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Full Text Papers: 398,394
Authors: 228,766
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Last 30 days: 844,040

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SSRN eLibrary Search Results
JEL Code: C5
1,186,564 Total downloads
Showing Papers 1 - 50 of 6,019
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Incl. Electronic Paper Empirical Analysis of Household Savings Decisions in Context of Uncertainty: A Cross-Sectional Approach
Melbourne Institute Working Paper No. 21/13
Paolo Lucchino and Justin van de Ven
National Institute of Economic and Social Research (NIESR) and National Institute of Economic and Social Research (NIESR)
Date Posted: June 20, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper A Theoretical Framework for Conducting Multi-Level Studies of Complex Social Systems With Agent-Based Models and Empirical Data
Chih-Chun Chen
French National Center for Scientific Research (CNRS)
Date Posted: June 19, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Forecasting Fiscal Time Series Using Mixed Frequency Data
ECB Working Paper No. 1550
Stylianos Asimakopoulos , Joan Paredes and Thomas Warmedinger
University of Glasgow - Department of Economics , European Central Bank - Fiscal Policies Division and European Central Bank (ECB)
Date Posted: June 19, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper How Useful is the Marginal Expected Shortfall for the Measurement of Systemic Exposure? A Practical Assessment
ECB Working Paper No. 1546
Julien Idier , Gildas Lame and Jean-Stéphane Mésonnier
Banque de France - Centre de Recherche , INSEE-CREST and Banque de France -DGEI-DEMFI-RECFIN
Date Posted: June 19, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper On the Devolatized Returns and Dynamic Conditional Correlations GARCH Modeling in Selected European Indices
Stavros Stavroyiannis and Leonidas Zarangas
Technological Educational Institute of Kalamata and Higher Technological Educational Institute of Kalamata
Date Posted: June 18, 2013
Last Revised: June 19, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Discrete Stochastic Autoregressive Volatility
Adriana S. Cordis and Chris Kirby
University of South Carolina Upstate - Johnson College of Business and Economics and UNC Charlotte - Belk College of Business
Date Posted: June 18, 2013
Last Revised: June 19, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Money Growth and Infl‡ation: Evidence from a Markov Switching Bayesian VAR
Hamburg University, Department Wirtschaft und Politik Macroeconomics and Finance Series Discussion Paper 4/2013
Gianni Amisano and Roberta Colavecchio
European Central Bank (ECB) and Universitaet Hamburg
Date Posted: June 18, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper The Great Recession and the Inflation Puzzle
IMF Working Paper No. 13/124
Troy Matheson and Emil Stavrev
Government of New Zealand - Department of Economics and International Monetary Fund (IMF)
Date Posted: June 18, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Using Newspapers for Tracking the Business Cycle: A Comparative Study for Germany and Switzerland
KOF Swiss Economic Institute Working Paper No. 337
David Iselin and Boriss Siliverstovs
KOF Swiss Economic Institute and KOF Swiss Economic Institute
Date Posted: June 18, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Location, Location, Location: Econometric Analysis of Asset Pricing with Spatial Interaction
Steven G. Kou , Xianhua Peng and Haowen Zhong
Columbia University - Department of Industrial Engineering and Operations Research (IEOR) , Hong Kong University of Science & Technology - Department of Mathematics and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Date Posted: June 18, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Learning a Board Balanced Scorecard to Improve Corporate Performance
Decision Support Systems 49 (4): 365-385
Germán Creamer and Yoav Freund
Stevens Institute of Technology - Wesley J. Howe School of Technology Management and University of California, San Diego
Date Posted: June 17, 2013
Accepted Paper Series
3 downloads

Incl. Electronic Paper Stock Price and Trading Volume at the Market Panic Conditions
Rodion Remorov
Independent
Date Posted: June 16, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Valuation of Environmental Assets by the Surrounding and Not Surrounding Beneficiaries
Cuadernos de Economía, Vol. 32, No. 59, pp. 67-101, 2013.,
Mauricio G. Villena and Ericka Ericka Y. Lafuente
University of Adolfo Ibanez and Universidad Privada Abierta Latinoamericana
Date Posted: June 15, 2013
Accepted Paper Series
3 downloads

Incl. Electronic Paper Sovereign Bond Yield Spreads: An International Analysis
Giuseppe Corvasce
Society for Financial Studies
Date Posted: June 14, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper The Impact of EU Funds on Romanian Finances
Romanian Journal of European Affairs, Vol. 13, No. 2, June 2013
Laurian Lungu
Cardiff Business School
Date Posted: June 14, 2013
Accepted Paper Series
2 downloads

Incl. Electronic Paper From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior
Journal of Business and Economic Statistics, Forthcoming
Anastasios Panagiotelis , Michael S. Smith and Peter Danaher
Monash University , University of Melbourne - Melbourne Business School and Monash University
Date Posted: June 13, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Option Pricing: The Choice of High Frequency Volatility Matters
Patrick Geyer and Dimitris Karyampas
Credit Suisse AG and UBS AG
Date Posted: June 12, 2013
Working Paper Series
34 downloads

