Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
Papers Received in
  Last 12 months: 		68,973

Paper Downloads:
To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

CiteReader:  What's this?
Papers with
  Resolved
  References: 		238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links: 		5,708,794
Papers with
  Resolved
  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: C53
362,462 Total downloads
Showing Papers 1 - 50 of 2,081
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper 'Google It!' Forecasting the US Unemployment Rate with A Google Job Search Index
FEEM Working Paper No. 31.2010
Francesco D’Amuri and Juri Marcucci
Bank of Italy and Bank of Italy
Date Posted: April 22, 2010
Working Paper Series
271 downloads

Incl. Electronic Paper 'Optimal' Probabilistic Predictions of Financial Returns
 Dimitrios D. Thomakos and Tao Wang
University of Peloponnese - School of Management and Economics and City University of New York (CUNY) - Department of Economics
Date Posted: November 28, 2007
Working Paper Series
195 downloads

Incl. Electronic Paper (Un)Predictability and Macroeconomic Stability
ECB Working Paper No. 605
 Antonello D'Agostino , Domenico Giannone and Paolo Surico
Central Bank and Financial Services Authority of Ireland , Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and London Business School - Department of Economics
Date Posted: April 24, 2006
Working Paper Series
123 downloads

Incl. Fee Electronic Paper (Un)Predictability and Macroeconomic Stability
CEPR Discussion Paper No. DP6594
 Antonello D'Agostino , Domenico Giannone and Paolo Surico
Central Bank and Financial Services Authority of Ireland , Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and London Business School - Department of Economics
Date Posted: June 06, 2008
Working Paper Series
2 downloads

Incl. Electronic Paper A Bayesian Approach to Customer Scoring in Direct Marketing
 Lichung Jen , Chien-Heng Chou and Greg M. Allenby
National Taiwan University - Department of International Business , Chinese Culture University and Ohio State University (OSU) - Department of Marketing and Logistics
Date Posted: November 18, 2006
Working Paper Series
334 downloads

Incl. Electronic Paper A Bayesian Framework for Combining Valuation Estimates
Review of Quantitative Finance and Accounting, Vol. 30, No. 3, pp. 339-354, 2008
 Kenton K. Yee
Mellon Capital Management
Date Posted: July 19, 2007
Last Revised: November 06, 2008
Accepted Paper Series
473 downloads

Incl. Electronic Paper A Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets
Federal Reserve Bank of Saint Louis Working Paper No. 2011-003A
 Massimo Guidolin , Francesco Ravazzolo and Andrea Donato Tortora
Bocconi University - Department of Finance , Norges Bank and Bocconi University
Date Posted: January 20, 2011
Working Paper Series
116 downloads

Incl. Electronic Paper A Bayesian VAR Forecasting Model for the Philadelphia Metropolitan Area
Federal Reserve Bank of Philadelphia Working Paper No. 99-7
 Theodore M. Crone and Michael P. McLaughlin
Swarthmore College and affiliation not provided to SSRN
Date Posted: September 27, 1999
Working Paper Series
350 downloads

Incl. Electronic Paper A Behavioral Finance Model of the Exchange Rate with Many Forecasting Rules
CESifo Working Paper No. 1849
 Paul De Grauwe and Pablo Rovira Kaltwasser
London School of Economics & Political Science (LSE) and Catholic University of Leuven (KUL)
Date Posted: December 05, 2006
Working Paper Series
374 downloads

Incl. Electronic Paper A Bootstrap Causality Test for Covariance Stationary Processes
LSE STICERD Research Paper No. EM462
 Javier S. Hidalgo
London School of Economics & Political Science (LSE)
Date Posted: July 21, 2008
Working Paper Series
23 downloads

Incl. Electronic Paper A Bootstrap-Based Nonparametric Forecast Density
International Journal of Forecasting, Vol. 24, 2008
 Sebastiano Manzan and Dawit Zerom
City University of New York, CUNY Baruch College, Zicklin School of Business and University of Alberta - School of Business
Date Posted: February 04, 2009
Accepted Paper Series
63 downloads

