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Full Text Papers: 477,964
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SSRN eLibrary Search Results
JEL Code: C5
1,423,320 Total downloads
Showing Papers 1 - 50 of 7,117
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Incl. Electronic Paper An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration Using Matlab
CNMV Working Paper n. 58
Ricardo Crisóstomo
Comisión Nacional del Mercado de Valores (CNMV)
Date Posted: November 20, 2014
Accepted Paper Series
11 downloads

Incl. Electronic Paper Testing the 'Inaction Corridor' in a Three-Regime Threshold Error Correction Model with an Application to a Buffer-Stock Model for US Money Demand
Economic Notes, vol. 40, no. 1/2-2011, pp. 29–43,
David Neto and Jaya Krishnakumar
Independent and University of Geneva
Date Posted: November 19, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper How Useful Are Aggregate Measures of Systemic Risk?
Harry Mamaysky
Independent
Date Posted: November 19, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Random Switching Exponential Smoothing and Inventory Forecasting
Bank of Italy Temi di Discussione (Working Paper) No. 971
Giacomo Sbrana and Andrea Silvestrini
Neoma Business School and Bank of Italy
Date Posted: November 18, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Preferences vs. Opportunities: Racial/Ethnic Intermarriage in the United States
PIER Working Paper No. 14-040
Seul-ki Shin
University of Pennsylvania - Department of Economics
Date Posted: November 18, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Violence and Cell Phone Communication: Behavior and Prediction in Cote D’Ivoire
Daniel Berger , Shankar Kalyanaraman and Sera Linardi
University of Essex - Department of Government , New York University (NYU) and University of Pittsburgh
Date Posted: November 18, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Foreign Exchange Reserve Diversification and the 'Exorbitant Privilege'
Bank of Italy Temi di Discussione (Working Paper) No. 964
Pietro Cova , Patrizio Pagano and Massimiliano Pisani
Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: November 18, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Exports and Capacity Constraints -- A Smooth Transition Regression Model for Six Euro Area Countries
ECB Working Paper No. 1740
Ansgar Hubertus Belke , Anne Oeking and Ralph Setzer
University of Duisburg-Essen - Department of Economics , University of Duisburg-Essen - Department of Economics and Business Administration and European Central Bank (ECB)
Date Posted: November 18, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Measurement Error in Subjective Expectations and the Empirical Content of Economic Models
Max Planck Institute for Social Law and Social Policy Discussion Paper No. 14-2014
Tilman H. Drerup , Benjamin Enke and Hans-Martin von Gaudecker
University of Bonn - The Bonn Graduate School of Economics , Bonn Graduate School of Economics and University of Bonn - Economic Science Area
Date Posted: November 18, 2014
Working Paper Series
1 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 Application of Stationary Wavelet Support Vector Machines for the Prediction of Economic Recessions
International Journal of Mathematical Models and Methods in Applied Sciences, 3(7), 226-237, 2013
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: November 17, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper An Empirical Analysis of the Determinants of Poor Academic Performance
Bonga W.G (2010), “Determinants of Poor Academic Performance.” (Online) 13 November 2010.,
Wellington Garikai Bonga
Independent
Date Posted: November 17, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Experiments as Instruments: Heterogeneous Position Effects in Sponsored Search Auctions
Mathew Goldman and Justin M. Rao
UC San Diego and Microsoft Research
Date Posted: November 16, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Facts and Fantasies About Factor Investing
Zélia Cazalet and Thierry Roncalli
Lyxor Asset Management and Lyxor Asset Management
Date Posted: November 16, 2014
Working Paper Series
89 downloads

Incl. Electronic Paper Multi-Curve HJM Modelling for Risk Management
Chiara Sabelli , Michele Pioppi , Luca Sitzia and Giacomo Bormetti
Scuola Normale Superiore , UniCredit S.p.A. , UniCredit S.p.A. and Scuola Normale Superiore
Date Posted: November 16, 2014
Working Paper Series
6 downloads

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

Incl. Electronic Paper Real Exchange Rate Persistence: The Case of the Swiss Franc-US Dollar Rate
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 14-26
Katarina Juselius and Katrin Assenmacher
University of Copenhagen - Department of Economics and Swiss National Bank
Date Posted: November 14, 2014
Working Paper Series
2 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 Conformism and Self-Selection in Social Networks
CIRPEE Working Paper 14-24
Vincent Boucher
Laval University
Date Posted: November 12, 2014
Working Paper Series
2 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
5 downloads

