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)
There are 2 versions of this paper
Understanding Financial Crises: Causes, Consequences, and Policy Responses
CAMA Working Paper 05/2013
Number of pages: 23
Posted: 19 Jul 2013
Downloads
563
Understanding Financial Crises: Causes, Consequences, and Policy Responses
CEPR Discussion Paper No. DP9310
Number of pages: 24
Posted: 01 Feb 2013
Downloads
20
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
There are 5 versions of this paper
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
Downloads
268
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
Downloads
138
Oil Prices and the Global Economy: Is it Different this Time Around?
CESifo Working Paper Series No. 5992
Number of pages: 28
Posted: 12 Aug 2016
Downloads
63
Oil Prices and the Global Economy: Is it Different this Time Around?
IMF Working Paper No. 16/210
Number of pages: 29
Posted: 05 Sep 2017
Downloads
24
Oil Prices and the Global Economy: Is it Different this Time Around?
Globalization and Monetary Policy Institute Working Paper No. 277
Number of pages: 27
Posted: 27 Jul 2016
Downloads
21
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
There are 2 versions of this paper
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
Downloads
259
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
Downloads
132
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
There are 3 versions of this paper
Financial Crises: Explanations, Types and Implications
CAMA Working Paper 06/2013
Number of pages: 66
Posted: 19 Jul 2013
Downloads
229
Financial Crises Explanations, Types, and Implications
IMF Working Paper No. 13/28
Number of pages: 67
Posted: 22 Feb 2013
Downloads
188
Financial Crises: Explanations, Types, and Implications
CEPR Discussion Paper No. DP9329
Number of pages: 67
Posted: 05 Feb 2013
Downloads
8
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
There are 7 versions of this paper
Uncertainty and Economic Activity: A Global Perspective
CAFE Research Paper No. 14.03
Number of pages: 66
Posted: 24 Mar 2014
Downloads
212
Uncertainty and Economic Activity
CESifo Working Paper Series No. 4736
Number of pages: 66
Posted: 07 May 2014
Downloads
96
Uncertainty and Economic Activity: A Multi-Country Perspective
CESifo Working Paper Series No. 6910
Number of pages: 89
Posted: 07 May 2018
Downloads
41
Uncertainty and Economic Activity: A Multi-Country Perspective
USC-INET Research Paper No. 18-05, Johns Hopkins Carey Business School Research Paper No. 18-04
Number of pages: 87
Posted: 09 Feb 2018
Downloads
40
Uncertainty and Economic Activity: A Multi-Country Perspective
Bank of England Working Paper No. 730
Number of pages: 85
Posted: 05 Jun 2018
Downloads
11
Uncertainty and Economic Activity: A Multi-Country Perspective
NBER Working Paper No. w24325
Number of pages: 87
Posted: 21 Feb 2018
Downloads
2
Uncertainty and Economic Activity: A Multi-Country Perspective
CEPR Discussion Paper No. DP12713
Number of pages: 89
Posted: 20 Feb 2018
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
There are 2 versions of this paper
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
Downloads
203
China's Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?
CAMA Working Paper No. 57/2016
Number of pages: 21
Posted: 08 Sep 2016
Downloads
41
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
There are 3 versions of this paper
Financial Crises: Explanations, Types and Implications
CAMA Working Paper 06/2013
Number of pages: 66
Posted: 19 Jul 2013
Downloads
229
Financial Crises Explanations, Types, and Implications
IMF Working Paper No. 13/28
Number of pages: 67
Posted: 22 Feb 2013
Downloads
188
Financial Crises: Explanations, Types, and Implications
CEPR Discussion Paper No. DP9329
Number of pages: 67
Posted: 05 Feb 2013
Downloads
8
Downloads
188
31.
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
Hongyuan Securities
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
There are 2 versions of this paper
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
Downloads
173
Fair Weather or Foul? The Macroeconomic Effects of El Niño
USC-INET Research Paper No. 15-25
Number of pages: 29
Posted: 04 Sep 2015
Downloads
54
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
There are 2 versions of this paper
The U.S. Oil Supply Revolution and the Global Economy
IMF Working Paper No. 15/259
Number of pages: 36
Posted: 17 Feb 2016
Downloads
167
The U.S. Oil Supply Revolution and the Global Economy
Globalization and Monetary Policy Institute Working Paper No. 263
Number of pages: 33
Posted: 01 Feb 2016
Downloads
85
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
There are 3 versions of this paper
Dominant Currency Debt
Swiss Finance Institute Research Paper No. 18-55
Number of pages: 64
Posted: 22 Aug 2018
Last Revised: 03 Mar 2020
Downloads
162
Downloads
36
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
There are 5 versions of this paper
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
Downloads
268
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
Downloads
138
Oil Prices and the Global Economy: Is it Different this Time Around?
CESifo Working Paper Series No. 5992
Number of pages: 28
Posted: 12 Aug 2016
Downloads
63
Oil Prices and the Global Economy: Is it Different this Time Around?
IMF Working Paper No. 16/210
Number of pages: 29
Posted: 05 Sep 2017
Downloads
24
Oil Prices and the Global Economy: Is it Different this Time Around?
Globalization and Monetary Policy Institute Working Paper No. 277
Number of pages: 27
Posted: 27 Jul 2016
Downloads
21
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
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