Incl. Electronic Paper A Brief Study of Voluntary Carbon Markets, Recent and Future Trends with Special Focus on India
 Deepanshi Chaudhry
St. Stephen's College
Date Posted: February 21, 2009
Working Paper Series
508 downloads

A Bvar Forecasting Model for Peruvian Inflation
 Luis-Gonzalo Llosa , Vicente Tuesta Reátegui and Marco Vega
University of California, Los Angeles (UCLA) , Banco Central de Reserva del Peru and Central Bank of Peru
Date Posted: May 09, 2005
Last Revised: May 10, 2013
Working Paper Series

Incl. Electronic Paper A Case of Empirical Reverse Engineering: Estimation of the Pricing Kernel
AFA New Orleans 2001
 Mikhail Chernov
London School of Economics
Date Posted: September 30, 2000
Working Paper Series
621 downloads

Incl. Fee Electronic Paper A Citation-Analysis of Economic Research Institutes
CEPR Discussion Paper No. DP9110
 Rolf Ketzler and Klaus F. Zimmermann
German Institute for Economic Research (DIW Berlin) and Institute for the Study of Labor (IZA)
Date Posted: September 28, 2012
Working Paper Series
6 downloads

Incl. Electronic Paper A Citation-Analysis of Economic Research Institutes
IZA Discussion Paper No. 6780
 Rolf Ketzler and Klaus F. Zimmermann
German Institute for Economic Research (DIW Berlin) and Institute for the Study of Labor (IZA)
Date Posted: October 06, 2012
Working Paper Series
1 downloads

Incl. Electronic Paper A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility
Rice University and University of Texas at Dallas Working Paper
 Jeff Fleming and Chris Kirby
Rice University - Jesse H. Jones Graduate School of Business and UNC Charlotte - Belk College of Business
Date Posted: October 01, 2003
Working Paper Series
866 downloads

A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility
Journal of Financial Econometrics, Vol. 1, No. 3, Winter 2003
 Jeff Fleming and Chris Kirby
Rice University - Jesse H. Jones Graduate School of Business and UNC Charlotte - Belk College of Business
Date Posted: October 01, 2003
Accepted Paper Series

Incl. Electronic Paper A Cointegration Test to Verify the Housing Bubble
The International Journal of Business and Finance Research, Vol. 2, No. 2, pp. 35-43, 2008
 Bala Arshanapalli and William Nelson
Indiana University Northwest - School of Business & Economics and Indiana University Northwest
Date Posted: February 19, 2010
Accepted Paper Series
218 downloads

Incl. Electronic Paper A Comparative Analysis of Correlation Approaches in Finance
 Gunter A. Meissner , Claudio Albanese , David Li and Edgar Lobackeskiy
affiliation not provided to SSRN , King's College London - Department of Mathematics , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: February 24, 2011
Working Paper Series
360 downloads

Incl. Electronic Paper A Comparative Study between the Method of Analysis and Forecasting of the Evolution of the Components of an Aggregated Economic Phenomenon by Using its Weights and the Classical Method of Analysis and Forecasting of the Evolution of the Components of an Aggregated Economic Phenomenon by Using the Real Values of its Components
Conference Book's Papers, 2008
 Ciprian Ionel Turturean
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Date Posted: February 24, 2008
Accepted Paper Series
28 downloads

Incl. Electronic Paper A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns
Journal of Economic and Social Research, Vol. 11, No. 2, pp. 1-29, 2009
 Bülent Köksal
Ipek University - Department of Economics
Date Posted: May 27, 2009
Last Revised: October 31, 2009
Accepted Paper Series
61 downloads

Incl. Electronic Paper A Comparison of Financial Duration Models via Density Forecast
International Journal of Forecasting, Vol. 20, pp. 589-604
 Luc Bauwens , Joachim Grammig , David Veredas and Pierre Giot
Université catholique de Louvain , Eberhard Karls Universitaet Tübingen , Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES and Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Date Posted: September 09, 2005
Accepted Paper Series
165 downloads

Incl. Electronic Paper A Comparison of Fixed Income Valuation Models: Pricing and Econometric Analysis of Interest Rate Derivatives
 Michael Jacobs Jr.
OCC/Risk Analysis Division/Credit Risk Modeling
Date Posted: June 25, 2007
Working Paper Series
618 downloads

