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Full Text Papers: 465,717
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SSRN eLibrary Search Results
Econometrics: Applied Econometrics & Modeling eJournal, Archives of Vols. 1-4, 2008-11
1,017,543 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 7,915
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Incl. Electronic Paper A Consistent Estimate of Land Price, Structure Price, and Depreciation Factor
Yan Chang and Jian Chen
Federal Home Loan Mortgage Corporation (FHLMC) and Johns Hopkins University
Date Posted: July 20, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper Rebuilding Critical Values of Durbin-Watson Test in the Multivariate Regression and First-Order Autogressive Error Model Without Intercept
Mei-Yu Lee
Yuanpei University
Date Posted: June 15, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Commuters' Preferences for Fast and Reliable Travel
Tinbergen Institute Discussion Paper 13-075/VIII
Paul Koster and Hans Koster
VU University Amsterdam - Department of Spatial Economics and VU University Amsterdam - Department of Spatial Economics
Date Posted: May 30, 2013
Last Revised: June 24, 2013
Working Paper Series
8 downloads

The Concurrent Impact of Cultural, Political, and Spatial Distances on International Mergers and Acquisitions
Working Paper Series CRENoS, 2013/08
Chiara Di Guardo , Emanuela Marrocu and Raffaele Paci
Universita di Cagliari , Universita di Cagliari - Centre for North South Economic Research (CRENOS) and University of Cagliari - Centre for North South Economic Research (CRENOS)
Date Posted: May 29, 2013
Working Paper Series

Incl. Electronic Paper Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics
Tinbergen Institute Discussion Paper 13-063/IV/DSF56
Andre Lucas and Bernd Schwaab
VU University Amsterdam - Faculty of Economics and Business and European Central Bank (ECB) - Directorate General Research
Date Posted: May 18, 2013
Working Paper Series
257 downloads

Incl. Electronic Paper Solution-Driven Specification of DSGE Models
Tinbergen Institute Discussion Paper No. TI 2013-062/III
Francisco Blasques
VU University Amsterdam
Date Posted: April 23, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
Tinbergen Institute Discussion Paper 13-055/III
Roberto Casarin , Stefano Grassi , Francesco Ravazzolo and H. K. van Dijk
University Ca' Foscari of Venice - Department of Economics , University of Aarhus - CREATES , Norges Bank and Tinbergen Institute
Date Posted: April 09, 2013
Last Revised: July 25, 2014
Working Paper Series
165 downloads

Incl. Electronic Paper EXcess Idle Time
Federico M. Bandi , Davide Pirino and Roberto Renò
University of Chicago - Booth School of Business , Scuola Normale Superiore and University of Siena - Department of Economics and Statistics
Date Posted: January 12, 2013
Last Revised: April 22, 2013
Working Paper Series
59 downloads

Incl. Electronic Paper Business Cycle Fluctuations and Private Savings in OECD Countries: A Panel Data Analysis
Tinbergen Institute Discussion Paper 12-144/VI
Yvonne Adema and Lorenzo Pozzi
Erasmus University - Erasmus School of Economics and Erasmus University Rotterdam (EUR)Tinbergen Institute
Date Posted: December 19, 2012
Working Paper Series
61 downloads

Incl. Electronic Paper Expansion of Central Clearing
BIS Quarterly Review, June 2011
Daniel Heller and Nicholas Vause
Bank for International Settlements (BIS) and Bank for International Settlements Staff
Date Posted: September 01, 2012
Accepted Paper Series
186 downloads

Incl. Electronic Paper The Global Output Gap: Measurement Issues and Regional Disparities
BIS Quarterly Review, June 2011
Petra Gerlach
Bank for International Settlements (BIS)
Date Posted: August 29, 2012
Accepted Paper Series
59 downloads

Incl. Electronic Paper The ABX: How Do the Markets Price Subprime Mortgage Risk?
BIS Quarterly Review, September 2008
Ingo Fender and Martin Scheicher
Bank for International Settlements (BIS) and European Central Bank (ECB)
Date Posted: July 20, 2012
Accepted Paper Series
160 downloads

Incl. Electronic Paper Structural Models of Default: Lessons from Firm-Level Data
BIS Quarterly Review, September 2005
Bank for International Settlements and Nikola A. Tarashev
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: May 28, 2012
Last Revised: September 29, 2013
Accepted Paper Series
45 downloads

