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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 563,425
Full Text Papers: 465,747
Authors: 261,339
Papers Received in
  Last 12 months:
63,924

Paper Downloads:
To date: 78,215,104
Last 12 months: 9,683,732
Last 30 days: 669,820

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  Resolved
  References:
263,113
Total References: 9,045,618
Papers with Cites: 243,210
Total Citation
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5,983,464
Papers with
  Resolved
  Footnotes:
92,654
Total Footnotes: 9,169,322


SSRN eLibrary Search Results
JEL Code: C15
418,406 Total downloads
Showing Papers 1 - 50 of 1,928
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Incl. Electronic Paper Financial Bubble Implosion
Peter C. B. Phillips and Shu-Ping Shi
Yale University - Cowles Foundation and Macquarie University
Date Posted: August 28, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper On the Existence of an Optimal Estimation Window for Risk Measures
Marcelo Brutti Righi and Paulo Sergio Ceretta
Universidade Federal de Santa Maria and Universidade Federal de Santa Maria
Date Posted: August 27, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Asymmetry in Stock Returns: An Entropy Measure
Lei Jiang , Ke Wu and Guofu Zhou
Tsinghua University , Emory University - Department of Economics and Washington University in St. Louis - Olin School of Business
Date Posted: August 27, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Quantile Regression for Peak Demand Forecasting
Charles Gibbons and Ahmad Faruqui
The Brattle Group and The Brattle Group
Date Posted: August 24, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Insights in European Interbank Network Contagion
Dionisis Philippas , Yiannis Koutelidakis and Alexandros Leontitsis
Lunam University - Ecole Superieure Des Sciences Commerciales D'Angers (ESSCA) , Birkbeck University of London and Independent
Date Posted: August 23, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Markov-Chain Approximation and Estimation of Nonlinear, Non-Gaussian State Space Models
Leland E. Farmer
University of California, San Diego
Date Posted: August 21, 2014
Last Revised: August 23, 2014
Working Paper Series
16 downloads

Default Investment Strategies in a Defined Contribution Pension System: A Pension Risk Model Application for the Chilean Case
Journal of Pension Economics and Finance, 12(4), pp. 379-414
Félix Villatoro , Solange Berstein and Olga Fuentes
Adolfo Ibanez University , Independent and Independent
Date Posted: August 15, 2014
Accepted Paper Series

Incl. Electronic Paper Testing for Cumulative Abnormal Returns in Event Studies with the Rank Test
Terhi Hagnäs and Seppo Pynnonen
University of Vaasa - Department of Mathematics and Statistics and University of Vaasa, Department of Mathematics and Statistics
Date Posted: August 12, 2014
Last Revised: August 19, 2014
Working Paper Series
30 downloads

Incl. Electronic Paper Many Risks, One (Optimal) Portfolio
Cristian Homescu
Independent
Date Posted: July 30, 2014
Working Paper Series
443 downloads

Bitcoin – Is it a Bubble? Evidence from Unit Root Tests
Akash Malhotra and Mayank Maloo
Indian Institute of Technology Bombay and Indian Institute of Technology Bombay
Date Posted: July 28, 2014
Working Paper Series

Incl. Electronic Paper Do Client Characteristics Really Drive the Big N Effect? Evidence from Matching Methods
Mark L. DeFond , David H. Erkens and Jieying Zhang
University of Southern California - Leventhal School of Accounting , University of Southern California - Leventhal School of Accounting and University of Southern California - Leventhal School of Accounting
Date Posted: July 27, 2014
Working Paper Series
110 downloads

Incl. Electronic Paper Changing Point and Parameter Instability with Heteroskedastic Models
Mumtaz Ahmed , Gulfam Haider and Asad Zaman
Department of Management Sciences, COMSATS Institute of Information Technology Islamabad, Pakistan , International Islamic University, Islamabad and Pakistan Institute of Development Economics
Date Posted: July 27, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology
Swiss Finance Institute Research Paper No. 14-46
Lucas Fiévet , Zalàn Forrò , Peter Cauwels and Didier Sornette
ETH Zurich , Independent , ETH Zürich and Swiss Finance Institute
Date Posted: July 26, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Interpreting Financial Market Crashes as Earthquakes: A New Early Warning System for Medium Term Crashes
Tinbergen Institute Discussion Paper 14-067/III
Francine Gresnigt , Erik Kole and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: July 24, 2014
Working Paper Series
70 downloads

Incl. Electronic Paper Memory Generation for a Trend-Stationarity Constrained-Autoregressive Data-Mining Procedure
Shlomo Zilca
Tel Aviv University, Faculty of Management
Date Posted: July 22, 2014
Last Revised: August 27, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Investor Attention and Stock Prices: Evidence from a Natural Experiment
Erik Mayer
Rice University - Jesse H. Jones Graduate School of Business
Date Posted: July 20, 2014
Working Paper Series
60 downloads