Incl. Electronic Paper Clustering Macroeconomic Variables
CEIS Working Paper No. 283
Chiara Perricone
University of Rome "Tor Vergata"
Date Posted: June 11, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Applying and Interpreting Model - Based Seasonal Adjustment. The Euro - Area Industrial Production Series
Banco de Espana Working Paper No. 1116
Agustín Maravall and Domingo Pérez
Bank of Spain - Research Department and Bank of Spain
Date Posted: June 11, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Projecting Long-Term Primary Energy Consumption
USAEE Working Paper No. 13-126
Zsuzsanna Csereklyei and S. Humer
Vienna University of Economics and Business Administration and Vienna University of Economics and Business Administration
Date Posted: June 11, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Systemic Risk with Central Counterparty Clearing
Swiss Finance Institute Research Paper No. 13-34
Hamed Amini , Damir Filipovic and Andreea Minca
Ecole Polytechnique Fédérale de Lausanne , Ecole Polytechnique Fédérale de Lausanne and Cornell University
Date Posted: June 09, 2013
Working Paper Series
71 downloads

Does Auditor Industry Specialization Improve Audit Quality?
Journal of Accounting Research, Forthcoming
Miguel Minutti-Meza
University of Miami - School of Business Administration
Date Posted: June 08, 2013
Accepted Paper Series

Incl. Electronic Paper Analysis of CEEC Exchange Rates Co-Movements Using Wavelet Multiple Correlation and Cross-Correlation
Aviral Kumar Tiwari , Marius Alin Andries and Iulian Ihnatov
ICFAI University Tripura , Alexandru Ioan Cuza University - Faculty of Economics and Business Administration and Alexandru Ioan Cuza University
Date Posted: June 08, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper The Pacific Speed of Growth: How Fast Can it Be and What Determines it?
IMF Working Paper No. 13/104
Yongzheng Yang , Hong Chen , Shiu raj Singh and Baljeet Singh
International Monetary Fund (IMF) - African Department , affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: June 08, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper The Use of Stated Preferences to Forecast Alternative Fuel Vehicles Market Diffusion: Comparisons with Other Methods and Proposal for a Synthetic Utility Function
Jérôme Massiani
Ca Foscari University of Venice - Department of Economics
Date Posted: June 08, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Forcasting Fiscal Variables: Only a Strong Growth Plan Can Sustain the Greek Austerity Programs - Evidence from Simultaneous and Structural Models
CAMA Working Paper 25/2013
Nicholas Apergis and Arusha V. Cooray
University of Piraeus and University of Wollongong
Date Posted: June 08, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Moving Average Stochastic Volatility Models with Application to Inflation Forecast
CAMA Working Paper 31/2013
Joshua C. C. Chan
Australian National University (ANU)
Date Posted: June 08, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Critical Improvements in Oil Market Modeling
Michael Gucwa , Ali Nouri , Hillard Huntington and Saud M. Al-Fattah
Stanford University - Huang Engineering Center , Stanford University - Huang Engineering Center , Stanford University - Energy Modeling Forum and King Abdullah Petroleum Studies and Research Center (KAPSARC)
Date Posted: June 06, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper The Pharmacological Channel Revisited: Alcohol Sales Restrictions and Crime in Bogota
IDB Working Paper No. IDB-WP-394
Joao Mello , Daniel Mejia and Lucia Suarez
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) , Universidad de los Andes, Colombia - Department of Economics and Universidad de los Andes, Colombia - Department of Economics
Date Posted: June 06, 2013
Working Paper Series
5 downloads

Usefulness of the Information Contained in the Prediction Sample for the Spatial Error Model
Journal of Real Estate Finance and Economics, Vol. 47, No. 1, 2013
Takafumi Kato
Nagoya University
Date Posted: June 06, 2013
Accepted Paper Series

Incl. Electronic Paper How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies
Journal of Money, Credit, and Banking, Forthcoming
Anindya Banerjee , Victor Bystrov and Paul Mizen
Banque de France , University of Lodz - Institute of Economics and University of Nottingham
Date Posted: June 05, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper A Kalman-Filter Approach to Estimating the Natural Rate of Unemployment
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 23, No. 1, 2005, pp. 1-24,
Victor V. Claar
Henderson State University
Date Posted: June 04, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models
Victor Aguirregabiria and Arvind Magesan
University of Toronto - Department of Economics and University of Calgary
Date Posted: June 03, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Option Pricing with Anomalous Scaling and Infinite-State Switching Volatility
Fulvio Baldovin , Massimiliano Caporin , Michele Caraglio , Attilio Stella and Marco Zamparo
University of Padua , University of Padova - Department of Economics and Management "Marco Fanno" , University of Padova , University of Padua and Human Genetics Foundation
Date Posted: June 03, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Confidence Intervals for ARMA-GARCH Value-at-Risk
Laura Spierdijk
University of Groningen
Date Posted: June 03, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper The New Keynesian Phillips Curve in an Inflation Targeting Country: The Case of Turkey
International Journal of Economic Sciences and Applied Research, Vol. 6, No. 1, p. 7, 2013
Giray Gozgor
Dogus University
Date Posted: June 02, 2013
Accepted Paper Series
3 downloads

