Search Results
JEL Code: F44

52,201 Total downloads

Viewing: 1 - 50 of 593 papers

1.

Instrumented Principal Component Analysis

Number of pages: 71 Posted: 09 Jun 2017 Last Revised: 28 Dec 2020
Working Paper Series
Yale SOM, Arizona State University (ASU) - Finance Department and Johns Hopkins University - Carey Business School
Downloads 4,584
2.

COVID-19 Effects on the S&P 500 Index

Applied Economics Letters, Forthcoming
Number of pages: 16 Posted: 17 Mar 2020 Last Revised: 28 Aug 2021
Working Paper Series
Florida International University (FIU) - Department of Economics
Downloads 2,025
3.

Learning from History: Volatility and Financial Crises

FEDS Working Paper No. 2016-93, FEDS Working Paper No. 2016-093
Number of pages: 47 Posted: 21 Nov 2016 Last Revised: 03 Mar 2018
Working Paper Series
London School of Economics - Systemic Risk Centre, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 1,695
4.

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
King Saud University and King Saud University
Downloads 1,613
5.

The Returns to Carry and Momentum Strategies

Number of pages: 57 Posted: 03 Mar 2013 Last Revised: 10 Apr 2013
Working Paper Series
Imperial College London and Imperial College London
Downloads 1,112
6.

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
Securities and Exchange Commission (SEC)
Downloads 1,026
7.

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
Karlsruhe Institute of Technology and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 814
8.

Frontiers of Macrofinancial Linkages

BIS Paper No. 95
Number of pages: 199 Posted: 25 Jan 2018
Working Paper Series
Bank for International Settlements (BIS) and World Bank
Downloads 796
9.

Understanding Financial Crises: Causes, Consequences, and Policy Responses

CAMA Working Paper 05/2013
Number of pages: 23 Posted: 19 Jul 2013
Working Paper Series
Bank for International Settlements (BIS), World Bank, European Central Bank (ECB) and International Monetary Fund (IMF)

Multiple version iconThere are 2 versions of this paper

Downloads 771
10.

Dynamic Factor Models: A Review of the Literature

Number of pages: 54 Posted: 11 Jul 2013
Working Paper Series
International Monetary Fund (IMF), University of Nantes - Faculty of Business and Economics and SKEMA Business School
Downloads 657
11.

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, Journal of Finance, Forthcoming
Number of pages: 59 Posted: 01 Jan 2014 Last Revised: 08 Mar 2020
Accepted Paper Series
The Ohio State University
Downloads 603
12.

Global Supply Chain Disruptions and Inflation During the Covid-19 Pandemic

Number of pages: 14 Posted: 08 Feb 2022 Last Revised: 27 Feb 2022
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of St. Louis and Federal Reserve Banks - Federal Reserve Bank of St. Louis
Downloads 598
13.

Origins of International Factor Structures

NYU Stern School of Business
Number of pages: 61 Posted: 26 Jun 2019 Last Revised: 21 Sep 2021
Working Paper Series
Kellogg School of Management - Department of Finance and New York University (NYU) - Department of Finance
Downloads 534
14.

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
University of Zurich, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Swiss Finance Institute and Johns Hopkins University - Carey Business School
Downloads 448
15.

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
Federal Reserve Banks - Federal Reserve Bank of Boston and Harvard University
Downloads 448
16.

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
Stockholm Business School and University of St. Gallen
Downloads 410
17.

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
Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 356
18.

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
Stockholm Business School

Multiple version iconThere are 2 versions of this paper

Downloads 336
19.

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
The Urban Sector Planning and Management Services Unit and GC University - Department of Economics
Downloads 307
20.

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
University of Pennsylvania - Department of Economics and Koc University
Downloads 280
21.

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
University of Cambridge - Judge Business School and University of Southern California - Department of Economics

Multiple version iconThere are 5 versions of this paper

Downloads 279
22.

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
Deutsche Bundesbank - Research Centre and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 278
23.

Global Recessions

CAMA Working Paper No. 10/2020
Number of pages: 74 Posted: 12 Feb 2020
Working Paper Series
World Bank, World Bank and Department of Economics and Finance, Universidad del Pacifico

Multiple version iconThere are 2 versions of this paper

Downloads 270
24.

Financial Crises: Explanations, Types and Implications

CAMA Working Paper 06/2013
Number of pages: 66 Posted: 19 Jul 2013
Working Paper Series
Bank for International Settlements (BIS) and World Bank

Multiple version iconThere are 3 versions of this paper

Downloads 269
25.

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
City University of Hong Kong (CityU) - Department of Economics & Finance, University of Alberta - Department of Finance and Statistical Analysis and University of Texas at San Antonio
Downloads 268
26.

The Impact of Risk Cycles on Business Cycles: A Historical View

Number of pages: 47 Posted: 16 Oct 2020 Last Revised: 29 Dec 2021
Working Paper Series
London School of Economics - Systemic Risk Centre, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 262
27.

Financial Crises Explanations, Types, and Implications

IMF Working Paper No. 13/28
Number of pages: 67 Posted: 22 Feb 2013
Working Paper Series
Bank for International Settlements (BIS) and World Bank

Multiple version iconThere are 3 versions of this paper

Downloads 259
28.

