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JEL Code: C41
93,105 Total downloads
Showing Papers 1 - 50 of 730
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Testing for Structural Breaks in Correlations: Does it Improve Value-at-Risk Forecasting?
Tobias Berens
,
Gregor N. F. Weiss
and
Dominik Wied
University TU Dortmund
,
TU Dortmund University
and
University TU Dortmund
Date Posted: May 17, 2013
Working Paper Series
8 downloads
The Determinants of Recidivism among Ex-Prisoners: A Survival Analysis on French Data
GATE - Groupe d’Analyse et de Théorie Économique Lyon-St Étienne Working Paper No. WP 1320,
Benjamin Monnery
University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Date Posted: May 16, 2013
Working Paper Series
2 downloads
Seek and Ye Shall Find: How Search Requirements Affect Job Finding Rates of Older Workers
CentER Discussion Paper Series No. 2013-028
Patrick Hullegie
and
Jan C. van Ours
VU University Amsterdam - Department of Economics
and
Tilburg University - Department of Economics
Date Posted: May 14, 2013
Working Paper Series
1 downloads
The Determinants of Cartel Duration
Rosa M. Abrantes-Metz
,
John M. Connor and
Albert D. Metz
Global Economics Group, LLC
,
Purdue University
and
Moody's Investors Service
Date Posted: May 12, 2013
Working Paper Series
48 downloads
Testing Mixture of Exponentials Hypothesis in Dynamic Duration Models
Fei Chen
HUST
Date Posted: May 10, 2013
Working Paper Series
What Drives the Dynamics of Bank Loan Renegotiation in Europe?
Christophe J. Godlewski
LaRGE Research Center (University of Strasbourg)
Date Posted: May 02, 2013
Working Paper Series
4 downloads
Accès au crédit bancaire et survie des PME camerounaises: Le rôle du capital social (Bank Credit Access and Cameroonians SMEs Survival: Does Social Capital Matter?)
Revue Africaine des Sciences Economiques et de Gestion, Vol. XIX, Nos. 1-2, pp. 111-136, 2012
Ngoa Tabi Henri
and
Niyonsaba Sebigunda Edson
University of Yaounde II
and
University of Goma
Date Posted: May 02, 2013
Accepted Paper Series
10 downloads
Education and Health: The Role of Cognitive Ability
CESifo Working Paper Series No. 4207
Govert E. Bijwaard ,
Hans van Kippersluis
and
Justus Veenman
Netherlands Interdisciplinary Demographic Institute (NIDI)
,
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
and
Erasmus University Rotterdam (EUR) - Institute for Sociological and Economic Research
Date Posted: May 01, 2013
Working Paper Series
20 downloads
A Threshold Stochastic Conditional Duration Model for Financial Transaction Data
Zhongxian Men
,
Tony S. Wirjanto and
Adam W. Kolkiewicz
Independent
,
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
and
Independent
Date Posted: March 31, 2013
Working Paper Series
Stochastic Conditional Duration Models with Mixture Processes
Tony S. Wirjanto ,
Adam W. Kolkiewicz
and
Zhongxian Men
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
,
Independent
and
Independent
Date Posted: March 31, 2013
Working Paper Series
Bayesian Inference of Asymmetric Stochastic Conditional Duration Models
Zhongxian Men
,
Adam W. Kolkiewicz
and
Tony S. Wirjanto
Independent
,
Independent
and
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Working Paper Series
Causes of State Tax Amnesties: A Review
Hari S. Luitel
Algoma University
Date Posted: March 26, 2013
Working Paper Series
12 downloads
The Pursuit of Happiness? Subjective Wellbeing and Internal Migration in Great Britain
William Whittaker
University of Manchester
Date Posted: March 19, 2013
Working Paper Series
5 downloads
Education and Health: The Role of Cognitive Ability
Tinbergen Institute Discussion Paper 13-044/V
Govert E. Bijwaard ,
Hans van Kippersluis
and
Justus Veenman
Netherlands Interdisciplinary Demographic Institute (NIDI)
,
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
and
Erasmus University Rotterdam (EUR) - Institute for Sociological and Economic Research
Date Posted: March 16, 2013
Working Paper Series
15 downloads
A Simple Approach to Treatment Effects on Durations When the Treatment Timing is Chosen
IZA Discussion Paper No. 7249
M.J. Lee and
Per Johansson
Singapore Management University - School of Economics & Social Sciences
and
IFAU - Institute for Labour Market Policy Evaluation
Date Posted: March 16, 2013
Working Paper Series
5 downloads
Employment Duration and Shifts into Retirement in the EU
ECB Working Paper No. 1517
Ted Aranki
and
Corrado Macchiarelli
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: March 05, 2013
Working Paper Series
9 downloads
Is a Temporary Job Better than Unemployment? A Cross-Country Comparison Based on British, German, and Swiss Panel Data
SOEPpaper No. 543
Michael Gebel
University of Mannheim - School of Social Sciences
Date Posted: March 05, 2013
Working Paper Series
41 downloads
Employee Stock Option Valuation under Levy Models
