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Econometric Modeling: International Economics eJournal

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Viewing: 1 - 50 of 7,192 papers

1.

Cryptocurrencies: A Brief Thematic Review

Number of pages: 38 Posted: 25 Aug 2017 Last Revised: 20 Jan 2022
Working Paper Series
UNSW Business SchoolCentre for Aerospace & Security Studies (CASS)
Downloads 13,900
2.

The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation

Number of pages: 42 Posted: 08 Aug 2012 Last Revised: 27 Aug 2015
Working Paper Series
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School, University of York - Department of Economics and Related Studies and City University London - Sir John Cass Business School

Multiple version iconThere are 3 versions of this paper

Downloads 12,507
3.

A Century of Evidence on Trend-Following Investing

Number of pages: 26 Posted: 28 Jun 2017
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 7,270
4.

Effects of Foreign Direct Investment (FDI) on Economic Growth in Nigeria

Number of pages: 14 Posted: 27 Jun 2013
Working Paper Series
Anambra State University - Department of Banking and Finance
Downloads 6,024
5.

Can Bitcoin Become a Viable Alternative to Fiat Currencies? An Empirical Analysis of Bitcoin's Volatility Based on a GARCH Model

Number of pages: 52 Posted: 02 May 2017 Last Revised: 14 May 2017
Working Paper Series
Skidmore College - Department of Economics
Downloads 4,258
6.
Downloads 3,589
7.

Sovereign Wealth Fund Investment and the Return-To-Risk Performance of Target Firms

Journal of Financial Intermediation, Vol. 21, No. 2, 2012
Number of pages: 47 Posted: 19 Oct 2021
Working Paper Series
Florida State University College of Business, Florida State University and University of Missouri - Kansas City
Downloads 3,399
8.

Is Bitcoin a Real Currency? An Economic Appraisal

Number of pages: 23 Posted: 02 Dec 2013 Last Revised: 02 Nov 2014
Working Paper Series
New York University (NYU) - Stern School of Business
Downloads 3,327
9.

Study of Implications of FDI on Indian Economy

FDI and Indian Economy communicated in Postmodern Opening Journal, Forthcoming
Number of pages: 18 Posted: 14 Dec 2011 Last Revised: 04 Oct 2012
Accepted Paper Series
Integral University
Downloads 3,315
10.

Determinants of Foreign Direct Investment in Malaysia

Number of pages: 19 Posted: 08 Jun 2013
Working Paper Series
NAFISARA International College
Downloads 3,279
11.

Bitcoin Pricing, Adoption, and Usage: Theory and Evidence

Stanford University Graduate School of Business Research Paper No. 16-42
Number of pages: 70 Posted: 21 Aug 2016 Last Revised: 07 Sep 2016
Accepted Paper Series
Stanford Graduate School of Business, Independent, Graduate School of Business - CIRCLE and Harvard University
Downloads 3,059
12.

Enhanced Momentum Strategies

Number of pages: 63 Posted: 19 Aug 2019 Last Revised: 29 Sep 2021
Working Paper Series
Technische Universität München (TUM) and Technische Universität München (TUM) - School of Management
Downloads 3,015
13.

COVID-19 Pandemic and World Trade: Some Analytical Notes

Number of pages: 35 Posted: 16 Apr 2020 Last Revised: 28 Aug 2021
Working Paper Series
University of Dhaka - Department of International Business
Downloads 2,747
14.

Discount Rate (Risk-Free Rate and Market Risk Premium) Used for 41 Countries in 2017: A Survey

Number of pages: 15 Posted: 19 Apr 2017
Working Paper Series
IESE Business School, University of Navarra, IESE Business School and University of Navarra - University of Navarra, Students
Downloads 2,500
15.

The Impact of COVID-19 on Exchange Rate Volatility: Evidence Through GARCH Model

Number of pages: 15 Posted: 28 May 2020
Working Paper Series
University of Sousse - LAMIDED Laboratory and King Faisal University (KFU)
Downloads 2,452
16.

The Promises and Pitfalls of Machine Learning for Predicting Stock Returns

Number of pages: 41 Posted: 27 Mar 2020 Last Revised: 31 Mar 2021
Working Paper Series
Invesco, Robeco Quantitative Investments, Invesco, Invesco and Quoniam Asset Management
Downloads 2,023
17.

Predicting Bond Returns: 70 Years of International Evidence

Financial Analysts Journal, 2021, 77(3): 133-155.
Number of pages: 40 Posted: 24 Jun 2020 Last Revised: 23 Nov 2021
Accepted Paper Series
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam and Robeco Asset Management
Downloads 1,995
18.

Stock Market Liberalization and Innovation

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 61 Posted: 02 Mar 2014 Last Revised: 14 Dec 2020
Accepted Paper Series
Institute of Global Finance, UNSW Business School, Tsinghua University - PBC School of Finance, The Chinese University of Hong Kong, Shenzhen and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 1,959
19.