Uncertainty and Economic Activity: A Global Perspective

CAFE Research Paper No. 14.03
Number of pages: 66 Posted: 24 Mar 2014
Accepted Paper Series
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 256
29.

Dominant Currency Debt

Swiss Finance Institute Research Paper No. 18-55
Number of pages: 95 Posted: 22 Aug 2018 Last Revised: 11 Jan 2021
Working Paper Series
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 255
30.

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

Journal of Housing Economics, 49 (2020): 101690.
Number of pages: 59 Posted: 26 Feb 2010 Last Revised: 13 Dec 2021
Accepted Paper Series
IE Business School
Downloads 252
31.

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
Asian Development Bank - Economic Research, Asian Development Bank - Economic Research and Korea University
Downloads 241
32.
Downloads 235
33.

Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models

Sveriges Riksbank Working Paper Series No.344, Riksbank Research Paper Series No. 168
Number of pages: 21 Posted: 31 Jan 2018 Last Revised: 30 Aug 2018
Working Paper Series
Stockholm Business School

Multiple version iconThere are 2 versions of this paper

Downloads 234
34.

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
Bank of Lithuania - Economics Department and De Nederlandsche Bank
Downloads 223
35.

Macroeconomic Implications of Financial Imperfections: A Survey

BIS Working Paper No. 677
Number of pages: 124 Posted: 11 Dec 2017
Working Paper Series
Bank for International Settlements (BIS) and World Bank

Multiple version iconThere are 4 versions of this paper

Downloads 223
36.

Measuring Business Cycles: A Review

Contemporary Economics, Vol. 10, No. 1, pp. 83-94, 2016
Number of pages: 12 Posted: 14 Apr 2016
Accepted Paper Series
Juraj Dobrila University of Pula (UNIPU) - Faculty of Economics and Tourism and Juraj Dobrila University of Pula (UNIPU)
Downloads 221
37.

Asset Prices and Macroeconomic Outcomes: A Survey

BIS Working Paper No. 676
Number of pages: 106 Posted: 11 Dec 2017
Working Paper Series
Bank for International Settlements (BIS) and World Bank

Multiple version iconThere are 4 versions of this paper

Downloads 215
38.

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
University of Leipzig - Institute for Economic Policy
Downloads 213
39.

Which Market Integration Measure?

SAFE Working Paper No. 159, Forthcoming, Journal of Banking and Finance
Number of pages: 62 Posted: 13 Dec 2016
Working Paper Series
University of Venice - Department of EconomicsCa Foscari University of Venice - Dipartimento di Economia, University of Brescia, Ca Foscari University of Venice - Dipartimento di Economia and Leibniz Institute for Financial Research SAFE
Downloads 209
40.

Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models

Sveriges Riksbank Working Paper Series No. 344, Riksbank Research Paper Series No. 168
Number of pages: 46 Posted: 14 Aug 2018
Working Paper Series
Stockholm Business School
Downloads 208
41.

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
International Monetary Fund (IMF), University of Cambridge - Judge Business School and International Monetary Fund (IMF) - Fiscal Affairs Department

Multiple version iconThere are 2 versions of this paper

Downloads 207
42.

Sparse Grids for Dynamic Economic Models

Number of pages: 29 Posted: 14 Dec 2021 Last Revised: 02 May 2022
Working Paper Series
Karlsruhe Institute of Technology, Karlsruhe Institute of Technology - Department of Economics and Management, Columbia Business School and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 203
43.

Fiscal Multipliers in Advanced and Developing Countries: Evidence from Military Spending

FRB of Boston Working Paper No. 19-3
Number of pages: 41 Posted: 11 Apr 2019 Last Revised: 19 Apr 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston, Research Assistant
Downloads 201
44.

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
University of Venice - Department of EconomicsCa Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Dipartimento di Economia, University of Brescia and Leibniz Institute for Financial Research SAFE
Downloads 201
45.

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
Leipzig University and University of Leipzig - Institute for Economic Policy
Downloads 197
46.

Financial Liquidity, Geopolitics, and Oil Prices

Number of pages: 55 Posted: 05 Jan 2018
Working Paper Series
Swansea University and Rice University - Department of Economics
Downloads 196
47.

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

Number of pages: 46 Posted: 06 Sep 2013
Working Paper Series
University of Brescia and University of North Carolina (UNC) at Chapel Hill
Downloads 194
48.

Open Economy, Redistribution, and the Aggregate Impact of External Shocks

Number of pages: 67 Posted: 11 Aug 2021 Last Revised: 07 Feb 2022
Working Paper Series
Princeton University - Department of Economics
Downloads 188
49.

Real Exchange Rate Dynamics Beyond Business Cycles

Number of pages: 61 Posted: 15 Apr 2020
Working Paper Series
Georgetown University - Department of Economics, Georgetown University - Department of Economics and Tsinghua University - School of Economics & Management
Downloads 188
50.

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
Oesterreichische Nationalbank (OeNB) and Bank of Finland - Institute for Economies in Transition (BOFIT)
Downloads 187