Search Results
JEL Code: E32

765,816 Total downloads

Viewing: 1 - 50 of 6,803 papers

1.

The Financial Instability Hypothesis

The Jerome Levy Economics Institute Working Paper No. 74
Number of pages: 10 Posted: 30 Jul 1999
Working Paper Series
Deceased
Downloads 20,497
2.

The Crisis: Basic Mechanisms, and Appropriate Policies

MIT Department of Economics Working Paper No. 09-01
Number of pages: 34 Posted: 10 Jan 2009 Last Revised: 15 Jan 2009
Working Paper Series
National Bureau of Economic Research (NBER)

Multiple version iconThere are 2 versions of this paper

Downloads 5,916
3.

Demography and the Long-Run Predictability of the Stock Market

USC CLEO Research Paper No. C02-21; Cowles Foundation Discussion Paper No. 1380
Number of pages: 33 Posted: 24 Sep 2002
Working Paper Series
Yale University - Cowles Foundation, University of Southern California - Department of Economics and University of California, Davis - Department of Economics
Downloads 5,368
4.

Understanding the Fed Model, Capital Structure, and Then Some

Number of pages: 25 Posted: 24 Apr 2011 Last Revised: 15 Aug 2012
Working Paper Series
affiliation not provided to SSRN
Downloads 4,800
5.

Technological Innovation, Resource Allocation and Growth

Quarterly Journal of Economics, Forthcoming
Number of pages: 78 Posted: 22 Dec 2012 Last Revised: 02 Mar 2018
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance, Stanford University and Indiana University - Kelley School of Business - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 4,063
6.

Explaining the Demise of Value Investing

Number of pages: 25 Posted: 28 Aug 2019 Last Revised: 04 Sep 2019
Working Paper Series
New York University - Stern School of Business and University of Calgary - Haskayne School of Business
Downloads 3,541
7.

Liquidity and Leverage

FRB of New York Staff Report No. 328
Number of pages: 39 Posted: 04 Jun 2008 Last Revised: 11 Nov 2010
Working Paper Series
International Monetary Fund and Bank for International Settlements (BIS)
Downloads 3,386
8.

The Macroeconomic Effects of Oil Price Shocks: Why are the 2000s so Different from the 1970s?

MIT Department of Economics Working Paper No. 07-21
Number of pages: 76 Posted: 26 Aug 2007 Last Revised: 01 Apr 2008
Working Paper Series
National Bureau of Economic Research (NBER) and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 3,253
9.

Changes in the U.S. Financial System and the Subprime Crisis

Levy Economics Institute Working Paper No. 530
Number of pages: 21 Posted: 23 Apr 2008
Working Paper Series
Bard College - The Levy Economics Institute
Downloads 3,022
10.

Capital Structure Choice: Macroeconomic Conditions and Financial Constraints

AFA 2002 Atlanta Meetings; Kellogg School of Mgmt. Finance Working Paper No. 279
Number of pages: 50 Posted: 04 Mar 2002
Working Paper Series
Northwestern University and Moody's KMV

Multiple version iconThere are 2 versions of this paper

Downloads 2,638
11.

Network Centrality and the Cross Section of Stock Returns

Number of pages: 72 Posted: 07 Jan 2013 Last Revised: 17 Dec 2013
Working Paper Series
University of Southern California - Marshall School of Business
Downloads 2,578
12.

How Does Globalization Affect the Synchronization of Business Cycles?

IZA Discussion Paper No. 702
Number of pages: 18 Posted: 16 Mar 2003
Working Paper Series
Development Prospects Group at the World Bank, Cornell University - Dyson School of Applied Economics and Management and International Monetary Fund (IMF)

Multiple version iconThere are 2 versions of this paper

Downloads 2,566
13.

Stock Market Fluctuations and the Business Cycle

Number of pages: 31 Posted: 24 Sep 2001
Working Paper Series
University of California Riverside

Multiple version iconThere are 2 versions of this paper

Downloads 2,529
14.

'Real' Assets

Columbia Business School Research Paper No. 12-60
Number of pages: 64 Posted: 13 Oct 2012
Working Paper Series
BlackRock, Inc
Downloads 2,510
15.

Do Mutual Funds Perform When it Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions

Number of pages: 53 Posted: 30 Aug 2006 Last Revised: 02 Sep 2011
Working Paper Series
Imperial College Business School

Multiple version iconThere are 2 versions of this paper

Downloads 2,402
16.

The Best of Strategies for the Worst of Times: Can Portfolios be Crisis Proofed?

Number of pages: 26 Posted: 31 May 2019
Working Paper Series
Duke University - Fuqua School of Business, Man AHL, Man Group plc, Man AHL, Man Numeric and Man AHL
Downloads 2,263
17.

The Perception of Time, Risk and Return During Periods of Speculation

Number of pages: 37 Posted: 11 Jan 2002
Working Paper Series
Columbia University
Downloads 2,239
18.

