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SSRN eLibrary Search Results
JEL Code: C13
437,403 Total downloads
Showing Papers 1 - 50 of 2,453
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Regression with Endogenously Markov Regime-Switching Regressors
Yu-Fan Huang
Capital University of Economics and Business, ISEM
Date Posted: March 29, 2015
Working Paper Series

Incl. Electronic Paper 인터넷뱅킹, 결제성예금 및 은행 수익성과의 관계 분석 (The Research on the Impact of Internet Banking on Demand Deposit and Bank Profitability)
Bank of Korea WP 2014-6
Bong Geul Chun and Dong Gyu Lee
Bank of Korea and Bank of Korea
Date Posted: March 28, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurances in Australia
Xiaodong Gong and Jiti Gao
Australian National University (ANU) - School of Economics and Monash University - Department of Econometrics & Business Statistics
Date Posted: March 27, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity
Chaohua Dong , Jiti Gao and Bin Peng
Monash University - Department of Econometrics and Business Statistics , Monash University - Department of Econometrics & Business Statistics and University of Technology, Sydney
Date Posted: March 27, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Bridging Centrality and Extremity: Refining Empirical Data Depth Using Extreme Value Statistics
CentER Discussion Paper Series No. 2015-020
John H. J. Einmahl , Li Jun and Regina Y. Liu
Tilburg University - Department of Econometrics & Operations Research , University of California, Riverside (UCR) and Rutgers, The State University of New Jersey - Rutgers University, New Brunswick/Piscataway
Date Posted: March 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Minimum Distance Estimation of Possibly Non-Invertible Moving Average Models
FRB Atlanta Working Paper No. 2013-11
Nikolay Gospodinov and Serena Ng
Federal Reserve Bank of Atlanta and Columbia University
Date Posted: March 22, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper The Gravity Model for International Trade: Specification and Estimation Issues
Tamas Krisztin and Manfred M. Fischer
Vienna University of Economics and Business and Vienna University of Economics and Business - Institute for Economic Geography and GIScience, Department of Socioeconomics
Date Posted: March 20, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Economic Concepts Retention of Students of University
Adrian Tamayo , Eugenio S Guhao Jr. and Liza Salvador
University of Mindanao - Research and Publication Center , University of Mindanao and University of Mindanao
Date Posted: March 18, 2015
Working Paper Series
2 downloads

The Fundamentals of Uncovering Thematic Content in Text-Based Data Using LDA
Reto Forrer
University of Basel - Center for Economic Science
Date Posted: March 13, 2015
Last Revised: March 17, 2015
Working Paper Series

Incl. Electronic Paper Timing Law School
Frank McIntyre and Michael Simkovic
Rutgers Business School Newark and New Brunswick and Seton Hall Law School
Date Posted: March 08, 2015
Last Revised: March 12, 2015
Working Paper Series
112 downloads

A Bayesian Approach to Explain Excess Volatility, Short-Term Underreaction, and Long-Term Overreaction During Normal Situations and Financial Crises
Xu Guo , Wing-Keung Wong and Lixing Zhu
Hong Kong Baptist University (HKBU) - Department of Mathematics , Hong Kong Baptist University (HKBU) and Hong Kong Baptist University (HKBU) - Department of Mathematics
Date Posted: March 06, 2015
Working Paper Series

Spot Volatility Estimation Using the Laplace Transform
Maria Elvira Mancino , Imma Valentina Curato and Maria Cristina Recchioni
University of Florence - Department of Economics and Management , University of Ulm and Università Politecnica delle Marche - Department of Management
Date Posted: March 04, 2015
Working Paper Series

Incl. Electronic Paper Lagged Explanatory Variables and the Estimation of Causal Effects
Marc F. Bellemare , Takaaki Masaki and Thomas B. Pepinsky
University of Minnesota - Twin Cities - Department of Applied Economics , Cornell University and Cornell University - Department of Government
Date Posted: February 24, 2015
Working Paper Series
124 downloads

