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JEL Code: F31

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Viewing: 1,181 - 1,230 of 4,525 papers

1181.

A Multifractal Model of Asset Returns

Cowles Foundation Discussion Paper No. 1164, Sauder School of Business Working Paper
Number of pages: 33 Posted: 21 Apr 1998
Working Paper Series
Yale University - International Center for Finance, University of British Columbia (UBC) - Sauder School of Business and EDHEC Business School - Department of Economics & Finance
Downloads 7,559
1182.

Common Risk Factors in Currency Markets

Review of Financial Studies ( 2011), 24(11), .
Number of pages: 74 Posted: 01 Jun 2008 Last Revised: 27 Aug 2012
Accepted Paper Series
Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 6,338
1183.

An Impressionistic View of the 'Real' Price of Gold Around the World

Number of pages: 29 Posted: 19 Sep 2012 Last Revised: 20 Sep 2012
Working Paper Series
TR and Duke University - Fuqua School of Business
Downloads 3,696
1184.

Hayek Money: The Cryptocurrency Price Stability Solution

Number of pages: 51 Posted: 17 Apr 2014 Last Revised: 23 Aug 2016
Working Paper Series
Milan Bicocca University - Department of Statistics and Quantitative Methods
Downloads 3,635
1185.

What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?

Journal of Financial Economics (JFE), Vol. 105, No. 3, 2012, AFA 2010 Atlanta Meetings Paper
Number of pages: 46 Posted: 22 Mar 2009 Last Revised: 24 Jun 2012
Accepted Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 3,543
1186.

FX Market Behavior and Valuation

Number of pages: 41 Posted: 12 Jan 2007
Working Paper Series
Bloomberg L.P.
Downloads 3,233
1187.

Currency Momentum Strategies

Number of pages: 86 Posted: 21 Apr 2011 Last Revised: 07 Nov 2011
Working Paper Series
German Institute for Economic Research (DIW Berlin), City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and Bank for International Settlements (BIS) - Monetary and Economic Department

Multiple version iconThere are 3 versions of this paper

Downloads 3,219
1188.

Do Momentum Based Strategies Still Work in Foreign Currency Markets?

Number of pages: 57 Posted: 01 Jun 2001
Working Paper Series
UNSW Australia Business School, School of Banking and Finance and Coda Asset Management
Downloads 3,037
1189.

Managing Foreign Exchange Risk With Derivatives

Number of pages: 59 Posted: 27 Nov 2000
Case and Teaching Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 2,907
1190.

Firmwide Risk Management of Foreign Exchange Exposure by U.S. Multinational Corporations

Number of pages: 40 Posted: 11 Jan 2001
Working Paper Series
Oklahoma State University - Stillwater - Department of Finance, University of South Florida and Oklahoma State University - Stillwater - Department of Finance
Downloads 2,847
1191.

Crash-Neutral Currency Carry Trades

AFA 2010 Atlanta Meetings Paper
Number of pages: 51 Posted: 14 Sep 2008 Last Revised: 07 Oct 2013
Working Paper Series
University of Pennsylvania - Finance Department
Downloads 2,761
1192.

Multifractality of Deutschemark / US Dollar Exchange Rates

Cowles Foundation Discussion Paper No. 1166, Sauder School of Business Working Paper
Number of pages: 40 Posted: 21 Apr 1998
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business, EDHEC Business School - Department of Economics & Finance and Yale University - International Center for Finance
Downloads 2,650
1193.

International Portfolio Investment: Theory, Evidence, and Institutional Framework

Number of pages: 124 Posted: 16 Jul 2001
Working Paper Series
Warwick Business School - Department of Finance and Stephen M. Ross School of Business at the University of Michigan

Multiple version iconThere are 2 versions of this paper

Downloads 2,610
1194.

Economic Aspects of Bitcoin and Other Decentralized Public-Ledger Currency Platforms

University of Chicago Coase-Sandor Institute for Law & Economics Research Paper No. 685
Number of pages: 27 Posted: 14 Apr 2014 Last Revised: 17 May 2014
Working Paper Series
Global Economics Group
Downloads 2,496
1195.

Yield Curve Predictors of Foreign Exchange Returns

AFA 2011 Denver Meetings Paper
Number of pages: 47 Posted: 25 Jan 2010 Last Revised: 15 Jun 2011
Working Paper Series
BlackRock, Inc and University of California, Davis - Graduate School of Management
Downloads 2,453
1196.

