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Abstracts: 484,216
Full Text Papers: 393,599
Authors: 226,660
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Last 30 days: 1,053,335

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SSRN eLibrary Search Results
JEL Code: C5
1,170,119 Total downloads
Showing Papers 1 - 50 of 5,952
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Incl. Electronic Paper Liquidity Issues in Indian Sovereign Bond Market
Golaka C. Nath
Clearing Corporation of India
Date Posted: May 19, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Assessing Policy Reforms for Italy using ITEM and QUESTIII
CEIS Working Paper No. 280
 Barbara Annicchiarico , Fabio Di Dio , Francesco Felici and Francesco Nucci
University of Rome II - Department of Economics and Law , Consip S.p.a. , Government of the Italian Republic (Italy) - Ministry of Economy and Finance - Department of the Treasury and University of Rome I
Date Posted: May 19, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Forecasting Distress in European SME Portfolios
LSF Reseach Working Paper Series No 13-02
 Dimitra Michala , Theoharry Grammatikos and Sara Ferreira Filipe
Universite du Luxembourg - Luxembourg School of Finance , Universite du Luxembourg - Luxembourg School of Finance and Luxembourg School of Finance
Date Posted: May 18, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices
Tinbergen Institute Discussion Paper 13-068/III
 Eran Raviv , Kees E. Bouwman and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: May 18, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Inflation in the Great Recession and New Keynesian Models
FRB of New York Staff Report No. 618
 Marco Del Negro , Marc P. Giannoni and Frank Schorfheide
Federal Reserve Bank of New York , Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Date Posted: May 18, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper The Most Relevant Value Creation Indicator Under Competitive Dynamics of the Firm
 Chawki Mouelhi and Jacques Saint-Pierre
University of Quebec at Rimouski - Department of Management Sciences and Laval University
Date Posted: May 17, 2013
Working Paper Series
4 downloads

Under the Competitive Dynamics of the Firm: Which Value Creation Indicator is the Most Relevant?
Journal of Academy of Business and Economics, Volume 13, Number 1, 2013, pp. 35-50
 Chawki Mouelhi and Jacques Saint-Pierre
University of Quebec at Rimouski - Department of Management Sciences and Laval University
Date Posted: May 17, 2013
Accepted Paper Series

Incl. Electronic Paper Testing for Structural Breaks in Correlations: Does it Improve Value-at-Risk Forecasting?
 Tobias Berens , Gregor N. F. Weiss and Dominik Wied
University TU Dortmund , TU Dortmund University and University TU Dortmund
Date Posted: May 17, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Generalized Additive Modelling for Conditional Copulas
 Valérie Chavez-Demoulin and Thibault Vatter
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: May 16, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Quantifying Tail Risk with Bad Data
 Mattia Landoni and Ravi Sastry
Columbia Business School and SMU Cox School of Business
Date Posted: May 16, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Forecasting Fiscal Variables: Only a Strong Growth Plan Can Sustain the Greek Austerity Programs - Evidence from Simultaneous and Structural Models
 Nicholas Apergis and Arusha V. Cooray
University of Piraeus and University of Wollongong
Date Posted: May 16, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks
Crawford School Research Paper No. 22/2013
 Alfonso Mendoza Velazquez and Peter N. Smith
Centro de Investigación e Inteligencia Económica and University of York (UK) - Department of Economics and Related Studies
Date Posted: May 16, 2013
Last Revised: May 17, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Employment Reallocation and Unemployment Revisited: A Quantile Regression Approach
Quaderni DSE Working Paper No. 881
 Theodore Panagiotidis and Gianluigi Pelloni
Loughborough University - Department of Economics and University of Bologna - Faculty of Economics
Date Posted: May 15, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper A Sound Basel III Compliant Framework for Backtesting Credit Exposure Models
 Fabrizio Anfuso , Dimitris Karyampas and Andreas Nawroth
Credit Suisse AG , UBS AG and Credit Suisse AG
Date Posted: May 14, 2013
Working Paper Series
16 downloads

Incl. Electronic Paper Orthogonal Transformation of Coordinates in Copula M-GARCH Models - Bayesian Analysis for WIG20 Spot and Futures Returns
 Mateusz Pipien
Cracow University of Economics
Date Posted: May 14, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Oil Markets and Price Movements: A Survey of Models
 Hillard Huntington , Saud M. Al-Fattah , Zhuo Huang , Michael Gucwa and Ali Nouri
Stanford University - Energy Modeling Forum , King Abdullah Petroleum Studies and Research Center (KAPSARC) , Peking University , Stanford University - Huang Engineering Center and Stanford University - Huang Engineering Center
Date Posted: May 13, 2013
Last Revised: May 18, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Quantifying Wikipedia Usage Patterns Before Stock Market Moves
Scientific Reports, Vol. 3, pp. 1801; DOI:10.1038/srep01801 (2013)
 Helen Susannah Moat , Chester Curme , Adam Avakian , Dror Y. Kenett , H. Eugene Stanley and Tobias Preis
University College London - Department of Civil, Environmental and Geomatic Engineering , Boston University , Boston University , Boston University - Center for Polymer Studies , Boston University - Center for Polymer Studies and Warwick Business School - Behavioural Science Group
Date Posted: May 13, 2013
Accepted Paper Series
135 downloads

