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SSRN eLibrary Statistics:

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Abstracts: 566,200
Full Text Papers: 468,311
Authors: 262,525
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  Last 12 months:
63,670

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To date: 78,719,221
Last 12 months: 9,719,939
Last 30 days: 794,470

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263,937
Total References: 9,064,481
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93,431
Total Footnotes: 9,185,839


SSRN eLibrary Search Results
JEL Code: C5
1,386,964 Total downloads
Showing Papers 1 - 50 of 6,957
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Incl. Electronic Paper Replication and the Manufacture of Scientific Inferences: A Formal Approach
Fernando Martel García
Independent
Date Posted: September 17, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper A Thermometer for Financial Instability in the Euro Area Economy and the Role of Carry Trade
Roberto Baviera and Davide Lebovitz
Politecnico di Milano - Department of Mathematics and Banca Aletti - Gruppo Banco Popolare
Date Posted: September 16, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper The Sampling Distribution of the Mean-Variance Efficient Frontier and the Optimal Fisher Information Portfolio
Majeed Simaan , Yusif Simaan and Yi Tang
Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology , Fordham University - Graduate School of Business and Fordham University - School of Business
Date Posted: September 15, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices
Adam Golinski , Joao Madeira and Dooruj Rambaccussing
University of York , University of York (UK) - Department of Economics and Related Studies and University of Dundee
Date Posted: September 15, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper On the Conjugacy of Off-Line and On-Line Sequential Monte Carlo Samplers
National Bank of Belgium Working Paper No. 263
Arnaud Dufays
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)
Date Posted: September 13, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Exploiting the Monthly Data Flow in Structural Forecasting
Bank of England Working Paper No. 509
Domenico Giannone , Francesca Monti and Lucrezia Reichlin
LUISS Guido Carli University , Bank of England and London Business School
Date Posted: September 13, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Quantifying Randomness: A New Model for Momentum Trading
"Perspective-2014", National Conference on Innovations in Management Science, Shri Chimanbhai Patel Institute of Management and Research, 2014
Jay Desai
Shri Chimanbhai Patel Institute of Management & Research
Date Posted: September 13, 2014
Last Revised: September 14, 2014
Working Paper Series
47 downloads

Incl. Electronic Paper Fat Tails and Euler Equations: A Monte Carlo Study
Alexis Akira Toda and Kieran James Walsh
University of California, San Diego (UCSD) - Department of Economics and University of Virginia (UVA) - Darden School of Business
Date Posted: September 13, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper What Predicts U.S. Recessions?
FRB of New York Staff Report No. 691
Weiling Liu and Emanuel Moench
Harvard Business School and Federal Reserve Bank of New York
Date Posted: September 13, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Quantifying Cross-Network Effects in Online C2C Platforms
Junhong Chu and Puneet Manchanda
NUS Business School and University of Michigan, Stephen M. Ross School of Business
Date Posted: September 13, 2014
Last Revised: September 14, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Have Standard VARs Remained Stable Since the Crisis?
FRB of Cleveland Working Paper No. 14-11
Knut Are Aastveit , Andrea Carriero , Todd E. Clark and Massimiliano Giuseppe Marcellino
Central Bank of Norway , Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research , Federal Reserve Bank of Cleveland and European University Institute
Date Posted: September 12, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper What is the Effect of Sample and Prior Distributions on a Bayesian Autoregressive Linear Model? An Application to Piped Water Consumption
Center for Research in Economics and Finance (CIEF), Working Papers, No. 14-10
Andres Ramirez Hassan , Jhonatan Cardona Jimemez and Luis Raul Pericchi
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) , Universidade Federal do Rio de Janeiro (UFRJ) and University of Puerto Rico
Date Posted: September 12, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper CFOs Gender and Real Earnings Management
2014 Diversity Mid-Year Conference of the American Accounting Association
Dina F. El-Mahdy
Morgan State University
Date Posted: September 12, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Linkages between Investment Flows and Financial Development: Causality Evidence from Selected African Countries
African Governance and Development Institute WP/12/029
Simplice A Asongu
African Governance and Development Institute
Date Posted: September 10, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Reconsidering Moments-Based Estimators for ARCH Processes
Todd Prono
American University - Kogod School of Business
Date Posted: September 10, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper On Foreign Aid Distortions to Governance
African Governance and Development Institute WP/14/003
Simplice A Asongu
African Governance and Development Institute
Date Posted: September 10, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Optimal Level of Government Debt: Matching Wealth Inequality and the Fiscal Sector
Max Planck Institute for Social Law and Social Policy Discussion Paper No. 287-14
Edgar Vogel
European Central Bank
Date Posted: September 09, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Fighting African Capital Flight: Timelines for the Adoption of Common Policies
African Governance and Development Institute WP/13/008
Simplice A Asongu
African Governance and Development Institute
Date Posted: September 09, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Fighting African Capital Flight: Empirics on Benchmarking Policy Harmonization
African Governance and Development Institute WP/13/006
Simplice A Asongu
African Governance and Development Institute
Date Posted: September 09, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Role of Human Development on Deforestation in Africa: A Modelling-Based Approach
African Governance and Development Institute WP/12/036
Simplice A Asongu and Brian A. Jingwa
African Governance and Development Institute and Hasselt University
Date Posted: September 09, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Adaptation Measures in the EU: Policies, Costs, and Economic Assessment ('Climate Proofing' of Key EU Policies)
Altvater S., D. de Block, I. Bouwma, T. Dworak, A. Frelih-Larsen, B. Gorlach, C. Hermeling, J. Klostermann, M. Konig, M. Leitner, N. Marinova, S. McCallum, S. Naumann, D. Osberghaus, A. Prutsch, C. Reif, K. van de Sandt, R. Swart (2012). Adaptation Measures in the EU
Susanne Altvater , Debora de Block , Irene Bouwma , Thomas Dworak , Ana Frelih-Larsen , Benjamin Gorlach , Claudia Hermeling , Judith Klostermann , Martin Konig , Markus Leitner , Natasha Marinova , Sabine McCallum , Sandra Naumann , Daniel Osberghaus , Andrea Prutsch , Christiane Reif , Kaj van de Sandt , Rob Swart and Jenny Troltzsch
Ecologic Institute, Berlin , Ecologic Institute , Wageningen UR , Ecologic Institute (Berlin) , Ecologic Institute (Berlin) , Ecologic Institute (Berlin) , Centre for European Economic Research (ZEW) , Wageningen UR , Umweltbundesamt, Austria , University of Vienna , Wageningen UR , Umweltbundesamt, Austria , Ecologic Institute (Berlin) , Centre for European Economic Research (ZEW) , Umweltbundesamt, Austria , Centre for European Economic Research (ZEW) - Environmental and Resource Economics, Environmental Management Research , Wageningen UR , Wageningen UR and Ecologic Institute (Berlin)
Date Posted: September 09, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics
Omid Ardakani and Narayan K. Kishor
University of Wisconsin-Milwaukee and University of Wisconsin - Milwaukee
Date Posted: September 08, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Effect of Affordable Care Act on the Competition in the Post Patent Ethical Drug Market
International Journal of Pharmaceutical and Healthcare Marketing, 2014, 8(3).
Yu Yu and Yi Zhao
Georgia State University - Department of Marketing and Georgia State University - Department of Marketing
Date Posted: September 08, 2014
Accepted Paper Series
8 downloads