Incl. Electronic Paper An Application of the "Fan-Chart Approach" to Debt Sustainability in Post-Hipc Low-Income Countries
IMF Working Paper No. 14/102
Maximilien Kaffo Melou , Mariusz A. Sumlinski and Chris Geiregat
affiliation not provided to SSRN , International Monetary Fund (IMF) and Independent
Date Posted: July 18, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
CAMA Working Paper No. 51/2014
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: July 12, 2014
Last Revised: July 21, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper FVA, The Fake Debate: Why Are They Still Debating?
Christian Kamtchueng
Barclays Capital
Date Posted: July 11, 2014
Last Revised: July 15, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Systemic Risk Measures and Their Viability for Banking Supervision
Benjamin Döring , Claudio Nicolai Wewel and Thomas Hartmann-Wendels
University of Cologne , University of Cologne and University of Cologne - Department of Banking
Date Posted: July 09, 2014
Last Revised: August 15, 2014
Working Paper Series
74 downloads

Incl. Electronic Paper Size and Power of Diagnostic Tests for Asymmetric Garch-Type Models
Prabhath Jayasinghe and Albert K.C. Tsui
University of Colombo - Department of Business Economics and National University of Singapore (NUS) - Department of Economics
Date Posted: July 07, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Direct Distribution of Rents and the Resource Curse in Iran: A Micro-Econometric Analysis
CESifo Working Paper Series No. 4824
Mohammad Reza Farzanegan and Mohammad Habibpour
Philipps-University of Marburg - Center for Near and Middle Eastern Studies (CNMS) and Philipps-University of Marburg - Center for Near and Middle Eastern Studies (CNMS)
Date Posted: July 03, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Calendar Effects and Seasonality on Returns and Volatility
Eleftherios Giovanis
IMT Lucca Institute for Advanced Studies
Date Posted: June 24, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Two-Part Models for Fractional Responses Defined as Ratios of Integers
WIFO Working Papers, No. 472
Harald Oberhofer and Michael Pfaffermayr
University of Salzburg - Department of Economics and Social Sciences and University of Innsbruck - Department of Economics
Date Posted: June 19, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Centrality-Based Capital Allocations and Bailout Funds
Adrian Alter , Ben R. Craig and Peter Raupach
International Monetary Fund , Federal Reserve Bank of Cleveland and Deutsche Bundesbank - Research Department
Date Posted: June 16, 2014
Last Revised: June 28, 2014
Working Paper Series
38 downloads

Incl. Electronic Paper Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?
CAMA Working Paper No. 46/2014
Varang Wiriyawit and Benjamin Wong
Australian National University and Reserve Bank of New Zealand
Date Posted: June 14, 2014
Last Revised: June 16, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Estimating Capabilities with Structural Equation Models: How Well are We Doing in a 'Real' World?
Jaya Krishnakumar and Florian T Wendelspiess Chávez Juárez
University of Geneva and University of Geneva - Department of Economics
Date Posted: June 11, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets
Monica Billio , Roberto Casarin and Ayokunle Anthony Osuntuyi
Ca Foscari University of Venice - Department of Economics , University Ca' Foscari of Venice - Department of Economics and Ca Foscari University of Venice
Date Posted: June 10, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Through the Looking Glass: Indirect Inference via Simple Equilibria
HEC Paris Research Paper No. FIN-2014-1048
Laurent E. Calvet and Veronika Czellar
HEC Paris (Groupe HEC) - Finance Department and EMLYON Business School
Date Posted: June 02, 2014
Last Revised: June 10, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Robust and Practical Estimation for Measures of Tail Risk
Cristian Homescu
Independent
Date Posted: June 02, 2014
Working Paper Series
738 downloads

Incl. Electronic Paper Inter-Temporal Risk Parity: A Constant Volatility Framework for Factor Investing
Romain Perchet , Raul Leote de Carvalho and Pierre Moulin
French National Center for Scientific Research (CNRS) - Ecole des Hautes Etudes en Sciences Sociales (EHESS) , BNP Paribas Investment Partners and BNP Paribas Investment Partners
Date Posted: May 25, 2014
Working Paper Series
210 downloads

