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Full Text Papers: 583,530
Authors: 320,049
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Last 12 months: 13,124,949
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SSRN eLibrary Search Results
JEL Code: C5
1,820,805 Total downloads
Showing Papers 1 - 50 of 8,721
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1 2 3 4 ... 175 | Next >
   

Incl. Electronic Paper Super Mean Reversion
Shlomo Zilca
Tel Aviv University, Faculty of Management
Date Posted: September 28, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Liquidity Risk in Derivatives Valuation: An Improved Credit Proxy Method
Sumit Sourabh, Markus Hofer and Drona Kandhai
University of Amsterdam, ING Bank and University of Amsterdam
Date Posted: September 28, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Bond Risk Premia, Macroeconomic Factors and Financial Crisis in the Euro Area
ECB Working Paper No. 1938
Juan A. Garcia and Sebastian E. V. Werner
European Central Bank (ECB) and Catholic University of Louvain (UCL)
Date Posted: September 28, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper A Practical Approach to Testing Calibration Strategies
CAEPR Working Paper 2016-004
Yongquan Cao and Grey Gordon
Indiana University and Indiana University
Date Posted: September 27, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Shrinkage Estimation of Factor Models with Global and Group-Specific Factors
Xu Han
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: September 26, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Kurtosis as Peakedness: The Phoenix from the Ashes
Foundations for Scientific Investing, Sixth Edition, October 2016
Timothy Falcon Crack
University of Otago - Department of Accountancy and Finance
Date Posted: September 26, 2016
Last Revised: September 27, 2016
Accepted Paper Series
12 downloads

Incl. Electronic Paper Macroeconomic Forecasting in Times of Crises
Pablo Guerrón-Quintana and Molin Zhong
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Board
Date Posted: September 25, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Detecting Imbalances in House Prices: What Goes Up Must Come Down?
Norges Bank Working Paper 11/16
André K. Anundsen
University of Oslo
Date Posted: September 24, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The Drift Burst Hypothesis
Kim Christensen, Roel C. A. Oomen and Roberto Renò
Aarhus University - CREATES, Deutsche Bank AG (London) and University of Verona - Department of Economics
Date Posted: September 24, 2016
Working Paper Series
27 downloads

Demographic Dynamics and Long-Run Development: Insights for the Secular Stagnation Debate
Matteo Cervellati, Uwe Sunde and Klaus F. Zimmermann
University of Bologna - Department of Economics, Ludwig Maximilian University of Munich and Harvard University
Date Posted: September 24, 2016
Working Paper Series

Incl. Electronic Paper Theorems and Theories of Financial Innovation: Models and Mechanism Perspective
Financial and Quantitative Analysis, FQA 2013, 1(2): 26-29
Gudimetla V. Satya Sekhar
Gandhi Institute of Technology and Management (GITAM)
Date Posted: September 23, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper An Inflation-Predicting Measure of the Output Gap in the Euro Area
ECB Working Paper No. 1966
Marek Jarocinski and Michele Lenza
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: September 23, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia
Benjamin Bruder, Nazar Kostyuchyk and Thierry Roncalli
Lyxor Asset Management, Lyxor Asset Management and Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE)
Date Posted: September 23, 2016
Working Paper Series
87 downloads

Incl. Electronic Paper Testing Modeling Assumptions in the West Africa Ebola Outbreak
Scientific Reports (accepted Sep 15, 2016)
Keith Burghardt, CJO Verzijl, Junming Huang, Matthew C. Ingram, Binyang Song and Marie-Pierre Hasne
University of Maryland, ABN AMRO - ABN-Amro Bank, The Netherlands, University of Electronic Science and Technology of China (UESTC), University at Albany, SUNY, Singapore University of Technology and Design (SUTD) and Oregon Health & Science University
Date Posted: September 21, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Static vs Adapted Optimal Execution Strategies in Two Benchmark Trading Models
Damiano Brigo and Clément Piat
Imperial College London - Department of Mathematics and Imperial College London - Department of Mathematics
Date Posted: September 21, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Stochastic Matrix Factorization
Christopher Adams
Federal Trade Commission - Bureau of Economics
Date Posted: September 21, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Which Risk Factors Drive Oil Futures Price Curves? Speculation and Hedging in the Short and Long-Term
Matthew Ames, Guillaume Bagnarosa, Gareth William Peters, Pavel V. Shevchenko and Tomoko Matsui
University College London - Department of Statistical Science, ESC Rennes, University College London - Department of Statistical Science, CSIRO Australia and Independent
Date Posted: September 20, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set
H.O. Stekler and Yongchen Zhao
George Washington University - Department of Economics and Towson University - Department of Economics
Date Posted: September 20, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Net Debt Supply Shocks in the Euro Area and the Implications for QE
ECB Working Paper No. 1957
Tobias Sebastian Blattner and Michael A. S. Joyce
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Date Posted: September 19, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper The Analysis of Prison-Prisoner Data Using Cluster-Sample Econometrics: Prison Conditions and Prisoners' Assessments of the Future
IZA Discussion Paper No. 10209
Horst Entorf and Liliya Sattarova
Goethe University Frankfurt and Goethe University Frankfurt
Date Posted: September 19, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Algorithmic Differentiation for Callable Exotics
Alexandre Antonov
Numerix
Date Posted: September 19, 2016
Working Paper Series
59 downloads

