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Econometric Modeling: International Financial Markets - Foreign Exchange eJournal
84,176 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 810
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1 2 3 4 ... 17 | Next >
   

Incl. Electronic Paper Systematic Managed Floating
HKS Working Paper No. RWP17-025
Jeffrey A. Frankel
Harvard University - Harvard Kennedy School (HKS)
Date Posted: June 27, 2017
Working Paper Series
2 downloads

Examining the Relationship between Euro/TL, USD/TL and Equity Indexes: An Empirical Study on Borsa İstanbul (Euro ve ABD Doları Kurları ile Pay Senedi Endeksleri Arasındaki İlişkinin İncelenmesi: Borsa İstanbul Verileri Üzerine Ampirik Bir Çalışma)
Ayben Koy and Hicabi Ersoy
affiliation not provided to SSRN and Istanbul Commerce University
Date Posted: June 26, 2017
Last Revised: June 28, 2017
Working Paper Series

Incl. Electronic Paper Exchange Rates’ Effect on Spot and Futures Equity Index Markets: A Study on Borsa Istanbul
International Journal of Commerce and Finance, Vol. 2, Issue 2, 2016, 13-25
Ayben Koy and Ihsan Ersan
affiliation not provided to SSRN and Istanbul University - Faculty of Business Management
Date Posted: June 26, 2017
Accepted Paper Series
1 downloads

Incl. Electronic Paper Bitcoin Average Dormancy: A Measure of Turnover and Trading Activity
Reginald Smith
Supreme Vinegar LLC
Date Posted: June 26, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Renminbi Internationalisation: Precedents and Implications
Journal of Chinese Economic and Business Studies, Vol. 11, No 2, pp. 81-100, 2013
Damian Tobin
University of London, SOAS, Department of Financial and Management Studies
Date Posted: June 23, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper The 'New Normal' of the Swiss Balance of Payments in a Global Perspective: Central Bank Intervention, Global Imbalances and the Rise of Sovereign Wealth Funds
Swiss Finance Institute Research Paper No. 17-22
Richard Senner and Didier Sornette
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and Swiss Finance Institute
Date Posted: June 23, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper Order Flows, Differential Risk Premiums, and the UIP Puzzle
Rita Biswas, Louis R. Piccotti and Ben Z. Schreiber
University at Albany - SUNY, SUNY at Albany - School of Business and Bank of Israel
Date Posted: June 22, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Testing Exchange Rate Models in a Small Open Economy: An SVR Approach
P. Gogas, T. Papadimitriou and V. Plakandaras, "Testing Exchange Rate Models in a Small Open Economy: an SVR Approach", Bulletin of Applied Economics, 2016, 3(2), 9-29, December 15, 2016
Theophilos Papadimitriou, Periklis Gogas and Vasilios Plakandaras
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Date Posted: June 22, 2017
Accepted Paper Series
4 downloads

Incl. Electronic Paper Braving Bitcoin: A Technology Acceptance Model Analysis
Journal of Information Technology Case and Application Research, Volume 18, Issue 4, p. 220-249, 2016 DOI:10.1080/15228053.2016.1275242
Daniel Folkinshteyn and Mark M Lennon
Rowan University - Accounting & Finance and Pennsylvania State University
Date Posted: June 22, 2017
Accepted Paper Series
12 downloads

Incl. Electronic Paper International Financial Market Integration, Asset Compositions, and the Falling Exchange Rate Pass-Through
CESifo Working Paper Series No. 6483
Almira Enders, Zeno Enders and Mathias Hoffmann
Deutsche Bundesbank, University of Heidelberg and Deutsche Bundesbank
Date Posted: June 19, 2017
Working Paper Series
7 downloads

Incl. Fee Electronic Paper A Tie that Binds: Revisiting the Trilemma in Emerging Market Economies
CEPR Discussion Paper No. DP12093
Maurice Obstfeld, Jonathan D. Ostry and Mahvash Saeed Qureshi
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Date Posted: June 19, 2017
Working Paper Series

