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SSRN eLibrary Search Results
Econometrics: Applied Econometric Modeling in Financial Economics eJournal, Archives of Vols. 1-2, 2011-12
333,248 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 1,908
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Adverse Selection Costs and Trading Volume Surrounding Announcements in Australia
Xinwei Zheng , Wei Chi and Xueli Tang
Deakin University , Monash University - Department of Accounting and Finance and Deakin University
Date Posted: August 02, 2013
Working Paper Series

Incl. Electronic Paper Quantifying Tail Risk with Low-Frequency Data
Columbia Business School Research Paper No. 13-35
Mattia Landoni and Ravi Sastry
Columbia Business School and Southern Methodist University (SMU) - Cox School of Business
Date Posted: May 16, 2013
Last Revised: September 16, 2013
Working Paper Series
133 downloads

Incl. Fee Electronic Paper The Relationship between Insurance and Economic Development: 85 Empirical Papers for a Review of the Literature
Risk Management and Insurance Review, Vol. 16, Issue 1, pp. 71-122, 2013
J. François Outreville
affiliation not provided to SSRN
Date Posted: March 27, 2013
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Information Content of Option Demand
Swiss Finance Institute Research Paper No. 12-43
Kerstin Kehrle and Tatjana Xenia Puhan
Independent and University of Zurich
Date Posted: October 16, 2012
Last Revised: July 26, 2014
Working Paper Series
552 downloads

Incl. Electronic Paper Enhanced BIS Statistics on Credit Risk Transfer
BIS Quarterly Review, December 2011
Nicholas Vause
Bank for International Settlements Staff
Date Posted: September 09, 2012
Accepted Paper Series
59 downloads

Incl. Electronic Paper The Nature of Credit Risk in Project Finance
BIS Quarterly Review, December 2011
Marco Sorge
World Bank Group - International Finance Corporation
Date Posted: September 05, 2012
Last Revised: September 29, 2013
Accepted Paper Series
520 downloads

Incl. Electronic Paper The Rise of Sovereign Credit Risk: Implications for Financial Stability
BIS Quarterly Review, September 2011
Michael Richard Llywelyn Davies and Timothy Ng
Bank for International Settlements, Committee on the Global Financial System (CGFS) and affiliation not provided to SSRN
Date Posted: September 04, 2012
Last Revised: September 29, 2013
Accepted Paper Series
170 downloads

Incl. Electronic Paper The Opportunities of Multiple Sovereign Crises: The European Market Phoenix
Vol 1, 35 N.C. Cent. L. Rev. (2012)
Luca C.M. Melchionna
Melchionna & Gandolfo LLP
Date Posted: June 19, 2012
Accepted Paper Series
38 downloads

Incl. Electronic Paper Public Debt, Sustainability and the Fiscal Policy Framework of the EMU
Ilkka Kajaste
Ministry of Finance, Finland
Date Posted: May 31, 2012
Working Paper Series
27 downloads

Incl. Electronic Paper Intertemporal Solvency and Public Debt: Evidence from Brazil – 1995-2004
Planejamento e Políticas Públicas, 2007,
Geraldo Silva Souza , Tito Belchior Silva Moreira and Joaquim Ramalho Albuquerque
University of Brazil , Catholic University of Brasilia and affiliation not provided to SSRN
Date Posted: May 30, 2012
Accepted Paper Series
10 downloads

Incl. Electronic Paper Structured Finance: Complexity, Risk and the Use of Rating
BIS Quarterly Review, June 2005
Ingo Fender and Janet Mitchell
Bank for International Settlements (BIS) and National Bank of Belgium - Department of Financial Stability
Date Posted: May 23, 2012
Last Revised: September 29, 2013
Accepted Paper Series
261 downloads

Incl. Electronic Paper The Syndicated Loan Market: Structure, Development and Implications
BIS Quarterly Review, December 2004
Blaise Gadanecz
Bank for International Settlements - Monetary and Economic Department
Date Posted: May 16, 2012
Last Revised: September 29, 2013
Accepted Paper Series
367 downloads

Incl. Electronic Paper Why Has FX Trading Surged? Explaining the 2004 Triennial Survey
BIS Quarterly Review, December 2004
Gabriele Galati and Michael Melvin
De Nederlandsche Bank and BlackRock
Date Posted: May 15, 2012
Last Revised: September 29, 2013
Accepted Paper Series
106 downloads

