Search Results
JEL Code: F47

85,707 Total downloads

Viewing: 1 - 50 of 515 papers

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 13,276
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 2,556
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 2,400
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 2,207
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)

Multiple version iconThere are 2 versions of this paper

Downloads 1,656
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 1,504
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

Multiple version iconThere are 3 versions of this paper

Downloads 1,263
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 1,165
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 1,121
10.

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 1,005
11.

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

Multiple version iconThere are 3 versions of this paper

Downloads 989
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 984
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 959
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

Multiple version iconThere are 2 versions of this paper

Downloads 922
15.

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

Multiple version iconThere are 2 versions of this paper

Downloads 888
16.

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 886
17.

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-Department of Economics, Policy and International Business
Downloads 885
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 Bank for International Settlements (BIS)
Downloads 802
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

Multiple version iconThere are 4 versions of this paper

Downloads 784
20.

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 717
21.

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 716
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 702
23.

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 647
24.

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 581
25.

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 564
26.

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 554
27.

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 547
28.

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 537
29.

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 515
30.

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 510
31.

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 491
32.

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 481
33.

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 480
34.

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 478
35.

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 466
36.

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 463
37.

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 444
38.

Measuring Monetary Policy Shocks in a Small Open Economy

Number of pages: 23 Posted: 31 Jul 2001
Working Paper Series
LUISS Guido Carli University - Facoltà di Economia and Sapienza Università di Roma

Multiple version iconThere are 2 versions of this paper

Downloads 416
39.

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 407
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 398
41.

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 370
42.

The Euro-Dollar Exchange Rate: A Long Term Perspective

Number of pages: 29 Posted: 25 Mar 2008
Working Paper Series
Unigestion
Downloads 350
43.

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
44.

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 336
45.

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 320
46.

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 316
47.

Forecasting Returns: New European Evidence

Number of pages: 42 Posted: 07 Nov 2012
Working Paper Series
Econometric Solutions, Loughborough University and University of Nebraska at Omaha
Downloads 304
48.

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, Students
Downloads 304
49.

Are Currency Crises Predictable? A Test

IMF Working Paper No. 98/154
Number of pages: 61 Posted: 15 Feb 2006
Working Paper Series
International Monetary Fund (IMF) - Developing Country Studies Division and International Monetary Fund (IMF) - Research Division
Downloads 303
50.

A Model for Financial Programming

IMF Working Paper No. 98/80
Number of pages: 31 Posted: 15 Feb 2006
Working Paper Series
affiliation not provided to SSRN
Downloads 302