1.
Risk Analysis in Investment Appraisal
Project Appraisal Journal, Vol. 9, No. 1, March 1994
Number of pages: 33
Posted: 24 Apr 2001
Last Revised: 27 Mar 2019
Accepted Paper Series
Queen's University - John Deutsch Institute for the Study of Economic Policy
Downloads
13,420
2.
Brexit and Foreign Investment in the UK
Number of pages: 27
Posted: 07 May 2016
Working Paper Series
University of Warwick - Warwick Business School and Aston University
Downloads
2,748
3.
Dynamic Programming and Optimal Lookahead Strategies in High Frequency Trading with Transaction Costs
Number of pages: 25
Posted: 03 Jan 2000
Working Paper Series
Bloomberg Financial Markets (BFM)
Downloads
2,427
4.
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
2,247
5.
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)
There are 2 versions of this paper
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
Downloads
1,708
The Determinants of the Euro-Dollar Exchange Rate: Synthetic Fundamentals and a Non-Existing Currency
Bundesbank Series 1 Discussion Paper No. 2000,02
Number of pages: 34
Posted: 08 Jun 2016
Downloads
14
Downloads
1,708
6.
The Correlation Effect
EFMA 2000 Athens
Number of pages: 23
Posted: 18 Nov 2000
Working Paper Series
ETH Zurich - CER-ETH -Center of Economic Reseaarch and Deutsche Bundesbank
Downloads
1,508
7.
On Testing the Random Walk Hypothesis: A Model-Comparison Approach
Number of pages: 31
Posted: 04 Oct 2001
Working Paper Series
Louisiana Tech University - College of Business and University of Queensland - Business School
There are 3 versions of this paper
On Testing the Random Walk Hypothesis: A Model-Comparison Approach
Number of pages: 31
Posted: 04 Oct 2001
Downloads
1,269
On Testing the Random-Walk Hypothesis: A Model-Comparison Approach
The Financial Review, August 2000
Posted: 15 Aug 2001
On Testing the Random Walk Hypothesis: A Model-Comparison Approach
The Financial Review, Vol. 35, August 2000
Posted: 05 Oct 2001
Downloads
1,269
8.
Indicators of Financial Crises Do Work! An Early-Warning System for Six Asian Countries
Number of pages: 39
Posted: 27 Dec 2003
Working Paper Series
University of Groningen - Faculty of Economics and Business, University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads
1,181
9.
Towards a New Early Warning System of Financial Crises
ECB Working Paper No. 145
Number of pages: 67
Posted: 17 Jan 2003
Working Paper Series
Banque de France and DIW Berlin
Downloads
1,135
10.
DSGE Models and Central Banks
Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-16
Number of pages: 33
Posted: 18 Dec 2010
Accepted Paper Series
International Monetary Fund
There are 3 versions of this paper
DSGE Models and Central Banks
Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-16
Number of pages: 33
Posted: 18 Dec 2010
Downloads
1,052
Downloads
266
DSGE Models and Central Banks
Economics Discussion Paper No. 2008-30
Number of pages: 37
Posted: 18 Dec 2010
Downloads
54
Downloads
1,052
11.
Can Exchange Rates Forecast Commodity Prices?
Economic Research Initiatives at Duke (ERID) Working Paper No. 1
Number of pages: 49
Posted: 28 Jul 2008
Last Revised: 06 May 2010
Working Paper Series
University of Washington - Department of Economics, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads
1,022
12.
Exchange Rate Economics: A Survey
IMF Working Paper No. 91/62
Number of pages: 61
Posted: 15 Feb 2006
Working Paper Series
University of Strathclyde in Glasgow - Department of Economics and Washington University in St. Louis - John M. Olin Business School
Downloads
1,008
13.
Building a Risk Measurement Framework for Hedge Funds and Funds of Funds
University of Cambridge, Judge Institute of Management Working Paper No. 08/2004
Number of pages: 17
Posted: 21 Feb 2005
Working Paper Series
IO Investors and University of Cambridge - Judge Business School
Downloads
966
14.
