Search Results
JEL Code: E47

128,283 Total downloads

Viewing: 1 - 50 of 646 papers

1.

Forecasting Volatility

Number of pages: 42 Posted: 13 Jul 1999
Working Paper Series
University of Oklahoma - Division of Finance and University of South Florida St. Petersburg
Downloads 9,321
2.

High Frequency Pairs Trading with U.S. Treasury Securities: Risks and Rewards for Hedge Funds

Number of pages: 27 Posted: 19 Jul 2004
Working Paper Series
London Business School
Downloads 6,283
3.

A Step by Step Guide to Construct a Financial Model Without Plugs and Without Circularity for Valuation Purposes

Number of pages: 21 Posted: 28 May 2008 Last Revised: 02 Nov 2008
Working Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 5,488
4.

Leveraged Buyout Bankruptcies, the Problem of Hindsight Bias, and the Credit Default Swap Solution

Columbia Business Law Review, Vol. 2011, No. 1, p. 118, 2011, Seton Hall Public Law Research Paper No. 1632084
Number of pages: 104 Posted: 17 Jul 2010 Last Revised: 25 Apr 2011
Accepted Paper Series
USC Gould School of Law and Davis Polk & Wardwell LLP - New York Office
Downloads 2,955
5.

The Integrated Impact of Credit and Interest Rate Risk on Banks: An Economic Value and Capital Adequacy Perspective

Bank of England Working Paper No. 339
Number of pages: 40 Posted: 02 Mar 2007
Working Paper Series
Bank for International Settlements (BIS), Moody's Investor Services and Bank of England
Downloads 2,493
6.

Forecasting Financial Statements with No Plugs and No Circularity

The IUP Journal of Accounting Research & Audit Practices, Vol. X, No. 1, 2011
Number of pages: 34 Posted: 21 Nov 2007 Last Revised: 23 May 2012
Accepted Paper Series
Grupo Consultor CAV Capital Advisory & Valuation

Multiple version iconThere are 2 versions of this paper

Downloads 2,471
7.

Modeling Term Structure Dynamics: An Infinite Dimensional Approach

CMAPX Internal Report No. 402
Number of pages: 32 Posted: 25 Feb 1999
Working Paper Series
University of Oxford
Downloads 2,249
8.

What Factors Give Cryptocurrencies Their Value: An Empirical Analysis

Number of pages: 6 Posted: 18 Mar 2015 Last Revised: 04 Jan 2016
Working Paper Series
University of Wisconsin - Madison - Department of Sociology
Downloads 1,967
9.

VIX Futures and Options - A Case Study of Portfolio Diversification during the 2008 Financial Crisis

Number of pages: 41 Posted: 18 May 2009 Last Revised: 10 Sep 2009
Working Paper Series
Providence College
Downloads 1,946
10.

Home Away from Home? Foreign Demand and London House Prices

Number of pages: 75 Posted: 12 Nov 2013 Last Revised: 29 Nov 2016
Working Paper Series
National University of Singapore (NUS) and Imperial College London
Downloads 1,617
11.

An Analysis of Bitcoin Exchange Rates

Number of pages: 28 Posted: 10 Sep 2014 Last Revised: 04 May 2016
Working Paper Series
University of Houston, College of Liberal Arts & Social Sciences, Department of Economics, Students
Downloads 1,422
12.

Constructing Consistent Financial Planning Models for Valuation

IIMS Journal of Management of Science, Vol. 1, January-June 2010 (Inaugural Issue)
Number of pages: 29 Posted: 19 Aug 2009 Last Revised: 24 Jun 2012
Accepted Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 1,388
13.

To Plug or Not to Plug, That is the Question: No Plugs, No Circularity: A Better Way to Forecast Financial Statements (Proyección de Estados Financieros sin Cuentas de Cuadre (Plugs))

Escritos Contables, Vol 1, No. 1, 2010, Bahía Blanca, Argentina,
Number of pages: 43 Posted: 07 Aug 2008 Last Revised: 24 Jun 2012
Accepted Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 1,359
14.

Systemic Risk and the Refinancing Ratchet Effect

MIT Sloan Research Paper No. 4750-09, Harvard Business School Finance Working Paper No. 1472892
Number of pages: 62 Posted: 15 Sep 2009 Last Revised: 08 Jan 2018
Working Paper Series
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,298
15.

Are Cryptocurrencies Real Financial Bubbles? Evidence from Quantitative Analyses

A version of this paper was published in Risk, 26 January 2018
Number of pages: 14 Posted: 27 Dec 2017 Last Revised: 10 Sep 2018
Accepted Paper Series
Intesa Sanpaolo - Financial and Market Risk Management, Intesa Sanpaolo-Financial and Market Risk Management and Intesa Sanpaolo - Financial and Market Risk Management
Downloads 1,261
16.

Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model

Swiss Finance Institute Research Paper No. 18-22
Number of pages: 22 Posted: 16 Mar 2018 Last Revised: 22 Mar 2018
Working Paper Series
ETH Zurich, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich, ETH Zurich and D ONE Solutions AG
Downloads 1,226
17.

Cryptocurrency Value Formation: An Empirical Analysis Leading to a Cost of Production Model for Valuing Bitcoin

Telematics and Informatics, Forthcoming
Number of pages: 21 Posted: 22 Aug 2015 Last Revised: 12 May 2016
Accepted Paper Series
University of Wisconsin - Madison - Department of Sociology
Downloads 1,219
18.

An Evaluation of the Base Correlation Framework for Synthetic Cdos

Number of pages: 25 Posted: 31 Dec 2004
Working Paper Series
affiliation not provided to SSRN
Downloads 1,202
19.

Forecasting Methods (Spanish Version)

Number of pages: 29 Posted: 23 Feb 2006
Working Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 1,193
20.

Corporate Governance for Complex Cryptocurrencies? A Framework for Stability and Decision Making in Blockchain-Based Organizations

Forthcoming in: Regulating Blockchain. Techno-Social and Legal Challenges, edited by Philipp Hacker, Ioannis Lianos, Georgios Dimitropoulos, and Stefan Eich, Oxford University Press, 2019
Number of pages: 37 Posted: 17 Jul 2017 Last Revised: 02 Nov 2018
Accepted Paper Series
Humboldt University of Berlin
Downloads 1,137
21.

Measuring the Reaction of Monetary Policy to the Stock Market

FEDS Working Paper No. 2001-14
Number of pages: 32 Posted: 11 Jun 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section

Multiple version iconThere are 2 versions of this paper

Downloads 1,103
22.

Calibrating the Nelson-Siegel-Svensson Model

Number of pages: 22 Posted: 16 Sep 2010 Last Revised: 22 Apr 2011
Working Paper Series
University of Geneva - Research Center for Statistics, NORD/LB and Independent
Downloads 1,069
23.

Model Calibration with Neural Networks

Number of pages: 13 Posted: 21 Jul 2016
Working Paper Series
PwC
Downloads 1,039
24.

An Introduction to the Cost of Capital

Number of pages: 27 Posted: 22 Mar 2010 Last Revised: 12 Dec 2015
Working Paper Series
Grupo Consultor CAV Capital Advisory & Valuation and Duke University - Duke Center for International Development in the Sanford School of Public Policy

Multiple version iconThere are 2 versions of this paper

Downloads 995
25.

Forecasting Interest Rates and Inflation: Blue Chip Clairvoyants or Econometrics?

EFA 2009 Bergen Meetings Paper
Number of pages: 183 Posted: 22 Nov 2006 Last Revised: 03 Feb 2013
Working Paper Series
University of Queensland - Business School
Downloads 988
26.

The Comparative Forecast Performance of Univariate and Multivariate Models

Number of pages: 24 Posted: 16 Dec 1996
Working Paper Series
Florida International University (FIU) - Department of Economics
Downloads 971
27.

A Cost of Production Model for Bitcoin

Number of pages: 4 Posted: 21 Mar 2015 Last Revised: 10 Jan 2016
Working Paper Series
University of Wisconsin - Madison - Department of Sociology
Downloads 958
28.

Estimating Cash Flows for Project Appraisal and Firm Valuation

Number of pages: 37 Posted: 23 Feb 2010 Last Revised: 19 Apr 2015
Working Paper Series
Grupo Consultor CAV Capital Advisory & Valuation and Duke University - Duke Center for International Development in the Sanford School of Public Policy

Multiple version iconThere are 2 versions of this paper

Downloads 928
29.

Everything You Always Wanted to Know About Bitcoin Modelling But Were Afraid to Ask

Applied Econometrics, Forthcoming
Number of pages: 49 Posted: 14 Jun 2016
Accepted Paper Series
Moscow School of Economics, Moscow State University, Bocconi University, Perm State University and Perm State University
Downloads 899
30.

A Comparison of Fixed Income Valuation Models: Pricing and Econometric Analysis of Interest Rate Derivatives

Number of pages: 265 Posted: 25 Jun 2007
Working Paper Series
Accenture Consulting
Downloads 898
31.

Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics

Number of pages: 55 Posted: 17 Mar 2010 Last Revised: 16 Apr 2013
Working Paper Series
EDHEC Business School - Department of Economics & Finance, University of British Columbia (UBC) - Sauder School of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 876
32.

Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information

Number of pages: 52 Posted: 04 Mar 2007 Last Revised: 04 May 2010
Working Paper Series
Board of Governors of the Federal Reserve System, Free University of Bolzano and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 808
33.

Taylor’s Rule versus Taylor Rules

Number of pages: 27 Posted: 02 May 2011 Last Revised: 24 Sep 2012
Working Paper Series
Lehigh University - Business School and University of Houston - Department of Economics
Downloads 790
34.

