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JEL Code: C22
540,974 Total downloads
Showing Papers 1,081 - 1,130 of 3,447
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Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency Energy Economics, Forthcoming, ZEW - Centre for European Economic Research Discussion Paper No. 10-038
Christian Conrad
,
Daniel Rittler
and
Waldemar Rotfuss
Date Posted: June 15, 2010Last Revised: February 27, 201130 downloads
The VARying Effect of Foreign Shocks in Central and Eastern Europe CESifo Working Paper Series No. 3080
Rebeca Jiménez-Rodríguez
,
Amalia Morales-Zumaquero
and
Balázs Égert
Date Posted: June 14, 201044 downloads
Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?
Linda Allen ,
Turan G. Bali and
Yi Tang
Date Posted: June 12, 2010Last Revised: July 07, 2012514 downloads
Extreme Movements and Measuring Risk in WTI Oil Prices
Sasa Zikovic
and
Bora Aktan
Date Posted: June 12, 2010111 downloads
The Mid 1990s Peso Crisis in Mexico: An Application of the Girton-Roper Model Frontiers in Finance and Economics, Vol. 6, No. 1, p. 73-92, 2009
Edward E. Ghartey
affiliation not provided to SSRN
Date Posted: June 12, 201032 downloads
Impact of Fiscal Policy on Residential Investment in France Banque de France Working Paper No. 270
Pamfili M. Antipa
and
Christophe Schalck
Date Posted: June 10, 201030 downloads
Decay Factor Optimisation in Time Weighted Simulation - Evaluating VAR Performance
Sasa Zikovic
and
Bora Aktan
Date Posted: June 09, 2010127 downloads
Road Transport Infrastructure in India
Shruti Tripathi
and
Vikash Gautam
Date Posted: June 09, 2010
Central Bank Liquidity and Market Liquidity: The Role of Collateral Provision on the French Government Debt Securities Market Banque de France Working Paper No. 278
Sanvi Avouyi-Dovi
and
Julien Idier
Date Posted: June 03, 201053 downloads
Combining Non-Replicable Forecasts
Chia-Lin Chang
,
Philip Hans Franses and
Michael McAleer
Date Posted: June 03, 2010359 downloads
Panel LM Unit Root Tests with Trend Shifts
Kyung So Im
,
Junsoo Lee and
Margie Tieslau
affiliation not provided to SSRN
,
University of Alabama - Department of Economics, Finance and Legal Studies
and
University of North Texas - Department of Economics
Date Posted: June 03, 201082 downloads
Wealth Effects: The French Case Banque de France Working Paper No. 276
Valerie Chauvin
and
Olivier Damette
Date Posted: June 03, 201016 downloads
Fractional Cointegration in US Term Spreads DIW Berlin Discussion Paper No. 981
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Date Posted: May 31, 201026 downloads
Seeking Variety: A Dynamic Model of Employee Blog Reading Behavior
Param Vir Singh ,
Nachiketa Sahoo and
Tridas Mukhopadhyay
Date Posted: May 28, 2010203 downloads
The Role of Growth Factors in the Phenomenon of the Celtic Tiger
György Simon Jr.
Date Posted: May 27, 2010Last Revised: May 21, 201377 downloads
A Markov Switching Unobserved Component Analysis of the CDX Index Term Premium
Giovanni Calice
,
Christos Ioannidis and
Rong Hui Miao
Date Posted: May 27, 2010Last Revised: November 20, 201056 downloads
Intra-Day-Patterns in the Colombian Exchange Market Index and VAR: Evaluation of Different Approaches Universidad Icesi Department of Economics Research Paper No. 20
Julio César Alonso and
Manuel Serna Cortés
Date Posted: May 26, 2010Last Revised: May 28, 201038 downloads
Do Google Searches Help in Nowcasting Private Consumption? A Real-Time Evidence for the US KOF Swiss Economic Institute Working Paper No. 256, DIW Berlin Discussion Paper No. 997
Konstantin A. Kholodilin
,
Maximilian Podstawski
and
Boriss Siliverstovs
affiliation not provided to SSRN
and
German Institute for Economic Research (DIW Berlin) - Department of International Economics
Date Posted: May 25, 2010Last Revised: October 27, 2012119 downloads
Empirical Evidence on the Role of Inflation Regime in the Exchange Rate Pass-Through to Import Prices
Marko Korhonen
and
Juha-Pekka Junttila
Date Posted: May 23, 2010Last Revised: May 24, 201050 downloads
Analysing High Frequency Data Using ARCH and GARCH Methods
Rohit Krishnan
Date Posted: May 21, 2010Last Revised: July 23, 2010343 downloads
Multivariate Option Pricing with Time Varying Volatility and Correlations CIRANO - Scientific Publications 2010s-23
J. V. K. Rombouts and
Lars Stentoft
Date Posted: May 20, 201056 downloads
On the Dynamics of Hedge Fund Risk Exposures CEPR Discussion Paper No. DP7780
Andrew J. Patton and
Tarun Ramadorai
Date Posted: May 19, 20109 downloads
Forecast Combinations CREATES Research Paper No. 2010-21
Marco Aiolfi ,
Carlos Capistrán and
Allan G. Timmermann
Date Posted: May 19, 2010124 downloads
Volatility, Correlation and Tails for Systemic Risk Measurement
Christian T. Brownlees
and
Robert F. Engle
Date Posted: May 18, 2010Last Revised: October 26, 20124580 downloads
The Housing Price Forecasting and the Outbreak of the Financial Crisis: Evidence of the Arima Model
Yi-Chi Chen
and
Wei-Choun Yu
Date Posted: May 18, 201096 downloads
