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Full Text Papers: 505,410
Authors: 281,250
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SSRN eLibrary Search Results
JEL Code: C32
560,956 Total downloads
Showing Papers 1,001 - 1,050 of 3,757
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1 2 3 4 ... 76 | Next >
   


Incl. Electronic Paper Structural Breaks and Portfolio Performance in Global Equity Markets
Quantitative Finance, Vol. 15, No. 6, June 2015, pp. 909-922.
Harry J. Turtle and Chengping Zhang
West Virginia University - College of Business & Economics and George Fox University
Date Posted: May 24, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis
USC-INET Research Paper No. 15-14
Kamiar Mohaddes and M. Hashem Pesaran
University of Cambridge - Faculty of Economics and Politics and University of Southern California
Date Posted: May 22, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Confidence and Monetary Policy Transmission
Gabe de Bondt
European Central Bank (ECB)
Date Posted: May 21, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Did US Consumers 'Save for a Rainy Day' Before the Great Recession?
CESifo Working Paper Series No. 5347
André K. Anundsen and Ragnar Nymoen
University of Oslo and University of Oslo - Department of Economics
Date Posted: May 19, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?
Reserve Bank of New Zealand Discussion Paper 2015/02
Varang Wiriyawit and Benjamin Wong
Australian National University and Reserve Bank of New Zealand
Date Posted: May 18, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey
Reserve Bank of New Zealand Discussion Paper 2015/01
Benjamin Wong
Reserve Bank of New Zealand
Date Posted: May 18, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Evolving Credit and the U.S. Macroeconomy: 1920-2011
Pooyan Amir-Ahmadi
Goethe University Frankfurt
Date Posted: May 18, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Expectativas Empresariales: Consecuencias En El Crecimiento En Uruguay (Business Expectations: Implications on Growth in Uruguay)
Cuadernos de Economía, Vol. 34, No. 65, 423-442. doi: 10.15446/cuad.econ.v34n65.45932 ,
Bibiana Lanzilotta
Centro de Investigaciones Economicas (CINVE - Uruguay)
Date Posted: May 16, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Predicción De La Volatilidad En El Mercado Del Petróleo Mexicano Ante La Presencia De Efectos Asimétricos (Volatility Forecasting for Mexican Crude Oil Market in the Presence of Asymmetric Effects)
Cuadernos de Economía, Vol. 34, No. 65, 299-326. doi: 10.15446/cuad.econ.v34n65.48702 ,
Raúl De Jesús Gutiérrez , Reyna Vergara González and Miguel A. Díaz Carreño
Universidad Autónoma del Estado de México (UAEM) , Universidad Autónoma del Estado de México (UAEM) and Universidad Autonoma del Estado de Mexico
Date Posted: May 16, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Volatility Forecasting Using Global Stochastic Financial Trends Extracted from Non-Synchronous Data
Lyudmila Grigoryeva , Juan-Pablo Ortega and Anatoly Peresetsky
Université de Franche-Comté , Centre National de la Recherche Scientifique (CNRS) and National Research University Higher School of Economics
Date Posted: May 14, 2015
Last Revised: May 26, 2015
Working Paper Series
29 downloads

Incl. Fee Electronic Paper Stimulus Versus Austerity: The Asymmetric Government Spending Multiplier
CEPR Discussion Paper No. DP10584
Régis Barnichon and Christian Matthes
International Monetary Fund (IMF) and Federal Reserve Banks - Federal Reserve Bank of Richmond
Date Posted: May 12, 2015
Working Paper Series

Incl. Electronic Paper Modelo Dinámico Para Análisis Y Pronóstico Del Producto Interno Bruto: Un Enfoque Fiscal Aplicando Un Modelo SVAR (Dynamic Model of GDP with Fiscal Approach Using A SVAR and Stylized Facts)

Date Posted: May 10, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Commodity Spread Option with Cointegration
Katsushi Nakajima and Kazuhiko Ohashi
College of International Management and Hitotsubashi University - Graduate School of International Corporate Strategy
Date Posted: May 09, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Information Processing of Foreign Exchange News: Extending the Overshooting Model to Include Qualitative Information from News Sentiment
Stefan Feuerriegel , Georg Wolff and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: May 08, 2015
Working Paper Series
14 downloads

Dynamic Linkages Among Carbon, Energy and Financial Markets: A Smooth Transition Approach
Applied Economics, Vol. 46, No. 7, 2014
Nicolas Koch
Mercator Research Institute on Global Commons and Climate Change
Date Posted: May 07, 2015
Accepted Paper Series