Incl. Electronic Paper A Comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models
CIRANO - Scientific Publications No. 2011s-13
 Luc Bauwens , Gary Koop , Dimitris Korobilis and J. V. K. Rombouts
Université catholique de Louvain , University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics , University of Glasgow and HEC Montreal
Date Posted: January 27, 2011
Working Paper Series
50 downloads

Incl. Electronic Paper A Comparison of Measures of Core Inflation
Economic Policy Review, Vol. 13, No. 3, December 2007
 Robert W. Rich and Charles Steindel
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: December 16, 2007
Working Paper Series
129 downloads

A Comparison of Seasonal Adjustment Methods when Forecasting Intraday Volatility
Forthcoming in Journal of Financial Research
 Martin Martens , Yuan-Chen Chang and Stephen J. Taylor
Erasmus University Rotterdam (EUR) , National Chung Hsing University and Lancaster University - Department of Accounting and Finance
Date Posted: April 12, 2001
Accepted Paper Series

Incl. Electronic Paper A Comparison of Two Alternative Approaches to Modeling Level Shifts in the Presence of Outliers
 Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics
Date Posted: October 27, 2003
Working Paper Series
47 downloads

Incl. Electronic Paper A Comprehensive Look at Financial Volatility Prediction by Economic Variables
BIS Working Paper No. 374
 Charlotte Christiansen , Maik Schmeling and Andreas Schrimpf
University of Aarhus - School of Economics and Management - CREATES , City University London - Sir John Cass Business School and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: March 06, 2012
Working Paper Series
155 downloads

Incl. Electronic Paper A Comprehensive Look at Financial Volatility Prediction by Economic Variables
 Charlotte Christiansen , Maik Schmeling and Andreas Schrimpf
University of Aarhus - School of Economics and Management - CREATES , City University London - Sir John Cass Business School and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: January 10, 2011
Last Revised: March 06, 2012
Working Paper Series
725 downloads

Incl. Electronic Paper A Conditional Multi-Asset Intertemporal CAPM with Switching Prices of Risk
 Lorenzo Cappiello
European Central Bank (ECB)
Date Posted: November 21, 2000
Working Paper Series
524 downloads

Incl. Electronic Paper A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
Applied Economics, Forthcoming
 Maria Elena De Giuli , Mario Maggi , Carluccio Bianchi and Alessandro Carta Sr.
affiliation not provided to SSRN , affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: April 08, 2008
Last Revised: December 23, 2011
Accepted Paper Series
545 downloads

A Corrected Value-at-Risk Predictor
Applied Economics Letters, Forthcoming
 Carl Lönnbark
University of Umea
Date Posted: October 18, 2009
Accepted Paper Series

Incl. Electronic Paper A Cost-Benefit Analysis of Basel III: Some Evidence from the UK
 Meilan Yan , Max J.B. Hall and Paul Turner
Loughborough University , Loughborough University - Department of Economics and Loughborough University - Department of Economics
Date Posted: August 21, 2011
Last Revised: September 27, 2011
Working Paper Series
255 downloads

Incl. Electronic Paper A Critical Empirical Study of Three Electricity Spot Price Models
 Fred Espen Benth , Ruediger Kiesel and Anna Nazarova
University of Oslo - Department of Mathematics , University of Duisburg-Essen - Faculty of Economic Science and University of Oslo
Date Posted: February 13, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper A Cross-Cohort Changepoint Model for Customer-Base Analysis
 Arun Gopalakrishnan , Eric Bradlow and Peter Fader
University of Pennsylvania - Marketing Department , University of Pennsylvania - Marketing Department and University of Pennsylvania - Marketing Department
Date Posted: July 29, 2012
Working Paper Series
132 downloads

Incl. Electronic Paper A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
 Michael McAleer , Teodosio Perez Amaral and Juan-Angel Jiménez-Martin
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute , Complutense University of Madrid - Facultad de Económicas y Empresariales and Complutense University of Madrid
Date Posted: February 26, 2009
Working Paper Series
763 downloads