Incl. Electronic Paper Higher Order Realized Power Variations of Semi-Martingales with Applications
Yuta Koike and Zhi Liu
University of Tokyo - Graduate School of Mathematical Sciences and University of Macau
Date Posted: May 21, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Asymmetric Dependence, Tail Dependence, and the Time Interval over Which the Variables Are Measured
Byoung Uk Kang and Gunky Kim
The Hong Kong Polytechnic University - School of Accounting and Finance and Monash University - Faculty of Business and Economics
Date Posted: May 20, 2014
Last Revised: May 21, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Robust-Efficient Credibility Models with Heavy-Tailed Claims: A Mixed Linear Models Perspective
Insurance: Mathematics and Economics, 48(1), 72-84, 2011
Harald Dornheim and Vytaras Brazauskas
KPMG AG and University of Wisconsin-Milwaukee
Date Posted: May 15, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Uniform Inference in Nonlinear Models with Mixed Identification Strength
PIER Working Paper No. 14-018
Xu Cheng
University of Pennsylvania - Department of Economics
Date Posted: May 11, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Calculating Systemic Risk Capital Requirements: A Factor Model Approach
Panagiotis Avramidis and Fotios Pasiouras
ALBA Graduate Business School and University of Surrey - Surrey Business School
Date Posted: May 07, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Is the Distribution of Financial Returns Symmetric? — Empirical Evidence from the International Exchange Market
Peng Wang
Southwest University of Finance and Economics / Chengdu, China
Date Posted: May 05, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Know Your System! – Turning Data Mining from Bias to Benefit Through System Parameter Permutation
2014 NAAIM Wagner Award Winner
Dave Walton
StatisTrade
Date Posted: April 30, 2014
Working Paper Series
382 downloads

Incl. Electronic Paper Testing the Technology of Synthetic Straddles
Yuriy Trifonov , Sergey Yashin , Egor Koshelev and Dimitry Podshibyakin
Lobachevsky State University of Nizhni Novgorod , Lobachevsky State University of Nizhni Novgorod , Lobachevsky State University of Nizhni Novgorod and Lobachevsky State University of Nizhni Novgorod
Date Posted: April 27, 2014
Working Paper Series
40 downloads

Incl. Electronic Paper Testing LATE Assumptions
Ismael Mourifie and Yuanyuan Wan
University of Toronto - Department of Economics and University of Toronto - Department of Economics
Date Posted: April 27, 2014
Last Revised: May 10, 2014
Working Paper Series
49 downloads

Incl. Electronic Paper Investing in Emerging Markets: An Asymmetric Stochastic Multivariate Volatility Model to Diversify Efficiently a Portfolio of Assets
Stochastic Modelling Symposium Canadian Society of Actuaries, Montreal, Canada (2008)
Yves Rannou
CEREGE Doctoral School EA 1722
Date Posted: April 22, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper Liquidity and Simulation: A Survey of Liquidity Measures Using TraderEx
Jedediah Baker and Cornelis A. Los
Alliant International University - Alliant School of Management and Alliant International University - Alliant School of Management
Date Posted: April 21, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Simulation as a Stock Market Backtesting Tool
Tony Cooper
Double-Digit Numerics
Date Posted: April 17, 2014
Working Paper Series
267 downloads

Incl. Electronic Paper Credit Crisis, Spillovers and Propagation of Shocks in the Shipping Market
Nikos Paltalidis and Dimitrios Gounopoulos
Portsmouth Business School and University of Sussex, School of Business, Management and Economics
Date Posted: April 13, 2014
Last Revised: August 02, 2014
Working Paper Series
84 downloads

Incl. Electronic Paper Buying Power – The Overlooked Success Factor
2011 NAAIM Wagner Award Winner
Thomas Krawinkel
StatisTrade
Date Posted: April 12, 2014
Last Revised: April 30, 2014
Accepted Paper Series
29 downloads

Incl. Electronic Paper Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets
SAFE Working Paper No. 48
Marcel Bluhm and Jan Pieter Krahnen
Wang Yanan Institute for Studies in Economics and University of Frankfurt
Date Posted: April 08, 2014
Working Paper Series
126 downloads

Incl. Electronic Paper An Ordered Categorical Response Model with Endogenous Switching: Simulation Exercises and an Application to State Health
Center for Research in Economics and Finance (CIEF), Working Papers, No. 11-6
Johnatan Cardona Jimenez and Andres Ramirez Hassan
Universidad Nacional de Colombia - Sede Medellín and Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Date Posted: April 04, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Modelos Multinomiales: Un Análisis De Sus Propiedades (Multinomial Models: An Analysis of Its Properties)
Center for Research in Economics and Finance (CIEF), Working Papers, No. 11-9
Arlen Guarin , Andres Ramirez Hassan and Juan Felipe Torres
Central Bank of Colombia , Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Universidad EAFIT
Date Posted: April 04, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Analysis of the Baltic Exchange Dry Index Using Data Mining Techniques
Babis Theodoulidis and David Diaz
University of Manchester - Manchester Business School and Universidad de Chile - Escuela de Economia y Negocios
Date Posted: April 03, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes
CERGE-EI Working Paper Series No. 511
Hynek Lavicka , Tomas Lichard and Jan Novotny
Czech Technical University , Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and City University London - Faculty of Finance
Date Posted: March 30, 2014
Working Paper Series
9 downloads


 

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