1.
Pandemics Depress the Economy, Public Health Interventions Do Not: Evidence from the 1918 Flu
Number of pages: 124
Posted: 03 Aug 2022
Last Revised: 03 Aug 2022
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
87,038
2.
The Financial Instability Hypothesis
The Jerome Levy Economics Institute Working Paper No. 74
Number of pages: 10
Posted: 30 Jul 1999
Working Paper Series
affiliation not provided to SSRN (deceased)
Downloads
26,044
3.
Explaining the Recent Failure of Value Investing
NYU Stern School of Business
Number of pages: 29
Posted: 28 Aug 2019
Last Revised: 31 Mar 2020
Working Paper Series
New York University - Stern School of Business and University of Calgary - Haskayne School of Business
Downloads
14,736
4.
The Best of Strategies for the Worst of Times: Can Portfolios be Crisis Proofed?
Number of pages: 26
Posted: 31 May 2019
Working Paper Series
Duke University - Fuqua School of Business, Man AHL, Man Group plc, Man AHL, Man Numeric and Man AHL
Downloads
9,983
5.
The Impact of Volatility Targeting
Number of pages: 28
Posted: 17 May 2018
Last Revised: 11 Jul 2018
Working Paper Series
Duke University - Fuqua School of Business, Man AHL, Man AHL, Man Group plc, Man AHL and Man AHL
Downloads
8,673
6.
Where Siegel Went Awry: Outdated Sources & Incomplete Data
Number of pages: 44
Posted: 26 Mar 2021
Last Revised: 14 Nov 2023
Working Paper Series
Santa Clara University - Leavey School of Business
Downloads
8,471
7.
Trend Following: Equity and Bond Crisis Alpha
Number of pages: 19
Posted: 30 Aug 2016
Working Paper Series
Man AHL, Man Group plc and Man AHL
Downloads
6,800
8.
The Crisis: Basic Mechanisms, and Appropriate Policies
MIT Department of Economics Working Paper No. 09-01
Number of pages: 34
Posted: 10 Jan 2009
Last Revised: 15 Jan 2009
Working Paper Series
National Bureau of Economic Research (NBER)
There are 2 versions of this paper
The Crisis: Basic Mechanisms, and Appropriate Policies
MIT Department of Economics Working Paper No. 09-01
Number of pages: 34
Posted: 10 Jan 2009
Last Revised: 15 Jan 2009
Downloads
6,128
The Crisis: Basic Mechanisms and Appropriate Policies
IMF Working Paper No. 09/80
Number of pages: 24
Posted: 28 Apr 2009
Downloads
1,161
Downloads
6,128
9.
Demography and the Long-Run Predictability of the Stock Market
Number of pages: 33
Posted: 24 Sep 2002
Working Paper Series
Yale University, University of Southern California - Department of Economics and University of California, Davis - Department of Economics
Downloads
5,774
10.
Investing in Deflation, Inflation, and Stagflation Regimes
Financial Analysts Journal, 2023, Vol. 79. No.3., p.5-32.
Number of pages: 45
Posted: 07 Jul 2022
Last Revised: 09 Sep 2023
Accepted Paper Series
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) and Robeco Quantitative Investments
Downloads
5,573
11.
Technological Innovation, Resource Allocation and Growth
Quarterly Journal of Economics, Forthcoming
Number of pages: 78
Posted: 22 Dec 2012
Last Revised: 02 Mar 2018
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Kellogg School of Management - Department of Finance, Stanford University and Indiana University - Kelley School of Business - Department of Finance
There are 2 versions of this paper
Technological Innovation, Resource Allocation and Growth
Quarterly Journal of Economics, Forthcoming
Number of pages: 78
Posted: 22 Dec 2012
Last Revised: 02 Mar 2018
Downloads
5,369
Technological Innovation, Resource Allocation, and Growth
NBER Working Paper No. w17769
Number of pages: 46
Posted: 21 Jan 2012
Last Revised: 22 Jul 2023
Downloads
824
Downloads
5,369
12.