Incl. Electronic Paper Balance Sheet Effects, Foreign Reserves and Public Policies
Journal of International Money and Finance, Vol. 59, 2015, European Stability Mechanism Working Paper No. 3
Gong Cheng
European Stability Mechanism
Date Posted: June 16, 2017
Accepted Paper Series
3 downloads

Incl. Electronic Paper Currency Co-Movements in Asia-Pacific: The Regional Role of the Renminbi
BOFIT Discussion Paper No. 10/2017
Daniela Marconi
Bank of Italy
Date Posted: June 16, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Effects of Volatility of the Exchange Rate on Volatility of Inflation: Expectations and Growth Prospects in Mexico (2002-2014)
Ensayos Revista de Economía. Vol. XXXIV, num. 2 pp. 63-78,
Guillermo Benavides, Isela Elizabeth Téllez-León and Francisco Venegas-Martinez
Banco de Mexico, Instituto Politécnico Nacional (México) and Instituto Politécnico Nacional
Date Posted: June 16, 2017
Accepted Paper Series
2 downloads

Incl. Electronic Paper Internal Devaluations and Equilibrium Exchange Rates: New Evidences and Perspectives for the EMU
3rd International Workshop on Financial Markets and Nonlinear Dynamics
Jamel Saadaoui
University of Strasbourg
Date Posted: June 15, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper High-Frequency Jump Analysis of the Bitcoin Market
Swiss Finance Institute Research Paper No. 17-19
O. Scaillet, Adrien Treccani and Christopher Trevisan
University of Geneva GSEM and GFRI, University of Zurich and Ecole Polytechnique Fédérale de Lausanne
Date Posted: June 10, 2017
Last Revised: June 26, 2017
Working Paper Series
90 downloads

Incl. Electronic Paper The Currency Union Effect: A PPML Re-Assessment with High-Dimensional Fixed Effects
CESifo Working Paper Series No. 6464
Mario Larch, Joschka Wanner, Yoto Yotov and Thomas Zylkin
University of Bayreuth - Faculty of Law, Business and Economics, University of Bayreuth, Drexel University - Department of Economics & International Business and National University of Singapore (NUS), Department of Economics
Date Posted: June 10, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper A Correlation Analysis of Order Aggressiveness
Cumhur Ekinci
Istanbul Technical University
Date Posted: June 09, 2017
Working Paper Series
59 downloads

Incl. Electronic Paper Ultra-High-Frequency Pairs Trading in Gold ETFs
Thong Dao, Frank McGroarty and Andrew Urquhart
University of Southampton - Business School, University of Southampton - School of Management and Southampton Business School
Date Posted: June 07, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper The Fix Wasn't Fixed, or the Fix Wasn't Broken: A Regime Switching Model of FX Market Manipulation
Timo van der Linden
University of Greenwich
Date Posted: June 06, 2017
Working Paper Series
11 downloads

Incl. Fee Electronic Paper Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model
Economica, Vol. 84, Issue 335, pp. 516-540, 2017
Bianca De Paoli and Jens Sondergaard
Federal Reserve Bank of New York and Capital Group International, Inc. - London Office
Date Posted: June 06, 2017
Accepted Paper Series

Incl. Electronic Paper The Special FX Market
Louis Raffestin
University of Orleans - Laboratoire d'économie d'Orléans
Date Posted: June 05, 2017
Last Revised: June 21, 2017
Working Paper Series
22 downloads

Incl. Electronic Paper Order Flow, Volatility and Fuzzy Logic: Technical Analyses for Currency Trading
Vincent Kleinbrod and Xiaoming Li
Massey University, College of Business, School of Economics and Finance, Students and Massey University - School of Economics and Finance (Albany)
Date Posted: June 04, 2017
Working Paper Series
95 downloads

