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JEL Code: C41
93,259 Total downloads
Showing Papers 1 - 50 of 732
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Forecasting Distress in European SME Portfolios LSF Reseach Working Paper Series No 13-02
Dimitra Michala
,
Theoharry Grammatikos
and
Sara Ferreira Filipe
Date Posted: May 18, 20136 downloads
Seek and Ye Shall Find: How Search Requirements Affect Job Finding Rates of Older Workers IZA Discussion Paper No. 7400
Patrick Hullegie
and
Jan C. van Ours
Date Posted: May 18, 2013
Testing for Structural Breaks in Correlations: Does it Improve Value-at-Risk Forecasting?
Tobias Berens
,
Gregor N. F. Weiss
and
Dominik Wied
Date Posted: May 17, 201312 downloads
The Determinants of Recidivism among Ex-Prisoners: A Survival Analysis on French Data GATE - Groupe d’Analyse et de Théorie Économique Lyon-St Étienne Working Paper No. WP 1320,
Benjamin Monnery
Date Posted: May 16, 20132 downloads
Seek and Ye Shall Find: How Search Requirements Affect Job Finding Rates of Older Workers CentER Discussion Paper Series No. 2013-028
Patrick Hullegie
and
Jan C. van Ours
Date Posted: May 14, 20132 downloads
The Determinants of Cartel Duration
Rosa M. Abrantes-Metz
,
John M. Connor and
Albert D. Metz
Date Posted: May 12, 201354 downloads
Testing Mixture of Exponentials Hypothesis in Dynamic Duration Models
Fei Chen
Date Posted: May 10, 2013
What Drives the Dynamics of Bank Loan Renegotiation in Europe?
Christophe J. Godlewski
Date Posted: May 02, 20135 downloads
Accès au crédit bancaire et survie des PME camerounaises: Le rôle du capital social (Bank Credit Access and Cameroonians SMEs Survival: Does Social Capital Matter?) Revue Africaine des Sciences Economiques et de Gestion, Vol. XIX, Nos. 1-2, pp. 111-136, 2012
Ngoa Tabi Henri
and
Niyonsaba Sebigunda Edson
Date Posted: May 02, 201311 downloads
Education and Health: The Role of Cognitive Ability CESifo Working Paper Series No. 4207
Govert E. Bijwaard ,
Hans van Kippersluis
and
Justus Veenman
Date Posted: May 01, 201320 downloads
A Threshold Stochastic Conditional Duration Model for Financial Transaction Data
Zhongxian Men
,
Tony S. Wirjanto and
Adam W. Kolkiewicz
Date Posted: March 31, 2013
Stochastic Conditional Duration Models with Mixture Processes
Tony S. Wirjanto ,
Adam W. Kolkiewicz
and
Zhongxian Men
Date Posted: March 31, 2013
Bayesian Inference of Asymmetric Stochastic Conditional Duration Models
Zhongxian Men
,
Adam W. Kolkiewicz
and
Tony S. Wirjanto
Date Posted: March 31, 2013
Causes of State Tax Amnesties: A Review
Hari S. Luitel
Date Posted: March 26, 201312 downloads
The Pursuit of Happiness? Subjective Wellbeing and Internal Migration in Great Britain
William Whittaker
Date Posted: March 19, 20137 downloads
Education and Health: The Role of Cognitive Ability Tinbergen Institute Discussion Paper 13-044/V
Govert E. Bijwaard ,
Hans van Kippersluis
and
Justus Veenman
Date Posted: March 16, 201315 downloads
A Simple Approach to Treatment Effects on Durations When the Treatment Timing is Chosen IZA Discussion Paper No. 7249
M.J. Lee and
Per Johansson
Date Posted: March 16, 20135 downloads
Employment Duration and Shifts into Retirement in the EU ECB Working Paper No. 1517
Ted Aranki
and
Corrado Macchiarelli
Date Posted: March 05, 20139 downloads
Is a Temporary Job Better than Unemployment? A Cross-Country Comparison Based on British, German, and Swiss Panel Data SOEPpaper No. 543
Michael Gebel
Date Posted: March 05, 201342 downloads
Employee Stock Option Valuation under Levy Models
Tim Leung and
Haohua Wan
Date Posted: March 03, 2013Last Revised: March 11, 201358 downloads
Supermarket Entry and the Survival of Small Stores Review of Industrial Organization, 2013
Fernando Borraz
,
Juan Dubra
,
Daniel Ferres
and
Leandro Zipitria
Date Posted: March 03, 2013Last Revised: March 05, 2013
Investigating the Relationship between Supervisory Change and Community Bank Failure in a Competing Risk Framework
Gary Whalen
Date Posted: February 27, 201310 downloads
Optimal Timing for Mean Reversion Trading
Tim Leung and
Xin Li
Date Posted: February 23, 2013239 downloads
Duración del Desempleo y Eficiencia de la Búsqueda de Empleo en Cartagena,
Colombia (Unemployment Duration and Job Search Efficiency in Cartagena, Colombia) Cuadernos de Economía, Vol. 31, No. 58, pp. 145-171, 2012,
Felipe Del Rio Carrasquilla
,
Martha Yánez
and
Jorge Pérez
Date Posted: February 13, 20133 downloads
An Optimal Multiple Stopping Approach to Infrastructure Investment Decisions
Eric Dahlgren
and
Tim Leung
Date Posted: February 13, 201332 downloads
Centralization Versus Decentralization of Legislative Production and the Effect of Each on the Duration of Disputes
Giuseppe Di Vita
Date Posted: February 12, 20135 downloads
