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Abstracts: 619,211
Full Text Papers: 515,593
Authors: 286,069
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Last 30 days: 802,983

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SSRN eLibrary Search Results
JEL Code: C32
572,268 Total downloads
Showing Papers 1,001 - 1,050 of 3,833
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Incl. Electronic Paper An Online Appendix to: 'Violations of Uncovered Interest Rate Parity and International Exchange Rate Dependences'
Matthew Ames , Guillaume Bagnarosa and Gareth William Peters
University College London - Department of Statistical Science , ESC RennesUniversity College London and University College London
Date Posted: August 04, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Violations of Uncovered Interest Rate Parity and International Exchange Rate Dependences
Matthew Ames , Guillaume Bagnarosa and Gareth William Peters
University College London - Department of Statistical Science , ESC RennesUniversity College London and University College London
Date Posted: August 01, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Algorithmic Trading of Co-Integrated Assets
Álvaro Cartea and Sebastian Jaimungal
University College London and University of Toronto - Department of Statistics
Date Posted: August 01, 2015
Working Paper Series
113 downloads

Incl. Electronic Paper Analyzing the Influence of Electricity Generation on Employment in Pakistan: An Empirical Evidence
Journal of Energy Technologies and Policy, Vol.5, No.7, 2015
Muhammad Omer and Ismat Nasim
Bahauddin Zakariya University - Department of Economics and Bahauddin Zakariya University
Date Posted: July 31, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Assessing Identifying Restrictions in SVAR Models
Michele Piffer
German Institute for Economic Research (DIW Berlin)
Date Posted: July 30, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper The Euro Crisis and Contagion Among Central and Eastern European Currencies: Recommendations for Avoiding Lending in a Safe Haven Currency Such as CHF
PRAGUE ECONOMIC PAPERS 24:(4) pp. 1-21, 2015
Gábor Dávid Kiss and Tamás Schuszter
University of Szeged - Faculty of Economics and Business Administration and University of Szeged - Faculty of Economics and Business Administration
Date Posted: July 27, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper High-Dimensional Copula-Based Distributions with Mixed Frequency Data
FEDS Working Paper No. 2015-050
Dong Hwan Oh and Andrew J. Patton
Federal Reserve Board and Duke University - Department of Economics
Date Posted: July 26, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Modelling Dependence in High Dimensions with Factor Copulas
FEDS Working Paper No. 2015-0511
Dong Hwan Oh and Andrew J. Patton
Federal Reserve Board and Duke University - Department of Economics
Date Posted: July 26, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Specification Testing in Hawkes Models
Tinbergen Institute Discussion Paper 15-086/III
Francine Gresnigt , Erik Kole and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: July 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation
Journal of the Operational Research Society (2015) 66, 1352–1362,
Chris Tofallis
University of Hertfordshire Business School
Date Posted: July 25, 2015
Accepted Paper Series
18 downloads

Incl. Electronic Paper Oil and Macroeconomic Uncertainty
Review of Environment, Energy and Economics (Re3), June 2015
Andrea Bastianin and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Date Posted: July 23, 2015
Accepted Paper Series
4 downloads

Incl. Fee Electronic Paper A Fractionally Cointegrated VAR Analysis of Economic Voting and Political Support
Canadian Journal of Economics/Revue canadienne d'économique, Vol. 47, Issue 4, pp. 1078-1130, 2014,
Maggie E. C. Jones , Morten Ørregaard Nielsen and Michał Ksawery Popiel
Queen's University , Queen's University (Canada) - Department of Economics and Queen's University
Date Posted: July 23, 2015
Accepted Paper Series

Incl. Electronic Paper Forecasting Electricity Prices Using Exogenous Predictors
Stefan Feuerriegel and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: July 20, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Estimating Global Bank Network Connectedness
PIER Working Paper No. 15-025
Mert Demirer , Francis X. Diebold , Laura Liu and Kamil Yilmaz
Massachusetts Institute of Technology (MIT) , University of Pennsylvania - Department of Economics , University of Pennsylvania - Department of Economics and Koc University
Date Posted: July 18, 2015
Last Revised: July 30, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates Using Panel Data Econometric Methods
International Journal of Energy Economics and Policy, 2015, 5(3), 851-868
Anthony N. Rezitis
University of Helsinki - Department of Economics and Management
Date Posted: July 18, 2015
Accepted Paper Series
12 downloads

Incl. Electronic Paper Impacto de los factores institucionales del sistema electoral en la fragmentación partidaria. Un análisis de las elecciones para concejos municipales en el Valle del Cauca (1997-2011) (The Impact of Institutional Factors of the Electoral System on Party Fragmentation. An Analysis of Local Council Elections in Valle Del Cauca (1997-2011))
Juan Pablo Milanese and Luis Eduardo Jaramillo
Universidad ICESI and Universidad ICESI
Date Posted: July 17, 2015
Working Paper Series

