Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Comprehensive Look at Financial Volatility Prediction by Economic Variables |
0 |
0 |
1 |
98 |
0 |
2 |
8 |
275 |
A Comprehensive Look at Financial Volatility Prediction by Economic Variables |
0 |
0 |
1 |
131 |
0 |
0 |
2 |
323 |
A Prospect-Theoretical Interpretation of Momentum Returns |
0 |
0 |
0 |
376 |
1 |
3 |
3 |
808 |
Are all professional investors sophisticated? |
0 |
0 |
1 |
143 |
0 |
0 |
5 |
576 |
Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
324 |
Carry Trades and Global FX Volatility |
1 |
1 |
1 |
424 |
1 |
2 |
6 |
1,002 |
Carry Trades and Global Foreign Exchange Volatility |
0 |
0 |
1 |
253 |
1 |
1 |
4 |
565 |
Crypto carry |
2 |
4 |
13 |
34 |
3 |
10 |
36 |
88 |
Currency Momentum Strategies |
0 |
1 |
4 |
148 |
1 |
3 |
12 |
522 |
Currency Momentum Strategies |
0 |
0 |
5 |
101 |
1 |
3 |
17 |
430 |
Currency Momentum Strategies |
0 |
0 |
2 |
279 |
2 |
6 |
28 |
1,509 |
Currency Value |
0 |
0 |
2 |
111 |
0 |
0 |
3 |
175 |
Deciphering Monetary Policy Shocks |
0 |
1 |
1 |
7 |
0 |
3 |
5 |
24 |
Dividend predictability around the world |
0 |
0 |
0 |
81 |
0 |
0 |
1 |
314 |
Does Central Bank Tone Move Asset Prices? |
0 |
1 |
16 |
143 |
1 |
7 |
41 |
468 |
Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book |
0 |
1 |
1 |
87 |
0 |
3 |
4 |
300 |
Exchange Rates and Sovereign Risk |
0 |
0 |
0 |
15 |
1 |
2 |
7 |
47 |
Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? |
0 |
0 |
0 |
192 |
1 |
1 |
3 |
496 |
Foreign Exchange Intervention: A New Database |
0 |
1 |
1 |
39 |
0 |
1 |
4 |
135 |
Foreign exchange intervention: A new database |
0 |
0 |
3 |
57 |
2 |
2 |
6 |
80 |
Foreign exchange intervention: A new database |
0 |
0 |
2 |
5 |
1 |
2 |
6 |
16 |
Global Asset Allocation Shifts |
0 |
0 |
0 |
40 |
0 |
2 |
5 |
152 |
Global Asset Pricing: Is There a Role for Long-run Consumption Risk? |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
166 |
Higher-order beliefs among professional stock market forecasters: some first empirical tests |
0 |
0 |
0 |
105 |
0 |
0 |
0 |
342 |
Information flows in foreign exchange markets: dissecting customer currency trades |
0 |
0 |
1 |
135 |
1 |
3 |
5 |
484 |
Institutional and Individual Sentiment: Smart Money and Noise Trader Risk |
0 |
0 |
2 |
663 |
3 |
6 |
13 |
2,046 |
Investor sentiment and stock returns: Some international evidence |
1 |
2 |
3 |
792 |
3 |
7 |
17 |
2,098 |
Limit-Order Submission Strategies under Asymmetric Information |
0 |
0 |
0 |
125 |
1 |
1 |
1 |
308 |
Local Information in Foreign Exchange Markets |
0 |
0 |
0 |
179 |
0 |
0 |
0 |
533 |
Macro Expectations, Aggregate Uncertainty, and Expected Term Premia |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
164 |
Macro expectations, aggregate uncertainty, and expected term premia |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
219 |
Monetary policy expectation errors |
0 |
0 |
2 |
30 |
0 |
1 |
11 |
51 |
Non-performing loans - new risks and policies? NPL resolution after COVID-19: Main differences to previous crises |
0 |
0 |
2 |
34 |
0 |
1 |
6 |
80 |
Quantifying survey expectations: What's wrong with the probability approach? |
0 |
0 |
1 |
65 |
1 |
2 |
3 |
278 |
Short-term Momentum |
0 |
0 |
1 |
43 |
1 |
2 |
9 |
104 |
The FOMC Risk Shift |
0 |
0 |
0 |
58 |
1 |
3 |
3 |
112 |
The FOMC risk shift |
0 |
0 |
1 |
27 |
0 |
1 |
2 |
33 |
Trader see, trader do: How do (small) FX traders react to large counterparties' trades? |
0 |
0 |
0 |
117 |
0 |
0 |
0 |
1,114 |
What is Libra? Understanding Facebook's currency |
0 |
0 |
1 |
76 |
1 |
1 |
3 |
104 |
What moves markets? |
0 |
1 |
4 |
39 |
1 |
5 |
14 |
48 |
Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective |
0 |
0 |
0 |
89 |
2 |
3 |
3 |
271 |
Whose trades convey information? Evidence from a cross-section of traders |
0 |
0 |
1 |
246 |
0 |
1 |
3 |
694 |
Total Working Papers |
4 |
13 |
74 |
5,819 |
31 |
90 |
300 |
17,878 |