Incl. Electronic Paper How Do Hospital-Specialty Characteristics Influence Health System Responsiveness? An Empirical Evaluation of In-Patient Care in the Italian Region of Emilia-Romagna
Quaderni - Working Paper DSE N° 1077,
Gianluca Fiorentini, Silvana Robone and Rossella Verzulli
University of Bologna - Department of Economics, University of York - Centre for Health Economics and University of Bologna - Department of Economics
Date Posted: September 19, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Large Vector Autoregressions with Stochastic Volatility and Flexible Priors
FRB of Cleveland Working Paper No. 16-17
Andrea Carriero, Todd E. Clark and Massimiliano Giuseppe Marcellino
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research, Federal Reserve Bank of Cleveland and European University Institute
Date Posted: September 18, 2016
Accepted Paper Series
8 downloads

Incl. Electronic Paper Revealing Exchange Rate Fundamentals by Bootstrap
Pinho J. Ribeiro
University of Glasgow - Adam Smith Business School
Date Posted: September 17, 2016
Working Paper Series
45 downloads

Incl. Electronic Paper Upward and Downward Bias When Measuring Inequality of Opportunity
SERIES Working Papers No. 05/2016
Paolo Brunori, Vito Peragine and Laura Serlenga
University of Bari - Faculty of Economics, University of Bari and Università degli Studi di Bari
Date Posted: September 17, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper On the Sources of Uncertainty in Exchange Rate Predictability: Supplementary Appendix
Joseph P. Byrne, Pinho J. Ribeiro and Dimitris Korobilis
Heriot-Watt University - Economics, University of Glasgow - Adam Smith Business School and University of Essex - Essex Business School
Date Posted: September 16, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper If You Have Said A, You Must Also Say B: Calculating Diversified Asset Returns
Winfried G. Hallerbach
Robeco Asset Management, Quantitative Investment Research
Date Posted: September 15, 2016
Working Paper Series
52 downloads

Incl. Electronic Paper Did Quantitative Easing Only Inflate Stock Prices? Macroeconomic Evidence from the US and UK
Mirco Balatti, Chris Brooks, Michael P. Clements and Konstantina Kappou
Henley Business School - ICMA Centre, University of Reading - ICMA Centre, University of Reading - Henley Business School and University of Reading - ICMA Centre
Date Posted: September 14, 2016
Working Paper Series
75 downloads

Incl. Electronic Paper Deep Learning for Finance: Deep Portfolios
J.B. Heaton, Nick Polson and Jan Hendrik Witte
Bartlit Beck Herman Palenchar & Scott LLP, University of Chicago - Booth School of Business and University of Oxford - Mathematical Institute
Date Posted: September 14, 2016
Working Paper Series
286 downloads

Incl. Electronic Paper Scenario Generation for Long-Run Interest Rate Risk Assessment
Robert F. Engle, Guillaume Roussellet and Emil Siriwardane
New York University - Leonard N. Stern School of Business - Department of Economics, New York University (NYU) - Leonard N. Stern School of Business, Volatility Institute and Harvard Business School - Finance Unit
Date Posted: September 14, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Determinants of the Crude Oil Futures Curve: Inventory, Consumption and Volatility
Christina Sklibosios Nikitopoulos, Matthew Squires, Susan Thorp and Danny Yeung
University of Technology Sydney - Business School, University of Technology Sydney (UTS), University of Sydney Business School and University of Technology Sydney (UTS)
Date Posted: September 14, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Estimating MIDAS Regressions via OLS with Polynomial Parameter Profiling
Eric Ghysels and Hang Qian
University of North Carolina Kenan-Flagler Business School and The MathWorks, Inc.
Date Posted: September 13, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Flexible Mixture-Amount Models for Business and Industry Using Gaussian Processes
Tinbergen Institute Discussion Paper 16-075/III
Aiste Ruseckaite, D. Fok and Peter Goos
Erasmus University Rotterdam (EUR) - Department of Econometrics, Econometric Institute - Erasmus University Rotterdam and University of Antwerp
Date Posted: September 13, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Finite-Sample and Asymptotic Analysis of Generalization Ability with an Application to Penalized Regression
Ning Xu, Jian Hong and Timothy C. G. Fisher
University of Sydney - School of Economics, University of Sydney - School of Economics and University of Sydney, School of Economics
Date Posted: September 12, 2016
Last Revised: September 26, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Model Prediksi Financial Distress Dengan Binary Logit (Studi Kasus Emiten Jakarta Islamic Index) (Application of Binary Logit Regression on Financial Distress Prediction of Jakarta Islamic Index)
Jurnal BPPK, Vol. 8, No. 1/2015
Azwar Iskandar
Ministry of Finance - Indonesia
Date Posted: September 12, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Macroeconometric Modeling as a 'Photographic Description of Reality' or as an 'Engine for the Discovery of Concrete Truth'? Friedman and Klein on Statistical Illusions
Center for the History of Political Economy (CHOPE) Working Paper Series No. 2016-26
Erich Pinzón-Fuchs
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Date Posted: September 11, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper Volatility Forecasting of Strategically Linked Commodity ETFs: Gold - Silver
Stefan Lyocsa and Peter Molnár
University of Economics in Bratislava - Faculty of Business Economics and University of Stavanger
Date Posted: September 09, 2016
Last Revised: September 11, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper The Role of Jumps and Leverage in Forecasting Volatility in International Equity Markets
Daniel Buncic and Katja I. M. Gisler
University of St. Gallen and University of St. Gallen
Date Posted: September 09, 2016
Last Revised: September 13, 2016
Working Paper Series
37 downloads