Tim Leung and
Haohua Wan
Columbia University
and
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: March 03, 2013
Last Revised: March 11, 2013
Working Paper Series
54 downloads
Supermarket Entry and the Survival of Small Stores
Review of Industrial Organization, 2013
Fernando Borraz
,
Juan Dubra
,
Daniel Ferres
and
Leandro Zipitria
Universidad de la Republica - Faculty of Social Sciences
,
University of Montevideo - Department of Economics
,
University of Montevideo - Department of Economics
and
Universidad de Montevideo
Date Posted: March 03, 2013
Last Revised: March 05, 2013
Accepted Paper Series
Investigating the Relationship between Supervisory Change and Community Bank Failure in a Competing Risk Framework
Gary Whalen
Comptroller of the Currency
Date Posted: February 27, 2013
Working Paper Series
9 downloads
Optimal Timing for Mean Reversion Trading
Tim Leung and
Xin Li
Columbia University
and
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: February 23, 2013
Working Paper Series
224 downloads
Duración del Desempleo y Eficiencia de la Búsqueda de Empleo en Cartagena,
Colombia (Unemployment Duration and Job Search Efficiency in Cartagena, Colombia)
Cuadernos de Economía, Vol. 31, No. 58, pp. 145-171, 2012,
Felipe Del Rio Carrasquilla
,
Martha Yánez
and
Jorge Pérez
Independent
,
Universidad de Cartagena
and
Independent
Date Posted: February 13, 2013
Accepted Paper Series
3 downloads
An Optimal Multiple Stopping Approach to Infrastructure Investment Decisions
Eric Dahlgren
and
Tim Leung
Columbia University
and
Columbia University
Date Posted: February 13, 2013
Working Paper Series
32 downloads
Centralization Versus Decentralization of Legislative Production and the Effect of Each on the Duration of Disputes
Giuseppe Di Vita
University of Catania - Faculty of Law
Date Posted: February 12, 2013
Working Paper Series
5 downloads
Employment Duration and Shifts into Retirement in the EU
LEQS Paper No. 58/2013
Ted Aranki
and
Corrado Macchiarelli
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: February 12, 2013
Working Paper Series
10 downloads
Semi-Parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach
Nam Hyun Kim
,
Patrick W. Saart and
Jiti Gao
University of Adelaide
,
University of Canterbury
and
Monash University - Department of Econometrics & Business Statistics
Date Posted: February 07, 2013
Last Revised: March 29, 2013
Working Paper Series
Return Migration of Foreign Students
IZA Discussion Paper No. 7185
Govert E. Bijwaard
Netherlands Interdisciplinary Demographic Institute (NIDI)
Date Posted: February 02, 2013
Working Paper Series
23 downloads
Modelling and Predicting of Australian Mortgage Delinquency Risk: A Preliminary Data Analysis
Daniel Roesch
,
Harald Scheule
and
Param Silvapulle
Leibniz University Hannover
,
University of Technology, Sydney (UTS) - School of Finance and Economics
and
Monash University - Department of Econometrics & Business Statistics
Date Posted: January 30, 2013
Working Paper Series
41 downloads
Bubble in the Indian Real Estate Markets: Identification Using Regime-Switching
Methodology
The International Journal of Business and Finance Research, v. 6 (3) p. 27-40, 2012
Vijay Kumar Vishwakarma
and
Ohannes G. Paskelian
Saint Francis Xavier University
and
University of Houston - Downtown
Date Posted: January 29, 2013
Accepted Paper Series
108 downloads
The Effect of Husband's Job Displacement on the Timing and Spacing of Births in the United States
Contemporary Economic Policy, Vol. 31, Issue 1, pp. 73-93, 2013
Aliaksandr Amialchuk
University of Toledo - Department of Economics
Date Posted: January 19, 2013
Accepted Paper Series
Testing for Single Against Competing Risks Models in Survival Analysis
Masahito Kobayashi
and
Chao Cao
Yokohama National University - Department of Economics
and
Yokohama National University - Department of Economics
Date Posted: January 18, 2013
Working Paper Series
18 downloads
Using a Bayesian Model for Bankruptcy Prediction: A Comparative Approach
Zhongzhi (Lawrence) He
and
Samir Trabelsi
Brock University
and
Brock University - Accounting
Date Posted: January 15, 2013
Working Paper Series
5 downloads
"Counting Your Customers": When Will They Buy Next? An Empirical Validation of Probabilistic Customer Base Analysis Models Based on Purchase Timing
ERIM Report Series Reference No. ERS-2013-001-LIS
Evsen Korkmaz
,
R. Kuik
and
D. Fok
Erasmus University Rotterdam (EUR) - Department of Decision and Information Sciences
,
affiliation not provided to SSRN
and
Econometric Institute - Erasmus University Rotterdam
Date Posted: January 09, 2013
Working Paper Series
44 downloads
Making the Leap: Timing Analysis of Transfers from Two-Year Colleges to Four-Year Colleges
Darshak Patel
University of Tennessee at Martin
Date Posted: January 02, 2013
Working Paper Series
