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
9,358
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
6,358
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
5,526
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
University of Southern California Gould School of Law and Davis Polk & Wardwell LLP - New York Office
Downloads
2,990
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
2,509
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
There are 2 versions of this paper
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
Downloads
2,489
Forecasting Financial Statements with No Plugs and No Circularity
The IUP Journal of Accounting Research & Audit Practices, Vol. X, No. 1, pp. 38-68, January 2011
Posted: 16 Mar 2011
Downloads
2,489
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
2,255
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
2,079
9.
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
1,659
10.
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
1,448
11.
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
1,394
12.
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
1,365
13.
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
1,337
14.
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
1,327
15.
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
There are 2 versions of this paper
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
Downloads
1,305
Systemic Risk and the Refinancing Ratchet Effect
NBER Working Paper No. w15362
Number of pages: 68
Posted: 21 Sep 2009
Last Revised: 24 Jun 2010
Downloads
60
Downloads
1,305
16.
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
1,291
17.
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
1,241
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
1,209
19.
Forecasting Methods (Spanish Version)
Number of pages: 29
Posted: 23 Feb 2006
Working Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads
1,201
20.
Model Calibration with Neural Networks
Number of pages: 13
Posted: 21 Jul 2016
Working Paper Series
PwC
Downloads
1,159
21.
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
1,144
22.
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
There are 2 versions of this paper
Measuring the Reaction of Monetary Policy to the Stock Market
FEDS Working Paper No. 2001-14
Number of pages: 32
Posted: 11 Jun 2001
Downloads
1,107
Measuring the Reaction of Monetary Policy to the Stock Market
NBER Working Paper No. w8350
Number of pages: 34
Posted: 28 Jun 2001
Last Revised: 20 Aug 2001
Downloads
92
Downloads
1,107
23.
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
1,030
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
There are 2 versions of this paper
An Introduction to the Cost of Capital
Number of pages: 27
Posted: 22 Mar 2010
Last Revised: 12 Dec 2015
Downloads
1,003
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
Downloads
797
Downloads
1,003
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
994
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
972
27.
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
There are 2 versions of this paper
Estimación Flujos de Caja Para Evaluación de Proyectos y Valoración de Empresas (Estimating Cash Flows for Project Assessment and Firm Valuation)
I. Velez-Pareja & J. Tham, TOPICOS EN VALORACIÓN DE ACTIVOS NO FINANCIEROS, Fondo Editorial EAFIT, 2012,
Number of pages: 43
Posted: 02 Feb 2012
Last Revised: 12 Mar 2012
Downloads
979
Estimating Cash Flows for Project Appraisal and Firm Valuation
Number of pages: 37
Posted: 23 Feb 2010
Last Revised: 19 Apr 2015
Downloads
947
Downloads
947
28.
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
945
29.
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
918
30.
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
895
31.
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
825
32.
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
There are 2 versions of this paper
An Introduction to the Cost of Capital
Number of pages: 27
Posted: 22 Mar 2010
Last Revised: 12 Dec 2015
Downloads
1,003
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
Downloads
797
Downloads
797
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
795
34.
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
728
35.
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
648
36.
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
639
37.
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
There are 2 versions of this paper
Downloads
629
38.
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
621
39.
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
There are 2 versions of this paper
The Impact of Monetary Policy on Asset Prices
FEDS Working Paper No. 2002-04
Number of pages: 34
Posted: 31 Jan 2002
Downloads
617
The Impact of Monetary Policy on Asset Prices
NBER Working Paper No. w8794
Number of pages: 40
Posted: 14 Feb 2002
Last Revised: 26 Oct 2010
Downloads
90
Downloads
617
40.
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
610
41.
Carry Investing on the Yield Curve
Financial Analysts Journal, Forthcoming
Number of pages: 20
Posted: 13 Jul 2016
Last Revised: 10 Jul 2019
Accepted Paper Series
Erasmus University Rotterdam (EUR), Robeco Asset Management, Robeco Asset Management and Robeco Asset Management
Downloads
575
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
There are 2 versions of this paper
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
Downloads
559
Liquidity Risk and Interest Rate Risk on Banks: Are they Related?
The IUP Journal of Financial Risk Management, Vol. IX, No. 4, pp. 27-51, December 2012
Posted: 12 Dec 2012
Downloads
559
43.
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
557
44.
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)
There are 2 versions of this paper
Investment Forecasting With Multivariate Linear Regression
Number of pages: 15
Posted: 01 Jul 2004
Last Revised: 30 Mar 2010
Downloads
533
Investment Forecasting with Multivariate Linear Regression
Number of pages: 15
Posted: 19 Jan 2010
Downloads
127
Downloads
533
45.
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
518
46.
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
There are 2 versions of this paper
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
Downloads
518
Housing Market Spillovers: Evidence from an Estimated DSGE Model
National Bank of Belgium Working Paper No. 145
Number of pages: 58
Posted: 01 Oct 2010
Downloads
415
Downloads
518
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
513
48.
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
49.
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
485
50.
A Leading Indicator Model of Banking Distress - Developing an Early Warning System for Hong Hong and Other EMEAP Economies
Hong Kong Monetary Authority Working Paper No. 22/2007
Number of pages: 46
Posted: 27 Dec 2007
Working Paper Series
Hong Kong Monetary Authority, Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority - Research Department
Downloads
481
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