Incl. Electronic Paper Asymmetric Effects of Monetary Policy Shocks on the Economic Performance: Empirical Evidence from Turkey
Applied Economics Letters Doi: 10.1080/13504851.2015.1073836
Volkan Ulke and Hakan Berument
International Burch University (IBU), Department of Management and Bilkent University - Department of Economics
Date Posted: July 17, 2015
Last Revised: July 24, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Long-Run Oil-Natural Gas Price Relationship and the Shale Gas Revolution
Massimiliano Caporin
University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: July 15, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Stochastic Population Analysis: A Functional Data Approach
Lei Fang and Wolfgang K. Härdle
Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE) and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: July 14, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Estimation of NAIRU with Inflation Expectation Data
Wolfgang K. Härdle , Wei Cui and Weining Wang
Humboldt University of Berlin - Institute for Statistics and Econometrics , University College London and Humboldt University of Berlin
Date Posted: July 14, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Sieve Semiparametric Two-Step GMM Under Weak Dependence
Cowles Foundation Discussion Paper No. 2012
Xiaohong Chen and Zhipeng Liao
Yale University - Cowles Foundation and University of California, Los Angeles (UCLA)
Date Posted: July 14, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts
Romanian Journal of Economic Forecasting – XVII (4) 2014, pg. 5-21,
Emilian Dobrescu
National Institute of Economic Research
Date Posted: July 11, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper BARS Curve in Romanian Economy
Amfiteatru Economic, 2015 17(39), pp. 693-705
Emilian Dobrescu
National Institute of Economic Research
Date Posted: July 11, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Switching to Non-Affine Stochastic Volatility: A Closed-Form Expansion for the Inverse Gamma Model
Nicolas Langrené , Geoffrey Lee and Zili Zhu
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) , Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) and Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Date Posted: July 10, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper A New Sector Rotation Strategy and its Performance Evaluation: Based on a Principal Component Regression Model
Bo Gao and Ruo-En Ren
North China University of Technology and Beihang University (BUAA) - School of Economic and Management Science
Date Posted: July 09, 2015
Working Paper Series
99 downloads

Incl. Fee Electronic Paper Output–Employment Relationship Across Sectors: A Long‐ Versus Short‐Run Perspective
Bulletin of Economic Research, Vol. 67, Issue 3, pp. 265-288, 2015
Afşin Şahin , Aysit Tansel and M. Hakan Berument
Gazi University , Middle East Technical University (METU) - Department of Economics and Bilkent University
Date Posted: July 09, 2015
Accepted Paper Series

Incl. Electronic Paper Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
Multinational Finance Journal, Vol. 4, No. 3/4, p. 159-179, 2000
Torben G. Andersen , Tim Bollerslev , Francis X. Diebold and Paul Labys
Northwestern University - Kellogg School of Management , Duke University - Finance , University of Pennsylvania - Department of Economics and Charles River Associates (CRA) - Utah Office
Date Posted: July 08, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market
Multinational Finance Journal, Vol. 5, No. 1, p. 35-58, 2001
Tim Brailsford , Jack H.W. Penm and R. Deane Terrell
Bond University , Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Date Posted: July 08, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Why Do Pit-Hours Outlive the Pit?
Tinbergen Institute Discussion Paper 15-082/III
Sait R. Ozturk , Michel van der Wel and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) , Erasmus University Rotterdam and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: July 07, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis
CESifo Working Paper Series No. 5407
Guglielmo Maria Caporale , Juncal Cunado , Luis A. Gil-Alana and Rangan Gupta
Brunel University - Centre for Empirical Finance , University of Navarra - Faculty of Economics , University of Navarra - Department of Economics and University of Pretoria - Department of Economics
Date Posted: July 06, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Change Point and Trend Analyses of Annual Expectile Curves of Tropical Storms
Petra Burdejova , Wolfgang K. Härdle , Piotr Kokoszka and Q. Xiong
Humboldt University of Berlin - School of Business and Economics , Humboldt University of Berlin - Institute for Statistics and Econometrics , Utah State University - Department of Mathematics & Statistics and Humboldt University of Berlin
Date Posted: July 03, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing Through Trade and Commodity Price Channels.
Banque de France Working Paper No. 562
Ludovic Gauvin and Cyril Rebillard
Banque de France and International Monetary Fund (IMF)
Date Posted: July 03, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Monitoring Stationarity and Cointegration
Martin Wagner and Dominik Wied
TU Dortmund University and TU Dortmund University
Date Posted: July 01, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Asset Prices and Federal Funds Rate Shocks: The 2007-2009 Financial Crisis
University of Glasgow PhD Theses Service
Aman Saggu
The United Nations ESCAP
Date Posted: June 30, 2015
Accepted Paper Series
14 downloads

Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis
Journal of Banking and Finance, Vol. 37, No. 11, 2013
Aman Saggu , Alexandros Kontonikas and Ronald MacDonald
The United Nations ESCAP , University of Glasgow - Department of Economics and University of Glasgow - Adam Smith Business School
Date Posted: June 30, 2015
Accepted Paper Series

Incl. Electronic Paper Stock Market Development and Economic Growth: Empirical Evidence from Kazakhstan
Evgeny Ilyukhin
Ulyanovsk State Technical University - The Institute of Aviation Technology and Management
Date Posted: June 29, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper A FAVAR Analysis of the Canadian Dollar: How Important Are Macroeconomic Fundamentals?
International Research Journal of Applied Finance, 4(11), 2013
Nestor Azcona
Babson College
Date Posted: June 29, 2015
Last Revised: July 23, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper An Admissible Macro-Finance Model of the US Treasury Market.
Multinational Finance Journal, Vol. 13, No. 1/2, p. 1-38, 2009
Peter Spencer
University of York
Date Posted: June 26, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Business Cycles, Trend Elimination, and the HP Filter
Cowles Foundation Discussion Paper No. 2005
Peter C. B. Phillips and Sainan Jin
Yale University - Cowles Foundation and Singapore Management University
Date Posted: June 25, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Government Fiscal Efforts vs. Labour Union Strikes. Strategic Substitutes or Complements?
Quaderni - Working Paper DSE N° 1013,
Massimiliano Castellani , Luca Fanelli and Marco Savioli
University of Bologna - Department of Economics , Universita di Bologna and University of Bologna
Date Posted: June 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Credit Market Disequilibrium in Greece (2003-2011) - A Bayesian Approach
ECB Working Paper No. 1805
Angelos T. Vouldis
European Central Bank (ECB)
Date Posted: June 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper What Has Driven Inflation Dynamics in the Euro Area, the United Kingdom and the United States
ECB Working Paper No. 1802
Marko Melolinna
Bank of Finland - Monetary Policy
Date Posted: June 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Granger Causality and Regime Inference in Bayesian Markov-Switching VARs
ECB Working Paper No. 1794
Matthieu Droumaguet , Anders Warne and Tomasz Wozniak
European University Institute , European Central Bank (ECB) and University of Melbourne - Department of Economics
Date Posted: June 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper A New Identification of Fiscal Shocks Based on the Information Flow
ECB Working Paper No. 1813
Giovanni Ricco
London Business School
Date Posted: June 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles
ECB Working Paper No. 1814
Halbert L. White, Jr. , Tae-Hwan Kim and Simone Manganelli
University of California, San Diego (UCSD) - Department of Economics , University of Nottingham - School of Economics and European Central Bank (ECB)
Date Posted: June 23, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper The Impact of World Sugar Economy Toward Sugar Largest Exporters and Importers
Dyana Sari , Wahib Muhaimin and Wahyunin Dyawati
University of Tribhuwana Tungga Dewi , University of Brawijaya and Balai Pengkajian Teknologi Pertanian (BPTP)
Date Posted: June 22, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper A Measure of Redenomination Risk
ECB Working Paper No. 1785
Roberto A. De Santis
European Central Bank (ECB) - Directorate General Economics
Date Posted: June 20, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Asset Markets Contagion During the Global Financial Crisis
Multinational Finance Journal, Vol. 17, No. 1/2, p. 49-76, 2013
Dimitris Kenourgios , Apostolos G. Christopoulos and Dimitrios I. Dimitriou
University of Athens - Faculty of Economics , National and Kapodistrian University of Athens - Faculty of Economics and University of Athens
Date Posted: June 18, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper Financial Shocks and the Real Economy in a Nonlinear World: From Theory to Estimation
CFS Working Paper, No. 505
Andrea Silvestrini and Andrea Zaghini
Bank of Italy and Bank of Italy
Date Posted: June 16, 2015
Working Paper Series
10 downloads

Incl. Fee Electronic Paper Airport Prices in a Two-Sided Market Setting: Major US Airports
CEPR Discussion Paper No. DP10658
Marc Ivaldi , Senay Sokullu and Tuba Toru
Toulouse School of Economics , University of Bristol and University of Bahcesehir
Date Posted: June 16, 2015
Working Paper Series


 

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