Search Results
JEL Code: F44

33,901 Total downloads

Viewing: 1 - 50 of 487 papers

1.

Instrumented Principal Component Analysis

Posted: 09 Jun 2017 Last Revised: 04 Aug 2020
Working Paper Series
Yale SOM, Arizona State University (ASU) - Finance Department and Johns Hopkins University - Carey Business School
Downloads 1,948
2.

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
London School of Economics - Systemic Risk Centre, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 1,571
3.

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 1,545
4.

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 1,004
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
Securities and Exchange Commission (SEC)
Downloads 879
6.

COVID-19 Effects on the S&P 500 Index

Number of pages: 15 Posted: 17 Mar 2020 Last Revised: 06 May 2020
Working Paper Series
Florida International University (FIU) - Department of Economics
Downloads 859
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 772
8.

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 563
9.

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 Banque de France
Downloads 531
10.

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 486
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 427
12.

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 396
13.

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 388
14.

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 338
15.

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 University - Stockholm Business School and University of St. Gallen
Downloads 333
16.

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 - Faculty of Economics and Politics and University of Southern California - Department of Economics

Multiple version iconThere are 5 versions of this paper

Downloads 268
17.

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 University - Stockholm Business School

Multiple version iconThere are 2 versions of this paper

Downloads 259
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
The Urban Sector Planning and Management Services Unit and GC University - Department of Economics
Downloads 257
19.

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
Goethe University Frankfurt and Board of Governors of the Federal Reserve
Downloads 251
20.

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

Journal of Housing Economics, Forthcoming
Number of pages: 59 Posted: 26 Feb 2010 Last Revised: 12 Mar 2020
Accepted Paper Series
IE Business School
Downloads 245
21.

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 (CityUHK) - Department of Economics & Finance, University of Alberta - Department of Finance and Statistical Analysis and University of Texas at San Antonio
Downloads 244
22.

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 229
23.

Origins of International Factor Structures

NYU Stern School of Business
Number of pages: 56 Posted: 26 Jun 2019 Last Revised: 09 Apr 2020
Working Paper Series
Kellogg School of Management - Department of Finance and New York University (NYU) - Department of Finance
Downloads 228
24.

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 223
25.

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 212
26.

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 210
27.

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 - Faculty of Economics and Politics and International Monetary Fund (IMF) - Asia and Pacific Department

Multiple version iconThere are 2 versions of this paper

Downloads 203
28.

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 201
29.

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
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 189
30.

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 188
31.
Downloads 181
32.

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

Number of pages: 46 Posted: 06 Sep 2013
Working Paper Series
Leibniz Institute for Financial Research SAFE and University of North Carolina (UNC) at Chapel Hill
Downloads 180
33.

Competition and Operating Volatilities around the World

Number of pages: 50 Posted: 17 Apr 2013 Last Revised: 12 May 2017
Working Paper Series
Securities and Exchange Commission (SEC) and University of Maryland - Robert H. Smith School of Business
Downloads 178
34.

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 176
35.

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
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 173
36.

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 172
37.

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 171
38.

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
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 167
39.

Global Macroeconomic Interdependence: A Minimum Spanning Tree Approach

Number of pages: 18 Posted: 17 May 2013
Working Paper Series
Universidade Lusíada, Porto
Downloads 166
40.

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
Brandeis International Business School, affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 165
41.

Dominant Currency Debt

Swiss Finance Institute Research Paper No. 18-55
Number of pages: 64 Posted: 22 Aug 2018 Last Revised: 03 Mar 2020
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 162
42.

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
International Monetary Fund (IMF)
Downloads 158
43.

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 157
44.

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
University of Texas at Austin, Board of Governors of the Federal Reserve System and University of Texas at Austin - Department of Economics
Downloads 152
45.

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
University of New Hampshire and East Carolina University
Downloads 148
46.

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
Harvard University, American Enterprise Institute (AEI) and Kiel Institute for the World Economy
Downloads 144
47.

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
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
48.

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
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston, Research Assistant
Downloads 136
49.

Unemployment Fluctuations and the Predictability of Currency Returns

Number of pages: 53 Posted: 13 Aug 2015 Last Revised: 26 Jul 2017
Working Paper Series
Bank of Italy
Downloads 136
50.

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 University - Stockholm Business School
Downloads 132