Incl. Electronic Paper Assessing New Perspectives on Country Risk
BIS Quarterly Review, December 2004
Claudio E. V. Borio and Frank Packer
Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS)
Date Posted: May 14, 2012
Last Revised: September 29, 2013
Accepted Paper Series
137 downloads

Incl. Electronic Paper Macroeconomic Announcements and Implied Volatilities in Swaption Markets
BIS Quarterly Review, September 2004
Fabio Fornari
European Central Bank (ECB)
Date Posted: May 13, 2012
Last Revised: September 29, 2013
Accepted Paper Series
26 downloads

Incl. Electronic Paper Diversifying with Asian Local Currency Bonds
BIS Quarterly Review, September 2004
Bank for International Settlements , Robert N. McCauley and Guorong Jiang
Bank for International Settlements (BIS) , Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Date Posted: May 11, 2012
Last Revised: September 29, 2013
Accepted Paper Series
17 downloads

Incl. Electronic Paper Asian Local Currency Bond Markets
BIS Quarterly Review, June 2004
Guorong Jiang and Robert N. McCauley
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Date Posted: May 08, 2012
Last Revised: September 29, 2013
Accepted Paper Series
154 downloads

Incl. Electronic Paper The Markets for Non-Deliverable Forwards in Asian Currencies
BIS Quarterly Review, June 2004
Guonan Ma , Corrinne Ho and Robert N. McCauley
Bank for International Settlements (BIS) , Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Date Posted: May 08, 2012
Last Revised: September 30, 2013
Accepted Paper Series
164 downloads

Incl. Electronic Paper Household Debt and the Macroeconomy
BIS Quarterly Review, March 2004
Bank for International Settlements and Guy Debelle
Bank for International Settlements (BIS) and Reserve Bank of Australia
Date Posted: May 03, 2012
Last Revised: September 29, 2013
Accepted Paper Series
481 downloads

Incl. Electronic Paper The Statistical Properties of the Maximum Drawdown in Financial Time Series
Alessandro Casati and Serge Tabachnik
Antares Technologies and Antares Technologies
Date Posted: May 02, 2012
Last Revised: May 15, 2013
Working Paper Series
442 downloads

Incl. Electronic Paper Sovereign Credit Default Swaps
BIS Quarterly Review, December 2003
Frank Packer and Chamaree Suthiphongchai
Bank for International Settlements (BIS) and affiliation not provided to SSRN
Date Posted: May 01, 2012
Accepted Paper Series
313 downloads

Incl. Electronic Paper Investment Decision and Dividend Policy as Determinants of Financing Decision: A New Empirical Evidence
Journal of Accounting, Management, and Economics Research (JAMER), February, 2002 Vol. 2(1), 41-55 Published by Faculty of Economics, University of Technology Yogyakarta, Indonesia
Hermeindito Kaaro
Faculty of Business, Management Department, Widya Mandala Catholic University
Date Posted: May 01, 2012
Accepted Paper Series
410 downloads

Incl. Electronic Paper Common Factors in Emerging Market Spreads
BIS Quarterly Review, December 2003
Patrick McGuire and Martijn A. Schrijvers
Bank for International Settlements (BIS) and Independent
Date Posted: April 30, 2012
Accepted Paper Series
225 downloads

Incl. Electronic Paper The Credit Spread Puzzle
BIS Quarterly Review, December 2003
Jeffery D. Amato and Eli M. Remolona
Goldman Sachs International and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: April 29, 2012
Accepted Paper Series
512 downloads

Incl. Electronic Paper Reaching for Yield: Selected Issues for Reserve Managers
BIS Quarterly Review, September 2003
Eli M. Remolona and Martijn A. Schrijvers
Bank for International Settlements (BIS) - Monetary and Economic Department and Independent
Date Posted: April 27, 2012
Last Revised: September 29, 2013
Accepted Paper Series
8 downloads

Incl. Electronic Paper Entrepreneurial Resource Acquisition Through Indirect Ties: Compensatory Effects of Prior Knowledge
Journal of Management, 36(2): 511-536, 2010
Jing Zhang , Pek-Hooi Soh and Poh-kam Wong
Iowa State University , Simon Fraser University (SFU) and affiliation not provided to SSRN
Date Posted: April 23, 2012
Accepted Paper Series
10 downloads