Leading Indicators of Currency Crises
IMF Working Paper No. 97/79
Number of pages: 43
Posted: 15 Feb 2006
Working Paper Series
National Bureau of Economic Research (NBER), Independent and Peter G. Peterson Institute for International Economics
There are 2 versions of this paper
Leading Indicators of Currency Crises
IMF Working Paper No. 97/79
Number of pages: 43
Posted: 15 Feb 2006
Downloads
939
Leading Indicators of Currency Crises
Number of pages: 43
Posted: 08 Dec 2016
Last Revised: 22 Dec 2016
Downloads
139
Downloads
939
15.
The Arbitrage Pricing Theory and the Capital Asset Pricing Models and Artificial Neural Networks Modeling with Particle Swarm Optimization (PSO)
Number of pages: 19
Posted: 02 Mar 2009
Working Paper Series
Manchester Metropolitan University-Business School, Department of Economics, Policy and International Business
Downloads
907
16.
Early Warning Systems: A Survey and a Regime-Switching Approach
IMF Working Paper No. 03/32
Number of pages: 60
Posted: 05 Jan 2005
Working Paper Series
International Monetary Fund (IMF) - Research Department
There are 2 versions of this paper
Early Warning Systems: A Survey and a Regime-Switching Approach
IMF Working Paper No. 03/32
Number of pages: 60
Posted: 05 Jan 2005
Downloads
899
Early-Warning Systems: A Survey and a Regime-Switching Approach
IMF Working Paper No. 03/32
Number of pages: 60
Posted: 29 Jan 2006
Downloads
262
Downloads
899
17.
Political Instability and Economic Vulnerability
IMF Working Paper No. WP/99/46
Number of pages: 36
Posted: 22 May 2005
Working Paper Series
Banque de France and International Monetary Fund (IMF) - Policy Development and Review Department
Downloads
888
18.
International Spillovers of Central Bank Balance Sheet Policies
BIS Paper No. 66p
Number of pages: 45
Posted: 04 Jan 2013
Accepted Paper Series
International Monetary Fund (IMF) - Monetary and Capital Markets Department, Bank for International Settlements (BIS) - Monetary and Economic Department, Hong Kong Monetary Authority and Ant Financial
Downloads
846
19.
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
UC Santa Cruz Economics Working Paper No. 521; UC Santa Cruz International Economics Working Paper No. 02-16, HKIMR Working Paper No. 12/2005
Number of pages: 30
Posted: 09 Feb 2004
Working Paper Series
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics, City University of Hong Kong - Department of Economics & Finance and International Monetary Fund (IMF) - Western Hemisphere Department
There are 4 versions of this paper
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
UC Santa Cruz Economics Working Paper No. 521; UC Santa Cruz International Economics Working Paper No. 02-16, HKIMR Working Paper No. 12/2005
Number of pages: 30
Posted: 09 Feb 2004
Downloads
788
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
Number of pages: 49
Posted: 20 Oct 2008
Downloads
94
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
IMF Working Paper No. 04/73
Number of pages: 37
Posted: 15 Feb 2006
Downloads
79
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
NBER Working Paper No. w9393
Number of pages: 47
Posted: 19 Dec 2002
Last Revised: 31 Oct 2010
Downloads
57
Downloads
788
20.
Observations on the Securitization of Non-Performing Loans in Russia
Bucerius Law Journal, Bucerius Law School, Hamburg, Germany, March 2008
Number of pages: 31
Posted: 27 Sep 2007
Last Revised: 09 Sep 2008
Working Paper Series
Washington University in St. Louis - School of Law
Downloads
726
21.
The Disappearing Tax Base: Is Foreign Direct Investment Eroding Corporate Income Taxes?
ECB Working Paper No. 31
Number of pages: 36
Posted: 02 Dec 2002
Working Paper Series
Halle Institute for Economic Research and International Monetary Fund (IMF)
Downloads
724
22.
The Time Value of a Digital Currency: Bitcoin Interest Rates Dynamics
Number of pages: 5
Posted: 07 May 2014
Working Paper Series
Mazars Actuariat
Downloads
721
23.
Climate Change and Economic Growth: Impacts and Interactions
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 07_10
Number of pages: 18
Posted: 26 Apr 2010
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia and World Bank
Downloads
702
24.