First Mortgages, Second Mortgages, and Their Default
James B. Kau ,
Donald C. Keenan and
Constantine Lyubimov
University of Georgia - Department of Insurance, Legal Studies, Real Estate
,
University of Cergy-Pontoise
and
Federal National Mortgage Association (Fannie Mae)
Date Posted: December 22, 2012
Working Paper Series
35 downloads
The Economics of Grief
IZA Discussion Paper No. 7010
Gerard J. van den Berg ,
Petter Lundborg
and
Johan Vikström
VU University Amsterdam - Department of Economics
,
Lund University School of Economics and Management
and
Uppsala University
Date Posted: December 01, 2012
Working Paper Series
16 downloads
The Duration of Firm‐Destination Export Relationships: Evidence from Spain, 1997–2006
Economic Inquiry, Vol. 51, Issue 1, pp. 159-180, 2013
Silviano Esteve-Pérez
,
Francisco Requena‐Silvente and
Vicente J. Pallardó-Lopez
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: November 30, 2012
Accepted Paper Series
Multivariate Survival Methods: A Survey
Gonçalo Martins Ferreira
EDP
Date Posted: November 30, 2012
Working Paper Series
6 downloads
How Does Option Listing Affect Underlying Stock Efficiency? Evidence from a Duration Model
Kaouther Jouaber-Snoussi
and
Rim Tekaya
Université Paris-Dauphine
and
Université Paris-Dauphine
Date Posted: November 29, 2012
Working Paper Series
22 downloads
Explaining Differences between the Expected and Actual Duration Until Return Migration: Economic Changes
SOEPpaper No. 497
Gerard J. van den Berg and
Michèle A. Weynandt
VU University Amsterdam - Department of Economics
and
affiliation not provided to SSRN
Date Posted: November 09, 2012
Working Paper Series
15 downloads
Practical Yield, Price, Duration and Convexity Approximations
Daniel L. Chertok
Independent
Date Posted: November 08, 2012
Working Paper Series
38 downloads
Spatial Disparities in Hospital Performance
IZA Discussion Paper No. 6936
Laurent Gobillon
and
Carine Milcent
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
and
affiliation not provided to SSRN
Date Posted: October 20, 2012
Working Paper Series
5 downloads
Modeling Dependence in CDS and Equity Markets: Dynamic Copula with Markov-Switching
Fei Fei
,
Ana-Maria Fuertes and
Elena Kalotychou
City University London - Cass Business School
,
Cass Business School, City University London
and
City University London - Cass Business School
Date Posted: October 15, 2012
Last Revised: March 27, 2013
Working Paper Series
86 downloads
The Disciplining Effect of Concern for Referrals: Evidence from Real Estate Agents
Lan Shi
and
Christina Tapia
University of Washington - Department of Economics
and
affiliation not provided to SSRN
Date Posted: October 11, 2012
Working Paper Series
11 downloads
The Impact of Divorce on Return-Migration of Family Migrants
IZA Discussion Paper No. 6852
Govert E. Bijwaard and
Stijn van Doeselaar
Netherlands Interdisciplinary Demographic Institute (NIDI)
and
affiliation not provided to SSRN
Date Posted: October 06, 2012
Working Paper Series
9 downloads
Is There Duration Dependence in Portuguese Local Governments’ Tenure?
Vitor Manuel Alves Castro
and
Rodrigo Martins
Universidade de Coimbra - Faculty of Economics
and
Universidade de Coimbra - Faculty of Economics
Date Posted: October 05, 2012
Working Paper Series
1 downloads
Predicting Defaults with Regime Switching Intensity: Model and Empirical Evidence
Hui-Ching Chuang and
Chung-Ming Kuan
Department of Finance, Yuan Ze University
and
Department of Finance, National Taiwan University
Date Posted: September 30, 2012
Working Paper Series
61 downloads
Generalized Affine Model for Credit Risk Analysis
Gourieroux, Christian, Monfort, Alain and Polimenis, V., Affine Models for Credit Risk Analysis ( 2006). Journal of Financial Econometrics, Vol. 4, Issue 3, pp. 494-530, 2006. Available at SSRN: http://ssrn.com/abstract=1096980
Adela Baho
and
Sacha Bernasconi
affiliation not provided to SSRN
and
Unaffiliated Authors
Date Posted: September 19, 2012
Last Revised: September 20, 2012
Working Paper Series
41 downloads
The Dynamic Mixed Hitting-Time Model for Multiple Transaction Prices and Times
Eric Renault
,
Thijs van der Heijden
and
Bas J. M. Werker
University of North Carolina (UNC) at Chapel Hill - Department of Economics
,
University of Melbourne - Department of Finance
and
Tilburg University - Center for Economic Research (CentER)
Date Posted: September 13, 2012
Working Paper Series
35 downloads
Are Short‐Lived Jobs Stepping Stones to Long‐Lasting Jobs?
Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 5, pp. 646-675, 2012
Bart Cockx and
Matteo Picchio
Ghent University - Sherppa - Faculty of Economics and Business Administration
and
Department of Economic and Social Science, Marche Polytechnic University
Date Posted: September 12, 2012
Accepted Paper Series
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