Search Results
JEL Code: G01

2,129,009 Total downloads

Viewing: 1 - 50 of 7,054 papers

1.

Economic Effects of Coronavirus Outbreak (COVID-19) on the World Economy

IESE Business School Working Paper No. WP-1240-E
Number of pages: 33 Posted: 23 Mar 2020 Last Revised: 27 Feb 2022
Working Paper Series
Nuno Fernandes
University of Navarra, IESE Business School
Downloads 89,118
2.

The Best Strategies for Inflationary Times

Number of pages: 32 Posted: 29 Mar 2021 Last Revised: 25 May 2021
Working Paper Series
Henry Neville, Teun Draaisma, Ben Funnell, Campbell R. Harvey and Otto Van Hemert
Man Group, Ruffer LLP, CCLA Investment Management, Duke University - Fuqua School of Business and Man AHL
Downloads 51,276
3.

The Great Recession of 2008-2009: Causes, Consequences and Policy Responses

IZA Discussion Paper No. 4934
Number of pages: 62 Posted: 29 Jun 2010
Working Paper Series
Sher Verick and Iyanatul Islam
International Labour Organization (ILO) and Griffith University - Griffith Asia Institute
Downloads 19,374
4.

Slapped in the Face by the Invisible Hand: Banking and the Panic of 2007

Number of pages: 53 Posted: 18 May 2009
Working Paper Series
Gary B. Gorton
Yale School of Management
Downloads 14,357
5.

SRISK: A Conditional Capital Shortfall Measure of Systemic Risk

Number of pages: 47 Posted: 18 May 2010 Last Revised: 05 Aug 2016
Working Paper Series
Christian T. Brownlees and Robert F. Engle
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and New York University (NYU) - Department of Finance
Downloads 13,086
6.

Deep Learning and Financial Stability

Number of pages: 45 Posted: 13 Nov 2020
Working Paper Series
Gary Gensler and Lily Bailey
Masachusetts Institute of Technology (MIT) Sloan School of Management and Massachusetts Institute of Technology (MIT) - Electrical Engineering and Computer Science
Downloads 10,053
7.

Corporate Governance of Banks after the Financial Crisis - Theory, Evidence, Reforms

ECGI - Law Working Paper No. 130/2009
Number of pages: 45 Posted: 17 Aug 2009 Last Revised: 04 Apr 2010
Working Paper Series
Peter O. Mülbert
University of Mainz - Center for German and International Law of Financial Services and Faculty
Downloads 9,857
8.

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
Campbell R. Harvey, Edward Hoyle, Sandy Rattray, Matthew Sargaison, Dan Taylor and Otto Van Hemert
Duke University - Fuqua School of Business, Man AHL, Man Group plc, Man AHL, Man Numeric and Man AHL
Downloads 9,833
9.

Feverish Stock Price Reactions to COVID-19

Review of Corporate Finance Studies, Volume 9, Issue 3, November 2020, Pages 622–655, Swiss Finance Institute Research Paper No. 20-12
Number of pages: 58 Posted: 09 Mar 2020 Last Revised: 22 Aug 2021
Accepted Paper Series
Stefano Ramelli and Alexander F. Wagner
Swiss Finance Institute and University of Zurich - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 9,443
10.

Quant Bust 2020

World Economics 21(2) (2020) 183-217
Number of pages: 29 Posted: 07 Apr 2020 Last Revised: 24 Jul 2020
Accepted Paper Series
Zura Kakushadze
Quantigic Solutions LLC
Downloads 8,560
11.

The Lehman Brothers Bankruptcy A: Overview

Yale Program on Financial Stability Case Study 2014-3A-V1
Number of pages: 23 Posted: 07 Apr 2015
Working Paper Series
Rosalind Wiggins, Thomas Piontek and Andrew Metrick
Yale Program on Financial Stability, Government of the United States of America - Office of Financial Research and Yale School of Management
Downloads 8,110
12.

The Relationship between Bank Credit Risk and Profitability and Liquidity

The International Journal of Business and Finance Research, v. 7 (3) p. 105-118
Number of pages: 14 Posted: 29 Jan 2013
Accepted Paper Series
Myrna R. Berríos
Modern Hairstyling Institute
Downloads 7,297
13.

Macroeconomics after the Crisis: Time to Deal with the Pretense-of-Knowledge Syndrome

MIT Department of Economics Working Paper No. 10-16
Number of pages: 23 Posted: 27 Sep 2010 Last Revised: 10 Oct 2010
Working Paper Series
Ricardo J. Caballero
Massachusetts Institute of Technology (MIT) - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 6,410
14.