Incl. Electronic Paper Stylized Facts and Dynamic Modeling of High-Frequency Data on Precious Metals
 Massimiliano Caporin , Angelo Ranaldo and Gabriel G. Velo
University of Padova - Department of Economics and Management "Marco Fanno" , University of St. Gallen and University of Padua - Department of Economics
Date Posted: May 13, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper International Sales Modeling with Price and Trade Investment
 Jose M. Pinheiro
Universidade de Coimbra - Faculty of Economics
Date Posted: May 13, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper New Warrant Issues Valuation with Leverage and Noisy Equity Values
 Jean-Guy Simonato
HEC Montréal
Date Posted: May 12, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Factor-Augmented VARMA Models with Macroeconomic Applications
 Jean-Marie Dufour and Dalibor Stevanovic
McGill University and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Date Posted: May 12, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Somatic Portfolio Theory: When Emotions Lead to Economic Efficiency
 Pierpaolo Uberti , Caterina Lucarelli and Gianni Brighetti
University of Genoa - Department of Economics and Quantitative Methods (DIEM) , Università Politecnica delle Marche and University of Bologna
Date Posted: May 11, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper The Future of Oil: Geology Versus Technology
IMF Working Paper No. 12/109
 Jaromír Beneš , Marcelle Chauvet , Ondra Kamenik , Michael Kumhof , Douglas Laxton , Susanna Mursula and Jack Selody
International Monetary Fund (IMF) , University of California , International Monetary Fund (IMF) , International Monetary Fund (IMF) , International Monetary Fund (IMF) - Research Department , International Monetary Fund (IMF) and affiliation not provided to SSRN
Date Posted: May 11, 2013
Working Paper Series
35 downloads

Incl. Electronic Paper Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro Area SPF
ECB Working Paper No. 1540
 Geoff Kenny , Thomas Kostka and Federico Masera
European Central Bank (ECB) , European Central Bank (ECB) and Universidad Carlos III de Madrid
Date Posted: May 11, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Prediction Using Several Macroeconomic Models
ECB Working Paper No. 1537
 Gianni Amisano and John Geweke
European Central Bank (ECB) and University of Technology Sydney - Economics Discipline Group
Date Posted: May 11, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Predictive Likelihood Comparisons with DSGE and DSGE-VAR Models
ECB Working Paper No. 1536
 Anders Warne , Günter Coenen and Kai Philipp Christoffel
European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: May 11, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Obtaining and Predicting the Bounds of Realized Correlations
 Lidan Grossmass
University of Konstanz
Date Posted: May 10, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Problems of Sample-Selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis
Yale Economics Department Working Paper No. 114, Yale University Economic Growth Center Discussion Paper No. 1023
 Howard Bodenhorn , Timothy W. Guinnane and Thomas A. Mroz
Clemson University - College of Business and Behavioral Science , Yale University - Department of Economics and Clemson University
Date Posted: May 09, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper The Pharmacological Channel Revisited: Alcohol Sales Restrictions and Crime in Bogotá
Documento CEDE No. 2013-20
 Joao De Mello , Daniel Mejia and Lucia Suarez
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics , Universidad de los Andes, Colombia - Department of Economics and Universidad de los Andes, Colombia - Department of Economics
Date Posted: May 09, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Predicting the Distribution of Stock Returns: Statistical Evaluation and Value at Risk Analysis
 Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: May 08, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Structural Estimation of Pairwise Stable Networks: An Application to Social Networks in Rural India
 Jun Sung Kim
Cornell University - Department of Economics
Date Posted: May 08, 2013
Last Revised: May 11, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Combination Schemes for Turning Point Predictions
Norges Bank Working Paper 2012/04
 Monica Billio , Roberto Casarin , Francesco Ravazzolo and H. K. van Dijk
Ca Foscari University of Venice - Department of Economics , University of Brescia - Department of Economics , Norges Bank and Tinbergen Institute
Date Posted: May 07, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility
Norges Bank Working Paper 2012/09
 Todd E. Clark and Francesco Ravazzolo
Federal Reserve Bank of Cleveland and Norges Bank
Date Posted: May 07, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Semi Markov Model for Market Microstructure
 Pietro Fodra and Huyên Pham
Université Paris VII Denis Diderot and Université Paris VII Denis Diderot
Date Posted: May 06, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper Weather & SAD Induced Mood Effects on the Financial Market
 Manfred Frühwirth and Leopold Sögner
Vienna University of Economics and Business and Institute for Advanced Studies (IHS)
Date Posted: May 05, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Local and Global Illiquidity Effects in the Balkans Frontier Markets
 George Milunovich and Jelena Minovic
Macquarie University - Department of Economics and Institute of Economic Sciences Belgrade
Date Posted: May 04, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper A Latent Dynamic Factor Approach to Forecasting Multivariate Stock Market Volatility
 Bastian Gribisch
University of Cologne
Date Posted: May 04, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Scholar Mihai Draganescu's Role within the Scientific Knowledge Innovative Structural-Phenomenological Approach of the Chaordic Systems Alongside the Holistically Evolving Eco-Bio-Geo-Paradigms
Academic Symposium "Information and Knowledge within Mihai Drăgănescu's Opus," May 2013,
Alexandru Bogdan , Nicolae Bulz , Sorin Chelmu and Amalia Strateanu
Romanian Academy - Center for Agroforestry Biodiversity Study and Research , Victoria University of Technology - Center for Strategic Economic Studies (CSES) , Romanian Academy - Institute of National Economy and Romanian Academy - Institute of National Economy
Date Posted: May 04, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper Estimating Option Implied Risk Neutral Densities: A Novel Parametric Approach
 Greg Orosi
American University of Sharjah
Date Posted: May 04, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Dynamic Panel Data Models with Irregular Spacing: With Applications to Early Childhood Development
IZA Discussion Paper No. 7359
 Daniel L. Millimet and Ian K. McDonough
Southern Methodist University (SMU) - Department of Economics and Southern Methodist University
Date Posted: May 04, 2013
Working Paper Series