Employment Duration and Shifts into Retirement in the EU LEQS Paper No. 58/2013
Ted Aranki
and
Corrado Macchiarelli
Date Posted: February 12, 201310 downloads
Semi-Parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach
Nam Hyun Kim
,
Patrick W. Saart and
Jiti Gao
Date Posted: February 07, 2013Last Revised: March 29, 2013
Return Migration of Foreign Students IZA Discussion Paper No. 7185
Govert E. Bijwaard
Date Posted: February 02, 201323 downloads
Modelling and Predicting of Australian Mortgage Delinquency Risk: A Preliminary Data Analysis
Daniel Roesch
,
Harald Scheule
and
Param Silvapulle
Date Posted: January 30, 201343 downloads
Bubble in the Indian Real Estate Markets: Identification Using Regime-Switching
Methodology The International Journal of Business and Finance Research, v. 6 (3) p. 27-40, 2012
Vijay Kumar Vishwakarma
and
Ohannes G. Paskelian
Date Posted: January 29, 2013110 downloads
The Effect of Husband's Job Displacement on the Timing and Spacing of Births in the United States Contemporary Economic Policy, Vol. 31, Issue 1, pp. 73-93, 2013
Aliaksandr Amialchuk
Date Posted: January 19, 2013
Testing for Single Against Competing Risks Models in Survival Analysis
Masahito Kobayashi
and
Chao Cao
Date Posted: January 18, 201318 downloads
Using a Bayesian Model for Bankruptcy Prediction: A Comparative Approach
Zhongzhi (Lawrence) He
and
Samir Trabelsi
Date Posted: January 15, 20135 downloads
"Counting Your Customers": When Will They Buy Next? An Empirical Validation of Probabilistic Customer Base Analysis Models Based on Purchase Timing ERIM Report Series Reference No. ERS-2013-001-LIS
Evsen Korkmaz
,
R. Kuik
and
D. Fok
affiliation not provided to SSRN
and
Econometric Institute - Erasmus University Rotterdam
Date Posted: January 09, 201345 downloads
Making the Leap: Timing Analysis of Transfers from Two-Year Colleges to Four-Year Colleges
Darshak Patel
Date Posted: January 02, 2013
First Mortgages, Second Mortgages, and Their Default
James B. Kau ,
Donald C. Keenan and
Constantine Lyubimov
Date Posted: December 22, 201235 downloads
The Economics of Grief IZA Discussion Paper No. 7010
Gerard J. van den Berg ,
Petter Lundborg
and
Johan Vikström
Date Posted: December 01, 201216 downloads
The Duration of Firm‐Destination Export Relationships: Evidence from Spain, 1997–2006 Economic Inquiry, Vol. 51, Issue 1, pp. 159-180, 2013
Silviano Esteve-Pérez
,
Francisco Requena‐Silvente and
Vicente J. Pallardó-Lopez
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: November 30, 2012
Multivariate Survival Methods: A Survey
Gonçalo Martins Ferreira
Date Posted: November 30, 20126 downloads
How Does Option Listing Affect Underlying Stock Efficiency? Evidence from a Duration Model
Kaouther Jouaber-Snoussi
and
Rim Tekaya
Date Posted: November 29, 201222 downloads
Explaining Differences between the Expected and Actual Duration Until Return Migration: Economic Changes SOEPpaper No. 497
Gerard J. van den Berg and
Michèle A. Weynandt
affiliation not provided to SSRN
Date Posted: November 09, 201215 downloads
Practical Yield, Price, Duration and Convexity Approximations
Daniel L. Chertok
Date Posted: November 08, 201238 downloads
Spatial Disparities in Hospital Performance IZA Discussion Paper No. 6936
Laurent Gobillon
and
Carine Milcent
affiliation not provided to SSRN
Date Posted: October 20, 20125 downloads
Modeling Dependence in CDS and Equity Markets: Dynamic Copula with Markov-Switching
Fei Fei
,
Ana-Maria Fuertes and
Elena Kalotychou
Date Posted: October 15, 2012Last Revised: March 27, 201387 downloads
The Disciplining Effect of Concern for Referrals: Evidence from Real Estate Agents
Lan Shi
and
Christina Tapia
affiliation not provided to SSRN
Date Posted: October 11, 201211 downloads
The Impact of Divorce on Return-Migration of Family Migrants IZA Discussion Paper No. 6852
Govert E. Bijwaard and
Stijn van Doeselaar
affiliation not provided to SSRN
Date Posted: October 06, 20129 downloads
Is There Duration Dependence in Portuguese Local Governments’ Tenure?
Vitor Manuel Alves Castro
and
Rodrigo Martins
Date Posted: October 05, 20121 downloads
Predicting Defaults with Regime Switching Intensity: Model and Empirical Evidence
Hui-Ching Chuang and
Chung-Ming Kuan
Date Posted: September 30, 201262 downloads
Generalized Affine Model for Credit Risk Analysis Gourieroux, Christian, Monfort, Alain and Polimenis, V., Affine Models for Credit Risk Analysis ( 2006). Journal of Financial Econometrics, Vol. 4, Issue 3, pp. 494-530, 2006. Available at SSRN: http://ssrn.com/abstract=1096980
Adela Baho
and
Sacha Bernasconi
affiliation not provided to SSRN
and
Unaffiliated Authors
Date Posted: September 19, 2012Last Revised: September 20, 201242 downloads
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