Incl. Electronic Paper Time-Frequency Linkages and Co-Movements between the Euro and European Stock Market: A Continuous Wavelet Analysis
Timotheos Paraskevopoulos and Peter N. Posch
Technical University of Dortmund and University of Dortmund - Faculty of Business, Economics and Social Sciences
Date Posted: June 03, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Asymmetric Arbitrage Trading on Offshore and Onshore Renminbi Markets
Bundesbank Discussion Paper No. 13/2017
Sercan Eraslan
Deutsche Bundesbank
Date Posted: June 02, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper Relationship between Exchange Rate and Sovereign Bon Yield - An Empirical Analysis
Velmurugan Palaniyappa Shanmugam and Raghavendra R. H. Raghu
Pondicherry University - Department of Commerce and Pondicherry University - School of Management
Date Posted: June 01, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Uncovered Equity Parity and Rebalancing in International Portfolios
FRB International Finance Discussion Paper No. 1103
Stephanie E. Curcuru, Charles P. Thomas, Francis E. Warnock and Jon Wongswan
Federal Reserve Board, Federal Reserve Board, University of Virginia - Darden Business School and Phatra Securities
Date Posted: May 31, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Local Currency Sovereign Risk
FRB International Finance Discussion Paper No. 1094
Wenxin Du and Jesse Schreger
Federal Reserve Board and Harvard Business School
Date Posted: May 30, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Variance Risk Premiums and the Forward Premium Puzzle
FRB International Finance Discussion Paper No. 1068
Juan M. Londono and Hao Zhou
Federal Reserve Board of Governors and Tsinghua University - PBC School of Finance
Date Posted: May 30, 2017
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Nonlinear Autoregressive Distributed Lag Approach and Bilateral J‐Curve: India versus Her Trading Partners
Contemporary Economic Policy, Vol. 35, Issue 3, pp. 472-483, 2017
Mohsen Bahmani‐Oskooee and Sujata Saha
University of Wisconsin - Milwaukee - Center for Research on International Economics and University of Wisconsin - Milwaukee
Date Posted: May 30, 2017
Accepted Paper Series

Incl. Fee Electronic Paper Fix or Float
Darden Case No. UVA-F-1746
Francis E. Warnock
University of Virginia - Darden Business School
Date Posted: May 30, 2017
Working Paper Series

Incl. Electronic Paper Interdealer Information in an Augmented Taylor Rule - A New Hybrid Approach to Analyze Exchange Rates
Ingomar Krohn and Michael Moore
University of Warwick - Finance Group and University of Warwick - Warwick Business School
Date Posted: May 26, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Relationships between Financial Markets in Ghana – An Autoregressive Distributed Lag Model
Journal of Excellence, Leadership, & Stewardship Vol. 6 No. 2, p. 16–29, Forthcoming,
George Tweneboah and Augustine K. Yeboah
Ghana Baptist University College and Ghana Baptist University College
Date Posted: May 26, 2017
Accepted Paper Series
3 downloads

Exchange Rate Dynamics in Anticipation of Time-Contingent Regime Switching: Modelling the Effects of a Possible Delay
Journal of International Money and Finance, Vol. 20, 2001
Bernd Wilfling and Wolfgang Maennig
Westfälische Wilhelms-Universität and Universität Hamburg, Faculty of Business, Economics and Social Sciences
Date Posted: May 25, 2017
Accepted Paper Series

Sterilization Policies in the EMS Countries. An Empirical Analysis
Economics Letters, Vol. 25, No. 3, 1987
Pablo Gasos and Wolfgang Maennig
Independent and Universität Hamburg, Faculty of Business, Economics and Social Sciences
Date Posted: May 25, 2017
Accepted Paper Series

