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SSRN eLibrary Statistics:

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Abstracts: 592,608
Full Text Papers: 492,698
Authors: 274,327
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62,516

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To date: 83,522,370
Last 12 months: 10,483,137
Last 30 days: 1,034,667

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Total References: 9,075,779
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6,036,513
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Total Footnotes: 9,189,957


SSRN eLibrary Search Results
JEL Code: C52
338,427 Total downloads
Showing Papers 1 - 50 of 1,990
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Incl. Electronic Paper Stochastic Volatility Double Jump-Diffusions Model: The Importance of Distribution Type of Jump Amplitude
Youfa Sun and Shimin Guo
Guangdong University of Technology and Xi'an Jiaotong University (XJTU)
Date Posted: February 23, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper A Proposed Model for Prediction of Industrial Sickness
Nisarg A. Joshi
Shri Chimanbhai Patel Institute of Management & Research
Date Posted: February 19, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Fundamental Relations between Market and Accounting Values
Victoria J. Clout , Michael Falta and Roger J. Willett
University of New South Wales, UNSW Business School , University of Otago and University of Tasmania
Date Posted: February 14, 2015
Working Paper Series
56 downloads

Incl. Electronic Paper Choosing a Set of Instruments among Many and Possibly Invalid Instruments
Byunghoon Kang
University of Wisconsin - Madison - Department of Economics
Date Posted: February 14, 2015
Working Paper Series
7 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
22 downloads

Incl. Electronic Paper Conditional Determinants of FDI in Fast Emerging Economies: An Instrumental Quantile Regression Approach
African Governance and Development Institute Working Paper No. 15/003
Simplice A. Asongu and Oasis Kodila-Tedika
African Governance and Development Institute and University of Kinshasa - Department of Economics
Date Posted: February 13, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance
African Governance and Development Institute Working Paper No. 15/001
Simplice A. Asongu and Jacinta Nwachukwu
African Governance and Development Institute and University of Huddersfield - Business School
Date Posted: February 13, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Identification of Solution Concepts for Semi-Parametric Discrete Games with Complete Information
Nail Kashaev and Bruno Salcedo
Pennsylvania State University, Department of Economics, Students and Pennsylvania State University, Department of Economics, Students
Date Posted: February 09, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area
Xiaoshan Chen , Tatiana Kirsanova and Campbell Leith
University of Stirling , University of Glasgow and University of Glasgow - Department of Economics
Date Posted: February 07, 2015
Working Paper Series
3 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
2 downloads

Incl. Fee Electronic Paper Small Sample Performance of Indirect Inference on DSGE Models
CEPR Discussion Paper No. DP10382
Vo Phuong Mai Le , David Meenagh , Patrick Minford and Michael R. Wickens
Cardiff University - Cardiff Business School , Cardiff University Business School , Cardiff University Business School and University of Cardiff; Centre for Economic Policy Research (CEPR)
Date Posted: February 02, 2015
Working Paper Series

Incl. Electronic Paper A New Factor to Explain Implied Volatility Smirk
José Fajardo
Getulio Vargas Foundation
Date Posted: January 31, 2015
Last Revised: February 03, 2015
Working Paper Series
36 downloads

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

Incl. Electronic Paper Modeling Time Series with Both Permanent and Transient Components Using the Partially Autoregressive Model
Matthew Clegg
Independent
Date Posted: January 30, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper Evidence of Stock Returns and Abnormal Trading Volume: A Quantile Regression Approach
Cathy W. S. Chen , Mike K. P. So and Thomas Chinan Chiang
Feng Chia University - Department of Statistics , Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management and Drexel University - Department of Finance
Date Posted: January 28, 2015
Working Paper Series
30 downloads

Dependence Structure between the Equity Market and the Foreign Exchange Market – A Copula Approach
Journal of International Money and Finance, Vol. 20, 2010
Cathy Ning
Ryerson University
Date Posted: January 26, 2015
Accepted Paper Series

Incl. Electronic Paper Comparing Dynamic Equilibrium Economies to Data: A Bayesian Approach
FRB Atlanta Working Paper Series No. 2001-23a
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Duke University - Department of Economics
Date Posted: January 25, 2015
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Impulse Response Matching Estimators for DSGE Models
CEPR Discussion Paper No. DP10298
Pablo Guerrón-Quintana , Atsushi Inoue and Lutz Kilian
Federal Reserve Banks - Federal Reserve Bank of Philadelphia , Vanderbilt University - College of Arts and Science - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Are Long‐Term Inflation Expectations Well‐Anchored? Evidence from the Euro Area and the United States
Bulletin of Economic Research, Vol. 67, Issue 1, pp. 65-82, 2015
Tsvetomira Tsenova
Bulgarian National Bank
Date Posted: January 22, 2015
Accepted Paper Series

