1.
Global Factor Premiums
Journal of Financial Economics (JFE), Volume 142, Issue 3, December 2021, Pages 1128-1154
Number of pages: 69
Posted: 06 Feb 2019
Last Revised: 24 Nov 2021
Accepted Paper Series
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) and Robeco Quantitative Investments
Downloads
14,107
2.
Hayek Money: The Cryptocurrency Price Stability Solution
Number of pages: 51
Posted: 17 Apr 2014
Last Revised: 23 Aug 2016
Working Paper Series
Digital Gold Institute
Downloads
11,134
3.
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 SKEMA Business School
Downloads
8,671
4.
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 National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
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
Downloads
8,417
Common Risk Factors in Currency Markets
NBER Working Paper No. w14082
Number of pages: 63
Posted: 14 Jul 2008
Last Revised: 25 Dec 2022
Downloads
145
Downloads
8,417
5.
2017 Global Cryptocurrency Benchmarking Study
Number of pages: 112
Posted: 11 May 2017
Last Revised: 20 Sep 2017
Working Paper Series
affiliation not provided to SSRN and University of Cambridge - Cambridge Centre for Alternative Finance
Downloads
6,693
6.
Momentum and Trend Following Trading Strategies for Currencies Revisited - Combining Academia and Industry
Number of pages: 22
Posted: 11 Apr 2017
Last Revised: 11 Jan 2019
Working Paper Series
Zurich University of Applied Sciences, Zurich University of Applied Sciences and University of Twente
Downloads
5,506
7.
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), University of Cambridge - Judge Business School, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
There are 3 versions of this paper
Currency Momentum Strategies
Number of pages: 86
Posted: 21 Apr 2011
Last Revised: 07 Nov 2011
Downloads
4,829
Downloads
645
Currency Momentum Strategies
CEPR Discussion Paper No. DP8747
Number of pages: 90
Posted: 20 Jan 2012
Downloads
12
Downloads
4,829
8.
Mercado de Divisas (Foreign Exchange Market)
Number of pages: 43
Posted: 18 Aug 2013
Last Revised: 27 Jul 2022
Working Paper Series
Universidad Complutense de Madrid
Downloads
4,420
9.
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
4,411
10.
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
Berkeley Research Group
Downloads
4,332
11.
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
4,246
12.
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
There are 2 versions of this paper
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
Downloads
4,184
What Does Futures Market Interest Tell Us About the Macroeconomy and Asset Prices?
NBER Working Paper No. w16712
Number of pages: 47
Posted: 24 Jan 2011
Last Revised: 02 Mar 2023
Downloads
115
Downloads
4,184
13.
Deviations from Covered Interest Rate Parity
Number of pages: 84
Posted: 25 Apr 2016
Last Revised: 06 May 2017
Working Paper Series
University of Chicago Booth School of Business, Federal Reserve Bank of New York and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Deviations from Covered Interest Rate Parity
Number of pages: 84
Posted: 25 Apr 2016
Last Revised: 06 May 2017
Downloads
3,943
Deviations from Covered Interest Rate Parity
NBER Working Paper No. w23170
Number of pages: 84
Posted: 21 Feb 2017
Last Revised: 24 Apr 2022
Downloads
156
Downloads
3,943
14.
FX Market Behavior and Valuation
Number of pages: 41
Posted: 12 Jan 2007
Working Paper Series
Two Sigma
Downloads
3,913
15.
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
3,829
16.
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 Bond University Business School
Downloads
3,387
17.
A Simple Long Memory Model of Realized Volatility
Number of pages: 27
Posted: 07 Dec 2004
Working Paper Series
University of Pisa - Department of Economics
Downloads
3,266
18.
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
3,248
19.
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
3,240
20.
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
3,239
21.
International Portfolio Investment: Theory, Evidence, and Institutional Framework
WBS Finance Group Research Paper No. 8
Number of pages: 124
Posted: 16 Jul 2001
Working Paper Series
University of Warwick and Stephen M. Ross School of Business at the University of Michigan
Downloads
3,203
22.
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
2,994
23.
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
2,937
24.
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, SKEMA Business School and Yale University - International Center for Finance
Downloads
2,863
25.
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
2,841
26.
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
2,743
27.
DeKo – Currency Proposal Using a Portfolio of Electricity Linked Assets
Number of pages: 25
Posted: 07 Apr 2011
Last Revised: 21 Sep 2018
Working Paper Series
Carbon Finance Labs and SolarCoin Foundation
Downloads
2,717
28.
Caveat Emptor: Does Bitcoin Improve Portfolio Diversification?
