Search Results
JEL Code: F44

30,263 Total downloads

Viewing: 1 - 50 of 443 papers

1.

Instrumented Principal Component Analysis

Number of pages: 33 Posted: 09 Jun 2017 Last Revised: 11 Jun 2017
Working Paper Series
Bryan T. Kelly, Seth Pruitt and Yinan Su
Yale SOM, Arizona State University (ASU) - Finance Department and Johns Hopkins University - Carey Business School
Downloads 1,694
2.

Financial Inclusion - A Path towards India's Future Economic Growth

Number of pages: 30 Posted: 05 Mar 2009 Last Revised: 05 Aug 2009
Working Paper Series
Dr. Krishnamurthy Ravichandran and Dr. Khalid Alkhathlan
King Saud University and King Saud University
Downloads 1,514
3.

Learning from History: Volatility and Financial Crises

Review of Financial Studies, Forthcoming, FEDS Working Paper No. 2016-093
Number of pages: 47 Posted: 21 Nov 2016
Accepted Paper Series
Jon Danielsson, Marcela Valenzuela and Ilknur Zer
London School of Economics - Systemic Risk Centre, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 1,510
4.

The Returns to Carry and Momentum Strategies

Number of pages: 57 Posted: 03 Mar 2013 Last Revised: 10 Apr 2013
Working Paper Series
Jan Danilo Ahmerkamp and James Grant
Imperial College London and Imperial College London
Downloads 986
5.

Waves of International Mergers and Acquisitions

AFA 2012 Chicago Meetings Paper
Number of pages: 57 Posted: 18 Mar 2011 Last Revised: 05 Oct 2017
Working Paper Series
Tanakorn Makaew
Securities and Exchange Commission (SEC)
Downloads 855
6.

Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models

Number of pages: 37 Posted: 04 Nov 2013 Last Revised: 25 May 2017
Working Paper Series
Johannes Brumm and Simon Scheidegger
Karlsruhe Institute of Technology and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 763
7.

Understanding Financial Crises: Causes, Consequences, and Policy Responses

CAMA Working Paper 05/2013
Number of pages: 23 Posted: 19 Jul 2013
Working Paper Series
Stijn Claessens, M. Ayhan Kose, Luc Laeven and Fabián Valencia
Bank for International Settlements (BIS), Development Prospects Group at the World Bank, European Central Bank (ECB) and International Monetary Fund (IMF)

Multiple version iconThere are 2 versions of this paper

Downloads 520
8.

Dynamic Factor Models: A Review of the Literature

Number of pages: 54 Posted: 11 Jul 2013
Working Paper Series
Karim Barhoumi, Olivier Darné and Laurent Ferrara
International Monetary Fund (IMF), University of Nantes - Faculty of Business and Economics and Banque de France
Downloads 502
9.

Frontiers of Macrofinancial Linkages

BIS Paper No. 95
Number of pages: 199 Posted: 25 Jan 2018
Working Paper Series
Stijn Claessens and M. Ayhan Kose
Bank for International Settlements (BIS) and Development Prospects Group at the World Bank
Downloads 409
10.

Limited Risk Sharing and International Equity Returns

Fisher College of Business Working Paper No. 2016-03-025, Charles A. Dice Center Working Paper No. 2016-25
Number of pages: 55 Posted: 01 Jan 2014 Last Revised: 10 Nov 2019
Working Paper Series
Shaojun Zhang
The Ohio State University
Downloads 396
11.

Aggregate Bank Capital and Credit Dynamics

Swiss Finance Institute Research Paper No. 16-42
Number of pages: 53 Posted: 30 Jun 2016
Working Paper Series
Nataliya Klimenko, Sebastian Pfeil, Jean-Charles Rochet and Gianni De Nicolo
University of Zurich, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), GFRI, University of Geneva and Johns Hopkins University - Carey Business School
Downloads 379
12.

U.S. Monetary Policy and Emerging Markets Credit Cycles

Number of pages: 45 Posted: 05 Jun 2017 Last Revised: 15 May 2018
Working Paper Series
Falk Bräuning and Victoria Ivashina
Federal Reserve Banks - Federal Reserve Bank of Boston and Harvard University
Downloads 367
13.

Currency Crises from Andrew Jackson to Angela Merkel

MIT Department of Economics Working Paper No. 13-07
Number of pages: 36 Posted: 14 Feb 2013 Last Revised: 26 Feb 2013
Working Paper Series
Peter Temin
Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 338
14.