International Asset Allocation with Time-Varying Correlations

Number of pages: 80 Posted: 07 Apr 1999
Working Paper Series
Columbia Business School - Finance and Economics and BlackRock, Inc

Multiple version iconThere are 2 versions of this paper

Downloads 2,231
19.

Real Wage Rigidities and the New Keynesian Model

MIT Department of Economics Working Paper No. 05-28, FRB Boston Working Paper No. 05-14
Number of pages: 37 Posted: 07 Nov 2005
Working Paper Series
National Bureau of Economic Research (NBER) and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)

Multiple version iconThere are 3 versions of this paper

Downloads 2,213
20.

Momentum Investing & Asset Allocation

Number of pages: 22 Posted: 11 Oct 2015 Last Revised: 01 May 2016
Working Paper Series
Berkeley Square Capital Management, LLC
Downloads 2,206
21.

Labor Markets and Monetary Policy: A New-Keynesian Model with Unemployement

MIT Department of Economics Working Paper No. 06-22, CFS Working Paper No. 2007/08
Number of pages: 42 Posted: 31 Jul 2006
Working Paper Series
National Bureau of Economic Research (NBER) and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 2,174
22.

Non-Performing Loans in CESEE: Determinants and Impact on Macroeconomic Performance

IMF Working Paper No. 13/72
Number of pages: 28 Posted: 09 Apr 2013
Working Paper Series
International Monetary Fund (IMF)
Downloads 2,168
23.

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

Number of pages: 59 Posted: 25 Feb 2000
Working Paper Series
Harvard University - Department of Economics, University of California - Haas School of Business, Princeton University - Bendheim Center for Finance and University of Texas at Dallas - School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 2,005
24.

Global Recession and Microfinance in Developing Countries: Threats and Opportunities

Number of pages: 34 Posted: 22 Dec 2008 Last Revised: 04 Jan 2014
Working Paper Series
Università Cattolica del Sacro Cuore - Department of Business Administration
Downloads 1,958
25.

Risk, Uncertainty and Monetary Policy

Journal of Monetary Economics, Vol. 60, Vol. 7, pp. 771-788, 2013
Number of pages: 34 Posted: 08 Mar 2010 Last Revised: 17 Sep 2015
Accepted Paper Series
Columbia Business School - Finance and Economics, European Central Bank (ECB) and European Central Bank (ECB)

Multiple version iconThere are 6 versions of this paper

Downloads 1,948
26.

The Euro Area Crisis: Politics Over Economics

MIT Sloan Research Paper No. 5091-14
Number of pages: 35 Posted: 11 Jun 2014
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,948
27.

Long-Run Productivity Risk: A New Hope for Production-Based Asset Pricing?

Journal of Monetary Economics 2014
Number of pages: 45 Posted: 18 Mar 2008 Last Revised: 10 Mar 2017
Accepted Paper Series
Finance Department, Bocconi University
Downloads 1,933
28.

Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance

Duke I&E Research Paper No. 2017-01
Number of pages: 20 Posted: 22 May 2019 Last Revised: 24 Jun 2019
Accepted Paper Series
Duke University - Fuqua School of Business, Man Group plc, Realindex Investments and Man AHL
Downloads 1,914
29.

Trend Following: Equity and Bond Crisis Alpha

Number of pages: 19 Posted: 30 Aug 2016
Working Paper Series
Man AHL, Man Group plc and Man AHL
Downloads 1,890
30.

The Cyclical Nature of the Productivity Distribution

Earlier version: US Census Bureau Center for Economic Studies Paper No. CES-WP-11-15
Number of pages: 69 Posted: 31 May 2011 Last Revised: 23 Jan 2015
Working Paper Series
Duke University
Downloads 1,823
31.

Reconciling Growth and Persistence as Explanations for Accrual Mispricing

Johnson School Research Paper Series No. #11-09
Number of pages: 42 Posted: 08 Apr 2008 Last Revised: 14 Apr 2009
Working Paper Series
University of Iowa - Henry B. Tippie College of Business and University of Texas at Dallas - Department of Accounting & Information Management
Downloads 1,810
32.

The Effects of Fiscal Stimulus: Evidence from the 2009 ‘Cash for Clunkers’ Program

Number of pages: 44 Posted: 05 Sep 2010
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,803
33.

Stress Testing Credit Risk: A Survey of Authorities' Approaches

Bank of Italy Occasional Paper No. 37
Number of pages: 24 Posted: 04 May 2009
Working Paper Series
Bank of Italy
Downloads 1,784
34.

Oil Price Shocks and Real GDP Growth: Empirical Evidence for Some OECD Countries

ECB Working Paper No. 362
Number of pages: 66 Posted: 01 Dec 2004
Working Paper Series
University of Salamanca - Department of Economics and Economic History and European Central Bank (ECB)
Downloads 1,754
35.