Una Introducción Al Costo De Capital (An Introduction to the Cost of Capital)

Topicos en Valoración de Activos no financieros: Fondo Editorial EAFIT, 2012,
Number of pages: 33 Posted: 02 Feb 2012 Last Revised: 17 Sep 2012
Accepted Paper Series
Grupo Consultor CAV Capital Advisory & Valuation and Duke University - Duke Center for International Development in the Sanford School of Public Policy

Multiple version iconThere are 2 versions of this paper

Downloads 782
35.

Credit Spreads and Real Activity

EFA 2008 Athens Meetings Paper
Number of pages: 72 Posted: 24 Mar 2008 Last Revised: 15 Mar 2011
Working Paper Series
Warwick Business School Finance Group
Downloads 724
36.

A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration

PIER Working Paper No. 06-017
Number of pages: 44 Posted: 21 Jun 2006
Working Paper Series
University of Pennsylvania - Department of Economics, University of Pennsylvania - Department of Economics and University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management
Downloads 642
37.

Developing a Practical Yield Curve Model: An Odyssey

Number of pages: 29 Posted: 07 Aug 2013
Working Paper Series
University of Cambridge - Centre for Financial Research, eValue FE and University of Cambridge - Centre for Financial Research
Downloads 631
38.

Simple Robust Hedging with Nearby Contracts

Number of pages: 54 Posted: 02 Nov 2010
Working Paper Series
City University of New York, CUNY Baruch College - Zicklin School of Business and University of Utah

Multiple version iconThere are 2 versions of this paper

Downloads 622
39.

Use of Inflation as the Basis to Estimate Nominal Increases in Prices

Working Paper No. 15
Number of pages: 24 Posted: 12 Aug 2002
Working Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 617
40.

The Impact of Monetary Policy on Asset Prices

FEDS Working Paper No. 2002-04
Number of pages: 34 Posted: 31 Jan 2002
Working Paper Series
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 610
41.

Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy

Zurich IEER Working Paper No. 50
Number of pages: 32 Posted: 17 Oct 2000
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Economic History and University of Zurich
Downloads 606
42.

Liquidity Risk and Interest Rate Risk on Banks: Are They Related?

The IUP Journal of Financial Risk Management, Forthcoming
Number of pages: 37 Posted: 28 Sep 2012 Last Revised: 21 Oct 2012
Accepted Paper Series
University of Padova, Department of Economic and Managerial Sciences and University of Padua - Department of Economics and Management

Multiple version iconThere are 2 versions of this paper

Downloads 542
43.

Investment Forecasting With Multivariate Linear Regression

Number of pages: 15 Posted: 01 Jul 2004 Last Revised: 30 Mar 2010
Working Paper Series
The Boeing Company (Retired)

Multiple version iconThere are 2 versions of this paper

Downloads 531
44.

The Decision to Produce Altcoins: Miners' Arbitrage in Cryptocurrency Markets

Number of pages: 6 Posted: 17 Mar 2015 Last Revised: 10 Jan 2016
Working Paper Series
University of Wisconsin - Madison - Department of Sociology
Downloads 516
45.

Housing Market Spillovers: Evidence from an Estimated DSGE Model

Bank of Italy Temi di Discussione (Working Paper) No. 659
Number of pages: 70 Posted: 16 Mar 2008
Working Paper Series
Bank of Italy and Federal Reserve Board - Trade and Financial Studies

Multiple version iconThere are 2 versions of this paper

Downloads 514
46.

Do Speculative Stocks Lower Prices and Increase Volatility of Value Stocks?

The Journal of Psychology & Financial Markets, Vol. 3, 2002
Number of pages: 36 Posted: 07 Jun 2002
Accepted Paper Series
University of Pittsburgh - Department of Mathematics, The Institute of Behavioral Finance, Chapman University - Department of Business and Economics and Chapman University - Economic Science Institute
Downloads 511
47.

A Practical Model-Based Approach to Monetary Policy Analysis - Overview

IMF Working Paper No. 06/80
Number of pages: 45 Posted: 17 May 2006
Working Paper Series
International Monetary Fund (IMF) - Developing Country Studies Division, International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 510
48.

Carry Investing on the Yield Curve

Number of pages: 20 Posted: 13 Jul 2016
Working Paper Series
Robeco Asset Management, Robeco Asset Management, Erasmus University Rotterdam (EUR) and Robeco Asset Management
Downloads 510
49.

Practical Model-Based Monetary Policy Analysis: A How-To Guide

IMF Working Paper No. 06/81
Number of pages: 69 Posted: 17 May 2006
Working Paper Series
International Monetary Fund (IMF) - Developing Country Studies Division, International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 488
50.

Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Risk

AFA 2007 Chicago Meetings Paper
Number of pages: 39 Posted: 10 Mar 2006
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area, New York University, Leonard N. Stern School of Business and Stanford University - Graduate School of Business
Downloads 484