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JEL Code: C54

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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
Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 1,604
2.

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 813
3.

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
USC Dornsife Institute for New Economic Thinking and Birkbeck College
Downloads 711
4.

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 537
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 484
6.

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 467
7.

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 Zurich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 449
8.

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 444
9.

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 Law
Downloads 395
10.

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 380
11.

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 342
12.

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 337
13.

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 278
14.

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 249
15.

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

Number of pages: 42 Posted: 23 Dec 2014 Last Revised: 12 Apr 2017
Working Paper Series
Deutsche Bundesbank, European Central Bank (ECB) and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 242
16.

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 241
17.

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
Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 234
18.

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, Students
Downloads 211
19.

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 205
20.

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 198
21.

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 191
22.

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

Number of pages: 22 Posted: 09 Aug 2017 Last Revised: 15 Oct 2017
Working Paper Series
CIBC World Markets - Risk Quant, Capital Markets, CIBC
Downloads 189
23.

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
USC Dornsife Institute for New Economic Thinking and Birkbeck College
Downloads 165
24.

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 Law
Downloads 159
25.

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 157
26.

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
Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 153
27.

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
Centre for European Economic Research (ZEW) - Environmental and Resource Economics, Environmental Management Research and Centre for European Economic Research (ZEW)
Downloads 152
28.

How Useful are Estimated DSGE Model Forecasts?

Number of pages: 68 Posted: 18 Apr 2011
Working Paper Series
Federal Reserve Board - Division of Financial Stability and Bilkent University - Department of Economics
Downloads 141
29.

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 137
30.

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 137
31.

The Effect of Information Disclosure on Industry Payments to Physicians

Number of pages: 48 Posted: 06 Nov 2017 Last Revised: 07 Apr 2018
Working Paper Series
University of Michigan, Stephen M Ross 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 130
32.

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 130
33.

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 117
34.

Sovereign Bond Yield Spreads: An International Analysis

Number of pages: 40 Posted: 14 Jun 2013 Last Revised: 12 Sep 2015
Working Paper Series
Rutgers University - Center for Financial Statistics and Risk Management
Downloads 117
35.

Quantifying the Coordinated Effects of Partial Horizontal Acquisitions

Number of pages: 73 Posted: 21 Jun 2013 Last Revised: 15 Jul 2017
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 113
36.

Network Linkages to Predict Bank Distress

Number of pages: 39 Posted: 18 Mar 2015 Last Revised: 02 May 2015
Working Paper Series
European Central Bank (ECB), University of Lausanne, HEC, IBF and Hanken School of Economics
Downloads 110
37.

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 109
38.

Revisiting the Narrative Approach of Estimating Tax Multipliers

SAFE Working Paper No. 93
Number of pages: 28 Posted: 26 Mar 2015
Working Paper Series
International Monetary Fund and QuantCo, Inc.

Multiple version iconThere are 3 versions of this paper

Downloads 102
39.

Identification and Counterfactuals in Dynamic Models of Market Entry and Exit

Quantitative Marketing and Economics, Vol. 12, No. 3, 2014
Number of pages: 38 Posted: 30 Oct 2012 Last Revised: 30 Oct 2016
Accepted Paper Series
University of Toronto - Department of Economics and University of Toronto - Department of Economics
Downloads 100
40.

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, Federal Reserve Bank of New York, 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 99
41.

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 2 versions of this paper

Downloads 97
42.

Short-Term and Long-Term Growth Effects of Exchange Rate Adjustment

CESifo Working Paper Series No. 4018
Number of pages: 25 Posted: 14 Dec 2012
Working Paper Series
Charles University in Prague - Institute of Economic Studies, Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques and University of Leipzig - Institute for Economic Policy
Downloads 92
43.

How to Predict Financial Stress? An Assessment of Markov Switching Models

ECB Working Paper No. 2057
Number of pages: 47 Posted: 16 May 2017
Working Paper Series
Bank of Canada and European Central Bank (ECB)
Downloads 87
44.

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 Groningen, Faculty of Economics and Business
Downloads 82
45.

Growth of Asian Pension Assets: Implications for Financial and Capital Markets

ADBI Working Paper 360
Number of pages: 29 Posted: 01 Jun 2012
Working Paper Series
Banco Bilbao Vizcaya - Banco Bilbao Vizcaya Argentaria, S.A.
Downloads 81
46.

Detecting Discrimination: A Dynamic Perspective

Forthcoming at Journal of the Royal Statistical Society (Series A)
Number of pages: 37 Posted: 25 Jun 2010 Last Revised: 29 Nov 2014
Accepted Paper Series
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 80
47.

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 79
48.

The Impact of College Admissions Policies on the Performance of High School Students

PIER Working Paper No. 13-040
Number of pages: 63 Posted: 17 Jul 2013
Working Paper Series
University of Pennsylvania - Department of Economics
Downloads 75
49.

The Effectiveness of Forex Interventions in Four Latin American Countries

Banco de Espana Working Paper No. 1226
Number of pages: 40 Posted: 04 Jul 2012
Working Paper Series
Banco de España
Downloads 71
50.

Quantifying the Distribution of Editorial Power and Manuscript Decision Bias at the Mega-Journal PLOS ONE

Number of pages: 30 Posted: 19 Jan 2017 Last Revised: 04 Dec 2017
Working Paper Series
University of California Merced, Ernest and Julio Gallo Management Program
Downloads 70