1.
Cryptocurrencies: A Brief Thematic Review
Number of pages: 38
Posted: 25 Aug 2017
Last Revised: 20 Jan 2022
Working Paper Series
UNSW Business School
Downloads
14,102
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 of London - Bayes 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
There are 3 versions of this paper
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
Downloads
12,573
The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
Number of pages: 34
Posted: 08 Jun 2013
Downloads
635
The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
Number of pages: 34
Posted: 16 May 2013
Downloads
343
Downloads
12,573
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
7,371
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
6,103
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
4,329
6.
An Empirical Analysis of the Relationship between GDP and Unemployment, Interest Rate and Government Spending
Number of pages: 10
Posted: 10 Jun 2013
Working Paper Series
Independent
Downloads
3,669
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
3,400
8.
Determinants of Foreign Direct Investment in Malaysia
Number of pages: 19
Posted: 08 Jun 2013
Working Paper Series
NAFISARA International College
Downloads
3,381
9.
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
3,352
10.
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
3,333
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
3,124
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
3,102
13.
COVID-19 Pandemic and World Trade: Some Analytical Notes
Number of pages: 35
Posted: 16 Apr 2020
Last Revised: 21 Jun 2022
Working Paper Series
University of Dhaka - Department of International Business
Downloads
2,817
14.
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
2,534
15.
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
2,514
16.
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
2,112
17.
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
2,044
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
1,974
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
1,928
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
There are 2 versions of this paper
Exchange Rates and Sovereign Risk
Number of pages: 121
Posted: 15 Nov 2013
Last Revised: 20 Apr 2021
Downloads
1,919
Exchange Rates and Sovereign Risk
CEPR Discussion Paper No. DP16058
Number of pages: 125
Posted: 14 May 2021
Downloads
1,919
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
1,908
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
1,905
23.
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
There are 2 versions of this paper
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
Downloads
1,900
Do Institutional Investors Stabilize Equity Markets in Crisis Periods? Evidence from Covid-19
CEPR Discussion Paper No. DP15070
Number of pages: 65
Posted: 28 Jul 2020
Last Revised: 27 May 2022
Downloads
3
Downloads
1,900
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
1,878
25.
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
1,874
26.
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
1,816
27.
Trading volume and liquidity provision in cryptocurrency markets
Number of pages: 42
Posted: 13 Sep 2018
Last Revised: 20 Jun 2022
Working Paper Series
School of Economics and Finance, Queen Mary University of London, Warwick Business School and Lancaster University Management School
Downloads
1,800
28.
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
There are 2 versions of this paper
Foreign Exchange Volume
Number of pages: 86
Posted: 23 Aug 2017
Last Revised: 04 Jun 2021
Downloads
1,782
Downloads
1
Downloads
1,782
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 - Facultad de Ciencias Economicas and KUST
Downloads
1,746
30.
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
There are 3 versions of this paper
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
Downloads
1,649
Exchange Rates and Asset Prices in a Global Demand System
NBER Working Paper No. w27342
Number of pages: 54
Posted: 09 Jun 2020
Last Revised: 18 Mar 2022
Downloads
18
Exchange Rates and Asset Prices in a Global Demand System
CEPR Discussion Paper No. DP14874
Number of pages: 56
Posted: 16 Jun 2020
Downloads
1,649
31.
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)
There are 2 versions of this paper
On the International Spillovers of US Quantitative Easing
DIW Berlin Discussion Paper No. 1304
Number of pages: 64
Posted: 10 Jun 2013
Downloads
1,647
On the International Spillovers of US Quantitative Easing
ECB Working Paper No. 1557
Number of pages: 64
Posted: 19 Jul 2013
Downloads
116
Downloads
1,647
32.
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
1,628
33.
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
There are 3 versions of this paper
Currency Factors
Management Science forthcoming
Number of pages: 47
Posted: 23 Aug 2017
Last Revised: 10 Jun 2021
Downloads
1,622
Currency Factors
NBER Working Paper No. w25449
Number of pages: 59
Posted: 15 Jan 2019
Last Revised: 24 Jun 2022
Downloads
26
Downloads
1,622
34.
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
There are 3 versions of this paper
The Effect of Aid on Growth: Evidence from a Quasi-Experiment
Number of pages: 60
Posted: 25 Feb 2014
Last Revised: 26 Mar 2015
Downloads
1,588
The Effect of Aid on Growth: Evidence from a Quasi-Experiment
World Bank Policy Research Working Paper No. 6865
Number of pages: 55
Posted: 20 Apr 2016
Downloads
104
The Effect of Aid on Growth: Evidence from a Quasi-Experiment
NBER Working Paper No. w22164
Number of pages: 68
Posted: 11 Apr 2016
Last Revised: 23 Jan 2022
Downloads
21
Downloads
1,588
35.
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
There are 2 versions of this paper
Downloads
1,581
36.
Determinants of Islamic Banks Profitability in Malaysia
Number of pages: 11
Posted: 08 Jun 2013
Working Paper Series
Independent
Downloads
1,568
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
1,543
38.
Bitcoin Market Microstructure
Number of pages: 25
Posted: 11 Apr 2017
Working Paper Series
University of Hohenheim
Downloads
1,479
39.
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
1,475
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
1,450
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
1,421
42.
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
1,413
43.
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
1,405
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
There are 3 versions of this paper
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
Downloads
1,345
The Economic Impact of Entrepreneurship: Comparing International Datasets
Corporate Governance: An International Review, Forthcoming
Number of pages: 41
Posted: 04 Jan 2014
Downloads
68
The Economic Impact of Entrepreneurship: Comparing International Datasets
Corporate Governance: An International Review, Vol. 22, Issue 2, pp. 162-178, 2014
Number of pages: 17
Posted: 08 Mar 2014
Downloads
3
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
There are 3 versions of this paper
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
Downloads
1,340
Forward and Spot Exchange Rates in a Multi-Currency World
NBER Working Paper No. w20294
Number of pages: 86
Posted: 24 Jul 2014
Last Revised: 15 Jun 2022
Downloads
20
Forward and Spot Exchange Rates in a Multi-Currency World
CEPR Discussion Paper No. DP10060
Number of pages: 89
Posted: 25 Sep 2014
Last Revised: 22 Oct 2018
Downloads
1,340
46.
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
There are 4 versions of this paper
Covered Interest Parity Arbitrage
Review of Financial Studies (forthcoming)
Number of pages: 116
Posted: 05 Dec 2016
Last Revised: 11 Jan 2022
Downloads
1,327
Segmented Money Markets and Covered Interest Parity Arbitrage
Norges Bank Working Paper 15/17; ISBN: 978-82-7553-995-1
Number of pages: 75
Posted: 24 Oct 2017
Downloads
213
Segmented Money Markets and Covered Interest Parity Arbitrage
BIS Working Paper No. 651
Number of pages: 81
Posted: 12 Jul 2017
Downloads
90
Covered Interest Parity Arbitrage
CEPR Discussion Paper No. DP13637
Number of pages: 105
Posted: 01 Apr 2019
Downloads
4
Downloads
1,327
47.
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
1,319
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
1,280
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
1,228
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
1,214
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