Equity Market Integration: The New Emerging Economy of Montenegro
Review of Accounting and Finance, Vol. 13, Issue 3, pp. 291-306, 2014
Vassilios G. Papavassiliou
Queen's University Belfast
Date Posted: September 07, 2014
Accepted Paper Series

Incl. Electronic Paper On the Persistence of Cointegration in Pairs Trading
Matthew Clegg
Independent
Date Posted: September 05, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Econometric Estimation with High-Dimensional Moment Equalities
Zhentao Shi
Department of Economics, the Chinese University of Hong Kong
Date Posted: September 05, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Complex Stylized Facts of the Mexican Economy: A Hirschmanian Perspective (To Attack the 'Fear of Growing', More and Better)
Carlos Guerrero-de-Lizardi
Universidad Nacional Autónoma de México (UNAM) - Facultad de Economía
Date Posted: September 03, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
Tinbergen Institute Discussion Paper 14-118/III
Istvan Barra , Lennart F. Hoogerheide , Siem Jan Koopman and Andre Lucas
VU University Amsterdam , Vrije Universiteit Amsterdam - Dept. of Econometrics , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: September 02, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Disentangled Jump-Robust Realized Covariances and Correlations with Non-Synchronous Prices
Harry Vander Elst and David Veredas
Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management and Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Date Posted: September 02, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Spesa Energetica E Competitività Delle Imprese Italiane (Firms' Energy Costs and Competitiveness in Italy)
Bank of Italy Occasional Paper No. 214
Ivan Faiella and Alessandro Mistretta
Bank of Italy and University of Rome II
Date Posted: September 02, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Breakthrough in Understanding Derivatives and Option Based Hedging - Marginal and Joint Probability Density Functions of Vanilla Options - True Value-at-Risk and Option Based Hedging Strategies
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: September 02, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Using Lasso-Type Penalties to Model Time-Varying Covariate Effects in Panel Data Regressions – A Novel Approach Illustrated by the 'Death of Distance' In International Trade
Wolfgang Hess , Maria Persson , Stephanie Rubenbauer and Jan Gertheiss
Lund University - Department of Economics , Lund University , Ludwig-Maximilians-Universität München and University of Goettingen (Gottingen)
Date Posted: September 01, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Pairs Trading Strategy in Dhaka Stock Exchange: Implementation and Profitability Analysis
Asian Economic and Financial Review, 2014, 4(8): 1091-1105
Sharjil Muktafi Haque and A.K. Enamul Haque
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and East West University
Date Posted: August 30, 2014
Accepted Paper Series
10 downloads