Business Conditions, Market Volatility and Option Prices
Christian Dorion
Date Posted: May 17, 2010Last Revised: March 18, 2012153 downloads
Exploring the Sensitivity of Corporate Bond Yield Spreads to Changes in the Yield Curve
Moahmed Lotfi Boulkeroua
and
Andrew W. Stark
affiliation not provided to SSRN
and
University of Manchester - Manchester Business School
Date Posted: May 16, 2010Last Revised: May 24, 201085 downloads
Multivariate Option Pricing with Time Varying Volatility and Correlations CREATES Research Paper No. 2010-19
J. V. K. Rombouts and
Lars Stentoft
Date Posted: May 12, 201062 downloads
Testing for Unit Roots: What Should Students Be Taught? Journal of Economic Education, Vol. 32, No. 2, pp. 137-146, 2001
John Elder and
Peter E. Kennedy
Date Posted: May 12, 2010Last Revised: December 21, 2010
Estimating the Equity Risk Premium with Time-Series Forecasts of Earnings
Kristian D. Allee
Date Posted: May 09, 2010Last Revised: December 27, 201118 downloads
Offensive Risk Management II: The Case for Active Tail Risk Hedging Journal of Portfolio Management, Forthcoming
Vineer Bhansali
Date Posted: May 09, 2010
Estimating the Equity Risk Premium with Time-Series Forecasts of Earnings
Kristian D. Allee
Date Posted: May 06, 2010Last Revised: December 27, 2011108 downloads
On the Role of Sectoral and National Components in the Wage Bargaining Process IZA Discussion Paper No. 4908
Christian Dreger
and
Hans-Eggert Reimers
Date Posted: May 03, 201013 downloads
A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008 Banco de Mexico Research Document No. 2009-10
Guillermo Benavides and
Carlos Capistrán
Date Posted: May 02, 2010Last Revised: May 09, 201040 downloads
Cruise Passengers’ Expenditure in the Caribbean Port of Call of Cartagena De Indias: A Cross-Section Data Analysis Estudios y Perspectivas en Turismo, Vol. 19. No. 5, pp. 607-634, 2010
Juan Gabriel Brida ,
Daniel Bukstein
,
Nicolas Garrido
and
Emiliano Tealde
Date Posted: May 01, 2010Last Revised: June 19, 2011116 downloads
Gold and the U.S. Dollar: Tales from the Turmoil
Massimiliano Marzo and
Paolo Zagaglia
Date Posted: May 01, 2010217 downloads
Long Memory and Volatility Dynamics in the US Dollar Exchange Rate DIW Berlin Discussion Paper No. 975
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Date Posted: April 27, 201076 downloads
Smooth Transition Patterns in the Realized Stock Bond Correlation CREATES Research Paper 2010-15
Nektarios Aslanidis
and
Charlotte Christiansen
Date Posted: April 27, 2010Last Revised: April 16, 201243 downloads
Smooth Transition Patterns in the Realized Stock Bond Correlation
Nektarios Aslanidis
and
Charlotte Christiansen
Date Posted: April 26, 2010Last Revised: April 16, 201291 downloads
'Google It!' Forecasting the US Unemployment Rate with A Google Job Search Index FEEM Working Paper No. 31.2010
Francesco D’Amuri
and
Juri Marcucci
Date Posted: April 22, 2010275 downloads
An Examination of the Greenspan Hypothesis
Natalie Hegwood
and
M. H. Tuttle
Date Posted: April 20, 201015 downloads
Dynamic Relationship among the Stock Market and the Macroeconomic Factors: Evidence from Nepal South Asia Economic Journal, Vol. 10, No. 2, pp. 451-469, July/December 2009
Ram Chandra Bhattarai
Date Posted: April 20, 2010
Forecast of Hotel Overnights in the Autonomous Region of the Azores
Carlos Alberto Silva Melo Santos
,
Gualter Couto
and
Pedro Miguel Pimentel
Date Posted: April 20, 201021 downloads
Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques Ruhr Economic Paper No. 171, DIW Berlin Discussion Paper No. 982
Ansgar Hubertus Belke and
Robert Czudaj
Date Posted: April 20, 2010Last Revised: July 13, 201054 downloads
Quality of the Azores Destination in the Perspective of Tourists
Carlos Alberto Silva Melo Santos
,
Pedro Miguel Pimentel ,
Gualter Couto
and
José António Cabral Vieira
Date Posted: April 20, 201036 downloads
Option Pricing and Dynamic Discrete Time Hedging for Regime-Switching Geometric Random Walks Models
Bruno Remillard ,
Alexandre Hocquard
and
Nicolas A. Papageorgiou
Date Posted: April 16, 2010205 downloads
Are Forecast Updates Progressive?
Chia-Lin Chang
,
Philip Hans Franses and
Michael McAleer
Date Posted: April 14, 2010419 downloads
Volatility in Equilibrium: Asymmetries and Dynamic Dependencies Economic Research Initiatives at Duke (ERID) Working Paper No. 35
Tim Bollerslev ,
Natalia Sizova
and
George Tauchen
Date Posted: April 14, 2010Last Revised: May 06, 2010180 downloads
Intermediate Econometrics: Theory and Application (Fundamentos de Econometría Intermedia: Teoría y Aplicaciones) (Spanish) Documento CEDE No. 2010-1
Jorge Andres Perdomo Calvo
Date Posted: April 08, 2010Last Revised: February 27, 2013
Empirical Evidence on Indian Stock Market Efficiency in Context of the Global Financial Crisis Global Journal of Finance and Management, Vol. 1, No. 2, pp.149-157
P. K. Mishra
Date Posted: April 08, 2010Last Revised: January 23, 2012
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