Incl. Electronic Paper The Geography of Grocery Demand in the UK: An Evaluation of the 2003 Morrisons-Safeway Merger
Benjamin S. Skrainka
Context Relevant
Date Posted: May 22, 2012
Working Paper Series
126 downloads

Incl. Electronic Paper Shrinkage Based Tests of the Martingale Difference Hypothesis
Pablo M. Pincheira
Central Bank of Chile - Research Department
Date Posted: April 29, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper Local and Global Sentiment Effects, and the Role of Legal, Information and Trading Environments
Candie Chang , Robert W. Faff and Chuan-Yang Hwang
Massey University , University of Queensland and Nanyang Technological University (NTU)
Date Posted: March 15, 2012
Working Paper Series
79 downloads

Incl. Electronic Paper Determinants of Economic Growth, South America in the Long-Term
Daniel Vedia-Jerez and Coro Chasco-Yrigoyen
Independent University of Madrid - Lawrence-Klein Institute and Universidad Autónoma de Madrid
Date Posted: March 13, 2012
Last Revised: February 14, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Firm-Level Credit Multiplier
Journal of Financial Intermediation, Forthcoming, EFA 2008 Athens Meetings Paper
Murillo Campello and Dirk Hackbarth
Cornell University and Boston University School of Management
Date Posted: February 29, 2012
Accepted Paper Series
581 downloads

Incl. Electronic Paper Formative Versus Reflective Measurement for Multidimensional Constructs
Pavlos A. Vlachos and Aristeidis Theotokis
ALBA Graduate Business School at The American College of Greece and Leeds University Business School
Date Posted: February 15, 2012
Last Revised: December 05, 2012
Working Paper Series
224 downloads

Incl. Electronic Paper The Term Structure of Implied Costs of Equity Capital
Rotman School of Management Working Paper No. 1975947
Jeffrey L. Callen and Matthew R. Lyle
University of Toronto - Rotman School of Management and Kellogg School of Management
Date Posted: January 23, 2012
Working Paper Series
162 downloads

Incl. Electronic Paper Housing, Consumption and Monetary Policy: How Different are the US and the Euro Area?
ECB Working Paper No. 1161
Alberto Musso , Stefano Neri and Livio Stracca
European Central Bank (ECB) , Bank of Italy and European Central Bank (ECB)
Date Posted: January 17, 2012
Working Paper Series
75 downloads

Incl. Electronic Paper Systemic Risk and Bank Consolidation: International Evidence
Journal of Banking and Finance, Forthcoming, Campus for Finance, 2012 WHU Koblenz , Southwestern Finance Association Annual Meeting 2012, Eastern Finance Association Annual Meeting 2012, Midwest Finance Association, Midwest Finance Association 2012 Annual Meeting, 5th Financial Risks International Forum on "Systemic Risk", Institut Louis Bachelier , 24th Australasian Finance and Banking Conference 2011
Gregor N. F. Weiss , Sascha Neumann and Denefa Bostandzic
TU Dortmund University , Ruhr Universität Bochum and Ruhr Universität Bochum
Date Posted: January 05, 2012
Last Revised: November 20, 2013
Accepted Paper Series
498 downloads

Incl. Electronic Paper Do Responsible Real Estate Companies Outperform Their Peers?
Franz Fuerst , Marcelo Cajias , Patrick M. McAllister and Anupam Nanda
University of Cambridge - Department of Land Economy , PATRIZIA Immobilien AG , University of Reading - Department of Real Estate and Planning and University of Reading - School of Real Estate & Planning, Henley Business School
Date Posted: December 10, 2011
Last Revised: March 28, 2014
Working Paper Series
184 downloads

Incl. Electronic Paper Information Externalities in Corporate Governance
AFA 2012 Chicago Meetings Paper
Konrad Raff
Norwegian School of Economics (NHH)
Date Posted: October 19, 2011
Last Revised: December 31, 2011
Working Paper Series
215 downloads

Incl. Electronic Paper Market Efficiency and Returns from Convertible Bond Hedging and Arbitrage Strategies
Journal of Alternative Investments, Vol. 11, No. 3, 2009
Frank J. Fabozzi , Jinlin Liu and Lorne N. Switzer
EDHEC Business School , Concordia University, Quebec - John Molson School of Business and Concordia University, Quebec - Department of Finance
Date Posted: October 03, 2011
Accepted Paper Series
165 downloads

