Search Results
JEL Code: E32

1,504,531 Total downloads

Viewing: 1 - 50 of 8,889 papers

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
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 86,760
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 25,095
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 13,112
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 9,268
5.

Where Siegel Went Awry: Outdated Sources & Incomplete Data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 7,543
6.

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 7,280
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 6,275
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)

Multiple version iconThere are 2 versions of this paper

Downloads 6,104
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 5,739
10.

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, Northwestern University - Kellogg School of Management - Department of Finance, Stanford University and Indiana University - Kelley School of Business - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 5,225
11.

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 5,161
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 5,115
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

Multiple version iconThere are 2 versions of this paper

Downloads 4,106
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 3,823
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 3,806
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 3,667
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 - Centre de Recerca en Economia Internacional (CREI)
Downloads 3,608
18.

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 3,366
19.

'Real' Assets

Columbia Business School Research Paper No. 12-60
Number of pages: 64 Posted: 13 Oct 2012
Working Paper Series
BlackRock, Inc
Downloads 3,292
20.

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 3,099
21.

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

Multiple version iconThere are 2 versions of this paper

Downloads 3,073
22.

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 3,065
23.

Stock Market Fluctuations and the Business Cycle

Number of pages: 31 Posted: 24 Sep 2001
Working Paper Series
University of California Riverside

Multiple version iconThere are 2 versions of this paper

Downloads 2,973
24.

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 2,963
25.

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
Downloads 2,890
26.

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 Bank of Richmond - Quantitative Supervision & Research
Downloads 2,885
27.

Regime Switches in Interest Rates

Number of pages: 70 Posted: 01 Jun 1998
Working Paper Series
Columbia University - Columbia Business School, Finance and BlackRock, Inc

Multiple version iconThere are 2 versions of this paper

Downloads 2,852
28.

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

Multiple version iconThere are 2 versions of this paper

Downloads 2,840
29.

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 2,763
30.

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 2,759
31.

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 2,702
32.

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 2,672
33.

How Does Globalization Affect the Synchronization of Business Cycles?

Number of pages: 18 Posted: 16 Mar 2003
Working Paper Series
World Bank, Cornell University - Dyson School of Applied Economics and Management and International Monetary Fund (IMF)

Multiple version iconThere are 2 versions of this paper

Downloads 2,635
34.

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 2,629
35.

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 2,587
36.

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 2,512
37.

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 2,461
38.

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 2,390
39.

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 2,366
40.

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 - Centre de Recerca en Economia Internacional (CREI)

Multiple version iconThere are 3 versions of this paper

Downloads 2,358
41.

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 2,349
42.

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 BlackRock, Inc

Multiple version iconThere are 2 versions of this paper

Downloads 2,333
43.

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 - Centre de Recerca en Economia Internacional (CREI)
Downloads 2,329
44.

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 2,315
45.

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)

Multiple version iconThere are 6 versions of this paper

Downloads 2,210
46.

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

Number of pages: 59 Posted: 25 Feb 2000
Working Paper Series
Harvard University - Department of Economics, University of California - Haas School of Business, Princeton University - Bendheim Center for Finance and University of Texas at Dallas - School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 2,158
47.

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 2,151
48.

Classical Economics Explained: Understanding Economic Theory Before Keynes

Number of pages: 29 Posted: 19 Oct 2016
Working Paper Series
RMIT University
Downloads 2,111
49.

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 2,102
50.

Are Home Prices the Next Bubble?

Number of pages: 17 Posted: 13 Dec 2004
Accepted Paper Series
Federal Reserve Bank of New York - Research Department and Federal Reserve Bank of New York
Downloads 2,068