Incl. Electronic Paper Investors' Horizons and the Amplification of Market Shocks
Review of Financial Studies, Forthcoming
Cristina Cella , Andrew Ellul and Mariassunta Giannetti
Stockholm School of Economics , Indiana University - Kelley School of Business - Department of Finance and Stockholm School of Economics
Date Posted: April 21, 2012
Last Revised: May 12, 2014
Accepted Paper Series
248 downloads

Incl. Electronic Paper Shifting Losses: The Impact of Fannie's and Freddie's Conservatorships on Commercial Banks
Hamline Law Review (Symposium Issue), Vol. 35, p.343, 2012, U of Houston Law Center
Julie Andersen Hill
University of Alabama - School of Law
Date Posted: April 19, 2012
Last Revised: September 27, 2012
Accepted Paper Series
156 downloads

Microfin
Harvard Business School General Management Unit Case No. 309-126
Michael Chu and Enrique Kramer
Harvard Business School and Universidad ORT at Uruguay
Date Posted: April 18, 2012
Working Paper Series

Incl. Electronic Paper The Changing Role of Expectations in US Monetary Policy: A New Look Using the Livingston Survey
Banque de France Working Paper No. 376
Sheheryar Malik and Anindya Banerjee
Banque de France and European University Institute - Department of Economics
Date Posted: April 12, 2012
Working Paper Series
30 downloads

IDFC India: Infrastructure Investment Intermediaries
Harvard Business School Finance Case No. 210-050
John D. Macomber and Viraal Balsari
Harvard Business School and Harvard Business School, India Research Center
Date Posted: April 11, 2012
Working Paper Series

Cypress Sharpridge: Raising Capital in a Time of Crisis
Harvard Business School General Management Unit Case No. 310-140
Lena G. Goldberg and Adam Nebesar
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: April 10, 2012
Working Paper Series

Incl. Fee Electronic Paper Loss Modeling Using Spreadsheet‐Based Simulation
Risk Management and Insurance Review, Vol. 10, Issue 2, pp. 283-297, 2007
Domingo Castelo Joaquin
affiliation not provided to SSRN
Date Posted: April 09, 2012
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Stock Market Sensitivity to U.K. Firms' Pension Discounting Assumptions
Risk Management and Insurance Review, Vol. 10, Issue 2, pp. 221-246, 2007
Paul J. M. Klumpes and Kevin McMeeking
Nottingham Trent University and University of Exeter Business School - Department of Finance
Date Posted: April 09, 2012
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper The Bounds of Classical Risk Management and the Importance of a Behavioral Approach
Risk Management and Insurance Review, Vol. 10, Issue 2, pp. 267-282, 2007
Shigeyuki Goto
affiliation not provided to SSRN
Date Posted: April 09, 2012
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Implications of IFRS for the European Insurance Industry—Insights from Capital Market Theory
Risk Management and Insurance Review, Vol. 10, Issue 2, pp. 247-265, 2007
Thomas Post , Helmut Gründl , Lisa Schmidl and Mark S. Dorfman
Maastricht University - School of Business and Economics - Department of Finance , Goethe University Frankfurt - House of Finance , Humboldt University of Berlin - School of Business and Economics and University of North Carolina (UNC) at Charlotte
Date Posted: April 09, 2012
Accepted Paper Series
1 downloads

Incl. Electronic Paper Public Pensions in Turkey: Reforming the System to Achieve Fiscal Balance
Perspectives On Business & Economics, Volume 28, 2010
Rahmi Erdem Aktug
The Richard Stockton College of New Jersey
Date Posted: April 09, 2012
Accepted Paper Series
36 downloads

Incl. Fee Electronic Paper Reinsurance for Natural and Man‐Made Catastrophes in the United States: Current State of the Market and Regulatory Reforms
Risk Management and Insurance Review, Vol. 10, Issue 2, pp. 179-220, 2007
J. David Cummins
Temple University - Risk Management & Insurance & Actuarial Science
Date Posted: April 09, 2012
Accepted Paper Series
1 downloads

