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JEL Code: C5
1,170,479 Total downloads
Showing Papers 1,061 - 1,110 of 5,953
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Modeling Market Downside Volatility Review of Finance (2013), 17(1), 443-481, doi: 10.1093/rof/rfr024
Bruno Feunou
,
Mohammad R. Jahan-Parvar
and
Romeo Tedongap
Date Posted: March 09, 2010Last Revised: January 07, 2013260 downloads
Goodness-of-Fit Tests for Copulas of Multivariate Time Series
Bruno Remillard
Date Posted: December 24, 2010259 downloads
Kyoto Commitment and Emission Trading: A European Union Perspective FEEM Working Paper No. 7.2001
Umberto Ciorba ,
Alessandro Lanza and
Francesco Pauli
affiliation not provided to SSRN
Date Posted: June 15, 2001259 downloads
Modelling Portfolio Risks with Time-Dependent Default Rates in Venture Capital
Andreas Kemmerer ,
Jan Rietzschel
and
Henry Schoenball
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: October 14, 2007259 downloads
Moment Component Analysis: An Illustration with International Stock Markets Swiss Finance Institute Research Paper No. 10-43
Eric Jondeau ,
Emmanuel Jurczenko
and
Michael Rockinger
Date Posted: October 21, 2010259 downloads
Securitization Rating Performance and Agency Incentives Finance and Corporate Governance Conference 2011 Paper
Daniel Roesch
and
Harald Scheule
Date Posted: August 30, 2010Last Revised: February 15, 2011259 downloads
Shanghai Stock Exchange Composite Index and Bank Stock Prices in China: A Causality Analysis University of Nottingham Research Paper No. 2008/25
Shujie Yao
,
Stephen L. Morgan and
Dan Luo
Date Posted: July 29, 2008259 downloads
Bond Portfolio Management Using the Dynamic Nelson-Siegel Model
João Caldeira
,
Guilherme V. Moura and
Andre A. P. Santos
Date Posted: June 07, 2012Last Revised: March 11, 2013258 downloads
How Does the U.S. Government Finance Fiscal Shocks? American Economic Journal: Macroeconomics, 2012, vol. 4(1)
Antje Berndt ,
Hanno N. Lustig and
Sevin Yeltekin
Date Posted: March 06, 2009Last Revised: August 27, 2012258 downloads
Managing the Risks of Corporate Bond Portfolios: New Evidence in the Light of the
Sub‐Prime Crisis Swiss Finance Institute Research Paper No. 12-04
Giovanni Barone-Adesi ,
Nicola Carcano
and
Hakim Dall'O
Date Posted: February 11, 2012258 downloads
Why is it So Difficult to Find an Effect of Exchange Rate Risk on Trade? CentER Working Paper No. 1999-73
Franc J. G. M. Klaassen
Date Posted: February 02, 2000258 downloads
Causes of New Zealand Finance Company Collapses: A Brief Review
Noel Yahanpath
and
John Cavanagh
Date Posted: August 09, 2011257 downloads
Inflation and Growth: Some Theory and Evidence Central European University Working Paper No. 1/2001
Max Gillman ,
Mark N. Harris and
Laszlo Matyas
Date Posted: June 28, 2001257 downloads
Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing
Gianni De Nicolo and
Marcella Lucchetta
Date Posted: February 19, 2011Last Revised: March 17, 2011257 downloads
Testing for Purchasing Power Parity and Efficiency in the Taiwan Foreign Exchange Market - Financial and Economic Forecasting (chapter 13)
Jack H.W. Penm ,
Jammie H. Penm and
R. Deane Terrell
Date Posted: January 09, 2003257 downloads
The Relationship between External and Internal Performance Measures of the Firm: A Reassessment by the Econometrics of Dynamic Non-Stationary Panels (La Relation Entre Les Mesures De Performance Externes Et Internes De La Firme: Un Réexamen Par L’Économétrie Des Panels Dynamiques Non Stationnaires)
Chawki Mouelhi and
Jacques Saint-Pierre
Date Posted: June 18, 2009Last Revised: June 22, 2009257 downloads
Tourist Accommodation Effects of Festivals Umea Economic Studies Working Paper No. 580
Kurt Brannas and
Jonas Nordstrom
Date Posted: January 30, 2002257 downloads
A Cost-Benefit Analysis of Basel III: Some Evidence from the UK
Meilan Yan
,
Max J.B. Hall
and
Paul Turner
Date Posted: August 21, 2011Last Revised: September 27, 2011256 downloads
Valuation of Risky Debt: A Multi-Period Bayesian Model
Leonid V. Philosophov
Date Posted: January 11, 2006Last Revised: January 11, 2012256 downloads
A Dynamic Inflation Hedging Trading Strategy Using a CPPI Journal of Finance & Risk Perspectives, Volume 1 (2) 2012, 12th ACRN International Research Conference Proceeding 2012, Steyr, European Business Research Conference Proceedings 2012, Rome
Nicolas Fulli-Lemaire
Date Posted: January 03, 2012Last Revised: January 07, 2013255 downloads
Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework FRB of San Francisco Working Paper No. 2004-03
Miguel A. Ferreira and
Jose A. Lopez
Date Posted: December 08, 2003255 downloads
Macromodel Simulations for the Romanian Economy Romanian Journal of Economic Forecasting, No. 2, 2010
Emilian Dobrescu
Date Posted: June 04, 2010255 downloads
Domestic Airline Alliances and Consumer Welfare
Olivier Armantier and
Oliver M. Richard
Date Posted: December 13, 2005254 downloads
The Information Content of a Limit Order Book: The Case of an FX Market
Roman Kozhan
and
Mark Salmon
Date Posted: January 18, 2011254 downloads
