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489,519
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JEL Code: C5
1,186,564 Total downloads
Showing Papers 1 - 50 of 6,019
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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
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
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
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
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
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
Money Growth and Inflation: 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
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
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
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
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
Stock Price and Trading Volume at the Market Panic Conditions
Rodion Remorov
Independent
Date Posted: June 16, 2013
Working Paper Series
6 downloads
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
Sovereign Bond Yield Spreads: An International Analysis
Giuseppe Corvasce
Society for Financial Studies
Date Posted: June 14, 2013
Working Paper Series
6 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Confidence Intervals for ARMA-GARCH Value-at-Risk
Laura Spierdijk
University of Groningen
Date Posted: June 03, 2013
Working Paper Series
8 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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