Bank CEO Incentives and the Credit Crisis

Journal of Financial Economics (JFE), Forthcoming, Charles A Dice Center Working Paper No. 2009-13, Fisher College of Business Working Paper No. 2009-03-13, Swiss Finance Institute Research Paper No. 09-27, ECGI - Finance Working Paper No. 256/2009
Number of pages: 43 Posted: 28 Jul 2009 Last Revised: 27 Sep 2010
Working Paper Series
Rüdiger Fahlenbrach and René M. Stulz
École Polytechnique Fédérale de Lausanne (EPFL) and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 6,349
15.

War and Policy: Investor Expectations on the Net-Zero Transition

Swiss Finance Institute Research Paper No. 22-29
Number of pages: 78 Posted: 11 Apr 2022 Last Revised: 27 Jul 2023
Working Paper Series
Ming Deng, Markus Leippold, Alexander F. Wagner and Qian Wang
University of Zurich - Department Finance, University of Zurich, University of Zurich - Department of Finance and University of Zurich - Department Finance

Multiple version iconThere are 2 versions of this paper

Downloads 5,801
16.

Shadow Banking

Number of pages: 81 Posted: 16 Jul 2010
Working Paper Series
Zoltan Pozsar, Tobias Adrian, Adam B. Ashcraft and Haley Boesky
Federal Reserve Banks - Federal Reserve Bank of New York, International Monetary Fund, Federal Reserve Bank of New York and Bank of America Merrill Lynch

Multiple version iconThere are 3 versions of this paper

Downloads 5,748
17.

Gold, the Golden Constant, COVID-19, 'Massive Passives' and Déjà Vu

Number of pages: 18 Posted: 07 Aug 2020 Last Revised: 22 Aug 2021
Working Paper Series
Claude B. Erb, Campbell R. Harvey and Tadas E. Viskanta
TR, Duke University - Fuqua School of Business and Ritholtz Wealth Management
Downloads 5,661
18.

CDS Rate Construction Methods by Machine Learning Techniques

Number of pages: 51 Posted: 15 May 2017 Last Revised: 31 Oct 2018
Working Paper Series
Raymond Brummelhuis and Zhongmin Luo
University of Reims Champagne-Ardenne and Birkbeck, University of London
Downloads 5,653
19.

ESG Didn’t Immunize Stocks During the COVID-19 Crisis, But Investments in Intangible Assets Did

Journal of Business Finance & Accounting, 48, 433-462. Open Access: http://dx.doi.org/10.1111/jbfa.12523
Number of pages: 46 Posted: 18 Aug 2020 Last Revised: 22 Aug 2021
Accepted Paper Series
Elizabeth Demers, Jurian Hendrikse, Philip Joos and Baruch Lev
University of Waterloo, Tilburg University, Tilburg University and New York University - Stern School of Business
Downloads 5,645
20.

Corporate Governance and Banks: What Have We Learned from the Financial Crisis?

FRB of New York Staff Report No. 502
Number of pages: 44 Posted: 07 Jul 2011
Working Paper Series
Hamid Mehran, Alan D. Morrison and Joel D. Shapiro
Independent, University of Oxford - Said Business School and University of Oxford - Said Business School
Downloads 5,557
21.

The Role of Banks in the Subprime Financial Crisis

Review of Economic Conditions in Italy, 2009/1
Number of pages: 37 Posted: 16 Apr 2009 Last Revised: 12 May 2014
Working Paper Series
Michele U. Fratianni and Francesco Marchionne
Indiana University - Kelley School of Business - Department of Business Economics & Public Policy and Indiana University - Kelley School of Business - Department of Business Economics & Public Policy
Downloads 5,551
22.

Warning: Physics Envy May be Hazardous to Your Wealth!

Number of pages: 73 Posted: 05 Mar 2010 Last Revised: 15 Mar 2010
Working Paper Series
Andrew W. Lo and Mark T. Mueller
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology, Center for Theoretical Physics

Multiple version iconThere are 2 versions of this paper

Downloads 5,481
23.

Financial Networks and Contagion

Number of pages: 39 Posted: 10 Dec 2012 Last Revised: 28 Nov 2022
Working Paper Series
Matthew Elliott, Benjamin Golub and Matthew O. Jackson
University of Cambridge, Northwestern University and Stanford University - Department of Economics
Downloads 4,841
24.

Who is Hit Hardest During a Financial Crisis? The Vulnerability of Young Men and Women to Unemployment in an Economic Downturn

IZA Discussion Paper No. 4359
Number of pages: 36 Posted: 18 Aug 2009
Working Paper Series
Sher Verick
International Labour Organization (ILO)
Downloads 4,783
25.

The Acceleration Effect and Gamma Factor in Asset Pricing

Swiss Finance Institute Research Paper No. 15-30
Number of pages: 25 Posted: 21 Aug 2015
Working Paper Series
Diego Ardila, Zalàn Forrò and Didier Sornette
ETH Zürich, Independent and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 4,757
26.

