| Working Paper |
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Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comprehensive Look at Financial Volatility Prediction by Economic Variables |
1 |
2 |
5 |
102 |
1 |
3 |
11 |
281 |
| A Comprehensive Look at Financial Volatility Prediction by Economic Variables |
0 |
0 |
0 |
131 |
0 |
1 |
1 |
324 |
| Addressing the risks in crypto: laying out the options |
0 |
4 |
15 |
127 |
0 |
10 |
41 |
351 |
| An Intermediation-Based Model of Exchange Rates |
0 |
0 |
0 |
23 |
0 |
3 |
5 |
59 |
| An Intermediation-Based Model of Exchange Rates |
0 |
0 |
0 |
30 |
0 |
2 |
2 |
38 |
| An Intermediation-Based Model of Exchange Rates |
0 |
1 |
2 |
17 |
0 |
1 |
7 |
22 |
| An intermediation-based model of exchange rates |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
47 |
| Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
151 |
| Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
82 |
| Banking across borders: At the crossroads in the transition away from LIBOR - from overnight to term rates |
0 |
1 |
3 |
30 |
0 |
1 |
7 |
83 |
| Carry Trades and Global FX Volatility |
0 |
0 |
1 |
424 |
1 |
6 |
11 |
1,008 |
| Carry Trades and Global Foreign Exchange Volatility |
1 |
1 |
1 |
254 |
2 |
4 |
7 |
570 |
| Central clearing in government bond markets: keeping the "safe asset" safe? |
0 |
0 |
9 |
9 |
1 |
1 |
24 |
24 |
| Constrained Dealers and Market Efficiency |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
15 |
| Constrained Liquidity Provision in Currency Markets |
0 |
1 |
1 |
1 |
0 |
1 |
3 |
3 |
| Constrained Liquidity Provision in Currency Markets |
0 |
0 |
2 |
20 |
0 |
0 |
2 |
36 |
| Constrained liquidity provision in currency markets |
0 |
1 |
2 |
11 |
0 |
1 |
5 |
12 |
| Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
277 |
| Covered Interest Parity Arbitrage |
0 |
0 |
1 |
46 |
1 |
2 |
8 |
121 |
| Crypto carry |
0 |
1 |
11 |
36 |
1 |
5 |
34 |
99 |
| Currency Momentum Strategies |
0 |
0 |
2 |
279 |
0 |
3 |
20 |
1,514 |
| Currency Momentum Strategies |
0 |
1 |
3 |
102 |
2 |
3 |
12 |
433 |
| Currency Momentum Strategies |
0 |
0 |
2 |
148 |
0 |
0 |
6 |
522 |
| Currency Value |
0 |
0 |
0 |
111 |
1 |
2 |
2 |
177 |
| DeFi lending: intermediation without information? |
1 |
5 |
21 |
129 |
4 |
12 |
57 |
311 |
| Debt De-risking |
0 |
0 |
0 |
15 |
0 |
2 |
3 |
54 |
| Debt De-risking |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
29 |
| Debt derisking |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Decentralised finance (DeFi): a functional approach |
0 |
2 |
8 |
18 |
1 |
5 |
25 |
40 |
| Dividend predictability around the world |
0 |
0 |
0 |
81 |
0 |
0 |
0 |
314 |
| Evaluating conditional asset pricing models for the German stock market |
0 |
0 |
0 |
160 |
0 |
0 |
1 |
523 |
| Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations? |
0 |
0 |
0 |
192 |
0 |
0 |
2 |
496 |
| Explaining Monetary Spillovers: The Matrix Reloaded |
0 |
0 |
0 |
50 |
1 |
1 |
4 |
154 |
| Explaining Monetary Spillovers: The Matrix Reloaded |
0 |
0 |
0 |
36 |
0 |
0 |
6 |
100 |
| Explaining Monetary Spillovers: The Matrix Reloaded |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
52 |
| Global Asset Allocation Shifts |
0 |
1 |
1 |
41 |
0 |
1 |
5 |
153 |
| Global Asset Pricing: Is There a Role for Long-run Consumption Risk? |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
166 |
| Global Bank Lending and Exchange Rates |
0 |
0 |
0 |
17 |
0 |
3 |
11 |
31 |
| Global Production Linkages and Stock Market Comovement |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Global Production Linkages and Stock Market Comovement |
0 |
0 |
2 |
16 |
0 |
0 |
9 |
50 |
| Global Production Linkages and Stock Market Comovement |
0 |
0 |
0 |
10 |
0 |
0 |
3 |
15 |
| Global production linkages and stock market co-movement |
0 |
1 |
1 |
35 |
0 |
1 |
6 |
48 |
| Has the Pricing of Stocks Become More Global? |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
79 |
| Has the Pricing of Stocks Become More Global? |
0 |
0 |
0 |
79 |
0 |
0 |
3 |
51 |
| Has the pricing of stocks become more global? |
0 |
0 |
0 |
42 |
0 |
0 |
2 |
95 |
| 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 |
0 |
0 |
4 |
484 |
| Intermediation Markups and Monetary Policy Passthrough |
1 |
1 |
1 |
52 |
1 |
1 |
4 |
90 |
| Intermediation Markups and Monetary Policy Passthrough |
0 |
0 |
0 |
56 |
1 |
1 |
7 |
125 |
| Intermediation markups and monetary policy pass-through |
0 |
0 |
0 |
26 |
0 |
0 |
97 |
629 |
| International Diversification Benefits with Foreign Exchange Investment Styles |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
