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SSRN eLibrary Statistics:

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Abstracts: 542,666
Full Text Papers: 445,183
Authors: 252,069
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To date: 74,857,921
Last 12 months: 10,154,337
Last 30 days: 862,928

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Total References: 8,920,295
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5,937,149
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Total Footnotes: 9,013,447


SSRN eLibrary Search Results
JEL Code: C5
1,317,453 Total downloads
Showing Papers 1 - 50 of 6,692
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Incl. Electronic Paper Point and Density Forecasts for the Euro Area Using Bayesian VARs
CESifo Working Paper Series No. 4711
Tim Oliver Berg and Steffen Henzel
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and Ifo Institute for Economic Research
Date Posted: April 16, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Making Good Design Licensure Exam: An Architecture Licensure Examination Study
Adrian Tamayo and Iluminado Quinto Jr.
University of Mindanao - Research and Publication Center and College of Fine Arts and Architecture Education
Date Posted: April 16, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Spillovers and Propagation of Shocks in the Shipping Market
Nikos Paltalidis and Andreas G. Merikas
Portsmouth Business School and University of Piraeus
Date Posted: April 13, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Stata, Fast and Slow: Why Running Many Small Regressions in a Large Dataset Takes So Long; and What to Do About It
Paul Geertsema
University of Auckland - Faculty of Business & Economics
Date Posted: April 12, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper A General Double Robustness Result for Estimating Average Treatment Effects
IZA Discussion Paper No. 8084
Tymon Sloczynski and Jeff Wooldridge
Warsaw School of Economics (SGH) and Michigan State University - Department of Economics
Date Posted: April 12, 2014
Working Paper Series

Incl. Electronic Paper Dependence Measures in Bivariate Gamma Frailty Models
IZA Discussion Paper No. 8083
Gerard J. van den Berg and Georgios Effraimidis
VU University Amsterdam - Department of Economics and University of Southern Denmark
Date Posted: April 12, 2014
Working Paper Series

Incl. Electronic Paper Buying Power – The Overlooked Success Factor
Thomas Krawinkel
StatisTrade
Date Posted: April 12, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
Hossein Asgharian , Charlotte Christiansen and Ai Jun Hou
Lund University - Department of Economics , Aarhus University - CREATES and Stockholm University, Business School
Date Posted: April 12, 2014
Working Paper Series
12 downloads

Forecasting the Real Price of Oil Using Online Search Data
International Journal of Computational Economics and Econometrics, 4(1-2), 4-31, (2014)
Nikita Fomichev
Independent
Date Posted: April 12, 2014
Accepted Paper Series

Incl. Electronic Paper Drifts, Volatilities, and Impulse Responses Over the Last Century
Richmond Fed Working Paper No. 14-10
Pooyan Amir Ahmadi , Christian Matthes and Mu‐Chun Wang
Goethe University Frankfurt , Federal Reserve Banks - Federal Reserve Bank of Richmond and University of Hamburg - Faculty of Economics and Business Administration
Date Posted: April 10, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Fiscal Devaluation Scenarios: A Quantitative Assessment for the Italian Economy
CEIS Working Paper No. 311
Barbara Annicchiarico , Fabio Di Dio and Francesco Felici
University of Rome II - Department of Economics and Law , Sogei S.p.a. and Government of the Italian Republic (Italy) - Ministry of Economy and Finance - Department of the Treasury
Date Posted: April 10, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Elusive Predictive Ability of Global Inflation
Carlos A. Medel , Michael Pedersen and Pablo M. Pincheira
Central Bank of Chile , Central Bank of Chile and Central Bank of Chile - Research Department
Date Posted: April 10, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Estimating Sri Lanka's Potential Output
IMF Working Paper No. 14/40
Ding Ding , John Nelmes , Roshan Anne Perera and Volodymyr Tulin
International Monetary Fund , International Monetary Fund (IMF) , affiliation not provided to SSRN and International Monetary Fund (IMF)
Date Posted: April 10, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Nonparametric Tests for Constant Tail Dependence with an Application to Energy and Finance
Axel Bücher , Stefan Jäschke and Dominik Wied
Ruhr Universität Bochum , RWE Group - RWE Supply & Trading GmbH and TU Dortmund University
Date Posted: April 10, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Empirical Assessment of the Present Value Model of Stock Prices Using the Data from Thailand's Stock Market
Jiranyakul, K., 2008. "Empirical Assessment of the Present Value Model of Stock Prices Using the Data from Thailand’s Stock Market," NIDA Economic Review, Vol. 3, No. 1, pp. 24-36,
Komain Jiranyakul
National Institute of Development Administration
Date Posted: April 09, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Hedge Fund Return Predictability; to Combine Forecasts or Combine Information?
Ekaterini Panopoulou and Spyridon D. Vrontos
University of Kent, Canterbury - Kent Business School and University of Piraeus - Department of Statistics and Insurance Science
Date Posted: April 08, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Generalised Density Forecast Combinations
Bank of England Working Paper No. 492
Nicholas Fawcett , George Kapetanios , James Mitchell and Simon Price
Bank of England , University of London - Queen Mary College - Department of Economics , Warwick Business School and City University London - Department of Economics
Date Posted: April 05, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change
Bank of England Working Paper No. 490
Liudas Giraitis , George Kapetanios and Simon Price
Queen Mary , University of London - Queen Mary College - Department of Economics and City University London - Department of Economics
Date Posted: April 05, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Expectations, Risk Premia and Information Spanning in Dynamic Term Structure Model Estimation
Bank of England Working Paper No. 489
Rodrigo Guimaraes
Bank of England
Date Posted: April 05, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper News and Labour Market Dynamics in the Data and in Matching Models
Bank of England Working Paper No. 488
Konstantinos Theodoridis and Francesco Zanetti
Bank of England and Bank of England
Date Posted: April 05, 2014
Working Paper Series
3 downloads