The Role of Jumps and Leverage in Forecasting Volatility in International Equity Markets

Number of pages: 33 Posted: 09 Sep 2016 Last Revised: 13 Sep 2016
Working Paper Series
Daniel Buncic and Katja Gisler
Stockholm University - Stockholm Business School and University of St. Gallen
Downloads 311
15.

Oil Prices and the Global Economy: Is it Different this Time Around?

USC-INET Research Paper No. 16-21
Number of pages: 28 Posted: 11 Jul 2016
Working Paper Series
Kamiar Mohaddes and M. Hashem Pesaran
University of Cambridge - Faculty of Economics and Politics and University of Southern California - Department of Economics

Multiple version iconThere are 5 versions of this paper

Downloads 261
16.

Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models

30th Australasian Finance and Banking Conference 2017
Number of pages: 45 Posted: 13 Apr 2016 Last Revised: 17 Nov 2017
Working Paper Series
Daniel Buncic
Stockholm University - Stockholm Business School

Multiple version iconThere are 2 versions of this paper

Downloads 255
17.

Financial Integration and the Co-Movement of Economic Activity: Evidence from U.S. States

Number of pages: 78 Posted: 04 Dec 2013 Last Revised: 06 Jun 2019
Working Paper Series
Martin Richard Goetz and Juan Carlos Gozzi
Leibniz Institute for Financial Research SAFE and Board of Governors of the Federal Reserve
Downloads 240
18.

GDP Fluctuations and Long-Run Economic Growth: A Study of Selected South Asian Countries

Pakistan Journal of Applied Economics, 27(1): 41-66, Summer, 2017
Number of pages: 26 Posted: 18 Aug 2013 Last Revised: 09 Jun 2017
Accepted Paper Series
Ghulam Mohey-ud-din and Muhammad Wasif Siddiqi
The Urban Sector Planning and Management Services Unit and GC University - Department of Economics
Downloads 238
19.

Expectations and the Housing Boom and Bust. An Open Economy View

Number of pages: 59 Posted: 26 Feb 2010 Last Revised: 10 Jan 2020
Working Paper Series
Pedro Gete
IE Business School
Downloads 237
20.

Creditor Protection Laws, Debt Financing, and Corporate Investment over the Business Cycle

Number of pages: 45 Posted: 30 Aug 2012 Last Revised: 18 Aug 2016
Working Paper Series
Yaxuan Qi, Lukas Roth and John K. Wald
City University of Hong Kong (CityUHK) - Department of Economics & Finance, University of Alberta - Department of Finance and Statistical Analysis and University of Texas at San Antonio
Downloads 227
21.

Financial Crises: Explanations, Types and Implications

CAMA Working Paper 06/2013
Number of pages: 66 Posted: 19 Jul 2013
Working Paper Series
Stijn Claessens and M. Ayhan Kose
Bank for International Settlements (BIS) and Development Prospects Group at the World Bank

Multiple version iconThere are 3 versions of this paper

Downloads 218
22.

Measuring the Dynamics of Global Business Cycle Connectedness

PIER Working Paper No. 13-070
Number of pages: 30 Posted: 19 Dec 2013 Last Revised: 23 Dec 2013
Working Paper Series
Francis X. Diebold and Kamil Yilmaz
University of Pennsylvania - Department of Economics and Koc University
Downloads 210
23.

Capital Flows During Quantitative Easing and Aftermath: Experiences of Asian Countries

Asian Development Bank Economics Working Paper Series No. 409
Number of pages: 30 Posted: 17 Oct 2014
Working Paper Series
Donghyun Park, Arief Ramayandi and Kwanho Shin
Asian Development Bank - Economic Research, Asian Development Bank - Economic Research and Korea University
Downloads 206
24.

Uncertainty and Economic Activity: A Global Perspective

CAFE Research Paper No. 14.03
Number of pages: 66 Posted: 24 Mar 2014
Accepted Paper Series
Ambrogio Cesa-Bianchi, M. Hashem Pesaran and Alessandro Rebucci
Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School

Multiple version iconThere are 7 versions of this paper

Downloads 200
25.

China's Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?

Globalization and Monetary Policy Institute Working Paper No. 270
Number of pages: 19 Posted: 18 Mar 2016
Working Paper Series
Paul Anthony Cashin, Kamiar Mohaddes and Mehdi Raissi
International Monetary Fund (IMF), University of Cambridge - Faculty of Economics and Politics and International Monetary Fund (IMF) - Asia and Pacific Department

Multiple version iconThere are 2 versions of this paper

Downloads 199
26.

