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Full Text Papers: 393,865
Authors: 226,776
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  Last 12 months: 		68,968

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Last 12 months: 11,189,330
Last 30 days: 1,059,940

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SSRN eLibrary Search Results
JEL Code: C2
1,126,075 Total downloads
Showing Papers 101 - 150 of 8,113
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Incl. Electronic Paper Effortless Perfection: Do Chinese Cities Manipulate 'Blue Skies?'
Dalia Ghanem and Junjie Zhang
University of California, San Diego (UCSD) and University of California, San Diego
Date Posted: April 18, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper The VIX, the Variance Premium and Stock Market Volatility
 Geert Bekaert and Marie Hoerova
Columbia Business School - Finance and Economics and European Central Bank (ECB)
Date Posted: April 17, 2013
Working Paper Series
236 downloads

Incl. Electronic Paper …and the Cross-Section of Expected Returns
 Campbell R. Harvey , Yan Liu and Heqing Zhu
Duke University - Fuqua School of Business , Duke University and Duke University - Fuqua School of Business
Date Posted: April 17, 2013
Last Revised: May 13, 2013
Working Paper Series
459 downloads

Incl. Electronic Paper Censored Posterior and Predictive Likelihood in Bayesian Left-Tail Prediction for Accurate Value at Risk Estimation
Tinbergen Institute Discussion Paper 13-060/III
 Lukasz T. Gatarek , Lennart F. Hoogerheide , Koen Hooning and H. K. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Vrije Universiteit Amsterdam - Dept. of Econometrics , Delft University of Technology and Tinbergen Institute
Date Posted: April 17, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper Is the Italian Public Debt Really Unsustainable? An Historical Comparison (1861-2010)
CESifo Working Paper Series No. 4185
 Silvana Bartoletto , Bruno Chiarini and Elisabetta Marzano
Parthenope University - Department of Economic Studies (DES) , University of Naples, Parthenope and Parthenope University - Department of Economic Studies (DES)
Date Posted: April 16, 2013
Working Paper Series
56 downloads

Incl. Electronic Paper Properties of Instrumental Variables Estimation in Logit-Based Demand Models: Finite Sample Results
 Rick L. Andrews and Peter Ebbes
University of Delaware - Alfred Lerner College of Business and Economics and HEC Paris (Groupe HEC) - Marketing
Date Posted: April 16, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Long Memory and Correlation Dynamics of Eurozone Sovereign CDSs
 Yalin Gunduz and Orcun Kaya
Deutsche Bundesbank and Goethe University Frankfurt
Date Posted: April 16, 2013
Last Revised: April 22, 2013
Working Paper Series
15 downloads

How to Separate Risk from Uncertainty in Strategic Forecasting
FORESIGHT: The International Journal of Applied Forecasting, Winter 2013
 Christian Hans Schafer
Independent
Date Posted: April 15, 2013
Accepted Paper Series

Incl. Electronic Paper Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle
UNSW Australian School of Business Research Paper No. 2013-05
 Ming Chien Lo and James Morley
Saint Cloud State University - Department of Economics and University of New South Wales
Date Posted: April 15, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Policy Heterogeneity in Empirical Corporate Finance
 Murillo Campello , Antonio Galvao and Ted Juhl
Cornell University , University of Iowa and University of Kansas - Department of Economics
Date Posted: April 14, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Health Expenditure and Economic Growth: A Worldwide Panel Data Analysis
 Miltiades N. Georgiou
Independent
Date Posted: April 14, 2013
Working Paper Series
47 downloads

Incl. Electronic Paper Estimación del Potencial Devalorización del Suelo en Barranquilla en el Periodo 2001-2011: Estimación de Efectos Fijos en Datos de Panel (Estimation of Potential Value Increase in Barranquilla Plot of Land for Period 2001-2011: Estimation of Panel Data with Fixed Effect)
Revista de Economía del Caribe, No. 10, 2012,
 Dann Payares Ayola
Universidad del Norte
Date Posted: April 14, 2013
Accepted Paper Series
8 downloads