Incl. Electronic Paper Contour Map of Estimation Error for Expected Shortfall
Imre Kondor , Fabio Caccioli , Gabor Papp and Matteo Marsili
Parmenides Foundation , University College London - Financial Computing and Analytics Group, Department of Computer Science , Eötvös Loránd University and Abdus Salam International Centre Theoretical Physics (ICTP)
Date Posted: February 23, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper Bayesian Nonparametric Calibration and Combination of Predictive Distributions
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 04/WP/2015
Federico Bassetti , Roberto Casarin and Francesco Ravazzolo
University of Pavia , University Ca' Foscari of Venice - Department of Economics and Norges Bank
Date Posted: February 18, 2015
Last Revised: March 10, 2015
Working Paper Series
24 downloads

Empirical Study on the Behaviours of Different Types of Hong Kong Small Investors’ in Their Investment
Wing-Keung Wong
Hong Kong Baptist University (HKBU)
Date Posted: February 18, 2015
Working Paper Series

Good Volatility, Bad Volatility and the Expected Stock Returns
Bingzhi Zhao
Duke University
Date Posted: February 17, 2015
Working Paper Series

Incl. Electronic Paper The Global Component of Local In‡flation: Revisiting the Empirical Content of the Global Slack Hypothesis with Bayesian Methods
Enrique Martinez-Garcia
Federal Reserve Bank of Dallas - Research Department
Date Posted: February 16, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Switching Regression Estimates of the Intergenerational Persistence of Consumption
Economic Inquiry, 52(4), October 2014, pp.1503-1524
Sheng Guo
Florida International University
Date Posted: February 15, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Logarithmic Transformations in Cross Section Regression Models of the Long Run Relation between Market and Accounting Values
Roger J. Willett
University of Tasmania
Date Posted: February 14, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Mortality Lead Lags
Andreas Milidonis and Maria Efthymiou
Nanyang Technological University (NTU) - Division of Banking & Finance and University of Cyprus - Department of Public and Business Administration
Date Posted: February 14, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper A Lava Attack on the Recovery of Sums of Dense and Sparse Signals
Victor Chernozhukov , Christian Hansen and Yuan Liao
Massachusetts Institute of Technology (MIT) - Department of Economics , University of Chicago - Booth School of Business and University of Maryland
Date Posted: February 13, 2015
Last Revised: March 25, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper A Comparison of Three Flexible Cost Functions Using Establishment Level Electricity Use Data
Joe Hirschberg
University of Melbourne - Department of Economics
Date Posted: February 13, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Beta-Creaming
NHH Dept. of Business and Management Science Discussion Paper No. 2015/8
Jostein Lillestol and Richard Sinding-Larsen
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian University of Science and Technology (NTNU)
Date Posted: February 12, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Sharp Threshold Detection based on Sup-Norm Error Rates in High-Dimensional Models
Tinbergen Institute Discussion Paper 15-019/III
Laurent Callot , Mehmet Caner , Anders Bredahl Kock and Juan Andres Riquelme
VU University Amsterdam , North Carolina State University - Department of Economics , University of Aarhus - CREATES and North Carolina State University
Date Posted: February 12, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables
Jia Chen , Degui Li , Oliver B. Linton and Zudi Lu
University of York - Department of Economics and Related Studies , University of York , University of Cambridge and University of Southampton
Date Posted: February 11, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 292
Roberta Cardani , Alessia Paccagnini and Stefania Villa
Università of Milan, Bicocca- DEMS , University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and KU Leuven - Faculty of Business and Economics (FEB)
Date Posted: February 11, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Asymptotics for Parametric GARCH-in-Mean Models
University of Heidelberg, Department of Economics, Discussion Paper No. 579
Christian Conrad and Enno Mammen
University of Heidelberg - Faculty of Economics and Social Studies and University of Mannheim - Department of Economics
Date Posted: February 10, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models
Liangjun Su and Tadao Hoshino
Singapore Management University and Waseda University
Date Posted: February 09, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects
Xun Lu and Liangjun Su
HKUST and Singapore Management University
Date Posted: February 09, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper When Demand Projections are Too Optimistic: A Structural Model of Product Line and Pricing Decisions
Andres Musalem
Universidad de Chile
Date Posted: February 06, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper The Valuation of Unprotected Works: A Case Study of Public Domain Photographs on Wikipedia
Paul J. Heald , Kris Erickson and Martin Kretschmer
University of Illinois College of Law , University of Glasgow and University of Glasgow
Date Posted: February 06, 2015
Working Paper Series
264 downloads