Incl. Electronic Paper On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
PIER Working Paper No. 11-031
Francis X. Diebold and Kamil Yilmaz
University of Pennsylvania - Department of Economics and Koc University
Date Posted: October 03, 2011
Working Paper Series
92 downloads

Incl. Electronic Paper The Determinants of the Establishment of a Risk Management Committee: A Case of Banks Listed in Indonesian Stock Exchange
Adam Zakaria and Suherman
Faculty of Economics Accounting Department and State University of Jakarta
Date Posted: October 03, 2011
Working Paper Series
97 downloads

Incl. Electronic Paper Volume-Volatility Interactions between Exchange Traded Derivatives and OTC Derivatives
Review of Futures Markets, Vol. 16, pp. 171-196, 2007
Lorne N. Switzer and Haibo Fan
Concordia University, Quebec - Department of Finance and Concordia University, Quebec
Date Posted: October 03, 2011
Accepted Paper Series
88 downloads

Incl. Electronic Paper Forecasting the Intraday Market Price of Money
Norges Bank Working Paper No. 2011/06
Andrea Monticini and Francesco Ravazzolo
Catholic University of the Sacred Heart of Milan - Institute of Economy and Finance and Norges Bank
Date Posted: September 30, 2011
Working Paper Series
28 downloads

Incl. Electronic Paper Micro Approaches to Foreign Exchange Determination
Norges Bank Working Paper No. 2011/05
Martin D.D. Evans and Dagfinn Rime
Georgetown University - Department of Economics and BI Norwegian Business School
Date Posted: September 30, 2011
Working Paper Series
75 downloads

Incl. Electronic Paper Nowcasting GDP in Real-Time: A Density Combination Approach
Norges Bank Working Paper No. 2011/11
Knut Are Aastveit , Karsten R. Gerdrup , Anne Sofie Jore and Leif Anders Thorsrud
University of Oslo - Department of Economics , Central Bank of Norway , Central Bank of Norway and BI Norwegian Business School
Date Posted: September 30, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper How Risky are Structured Exposures Compared to Corporate Bonds? Evidence from Bond and ABS Returns
STRUCTURED CREDIT PRODUCTS: PRICING, RATING, RISK MANAGEMENT AND BASEL II., W. Perraudin, ed., Risk Books, 2004
William Robert Maurice Perraudin and Astrid Van Landschoot
Risk Control Limited and European Commission - Chief Economist Team (DG Competition)
Date Posted: September 29, 2011
Last Revised: November 17, 2011
Accepted Paper Series
55 downloads

Incl. Electronic Paper Judgmental Versus Quantitative Credit Risk Measures for Sovereigns
William Robert Maurice Perraudin , Yen-Ting Hu , Rudiger Kiesel and Gerhard Stahl
Risk Control Limited , affiliation not provided to SSRN , affiliation not provided to SSRN and European Union - Committee of the Regions
Date Posted: September 29, 2011
Working Paper Series
66 downloads

Incl. Electronic Paper The Pricing of Forward Contracts for Foreign Exchange
Journal of Political Economy, Vol. 93, No. 2, 1985
Robert A. Korajczyk
Northwestern University - Kellogg School of Management
Date Posted: September 29, 2011
Accepted Paper Series
138 downloads

Incl. Electronic Paper Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model
IMF Working Paper No. 11/219
Maxym Kryshko
University of Pennsylvania - Department of Economics
Date Posted: September 28, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper Growth Spillover Dynamics from Crisis to Recovery
IMF Working Paper No. 11/218
Hélène Poirson and Sebastian Weber
International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
Date Posted: September 28, 2011
Working Paper Series
44 downloads

Incl. Electronic Paper Estimates of Statewide and Nationwide Carbon Dioxide Emission Reductions and Their Costs From Cash for Clunkers
GMU School of Public Policy Research Paper No. 2011-22
Edmund J. Zolnik
affiliation not provided to SSRN
Date Posted: September 28, 2011
Last Revised: December 16, 2013
Working Paper Series
35 downloads

Incl. Electronic Paper Advances in Forecasting Under Instability
Economic Research Initiatives at Duke (ERID) Working Paper No. 111
Barbara Rossi
Universitat Pompeu Fabra - ICREA
Date Posted: September 28, 2011
Last Revised: September 27, 2013
Accepted Paper Series
212 downloads