Market Reaction to Corporate Press Releases

Number of pages: 58 Posted: 21 Feb 2010 Last Revised: 13 Nov 2011
Working Paper Series
Andreas Neuhierl, Anna Scherbina and Bernd Schlusche
Washington University in St. Louis - John M. Olin Business School, Brandeis University and Board of Governors of the Federal Reserve System
Downloads 4,694
27.

Bank Failure, Mark-to-Market and the Financial Crisis

Number of pages: 47 Posted: 27 Oct 2009 Last Revised: 28 Nov 2011
Working Paper Series
Amir Amel-Zadeh and Geoff Meeks
University of Oxford - Said Business School and University of Cambridge - Judge Business School
Downloads 4,545
28.

Measuring Systemic Risk

FRB of Cleveland Working Paper No. 10-02
Number of pages: 55 Posted: 24 Apr 2010 Last Revised: 05 Feb 2024
Accepted Paper Series
Viral V. Acharya, Viral V. Acharya, Lasse Heje Pedersen, Thomas Philippon and Matthew P. Richardson
New York University (NYU) - Leonard N. Stern School of Business, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and Department of Finance, Leonard N. Stern School of Business, New York University

Multiple version iconThere are 3 versions of this paper

Downloads 4,454
29.

How to Lose Money in Derivatives: Examples from Hedge Funds and Bank Trading Departments

Number of pages: 58 Posted: 07 May 2014
Working Paper Series
Sebastien Lleo and William T. Ziemba
NEOMA Business School and University of British Columbia (UBC) - Sauder School of Business
Downloads 4,429
30.

Information, Liquidity, and the (Ongoing) Panic of 2007

Number of pages: 13 Posted: 10 Jan 2009
Working Paper Series
Gary B. Gorton
Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 4,336
31.

A Theoretical and Empirical Comparison of Systemic Risk Measures

HEC Paris Research Paper No. FIN-2014-1030
Number of pages: 47 Posted: 21 Dec 2011 Last Revised: 21 Jan 2014
Working Paper Series
Sylvain Benoit, Gilbert Colletaz, Christophe Hurlin and Christophe Pérignon
Université Paris Dauphine - LEDa-SDFi, University of Orleans, University of Orleans and HEC Paris - Finance Department
Downloads 4,320
32.

The Future of Securities Regulation

Chicago Booth School of Business Research Paper No. 08-27, FEEM Working Paper No. 7.2009
Number of pages: 50 Posted: 23 Dec 2008 Last Revised: 11 Feb 2009
Working Paper Series
Luigi Zingales
University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 3,968
33.

Financial Crisis of 2007-2010

Number of pages: 38 Posted: 12 Jan 2011 Last Revised: 15 Aug 2011
Working Paper Series
Winston W. Chang
University at Buffalo - Department of Economics
Downloads 3,962
34.

Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin

Journal of Asset Management, 16, 6, 365-373, doi:10.1057/jam.2015.5
Number of pages: 17 Posted: 14 Sep 2013 Last Revised: 23 May 2017
Accepted Paper Series
Marie Briere, Kim Oosterlinck and Ariane Szafarz
Amundi Asset Management, Université Libre de Bruxelles - SBS-EM, CEB and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 3,939
35.

LIBOR: Origins, Economics, Crisis, Scandal, and Reform

FRB of New York Staff Report No. 667
Number of pages: 20 Posted: 12 Apr 2014
Working Paper Series
David Hou and David R. Skeie
Federal Reserve Banks - Federal Reserve Bank of New York and University of Warwick - Warwick Business School
Downloads 3,930
36.

The BP Oil Disaster: Stock and Option Market Reactions

Number of pages: 33 Posted: 30 Jun 2010 Last Revised: 26 Dec 2010
Working Paper Series
Andy Fodor and John D. Stowe
Ohio University and Ohio University
Downloads 3,905
37.

The Great Depression(s) of 1929-1933 and 2007-2009? Parallels, Differences and Policy Lessons

Hungarian Academy of Science MTA-ELTE Crisis History Working Paper No. 2
Number of pages: 53 Posted: 31 May 2015 Last Revised: 04 Jul 2015
Working Paper Series
Peter Eigner and Thomas S. Umlauft
University of Vienna - Department of Economic and Social History and University of Vienna
Downloads 3,805
38.

Central Bank Digital Currencies: Preliminary Legal Observations

Journal of Banking Regulation (2019)
Number of pages: 30 Posted: 17 Feb 2019 Last Revised: 31 Mar 2020
Accepted Paper Series
Hossein Nabilou
Downloads 3,791
39.

