Search Results
Econometric Modeling: International Economics eJournal

347,523 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Viewing: 1 - 50 of 5,938 papers

1.

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 10,967
2.

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 4,306
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 4,274
4.

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 2,741
5.

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 2,548
6.

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 2,404
7.

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
University of Navarra - IESE Business School, University of Navarra, IESE Business School and University of Navarra - University of Navarra, Students
Downloads 2,057
8.
Downloads 1,767
9.

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 New York City
Downloads 1,672
10.

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 1,604
11.

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 3 versions of this paper

Downloads 1,581
12.

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) and Michigan State University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,514
13.

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 1,429
14.

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
University of Lugano and University of Bern
Downloads 1,297
15.

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 1,279
16.

Exchange Rates and Sovereign Risk

Number of pages: 85 Posted: 15 Nov 2013 Last Revised: 10 Aug 2018
Working Paper Series
Imperial College Business School, City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and WU Vienna University of Economics and Business
Downloads 1,270
17.

Determinants of Islamic Banks Profitability in Malaysia

Number of pages: 11 Posted: 08 Jun 2013
Working Paper Series
Independent
Downloads 1,246
18.

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 1,223
19.

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 1,223
20.

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
University of Chicago - Booth School of Business and International Monetary Fund

Multiple version iconThere are 3 versions of this paper

Downloads 1,208
21.

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 1,194
22.

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 1,138
23.

Global Crises and Equity Market Contagion

Number of pages: 56 Posted: 03 Jun 2011 Last Revised: 26 Jul 2012
Working Paper Series
Columbia Business School - Finance and Economics, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)

Multiple version iconThere are 6 versions of this paper

Downloads 1,129
24.

The Home Bias in Sovereign Ratings

University of Heidelberg Department of Economics Discussion Paper Series No. 552
Number of pages: 55 Posted: 22 Dec 2013
Working Paper Series
Helmut Schmidt University Hamburg and University of Zurich - Chair of Political Economy

Multiple version iconThere are 3 versions of this paper

Downloads 1,128
25.

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 1,121
26.

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
University of Geneva GSEM and GFRI, University of Zurich and Ecole Polytechnique Fédérale de Lausanne
Downloads 1,105
27.

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 1,086
28.

The Impact of Coffee Market Reforms on Producer Prices and Price Transmission

World Bank Policy Research Working Paper No. 3358
Number of pages: 39 Posted: 20 Apr 2016
Working Paper Series
United Nations Commission for Latin America and the Caribbean
Downloads 1,081
29.

Stock Market Liberalization and Innovation

Number of pages: 58 Posted: 02 Mar 2014 Last Revised: 19 Apr 2018
Working 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 1,058
30.

Determinants of Foreign Direct Investment in Malaysia

Number of pages: 19 Posted: 08 Jun 2013
Working Paper Series
NAFISARA International College
Downloads 1,049
31.

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 - Maxwell School of Citizenship and Public Affairs, Ifo Institute for Economic Research - International Trade and Foreign Direct Investment and University of Innsbruck - Department of Economics
Downloads 1,034
32.

RMB Internationalization: Onshore/Offshore Links

IMF Working Paper No. 12/133
Number of pages: 38 Posted: 09 Aug 2012
Working Paper Series
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 1,028
33.

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), City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department

Multiple version iconThere are 2 versions of this paper

Downloads 1,008
34.

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 994
35.

Currency Factors

Columbia Business School Research Paper No. 17-88
Number of pages: 58 Posted: 23 Aug 2017 Last Revised: 08 Feb 2019
Working Paper Series
Neoma Business School and Columbia Business School - Finance and Economics

Multiple version iconThere are 3 versions of this paper

Downloads 989
36.

The Impact of TTIP: The Underlying Economic Model and Comparisons

CEPS Special Reports, 2014
Number of pages: 76 Posted: 16 Oct 2014
Accepted Paper Series
Centre for European Policy Studies, CPB Netherlands Bureau of Economic Policy Analysis, Centre for European Policy Studies (CEPS), Centre for European Policy Studies (CEPS) and Universidad Carlos III de Madrid
Downloads 919
37.

Political Risk Spreads

Columbia Business School Research Paper No. 13-91
Number of pages: 51 Posted: 30 Nov 2013 Last Revised: 06 Aug 2014
Working Paper Series
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 906
38.

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 876
39.

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 865
40.

Bitcoin Market Microstructure

Number of pages: 25 Posted: 11 Apr 2017
Working Paper Series
University of Tuebingen - Department of Statistics and Econometrics
Downloads 861
41.

Foreign Exchange Volume

Number of pages: 66 Posted: 23 Aug 2017 Last Revised: 18 Apr 2019
Working Paper Series
University of Melbourne - Department of Finance, University of Melbourne and City University London - Sir John Cass Business School
Downloads 818
42.

Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach

Review of Financial Studies, 2012, Vol. 25, No. 12, pp. 3711-3751.
Number of pages: 53 Posted: 24 May 2012 Last Revised: 20 Jan 2013
Accepted Paper Series
University of Toronto - Rotman School of Management, McGill University - Desautels Faculty of Management, University of Houston - C.T. Bauer College of Business and HEC Paris - Finance Department
Downloads 814
43.

Foreign Exchange Rate Volatility of Indian Rupee/ US Dollar

XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Number of pages: 13 Posted: 02 May 2013
Working Paper Series
Pondicherry University - Department of Commerce and Pondicherry University - Department of Commerce
Downloads 812
44.

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 787
45.

Currency Value

Number of pages: 58 Posted: 22 Jun 2013 Last Revised: 27 Jun 2015
Working Paper Series
German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department

Multiple version iconThere are 2 versions of this paper

Downloads 779
46.

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 777
47.

Evolution of Bitcoin - Volatility Comparisons with Least Developed Countries’ Currencies

Number of pages: 22 Posted: 13 Oct 2017
Working Paper Series
Independent
Downloads 755
48.

The Effect of Mandatory IFRS Adoption on Real and Accrual-Based Earnings Management Activities

Journal of Accounting and Public Policy (JAPP), Volume 33, Issue 6, Nov.–Dec. 2014, pages 551–572,
Number of pages: 46 Posted: 17 Oct 2013 Last Revised: 03 Dec 2014
Accepted Paper Series
University of Lausanne, HEC
Downloads 751
49.

Stochastic Flow Diagrams Add Topology to the Econometric Toolkit

Number of pages: 45 Posted: 20 Jan 2014 Last Revised: 05 Jul 2015
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 749
50.

Determinant of Volatility Natural Rubber Price

Number of pages: 11 Posted: 10 Jun 2013
Working Paper Series
Independent
Downloads 738