Fiscal Deficits and Currency Crises

CEIS Tor Vergata - Research Paper Series No. 15
Number of pages: 37 Posted: 08 May 2003
Working Paper Series
University of Rome, Tor Vergata - Faculty of Economics and University of Rome, Tor Vergata - Department of Economics and Law
Downloads 2,425
1197.

A Simple Long Memory Model of Realized Volatility

Number of pages: 27 Posted: 07 Dec 2004
Working Paper Series
Ca' Foscari University of Venice
Downloads 2,343
1198.

Deviations from Covered Interest Rate Parity

Number of pages: 84 Posted: 25 Apr 2016 Last Revised: 06 May 2017
Working Paper Series
Federal Reserve Board, Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 2,296
1199.

Speculative Capital and Currency Carry Trades

Number of pages: 51 Posted: 18 Apr 2008 Last Revised: 27 Mar 2011
Working Paper Series
Aalto University and Aalto University School of Business
Downloads 2,260
1200.

Determinants of Exchange Rate in India

Number of pages: 20 Posted: 22 Jul 2008 Last Revised: 25 Jul 2008
Working Paper Series
H. L. Institute of Commerce
Downloads 2,223
1201.

Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms

IMF Working Paper No. 06/255
Number of pages: 22 Posted: 27 Nov 2006
Working Paper Series
International Monetary Fund (IMF)
Downloads 2,210
1202.

Support for Resistance: Technical Analysis and Intraday Exchange Rates

Economic Policy Review, Vol. 6, No. 2, July 2000
Number of pages: 16 Posted: 07 Mar 2006
Accepted Paper Series
Brandeis University - International Business School
Downloads 2,206
1203.

Adjusting China's Exchange Rate Policies

Institute for International Economics Working Paper No. 04-1
Number of pages: 54 Posted: 25 Aug 2004
Working Paper Series
Peter G. Peterson Institute for International Economics
Downloads 2,128
1204.

Crash Risk in Currency Markets

NYU Working Paper No. FIN-09-007
Number of pages: 68 Posted: 07 May 2009 Last Revised: 13 Mar 2015
Working Paper Series
Harvard University - Department of Economics, Harvard University - Institute for Quantitative Social Sciences, Harvard University - Department of Economics, Paris School of Economics (PSE) and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 2,083
1205.

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 2,025
1206.

Option-Implied Probability Distributions and Currency Excess Returns

FRB of New York Staff Report No. 32
Number of pages: 61 Posted: 09 Nov 2006
Working Paper Series
The RiskMetrics Group
Downloads 1,974
1207.

Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

Journal of Finance, 2013, Vol. 68, No. 5, pp. 1805-1841
Number of pages: 69 Posted: 14 Aug 2009 Last Revised: 13 Oct 2013
Accepted Paper Series
University of Lugano - Institute of Finance, University of St. Gallen and VU University Amsterdam - Faculty of Economics and Business Administration
Downloads 1,924
1208.

Bubbles and Crashes in a Behavioural Finance Model

CESifo Working Paper Series No. 1194, Riksbank Working Paper No. 164/Riksbank Research Paper Series No. 7
Number of pages: 45 Posted: 01 Jun 2004
Working Paper Series
London School of Economics & Political Science (LSE) and Monetary Policy Division Sveriges Riksbank
Downloads 1,905
1209.

Mercado de Divisas (Foreign Exchange Market)

Number of pages: 38 Posted: 18 Aug 2013 Last Revised: 22 Jul 2016
Working Paper Series
Universidad Complutense de Madrid
Downloads 1,893
1210.

Derivatives and Global Capital Flows: Applications to Asia

Levy Economics Institute Working Paper No. 246
Number of pages: 25 Posted: 07 Sep 1998
Working Paper Series
Bard College - The Levy Economics Institute
Downloads 1,799
1211.

The Share of Systematic Variation in Bilateral Exchange Rates

Journal of Finance, Forthcoming
Number of pages: 54 Posted: 19 Sep 2011 Last Revised: 30 Oct 2015
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,795
1212.

Beyond the Carry Trade: Optimal Currency Portfolios

Journal of Financial and Quantitative Analysis (JFQA), Vol. 50, No. 5, 2015
Number of pages: 43 Posted: 18 Apr 2012 Last Revised: 01 May 2016
Accepted Paper Series
UNSW Australia Business School, School of Banking and Finance and New University of Lisbon - Nova School of Business and Economics
Downloads 1,761
1213.

Currency Hedging and Corporate Governance: A Cross-Country Analysis

FEDS Discussion Paper No. 858, Indiana University Working Paper
Number of pages: 47 Posted: 28 May 2003 Last Revised: 25 Aug 2015
Working Paper Series
University of Georgia - Department of Banking and Finance
Downloads 1,750
1214.