Incl. Electronic Paper Deterrence Effect of Police on Violent and Property Crimes: An Empirical Investigation
Rahul Chakraborty
Centre for Economic Studies and Planning, Jawaharlal Nehru University
Date Posted: August 30, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Multi-Jumps
Massimiliano Caporin , Alexey Kolokolov and Roberto Renò
University of Padova - Department of Economics and Management "Marco Fanno" , University of Lund and University of Siena - Department of Economics and Statistics
Date Posted: August 30, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Mismatch Shocks and Unemployment During the Great Recession
CAMA Working Paper No. 57/2014
Francesco Furlanetto and Nicolas Groshenny
Central Bank of Norway and University of Adelaide
Date Posted: August 30, 2014
Last Revised: September 01, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Modified Munich Chain-Ladder Method
Michael Merz and Mario V. Wuthrich
University of Hamburg and RiskLab, ETH Zurich
Date Posted: August 30, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Chasing Volatility: A Persistent Multiplicative Error Model with Jumps
Massimiliano Caporin , Eduardo Rossi and Paolo Santucci de Magistris
University of Padova - Department of Economics and Management "Marco Fanno" , University of Pavia - Department of Political Economy and Quantitative Methods and University of Aarhus - CREATES
Date Posted: August 30, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Model Uncertainty in Panel Vector Autoregressive Models
Gary Koop and Dimitris Korobilis
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and University of Glasgow - Adam Smith Business School
Date Posted: August 28, 2014
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day‐Of‐The‐Week Effect
International Review of Finance, Vol. 14, Issue 3, pp. 345-392, 2014
Ke Yang and Langnan Chen
South China Agricultural University - College of Economics & Management and Zhongshan University - Lingnan (University) College
Date Posted: August 28, 2014
Accepted Paper Series

Incl. Electronic Paper Information Content and Forecasting Ability of Sentiment Indicators: Case of Real Estate Market
Journal of Real Estate Research, Forthcoming
Gianluca Marcato and Anupam Nanda
Henley Business School - University of Reading and University of Reading - School of Real Estate & Planning, Henley Business School
Date Posted: August 27, 2014
Accepted Paper Series
12 downloads

Incl. Electronic Paper Simple One ETF a Month Quantitative Asset Allocation System
Kemal Oflus
Independent
Date Posted: August 25, 2014
Last Revised: September 14, 2014
Working Paper Series
4 downloads

Returns to Education and Rural Migrant Wage Differentials in China: IV Quantile Treatment Effects
China Economic Review. 26, 39-55, 2013
George Messinis
Victoria University - Victoria Institute of Strategic Economic Studies
Date Posted: August 24, 2014
Accepted Paper Series

The Role of Exports, FDI and Imports in Development: Evidence from Sub-Saharan African Countries
Applied Economics, Forthcoming
Abdullahi Ahmed , Enjiang Cheng and George Messinis
Victoria University - Centre for Strategic Economic Studies , Victoria University - Centre for Strategic Economic Studies and Victoria University - Victoria Institute of Strategic Economic Studies
Date Posted: August 24, 2014
Accepted Paper Series

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
30 downloads

Incl. Electronic Paper Outlier Detection in Structural Time Series Models: The Indicator Saturation Approach
CEIS Working Paper No. 325
Martyna Marczak and Tommaso Proietti
University of Hohenheim and University of Rome II - Department of Economics and Finance
Date Posted: August 24, 2014
Working Paper Series
7 downloads

The Sequential Issue in Free Trade Areas: Policy Implication for Korea
International Journal of Finance and Economics, 2004, 9, 165~174
Jong-Eun Lee
Sejong University - Department of Economics
Date Posted: August 24, 2014
Accepted Paper Series

Incl. Electronic Paper Nowcasting and Forecasting Economic Growth in the Euro Area Using Principal Components
Tinbergen Institute Discussion Paper 14-113/III
Irma Hindrayanto , Siem Jan Koopman and Jasper de Winter
De Nederlandsche Bank , VU University Amsterdam and De Nederlandsche Bank
Date Posted: August 24, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Efficient Bootstrap Forecast Intervals for Return and Volatility Using the Linear Estimator of Arch Models
Middle-East Journal of Scientific Research 14 (11): 1502-1507, 2013
Farhat Iqbal and Sohail Chand
University of Balochistan and University of the Punjab (PU)
Date Posted: August 24, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Unspanned Macroeconomic Factors in the Yield Curve
FEDS Working Paper No. 2014-57
Laura Coroneo , Domenico Giannone and Michele Modugno
University of York (UK) - Department of Economics and Related Studies , LUISS Guido Carli University and Board of Governors of the Federal Reserve System (FRB)
Date Posted: August 23, 2014
Working Paper Series
8 downloads


 

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