Understanding the Fed Model, Capital Structure, and Then Some
Number of pages: 25
Posted: 24 Apr 2011
Last Revised: 15 Aug 2012
Working Paper Series
affiliation not provided to SSRN
Downloads
5,154
13.
Will Robots Automate Your Job Away? Full Employment, Basic Income, and Economic Democracy
(2022) (2022) 51(3) Industrial Law Journal 511–559 , Centre for Business Research, University of Cambridge, Working Paper no. 496
Number of pages: 34
Posted: 05 Oct 2017
Last Revised: 30 May 2023
Accepted Paper Series
School of Law, King's College, London; Centre for Business Research, University of Cambridge
There are 2 versions of this paper
Will Robots Automate Your Job Away? Full Employment, Basic Income, and Economic Democracy
(2022) (2022) 51(3) Industrial Law Journal 511–559 , Centre for Business Research, University of Cambridge, Working Paper no. 496
Number of pages: 34
Posted: 05 Oct 2017
Last Revised: 30 May 2023
Downloads
4,331
Will Robots Automate Your Job Away? Full Employment, Basic Income, and Economic Democracy
(2022) 51(3) Industrial Law Journal 511–559, King's College London Law School Research Paper No. 2018-12, TLI Think! Paper 3/2018
Number of pages: 34
Posted: 07 Feb 2018
Last Revised: 21 Feb 2023
Downloads
438
Downloads
4,331
14.
Liquidity and Leverage
FRB of New York Staff Report No. 328
Number of pages: 39
Posted: 04 Jun 2008
Last Revised: 11 Nov 2010
Working Paper Series
International Monetary Fund and Bank for International Settlements (BIS)
Downloads
4,050
15.
The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements
Number of pages: 92
Posted: 16 Jun 2018
Last Revised: 31 Dec 2020
Working Paper Series
Northwestern University
Downloads
3,896
16.
Network Centrality and the Cross Section of Stock Returns
Number of pages: 72
Posted: 07 Jan 2013
Last Revised: 17 Dec 2013
Working Paper Series
University of Southern California - Marshall School of Business
Downloads
3,814
17.
The Macroeconomic Effects of Oil Price Shocks: Why are the 2000s so Different from the 1970s?
MIT Department of Economics Working Paper No. 07-21
Number of pages: 76
Posted: 26 Aug 2007
Last Revised: 01 Apr 2008
Working Paper Series
National Bureau of Economic Research (NBER) and Universitat Pompeu Fabra (UPF) - Centre de Recerca en Economia Internacional (CREI)
Downloads
3,659
18.
Forced Entrepreneurs
Journal of Finance, Forthcoming
Number of pages: 45
Posted: 29 Jun 2016
Last Revised: 21 Oct 2021
Accepted Paper Series
Indiana University - Kelley School of Business - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads
3,520
19.
Measuring Geopolitical Risk
International Finance Discussion Paper No. 1222R1
Number of pages: 81
Posted: 07 Feb 2018
Last Revised: 29 Apr 2020
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads
3,447
20.
Changes in the U.S. Financial System and the Subprime Crisis
Levy Economics Institute Working Paper No. 530
Number of pages: 21
Posted: 23 Apr 2008
Working Paper Series
Bard College - The Levy Economics Institute
Downloads
3,390
21.
'Real' Assets
Columbia Business School Research Paper No. 12-60
Number of pages: 64
Posted: 13 Oct 2012
Working Paper Series
Columbia University
Downloads
3,382
22.
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis
Number of pages: 29
Posted: 28 May 2020
Last Revised: 01 Jun 2020
Working Paper Series
Columbia University - Columbia Business School, Finance, Board of Governors of the Federal Reserve System and Fordham University - Gabelli School of Business
There are 2 versions of this paper
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis
Number of pages: 29
Posted: 28 May 2020
Last Revised: 01 Jun 2020
Downloads
3,252
Aggregate Demand and Aggregate Supply Effects of Covid-19: A Real-Time Analysis
FEDS Working Paper No. 2020-49
Number of pages: 30
Posted: 23 Jun 2020
Downloads
228
Downloads
3,252
23.
Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance
Duke I&E Research Paper No. 2017-01
Number of pages: 20
Posted: 22 May 2019
Last Revised: 24 Jun 2019
Accepted Paper Series
Duke University - Fuqua School of Business, Man Group plc, Realindex Investments and Man AHL
Downloads
3,247
24.
Predicting Recessions Using VIX-Yield Curve Cycles
International Journal of Forecasting, Volume 40, Issue 1, January-March 2024, Pages 409-422.
Number of pages: 31
Posted: 18 Nov 2021
Last Revised: 07 Dec 2023
Accepted Paper Series
Federal Reserve Banks - Quantitative Supervision & Research
Downloads
3,185
25.
Do Mutual Funds Perform When it Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions
Number of pages: 53
Posted: 30 Aug 2006
Last Revised: 02 Sep 2011
Working Paper Series
Imperial College Business School
There are 2 versions of this paper
Do Mutual Funds Perform When it Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions
Number of pages: 53
Posted: 30 Aug 2006
Last Revised: 02 Sep 2011
Downloads
3,184
Do Mutual Funds Perform When it Matters Most to Investors? U.S. Mutual Fund Performance and Risk in Recessions and Expansions
Quarterly Journal of Finance, Vol. 1, No. 3, November 2011
Posted: 25 Aug 2011
Last Revised: 05 Sep 2011
Downloads
3,184
26.
The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses
Number of pages: 62
Posted: 30 Jun 2015
Working Paper Series
World Bank, World Bank, World Bank and World Bank
Downloads
3,082
27.
Stock Market Fluctuations and the Business Cycle
Number of pages: 31
Posted: 24 Sep 2001
Working Paper Series
University of California Riverside
There are 2 versions of this paper
Stock Market Fluctuations and the Business Cycle
Number of pages: 31
Posted: 24 Sep 2001
Downloads
3,048
Downloads
3,048
28.
Sectoral Effects of Social Distancing
HEC Paris Research Paper No. FIN-2020-1371
Number of pages: 31
Posted: 15 Apr 2020
Last Revised: 07 Jul 2020
Working Paper Series
HEC ParisHEC Paris, Bocconi University - Department of Economics and Bocconi University
Downloads
3,033
29.
Capital Structure Choice: Macroeconomic Conditions and Financial Constraints
Journal of Financial Economics (JFE), Vol. 68, No. 1, April, AFA 2002 Atlanta Meetings; Kellogg School of Mgmt. Finance Working Paper No. 279
Number of pages: 50
Posted: 04 Mar 2002
Last Revised: 22 Feb 2022
Accepted Paper Series
Northwestern University - Kellogg School of Management and Moody's KMV
Downloads
2,995
30.
Regime Switches in Interest Rates
Number of pages: 70
Posted: 01 Jun 1998
Working Paper Series
Columbia University - Columbia Business School, Finance and Columbia University
There are 2 versions of this paper
Regime Switches in Interest Rates
NBER Working Paper No. w6508
Number of pages: 71
Posted: 12 Jul 2000
Last Revised: 15 Oct 2022
Downloads
454
Downloads
2,892
31.
Monetary Policy and Inflation Dynamics
Number of pages: 46
Posted: 19 Dec 2004
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads
2,860
32.
The Cyclical Nature of the Productivity Distribution
Earlier version: US Census Bureau Center for Economic Studies Paper No. CES-WP-11-15
Number of pages: 69
Posted: 31 May 2011
Last Revised: 23 Jan 2015
Working Paper Series
Duke University
Downloads
2,859
33.
The Interaction of Bankers' Asset and Liability Management with Liquidity Concerns
Number of pages: 65
Posted: 15 Apr 2020
Last Revised: 07 Jan 2021
Working Paper Series
University of Chicago
Downloads
2,795
34.
