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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 543,279
Full Text Papers: 445,699
Authors: 252,330
Papers Received in
  Last 12 months:
65,570

Paper Downloads:
To date: 74,956,113
Last 12 months: 10,087,506
Last 30 days: 835,785

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  Resolved
  References:
255,407
Total References: 8,923,266
Papers with Cites: 240,004
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5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,017,140


SSRN eLibrary Search Results
JEL Code: C53
405,501 Total downloads
Showing Papers 1 - 50 of 2,330
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Incl. Electronic Paper Upper Bounds on Return Predictability
Dashan Huang and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Date Posted: April 18, 2014
Working Paper Series
14 downloads

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

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

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 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
11 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
15 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

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 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 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
63 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 A Univariate Time Varying Analysis of Periodic ARMA Processes
Menelaos Karanasos , Alexandros G. Paraskevopoulos and Stavros Dafnos
Brunel University , The Center for Research and Applications of Nonlinear Systems (CRANS) Department of Mathematics, Division of Applied Analysis, University of Patras and Brunel University - School of Social Sciences
Date Posted: March 21, 2014
Last Revised: March 22, 2014
Working Paper Series
35 downloads

Discrete Stochastic Autoregressive Volatility
Journal of Banking and Finance, Forthcoming
Adriana S. Cordis and Chris Kirby
Winthrop University - College of Business Administration and UNC Charlotte - Belk College of Business
Date Posted: March 21, 2014
Accepted Paper Series

Incl. Electronic Paper The Fundamental Properties of Time Varying AR Models with Non Stochastic Coefficients
Menelaos Karanasos , Alexandros G. Paraskevopoulos and Stavros Dafnos
Brunel University , The Center for Research and Applications of Nonlinear Systems (CRANS) Department of Mathematics, Division of Applied Analysis, University of Patras and Brunel University - School of Social Sciences
Date Posted: March 21, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Estimating Vulnerability to Poverty using Panel Data: Evidence from Indonesia
Adama Bah
University of Auvergne - Center for Study and Research on International Development (CERDI), France
Date Posted: March 20, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Forecasting Macroeconomic Time Series: LASSO-Based Approaches and Their Forecast Combinations with Dynamic Factor Models
Jiahan Li and Weiye Chen
University of Notre Dame and University of Notre Dame
Date Posted: March 19, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper A Macro Stress Testing Framework for Assessing Systemic Risks in the Banking Sector
ECB Occasional Paper No. 152
Jérôme Henry , Christoffer Kok Sorensen , Adrien Amzallag , Patrizia Baudino , Inês Cabral , Maciej Grodzicki , Marco Gross , Grzegorz Halaj , Markus Kolb , Miha Leber , Cosimo Pancaro , Matthias Sydow , Angelos T. Vouldis , Maik Zimmermann and Dawid Łukasz Żochowski
European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) - Directorate Financial Stability and Supervision , European Central Bank (ECB) , European Central Bank (ECB) , National Bank of Poland , European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank
Date Posted: March 16, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Analysis of Forecast Errors in Micro-Level Survey Data
Bank of Finland Research Discussion Paper No. 8/2014
Maritta Paloviita and Matti Viren
Bank of Finland - Research and Bank of Finland - Research
Date Posted: March 15, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Does the Federal Reserve Staff Still Beat Private Forecasters?
ECB Working Paper No. 1635
Makram El-Shagi , Sebastian Giesen and Alexander Jung
University of Mannheim , IWH and European Central Bank (ECB) - Directorate General Economics
Date Posted: March 13, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Financial and Economic Downturns in OECD Countries
Bank of Finland Research Discussion Paper No. 35/2013
Markus Haavio , Caterina Mendicino and Maria Teresa Punzi
Bank of Finland - Research , Bank of Portugal and Bank of Portugal
Date Posted: March 13, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Mass Retail Sales Modeling with Price and Trade Investment
Jose M. Pinheiro and Elias Soukiazis
Universidade de Coimbra - Faculty of Economics and Universidade de Coimbra - Faculty of Economics
Date Posted: March 13, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Modelling the Tail Risk in Private Equities and Hedge Funds
Yasuaki Daisai and Alexandros Gabrielsen
Sumitomo Mitsui Banking Corporation Europe and Sumitomo Mitsui Banking Corporation Europe
Date Posted: March 13, 2014
Working Paper Series
58 downloads