A Collection on the Versatility and Predictive Power of Survey Expectations Data
Giselle Guzman
Economic Alchemy LLC
Date Posted: April 05, 2014
Working Paper Series

Incl. Electronic Paper Venta Cruzada En Los Fondos De Pensiones Colombianos: Una Aproximación Mediante Análisis De Supervivencia (Cross-Selling in Colombian Pension Funds: An Approach Using Survival Analysis)
Center for Research in Economics and Finance (CIEF), Working Papers, No. 11-2
Andrés Machado Quevedo and Andres Ramirez Hassan
Universidad EAFIT and Universidad EAFIT - Center for Research in Economics & Finance (CIEF)
Date Posted: April 04, 2014
Working Paper Series
1 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 - Center for Research in Economics & Finance (CIEF)
Date Posted: April 04, 2014
Working Paper Series
2 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 - Center for Research in Economics & Finance (CIEF) and Universidad EAFIT
Date Posted: April 04, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Conditional Portfolio Choice in the US Bond Market: The Role of Liquidity
Karoll Gomez
Toulouse School of Economics
Date Posted: April 04, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Do the Drivers of Loan Dollarisation Differ between CESEE and Latin America? A Meta-Analysis
Banco de Espana Working Paper No. 1406
Mariya Stankeva Hake , Fernando López Vicente and Luis Molina
Oesterreichische Nationalbank (OeNB) , Bank of Spain and Banco de Espana
Date Posted: April 02, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper ANANTA: A Systematic Quantitative FX Trading Strategy
Nicolas Georges
Independent
Date Posted: April 02, 2014
Last Revised: April 16, 2014
Working Paper Series
54 downloads

Incl. Electronic Paper Default Probabilities and Default Correlations Under Stress
Natalie Packham , Michael Kalkbrener and Ludger Overbeck
Frankfurt School of Finance & Management gemeinnützige GmbH , Deutsche Bank AG - Risk Management and University of Giessen
Date Posted: April 02, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Systematic Risk of Private Equity
Axel Buchner and Rüdiger Stucke
University of Passau and University of Oxford - Said Business School
Date Posted: April 02, 2014
Working Paper Series
47 downloads

Incl. Electronic Paper Are Bad Health and Pain Making Us Grumpy? An Empirical Evaluation of Reporting Heterogeneity in Rating Health System Responsiveness
Quaderni - Working Paper DSE N° 933,
Gianluca Fiorentini , Giovanni Ragazzi and Silvana Robone
University of Bologna - Department of Economics , Agency for Health Care and Social Services of Emilia-Romagna and University of York (UK) - Centre for Health Economics
Date Posted: April 02, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Fast-Reversion Limit of the Heston Model
Serguei Mechkov
Numerix
Date Posted: April 02, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Assessing Point Forecast Accuracy by Stochastic Divergence from Zero
PIER Working Paper No. 14-011
Francis X. Diebold and Minchul Shin
University of Pennsylvania - Department of Economics and University of Pennsylvania - Department of Economics
Date Posted: April 01, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper An Intermarket Approach to Beta Rotation: The Strategy, Signal, and Power of Utilities
2014 Charles H. Dow Award Winner
Charles V. Bilello and Michael A. Gayed
Pension Partners, LLC and Pension Partners, LLC
Date Posted: March 31, 2014
Working Paper Series
3068 downloads