Incl. Electronic Paper Migration, Production Structure and Exports
 Giuseppe De Arcangelis , Edoardo Di Porto and Gianluca Santoni
Sapienza Università di Roma , EQUIPPE and St. Anna School of Advanced Studies - Laboratory of Economics and Management (LEM)
Date Posted: April 14, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Nonlinearities in Regional Growth: A Nonparametric Approach
 Marcos Sanso-Navarro and María Vera-Cabello
Universidad de Zaragoza and University of Zaragoza - Department of Economic Analysis
Date Posted: April 14, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Population Average Gender Effects
IZA Discussion Paper No. 7315
 Tymon Sloczynski
Warsaw School of Economics (SGH)
Date Posted: April 13, 2013
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Fixed and Random Effects in Classical and Bayesian Regression
Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 3, pp. 460-476, 2013
 Silvio Rendon
SUNY at Stony Brook University, College of Arts and Science, Department of Economics
Date Posted: April 13, 2013
Accepted Paper Series

Incl. Fee Electronic Paper The Identification of a Mixture of First‐Order Binary Markov Chains
Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 3, pp. 455-459, 2013
 Martin Browning and Jesus M. Carro
University of Oxford and Universidad Carlos III de Madrid
Date Posted: April 13, 2013
Accepted Paper Series

Incl. Electronic Paper Non Performing Loans, Market Information and Economic Climate: A Panel Data Analysis
 Miltiades N. Georgiou
Independent
Date Posted: April 13, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Application of Synthetic Straddles for Equity Risk Management
Materiály VII Mezinárodní Vědecko Praktická Konference, Zprávy Vědecké Ideje, 2011,
Yuriy Vasilievich Trifonov , Sergey Nikolaevitch Yashin , Egor Viktorovich Koshelev and Dimitry V. Chuhmanov
Lobachevsky State University of Nizhni Novgorod , Nizhni Novgorod State University , Lobachevsky State University of Nizhni Novgorod and Lobachevsky State University of Nizhni Novgorod
Date Posted: April 13, 2013
Accepted Paper Series
20 downloads

Incl. Electronic Paper Dynamic Price Discrimination in Airlines
 Diego Escobari , Nicholas G. Rupp and Joseph Meskey
The University of Texas - Pan American , East Carolina University - Department of Economics and East Carolina University
Date Posted: April 12, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model
DIW Berlin Discussion Paper No. 1288
 Guglielmo Maria Caporale , Luis A. Gil-Alana and Yuliya Lovcha
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics and Independent
Date Posted: April 12, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Why Do Firms Issue Abroad? Lessons from Onshore and Offshore Corporate Bond Finance in Asian Emerging Markets
BIS Working Paper No. 401
 Paul Mizen , Frank Packer , Eli M. Remolona and Serafeim Tsoukas
University of Nottingham , Bank for International Settlements (BIS) , Bank for International Settlements (BIS) - Monetary and Economic Department and University of Glasgow
Date Posted: April 11, 2013
Accepted Paper Series
12 downloads

Incl. Electronic Paper Behavior of Stock Market Index in the Stock Exchange of Thailand
Jiranyakul, Komain, 'Behavior of Stock Market Index in the Stock Exchange of Thailand', NIDA Economic Review, Vol. 2, No. 2, pp. 47-57, 2007
 Komain Jiranyakul
National Institute of Development Administration
Date Posted: April 10, 2013
Accepted Paper Series
7 downloads

Incl. Electronic Paper Satisfaction of Individual Mobile Phone Users in Spain
 Covadonga Gijón , Teresa Garín Muñoz , Teodosio Perez Amaral and Rafael Lopez
Universidad Complutense de Madrid (UCM) , Universidad Nacional de Educación a Distancia (UNED) , Complutense University of Madrid - Facultad de Económicas y Empresariales and Universidad Complutense de Madrid
Date Posted: April 10, 2013
Working Paper Series
14 downloads