Incl. Electronic Paper Energy Consumption and Economic Growth Revisited in African Countries
CESifo Working Paper Series No. 3590
Jude Comlanvi Eggoh III , Chrysost Bangaké and Christophe Rault
affiliation not provided to SSRN , University of Orleans and University of Orleans
Date Posted: September 28, 2011
Working Paper Series
103 downloads

Incl. Electronic Paper The Collapse Speed of China's Exports in the 2008-2009 Financial Crisis
CESifo Working Paper Series No. 3584
Ran Jing
University of International Business and Economics - School of International Trade and Economics
Date Posted: September 28, 2011
Working Paper Series
97 downloads

The Presidency, Regionalism, and Distributive Politics in South Korea
Comparative Political Studies, Vol. 41, No. 6, pp. 861-882, June 2008
Yusaku Horiuchi and Lee Seungjoo
Dartmouth College - Department of Government and Department of Political Science and International Relations, Chung-Ang University
Date Posted: September 28, 2011
Accepted Paper Series

Incl. Electronic Paper Time-Consistent and Market-Consistent Evaluations
Netspar Discussion Paper No. 05/2011-078
Mitja Stadje and Antoon Pelsser
Tilburg University - Department of Econometrics & Operations Research and Maastricht University
Date Posted: September 28, 2011
Working Paper Series
13 downloads

Incl. Electronic Paper Investigating the Impact of OECD and EU Membership on CO2 Emissions
Magan Kereokiye Apresai , Abimbola Shode , Nneka Iyabode Eze , Kingsley Chigozie Onuoha and Yetunde Esan
affiliation not provided to SSRN , affiliation not provided to SSRN , University of Dundee - Centre for Energy, Petroleum and Mineral Law & Policy (CEPMLP) , University of Dundee - Centre for Energy, Petroleum and Mineral Law & Policy (CEPMLP) and affiliation not provided to SSRN
Date Posted: September 26, 2011
Working Paper Series
12 downloads

Incl. Electronic Paper Value at Risk & Transaction Exposure: An Inter-Temporal Lexicographic Permutation of a Six-Currency Portfolio
Kashi Khazeh , Fatollah Salimian and Robert C. Winder
Salisbury University , Salisbury University - Franklin P. Perdue School of Business and Christopher Newport University - Department of Accounting, Economics, and Finance
Date Posted: September 26, 2011
Working Paper Series
55 downloads

Incl. Electronic Paper The Bivariate Stochastic Functional Form
Sanne De Boer and Aart F. de Vos
QS Investors and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: September 25, 2011
Working Paper Series
10 downloads

Incl. Electronic Paper Recombining Trinomial Tree for Real Option Valuation with Changing Volatility
Tero J. Haahtela
Aalto University
Date Posted: September 24, 2011
Last Revised: January 02, 2012
Working Paper Series
163 downloads

Incl. Electronic Paper An Agent Based Model of the E-Mini S&P 500 and the Flash Crash
Mark E. Paddrik , Roy Hayes Jr., Andrew Todd , Steve Y. Yang , William Scherer and Peter Beling
Government of the United States of America - Office of Financial Research , University of Virginia , University of Virginia , University of Virginia , IEEE Intelligent Transportation Systems Society and University of Virginia, Dept. of System & Information Engineering
Date Posted: September 23, 2011
Last Revised: July 18, 2012
Working Paper Series
351 downloads

Incl. Electronic Paper Information Structure and Statistical Information in Discrete Response Models
Economic Research Initiatives at Duke (ERID) Working Paper No. 110
Shakeeb Khan and Denis Nekipelov
Duke University - Department of Economics and affiliation not provided to SSRN
Date Posted: September 23, 2011
Accepted Paper Series
54 downloads

Incl. Electronic Paper Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households
Costanza Torricelli , Marianna Brunetti and Elena Giarda
University of Modena and Reggio Emilia - Department of Economics , University of Rome Tor Vergata and Prometeia
Date Posted: September 23, 2011
Last Revised: August 28, 2012
Working Paper Series
48 downloads

Rights Offerings in a Different Institutional Setting: Evidence from the Istanbul Stock Exchange
ISE Finance Award Series, Vol. 3, pp.29-67, April 2002
Cahit Adaoglu
Eastern Mediterranean University
Date Posted: September 23, 2011
Accepted Paper Series


 

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