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JEL Code: F47

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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: 15 Aug 2008
Accepted Paper Series
Queen's University - John Deutsch Institute for the Study of Economic Policy
Downloads 12,861
2.

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 2,325
3.

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 2,014
4.

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 1,537
5.

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 1,485
6.

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 1,286
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 1,233
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 1,113
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 1,090
10.

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 949
11.

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 943
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 938
13.

Leading Indicators of Currency Crises

IMF Working Paper No. 97/79
Number of pages: 43 Posted: 15 Feb 2006
Working Paper Series
George Washington University - Department of Economics, Independent and Peter G. Peterson Institute for International Economics

Multiple version iconThere are 2 versions of this paper

Downloads 867
14.

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 855
15.

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
Nazilli Faculty of Economics and Administrative Sciences
Downloads 834
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 831
17.

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 774
18.

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 762
19.

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 685
20.

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 673
21.

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 644
22.

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 600
23.

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 571
24.

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 558
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 530
26.

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 522
27.

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 499
28.

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 493
29.

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 487
30.

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 482
31.

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 475
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 465
33.

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 457
34.

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 437
35.

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 402
36.

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 368
37.

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 354
38.

The Euro-Dollar Exchange Rate: A Long Term Perspective

Number of pages: 29 Posted: 25 Mar 2008
Working Paper Series
Unigestion
Downloads 344
39.

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 341
40.

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
International Monetary Fund (IMF) and Observatoire Français des Conjonctures Economiques (OFCE)
Downloads 336
41.

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 331
42.

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 330
43.

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 314
44.

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 310
45.

A Survey of Issues Related to Capital Account Liberalization

Number of pages: 25 Posted: 20 Feb 2004
Working Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 300
46.

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 299
47.

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 295
48.

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 292
49.

Forecasting Inflation Using Commodity Price Aggregates

Number of pages: 48 Posted: 01 Oct 2011
Working Paper Series
University of Washington - Department of Economics, University of Washington - Institute for Economic Research and University of Washington - Department of Economics
Downloads 291
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 289