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Full Text Papers: 473,535
Authors: 264,948
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Last 30 days: 1,358,483

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SSRN eLibrary Search Results
JEL Code: C32
523,450 Total downloads
Showing Papers 1,001 - 1,050 of 3,561
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Incl. Fee Electronic Paper Government Spending Shocks in Open Economy Vars
CEPR Discussion Paper No. DP10115
Mario Forni and Luca Gambetti
Università di Modena; Centre for Economic Policy Research (CEPR) and Universitat Autonoma de Barcelona
Date Posted: October 23, 2014
Working Paper Series

Incl. Electronic Paper What Types of Macroeconomic Announcements Affect Stock Markets in Emerging Eastern Europe?
Kashif Saleem and Elena Fedorova
Lappeenranta University of Technology - School of Business (LSB) and Lappeenranta University of Technology, School of Business
Date Posted: October 22, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Crossing Stocks and the Positive Grassmannian I: The Geometry Behind Stock Market
Ovidiu Sorin Racorean
Academy of Economic Studies
Date Posted: October 22, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Intra-Market Linkages Among Civets Stock Markets: A New Frontier for Investments
Kashif Saleem and Sheraz Ahmed
Lappeenranta University of Technology - School of Business (LSB) and LUT School of Business
Date Posted: October 22, 2014
Working Paper Series
1 downloads

The Investigation of Destabilization Effect in India's Commodity Futures Market: An Alternative Viewpoint
Forthcoming in the Journal of Financial Economic Policy (JFEP)
Wasim Ahmad and Sanjay Sehgal
University of Delhi - Department of Financial Studies and University of Delhi - Department of Financial Studies
Date Posted: October 22, 2014
Accepted Paper Series

Incl. Electronic Paper Macro News and Bond Yield Spreads in the Euro Area
CESifo Working Paper Series No. 5008
Guglielmo Maria Caporale , Fabio Spagnolo and Nicola Spagnolo
Brunel University - Centre for Empirical Finance , Brunel University - Economics and Finance and Brunel University
Date Posted: October 22, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Large-Dimensional Dynamic Factor Models in Real-Time: A Survey
Matteo Luciani
Universite Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Date Posted: October 20, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Non-Linear Forecasting of Energy Futures: Oil, Coal and Natural Gas
Germán G. Creamer
Stevens Institute of Technology - Wesley J. Howe School of Technology Management
Date Posted: October 20, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Stock Market Integration: Evidence from India and Other Major World Stock Markets
Indian Journal of Economics and Business, December 2011, Vol 10, No. 4, pp. 605-621
Pradeep Kumar Panda
University of Hyderabad - School of Economics
Date Posted: October 18, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper What is the Role of Emerging Asia in Global Oil Prices?
BOFIT Discussion Paper No. 18/2014
Marko Melolinna
Bank of Finland - Monetary Policy
Date Posted: October 14, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Bank Capital, Adjustment and Ownership: Evidence from China
BOFIT Discussion Paper No. 16/2014
Philip Molyneux , Hong Liu and Chunxia Jiang
Bangor University, Bangor Business School , University of Glasgow - Adam Smith Business School and Middlesex University
Date Posted: October 14, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Short-Term Financial Forecasting Using ANN Adaptive Predictors in Cascade
Int. J. Process Management and Benchmarking, Vol. 4, No. 4, 2014, 376-405
Emilian Dobrescu , Dumitru Iulian Năstac and Elena Pelinescu
National Institute of Economic Research , Polytechnic University of Bucharest and Institute for Economic Forecasting
Date Posted: October 13, 2014
Accepted Paper Series
8 downloads