Incl. Electronic Paper Mixture Pair-Copula-Constructions
Journal of Banking and Finance, Forthcoming
Gregor N. F. Weiss and Marcus Scheffer
TU Dortmund University and University of Dortmund - Economics and Social Sciences
Date Posted: January 21, 2015
Accepted Paper Series
18 downloads

Incl. Electronic Paper Optimal Pricing Policy of Kolkata-Agartala Transit Route: Some Methodological Issues
S. Ahmed (Edited), Foreign Direct Investment, Trade and Economic Growth. New Delhi, India & Abingdon, UK: Routledge, pp. 281-299, 2012
Subir Kumar Sen , Sudakshina Gupta and Ishita Mukhopadhyay
Department of Commerce, Tripura University , University of Calcutta - Department of Economics and University of Calcutta - Department of Economics
Date Posted: January 20, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Lambda Value at Risk: A New Backtestable Alternative to VaR
Asmerilda Hitaj and Ilaria Peri
University of Milan, Bicocca - Dipartimento di Statistica e Metodi Quantitativi and ESC Rennes School of Business
Date Posted: January 16, 2015
Working Paper Series
77 downloads

Incl. Electronic Paper Construction of Value-at-Risk Forecasts Under Different Distributional Assumptions within a BEKK Framework
CORE Discussion Paper Series
Manuela Braione and Nicolas K. Scholtes
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Date Posted: January 14, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Sparse Graphical Vector Autoregression: A Bayesian Approach
Daniel Felix Ahelegbey , Monica Billio and Roberto Casarin
Ca Foscari University of Venice - Department of Economics , Ca Foscari University of Venice - Department of Economics and University Ca' Foscari of Venice - Department of Economics
Date Posted: December 23, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Comprehensive Time-Series Regression Models Using Gretl — U.S. GDP and Government Consumption Expenditures & Gross Investment from 1980 to 2013
Juehui Shi
State University of New York (SUNY) at Buffalo - School of Management - Department of Operations Management and Strategy
Date Posted: December 21, 2014
Last Revised: January 08, 2015
Working Paper Series
44 downloads

Incl. Electronic Paper The Overnight Risk Premium in Electricity Forward Contracts
Stein-Erik Fleten , Liv Aune Hagen , Maria Tandberg Nygård , Ragnhild Smith-Sivertsen and Johan M Sollie
Norwegian University of Science and Technology (NTNU) , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Date Posted: December 20, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Efficient XVA Management: Pricing, Hedging, and Allocation Using Trade-Level Regression and Global Conditioning
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: December 18, 2014
Last Revised: December 23, 2014
Working Paper Series
63 downloads

Incl. Electronic Paper Does Regression Discontinuity Design Work? Evidence from Random Election Outcomes
Government Institute for Economic Research Working Papers No. 59
Ari Hyytinen , Jaakko Meriläinen , Tuukka Saarimaa , Otto Toivanen and Janne Tukiainen
University of Jyväskylä , IIES, Stockholm University , Government of the Republic of Finland - Government Institute for Economic Research (VATT) , KU Leuven - Faculty of Business and Economics (FBE) and Government Institute for Economic Research
Date Posted: December 12, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version
PIER Working Paper No. 14-045
Francis DiTraglia
University of Pennsylania
Date Posted: December 11, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper The Swiss 'Job Miracle'
KOF Working Papers No. 368
Michael Siegenthaler , Michael Graff and Massimo Mannino
KOF Swiss Economic Institute , ETH Zurich and KOF Swiss Economic Institute
Date Posted: December 11, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Tests of Equity Market Anomalies for Select Emerging Markets
The International Journal of Business and Finance Research, v. 8 (3) p. 27-46, 2014
Sanjay Sehgal , Srividya Subramaniam and Florent Deisting
University of Delhi - Department of Financial Studies , University of Delhi and ESC PAU
Date Posted: December 11, 2014
Accepted Paper Series
30 downloads

Incl. Electronic Paper Directional Accuracy for Inflation and Unemployment Rate Predictions in Romania
International Journal of Economic Sciences and Applied Research, 7 (2): 129-138
Mihaela Simionescu
Romanian Academy - Institute for Economic Forecasting
Date Posted: December 09, 2014
Accepted Paper Series
2 downloads

Incl. Fee Electronic Paper Determinants of Foreign Direct Investment
Canadian Journal of Economics/Revue canadienne d'économique, Vol. 47, Issue 3, pp. 775-812, 2014,
Bruce A. Blonigen and Jeremy Piger
University of Oregon - Department of Economics and University of Oregon - Department of Economics
Date Posted: December 09, 2014
Accepted Paper Series

