Search Results
JEL Code: F31

820,177 Total downloads

Viewing: 1 - 50 of 4,925 papers

1.

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 7,923
2.

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

Multiple version iconThere are 2 versions of this paper

Downloads 7,249
3.

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 7,017
4.

Global Factor Premiums

Number of pages: 63 Posted: 06 Feb 2019
Working Paper Series
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) and Robeco Asset Management - Quantitative Investing
Downloads 6,877
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 3,923
6.

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 3,861
7.

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), City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department

Multiple version iconThere are 3 versions of this paper

Downloads 3,835
8.

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

Multiple version iconThere are 2 versions of this paper

Downloads 3,793
9.

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 3,767
10.

FX Market Behavior and Valuation

Number of pages: 41 Posted: 12 Jan 2007
Working Paper Series
Bloomberg L.P.
Downloads 3,503
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

Multiple version iconThere are 2 versions of this paper

Downloads 3,256
12.

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 Coda Asset Management
Downloads 3,151
13.

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 3,040
14.

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 2,959
15.

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 2,878
16.

International Portfolio Investment: Theory, Evidence, and Institutional Framework

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

Multiple version iconThere are 2 versions of this paper

Downloads 2,866
17.

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 2,778
18.

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 2,741
19.

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 2,728
20.

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 2,674
21.

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 2,573
22.

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 2,487
23.

Fiscal Deficits and Currency Crises

CEIS Tor Vergata - Research Paper Series No. 15
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 2,449
24.

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
HarborPeak LLC and SolarCoin Foundation
Downloads 2,426
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 2,337
26.

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 2,316
27.

Adjusting China's Exchange Rate Policies

Institute for International Economics Working Paper No. 04-1
Number of pages: 54 Posted: 25 Aug 2004
Working Paper Series
Peter G. Peterson Institute for International Economics
Downloads 2,233
28.

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

Multiple version iconThere are 3 versions of this paper

Downloads 2,211
29.

Do Indicators of Financial Crises Work? An Evaluation of an Early Warning System

FRB International Finance Discussion Paper No. 675
Number of pages: 76 Posted: 10 Jan 2001
Working Paper Series
International Monetary Fund (IMF) - Research Department
Downloads 2,207
30.

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 2,205
31.

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 2,183
32.

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 2,116
33.

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 2,098
34.

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 2,055
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 1,951
36.

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
UNSW Australia Business School, School of Banking and Finance and New University of Lisbon - Nova School of Business and Economics
Downloads 1,914
37.

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 1,883
38.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,860
39.

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 1,836
40.

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 1,819
41.

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 1,809
42.

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 1,794
43.

Countercyclical Currency Risk Premia

Journal of Financial Economics (JFE), Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 58 Posted: 26 Jan 2010 Last Revised: 07 Nov 2014
Accepted Paper Series
Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,793
44.

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 City University London - Sir John Cass Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,754
45.

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 1,752
46.

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 1,664
47.

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)

Multiple version iconThere are 2 versions of this paper

Downloads 1,656
48.

Hedging Currency Risk: Does it Have to Be so Complicated?

Number of pages: 36 Posted: 28 Feb 2003
Working Paper Series
Pictet Stategic Advisory Group, Bank Von Graffenried AG and Rochester-Bern Executive Programs
Downloads 1,576
49.

Stochastic Skew in Currency Options

EFA 2004 Maastricht Meetings Paper No. 1426
Number of pages: 48 Posted: 30 Jun 2004
Working Paper Series
City University of New York, CUNY Baruch College - Zicklin School of Business and New York University Finance and Risk Engineering

Multiple version iconThere are 2 versions of this paper

Downloads 1,524
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 1,518