Incl. Electronic Paper Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
CESifo Working Paper Series No. 5189
Jan F. Kiviet , Milan Pleus and Rutger Poldermans
University of Amsterdam - Department of Quantitative Economics , University of Amsterdam and University of Amsterdam
Date Posted: February 05, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Estimating Predictors of the Philippine Licensure Examination for Engineering
Adrian Tamayo
University of Mindanao - Research and Publication Center
Date Posted: February 05, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper A Further Look at Modified ML Estimation of the Panel AR(1) Model with Fixed Effects and Arbitrary Initial Conditions.
Hugo Kruiniger
Durham University
Date Posted: February 05, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Dynamic Principal Components: A New Class of Multivariate GARCH Models
Gian Piero Aielli and Massimiliano Caporin
Independent and University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: February 04, 2015
Working Paper Series
43 downloads

Incl. Electronic Paper Quasi Maximum Likelihood Inference for Stochastic Volatility Models
Frontiers in Finance and Economics, Vol. 11, No. 1, 1-24, 2014
Maddalena Cavicchioli
Advanced School of Economics in Venice
Date Posted: February 03, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper An Arithmetic Analysis of Bangladeshi Sending Migrants Stock and Remittance Per Capita in Malaysia
Kazi Abdul Mannan and Khandaker Mursheda Farhana
Southern Cross University, Australia and Migration Research, Development and Society of Bangladesh
Date Posted: February 02, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Better Investing Through Factors, Regimes and Sensitivity Analysis
Cristian Homescu
Independent
Date Posted: January 30, 2015
Working Paper Series
582 downloads

Incl. Electronic Paper A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
UNSW Business School Research Paper No. 2015-01
Seojeong Jay Lee
UNSW Australia Business School, School of Economics
Date Posted: January 30, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Best Estimate Reporting with Asymmetric Loss
NHH Dept. of Business and Management Science Discussion Paper No. 2015/7
Jostein Lillestol and Richard Sinding-Larsen
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian University of Science and Technology (NTNU)
Date Posted: January 30, 2015
Working Paper Series
9 downloads

The Properties of Realized Correlation: Evidence from the French, German and Greek Equity Markets
The Quarterly Review of Economics and Finance, Vol. 50, pp. 273-290, 2010

Date Posted: January 29, 2015
Accepted Paper Series

Incl. Electronic Paper A New Class of Bivariate Threshold Cointegration Models
Biqing Cai , Jiti Gao and Dag Tjostheim
University of Bergen , Monash University - Department of Econometrics & Business Statistics and University of Bergen - Faculty of Mathematics and Natural Sciences
Date Posted: January 29, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Overleveraging, Financial Fragility and the Banking-Macro Link: Theory and Empirical Evidence
ZEW - Centre for European Economic Research Discussion Paper No. 14-110
Stefan Mittnik and Willi Semmler Sr.
Ludwig-Maximilians-Universität München and The New School - Department of Economics
Date Posted: January 27, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper The Informativeness of Stochastic Frontier and Programming Frontier Efficiency Scores: Cost Efficiency and Other Measures of Bank Holding Company Performance
FRB Atlanta Working Paper Series No. 99-23
Robert A. Eisenbeis , Gary D. Ferrier and Simon H. Kwan
Independent , University of Arkansas - Sam M. Walton College of Business and Federal Reserve Bank of San Francisco
Date Posted: January 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Inference on Causal Effects in a Generalized Regression Kink Design
David Card , Zhuan Pei , David Lee and Andrea Weber
University of California, Berkeley - Department of Economics , Brandeis University , Princeton University and University of Mannheim
Date Posted: January 24, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Inference on Causal Effects in a Generalized Regression Kink Design
IZA Discussion Paper No. 8757
David Card , David Lee , Zhuan Pei and Andrea Weber
University of California, Berkeley - Department of Economics , Princeton University , W.E. Upjohn Institute for Employment Research and University of Mannheim
Date Posted: January 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Complete Analytical Solution of the American Style Option Pricing with Constant and Stochastic Volatilities: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 24, 2015
Last Revised: January 25, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper How Robust Is Robust Covariance? Evidence from International Portfolio Selection
Tsung-Wu Ho
Shih Hsin University
Date Posted: January 23, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 23, 2015
Working Paper Series
42 downloads


 

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