Incl. Electronic Paper Nowcasting UK GDP During the Depression: Model Comparisons
Paul Smith
University of Strathclyde
Date Posted: October 12, 2014
Last Revised: October 16, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models with Applications to DSGE, DSGE-VAR, and VAR Models
CFS Working Paper, No. 478
Anders Warne , Günter Coenen and Kai Philipp Christoffel
European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: October 10, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Dimensions of Macroeconomic Uncertainty: A Common Factor Analysis
CESifo Working Paper Series No. 4991
Steffen Henzel and Malte Rengel
Ifo Institute for Economic Research and University of Goettingen (Gottingen)
Date Posted: October 09, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence
CFS Working Paper, No. 477
Markus Bibinger , Nikolaus Hautsch , Peter Malec and Markus Reiss
Humboldt University of Berlin , University of Vienna - Department of Statistics and Operations Research , University of Cambridge - Faculty of Economics and Humboldt University of Berlin
Date Posted: October 09, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper A Study of Currency Market Volatility in India During Its Pre and Post Derivative Period
International Journal Of Core Engineering & Management (IJCEM) Volume 1, Issue 6, September 2014
Saurabh Singh and L. K. Tripathi
Graduate School of Business, Devi Ahilya Vishwavidyalaya (DAVV) University and Devi Ahilya Vishwavidyalaya (DAVV) University
Date Posted: October 09, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Importance of Being Timely
Paul Smith
University of Strathclyde
Date Posted: October 08, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Correlation and Lead-Lag Relationships in a Hawkes Microstructure Model
José Da Fonseca and Riadh Zaatour
Auckland University of Technology - Faculty of Business & Law and Ecole Centrale Paris
Date Posted: October 08, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper A Further Investigation of the Lead-Lag Relationship in Returns and Volatility between the Spot Market and Stock Index Futures: Early Evidence from Greece
Sotirios Karagiannis
University of Peloponnese
Date Posted: October 08, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper An Investigation of the Lead-Lag Relationship between the VIX Index and VIX Futures on the S&P500
Sotirios Karagiannis
University of Peloponnese
Date Posted: October 08, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence
Markus Bibinger , Nikolaus Hautsch , Peter Malec and Markus Reiss
Humboldt University of Berlin , University of Vienna - Department of Statistics and Operations Research , University of Cambridge - Faculty of Economics and Humboldt University of Berlin
Date Posted: October 08, 2014
Working Paper Series
6 downloads

Financing of Project Contracts Depending on the Actual Terms of Work Performance
Journal Financial Analytics: Science and Experience 7(145) - 2013 February
Ivan Smarzhevskiy
Peoples’ Friendship University of Russia
Date Posted: October 05, 2014
Accepted Paper Series

Incl. Electronic Paper Evaluating Conditional Forecasts from Vector Autoregressions
FRB of Cleveland Working Paper No. 14-13
Todd E. Clark and Michael W. McCracken
Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: October 04, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Macro News and Bond Yield Spreads in the Euro Area
DIW Berlin Discussion Paper No. 1413
Guglielmo Maria Caporale , Fabio Spagnolo and Nicola Spagnolo
Brunel University - Centre for Empirical Finance , Brunel University - Economics and Finance and Brunel University
Date Posted: October 02, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models
Nikolaus Hautsch , Ostap Okhrin and Alexander Ristig
University of Vienna - Department of Statistics and Operations Research , Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - School of Business and Economics
Date Posted: October 01, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Analyzing Data Revisions with a Dynamic Stochastic General Equilibrium Model
FRB of Philadelphia Working Paper No. 14-29
Dean Croushore and Keith Sill
University of Richmond and Federal Reserve Bank of Philadelphia
Date Posted: September 30, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper An Examination of the Convergence in the Output of South American Countries: The Influence of the Region's Integration Projects
GATE Working Papers WP 1424
Andrea Gabriela Bonilla Bolaño
University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Date Posted: September 30, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Portfolio-Invariant Capital Allocation Scheme Accounting for Concentration Risk Based on Response Surface Methodology
Lie-Jane Kao
Kainan University
Date Posted: September 28, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013
Mehmet Balcilar , Rangan Gupta and Stephen M. Miller
Eastern Mediterranean University , University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Date Posted: September 28, 2014
Working Paper Series
11 downloads

How Smooth Is the Stock Market Integration of CEE-3?
William Davidson Institute Working Paper No. 1079
Eduard Baumohl and Stefan Lyocsa
University of Economics in Bratislava - Faculty of Business Economics and University of Economics in Bratislava - Faculty of Business Economics
Date Posted: September 28, 2014
Working Paper Series

Incl. Fee Electronic Paper A Bayesian Midas Approach to Modeling First and Second Moment Dynamics
CEPR Discussion Paper No. DP10160
Davide Pettenuzzo , Allan G. Timmermann and Rossen I. Valkanov
Brandeis University - Department of Economics , University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Identifying the Sources of Model Misspecification
CEPR Discussion Paper No. DP10140
Chun-Hung Kuo and Barbara Rossi
International University of Japan and Universitat Pompeu Fabra - ICREA
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Has the Euro-Mediterranean Partnership Affected Mediterranean Business Cycles?
CEPR Discussion Paper No. DP10023
Fabio Canova and Alan Schlaepfer
Universitat Pompeu Fabra - Department of Economics and Business (DEB) and Universitat Pompeu Fabra
Date Posted: September 25, 2014
Working Paper Series