Monetary Policy Reform in a World of Central Banks

Global Financial Markets Working Paper No. 26
Number of pages: 29 Posted: 03 Feb 2012 Last Revised: 20 Aug 2012
Working Paper Series
Gunther Schnabl
University of Leipzig - Institute for Economic Policy
Downloads 197
27.

Measuring Financial Integration: Lessons from the Correlation

University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 23/WP/2015
Number of pages: 41 Posted: 13 Jul 2015
Working Paper Series
Monica Billio, Antonio Paradiso, Michael Donadelli and Max Riedel
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Dipartimento di Economia, Leibniz Institute for Financial Research SAFE and Leibniz Institute for Financial Research SAFE
Downloads 182
28.

Understanding Emerging Market Equity Risk Premia: Industries, Governance and Macroeconomic Policy Uncertainty

Number of pages: 46 Posted: 06 Sep 2013
Working Paper Series
Michael Donadelli and Lauren Persha
Leibniz Institute for Financial Research SAFE and University of North Carolina (UNC) at Chapel Hill
Downloads 179
29.

Who is Driving the Baseline Variables of Global Macro? - Gold and US Dollar Index Implicit Calibration on Global Macro Cycles

Number of pages: 16 Posted: 09 Mar 2012
Working Paper Series
Sihai Fang
Hongyuan Securities
Downloads 175
30.

Fair Weather or Foul? The Macroeconomic Effects of El Niño

Globalization and Monetary Policy Institute Working Paper No. 239
Number of pages: 27 Posted: 17 Aug 2015
Working Paper Series
Paul Anthony Cashin, Kamiar Mohaddes and Mehdi Raissi
International Monetary Fund (IMF), University of Cambridge - Faculty of Economics and Politics and International Monetary Fund (IMF) - Asia and Pacific Department

Multiple version iconThere are 2 versions of this paper

Downloads 170
31.

Financial Crises Explanations, Types, and Implications

IMF Working Paper No. 13/28
Number of pages: 67 Posted: 22 Feb 2013
Working Paper Series
Stijn Claessens and M. Ayhan Kose
Bank for International Settlements (BIS) and Development Prospects Group at the World Bank

Multiple version iconThere are 3 versions of this paper

Downloads 170
32.

Monetary Nationalism and International Economic Instability

Quarterly Journal of Austrian Economics, Forthcoming
Number of pages: 32 Posted: 01 May 2011 Last Revised: 18 May 2013
Accepted Paper Series
Andreas Hoffmann and Gunther Schnabl
Leipzig University and University of Leipzig - Institute for Economic Policy
Downloads 166
33.

Competition and Operating Volatilities around the World

Number of pages: 50 Posted: 17 Apr 2013 Last Revised: 12 May 2017
Working Paper Series
Tanakorn Makaew and Vojislav Maksimovic
Securities and Exchange Commission (SEC) and University of Maryland - Robert H. Smith School of Business
Downloads 165
34.

The U.S. Oil Supply Revolution and the Global Economy

IMF Working Paper No. 15/259
Number of pages: 36 Posted: 17 Feb 2016
Working Paper Series
Kamiar Mohaddes and Mehdi Raissi
University of Cambridge - Faculty of Economics and Politics and International Monetary Fund (IMF) - Asia and Pacific Department

Multiple version iconThere are 2 versions of this paper

Downloads 165
35.

Financial Liquidity, Geopolitics, and Oil Prices

Number of pages: 55 Posted: 05 Jan 2018
Working Paper Series
Hany Abdel-Latif and Mahmoud El-Gamal
Swansea University and Rice University - Department of Economics
Downloads 164
36.

Global Macroeconomic Interdependence: A Minimum Spanning Tree Approach

Number of pages: 18 Posted: 17 May 2013
Working Paper Series
Tiago Trancoso
Universidade Lusíada, Porto
Downloads 163
37.

Weathering the Financial Crisis: Good Policy or Good Luck?

BIS Working Paper No. 351
Number of pages: 28 Posted: 12 Oct 2011
Working Paper Series
Stephen G. Cecchetti, Michael King and James Yetman
Brandeis International Business School, affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 160
38.

Liberalization of Trade in Financial Services and Financial Sector: Stability Analytical Approach

IMF Working Paper No. 02/138
Number of pages: 37 Posted: 31 Jan 2006
Working Paper Series
Alexei Kireyev
International Monetary Fund (IMF)
Downloads 158
39.