Momentum Investing & Asset Allocation
Number of pages: 22
Posted: 11 Oct 2015
Last Revised: 01 May 2016
Working Paper Series
Berkeley Square Capital Management, LLC
Downloads
2,750
35.
Machine Learning for Continuous-Time Finance
Number of pages: 82
Posted: 04 Aug 2017
Last Revised: 22 Dec 2023
Working Paper Series
University of Illinois at Urbana-Champaign, Florida International University and Purdue University - Krannert School of Management
Downloads
2,699
36.
How Does Globalization Affect the Synchronization of Business Cycles?
IZA Discussion Paper No. 702
Number of pages: 18
Posted: 16 Mar 2003
Last Revised: 17 Nov 2021
Working Paper Series
World Bank, Cornell University - Dyson School of Applied Economics and Management and International Monetary Fund (IMF)
There are 2 versions of this paper
How Does Globalization Affect the Synchronization of Business Cycles?
IZA Discussion Paper No. 702
Number of pages: 18
Posted: 16 Mar 2003
Last Revised: 17 Nov 2021
Downloads
2,663
How Does Globalization Affect the Synchronization of Business Cycles?
IMF Working Paper No. 03/27
Number of pages: 14
Posted: 28 Jan 2006
Downloads
191
Downloads
2,663
37.
Non-Performing Loans in CESEE: Determinants and Impact on Macroeconomic Performance
IMF Working Paper No. 13/72
Number of pages: 28
Posted: 09 Apr 2013
Working Paper Series
International Monetary Fund (IMF)
Downloads
2,655
38.
Stress Testing Credit Risk: A Survey of Authorities' Approaches
Bank of Italy Occasional Paper No. 37
Number of pages: 24
Posted: 04 May 2009
Working Paper Series
Bank of Italy
Downloads
2,633
39.
The Best Strategies for the Worst Crises
Number of pages: 23
Posted: 16 Jun 2017
Working Paper Series
Man AHL, Man AHL, Man AHL, Man Numeric and Man AHL
Downloads
2,608
40.
Long-Run Productivity Risk: A New Hope for Production-Based Asset Pricing?
Journal of Monetary Economics 2014
Number of pages: 45
Posted: 18 Mar 2008
Last Revised: 10 Mar 2017
Accepted Paper Series
Finance Department, Bocconi University
Downloads
2,453
41.
Input Specificity and the Propagation of Idiosyncratic Shocks in Production Networks
Quarterly Journal of Economics, Forthcoming
Number of pages: 58
Posted: 22 Apr 2014
Last Revised: 14 May 2016
Accepted Paper Series
HEC ParisHEC Paris and Bocconi University
Downloads
2,438
42.
The Perception of Time, Risk and Return During Periods of Speculation
Number of pages: 37
Posted: 11 Jan 2002
Working Paper Series
Columbia University
Downloads
2,418
43.
Strategic Management during the Financial Crisis: How Firms Adjust their Strategic Investments in Response to Credit Market Disruptions
Number of pages: 60
Posted: 22 Jun 2015
Last Revised: 03 Nov 2020
Working Paper Series
Columbia University and London Business School - Department of Strategic & International Management
Downloads
2,392
44.
Real Wage Rigidities and the New Keynesian Model
MIT Department of Economics Working Paper No. 05-28, FRB Boston Working Paper No. 05-14
Number of pages: 37
Posted: 07 Nov 2005
Working Paper Series
National Bureau of Economic Research (NBER) and Universitat Pompeu Fabra (UPF) - Centre de Recerca en Economia Internacional (CREI)
There are 3 versions of this paper
Real Wage Rigidities and the New Keynesian Model
MIT Department of Economics Working Paper No. 05-28, FRB Boston Working Paper No. 05-14
Number of pages: 37
Posted: 07 Nov 2005
Downloads
2,373
Real Wage Rigidities and the New Keynesian Model
NBER Working Paper No. w11806
Number of pages: 37
Posted: 24 Jan 2006
Last Revised: 06 Oct 2022
Downloads
114
Real Wage Rigidities and the New Keynesian Model
CEPR Discussion Paper No. 5375
Number of pages: 39
Posted: 22 Feb 2006
Downloads
44
Downloads
2,373
45.