Incl. Fee Electronic Paper A Defence of the FOMC
CEPR Discussion Paper No. DP7510
 Martin Ellison and Thomas J. Sargent
University of Oxford and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Date Posted: November 17, 2009
Working Paper Series
7 downloads

Incl. Electronic Paper A Directional Analysis of Japanese GDP Forecasts Made by Corporate Executives
 Yoichi Tsuchiya
Tokyo University of Science
Date Posted: August 27, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper A Dynamic Default Dependence Model
Bank of Italy Temi di Discussione (Working Paper) No. 892
 Sara Cecchetti and Giovanna Nappo
Bank of Italy and Sapienza, University of Rome
Date Posted: January 29, 2013
Working Paper Series
23 downloads

A Dynamic Model for the Forward Curve
The Review of Financial Studies, Vol. 21, Issue 1, pp. 265-310, 2008
 Choong Tze Chua , Dean P. Foster and Krishna Ramaswamy
Singapore Management University , University of Pennsylvania - Statistics Department and University of Pennsylvania - Finance Department
Date Posted: June 26, 2008
Accepted Paper Series

Incl. Electronic Paper A Factor Analysis for the Spanish Economy
 Ángel Cuevas and Enrique M. Quilis
affiliation not provided to SSRN and Government of the Kingdom of Spain - Macroeconomic Modeling Research Department
Date Posted: June 25, 2010
Last Revised: December 01, 2010
Working Paper Series
50 downloads

Incl. Electronic Paper A Factor Risk Model with Reference Returns for the US Dollar and Japanese Yen Bond Markets
ECB Working Paper No. 641
 Carlos Bernadell , Joachim Coche and Ken Nyholm
European Central Bank - Risk Management Division , European Central Bank - Risk Management Division and European Central Bank (ECB) - Risk Management Division
Date Posted: June 30, 2006
Working Paper Series
101 downloads

Incl. Electronic Paper A Forecast Based Comparison of Restricted Realized Covariance Models
 Massimiliano Caporin , Angelo Ranaldo and Matteo Bonato
University of Padova - Department of Economics and Management "Marco Fanno" , University of St. Gallen and UBS AG
Date Posted: February 24, 2010
Working Paper Series
50 downloads

Incl. Electronic Paper A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
Brown Univ. Economics Working Paper No. 01-04
 Peter Reinhard Hansen and Asger Lunde
European University Institute - Economics Department (ECO) and University of Aarhus - School of Economics and Management
Date Posted: April 13, 2001
Working Paper Series
2531 downloads

A Framework for Economic Forecasting
The Econometrics Journal, Vol. 1, 1998
 Neil R. Ericsson and Jaime Marquez
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System - International Financial Transactions Section
Date Posted: April 08, 1999
Accepted Paper Series

Incl. Electronic Paper A Framework for Economic Forecasting
FRB International Finance Discussion Paper No. 626
 Neil R. Ericsson and Jaime Marquez
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System - International Financial Transactions Section
Date Posted: November 18, 1998
Working Paper Series
526 downloads

Incl. Electronic Paper A Framework for Stress Testing Banks' Credit Risk
The Journal of Risk Model Validation, Vol. 2, No. 1, pp. 3-23, Spring 2008
 Jim Wong , Ka-fai Choi and Tom Fong
Hong Kong Monetary Authority , Hong Kong Monetary Authority and Hong Kong Monetary Authority
Date Posted: January 15, 2009
Last Revised: March 04, 2009
Accepted Paper Series
752 downloads

Incl. Electronic Paper A General Multivariate Threshold GARCH Model for Dynamic Correlations
NCCR FINRISK Working Paper
 Francesco Audrino and Fabio Trojani
University of St. Gallen and Swiss Finance Institute
Date Posted: January 21, 2004
Working Paper Series
539 downloads

Incl. Electronic Paper A General Multivariate Threshold GARCH Model with Dynamic Conditional Correlations
University of St.Gallen, Department of Economics, Discussion Paper No. 2007-25
 Fabio Trojani and Francesco Audrino
Swiss Finance Institute and University of St. Gallen
Date Posted: April 14, 2005
Working Paper Series
221 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo2 in 3.110 seconds