Current Account Imbalances in the Euro Area: Competitiveness or Financial Cycle?

De Nederlandsche Bank Working Paper No. 443
Number of pages: 51 Posted: 23 Oct 2014
Working Paper Series
Mariarosaria Comunale and Jeroen Hessel
Bank of Lithuania - Economics Department and De Nederlandsche Bank
Downloads 157
40.

Input Linkages and the Transmission of Shocks: Firm-Level Evidence from the 2011 Tōhoku Earthquake

US Census Bureau Center for Economic Studies Paper No. CES-WP- 15-28
Number of pages: 77 Posted: 02 Oct 2015
Working Paper Series
Christoph Boehm, Aaron Flaaen and Nitya Pandalai-Nayar
University of Texas at Austin, Board of Governors of the Federal Reserve System and University of Texas at Austin - Department of Economics
Downloads 148
41.

Dominant Currency Debt

Swiss Finance Institute Research Paper No. 18-55
Number of pages: 97 Posted: 22 Aug 2018 Last Revised: 29 Nov 2018
Working Paper Series
Egemen Eren and Semyon Malamud
Bank for International Settlements (BIS) - Monetary and Economic Department and Ecole Polytechnique Federale de Lausanne

Multiple version iconThere are 3 versions of this paper

Downloads 146
42.

The Rise of China and Its Implications for Emerging Markets - Evidence from a GVAR Model

Pacific Economic Review, 19: 1 (2014), pp. 61–89 as The rise of China and its implications for the global economy: Evidence from a global vector autoregressive model, BOFIT Discussion Paper No. 20/2012,
Number of pages: 39 Posted: 24 Sep 2012 Last Revised: 12 May 2015
Working Paper Series
Martin Feldkircher and Iikka Korhonen
Oesterreichische Nationalbank (OeNB) and Bank of Finland - Institute for Economies in Transition (BOFIT)
Downloads 145
43.

Origins of International Factor Structures

Number of pages: 56 Posted: 26 Jun 2019 Last Revised: 08 Jan 2020
Working Paper Series
Zhengyang Jiang and Robert Richmond
Kellogg School of Management - Department of Finance and New York University (NYU) - Department of Finance
Downloads 141
44.

Global Cycles: Capital Flows, Commodities, and Sovereign Defaults, 1815-2015

CESifo Working Paper Series No. 5737
Number of pages: 15 Posted: 08 Mar 2016
Working Paper Series
Carmen Reinhart, Vincent R. Reinhart and Christoph Trebesch
Harvard University, American Enterprise Institute (AEI) and Kiel Institute for the World Economy
Downloads 139
45.

Oil Prices and the Global Economy: Is it Different this Time Around?

CAMA Working Paper No. 56/2016
Number of pages: 29 Posted: 08 Sep 2016
Working Paper Series
Kamiar Mohaddes and M. Hashem Pesaran
University of Cambridge - Faculty of Economics and Politics and University of Southern California - Department of Economics

Multiple version iconThere are 5 versions of this paper

Downloads 138
46.

Unemployment Fluctuations and the Predictability of Currency Returns

Number of pages: 53 Posted: 13 Aug 2015 Last Revised: 26 Jul 2017
Working Paper Series
Federico Nucera
Bank of Italy
Downloads 131
47.

Boom-Bust Cycles in Middle Income Countries: Facts and Explanation

CESifo Working Paper Series No. 755
Number of pages: 51 Posted: 29 Oct 2002
Working Paper Series
Aaron Tornell and Frank Westermann
University of California, Los Angeles (UCLA) - Department of Economics and University of Osnabrueck - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 130
48.

Predicting Simultaneous Severe Recessions Using Yield Spreads as Leading Indicators

Number of pages: 27 Posted: 03 Jun 2011 Last Revised: 22 Feb 2012
Working Paper Series
Charlotte Christiansen
Aarhus University - CREATES
Downloads 128
49.

Mortgage Spreads, House Prices, and Business Cycles in Emerging Countries

Number of pages: 51 Posted: 01 Mar 2018 Last Revised: 18 Jul 2019
Working Paper Series
Jaroslav Horvath and Philip Rothman
University of New Hampshire and East Carolina University
Downloads 126
50.

Global Financial Crisis and Decoupling Hypothesis

Number of pages: 11 Posted: 30 Sep 2012
Working Paper Series
Joanna M. Wyrobek and Zbigniew Stanczyk
Cracow University of Economics and Cracow University of Economics
Downloads 125