International Asset Allocation with Time-Varying Correlations
Number of pages: 80
Posted: 07 Apr 1999
Working Paper Series
Columbia University - Columbia Business School, Finance and Columbia University
There are 2 versions of this paper
International Asset Allocation with Time-Varying Correlations
Number of pages: 80
Posted: 07 Apr 1999
Downloads
2,354
International Asset Allocation with Time-Varying Correlations
NBER Working Paper No. w7056
Number of pages: 65
Posted: 15 Sep 2000
Last Revised: 14 Oct 2022
Downloads
464
Downloads
2,354
46.
Labor Markets and Monetary Policy: A New-Keynesian Model with Unemployement
MIT Department of Economics Working Paper No. 06-22, CFS Working Paper No. 2007/08
Number of pages: 42
Posted: 31 Jul 2006
Working Paper Series
National Bureau of Economic Research (NBER) and Universitat Pompeu Fabra (UPF) - Centre de Recerca en Economia Internacional (CREI)
Downloads
2,346
47.
Risk, Uncertainty and Monetary Policy
Journal of Monetary Economics, Vol. 60, Vol. 7, pp. 771-788, 2013
Number of pages: 34
Posted: 08 Mar 2010
Last Revised: 17 Sep 2015
Accepted Paper Series
Columbia University - Columbia Business School, Finance, European Central Bank (ECB) and European Central Bank (ECB)
There are 6 versions of this paper
Risk, Uncertainty and Monetary Policy
Journal of Monetary Economics, Vol. 60, Vol. 7, pp. 771-788, 2013
Number of pages: 34
Posted: 08 Mar 2010
Last Revised: 17 Sep 2015
Downloads
2,299
Risk, Uncertainty and Monetary Policy
National Bank of Belgium Working Paper No. 229
Number of pages: 63
Posted: 13 Oct 2012
Downloads
242
Risk, Uncertainty and Monetary Policy
ECB Working Paper No. 1565
Number of pages: 40
Posted: 12 Aug 2013
Downloads
174
Risk, Uncertainty and Monetary Policy
Netspar Discussion Paper No. 05/2011-102
Number of pages: 42
Posted: 08 May 2012
Downloads
125
Risk, Uncertainty and Monetary Policy
NBER Working Paper No. w16397
Number of pages: 51
Posted: 18 Oct 2010
Last Revised: 22 Apr 2023
Downloads
49
Risk, Uncertainty and Monetary Policy
CEPR Discussion Paper No. DP8154
Number of pages: 44
Posted: 27 Dec 2010
Downloads
5
Downloads
2,299
48.
COVID-19 and Non-Performing Loans: Lessons from past Crises
Number of pages: 7
Posted: 30 Jun 2020
Working Paper Series
International Monetary Fund, International Monetary Fund (IMF) - Research Department and International Monetary FundEuropean Central Bank, Financial Research Division
Downloads
2,228
49.
The Unequal Economic Consequences of Carbon Pricing
Number of pages: 120
Posted: 23 Feb 2021
Last Revised: 07 Apr 2023
Working Paper Series
Northwestern University
There are 2 versions of this paper
The Unequal Economic Consequences of Carbon Pricing
Number of pages: 120
Posted: 23 Feb 2021
Last Revised: 07 Apr 2023
Downloads
2,223
The Unequal Economic Consequences of Carbon Pricing
NBER Working Paper No. w31221
Number of pages: 44
Posted: 08 May 2023
Last Revised: 22 May 2023
Downloads
34
Downloads
2,223
50.
The Financial Origins of the Rise and Fall of American Inflation
NYU Stern School of Business
Number of pages: 77
Posted: 10 Mar 2020
Working Paper Series
Wharton School, Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads
2,218
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