Incl. Electronic Paper Currency Black Markets and Historical Turning Points: ‘Free’ Sterling in New York and Switzerland in the 1940s
Garrick Hileman
Cambridge Centre for Alternative Finance, Judge Business School
Date Posted: May 25, 2017
Last Revised: May 26, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper The Renminbi Central Parity: An Empirical Investigation
BOFIT Discussion Paper No. 7/2017
Yin-Wong Cheung, C. H. Hui and Andrew Tsang
City University of Hong Kong - Department of Economics & Finance, Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority
Date Posted: May 24, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Foreign Exchange Market Efficiency: Different Tales from Developed and Developing Markets during the Recent Financial Crisis
Ehab Abdel-Tawab Yamani
Jackson State University - Economics and Finance
Date Posted: May 24, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets
DIW Berlin Discussion Paper No. 1668
Guglielmo Maria Caporale, Luis A. Gil-Alana and Kefei You
Brunel University - Centre for Empirical Finance, University of Navarra - Department of Economics and University of Greenwich
Date Posted: May 22, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Still on China's Exchange Regime: The Euro and its Role as an Anchor Currency
Asian Journal of Finance & Accounting ISSN 1946-052X 2012, Vol. 4, No. 1
Marco Mele Sr. and Paola Allegra Baistrocchi
Luspio University - School of Political Sciences and Independent
Date Posted: May 20, 2017
Accepted Paper Series
3 downloads

Incl. Electronic Paper Is Money Going Digital? - A Brief Note About the Current Hype
Daniel Gersten Reiss
Central Bank of Brazil
Date Posted: May 20, 2017
Working Paper Series
40 downloads

Incl. Electronic Paper Local Currency Systemic Risk
Nicola Borri
LUISS University - Department of Economics and Finance
Date Posted: May 19, 2017
Last Revised: May 30, 2017
Working Paper Series
41 downloads

Incl. Electronic Paper International Reserves, Credit Constraints, and Systemic Sudden Stops
FRB International Finance Discussion Paper No. 1205
Samer F. Shousha
Board of Governors of the Federal Reserve System
Date Posted: May 18, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Валутният пазар – глобални и национални тенденции (2007 – 2016 г.) (Currency Market - Global and National Trends (2007 - 2016).)
Zahariev, A. (2017). Currency market - global and national trends (2007-2016). Contemporary Challenges to Financial Science in a Changing Europe: International Scientific Practical Conference: Proceedings - Svishtov, 7-8 April 2017 ISBN: 978-954-23-1239-0, pp. 404-409.
Andrey Zahariev
D. A. Tsenov Academy of Economics
Date Posted: May 17, 2017
Accepted Paper Series
4 downloads

Incl. Fee Electronic Paper The Distributional Consequences of Large Devaluations
CEPR Discussion Paper No. DP12035
Javier Cravino and Andrei A. Levchenko
University of Michigan and University of Michigan - Department of Economics
Date Posted: May 15, 2017
Working Paper Series

Incl. Electronic Paper Dynamic Properties of the Bitcoin and the US Market
Stavros Stavroyiannis and Vassilios Babalos
Technological Educational Institute of Peloponnese - Department of Accounting and Finance and Department of Accounting & Finance, Technological Educational Institute of Peloponnese
Date Posted: May 13, 2017
Working Paper Series
60 downloads

Incl. Electronic Paper Nonlinear Causality between Exchange Rate and Trade: Empirical Evidence from Korea
Journal of International Trade & Commerce, Vol.12, No.1, pp.105-118
Jeong-Seok Song and Jae-Hwa Lee
Chung-Ang University and Dongguk University
Date Posted: May 11, 2017
Accepted Paper Series
1 downloads

Incl. Electronic Paper Exchange Rate Regime and External Adjustment: An Empirical Investigation for the U.S.
Banco de Espana Working Paper No. 1717
Alberto Fuertes
Banco de España
Date Posted: May 05, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Crowding Out in a Dual Currency Regime? Digital versus Fiat Currency
Bank of Korea WP 2017-13
KiHoon Jimmy Hong, Kyounghoon Park and Jongmin Yu
Hongik University, Bank of Korea - Economic Research Institute and Hongik University - Department of Economics
Date Posted: May 04, 2017
Working Paper Series
33 downloads

Incl. Electronic Paper Corruption, Carry Trades, and the Cross Section of Currency Returns
Klaus Grobys and Jari-Pekka Heinonen
University of Vaasa and University of Vaasa - Department of Accounting and Finance
Date Posted: May 02, 2017
Last Revised: May 15, 2017
Working Paper Series
33 downloads


 

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