Exact Prediction of S&P 500 Returns
Number of pages: 35
Posted: 04 Dec 2007
Working Paper Series
Russian Academy of Sciences (RAS) - Institute for the Geospheres Dynamics and University of Warwick
Downloads
655
25.
External Debt Scenario in India: Issue of Debt Sustainability
Number of pages: 48
Posted: 26 Jan 2008
Working Paper Series
Supreme Court of India
Downloads
601
26.
Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?
University of Michigan Research Seminar on International Economics WP 401
Number of pages: 56
Posted: 15 Jan 1998
Working Paper Series
University of Michigan at Ann Arbor - Department of Economics
Downloads
587
27.
Some Economic Effects of the Free Trade Agreement between Tunisia and the European Union
A1.159 WP 385
Number of pages: 45
Posted: 26 Jan 1998
Working Paper Series
University of Michigan at Ann Arbor - Gerald R. Ford School of Public Policy, Tufts University - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Downloads
569
28.
Predicting Agri-Commodity Prices: An Asset Pricing Approach
Number of pages: 45
Posted: 28 May 2010
Working Paper Series
University of Washington - Department of Economics, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads
562
29.
A Novel Quantitative Behavioral Framework for Financial Markets Prediction
Capital Markets: Asset Pricing & Valuation, eJournal, Vol. 3, Issue 152, September 28, 2011 , 61st Midwest Finance Association Conference, February, 2012
Number of pages: 11
Posted: 17 Sep 2011
Last Revised: 21 May 2012
Working Paper Series
Centre for Quantitative Finance and Risk Analytics and National Institute of Industrial Engineering NITIE
Downloads
560
30.
Determinants of Currency Risk Premiums
FRB of New York Staff Report No. 70
Number of pages: 42
Posted: 11 Aug 1999
Working Paper Series
Purdue University - Department of Economics and Brandeis University - International Business School
Downloads
545
31.
Country Diversification, Product Ubiquity, and Economic Divergence
HKS Working Paper No. RWP10-045
Number of pages: 45
Posted: 13 Dec 2010
Working Paper Series
Harvard University - Harvard Kennedy School (HKS) and Massachusetts Institute of Technology (MIT) - MIT Media Laboratory
Downloads
540
32.
What Do We Know About Recent Exchange Rate Models? In-Sample Fit and Out-Sample Performance Evaluated
CESifo Working Paper Series No. 902; University of California Santa Cruz: Center for International Economics Working Paper No. 03-13
Number of pages: 44
Posted: 10 Apr 2003
Working Paper Series
City University of Hong Kong - Department of Economics & Finance, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads
511
33.
Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the Us Economy and its Stock Market
Number of pages: 41
Posted: 31 Jul 2003
Working Paper Series
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and East China University of Science and Technology - School of Business
Downloads
495
34.
Assessing Early Warning Systems: How Have They Worked in Practice?
IMF Working Paper No. 04/52
Number of pages: 45
Posted: 14 Feb 2006
Working Paper Series
International Monetary Fund (IMF) - Developing Country Studies Division, Inter-American Development Bank (IADB) and International Monetary Fund (IMF) - Research Division
Downloads
482
35.
Banking, Debt and Currency Crises: Early Warning Indicators for Developed Countries
ECB Working Paper No. 1485
Number of pages: 45
Posted: 22 Oct 2012
Working Paper Series
Czech National Bank (CNB), Czech National Bank (CNB), Charles University in Prague - CERGE-EI, Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Czech National Bank (Deceased) and Czech National Bank (CNB)
Downloads
481
36.
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach
Number of pages: 35
Posted: 10 Mar 2011
Last Revised: 01 May 2011
Working Paper Series
University of Washington - Department of Economics and Academia Sinica - Institute of Economics
Downloads
481
37.
Taming Animal Spirits: Risk Management with Behavioural Factors
Number of pages: 23
Posted: 12 Apr 2012
Working Paper Series
Imperial College London, NEOMA Business School and Imperial College London
Downloads
481
38.
