1.
Global Factor Premiums
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 69
Posted: 06 Feb 2019
Last Revised: 08 Jan 2021
Accepted Paper Series
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) and Robeco Quantitative Investments
Downloads
11,051
2.
Hayek Money: The Cryptocurrency Price Stability Solution
Number of pages: 51
Posted: 17 Apr 2014
Last Revised: 23 Aug 2016
Working Paper Series
Digital Gold Institute
Downloads
8,805
3.
A Multifractal Model of Asset Returns
Cowles Foundation Discussion Paper No. 1164, Sauder School of Business Working Paper
Number of pages: 33
Posted: 21 Apr 1998
Working Paper Series
Yale University - International Center for Finance, University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School - Department of Economics & Finance
Downloads
8,268
4.
Common Risk Factors in Currency Markets
Review of Financial Studies ( 2011), 24(11), .
Number of pages: 74
Posted: 01 Jun 2008
Last Revised: 27 Aug 2012
Accepted Paper Series
Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Common Risk Factors in Currency Markets
Review of Financial Studies ( 2011), 24(11), .
Number of pages: 74
Posted: 01 Jun 2008
Last Revised: 27 Aug 2012
Downloads
7,805
Common Risk Factors in Currency Markets
NBER Working Paper No. w14082
Number of pages: 63
Posted: 14 Jul 2008
Last Revised: 25 Jun 2010
Downloads
113
Downloads
7,805
5.
2017 Global Cryptocurrency Benchmarking Study
Number of pages: 112
Posted: 11 May 2017
Last Revised: 20 Sep 2017
Working Paper Series
London School of Economics and University of Cambridge - Cambridge Centre for Alternative Finance
Downloads
4,870
6.
Currency Momentum Strategies
Number of pages: 86
Posted: 21 Apr 2011
Last Revised: 07 Nov 2011
Working Paper Series
German Institute for Economic Research (DIW Berlin), University of Cambridge - Judge Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
There are 3 versions of this paper
Currency Momentum Strategies
Number of pages: 86
Posted: 21 Apr 2011
Last Revised: 07 Nov 2011
Downloads
4,265
Downloads
564
Currency Momentum Strategies
CEPR Discussion Paper No. DP8747
Number of pages: 90
Posted: 20 Jan 2012
Downloads
10
Downloads
4,265
7.
An Impressionistic View of the 'Real' Price of Gold Around the World
Number of pages: 29
Posted: 19 Sep 2012
Last Revised: 20 Sep 2012
Working Paper Series
TR and Duke University - Fuqua School of Business
Downloads
4,058
8.
Economic Aspects of Bitcoin and Other Decentralized Public-Ledger Currency Platforms
University of Chicago Coase-Sandor Institute for Law & Economics Research Paper No. 685
Number of pages: 27
Posted: 14 Apr 2014
Last Revised: 17 May 2014
Working Paper Series
Global Economics Group
Downloads
4,053
9.
What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
Journal of Financial Economics (JFE), Vol. 105, No. 3, 2012, AFA 2010 Atlanta Meetings Paper
Number of pages: 46
Posted: 22 Mar 2009
Last Revised: 24 Jun 2012
Accepted Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Princeton University - Department of Economics
There are 2 versions of this paper
What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
Journal of Financial Economics (JFE), Vol. 105, No. 3, 2012, AFA 2010 Atlanta Meetings Paper
Number of pages: 46
Posted: 22 Mar 2009
Last Revised: 24 Jun 2012
Downloads
3,959
What Does Futures Market Interest Tell Us About the Macroeconomy and Asset Prices?
NBER Working Paper No. w16712
Number of pages: 47
Posted: 24 Jan 2011
Last Revised: 01 Mar 2021
Downloads
89
Downloads
3,959
10.
FX Market Behavior and Valuation
Number of pages: 41
Posted: 12 Jan 2007
Working Paper Series
Bloomberg L.P.
Downloads
3,688
11.
Deviations from Covered Interest Rate Parity
Number of pages: 84
Posted: 25 Apr 2016
Last Revised: 06 May 2017
Working Paper Series
University of Chicago Booth School of Business, Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Deviations from Covered Interest Rate Parity
Number of pages: 84
Posted: 25 Apr 2016
Last Revised: 06 May 2017
Downloads
3,604
Deviations from Covered Interest Rate Parity
NBER Working Paper No. w23170
Number of pages: 84
Posted: 21 Feb 2017
Last Revised: 24 Apr 2021
Downloads
116
Downloads
3,604
12.