This Time Is Different, but It Will End the Same Way: Unrecognized Secular Changes in the Bond Market since the 2008 Crisis That May Precipitate the Next Crisis

Number of pages: 50 Posted: 17 May 2019
Working Paper Series
Daniel Zwirn, Daniel Zwirn, Jim Kyung-Soo Liew and Ahmad Ajakh
Brookings InstitutionArena Investors, LP, Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School
Downloads 3,670
40.

The Financial Crisis and the Regulation of Credit Rating Agencies: A European Banking Perspective

ADBI Working Paper No. 188
Number of pages: 26 Posted: 21 Apr 2010
Working Paper Series
Siegfried Utzig
affiliation not provided to SSRN
Downloads 3,665
41.

An Agent-Based Model of the Flash Crash of May 6, 2010, with Policy Implications

Number of pages: 39 Posted: 07 Oct 2013 Last Revised: 27 Feb 2014
Working Paper Series
Tommi A. Vuorenmaa and Liang Wang
Rayleigh Research and University of Cambridge
Downloads 3,636
42.

The Effect of Accounting Conservatism on Corporate Investment during the Global Financial Crisis

Journal of Business Finance and Accounting, Forthcoming
Number of pages: 45 Posted: 01 Nov 2011 Last Revised: 04 Jul 2016
Accepted Paper Series
Karthik Balakrishnan, Ross L. Watts and Luo Zuo
Rice University - Jesse H. Jones Graduate School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and National University of Singapore

Multiple version iconThere are 2 versions of this paper

Downloads 3,627
43.

New Evidence on the First Financial Bubble

Journal of Financial Economics, Volume 108, Issue 3, June 2013, Pages 585-607
Number of pages: 81 Posted: 01 Apr 2009 Last Revised: 10 Sep 2019
Working Paper Series
Rik Frehen, William N. Goetzmann and K. Geert Rouwenhorst
Tilburg University - Department of Finance, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,570
44.

The Credit Suisse CoCo Wipeout: Facts, Misperceptions, and Lessons for Financial Regulation

Swiss Finance Institute Research Paper No. 23-32, Journal of Applied Corporate Finance, Forthcoming
Number of pages: 19 Posted: 17 May 2023
Working Paper Series
Patrick Bolton, Anastasia Kartasheva and Wei Jiang
Imperial College London, University of St. Gallen - School of Finance and Emory University Goizueta Business School
Downloads 3,494
45.

Bankruptcy and the COVID-19 Crisis

Number of pages: 29 Posted: 12 Sep 2020
Working Paper Series
Jialan Wang, Jeyul Yang, Benjamin Charles Iverson and Raymond Kluender
University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign, Brigham Young University and Harvard University - Business School (HBS)
Downloads 3,421
46.

Adverse Incentives in Crowdfunding

Number of pages: 47 Posted: 25 May 2010 Last Revised: 21 Oct 2014
Working Paper Series
Thomas Hildebrand, Manju Puri and Jörg Rocholl
E.CA Economics, Duke University - Fuqua School of Business and ESMT European School of Management and Technology
Downloads 3,392
47.

Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis

MPI Collective Goods Preprint, No. 2008/43
Number of pages: 77 Posted: 01 Dec 2008
Working Paper Series
Martin F. Hellwig
Max Planck Institute for Research on Collective Goods
Downloads 3,320
48.

Rating Agencies in the Face of Regulation

Journal of Financial Economics (JFE), Vol. 108, pp. 64-81, 2013, Chicago Booth Research Paper No. 13-05, Fama-Miller Working Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 33 Posted: 26 Jan 2010 Last Revised: 11 Aug 2020
Accepted Paper Series
Christian C. Opp, Marcus M. Opp and Milton Harris
University of Rochester - Simon Business School, Stockholm School of Economics - Department of Finance and University of Chicago - Finance
Downloads 3,280
49.

Does a Central Clearing Counterparty Reduce Counterparty Risk?

Rock Center for Corporate Governance at Stanford University Working Paper No. 46, Stanford University Graduate School of Business Research Paper No. 2022
Number of pages: 31 Posted: 23 Feb 2009 Last Revised: 28 Apr 2011
Working Paper Series
Darrell Duffie and Haoxiang Zhu
Stanford University - Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 3,278
50.

Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas

Patro, Dilip, Piccotti, Louis R. and Wu, Yangru. (2017). Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas, Journal of Financial Research 40, 223-248
Number of pages: 50 Posted: 19 Jul 2014 Last Revised: 16 Jun 2017
Accepted Paper Series
Dilip K. Patro, Louis R. Piccotti and Yangru Wu
OCC, Oklahoma State University - Stillwater - Spears School of Business and Rutgers University, Newark - School of Business - Department of Finance & Economics
Downloads 3,228