Incl. Electronic Paper Impulse Response Matching Estimators for DSGE Models
CFS Working Paper No. 498
Pablo Guerrón-Quintana , Atsushi Inoue and Lutz Kilian
Federal Reserve Banks - Federal Reserve Bank of Philadelphia , Vanderbilt University - College of Arts and Science - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Date Posted: December 05, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models
Expert Journal of Economics, 2(3), pp. 85-99, 2014
Mei-Yu Lee
Yuanpei University
Date Posted: December 04, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Testing Equality of Covariance Matrices via Pythagorean Means
Cowles Foundation Discussion Paper No. 1970
Jin Seo Cho and Peter C. B. Phillips
Yonsei University - Department of Economics and Yale University - Cowles Foundation
Date Posted: December 03, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Proposed Coal Power Plants and Coal-to-Liquids Plants in the US: Which Ones Survive and Why?
Energy Strategy Reviews, Forthcoming

Date Posted: December 01, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper Is the Tips Liquidity Premium Unspanned by the U.S. Term Structure of Interest Rates?
Karoll Gomez
Toulouse School of Economics
Date Posted: November 25, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Estimating (Markov-Switching) VAR Models Without Gibbs Sampling: A Sequential Monte Carlo Approach
FRB of Cleveland Working Paper No. 14-27
Mark Bognanni and Edward Herbst
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Government of the United States of America - Macroeconomic and Quantitative Studies Section
Date Posted: November 22, 2014
Last Revised: January 10, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Two Maxentropic Approaches to Determine the Probability Density of Compound Risk Losses
Erika Gomes-Gonçalves , Henryk Gzyl and Silvia Mayoral
Universidad Carlos III de Madrid - Department of Business Administration , IESA and Universidad Carlos III de Madrid
Date Posted: November 22, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Dual Labour Markets and (Lack of) On-the-Job Training: PIAAC Evidence from Spain and Other EU Countries
IZA Discussion Paper No. 8649
Antonio Cabrales , Juan Jose Dolado and Ricardo Mora
Universidad Carlos III de Madrid , Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid
Date Posted: November 22, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper On the Impact of the Boundary on Dynamics: Anti-Persistence in the Case of the HKD Exchange Rate Corridor
Hong B. Yee
Curtin University of Technology - Department of Mathematics and Statistics
Date Posted: November 21, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration Using Matlab
CNMV Working Paper No 58
Ricardo Crisóstomo
Comisión Nacional del Mercado de Valores (CNMV)
Date Posted: November 20, 2014
Last Revised: February 06, 2015
Accepted Paper Series
67 downloads

Incl. Fee Electronic Paper Dual Labour Markets and (Lack of) On-the-Job Training: PIAAC Evidence from Spain and Other EU Countries
CEPR Discussion Paper No. DP10246
Antonio Cabrales , Juan Jose Dolado and Ricardo Mora
Universidad Carlos III de Madrid , Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid
Date Posted: November 17, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Tail Risk Protection in Asset Management
Cristian Homescu
Independent
Date Posted: November 16, 2014
Working Paper Series
666 downloads

Incl. Electronic Paper Specifying Parameters in Computable General Equilibrium Models Using Optimal Fingerprint Detection Methods
ZEW - Centre for European Economic Research Discussion Paper No. 14-092
Simon Koesler
Centre for European Economic Research (ZEW) - Environmental and Resource Economics, Environmental Management Research
Date Posted: November 13, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Disentangling the Effects of Multiple Treatments — Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake
USC-INET Research Paper No. 14-04
Hiroshi Fujiki and Cheng Hsiao
Bank of Japan - Monetary Affairs Department and University of Southern California - Department of Economics
Date Posted: November 12, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Asymmetry and Uncertainty Across Energy and FX Markets
Ahmed A.A. Khalifa , Massimiliano Caporin and Shawkat M. Hammoudeh
King Fahd University of Petroleum & Minerals (KFUPM) , University of Padova - Department of Economics and Management "Marco Fanno" and Drexel University - Lebow College of Business
Date Posted: November 11, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Testing Equality of Modified Sharpe Ratios
Finance Research Letters, Forthcoming
David Ardia and Kris Boudt
Laval University - Département de Finance et Assurance and Free University of Brussels (VUB)
Date Posted: October 31, 2014
Last Revised: February 28, 2015
Accepted Paper Series
49 downloads

Incl. Electronic Paper Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM
PIER Working Paper No. 14-037
Francis DiTraglia
University of Pennsylania
Date Posted: October 29, 2014
Working Paper Series
13 downloads


 

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