Mercado de Divisas (Foreign Exchange Market)
Number of pages: 43
Posted: 18 Aug 2013
Last Revised: 15 Aug 2018
Working Paper Series
Universidad Complutense de Madrid
Downloads
3,482
13.
Do Momentum Based Strategies Still Work in Foreign Currency Markets?
Number of pages: 57
Posted: 01 Jun 2001
Working Paper Series
UNSW Australia Business School, School of Banking and Finance and Bond University Business School
Downloads
3,249
14.
Managing Foreign Exchange Risk with Derivatives
Number of pages: 59
Posted: 27 Nov 2000
Case and Teaching Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads
3,191
15.
Momentum and Trend Following Trading Strategies for Currencies Revisited - Combining Academia and Industry
Number of pages: 22
Posted: 11 Apr 2017
Last Revised: 11 Jan 2019
Working Paper Series
Zurich University of Applied Sciences, Zurich University of Applied Sciences and Zurich University of Applied Sciences
Downloads
3,088
16.
International Portfolio Investment: Theory, Evidence, and Institutional Framework
WBS Finance Group Research Paper No. 8
Number of pages: 124
Posted: 16 Jul 2001
Working Paper Series
Warwick Business School - Department of Finance and Stephen M. Ross School of Business at the University of Michigan
There are 2 versions of this paper
International Portfolio Investment: Theory, Evidence, and Institutional Framework
WBS Finance Group Research Paper No. 8
Number of pages: 124
Posted: 16 Jul 2001
Downloads
3,057
International Portfolio Investment: Theory, Evidence, and Institutional Framework
Financial Markets, Institutions & Instruments, Vol. 10, No. 3, August 2001, pp. 85-155., WBS Finance Group Research Paper No. 9
Posted: 16 Jul 2001
Last Revised: 10 Dec 2019
Downloads
3,057
17.
Firmwide Risk Management of Foreign Exchange Exposure by U.S. Multinational Corporations
Number of pages: 40
Posted: 11 Jan 2001
Working Paper Series
Oklahoma State University - Stillwater - Department of Finance, University of South Florida and Oklahoma State University - Stillwater - Department of Finance
Downloads
3,055
18.
Support for Resistance: Technical Analysis and Intraday Exchange Rates
Economic Policy Review, Vol. 6, No. 2, July 2000
Number of pages: 16
Posted: 07 Mar 2006
Accepted Paper Series
Brandeis University - International Business School
Downloads
3,051
19.
Yield Curve Predictors of Foreign Exchange Returns
AFA 2011 Denver Meetings Paper
Number of pages: 47
Posted: 25 Jan 2010
Last Revised: 15 Jun 2011
Working Paper Series
BlackRock, Inc and University of California, Davis - Graduate School of Management
Downloads
2,952
20.
Crash-Neutral Currency Carry Trades
AFA 2010 Atlanta Meetings Paper
Number of pages: 51
Posted: 14 Sep 2008
Last Revised: 07 Oct 2013
Working Paper Series
University of Pennsylvania - Finance Department
Downloads
2,937
21.
A Simple Long Memory Model of Realized Volatility
Number of pages: 27
Posted: 07 Dec 2004
Working Paper Series
University of Pisa - Department of Economics
Downloads
2,854
22.
Speculative Capital and Currency Carry Trades
Number of pages: 51
Posted: 18 Apr 2008
Last Revised: 27 Mar 2011
Working Paper Series
Aalto University and Aalto University School of Business
Downloads
2,838
23.
Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms
IMF Working Paper No. 06/255
Number of pages: 22
Posted: 27 Nov 2006
Working Paper Series
International Monetary Fund (IMF)
Downloads
2,829
24.
Multifractality of Deutschemark / Us Dollar Exchange Rates
Cowles Foundation Discussion Paper No. 1166, Sauder School of Business Working Paper
Number of pages: 40
Posted: 21 Apr 1998
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business, EDHEC Business School - Department of Economics & Finance and Yale University - International Center for Finance
Downloads
2,797
25.
Determinants of Exchange Rate in India
Number of pages: 20
Posted: 22 Jul 2008
Last Revised: 25 Jul 2008
Working Paper Series
H. L. Institute of Commerce
Downloads
2,552
26.
DeKo – Currency Proposal Using a Portfolio of Electricity Linked Assets
Number of pages: 25
Posted: 07 Apr 2011
Last Revised: 21 Sep 2018
Working Paper Series
Carbon Finance Labs and SolarCoin Foundation
Downloads
2,533
27.
Fiscal Deficits and Currency Crises
Number of pages: 37
Posted: 08 May 2003
Working Paper Series
University of Rome Tor Vergata - Faculty of Economics and University of Rome Tor Vergata - Department of Economics and Law
Downloads
2,473
28.
