Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
483,932
Full Text Papers:
393,337
Authors:
226,553
Papers Received in Last 12 months:
68,947
Paper Downloads:
To date:
65,850,457
Last 12 months:
11,179,656
Last 30 days:
1,087,338
CiteReader: What's this?
Papers with
238,027
Total References:
8,463,775
Papers with Cites:
230,038
Total Citation
5,708,794
Papers with
77,375
Total Footnotes:
8,499,290
SSRN eLibrary Search Results
JEL Code: C52
286,241 Total downloads
Showing Papers 101 - 150 of 1,697
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
International Portfolio Diversification: An ICAPM Approach with Currency Risk Macroeconomics and Finance in Emerging Market Economies 2012, pp. 1-13, Advanced Risk & Portfolio Management Paper
Dimitrios I. Dimitriou
and
Theodore Simos
Date Posted: November 12, 2012
Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth
Jean-Bernard Chatelain
and
Kirsten Ralf
Date Posted: November 11, 201217 downloads
A Real Time Evaluation of Employment Forecasts in Switzerland KOF Working Papers No. 320
Michael Graff ,
Massimo Mannino
and
Michael Siegenthaler
affiliation not provided to SSRN
Date Posted: November 08, 2012Last Revised: November 14, 20126 downloads
Ranking of VaR and ES Models: Performance in Developed and Emerging Markets CESifo Working Paper Series No. 3980
Sasa Zikovic
and
Randall K. Filer
Date Posted: November 07, 201234 downloads
Spurious Dynamic Conditional Correlation 29th International Conference of the French Finance Association (AFFI) 2012
Roland Füss
and
Thorsten W. Glück
Date Posted: November 05, 2012
Modelling Co-Movements and Tail Dependency in the International Stock Market Via Copulae Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 265
Katja Ignatieva
and
Eckhard Platen
Date Posted: November 03, 201234 downloads
The Pre-Crisis Capital Flow Surge to Emerging Europe: Did Countercyclical Fiscal Policy Make a Difference? IMF Working Paper No. 12/222
Ruben Atoyan ,
Albert Jaeger
and
Dustin Smith
Date Posted: November 01, 201214 downloads
Comparing Time-Varying Price Impact and Information Impounding Time Across Asian Stock Exchanges: An Adaptive Lasso Approach 25th Australasian Finance and Banking Conference 2012
Wang Chun Wei
and
Quan Gan
Date Posted: October 29, 201223 downloads
Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy FRB of St. Louis Working Paper No. 2009-050B
Todd E. Clark and
Michael W. McCracken
Date Posted: October 24, 201213 downloads
Testing the Economic Value of Asset Return Predictability FRB of St. Louis Working Paper No. 2012-049A
Michael W. McCracken and
Giorgio Valente
Date Posted: October 24, 201235 downloads
Econometric Regime Shifts and the US Subprime Bubble
Andre Kallak Anundsen
Date Posted: October 19, 201242 downloads
Bayesian Forecasting with Highly Correlated Predictors
Dimitris Korobilis
Date Posted: October 19, 201226 downloads
Nowcasting German GDP: A Comparison of Bridge and Factor Models Banque de France Working Paper No. 401
Pamfili M. Antipa
,
Barhoumi Karim Jr. ,
Véronique Brunhes-Lesage
and
Olivier Darné
Date Posted: October 18, 201214 downloads
Lasso-Type and Heuristic Strategies in Model Selection and Forecasting Jena Economic Research Papers 2012-055
Ivan Savin
and
Peter Winker
Date Posted: October 15, 201214 downloads
Adaptive GMM Shrinkage Estimation with Consistent Moment Selection
Zhipeng Liao
Date Posted: October 15, 2012Last Revised: December 05, 201233 downloads
EU ETS Market Interactions: A Multiple Hypothesis Testing Approach