Incl. Electronic Paper Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?
FEEM Working Paper No. 21, 2014
Andrea Bastianin , Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) , University of Milan - Department of Economics, Business and Statistics (DEAS) and University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: March 13, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Predicting Inflation Without Running Predictive Regressions
Jian Hua and Liuren Wu
City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: March 12, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Model Averaging in Predictive Regressions
Chu-An Liu and Biing-Shen Kuo
National University of Singapore - Department of Economics and Dept. International Business, National Chengchi University
Date Posted: March 11, 2014
Working Paper Series
12 downloads

Incl. Fee Electronic Paper Density Nowcasts and Model Combination: Nowcasting Euro‐Area GDP Growth Over the 2008–09 Recession
Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 2, pp. 233-256, 2014
Gian Luigi Mazzi Sr., James Mitchell and Gaetana Montana
Eurostat , Warwick Business School and European Parliament
Date Posted: March 08, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Incorporating Asymmetric Preferences into Fan Charts and Path Forecasts
Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 2, pp. 287-297, 2014
Matei Demetrescu and Mu‐Chun Wang
Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Hamburg - Faculty of Economics and Business Administration
Date Posted: March 08, 2014
Accepted Paper Series

Incl. Electronic Paper Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 269
Andrea Bastianin , Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) , University of Milan - Department of Economics, Business and Statistics (DEAS) and University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: March 08, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Models of Investor Forecasting Behavior - Experimental Evidence
Federico Bonetto , Vinod Cheriyan and Anton Kleywegt
Georgia Institute of Technology - Mathematics , Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE) and Georgia Institute of Technology - School of Industrial and Systems Engineering
Date Posted: March 07, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Generalised Density Forecast Combinations
CAMA Working Paper No. 24/2014
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: March 06, 2014
Last Revised: March 07, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Forecasting the Oil‐Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?
Andrea Bastianin , Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) , University of Milan - Department of Economics, Business and Statistics (DEAS) and University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: March 04, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Real-Time GARCH: Does Current Information Matter?
Ekaterina Smetanina
University of Cambridge
Date Posted: March 01, 2014
Last Revised: April 17, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Understanding the Crude Oil Price Value-at-Risk: The Case of Azeri Light
Huseyn Aghayev and Islam Rizvanoghlu
State Oil Company of Azerbaijan Republic and Zirve University
Date Posted: March 01, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Combination Forecasts of Bond and Stock Returns: An Asset Allocation Perspective
Ekaterini Panopoulou and Sotiria Plastira
University of Kent, Canterbury - Kent Business School and University of Piraeus - Department of Statistics and Insurance Science
Date Posted: March 01, 2014
Working Paper Series
51 downloads

Incl. Electronic Paper On the Correlation between Commodity and Equity Returns: Implications for Portfolio Allocation
BIS Working Paper No. 420
Marco Jacopo Lombardi and Francesco Ravazzolo
Bank for International Settlements (BIS) - Monetary and Economic Department and Norges Bank
Date Posted: February 27, 2014
Accepted Paper Series
82 downloads

Incl. Electronic Paper Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?
William Davidson Institute Working Paper No. 1073
Mthuli Ncube , Zuzana Brixiova and Qingwei Meng
BARBICAN Asset Management , International Monetary Fund (IMF) - European Department and African Development Bank
Date Posted: February 26, 2014
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Forecasting Crude Oil Price Movements with Oil‐Sensitive Stocks
Economic Inquiry, Vol. 52, Issue 2, pp. 830-844, 2014
Shiu‐Sheng Chen
National Taiwan University - Department of Economics
Date Posted: February 26, 2014
Accepted Paper Series