Modeling the Long-Term and Short-Run Relationship between Indian Local Exchange Traded Funds (ETFs) and their Underlying Indices
20th Global Finance Association Conference Proceedings (Forthcoming)
 Vinodh Madhavan
Indian Institute of Management Lucknow
Date Posted: April 09, 2013
Accepted Paper Series

Incl. Electronic Paper Exogenous Shocks and Growth Crises in Low-Income Countries: A Vulnerability Index
IMF Working Paper No. 12/264
 Era Dabla-Norris and Yasemin Bal-Gunduz
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: April 09, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Growth Slowdowns and the Middle-Income Trap
IMF Working Paper No. 13/71
 Shekhar S. Aiyar , Romain Duval , Damien Puy , Yiqun Wu and Longmei Zhang
International Monetary Fund (IMF) , International Monetary Fund (IMF) , International Monetary Fund (IMF) , International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: April 09, 2013
Working Paper Series
48 downloads

Incl. Electronic Paper Do Markets Anticipate Changes in Risk after Major Corporate Events? Evidence from SEOs
 Douglas Cumming , Lutz Johanning , Umut Ordu and Denis Schweizer
York University - Schulich School of Business , WHU - Otto Beisheim School of Management , WHU - Otto Beisheim School of Management and WHU - Otto Beisheim School of Management
Date Posted: April 09, 2013
Last Revised: April 10, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper It's the Debt-Growth Nexus Again – Evidence from a Long Panel of Regional-Government Liabilities
Ruhr Economic Paper No. 406
 Timo Mitze and Florian Matz
Gesellschaft für Okonomische Regionalanalysen (GEFRA) and Rhine-Westphalia Institute for Economic Research (RWI-Essen)
Date Posted: April 08, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Is Education Panacea? A Worldwide Panel Data Analysis
 Miltiades N. Georgiou
Independent
Date Posted: April 07, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper An Efficient Decomposition of the Expectation of the Maximum with Normally Distributed Errors
 Jonathan Eggleston
University of Virginia (UVA) - Department of Economics
Date Posted: April 07, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Financial Stress Index: A Lens for Supervising the Financial System
FRB of Cleveland Policy Discussion Paper No. 12-37
 Mikhail V. Oet , Timothy Bianco , Dieter Gramlich and Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of Cleveland , Federal Reserve Banks - Federal Reserve Bank of Cleveland , Baden-Württemberg Cooperative State University and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: April 06, 2013
Accepted Paper Series
73 downloads

Incl. Electronic Paper New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil
 Claudio Morana
Università di Milano Bicocca
Date Posted: April 06, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Migrants' Choice of Remittance Channel: Do General Payment Habits Play a Role?
De Nederlandsche Bank Working Paper No. 375
 Anneke Kosse and Robert Vermeulen
De Nederlandsche Bank and De Nederlandsche Bank
Date Posted: April 06, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Candidates' Personality and the Outcome of U.S. Presidential Elections
 Andreas Graefe
Ludwig Maximilians University of Munich - Department of Communication Science and Media Research
Date Posted: April 06, 2013
Working Paper Series
15 downloads

Incl. Fee Electronic Paper Do Criminal Sanctions Deter Insider Trading?
Financial Review, Vol. 48, Issue 2, pp. 205-232, 2013
 Bart Frijns , Aaron B. Gilbert and Alireza Tourani Rad
Auckland University of Technology - Faculty of Business & Law , Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Faculty of Business & Law
Date Posted: April 05, 2013
Accepted Paper Series

How to Separate Risk from Uncertainty in Strategic Forecasting
FORESIGHT: The Int'l Journal of Applied Forecasting (International Institute of Forecasters), Forthcoming
 Christian Hans Schaefer
affiliation not provided to SSRN
Date Posted: April 05, 2013
Accepted Paper Series