Incl. Electronic Paper Hedging Against Unexpected Changes and Tail Risks in the Foreign Exchange Market Volatility
 Andreas G. Merikas , Nikos Paltalidis and George Sotirios Parikakis
University of Piraeus , Portsmouth Business School and Eurobank EFG
Date Posted: May 04, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Quantifying Trading Behavior in Financial Markets Using Google Trends
Scientific Reports, Vol. 3, pp. 1684; DOI:10.1038/srep01684 (2013)
 Tobias Preis , Helen Susannah Moat and H. Eugene Stanley
Warwick Business School - Behavioural Science Group , University College London - Department of Civil, Environmental and Geomatic Engineering and Boston University - Center for Polymer Studies
Date Posted: May 04, 2013
Accepted Paper Series
121 downloads

Incl. Electronic Paper A Square-Root T Hedging Rule for Nonstorable Products
 Jukka Sihvonen
University of Vaasa
Date Posted: May 03, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Geography, Productivity and Trade: Does Selection Explain Why Some Locations Are More Productive than Others?
Bank of Italy Temi di Discussione (Working Paper) No. 910
 Antonio Accetturo , Valter Di Giacinto , Giacinto Micucci and Marcello Pagnini
Bank of Italy , Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: May 03, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper GPM6: The Global Projection Model with 6 Regions
IMF Working Paper No. 13/87
 Ioan Carabenciov , Charles Freedman , Roberto Garcia-Saltos , Douglas Laxton , Ondra Kamenik and Peter B. Manchev
International Monetary Fund (IMF) , Government of Canada - Bank of Canada , International Monetary Fund (IMF) , International Monetary Fund (IMF) - Research Department , International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: May 03, 2013
Working Paper Series
8 downloads

Incl. Fee Electronic Paper Skewness and Kurtosis Properties of Income Distribution Models
Review of Income and Wealth, Vol. 59, Issue 2, pp. 360-374, 2013
 James McDonald , Jeff Sorensen and Patrick Turley
Brigham Young University - Department of Economics , University of California, Berkeley and Harvard University
Date Posted: May 03, 2013
Accepted Paper Series

Incl. Electronic Paper A Model-Free Approach to Forecasting Realized Volatility of the S&P 100 Stock Index: Does it Pay?
 Julian Andrada-Felix , Fernando Fernandez-Rodriguez and Ana-Maria Fuertes
University of Las Palmas de Gran Canaria , University of Las Palmas de Gran Canaria and Cass Business School, City University London
Date Posted: May 02, 2013
Working Paper Series
16 downloads

Hedge Fund Contagion and Risk-Adjusted Returns: A Markov-Switching Dynamic Factor Approach
Journal of Empirical Finance, Forthcoming
 Ozzy (Ozgur) Akay , Zeynep Senyuz and Emre Yoldas
Office of Financial Research, US Department of the Treasury , Federal Reserve Board and Federal Reserve Board
Date Posted: May 01, 2013
Accepted Paper Series

Incl. Electronic Paper Non-Parametric Spectral Tests for Forecast Accuracy
 Patrick L. Leoni
Euromed Management
Date Posted: April 29, 2013
Last Revised: May 03, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper On the Epidemic of Financial Crises
 Nikolaos Demiris , Theodore Kypraios and L. Vanessa Smith
Athens University of Economics and Business , University of Nottingham and University of Cambridge
Date Posted: April 28, 2013
Working Paper Series
10 downloads


 

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