Incl. Electronic Paper The Empirical Similarity Approach for Volatility Prediction
Journal of Banking and Finance, Vol. 40, 2014
Vasyl Golosnoy , Alain Hamid and Yarema Okhrin
Ruhr Universität Bochum , University of Augsburg and University of Augsburg
Date Posted: February 24, 2014
Accepted Paper Series
45 downloads

Incl. Electronic Paper Liquidity-Adjusted Intraday Value at Risk Modeling and Risk Management: An Application to Data from Deutsche Börse
Georges Dionne , Maria Pacurar and Xiaozhou Zhou
HEC Montreal - Department of Finance , Rowe School of Business, Dalhousie University and HEC Montreal - Department of Finance
Date Posted: February 21, 2014
Last Revised: March 01, 2014
Working Paper Series
111 downloads

Incl. Electronic Paper Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis
CEIS Working Paper No. 310
Leonardo Becchetti , Rocco Ciciretti , Ambrogio Dalo and Stefano Herzel
University of Rome II - Faculty of Economics , University of Rome II - Department of Economics and Finance , University of Rome II - Department of Economics and Finance and University of Rome II - Faculty of Economics
Date Posted: February 20, 2014
Working Paper Series
46 downloads

Incl. Electronic Paper The Value of Protecting Venice from the Acqua Alta Phenomenon Under Different Local Sea Level Rises
Massimiliano Caporin
University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: February 20, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Pricing Electricity Futures Options Under Enlarged Filtrations
Markus Hess
Independent
Date Posted: February 20, 2014
Last Revised: March 05, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper The Structure of Sub-National Public Debt: Liquidity vs Credit Risks
Banco de Espana Working Paper No. 1403
Javier J. Perez and Rocío Prieto
Bank of Spain and Bank of Spain
Date Posted: February 18, 2014
Working Paper Series
11 downloads

Seasonality Patterns in Tanker Shipping Freight Markets
Economic Modelling, Nov. 2002, Vol. 19, Issue 5, 747-782
Amir H. Alizadeh and Manolis G. Kavussanos
City University London - Sir John Cass Business School and Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: February 18, 2014
Accepted Paper Series

Incl. Electronic Paper Which Team Will Win the 2014 FIFA World Cup? A Bayesian Approach for Dummies
Andres Ramirez Hassan and Johnatan Cardona Jimenez
Universidad EAFIT - Center for Research in Economics & Finance (CIEF) and Universidade Federal do Rio de Janeiro (UFRJ)
Date Posted: February 15, 2014
Working Paper Series
282 downloads

Incl. Electronic Paper Updating Forecasts in Vector Autoregression Models with an Application to the Canadian Banking Industry
Hui Zhu and Allan Gregory
Cape Breton University and Queen's University
Date Posted: February 14, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Business Confidence and Forecasting of Housing Prices and Rents in Large German Cities
DIW Berlin Discussion Paper No. 1360
Konstantin A. Kholodilin and Boriss Siliverstovs
German Institute for Economic Research (DIW Berlin) and KOF Swiss Economic Institute
Date Posted: February 11, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Evaluating the Efficiency of FOMC's New Economic Projections
Natsuki Arai
Johns Hopkins University - Zanvyl Krieger School of Arts and Sciences
Date Posted: February 11, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Interconexión Eléctrica Colombia-Panamá: Impacto Sobre El Precio Spot En Panamá (Colombia-Panama Electrical Interconnection: Impact on the Spot Price in Panama)
Documentos de trabajo Economía y Finanzas No 13-4,
Jairo Andres Correa and John J. Garcia
INDRA Colombia S.A. en Energía & Utilities and Universidad EAFIT - Center for Research in Economics & Finance (CIEF)
Date Posted: February 10, 2014
Working Paper Series
7 downloads


 

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