Mark Cummins
Date Posted: October 14, 201227 downloads
Model Averaging Based on Kullback-Leibler Distance
Xinyu Zhang
and
Guohua Zou
Date Posted: October 12, 2012
Evaluating Predictive Densities of U.S. Output Growth and Inflation in a Large Macroeconomic Data Set
Barbara Rossi and
Tatevik Sekhposyan
Date Posted: October 11, 2012Last Revised: March 03, 201310 downloads
Forecasting GDP at the Regional Level with Many Predictors CESifo Working Paper Series No. 3956
Robert Lehmann
and
Klaus Wohlrabe
Date Posted: October 11, 201235 downloads
Differences between the Financial Characteristics of Interest-Free Banks and Conventional Banks Journal of Financial Management and Analysis, Vol. 25, No.1, 2012
M. M. Metwally
Date Posted: October 08, 2012
Nonlinearities and the Sustainability of the Government's Intertemporal Budget Constraint Economic Inquiry, Vol. 50, Issue 4, pp. 988-999, 2012
Gabriella Deborah Legrenzi
and
Costas Milas
Date Posted: October 06, 2012
Combining Market and Accounting-Based Models for Credit Scoring Using a Classification Scheme Based on Support Vector Machines Technical University of Crete, Financial Engineering Laboratory, Working Paper 2012.07
Dimitrios Niklis
,
Michael Doumpos and
C. Zopounidis
affiliation not provided to SSRN
,
Technical University of Crete (TUC) - Department of Production Engineering and Management
and
Technical University of Crete (TUC) - Department of Production Engineering and Management
Date Posted: October 04, 201237 downloads
Selecting Predictors by Using Bayesian Model Averaging in Bridge Models Bank of Italy Temi di Discussione (Working Paper) No. 872
Lorenzo Bencivelli
,
Massimiliano Giuseppe Marcellino and
Gianluca Moretti
Date Posted: October 02, 201213 downloads
Stochastic Volatility and Jump-Diffusion --- Implications on Option Pricing International Journal of Theoretical and Applied Finance, 1999 (2), No. 4, 409-440
George J. Jiang
Date Posted: October 02, 201225 downloads
Smooth Nonparametric Bernstein Vine Copulas
Gregor N. F. Weiss
and
Marcus Scheffer
Date Posted: September 30, 2012Last Revised: October 08, 201247 downloads
How Important is the Credit Channel? An Empirical Study of the US Banking Crisis CEPR Discussion Paper No. DP9142
Chunping Liu
and
Patrick Minford
affiliation not provided to SSRN
and
Cardiff University Business School
Date Posted: September 28, 20126 downloads
Testing DSGE Models by Indirect Inference and Other Methods: Some Monte Carlo Experiments CEPR Discussion Paper No. DP9056
Vo Phuong Mai Le ,
David Meenagh ,
Patrick Minford and
Michael R. Wickens
Date Posted: September 28, 20121 downloads
Testing Macroeconomic Models by Indirect Inference on Unfiltered Data CEPR Discussion Paper No. DP9058
David Meenagh ,
Patrick Minford and
Michael R. Wickens
Date Posted: September 28, 20121 downloads
What Causes Banking Crises? An Empirical Investigation CEPR Discussion Paper No. DP9057
Vo Phuong Mai Le ,
David Meenagh and
Patrick Minford
Date Posted: September 28, 20124 downloads
Successive Sample Selection and its Relevance for Management Decisions Forthcoming in Marketing Science
Stephan Wachtel
and
Thomas Otter
Date Posted: September 26, 201232 downloads
Econometric Applications of High-Breakdown Robust Regression Techniques Economics Letters, Volume 71, Issue 1, April 2001, Pages 1-8, ISSN 0165-1765, 10.1016/S0165-1765(00)00404-3
Asad Zaman ,
Mehmet Orhan
and
Peter J. Rousseeuw
affiliation not provided to SSRN
Date Posted: September 24, 201219 downloads