A Leading Indicators Approach to the Predictability of Currency Crises: The Case of Turkey
Hazine Dergisi, Sayi Working Paper No. 1998/12
Number of pages: 31
Posted: 13 Sep 2001
Working Paper Series
Government of the Republic of Turkey - Undersecretariat of the Treasury, Government of the Republic of Turkey - Undersecretariat of the Treasury and Government of the Republic of Turkey - Undersecretariat of the Treasury
Downloads
420
39.
Measuring Monetary Policy Shocks in a Small Open Economy
Number of pages: 23
Posted: 31 Jul 2001
Working Paper Series
Luiss Guido Carli University - Department of Economics and Finance and Sapienza Università di Roma
There are 2 versions of this paper
Measuring Monetary Policy Shocks in a Small Open Economy
Number of pages: 23
Posted: 31 Jul 2001
Downloads
419
Measuring Monetary Policy Shocks in a Small Open Economy
Economic Notes, Vol. 1, 2001
Posted: 27 Sep 2001
Downloads
419
40.
Leading Indicators of Balance-of-Payments Crises: A Partial Review
Bank of England Working Paper No. 171
Number of pages: 55
Posted: 27 May 2003
Working Paper Series
Bank for International Settlements (BIS)
Downloads
413
41.
Secular Drivers of the Global Real Interest Rate
Bank of England Working Paper No. 571
Number of pages: 66
Posted: 12 Dec 2015
Working Paper Series
Bank of England and Bank of England
Downloads
377
42.
External Vulnerability in Emerging Market Economies: How High Liquidity Can Offset Weak Fundamentals and the Effects of Contagion
IMF Working Paper No. 99/88
Number of pages: 41
Posted: 09 May 2000
Working Paper Series
Banque de France and International Monetary Fund (IMF) - Policy Development and Review Department
Downloads
372
43.
Models of Financial Stability and Their Application in Stress Tests
Forthcoming, Handbook of Computational Economics (Blake LeBaron and Cars Hommes)
, University of St.Gallen, School of Finance Research Paper No. 2018/5
Number of pages: 66
Posted: 22 Aug 2017
Last Revised: 29 Apr 2018
Accepted Paper Series
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Students and University of Oxford, Faculty of Law
Downloads
356
44.
The Euro-Dollar Exchange Rate: A Long Term Perspective
Number of pages: 29
Posted: 25 Mar 2008
Working Paper Series
Unigestion
Downloads
351
45.
Research Methods in Quantitative Finance
Number of pages: 19
Posted: 14 Jun 2016
Working Paper Series
Harvard University, Students
Downloads
344
46.
Impact of the Global Financial Crisis on the Volatility of the Malaysian Stock Market
Number of pages: 26
Posted: 17 Aug 2010
Last Revised: 23 Aug 2010
Working Paper Series
Multimedia University (MMU) and Multimedia University
Downloads
340
47.
Establishing an Exchange Rate Mechanism (Erm) with Chinese Characteristics: An Option for Taiwan, China and Hong Kong to Prevent the Next Currency Crisis?
UFSIA-RUCA Working Paper
Number of pages: 70
Posted: 26 Jun 2002
Working Paper Series
University of Antwerp - Faculty of Applied Economics and University of Antwerp - Department of Economics
Downloads
339
48.
Exchange Rate Models, Long Run Equilibrium, Dynamics and Hysteresis
Revue de l'OFCE, No. 93, April 2005
Number of pages: 42
Posted: 10 Oct 2005
Accepted Paper Series
European Securities and Markets Authority and Observatoire Français des Conjonctures Economiques (OFCE)
Downloads
339
49.
How Sure are We About Purchasing Power Parity? Panel Evidence with the Null of Stationary Real Exchange Rates
Number of pages: 28
Posted: 19 Jul 2000
Working Paper Series
Dept. International Business, National Chengchi University and University of Helsinki and HECER - Department of Economics
Downloads
323
50.
Relationship Between Interest Rate and Corporate Bond Yield
Bulletin of Moscow University, Series Number 6 'Economy', No. 1, p. 61-77, 2011
Number of pages: 23
Posted: 28 Sep 2010
Last Revised: 08 Jul 2011
Working Paper Series
Moscow State University - Faculty of Economics
Downloads
318
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