Number of pages: 21
Posted: 15 Mar 2014
Last Revised: 04 Jun 2015
Working Paper Series
Vienna University of Economics and BusinessVienna University of Economics and Business - Institute for Finance, Banking and Insurance, Vienna University of Economics and Business - Institute for Finance, Banking and Insurance and Modul University Vienna - Department of International Management
Downloads
2,614
29.
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
Wilson Sonsini Goodrich & Rosati
Downloads
2,590
30.
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
Università della Svizzera italiana (USI Lugano), University of St. Gallen and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads
2,565
31.
The Impact of Cryptocurrency Regulation on Trading Markets
Journal of Financial Regulation, 7(1): 48-99
Number of pages: 52
Posted: 13 Jul 2020
Last Revised: 07 Jan 2022
Working Paper Series
University of Pennsylvania - The Wharton School and University of Pennsylvania, The Wharton School, Legal Studies & Business Ethics Department
Downloads
2,565
32.
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
National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
2,546
33.
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
2,527
34.
Fiscal Deficits and Currency Crises
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
2,501
35.
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
2,461
36.
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, Computer Science, Harvard University - Department of Economics, University of Southern California and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 3 versions of this paper
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
Downloads
2,396
Crash Risk in Currency Markets
NBER Working Paper No. w15062
Number of pages: 94
Posted: 08 Jun 2009
Last Revised: 27 Feb 2022
Downloads
85
Crash Risk in Currency Markets
CEPR Discussion Paper No. DP7322
Number of pages: 83
Posted: 15 Jul 2009
Downloads
1
Downloads
2,396
37.
Adjusting China's Exchange Rate Policies
Number of pages: 54
Posted: 25 Aug 2004
Working Paper Series
Peter G. Peterson Institute for International Economics
Downloads
2,393
38.
Do Indicators of Financial Crises Work? An Evaluation of an Early Warning System
Number of pages: 76
Posted: 10 Jan 2001
Working Paper Series
International Monetary Fund (IMF) - Research Department
Downloads
2,389
39.
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
CATÓLICA-LISBON School of Business & Economics and Nova School of Business and Economics
Downloads
2,338
40.
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)CESifo (Center for Economic Studies and Ifo Institute for Economic Research) and Monetary Policy Division Sveriges Riksbank
Downloads
2,312
41.
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 Business School, Imperial College London and University of Cambridge - Judge Business School
There are 2 versions of this paper
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
Downloads
2,303
Volatility Risk Premia and Exchange Rate Predictability
CEPR Discussion Paper No. DP9549
Number of pages: 80
Posted: 09 Jul 2013
Downloads
2,303
42.
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
2,233
43.
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
There are 2 versions of this paper
Estimating and Interpreting Forward Interest Rates: Sweden 1992-1994
IMF Working Paper No. 94/114
Number of pages: 76
Posted: 15 Feb 2006
Downloads
2,188
Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994
NBER Working Paper No. w4871
Number of pages: 49
Posted: 25 May 2006
Last Revised: 26 Oct 2022
Downloads
305
Downloads
2,188
44.
Exchange Rate Volatility and Trade: A Literature Survey
International Journal of Applied Econometrics and Quantitative Studies, Vol. 3, No. 1, 2006
Number of pages: 18
Posted: 01 May 2008
Accepted Paper Series
Cag University
Downloads
2,158
45.
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
2,127
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 2023
Downloads
43
Exchange Rates and Asset Prices in a Global Demand System
CEPR Discussion Paper No. DP14874
Number of pages: 56
Posted: 16 Jun 2020
Downloads
2,127
46.
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
2,085
Exchange Rates and Sovereign Risk
CEPR Discussion Paper No. DP16058
Number of pages: 125
Posted: 14 May 2021
Downloads
2,085
47.
Financial Market Contagion in the Asian Crisis
IMF Working Paper No. 1998/155
Number of pages: 60
Posted: 09 Dec 1998
Working Paper Series
Gávea Investimentos
Downloads
2,079
48.
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
2,052
Downloads
1
Downloads
2,052
49.
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
2,039
50.
Countercyclical Currency Risk Premia
Journal of Financial Economics (JFE), Forthcoming, AFA 2011 Denver Meetings Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 58
Posted: 26 Jan 2010
Last Revised: 10 Sep 2020
Accepted Paper Series
Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Countercyclical Currency Risk Premia
Journal of Financial Economics (JFE), Forthcoming, AFA 2011 Denver Meetings Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 58
Posted: 26 Jan 2010
Last Revised: 10 Sep 2020
Downloads
1,993
Countercyclical Currency Risk Premia
NBER Working Paper No. w16427
Number of pages: 78
Posted: 04 Oct 2010
Last Revised: 22 May 2022
Downloads
66
Downloads
1,993
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