On the Effect of Foreign Aid on Corruption

Economics Bulletin, 32(3), pp. 2174-2180. (2012)
Number of pages: 9 Posted: 10 Sep 2014 Last Revised: 01 Apr 2015
Working Paper Series
African Governance and Development Institute
Downloads 1,904
20.

Exchange Rates and Sovereign Risk

Number of pages: 121 Posted: 15 Nov 2013 Last Revised: 20 Apr 2021
Working Paper Series
Imperial College Business School, University of Cambridge - Judge Business School, Goethe University Frankfurt - Department of Finance and WU Vienna University of Economics and Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,901
21.

Relationship between Exports and Economic Growth of Pakistan

European Journal of Social Sciences, 32 (3), 453-460
Number of pages: 8 Posted: 28 Aug 2012 Last Revised: 23 Sep 2012
Accepted Paper Series
Iqra University, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 1,876
22.

Determinant of Balance of Trade: Case Study of Pakistan

European Journal of Scientific Research, Vol. 41, No. 1, pp. 13-20, 2010
Number of pages: 8 Posted: 13 Feb 2012
Accepted Paper Series
Federal Urdu University of Arts Science & Technology
Downloads 1,874
23.

Functional Forms for Tractable Economic Models and the Cost Structure of International Trade

Number of pages: 61 Posted: 26 Sep 2018 Last Revised: 26 Sep 2018
Working Paper Series
University of Tokyo - Graduate School of Economics and Microsoft Research
Downloads 1,870
24.

Globalization and Income Inequality Revisited

CESifo Working Paper Series No. 6859
Number of pages: 48 Posted: 20 Mar 2018
Working Paper Series
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, ifo Institute – Leibniz Institute for Economic Research at the University of Munich and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 1,822
25.

Are Cryptocurrencies Real Financial Bubbles? Evidence from Quantitative Analyses

A version of this paper was published in Risk, 26 January 2018
Number of pages: 14 Posted: 27 Dec 2017 Last Revised: 10 Sep 2018
Accepted Paper Series
Intesa Sanpaolo - Financial and Market Risk Management, Intesa Sanpaolo-Financial and Market Risk Management and Intesa Sanpaolo - Financial and Market Risk Management
Downloads 1,798
26.

Do Institutional Investors Stabilize Equity Markets in Crisis Periods? Evidence from COVID-19

Swiss Finance Institute Research Paper No. 20-56, European Corporate Governance Institute – Finance Working Paper No. 688/2020
Number of pages: 70 Posted: 27 Jul 2020 Last Revised: 06 May 2022
Working Paper Series
University of Virginia - Darden School of Business, University of Virginia - Darden School of Business, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,798
27.

Foreign Exchange Volume

Number of pages: 86 Posted: 23 Aug 2017 Last Revised: 04 Jun 2021
Working Paper Series
Bayes Business SchoolBayes Business School, University of Houston - C.T. Bauer College of Business, University of Toronto and University of Cambridge - Judge Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,760
28.

Trading volume and liquidity provision in cryptocurrency markets

Number of pages: 42 Posted: 13 Sep 2018 Last Revised: 19 Apr 2022
Working Paper Series
School of Economics and Finance, Queen Mary University of London, University of Warwick - Warwick Business SchoolWarwick Business School and Lancaster University Management School
Downloads 1,738
29.

Globalization and Pandemics: The Case of COVID-19

Number of pages: 9 Posted: 26 Mar 2020
Working Paper Series
Universidad de San Carlos de Guatemala and KUST
Downloads 1,707
30.

On the International Spillovers of US Quantitative Easing

DIW Berlin Discussion Paper No. 1304
Number of pages: 64 Posted: 10 Jun 2013
Working Paper Series
DIW Berlin, European Central Bank (ECB) and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 1,644
31.

An Analysis of Bitcoin Exchange Rates

Number of pages: 28 Posted: 10 Sep 2014 Last Revised: 04 May 2016
Working Paper Series
University of Houston, College of Liberal Arts & Social Sciences, Department of Economics, Students
Downloads 1,618
32.

Currency Factors

Management Science forthcoming
Number of pages: 47 Posted: 23 Aug 2017 Last Revised: 10 Jun 2021
Working Paper Series
Neoma Business School and Columbia University - Columbia Business School, Finance

Multiple version iconThere are 3 versions of this paper

Downloads 1,608
33.

The Effect of Aid on Growth: Evidence from a Quasi-Experiment

Number of pages: 60 Posted: 25 Feb 2014 Last Revised: 26 Mar 2015
Working Paper Series
University of Maryland - Department of Economics, World Bank - Development Research Group (DECRG), World Bank - Development Research Group (DECRG)World Bank - Development Research Group (DECRG) and Michigan State University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,587
34.