Incl. Electronic Paper Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models
CESifo Working Paper Series No. 5308
Helmut Luetkepohl and Aleksei Netsunajev
German Institute for Economic Research (DIW Berlin) and Free University of Berlin (FUB)
Date Posted: May 07, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Existe relación alguna entre déficit fiscal e inflación? El antes y el después de la independencia del banco de la república en Colombia (Is There Any Relation between Deficit and Inflation? An Analysis Before and after Independence of the Central Bank of Colombia)
Universidad Nacional de Colombia FCE Working Paper No. 52
Oscar Andres Espinosa Acuña and Paola Andrea Vaca González
National University of Colombia and National University of Colombia
Date Posted: May 07, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Global Liquidity, House Prices and the Macroeconomy: Evidence from Advanced and Emerging Economies
IDB Working Paper No. IDB-WP-576
Ambrogio Cesa-Bianchi , Luis Felipe Céspedes and Alessandro Rebucci
Bank of England , Adolfo Ibanez University and Johns Hopkins University Carey School of Business
Date Posted: May 06, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
Joseph P Byrne , Shuo Cao and Dimitris Korobilis
Heriot-Watt University - Economics , University of Glasgow - Adam Smith Business School and University of Glasgow - Adam Smith Business School
Date Posted: May 05, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Cyclicality in Losses on Bank Loans
Tinbergen Institute Discussion Paper 15-050/III
Bart Keijsers , Bart F. Diris and Erik Kole
Erasmus University Rotterdam (EUR) , Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: May 05, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper Housing Cycles in Switzerland – A Time-Varying Approach
KOF Working Paper No. 381
Dirk Drechsel
KOF Swiss Economic Institute
Date Posted: May 05, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Time Series Analysis for Big Data: Evaluating Bayesian Structural Time Series Using Electricity Prices
Nicole Ludwig , Stefan Feuerriegel and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: May 05, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Combined Density Nowcasting in an Uncertain Economic Environment
Norges Bank Working Paper 17 | 2014
Knut Are Aastveit , Francesco Ravazzolo and H. K. van Dijk
Norges Bank , Norges Bank and Tinbergen Institute
Date Posted: May 04, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Boom or Gloom? Examining the Dutch Disease in Two-Speed Economies
Norges Bank Working Paper 12 | 2014
Hilde C. Bjørnland and Leif Anders Thorsrud
Norwegian School of Management (BI) and BI Norwegian Business School
Date Posted: May 04, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Macroeconomic Effects of the Sovereign Debt Crisis in the Euro Area
Bank of Italy Temi di Discussione (Working Paper) No. 1007
Stefano Neri and Tiziano Ropele
Bank of Italy and Bank of Italy
Date Posted: May 02, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper Is There a Role for Islamic Bonds in Global Diversification Strategies? An Empirical Analysis of Risk Transmissions and Dynamic Correlations
Mehmet Balcilar , Gözde Çerçi and Riza Demirer
Eastern Mediterranean University , Çukurova University and Southern Illinois University Edwardsville - Department of Economics & Finance
Date Posted: April 28, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Option Pricing and Hedging for Regime-Switching Geometric Brownian Motion Models
Bruno Remillard and Sylvain Rubenthaler
HEC Montreal and Université de Nice Sophia Antipolis
Date Posted: April 27, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Nonstationary ARCH and GARCH with t-Distributed Innovations
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 15-07
Rasmus Søndergaard Pedersen and Anders Rahbek
University of Copenhagen - Department of Economics and University of Copenhagen - Department of Statistics and Operations Research
Date Posted: April 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Energy Consumption and Economic Growth in the United States
Vipin Arora and Shu-Ping Shi
United States Energy Information Administration and Macquarie University
Date Posted: April 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Decomposing Funding Ratio Risk: Providing Pension Funds with Key Insights into Their Liabilities Hedge Mismatch and Other Factor Exposures
Erik Kroon , Anton Wouters and Raul Leote de Carvalho
BNP Paribas Investment Partners , BNP Paribas Investment Partners and BNP Paribas Investment Partners
Date Posted: April 21, 2015
Last Revised: April 23, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Global Excess Liquidity and Asset Prices in Emerging Markets: Evidence from the BRICS
Julien Moussavi
Amundi Asset Management
Date Posted: April 21, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks
Jozef Barunik and Barbora Malinská
Charles University in Prague - Institute of Economic Studies and Charles University in Prague - Faculty of Social Sciencies
Date Posted: April 20, 2015
Working Paper Series
32 downloads

Incl. Fee Electronic Paper Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations
CEPR Discussion Paper No. DP10547
Gert Peersman and Wolf Wagner
Ghent University-Universiteit Gent - Department of Financial Economics and Tilburg University, Department of Economics and the European Banking Center
Date Posted: April 20, 2015
Working Paper Series

Incl. Electronic Paper Financial Shocks and the Real Economy in a Nonlinear World: A Survey of the Theoretical and Empirical Literature
Bank of Italy Occasional Paper No. 255
Andrea Silvestrini and Andrea Zaghini
Bank of Italy and Bank of Italy
Date Posted: April 18, 2015
Working Paper Series
49 downloads