Incl. Electronic Paper Signal Diffusion Mapping: Optimal Forecasting with Time Varying Lags
Paul Vincent Gaskell , Frank McGroarty and Thanassis Tiropanis
University of Southampton , University of Southampton - School of Management and University of Southampton
Date Posted: September 23, 2014
Last Revised: September 24, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Linkages, Persistence, Asymmetry in the Volatility and the Effect of the Us Subprime Mortgage Financial Crisis, on the Spot and the Futures Rate's Returns in the Indian Stock Market
Muthucattu Thomas Paul and James Kimata
University of the South Pacific - School of Accounting & Finance and University of the South Pacific - School of Computing, Information and Mathematical Sciences
Date Posted: September 21, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Determinantes De La Tasa De Cambio Nominal: Verificación Empírica Del Modelo De Precios Rígidos En La Economía Colombiana, 1995:I-2006:I (Determinants of Nominal Exchange Rate: Empirical Verification of the Rigid Prices Model in the Colombian Economy, 1995:I-2006:I)
Center for Research in Economics and Finance (CIEF), Working Papers, No. 07-07
Humberto Franco Gonzalez , Alfonso Gómez Cifuentes and Andres Ramirez Hassan
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) , Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Date Posted: September 17, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices
Adam Golinski , Joao Madeira and Dooruj Rambaccussing
University of York , University of York - Department of Economics and Related Studies and University of Dundee
Date Posted: September 15, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Assessing the Link between Price and Financial Stability
Christophe Blot , Jerome Creel , Paul Hubert , Fabien Labondance and Francesco Saraceno
Observatoire Français des Conjonctures Economiques (OFCE) , Observatoire Francais des Conjonctures Economiques (OFCE) , SciencesPo - OFCE , Observatoire Français des Conjonctures Economiques (OFCE) and Observatoire Francais des Conjonctures Economiques, Paris (OFCE)
Date Posted: September 14, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Quantifying Randomness: A New Model for Momentum Trading
"Perspective-2014", National Conference on Innovations in Management Science, Shri Chimanbhai Patel Institute of Management and Research, 2014
Jay Desai
Shri Chimanbhai Patel Institute of Management & Research
Date Posted: September 13, 2014
Last Revised: September 14, 2014
Working Paper Series
117 downloads

Incl. Electronic Paper Are Chinese Stock Markets Becoming Increasingly Integrated with Other Markets in the Greater China Region and Other Major Markets?
Australian Economics Papers, Vol. 16, No. 3, 2007
Gary Gang Tian
University of Wollongong
Date Posted: September 11, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Credit Spreads and the Links between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic
ECB Working Paper No. 1730
Tomas Konecny and Oxana Babecká Kucharčuková
Czech National Bank (CNB) and Czech National Bank (CNB)
Date Posted: September 11, 2014
Working Paper Series
6 downloads

The Relationship between CO2 Emissions, Energy Consumption and Economic Growth in Italy
International Journal of Sustainable Energy, ISSN: 1478-6451: DOI: 10.1080/14786451.2014.953160
Cosimo Magazzino
Roma Tre University
Date Posted: September 09, 2014
Accepted Paper Series

Incl. Electronic Paper Examining the Success of the Central Banks in Inflation Targeting Countries: The Dynamics of Inflation Gap and the Institutional Characteristics
Omid Ardakani and Narayan K. Kishor
University of Wisconsin - Milwaukee - Department of Economics and University of Wisconsin - Milwaukee
Date Posted: September 08, 2014
Working Paper Series
12 downloads

Money, Barter, and Inflation in Russia
Journal of Comparative Economics 32(2):297-314, 2004, DOI: 10.1016/S0147-5967(04)00022-8
Jukka Pirttila and Byung-Yeon Kim
United Nations - World Institute for Development Economics Research (UNU/WIDER) and Seoul National University
Date Posted: September 06, 2014
Accepted Paper Series

Incl. Electronic Paper On the Persistence of Cointegration in Pairs Trading
Matthew Clegg
Independent
Date Posted: September 05, 2014
Working Paper Series
79 downloads

Incl. Electronic Paper After the Boom–Commodity Prices and Economic Growth in Latin America and the Caribbean
IMF Working Paper No. 14/154
Bertrand Gruss
International Monetary Fund (IMF)
Date Posted: September 04, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks
Marc K. Chan and Simon Kwok
University of Technology Sydney (UTS) and University of Sydney
Date Posted: September 03, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
Tinbergen Institute Discussion Paper 14-118/III
Istvan Barra , Lennart F. Hoogerheide , Siem Jan Koopman and Andre Lucas
VU University Amsterdam , Vrije Universiteit Amsterdam - Dept. of Econometrics , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: September 02, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Financial Stress and Economic Dynamics: The Transmission of Crises
ECB Working Paper No. 1728
Kirstin Hubrich and Robert J. Tetlow
European Central Bank - Research Department and Federal Reserve Board
Date Posted: September 02, 2014
Working Paper Series
9 downloads


 

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