New Kids on the Blockchain: How Bitcoin's Technology Could Reinvent the Stock Market
Hastings Business Law Journal, Volume 12, Issue 2, 2016, University of Utah College of Law Research Paper No. 138
Number of pages: 54
Posted: 06 Sep 2015
Last Revised: 28 Jul 2017
Accepted Paper Series
Jones Waldo
Downloads
2,364
29.
The Share of Systematic Variation in Bilateral Exchange Rates
Journal of Finance, Forthcoming
Number of pages: 54
Posted: 19 Sep 2011
Last Revised: 30 Oct 2015
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
2,353
30.
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
Journal of Finance, 2013, Vol. 68, No. 5, pp. 1805-1841
Number of pages: 69
Posted: 14 Aug 2009
Last Revised: 13 Oct 2013
Accepted Paper Series
USI Lugano - Institute of Finance, University of St. Gallen and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads
2,350
31.
Adjusting China's Exchange Rate Policies
Number of pages: 54
Posted: 25 Aug 2004
Working Paper Series
Peter G. Peterson Institute for International Economics
Downloads
2,298
32.
Crash Risk in Currency Markets
NYU Working Paper No. FIN-09-007
Number of pages: 68
Posted: 07 May 2009
Last Revised: 13 Mar 2015
Working Paper Series
Harvard University - Department of Economics, Computer Science, Harvard University - Department of Economics, University of Southern California and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 3 versions of this paper
Crash Risk in Currency Markets
NYU Working Paper No. FIN-09-007
Number of pages: 68
Posted: 07 May 2009
Last Revised: 13 Mar 2015
Downloads
2,297
Crash Risk in Currency Markets
NBER Working Paper No. w15062
Number of pages: 94
Posted: 08 Jun 2009
Last Revised: 27 Feb 2021
Downloads
61
Crash Risk in Currency Markets
CEPR Discussion Paper No. DP7322
Number of pages: 83
Posted: 15 Jul 2009
Downloads
1
Downloads
2,297
33.
Do Indicators of Financial Crises Work? An Evaluation of an Early Warning System
Number of pages: 76
Posted: 10 Jan 2001
Working Paper Series
International Monetary Fund (IMF) - Research Department
Downloads
2,291
34.
Technical Analysis in the Foreign Exchange Market
Federal Reserve Bank of St. Louis Working Paper No. 2011-001B
Number of pages: 41
Posted: 05 Jan 2011
Last Revised: 26 Jul 2011
Working Paper Series
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance
Downloads
2,237
35.
An Empirical Study of Forex Risk Management Strategies
Indian Journal of Finance, Vol. II, No. 8, December 2008
Number of pages: 14
Posted: 18 Jan 2009
Accepted Paper Series
Alliance University - School of Business, Indusind Bank Limited - Risk Management, Fiserv India and affiliation not provided to SSRN
Downloads
2,216
36.
Option-Implied Probability Distributions and Currency Excess Returns
FRB of New York Staff Report No. 32
Number of pages: 61
Posted: 09 Nov 2006
Working Paper Series
The RiskMetrics Group
Downloads
2,213
37.
Bubbles and Crashes in a Behavioural Finance Model
CESifo Working Paper Series No. 1194, Riksbank Working Paper No. 164/Riksbank Research Paper Series No. 7
Number of pages: 45
Posted: 01 Jun 2004
Working Paper Series
London School of Economics & Political Science (LSE) and Monetary Policy Division Sveriges Riksbank
Downloads
2,181
38.
Beyond the Carry Trade: Optimal Currency Portfolios
Journal of Financial and Quantitative Analysis (JFQA), Vol. 50, No. 5, 2015
Number of pages: 43
Posted: 18 Apr 2012
Last Revised: 01 May 2016
Accepted Paper Series
CATÓLICA-LISBON School of Business & Economics and New University of Lisbon - Nova School of Business and Economics
Downloads
2,049
39.
The Pass-Through from Depreciation to Inflation: A Panel Study
Banco Central de Brasil Working Paper No. 5
Number of pages: 44
Posted: 14 Nov 2000
Working Paper Series
Gávea Investimentos and Government of the Federative Republic of Brazil - Studies and Research Department
Downloads
1,982
40.
Estimating and Interpreting Forward Interest Rates: Sweden 1992-1994
IMF Working Paper No. 94/114
Number of pages: 76
Posted: 15 Feb 2006
Working Paper Series
Stockholm School of Economics
There are 2 versions of this paper
Estimating and Interpreting Forward Interest Rates: Sweden 1992-1994
IMF Working Paper No. 94/114
Number of pages: 76
Posted: 15 Feb 2006
Downloads
1,975
Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994
NBER Working Paper No. w4871
Number of pages: 49
Posted: 25 May 2006
Last Revised: 25 Apr 2021
Downloads
258
Downloads
1,975
41.