Incl. Electronic Paper Big Data or Big Lie
Krzysztof I. Rybinski
Vistula University
Date Posted: November 12, 2014
Working Paper Series
179 downloads

Incl. Electronic Paper Panel Macroeconometric Modeling
USC-INET Research Paper No. 14-02
Cheng Hsiao
University of Southern California - Department of Economics
Date Posted: November 12, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Commonly Shared Foundation of Mathematics, Information Science, Natural Science, Social Science, and Theology
James J. Wayne
Independent
Date Posted: November 12, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Forecasting Realised Volatility of Micex Index
Alexandr Cecetov
City University London
Date Posted: November 12, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
FRB of New York Staff Report No. 695
Marco Del Negro , Raiden Hasegawa and Frank Schorfheide
Federal Reserve Bank of New York , Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Date Posted: November 11, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Assessing Point Forecast Accuracy by Stochastic Error Distance
PIER Working Paper No. 14-038
Francis X. Diebold and Minchul Shin
University of Pennsylvania - Department of Economics and University of Pennsylvania - Department of Economics
Date Posted: November 11, 2014
Working Paper Series
3 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
7 downloads

Incl. Electronic Paper Invisible Reserves Theory
Wellington Garikai Bonga
Independent
Date Posted: November 11, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Future Industrial Platforms and Radical Technology Foresight: The Case of 3-D Printing in Finland
Jari Kaivo-Oja , Toni Ahlqvist , Osmo Kuusi , Risto Linturi and Steffen Roth
Turku School of Economics & Business Administration , VTT Technical Research Centre of Finland , Aalto University , Sovelto Plc and ESC Rennes School of Business
Date Posted: November 11, 2014
Working Paper Series
33 downloads

Incl. Fee Electronic Paper Predicting the VIX and the Volatility Risk Premium: What's Credit and Commodity Volatility Risk Got to Do with it?
CEPR Discussion Paper No. DP10236
Elena Andreou and Eric Ghysels
University of Cyprus - Department of Economics and University of North Carolina Kenan-Flagler Business School
Date Posted: November 10, 2014
Working Paper Series

Incl. Electronic Paper A Random-Field Approach to Inference in Large Models of Network Formation
Michael Leung
Stanford University
Date Posted: November 09, 2014
Last Revised: November 12, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Systemic Risk Measurement in Banking Using Self-Organizing Maps
James W. Kolari and Ivan Pastor Sanz
Texas A&M University (TAMU) - Department of Finance and University of Valladolid - Faculty of Economic Science and Business Studies
Date Posted: November 08, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper The Risk of Financial Crises: Does it Involve Real or Financial Factors?
Karolin Kirschenmann , Tuomas Malinen and Henri Nyberg
Aalto University School of Business , HECER, University of Helsinki and University of Helsinki
Date Posted: November 08, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Stock Market Technologies in Business
Yuriy Trifonov , Sergey Yashin and Egor Koshelev
Lobachevsky State University of Nizhni Novgorod , Lobachevsky State University of Nizhni Novgorod and Lobachevsky State University of Nizhni Novgorod
Date Posted: November 07, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Do Securitized Real Estate Markets Jump? International Evidence
Pacific-Basin Finance Journal, Forthcoming
Jie Li , Guangzhong Li and Yinggang Zhou
Jinan University - Institute of Industrial Economics , Sun Yat-Sen Business School, Sun Yat-Sen University and The Chinese University of Hong Kong
Date Posted: November 06, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper The Diversification Delta: A Different Perspective
CIFR Paper No. 047/2014
Yuri Salazar Sr. , Robert J. Bianchi , Michael E. Drew and Stefan Trueck
University of Essex - Centre for Computational Finance and Economic Agents , Griffith University - Griffith Business School , Griffith University and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Date Posted: November 05, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Speculative Price Bubbles in Urban Housing Markets in Germany
DIW Berlin Discussion Paper No. 1417
Konstantin A. Kholodilin , Claus Michelsen and Dirk Ulbricht
German Institute for Economic Research (DIW Berlin) , German Institute for Economic Research (DIW) and German Institute for Economic Research (DIW)
Date Posted: November 05, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Adaptive Nowcasting of Influenza Outbreaks Using Google Searches
Preis T, Moat HS. 2014 Adaptive nowcasting of influenza outbreaks using Google searches. R. Soc. open sci. 1: 140095. DOI 10.1098/rsos.140095
Tobias Preis and Helen Susannah Moat
Warwick Business School - Behavioural Science Group and University College London - Department of Civil, Environmental and Geomatic Engineering
Date Posted: November 03, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Simulated Likelihood Estimators for Discretely Observed Jump-Diffusions
Kay Giesecke and Gustavo Schwenkler
Stanford University - Management Science & Engineering and Boston University - Department of Finance & Economics
Date Posted: November 03, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Socio-Economic Impact of Remittances in Rural Bangladesh: A Unit Analysis of the Age of Household Head
RJSSM: Volume: 04, Number: 07, November 2014
Kazi Abdul Mannan and Dr. Khandaker Farhana
Southern Cross University, Australia and Independent
Date Posted: November 01, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Centrally Cleared Trading and Concentration Risk
Agostino Capponi , Wan-Schwin Allen Cheng and Sriram Rajan
Columbia University , Johns Hopkins University - Department of Applied Mathematics and Statistics and Government of the United States of America - Office of Financial Research
Date Posted: November 01, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper To Fully Net or Not to Net: Adverse E ffects of Partial Multilateral Netting
Swiss Finance Institute Research Paper No. 14-63
Hamed Amini , Damir Filipovic and Andreea Minca
Ecole Polytechnique Fédérale de Lausanne , Ecole Polytechnique Fédérale de Lausanne and Cornell University
Date Posted: November 01, 2014
Working Paper Series
29 downloads