259 |
| International Stock Return Predictability Under Model Uncertainty |
0 |
0 |
0 |
122 |
0 |
0 |
0 |
383 |
| International diversification benefits with foreign exchange investment styles |
0 |
0 |
1 |
66 |
0 |
1 |
9 |
293 |
| Leverage and margin spirals in fixed income markets during the Covid-19 crisis |
0 |
2 |
5 |
114 |
3 |
10 |
21 |
327 |
| Liquidity management and asset sales by bond funds in the face of investor redemptions in March 2020 |
0 |
0 |
1 |
16 |
0 |
0 |
3 |
53 |
| Long-horizon consumption risk and the cross-section of returns: New tests and international evidence |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
90 |
| Macro Expectations, Aggregate Uncertainty, and Expected Term Premia |
0 |
0 |
0 |
63 |
1 |
1 |
1 |
165 |
| Macro expectations, aggregate uncertainty, and expected term premia |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
219 |
| Margins, debt capacity, and systemic risk |
1 |
1 |
5 |
17 |
1 |
1 |
12 |
20 |
| Margins, debt capacity, and systemic risk |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Monetary policy expectation errors |
1 |
1 |
3 |
31 |
2 |
2 |
8 |
54 |
| Monetary policy's rising FX impact in the era of ultra-low rates |
0 |
0 |
0 |
62 |
0 |
1 |
5 |
181 |
| Monetary policy's rising FX impact in the era of ultra-low rates |
0 |
0 |
1 |
59 |
0 |
2 |
6 |
83 |
| Non-Monetary News in Central Bank Communication |
0 |
0 |
1 |
53 |
0 |
0 |
2 |
62 |
| Non-bank Financial Intermediaries and Financial Stability |
0 |
0 |
5 |
26 |
0 |
2 |
17 |
70 |
| Non-bank financial intermediaries and financial stability |
0 |
2 |
10 |
62 |
0 |
6 |
58 |
172 |
| Non-monetary news in central bank communication |
0 |
0 |
5 |
41 |
0 |
1 |
14 |
131 |
| On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications |
0 |
2 |
11 |
485 |
1 |
7 |
33 |
1,154 |
| Optimal Transport of Information |
0 |
0 |
0 |
53 |
1 |
1 |
2 |
120 |
| Optimal Transport of Information |
1 |
1 |
1 |
17 |
1 |
1 |
2 |
32 |
| Optimal Transport of Information |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
29 |
| Persuasion by Dimension Reduction |
0 |
0 |
2 |
17 |
0 |
1 |
5 |
29 |
| Persuasion by Dimension Reduction |
0 |
0 |
0 |
13 |
0 |
1 |
6 |
23 |
| Peso Problems in the Estimation of the C-CAPM |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
18 |
| Policy Announcement Design |
0 |
0 |
0 |
36 |
1 |
1 |
5 |
66 |
| Predicting financial market stress with machine learning |
0 |
1 |
1 |
1 |
3 |
8 |
9 |
9 |
| Relationship Discounts in Corporate Bond Trading |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Relationship discounts in corporate bond trading |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
4 |
| Relationship discounts incorporate bond trading |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
7 |
| Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM |
0 |
0 |
2 |
23 |
0 |
0 |
2 |
75 |
| Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM |
0 |
0 |
0 |
41 |
1 |
1 |
1 |
91 |
| Scarcity effects of QE: A transaction-level analysis in the Bund market |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
103 |
| Scarcity effects of QE: A transaction-level analysis in the Bund market |
0 |
0 |
0 |
46 |
1 |
2 |
3 |
126 |
| Segmented money markets and covered interest parity arbitrage |
0 |
0 |
0 |
33 |
0 |
0 |
2 |
82 |
| Segmented money markets and covered interest parity arbitrage |
0 |
0 |
0 |
70 |
1 |
2 |
8 |
155 |
| Size and Momentum Profitability in International Stock Markets |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
59 |
| Size and Momentum Profitability in International Stock Markets |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
53 |
| The FOMC Risk Shift |
0 |
0 |
0 |
58 |
0 |
0 |
3 |
112 |
| The FOMC risk shift |
0 |
0 |
1 |
27 |
0 |
0 |
3 |
34 |
| The demand for government debt |
0 |
0 |
0 |
19 |
1 |
3 |
13 |
42 |
| The market turbulence and carry trade unwind of August 2024 |
0 |
1 |
16 |
16 |
0 |
5 |
60 |
60 |
| The response of tail risk perceptions to unconventional monetary policy |
0 |
0 |
0 |
61 |
0 |
0 |
6 |
190 |
| US dollar funding markets during the Covid-19 crisis - the international dimension |
0 |
0 |
1 |
55 |
1 |
1 |
6 |
97 |
| US dollar funding markets during the Covid-19 crisis - the money market fund turmoil |
1 |
2 |
4 |
223 |
2 |
10 |
22 |
670 |
| When the walk is not random: commodity prices and exchange rates |
1 |
1 |
2 |
59 |
1 |
1 |
5 |
136 |
| Total Working Papers |
9 |
37 |
173 |
5,788 |
41 |
150 |
835 |
16,824 |
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