Incl. Electronic Paper Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models
Sainan Jin , Liangjun Su and Yonghui Zhang
Singapore Management University , Singapore Management University and Renmin University of China
Date Posted: March 30, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso
Junhui Qian and Liangjun Su
Shanghai Jiao Tong University and Singapore Management University
Date Posted: March 30, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Matching Methods in Practice: Three Examples
IZA Discussion Paper No. 8049
Guido W. Imbens
Stanford Graduate School of Business
Date Posted: March 29, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Estimación De La Relación Entre El Nivel De Precios Y La Tasa De Cambio Para Colombia (1991-2006), Mediante El Filtro De Kalman (Estimating the Relation between Price Levels and Exchange Rate for Colombia (1991-2006) Using Kalman's Filter)
Revista Semestre Económico (Universidad de Medellin), Vol. 15, No. 31, 2012,
Manfred Enrique Grautoff II and Erika Viviana Mancipe Moncada
Universidad Libre and Escuela Colombiana de Ingeniería
Date Posted: March 29, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Modelling Returns and Volatilities During Financial Crises: A Time Varying Coefficient Approach
Menelaos Karanasos , Alexandros G. Paraskevopoulos , Faek Menla Ali , Michail Karoglou and stavroula Yfanti
Brunel University , The Center for Research and Applications of Nonlinear Systems (CRANS) Department of Mathematics, Division of Applied Analysis, University of Patras , Brunel University - School of Social Sciences - Economics and Finance Department , Aston University and Brunel University
Date Posted: March 29, 2014
Working Paper Series
61 downloads

Incl. Electronic Paper Web Sentiment Analysis for Revealing Public Opinions, Trends and Making Good Financial Decisions
Cristian Bissattini and Kostis Christodoulou
Università della Svizzera Italiana and Università della Svizzera Italiana
Date Posted: March 28, 2014
Working Paper Series
127 downloads

Incl. Electronic Paper Regime Shifts and Volatility in BRIICKS Stock Markets: An Asset Allocation Perspective
Forthcoming in International Journal of Emerging Markets
Wasim Ahmad and Sanjay Sehgal
University of Delhi - Department of Financial Studies and University of Delhi - Department of Financial Studies
Date Posted: March 28, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Specifying Formatively-Measured Constructs in Endogenous Positions in Structural Equation Models: Caveats and Guidelines for Researchers
Forthcoming: International Journal of Research in Marketing
Dirk Temme , Adamantios Diamantopoulos and Vanessa Pfegfeidel
University of Wuppertal, Schumpeter School of Business and Economics , University of Vienna - Institute of Business Administration and University of Wuppertal
Date Posted: March 27, 2014
Accepted Paper Series
10 downloads

Incl. Electronic Paper A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting
NHH Dept. of Business and Management Science Discussion Paper No. 2014/12
Yushu Li and Jonas Andersson
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Finance
Date Posted: March 27, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices
Tinbergen Institute Discussion Paper 14-039/III
Lukasz T. Gatarek , Lennart F. Hoogerheide and H. K. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Vrije Universiteit Amsterdam - Dept. of Econometrics and Tinbergen Institute
Date Posted: March 26, 2014
Working Paper Series
36 downloads

Incl. Electronic Paper The Influence of Biofuels, Economic and Financial Factors on Daily Returns of Commodity Futures Prices
Bernardina Algieri
University of Calabria - Department of Economics and Statistics
Date Posted: March 26, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models
Bank of Italy Temi di Discussione (Working Paper) No. 944
Michele Leonardo Bianchi , Frank J. Fabozzi and Svetlozar Rachev
Bank of Italy , EDHEC Business School and Stony Brook University
Date Posted: March 25, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper The Risk Return Relationship: Evidence from Index Return and Realised Variance Series
UNSW Australian School of Business Research Paper No. 2014-16
Minxian Yang
University of New South Wales - Australian School of Business - School of Economics
Date Posted: March 25, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Measuring the Lack of Monotonicity in Functions
Danang Teguh Qoyyimi and Ricardas Zitikis
Department of Mathematics Gadjah Mada University and University of Western Ontario - Department of Statistical and Actuarial Sciences
Date Posted: March 25, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper FARVaR
Charlie X. Cai , Minjoo Kim , Yongcheol Shin and Qi Zhang
Leeds University Business School , University of Glasgow , University of York (UK) - Department of Economics and Related Studies and University of Leeds - Leeds University Business School (LUBS)
Date Posted: March 23, 2014
Working Paper Series
29 downloads

Incl. Electronic Paper A Hidden Markov Model Approach to Information-Based Trading: Theory and Applications
Xiangkang Yin and Jing Zhao
La Trobe University - La Trobe Business School and La Trobe University - Department of Finance
Date Posted: March 22, 2014
Working Paper Series
100 downloads

Incl. Electronic Paper II.1) Improving the Finite-Sample Estimators of Cointegrated Panel Models
Samuel J. Sender
Tilburg University - Department of Econometrics & Operations Research
Date Posted: March 22, 2014
Last Revised: March 31, 2014
Working Paper Series
9 downloads


 

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