Incl. Electronic Paper Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
Journal of Finance, Forthcoming, NYU Working Paper No. 2451/31352
Karthik Balakrishnan , Mary Brooke Billings , Bryan T. Kelly and Alexander Ljungqvist
London Business School , New York University , University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: April 03, 2012
Last Revised: August 25, 2013
Accepted Paper Series
209 downloads

Incl. Electronic Paper Have Capital Market Anomalies Attenuated in the Recent Era of High Liquidity and Trading Activity?
Journal of Accounting & Economics (JAE), Vol. 58, No. 1, 2014
Tarun Chordia , Avanidhar Subrahmanyam and Qing Tong
Emory University - Department of Finance , University of California, Los Angeles (UCLA) - Finance Area and Singapore Management University - Lee Kong Chian School of Business
Date Posted: March 27, 2012
Last Revised: July 23, 2014
Accepted Paper Series
906 downloads

Incl. Electronic Paper An Investigation of the Volatility of Time Charter Markets
Marine Money International, pp.23-27, April 2008
Oral Erdogan
Piri Reis University-Faculty of Economics and Adm. Sciences
Date Posted: March 26, 2012
Accepted Paper Series
136 downloads

Asymmetric Effects of Positive and Negative Money-Supply Shocks
Quarterly Journal of Economics, Vol. 107, No. 4, 1992
James Peery Cover
University of Alabama - Department of Economics, Finance and Legal Studies
Date Posted: March 26, 2012
Accepted Paper Series

Incl. Electronic Paper Crisis-Driven EU Financial Regulatory Reform
Eilís Ferran, Niamh Moloney, Jennifer G. Hill, and John C. Coffee, Jr. THE REGULATORY AFTERMATH OF THE GLOBAL FINANCIAL CRISIS, Cambridge University Press, 2012, University of Cambridge Faculty of Law Research Paper No. 6/2012,
Eilis Ferran
University of Cambridge - Faculty of Law
Date Posted: March 26, 2012
Last Revised: April 18, 2012
Accepted Paper Series
849 downloads

Incl. Electronic Paper Positive Recommendations and Abnormal Returns on the Warsaw Stock Exchange in 2005–2006
E. Urbańczyk, THE PROBLEMS OF COMPANY VALUE MANAGEMENT, D. Krzanowski, ed., Publishing House Print Group, 2007,
Paweł Mielcarz , Blazej Podgorski and Przemysław Weremczuk
Kozminski University , Kozminski University and affiliation not provided to SSRN
Date Posted: March 26, 2012
Accepted Paper Series
29 downloads

Incl. Electronic Paper Public Pension Reform in Europe and the USA
Maura Francese , Daniele Franco and Pietro Tommasino
Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: March 26, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper Macrofinance Model of the Czech Economy: Asset Allocation Perspective
IMF Working Paper No. NO.12/78
Miroslav Kollar
affiliation not provided to SSRN
Date Posted: March 25, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper Accommodating Islamic Banking and Finance in Australia
University of New South Wales Law Journal, Vol. 34, No. 1, pp. 413-442, 2011, Sydney Law School Research Paper No. 12/15
Salim Farrar
University of Sydney - Faculty of Law
Date Posted: March 24, 2012
Accepted Paper Series
272 downloads

Incl. Electronic Paper Efficiency of the Insurance Industry in Pakistan: An Application of Non-Parametric Approach
Interdisciplinary Journal of Contemporary Research in Business, Vol. 2, No. 8, December 2010
Muhammad Jam e Kausar Ali Asghar and Talat Afza
COMSATS Institute of Information Technology, Lahore and COMSATS Institute of Information Technology (CIIT), Lahore
Date Posted: March 24, 2012
Accepted Paper Series
109 downloads

Incl. Electronic Paper Friendly Takeover Offers for Public Corporations: Interim Uncertainty, Reserve Prices, and Bustup Fees
Bernard S. Black and Robert A. Dam
Northwestern University - School of Law and Northwestern University - Kellogg School of Management
Date Posted: March 24, 2012
Working Paper Series
65 downloads

Incl. Electronic Paper Implicit Intraday Interest Rate in the UK Unsecured Overnight Money Market
Bank of England Working Paper No. 447
Marius Jurgilas and Filip Zikes
Central Bank of Norway and Bank of England
Date Posted: March 24, 2012
Working Paper Series
15 downloads


 

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