Lessons from the Subprime Meltdown

Levy Economics Institute Working Paper No. 522
Number of pages: 64 Posted: 12 Dec 2007
Working Paper Series
University of Missouri at Kansas City
Downloads 1,742
36.

Rational Attention Allocation over the Business Cycle

Number of pages: 63 Posted: 29 May 2009 Last Revised: 15 Aug 2012
Working Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics, Columbia University Graduate School of Business and New York University - Stern School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,707
37.

Are Home Prices the Next Bubble?

Economic Policy Review, Vol. 10, No. 3, December 2004
Number of pages: 17 Posted: 13 Dec 2004
Accepted Paper Series
Federal Reserve Bank of New York - Research Department and Federal Reserve Bank of New York
Downloads 1,683
38.

Taxation and Long-Run Growth

Arizona State University Working Paper 96/2
Number of pages: 45 Posted: 28 Feb 1997
Working Paper Series
UNC Chapel Hill

Multiple version iconThere are 2 versions of this paper

Downloads 1,658
39.

Oil Price Uncertainty

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 42 Posted: 14 Jun 2006 Last Revised: 03 Mar 2010
Accepted Paper Series
Colorado State University and University of Calgary - Department of Economics
Downloads 1,651
40.

Tax Cuts for Whom? Heterogeneous Effects of Income Tax Changes on Growth & Employment

Number of pages: 40 Posted: 19 Jul 2012 Last Revised: 19 Feb 2013
Working Paper Series
University of Chicago - Booth School of Business
Downloads 1,647
41.

Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns

Journal of Finance, Forthcoming
Number of pages: 62 Posted: 06 Mar 2010 Last Revised: 17 Apr 2014
Accepted Paper Series
University of Notre Dame, Stockholm School of Economics & Swedish House of Finance and Syracuse University
Downloads 1,614
42.

Incomplete Markets, Growth, and the Business Cycle

MIT Dept. of Economics Working Paper No. 00-33, Harvard Institute of Economic Research Paper No. 1910
Number of pages: 51 Posted: 19 Jan 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and EDHEC Business School - Department of Economics & Finance
Downloads 1,596
43.

Common Stock Offerings Across the Business Cycle: Theory and Evidence

Journal of Empirical Finance, Vol. 1, No. 1, pp. 3-31, June 1993 (Lead article, First issue)
Number of pages: 35 Posted: 19 May 2006
Accepted Paper Series
Seoul National University - College of Business Administration, University of New South Wales - Australian School of Business and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 1,565
44.

Will Robots Automate Your Job Away? Full Employment, Basic Income, and Economic Democracy

Centre for Business Research, University of Cambridge, Working Paper no. 496
Number of pages: 34 Posted: 05 Oct 2017 Last Revised: 06 Oct 2019
Working Paper Series
School of Law, King's College, London; Centre for Business Research, University of Cambridge

Multiple version iconThere are 2 versions of this paper

Downloads 1,555
45.

Forecasting the Equity Risk Premium: The Role of Technical Indicators

Federal Reserve Bank of St. Louis Working Paper No. 2010-008H
Number of pages: 48 Posted: 11 Mar 2010 Last Revised: 03 Feb 2014
Working Paper Series
Federal Reserve Bank of St. Louis - Research Division, Saint Louis University, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 1,553
46.

The VIX, the Variance Premium and Stock Market Volatility

Journal of Econometrics, Vol. 183, No. 2, pp. 181-192, December, 2014
Number of pages: 38 Posted: 17 Apr 2013 Last Revised: 17 Sep 2015
Working Paper Series
Columbia Business School - Finance and Economics and European Central Bank (ECB)

Multiple version iconThere are 4 versions of this paper

Downloads 1,551
47.

The Impact of Volatility Targeting

Number of pages: 28 Posted: 17 May 2018 Last Revised: 11 Jul 2018
Working Paper Series
Duke University - Fuqua School of Business, Man AHL, Man AHL, Man Group plc, Man AHL and Man AHL
Downloads 1,517
48.

The Financial Crisis of 2007-2009

THE HANDBOOK OF MAJOR EVENTS IN ECONOMIC HISTORY, R. Whaples & R. Parker, eds., Routledge, Forthcoming
Number of pages: 16 Posted: 12 Feb 2012 Last Revised: 19 Apr 2012
Accepted Paper Series
Yale School of Management and Yale School of Management
Downloads 1,508
49.

The Best Strategies for the Worst Crises

Number of pages: 23 Posted: 16 Jun 2017
Working Paper Series
Man AHL, Man AHL, Man AHL, Man Numeric and Man AHL
Downloads 1,502
50.

Cyclicality of Credit Supply: Firm Level Evidence

Harvard Business School Finance Working Paper No. 10-107 , AFA 2011 Denver Meetings Paper, Journal of Monetary Economics, Vol. 62 (C), 76-93, 2014
Number of pages: 48 Posted: 18 Mar 2010 Last Revised: 15 Feb 2018
Accepted Paper Series
Harvard University and Stockholm School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,494