Incl. Electronic Paper Gender Differences in Long Term Health Outcomes of Internal Migrants in Italy
CEIS Working Paper No. 269
 Vincenzo Atella and Partha Deb
University of Rome II - Centre for International Studies on Economic Growth (CEIS) and City University of New York, CUNY Hunter College - Department of Economics
Date Posted: April 05, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Food Versus Fuel: Causality and Predictability in Distribution
FEEM Working Paper No. 23.2013
 Andrea Bastianin , Marzio Galeotti and Matteo Manera
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) , University of Milan - Department of Economics, Business and Statistics (DEAS) and University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: April 04, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper Biofuels and Food Prices: Searching for the Causal Link
FEEM Working Paper No. 22.2013
 Andrea Bastianin , Marzio Galeotti and Matteo Manera
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) , University of Milan - Department of Economics, Business and Statistics (DEAS) and University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: April 04, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Spatial Impact of Transportation Infrastructure: A Spatial Econometric CGE Approach
GMU School of Public Policy Research Paper
 Zhenhua Chen and Kingsley E. Haynes
George Mason University - School of Public Policy and George Mason University - School of Public Policy
Date Posted: April 04, 2013
Last Revised: May 07, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay
 Gary Antonacci
Portfolio Management Consultants
Date Posted: April 04, 2013
Last Revised: April 27, 2013
Working Paper Series
2315 downloads

SAFE: An Early Warning System for Systemic Banking Risk
Journal of Banking & Finance, Available online 13 March 2013, ISSN 0378-4266
 Mikhail V. Oet , Timothy Bianco , Dieter Gramlich and Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of Cleveland , Federal Reserve Banks - Federal Reserve Bank of Cleveland , Baden-Württemberg Cooperative State University and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: April 04, 2013
Last Revised: April 21, 2013
Accepted Paper Series

An Empirical Characteristic Function Approach to VaR Under a Mixture-of-Normal Distribution with Time-Varying Volatility
Journal of Derivatives (2010), 18, 1, 39-58
 Dinghai Xu and Tony S. Wirjanto
Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: April 04, 2013
Working Paper Series

Systemic Risk Early Warning System: A Micro-Macro Prudential Synthesis
J.P. Fouque and J.A. Langsam (Eds.), Handbook on Systemic Risk, Cambridge University Press (2013)
 Mikhail V. Oet , Ryan Eiben , Timothy Bianco , Dieter Gramlich , Stephen J. Ong and Jing Wang
Federal Reserve Banks - Federal Reserve Bank of Cleveland , Indiana University Bloomington , Federal Reserve Banks - Federal Reserve Bank of Cleveland , Baden-Württemberg Cooperative State University , Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: April 04, 2013
Accepted Paper Series

Incl. Electronic Paper Transportation Capital in the US: A Multimodal General Equilibrium Analysis
GMU School of Public Policy Research Paper
 Zhenhua Chen and Kingsley E. Haynes
George Mason University - School of Public Policy and George Mason University - School of Public Policy
Date Posted: April 04, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios
SAFE Working Paper No. 13
 Laurent E. Calvet and Paolo Sodini
HEC Paris (Groupe HEC) - Finance Department and Stockholm School of Economics - Department of Finance
Date Posted: April 03, 2013
Working Paper Series
9 downloads

Risk Measures under a Stochastic Volatility Model with a Mixture-of-Normal Error Distribution
 Dinghai Xu and Tony S. Wirjanto
Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: April 02, 2013
Working Paper Series

Stochastic Conditional Duration Model with a Mixture-of-Normal Error Distribution: Theoretical Properties and Monte-Carlo Results
 Dinghai Xu , John Knight and Tony S. Wirjanto
Independent , University of Western Ontario - Department of Economics and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: April 02, 2013
Working Paper Series

A Mixture-of-Normal Distribution Modeling Approach in Financial Econometrics: A Selected Review
 Tony S. Wirjanto and Dinghai Xu
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science and Independent
Date Posted: April 02, 2013
Working Paper Series


 

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