Incl. Electronic Paper A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions
CentER Discussion Paper Series No. 2016-037
Ron Triepels and Hennie Daniels
Tilburg University - Center for Economic Research (CentER) and Erasmus Research Institute of Management (ERIM)
Date Posted: September 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Post-Lasso IV Estimation of Returns to Women's Education
Bin Jiang, Jun Sung Kim, Chuhui Li, Hee-Seung Yang and Ou Yang
Monash University, Monash University - Department of Econometrics & Business Statistics, Monash University, Monash University - Department of Economics and Monash University
Date Posted: September 08, 2016
Last Revised: September 16, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Applying Cynefin Complexity Theory to Mediation
Greg Rooney
Independent
Date Posted: September 08, 2016
Working Paper Series
90 downloads

Incl. Electronic Paper The Effect of Social Benefits on Youth Employment: Combining RD and a Behavioral Model
Luxembourg Institute of Socio-Economic Research (LISER) Working Paper Series 2016-12
Olivier Bargain and Karina Doorley
Institute for the Study of Labor (IZA) and Luxembourg Institute of Socio-Economic Research (LISER)
Date Posted: September 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Sustainable Smart Home and Home Automation: Big Data Analytics Approach
International Journal of Smart Home, Vol. 10(8), p. 177-187, 2016
Rita Yi Man Li, Herru Ching Yu Li, Cho Kei Mak and Tony Beiqi Tang
Hong Kong Shue Yan University, Hong Kong Shue Yan University, Hong Kong Shue Yan University and Hong Kong Shue Yan University
Date Posted: September 07, 2016
Accepted Paper Series
39 downloads

Incl. Electronic Paper Forecasting Using Random Subspace Methods
Tinbergen Institute Discussion Paper 16-073/III
Tom Boot and Didier Nibbering
Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: September 06, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Rationality of Announcements, Business Cycle Asymmetry, and Predictability of Revisions. The Case of French GDP
Banque de France Working Paper No. 600
Matteo Mogliani and Thomas Ferrière
Banque de France and Banque de France
Date Posted: September 05, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Opinion Polls and the Stock Market: Evidence from the 2013 Zimbabwean Presidential Elections
Researchjournali's Journal of Finance, Vol.2, No.4, pp 1-9
Dennis Murekachiro
Bindura University of Science Education
Date Posted: September 05, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper Time Series Volatility Forecasting of the Zimbabwean Stock Exchange
International Journal of Business and Management, Vol. 4 Issue 3, pp 41-52
Dennis Murekachiro
Bindura University of Science Education
Date Posted: September 05, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns
Tinbergen Institute Discussion Paper 16-069/IV
Andre Lucas and Anne Opschoor
VU University Amsterdam - Faculty of Economics and Business and Vrije Universiteit Amsterdam
Date Posted: September 03, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper A Network Framework of Investigating Systemic Risk in Zonal Energy Markets
Emmanuel Senyo Fianu, Daniel Felix Ahelegbey and Luigi Grossi
Leuphana University of Lueneburg, Boston University - Department of Mathematics and Statistics and University of Verona - Department of Economics
Date Posted: September 02, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Does Intra-Regional Trade Matter in Regional Stock Markets?: New Evidence from Asia-Pacific Region
Bank of Korea WP 2016-11
SeiWan Kim and Moon Jung Choi
Ewha Womans University and Bank of Korea
Date Posted: September 02, 2016
Working Paper Series
11 downloads


 

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