The Statistics of Cross-Sectional Information Coefficient
Zhuanxin Ding
Date Posted: May 02, 2011Last Revised: September 21, 2011254 downloads
Bound and Collapse Bayesian Reject Inference for Credit Scoring
Gongyue Chen
and
Thomas B. Astebro
Date Posted: August 22, 2004Last Revised: March 03, 2013253 downloads
China's and India's Roles in Global Trade and Finance: Twin Titans for the New Millennium? ECB Occasional Paper No. 80
Matthieu Bussière and
Arnaud Mehl
Date Posted: January 30, 2008253 downloads
Comprehensive Benchmark Revisions for The Conference Board Leading Economic Index® for the United States The Conference Board Economics Program Working Paper No. 11-06
Ataman Ozyildirim ,
Gad Levanon
,
Brian Schaitkin
and
Justyna Zabinska-La Monica
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
The Conference Board
Date Posted: January 05, 2012253 downloads
Econometric Asset Pricing Modelling
Henri Bertholon
,
Alain Monfort and
Fulvio Pegoraro
Date Posted: March 03, 2008Last Revised: January 02, 2011253 downloads
Relating the Knowledge Production Function to Total Factor Productivity: An Endogenous Growth Puzzle IMF Working Paper No. 05/74
Yasser Abdih and
Frederick Joutz
Date Posted: March 03, 2006253 downloads
The Information Content of the S&P 500 Index and VIX Options on the Dynamics of the S&P 500 Index Journal of Futures Markets
Chung San-Lin
,
Wei-Che Tsai ,
Yaw-Huei Wang and
Pei-Shih (Pace) Weng
Date Posted: November 20, 2010Last Revised: January 17, 2013253 downloads
Continuous Time Model Estimation Sydney U. of Technology Finance and Economics Working Paper No. 138
Carl Chiarella
and
Shenhuai Gao
Date Posted: August 11, 2005252 downloads
Correlation in Corporate Defaults: Contagion or Conditional Independence?
David Lando and
Mads Stenbo Nielsen
Date Posted: March 21, 2008252 downloads
Information Asymmetry and the Timing of Capital Issuance: An International Examination 24th Australasian Finance and Banking Conference 2011 Paper
April M. Knill and
Bong-Soo Lee
Date Posted: August 20, 2011Last Revised: November 14, 2011252 downloads
On the Evaluation of Marginal Expected Shortfall
Massimiliano Caporin and
Paolo Santucci de Magistris
Date Posted: October 17, 2010252 downloads
The Impact of News on Higher Moments Swiss Finance Institute Research Paper No. 28
Eric Jondeau and
Michael Rockinger
Date Posted: November 26, 2006252 downloads
Common Risk Factors in the US and UK Interest Rate Swap Markets: Evidence From a Non-linear Vector Autoregression Approach Brunel University Working Paper
Costas Milas and
Ilias Lekkos
Date Posted: February 27, 2002251 downloads
Forecasting One-Day-Ahead VaR and Intra-Day Realized Volatility in the Athens Stock Exchange Market Managerial Finance, 2005
Timotheos Angelidis
and
Stavros Antonios Degiannakis
Date Posted: September 12, 2005251 downloads
Bankruptcy Prediction Revisited: Non-Traditional Ratios and Lasso Selection
Volodymyr Perederiy
Date Posted: February 23, 2011250 downloads
Public Information Releases, Private Information Arrival, and Volatility in the Foreign Exchange Market High Frequency Data in Finance 1, Olsen & Associates, Conference Proceedings, February 1995
Ramon P. DeGennaro and
Ronald E. Shrieves
Date Posted: March 28, 2003250 downloads
Quantile Forecasting for Credit Risk Management using Possibly Mis-specified Hidden Markov Models Tinbergen Institute Discussion Paper No. 07-046/2
Konrad Banachewicz
and
Andre Lucas
Date Posted: June 13, 2007250 downloads
Testing for Persistence in Stock Returns with GARCH-Stable Shocks
Prasad V. Bidarkota and
J. Huston Mcculloch
Date Posted: November 28, 2003250 downloads
Uncovering Novel Features of Equity-Index Return Dynamics via Corridor Implied Volatility
Torben G. Andersen ,
Oleg Bondarenko and
Maria T. Gonzalez-Perez
Date Posted: March 21, 2011Last Revised: December 06, 2012250 downloads
What is Hidden in the Fed's Model? The second Approximation
Dmitry V. Baryshevsky
Date Posted: October 03, 2003250 downloads
Consistent Estimation for Aggregated GARCH Processes UCSD Economics Discussion Paper No. 2001-08
Ivana Komunjer
Date Posted: July 22, 2001249 downloads
Dynamic Factor Analysis of Industry Sector Default Rates and Implication for Portfolio Credit Risk Modelling
Andrea Cipollini
and
Giuseppe Missaglia
Date Posted: June 22, 2007249 downloads
Securitization Rating Performance and Agency Incentives HKIMR Working Paper No.18/2011
Daniel Roesch
and
Harald Scheule
Date Posted: June 28, 2011249 downloads
Volatility Threshold Dynamic Conditional Correlations: An International Analysis Forthcoming, Journal of Financial Econometrics
Maria Kasch
and
Massimiliano Caporin
Date Posted: March 05, 2007Last Revised: October 29, 2012249 downloads
Yield Curve Factors, Factor Volatilities, and the Predictability of Bond Excess Returns
Nikolaus Hautsch and
Yangguoyi Ou
Date Posted: March 26, 2008Last Revised: October 30, 2008249 downloads
Adaptive Inflation Expectations Under Structural Changes: The Case of Finland
Juha-Pekka Junttila
Date Posted: May 06, 1997248 downloads
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