Exchange Rates and Asset Prices in a Global Demand System

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-91
Number of pages: 53 Posted: 18 Jun 2019 Last Revised: 02 Jun 2020
Working Paper Series
University of Chicago - Booth School of Business and Princeton University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,577
35.

Determinants of Islamic Banks Profitability in Malaysia

Number of pages: 11 Posted: 08 Jun 2013
Working Paper Series
Independent
Downloads 1,552
36.

Currency Value

Number of pages: 58 Posted: 06 Sep 2014 Last Revised: 27 Jun 2015
Working Paper Series
German Institute for Economic Research (DIW Berlin), University of Cambridge - Judge Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University

Multiple version iconThere are 2 versions of this paper

Downloads 1,549
37.

Panel Data Gravity Models of International Trade

CESifo Working Paper Series No. 4616
Number of pages: 58 Posted: 20 Feb 2014
Working Paper Series
Syracuse University, Ifo Institute for Economic Research - International Trade and Foreign Direct Investment and University of Innsbruck - Department of Economics
Downloads 1,525
38.

Intangible Asset Market Value Study?

les Nouvelles - Journal of the Licensing Executives Society, Volume LII No. 4, September 2017
Number of pages: 3 Posted: 06 Sep 2017
Accepted Paper Series
Ocean Tomo and Ocean Tomo
Downloads 1,468
39.

Bitcoin Market Microstructure

Number of pages: 25 Posted: 11 Apr 2017
Working Paper Series
University of Hohenheim
Downloads 1,461
40.

International Financial Integration of South-Mediterranean Economies: A Bird's-Eye View

Number of pages: 40 Posted: 26 Mar 2012
Working Paper Series
De Nederlandsche Bank and Birzeit University
Downloads 1,444
41.

How Does Corporate Investment Respond to Increased Entry Threat?

Number of pages: 59 Posted: 16 Mar 2012 Last Revised: 29 Oct 2015
Working Paper Series
Universita della Svizzera italiana (USI Lugano) and University of Bern
Downloads 1,416
42.

The Euro Debt Crisis and Germany’s Euro Trilemma

Levy Economics Institute, Working Papers Series
Number of pages: 43 Posted: 16 May 2012
Working Paper Series
Skidmore College - Department of Economics
Downloads 1,401
43.

Learning Before Trading: On the Inefficiency of Ignoring Free Information

Number of pages: 78 Posted: 25 Jan 2019 Last Revised: 01 Jul 2021
Working Paper Series
University of Chicago - Department of Economics, University of Toronto - Department of Economics and London School of Economics & Political Science (LSE) - Department of Economics
Downloads 1,383
44.

The Economic Impact of Entrepreneurship: Comparing International Datasets

Corporate Governance: An International Review,Forthcoming
Number of pages: 41 Posted: 09 May 2013 Last Revised: 06 Jan 2014
Accepted Paper Series
Florida Atlantic University, Florida Atlantic University - Finance and Odette School of Business - University of Windsor

Multiple version iconThere are 3 versions of this paper

Downloads 1,345
45.

Forward and Spot Exchange Rates in a Multi-Currency World

Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-02
Number of pages: 75 Posted: 02 Jun 2013 Last Revised: 03 Feb 2017
Working Paper Series
Boston University and International Monetary Fund

Multiple version iconThere are 3 versions of this paper

Downloads 1,340
46.

High-Frequency Jump Analysis of the Bitcoin Market

Swiss Finance Institute Research Paper No. 17-19
Number of pages: 30 Posted: 10 Jun 2017 Last Revised: 26 Jun 2017
Working Paper Series
Swiss Finance Institute - University of Geneva, University of Zurich and Ecole Polytechnique Fédérale de Lausanne
Downloads 1,317
47.

Covered Interest Parity Arbitrage

Review of Financial Studies (forthcoming)
Number of pages: 116 Posted: 05 Dec 2016 Last Revised: 11 Jan 2022
Accepted Paper Series
BI Norwegian Business School, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Norges Bank

Multiple version iconThere are 4 versions of this paper

Downloads 1,287
48.

Going Deep: The Trade and Welfare Effects of TTIP

CESifo Working Paper Series No. 5150
Number of pages: 87 Posted: 16 Jan 2015
Working Paper Series
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 1,275
49.

Efficiency in Islamic Banking During a Financial Crisis-An Empirical Analysis of Forty-Seven Banks

Journal of Applied Finance & Banking, vol.2, no.3, 2012, 163-197
Number of pages: 35 Posted: 16 Jun 2012 Last Revised: 18 Jun 2012
Accepted Paper Series
Bellevue University - College of Business
Downloads 1,220
50.

An Economic Analysis of Foreign Direct Investment in Retail Sector in India

Number of pages: 19 Posted: 28 Aug 2013
Working Paper Series
Independent
Downloads 1,213