Incl. Electronic Paper Dynamic Selection and Distributional Bounds on Search Costs in Dynamic Unit-Demand Models
Ohio State Department of Economics Working Paper 14-02
Jason R. Blevins and Garrett T. Senney
Ohio State University (OSU) - Department of Economics and Ohio State University (OSU) - Department of Economics
Date Posted: October 31, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Testing Equality of Modified Sharpe Ratios
David Ardia and Kris Boudt
Laval University - Département de Finance et Assurance and Free University of Brussels (VUB)
Date Posted: October 31, 2014
Working Paper Series
10 downloads

Myths and Facts About the Alleged Over-Pricing of U.S. Real Estate: Evidence from Multi-Factor Asset Pricing Models of REIT Returns
Journal of Real Estate Finance and Economics, Vol. 49, No. 4, 2014
Francesco Ravazzolo , Massimo Guidolin and Andrea Donato Tortora
Norges Bank , Bocconi University - Department of Finance and Bocconi University
Date Posted: October 31, 2014
Accepted Paper Series

Incl. Electronic Paper Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-Scale, Data-Snooping Robust Analysis of Technical Trading in the Foreign Exchange Market
Po-Hsuan Hsu and Mark P. Taylor
University of Hong Kong and University of Warwick - Department of Economics
Date Posted: October 31, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Nonlinearities and Tests of Asset Price Bubbles
Vipin Arora and Shu-Ping Shi
United States Energy Information Administration and Macquarie University
Date Posted: October 30, 2014
Working Paper Series
5 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
2 downloads

Incl. Electronic Paper Economic Efficiency Modelling of Water Resources in the Kingdom of Saudi Arabia
Journal of Social Sciences (COES&RJ-JSS), Vol. 3, No. 4, pp: 485-504, October 2014
Bassam Hamdar , Hussin Hejase and Tamar Sayed
American University of Science and Technology , American University of Science and Technology and American University of Science and Technology
Date Posted: October 29, 2014
Accepted Paper Series
4 downloads

Incl. Fee Electronic Paper Pricing Nikkei 225 Options Using Realized Volatility
Japanese Economic Review, Vol. 65, Issue 4, pp. 431-467, 2014
Masato Ubukata and Toshiaki Watanabe
Kushiro Public University of Economics and Hitotsubashi University - Institute of Economic Research
Date Posted: October 29, 2014
Accepted Paper Series


 

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