Estimating and Interpreting Forward Interest Rates: Sweden 1992-1994

IMF Working Paper No. 94/114
Number of pages: 76 Posted: 15 Feb 2006
Working Paper Series
Stockholm School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,746
1215.

An Empirical Study of Forex Risk Management Strategies

Indian Journal of Finance, Vol. II, No. 8, December 2008
Number of pages: 14 Posted: 18 Jan 2009
Accepted Paper Series
Alliance University - School of Business, Indusind Bank Limited - Risk Management, Fiserv India and affiliation not provided to SSRN
Downloads 1,722
1216.

Countercyclical Currency Risk Premia

Journal of Financial Economics (JFE), Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 58 Posted: 26 Jan 2010 Last Revised: 07 Nov 2014
Accepted Paper Series
Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,638
1217.

Risks for the Long-Run and the Real Exchange Rate

Journal of Political Economy, Vol. 119, No. 1, 2011
Number of pages: 34 Posted: 14 Mar 2008 Last Revised: 03 Oct 2012
Accepted Paper Series
University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 1,578
1218.

Technical Analysis in the Foreign Exchange Market

Federal Reserve Bank of St. Louis Working Paper No. 2011-001B
Number of pages: 41 Posted: 05 Jan 2011 Last Revised: 26 Jul 2011
Working Paper Series
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance
Downloads 1,557
1219.

Volatility Risk Premia and Exchange Rate Predictability

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 71 Posted: 16 Mar 2013 Last Revised: 01 Jun 2015
Accepted Paper Series
Imperial College London, Imperial College London and City University London - Sir John Cass Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,550
1220.

Hedging Currency Risk: Does it Have to Be So Complicated?

Number of pages: 36 Posted: 28 Feb 2003
Working Paper Series
Pictet Stategic Advisory Group, Bank Von Graffenried AG and Rochester-Bern Executive Programs
Downloads 1,547
1221.

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 1,538
1222.

The Pass-Through from Depreciation to Inflation: A Panel Study

Banco Central de Brasil Working Paper No. 5
Number of pages: 44 Posted: 14 Nov 2000
Working Paper Series
Gávea Investimentos and Government of the Federative Republic of Brazil - Studies and Research Department
Downloads 1,533
1223.

Stochastic Skew in Currency Options

EFA 2004 Maastricht Meetings Paper No. 1426
Number of pages: 48 Posted: 30 Jun 2004
Working Paper Series
City University of New York, CUNY Baruch College - Zicklin School of Business and New York University (NYU) - Courant Institute of Mathematical Sciences

Multiple version iconThere are 2 versions of this paper

Downloads 1,491
1224.

New Kids on the Blockchain: How Bitcoin's Technology Could Reinvent the Stock Market

Hastings Business Law Journal, Volume 12, Issue 2, 2016, University of Utah College of Law Research Paper No. 138
Number of pages: 54 Posted: 06 Sep 2015 Last Revised: 28 Jul 2017
Accepted Paper Series
University of Utah - S.J. Quinney College of Law
Downloads 1,480
1225.

DeKo: An Electricity-Backed Currency Proposal

Number of pages: 35 Posted: 07 Apr 2011 Last Revised: 05 Jul 2012
Working Paper Series
SolarCoin Foundation and SolarCoin Foundation
Downloads 1,475
1226.

Asset Prices and Exchange Rates

MIT Sloan Working Paper No. 4322-03, AFA 2005 Philadelphia Meetings
Number of pages: 45 Posted: 27 Dec 2004
Working Paper Series
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 4 versions of this paper

Downloads 1,458
1227.

Modelling Time-Varying Exchange Rate Dependence using the Conditional Copula

UCSD Discussion Paper No. 01-09
Number of pages: 52 Posted: 24 Jul 2001
Working Paper Series
Duke University - Department of Economics
Downloads 1,390
1228.

Latin America Confronting the Asian Crisis

Number of pages: 32 Posted: 02 Jan 1999
Working Paper Series
El Colegio de Mexico - Centro de Estudios Economicos and Pontificia Universidad Catolica de Chile
Downloads 1,357
1229.

Explaining Currency Crises

John F. Kennedy Faculty Research WP Series R98-07
Number of pages: 43 Posted: 25 Aug 1998
Working Paper Series
El Colegio de Mexico - Centro de Estudios Economicos and Pontificia Universidad Catolica de Chile
Downloads 1,350
1230.

Carry Trades and Speculative Dynamics

Number of pages: 39 Posted: 26 Apr 2006
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE) and Bank for International Settlements
Downloads 1,331