Volatility Risk Premia and Exchange Rate Predictability
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 71
Posted: 16 Mar 2013
Last Revised: 01 Jun 2015
Accepted Paper Series
Imperial College Business School, Imperial College London and University of Cambridge - Judge Business School
There are 2 versions of this paper
Volatility Risk Premia and Exchange Rate Predictability
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 71
Posted: 16 Mar 2013
Last Revised: 01 Jun 2015
Downloads
1,970
Volatility Risk Premia and Exchange Rate Predictability
CEPR Discussion Paper No. DP9549
Number of pages: 80
Posted: 09 Jul 2013
Downloads
1,970
42.
Currency Hedging and Corporate Governance: A Cross-Country Analysis
FEDS Discussion Paper No. 858, Indiana University Working Paper
Number of pages: 47
Posted: 28 May 2003
Last Revised: 25 Aug 2015
Working Paper Series
University of Georgia - Department of Banking and Finance
Downloads
1,901
43.
Countercyclical Currency Risk Premia
Journal of Financial Economics (JFE), Forthcoming, AFA 2011 Denver Meetings Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 58
Posted: 26 Jan 2010
Last Revised: 10 Sep 2020
Accepted Paper Series
Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Countercyclical Currency Risk Premia
Journal of Financial Economics (JFE), Forthcoming, AFA 2011 Denver Meetings Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 58
Posted: 26 Jan 2010
Last Revised: 10 Sep 2020
Downloads
1,872
Countercyclical Currency Risk Premia
NBER Working Paper No. w16427
Number of pages: 78
Posted: 04 Oct 2010
Last Revised: 15 Apr 2016
Downloads
46
Downloads
1,872
44.
Derivatives and Global Capital Flows: Applications to Asia
Levy Economics Institute Working Paper No. 246
Number of pages: 25
Posted: 07 Sep 1998
Working Paper Series
Bard College - The Levy Economics Institute
Downloads
1,835
45.
The Determinants of the Euro-Dollar Exchange Rate - Synthetic Fundamentals and a Non-Existing Currency
Deutsche Bundesbank Working Paper No. 02/00
Number of pages: 34
Posted: 13 Jul 2000
Working Paper Series
University of Applied Sciences Ingolstadt and European Central Bank (ECB)
There are 2 versions of this paper
The Determinants of the Euro-Dollar Exchange Rate - Synthetic Fundamentals and a Non-Existing Currency
Deutsche Bundesbank Working Paper No. 02/00
Number of pages: 34
Posted: 13 Jul 2000
Downloads
1,763
The Determinants of the Euro-Dollar Exchange Rate: Synthetic Fundamentals and a Non-Existing Currency
Bundesbank Series 1 Discussion Paper No. 2000,02
Number of pages: 34
Posted: 08 Jun 2016
Downloads
17
Downloads
1,763
46.
When Did Scrooge Become a Role Model? Why Criticism of America's National Debt is Misplaced
Nova Law Review, Vol. 33, p. 427
Number of pages: 25
Posted: 26 Jan 2009
Last Revised: 14 Mar 2016
Accepted Paper Series
New York University School of Law
Downloads
1,761
47.
Risks for the Long-Run and the Real Exchange Rate
Journal of Political Economy, Vol. 119, No. 1, 2011
Number of pages: 34
Posted: 14 Mar 2008
Last Revised: 03 Oct 2012
Accepted Paper Series
University of North Carolina Kenan-Flagler Business School and Finance Department, Bocconi University
Downloads
1,712
48.
Exchange Rates and Sovereign Risk
Number of pages: 121
Posted: 15 Nov 2013
Last Revised: 20 Apr 2021
Working Paper Series
Imperial College Business School, University of Cambridge - Judge Business School, Goethe University Frankfurt - Department of Finance and WU Vienna University of Economics and Business
Downloads
1,678
49.
The Impact of Exchange Rate Volatility on Trade Integration Among North and South Mediterranean Countries
Number of pages: 21
Posted: 28 Mar 2012
Last Revised: 09 Apr 2012
Working Paper Series
Birzeit University, Birzeit University and De Nederlandsche Bank
Downloads
1,636
50.
Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula
UCSD Discussion Paper No. 01-09
Number of pages: 52
Posted: 24 Jul 2001
Working Paper Series
Duke University - Department of Economics
Downloads
1,623
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