University of Ottawa - Graduate School of Public and International Affairs, University of Ottawa - Department of Economics and University of Western Ontario - Richard Ivey School of Business
Downloads 163
40.

How Useful are Estimated DSGE Model Forecasts?

Number of pages: 68 Posted: 18 Apr 2011
Working Paper Series
Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Bilkent University - Department of Economics
Downloads 157
41.

The Effects of Facebook Discussions on Academic Performance

University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. No. 28/WP/2015
Number of pages: 31 Posted: 03 Oct 2015
Working Paper Series
Bocconi University - Department of Economics and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 155
42.

Effects of Multicollinearity on the Estimation of Macroeconomic Variables by Using Data from Sudan

Number of pages: 89 Posted: 29 Jul 2011 Last Revised: 14 Aug 2011
Working Paper Series
Al-Neelain University - Department of Economics
Downloads 148
43.

The Dynamical Mechanism for SMEs Evolution Under the Hologram Approach

Number of pages: 53 Posted: 12 Feb 2019 Last Revised: 20 Feb 2019
Working Paper Series
BBD Technology Co., Ltd. (BBD), affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 148
44.

Quantifying the Coordinated Effects of Partial Horizontal Acquisitions

European Economic Review, Vol. 110, 2018
Number of pages: 74 Posted: 21 Jun 2013 Last Revised: 26 Sep 2018
Working Paper Series
New University of Lisbon, Universidade Católica Portuguesa, Católica Porto Business School and Universidade do Porto - Faculdade de Economia (FEP)

Multiple version iconThere are 2 versions of this paper

Downloads 146
45.

Characterising the Financial Cycle: A Multivariate and Time-Varying Approach

ECB Working Paper No. 1846
Number of pages: 56 Posted: 23 Sep 2015
Working Paper Series
Deutsche Bundesbank, European Central Bank (ECB) and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 144
46.

The FRBNY DSGE Model

FRB of New York Staff Report No. 647
Number of pages: 56 Posted: 24 Oct 2013
Working Paper Series
Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 143
47.

Zero Lower Bounds and a Stackelberg Problem: A Stochastic Analysis of Unconventional Monetary Policy

Number of pages: 24 Posted: 01 Apr 2012 Last Revised: 22 Jan 2013
Working Paper Series
Komazawa University
Downloads 141
48.

Quantitative Modeling of Trust and Trust Management Protocols in Next-Generation Social Networks-Based Wireless Mobile AD HOC Networks

IUP Journal of Computer Sciences, Vol. XI, No. 2, pp. 7-28. April 2017
Number of pages: 23 Posted: 10 Jun 2017 Last Revised: 12 Jun 2017
Accepted Paper Series
Global Risk Management Network, LLC

Multiple version iconThere are 3 versions of this paper

Downloads 135
49.

How Optimal is US Monetary Policy?

Number of pages: 38 Posted: 03 Apr 2013 Last Revised: 08 May 2017
Working Paper Series
University of Stirling, University of Glasgow and University of Glasgow - Department of Economics
Downloads 134
50.

Revising SA-CCR

Number of pages: 20 Posted: 25 Feb 2019 Last Revised: 10 Apr 2019
Working Paper Series
Lloyds Banking Group, Lloyds Banking Group and MUFG Securities EMEA plc
Downloads 132