Incl. Electronic Paper Profitable Pair Trading: A Comparison Using the S&P 100 Constituent Stocks and the 100 Most Liquid ETFs
Jozef Rudy , Christian Dunis and Jason Laws
Independent Portfolio Manager , John Moores University - Business School and University of Liverpool - Management School (ULMS)
Date Posted: June 02, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper Mean Reversion Based on Autocorrelation: A Comparison Using the S&P 100 Constituent Stocks and the 100 Most Liquid ETFs
Jozef Rudy , Christian Dunis and Jason Laws
Independent Portfolio Manager , John Moores University - Business School and University of Liverpool - Management School (ULMS)
Date Posted: June 01, 2013
Working Paper Series
46 downloads

Incl. Electronic Paper Profitable Mean Reversion after Large Price Drops: A Story of Day and Night in the S&P 500, 400 Mid Cap and 600 Small Cap Indices
Journal of Asset Management, Vol. 12, 3, 185-202, 2010
Jozef Rudy , Christian Dunis and Jason Laws
Independent Portfolio Manager , John Moores University - Business School and University of Liverpool - Management School (ULMS)
Date Posted: June 01, 2013
Accepted Paper Series
232 downloads

Incl. Electronic Paper Statistical Arbitrage and High-Frequency Data with an Application to Eurostoxx 50 Equities
Jozef Rudy , Christian Dunis , Gianluigi Giorgioni and Jason Laws
Independent Portfolio Manager , John Moores University - Business School , University of Liverpool - Management School (ULMS) and University of Liverpool - Management School (ULMS)
Date Posted: June 01, 2013
Last Revised: June 03, 2013
Working Paper Series
114 downloads

Incl. Electronic Paper Congestion, Agglomeration, and the Structure of Cities
FRB of Philadelphia Working Paper No. 13-25
Jeffrey Brinkman
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Date Posted: June 01, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper The Cross-Section of Investing Skill
Ravi Sastry
Southern Methodist University (SMU) - Cox School of Business
Date Posted: May 29, 2013
Working Paper Series
46 downloads

Incl. Electronic Paper The Impact of the Adoption of International Financial Reporting Standards on the Quality of Accounting Information of the Brazilian and European Public Firms
Edilson Paulo , Luiz Felipe de Araújo Pontes Girão , David Carter and Rodrigo Silva de Souza
Federal University of Paraiba , Federal University of Paraiba (UFPB) , University of Roehampton and University of Roehampton - School of Business and Social Sciences
Date Posted: May 28, 2013
Last Revised: June 19, 2013
Working Paper Series
35 downloads

Incl. Electronic Paper Imprecise Return Rates on the Warsaw Stock Exchange
Krzysztof Maciej Piasecki
Poznan University of Economics - Department of Operations Research
Date Posted: May 27, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Testing Popular VAR Models in EU New Member and Candidate States
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 25, No. 2, 2007, pp. 325-346,
Sasa Zikovic
University of Rijeka - Faculty of Economics
Date Posted: May 26, 2013
Accepted Paper Series
2 downloads

Incl. Electronic Paper Digital Ecosystems for Public Affairs
Procedia Information Technology & Computer Science, Vol.03/2013
Ani I. Matei , Lucica Matei and Carmen Savulescu
National School of Political Studies and Public Administration (NSPSPA) , National School of Political Studies and Public Administration (NSPSPA) and National School of Political Studies and Public Administration (NSPSPA)
Date Posted: May 26, 2013
Accepted Paper Series
5 downloads

Incl. Electronic Paper Macro Effects of Capital Requirements and Macroprudential Policy
Norges Bank Working Paper 2012-21
Q. Farooq Akram
Central Bank of Norway - Research Department
Date Posted: May 25, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Oil Price Density Forecasts: Exploring the Linkages with Stock Markets
Norges Bank Working Paper 2012-24
Marco Jacopo Lombardi and Francesco Ravazzolo
Bank for International Settlements (BIS) - Monetary and Economic Department and Norges Bank
Date Posted: May 25, 2013
Working Paper Series
16 downloads

Incl. Electronic Paper Trend-Cycle Decomposition: Implications from an Exact Structural Identification
FRB of Philadelphia Working Paper No. 13-22
Mardi Dungey , Jan P. A. M. Jacobs , Jing Tian and Simon van Norden
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) , University of Groningen - Faculty of Economics and Business , University of Tasmania and HEC Montreal - Department of Finance
Date Posted: May 25, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Heterogeneity in Ordered Choice Models: A Review with Applications to Self-Assessed Health
William H. Greene , Mark N. Harris , Bruce Hollingsworth and Timothy A. Weterings
New York University Stern School of Business , Curtin University , Monash University - Faculty of Business and Economics and Monash University
Date Posted: May 24, 2013
Working Paper Series
9 downloads


 

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