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JEL Code: F47

134,633 Total downloads

Viewing: 1 - 50 of 617 papers

1.

Risk Analysis in Investment Appraisal

Project Appraisal Journal, Vol. 9, No. 1, March 1994 Republished in the book: Cost–Benefit Analysis (The International Library of Critical Writings in Economics series, 152) by Arnold C. Harberger (Editor) and Glenn P. Jenkins (Editor) by Edward Elgar Publishing (December 29, 2018)
Number of pages: 33 Posted: 24 Apr 2001 Last Revised: 26 Nov 2024
Accepted Paper Series
Queen's University (Canada), John Deutsch International Executive Programs
Downloads 14,151
2.

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 3,056
3.

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 2,582
4.

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 2,491
5.

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 1,934
6.

The Correlation Effect

Number of pages: 23 Posted: 18 Nov 2000
Working Paper Series
ETH Zurich - CER-ETH -Center of Economic Research and Deutsche Bundesbank
Downloads 1,559
7.

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 1,519
8.

Machine Earning – Algorithmic Trading Strategies for Superior Growth, Outperformance and Competitive Advantage

International Journal of Artificial Intelligence and Machine Learning, 2(1), 38-60. doi: 10.51483/IJAIML.2.1.2022.38-60.1
Number of pages: 44 Posted: 31 Mar 2021 Last Revised: 20 Oct 2024
Accepted Paper Series
University of Oxford - Said Business School
Downloads 1,475
9.

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 1,386
10.

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 1,290
11.

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 Ant Financial
Downloads 1,253
12.

Towards a New Early Warning System of Financial Crises

Number of pages: 67 Posted: 17 Jan 2003
Working Paper Series
Banque de France and DIW Berlin
Downloads 1,249
13.

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 1,211
14.

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 1,135
15.

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 1,135
16.

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 National Bureau of Economic Research (NBER)World BankCentre for Economic Policy Research (CEPR)International Monetary Fund (IMF)University of Maryland - School of Public AffairsHarvard University, Harvard Kennedy School (HKS), Belfer Center for Science and International Affairs (BCSIA)Harvard University - Center for Business and GovernmentPeterson Institute for International Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,074
17.

A New Interpretation of the Economic Complexity Index

Number of pages: 36 Posted: 27 Nov 2017 Last Revised: 21 Sep 2018
Working Paper Series
University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School and University of Oxford - Oxford Martin School
Downloads 1,062
18.

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 1,035
19.

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 1,022
20.

Quanto Credit Default Swaps Theory, Pricing & Practice

Number of pages: 24 Posted: 06 Dec 2023
Working Paper Series
University of Oxford - Said Business School
Downloads 1,017
21.

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 1,009
22.

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 1,006
23.

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
Izmir Bakircay University Department of International Trade and Business
Downloads 1,001
24.

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 988
25.

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 958
26.

The Macroeconomic Impact of the Next Generation EU Instrument on the Euro Area

ECB Occasional Paper No. 2021/255
Number of pages: 23 Posted: 05 Mar 2021
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 944
27.

Secular Drivers of the Global Real Interest Rate

Bank of England Working Paper No. 571
Number of pages: 66 Posted: 12 Dec 2015
Working Paper Series
Bank of England and Bank of England
Downloads 940
28.

The Disappearing Tax Base: Is Foreign Direct Investment Eroding Corporate Income Taxes?

Number of pages: 36 Posted: 02 Dec 2002
Working Paper Series
Halle Institute for Economic Research and International Monetary Fund (IMF)
Downloads 940
29.

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 856
30.

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, Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 12/2005, Journal of International Money and Finance, Vol. 24, No. 7, 2005
Number of pages: 30 Posted: 09 Feb 2004 Last Revised: 08 Aug 2022
Accepted Paper Series
(HKIMR)

Multiple version iconThere are 4 versions of this paper

Downloads 836
31.

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 819
32.

Forecasting with Economic News

Journal of Business and Economic Statistics, forthcoming
Number of pages: 46 Posted: 19 Oct 2020 Last Revised: 27 Apr 2022
Accepted Paper Series
European Commission-Joint Research Centre, European Commission-Joint Research Centre and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 792
33.

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), Charles University in Prague, Charles University in Prague - CERGE-EI, Charles University in Prague - CERGE-EI, a joint workplace of Charles University and the Economics Institute of the Czech Academy of Sciences, Czech National Bank (Deceased) and Czech National Bank (CNB)
Downloads 788
34.

A Credit-Based Theory of the Currency Risk Premium

Number of pages: 117 Posted: 03 Jul 2019 Last Revised: 16 Aug 2021
Working Paper Series
Imperial College Business School, UNSW Business School and UBC - Sauder School of Business
Downloads 780
35.

Forecasting GDP in Europe with Textual Data

Journal of Applied Econometrics
Number of pages: 33 Posted: 01 Sep 2021 Last Revised: 23 May 2024
Accepted Paper Series
European Commission-Joint Research Centre, European Commission-Joint Research Centre and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 742
36.

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 716
37.

Impact of the Global Financial Crisis on the Volatility of the Malaysian Stock Market

Number of pages: 26 Posted: 17 Aug 2010 Last Revised: 23 Aug 2010
Working Paper Series
Multimedia University (MMU) and Universiti Teknologi Brunei, Brunei
Downloads 711
38.

Low Latency Interest Rate Markets - Theory, Pricing & Practice (Presentation Slides)

Number of pages: 55 Posted: 02 Feb 2023
Working Paper Series
University of Oxford - Said Business School
Downloads 694
39.

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 - Department of EconomicsUniversity 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 691
40.

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 NITIENational Institute of Industrial Engineering NITIE
Downloads 654
41.

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
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 641
42.

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 630
43.

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 622
44.

Electronic Rates Markets & Low Latency Interest Rate Swap Calculations

Number of pages: 27 Posted: 07 Jun 2022
Working Paper Series
University of Oxford - Said Business School
Downloads 621
45.

The Great Shift: Macroeconomic Projections for the World Economy at the 2050 Horizon

CEPII Working Paper No. 2012-3
Number of pages: 104 Posted: 15 Feb 2012
Working Paper Series
Centre d'Etudes Prospectives et d'Info. Internationales (CEPII), Paris School of Economics (University Paris 1) and Banque de France
Downloads 607
46.

Research Methods in Quantitative Finance

Number of pages: 19 Posted: 14 Jun 2016
Working Paper Series
affiliation not provided to SSRN
Downloads 589
47.

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 Soochow University
Downloads 587
48.

The Transition of China to Sustainable Growth – Implications for the Global Economy and the Euro Area

ECB Occasional Paper No. 206
Number of pages: 66 Posted: 31 Jan 2018
Working Paper Series
European Central Bank (ECB), Bank of England, Bank of England, Bank of Finland - Institute for Economies in Transition (BOFIT) and European Central Bank (ECB)
Downloads 551
49.

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
University of California, Santa Cruz - Department of Economics, 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 551
50.

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 549