Incl. Electronic Paper Measuring & Managing Financial Risks with Improved Alternatives Beyond Value-at-Risk (VaR)
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 17, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Innovations in the Crude Oil Market: Sentiment, Exploration and Production Methods
Tommie Murphy , Stephen Kelly and Khurshid Ahmad
Trinity College Dublin, School of Computer Science & Statistics , Trinity College Dublin and Trinity College (Dublin)
Date Posted: April 15, 2015
Last Revised: April 21, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper On the Stratonovich-Kalman-Bucy Filtering Algorithm Application for Accurate Characterization of Financial Time Series with Use of State-Space Model by Central Banks
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: April 15, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Private Debt Overhang and the Government Spending Multiplier: Evidence for the United States
CESifo Working Paper Series No. 5284
Marco Bernardini and Gert Peersman
Ghent University - Department of Financial Economics and Ghent University-Universiteit Gent - Department of Financial Economics
Date Posted: April 14, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area
CEIS Working Paper No. 340
Tommaso Proietti , Martyna Marczak and Gian Luigi Mazzi Sr.
University of Rome II - Department of Economics and Finance , University of Hohenheim and Eurostat
Date Posted: April 14, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Soft Power and Exchange Rate Volatility
IMF Working Paper No. 15/63
Serhan Cevik , Richard D. F. Harris and Fatih Yilmaz
International Monetary Fund (IMF) , University of Exeter - Business School and International Monetary Fund (IMF)
Date Posted: April 14, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Spillovers between Food and Energy Prices and Structural Breaks
CESifo Working Paper Series No. 5282
Alanoud Al-Maadid , Guglielmo Maria Caporale , Fabio Spagnolo and Nicola Spagnolo
Brunel University - Economics and Finance , Brunel University - Centre for Empirical Finance , Brunel University - Economics and Finance and Brunel University
Date Posted: April 14, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Real Exchange Rate and Economic Growth in China: A Cointegrated VAR Approach
China Economic Review, Forthcoming
Bo Tang
University of Sheffield - Department of Economics
Date Posted: April 13, 2015
Last Revised: April 14, 2015
Accepted Paper Series
4 downloads

Testing Long Memory in the Presence of Structural Breaks: An Application to Regional and National Housing Markets
Journal of Real Estate Finance and Economics, Vol. 50, No. 4, 2015
Geoffrey Ngene , Charles Asa Lambert and Ali F. Darrat
Mercer University - Eugene W. Stetson School of Business and Economics , Independent and Louisiana Tech University - College of Business
Date Posted: April 09, 2015
Accepted Paper Series

Incl. Electronic Paper Spillovers between Food and Energy Prices and Structural Breaks
DIW Berlin Discussion Paper No. 1466
Alanoud Al-Maadid , Guglielmo Maria Caporale , Fabio Spagnolo and Nicola Spagnolo
Brunel University - Economics and Finance , Brunel University - Centre for Empirical Finance , Brunel University - Economics and Finance and Brunel University
Date Posted: April 08, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models
DIW Berlin Discussion Paper No. 1464
Helmut Luetkepohl and Aleksei Netsunajev
German Institute for Economic Research (DIW Berlin) and Free University of Berlin (FUB)
Date Posted: April 08, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Advanced Idiosyncratic Risk and Multi-Factor Models
Jan Dash and Mario Bondioli
Bloomberg LP and Bloomberg LP
Date Posted: April 07, 2015
Working Paper Series
60 downloads

Incl. Electronic Paper Tipo De Cambio E Inflación En México: Evidencia Del Mecanismo De Transmisión De Precios (Exchange Rate and Inflation in Mexico: Evidence of the Mechanism of Transmission of Prices)
Martín Alberto Rodríguez Brindis
Universidad Anáhuac Oaxaca (UA)
Date Posted: April 07, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Oil Price Forecastability and Economic Uncertainty
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 298
Stelios D. Bekiros , Rangan Gupta and Alessia Paccagnini
European University Institute - Economics Department (ECO) , University of Pretoria - Department of Economics and University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: April 06, 2015
Working Paper Series
46 downloads

Incl. Electronic Paper Information Flows Across Wheat Futures Markets
Chris Motengwe and Ángel Pardo Tornero
University of the Witwatersrand and University of Valencia - Department of Financial Economics
Date Posted: April 06, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper The Response of Stock Market Volatility to Futures-Based Measures of Monetary Policy Shocks
FRB Atlanta Working Paper No. 2014-14
Nikolay Gospodinov and Ibrahim Jamali
Federal Reserve Bank of Atlanta and American University of Beirut
Date Posted: April 04, 2015
Working Paper Series
21 downloads


 

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