On Statistical Indistinguishability of the Complete and Incomplete Markets
Nikolai Dokuchaev
Date Posted: September 21, 2012Last Revised: September 27, 201214 downloads
Comment on 'Taylor Rule Exchange Rate Forecasting During the Financial Crisis' FRB of St. Louis Working Paper No. 2012-030A
Michael W. McCracken
Date Posted: September 19, 201212 downloads
Identifying the Independent Sources of Consumption Variation
Matteo Barigozzi
and
Alessio Moneta
Date Posted: September 19, 20126 downloads
Comparacion de los Modelos SETAR y STAR para el Indice de Empleo Industrial Colombiano (Comparison SETAR and STAR Models for Index of Industrial Use)
Nancy Milena Hoyos Gomez
and
Mario Galindo
Date Posted: September 15, 20124 downloads
On the Role of the Estimation Error in Prediction of Expected Shortfall
Carl Lönnbark
Date Posted: September 14, 201212 downloads
Automated Model Selection in Finance: General‐To‐Specific Modelling of the Mean and Volatility Specifications Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 5, pp. 716-735, 2012
Genaro Sucarrat
and
Alvaro Escribano
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 12, 2012
On Models for Portfolio Selection with Short-Term Forecasting
Nikolai Dokuchaev
Date Posted: September 03, 2012Last Revised: January 07, 201383 downloads
An Industry-Based Prediction Model for Regional Unemployment Rates Based on Officially Available Data Lecture Notes in Information Technology, Vol. 21, 2012
Adrian Otoiu ,
Emilia Titan
and
Remus Dumitrescu
Date Posted: September 02, 2012
A Plug-In Averaging Estimator for Regressions with Heteroskedastic Errors
Chu-An Liu
Date Posted: August 30, 201220 downloads
Consistent Testing for Structural Change at the Ends of the Sample FRB of St. Louis Working Paper No. 2012-029A
Michael W. McCracken
Date Posted: August 30, 20126 downloads
Return Predictability under the Alternative
Marco Rossi
,
Timothy T. Simin and
Daniel R. Smith
Date Posted: August 26, 2012Last Revised: February 10, 201327 downloads
Revisiting the Fractional Cointegrating Dynamics of Implied-Realized Volatility Relation with Wavelet Band Spectrum Regression
Jozef Barunik and
Michaela Barunikova
Date Posted: August 24, 2012Last Revised: February 18, 201324 downloads
How Informative are In-Sample Information Criteria to Forecasting? The Case of Chilean GDP
Carlos A. Medel
Date Posted: August 15, 201211 downloads
Model Comparisons Using Tournaments: Likes, 'Dislikes', and Challenges
Leonidas Spiliopoulos
and
Andreas Ortmann
Date Posted: August 12, 2012Last Revised: March 20, 201327 downloads
Quantitative Analysis of Modern Portfolio Theory for Diversification of Risk
Himanshu Yadav
Date Posted: August 10, 201249 downloads
Nonlinear Volatility Models in Economics: Smooth Transition and Neural Network Augmented GARCH, APGARCH, FI-GARCH and FIAGARCH Models
Melike Bildirici
and
Ozgur Omer Ersin
Date Posted: July 29, 2012Last Revised: August 09, 201248 downloads
Sometimes it Helps: The Evolving Predictive Power of Spreads on GDP Dynamics ECB Working Paper No. 1447
Giulio Nicoletti
and
Raffaele Passaro
Date Posted: July 27, 201221 downloads
Detection of Arbitrage in a Market with Multi-Asset Derivatives and Known Risk-Neutral Marginals
Bertrand Tavin
Date Posted: July 26, 2012Last Revised: November 07, 201275 downloads
Comparing Labor Supply Elasticities in Europe and the US: New Results IZA Discussion Paper No. 6735
Olivier Bargain
,
Kristian Orsini
and
Andreas Peichl
Date Posted: July 21, 201232 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
4.063 seconds
