Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,509
Full Text Papers:
393,865
Authors:
226,776
Papers Received in Last 12 months:
68,968
Paper Downloads:
To date:
65,966,954
Last 12 months:
11,189,330
Last 30 days:
1,059,940
CiteReader: What's this?
Papers with
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation
5,722,240
Papers with
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: C5
1,171,504 Total downloads
Showing Papers 1,101 - 1,150 of 5,962
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
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
What is Hidden in the Fed's Model? The second Approximation
Dmitry V. Baryshevsky
Date Posted: October 03, 2003250 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, 2008250 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
Multivariate Realized Stock Market Volatility
Gregory H. Bauer and
Keith Vorkink
Date Posted: October 19, 2006249 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
Adaptive Inflation Expectations Under Structural Changes: The Case of Finland
Juha-Pekka Junttila
Date Posted: May 06, 1997248 downloads
On the Impact of Heavy-Tailed Returns to Popular Risk Measures: Evidence from Global Indices
Fotios Harmantzis
and
Linyan Miao
Date Posted: June 17, 2005248 downloads
Seasonality in Economic Models University of Aarhus, Economics Working Paper No. 2001-16
Bjarne Brendstrup ,
Svend Hylleberg ,
Morten Ørregaard Nielsen ,
Lars Skipper and
Lars Stentoft
Date Posted: December 18, 2001248 downloads
Early Prediction of Bank Failures in the Republic of Croatia
Domagoj Sajter
Date Posted: February 20, 2007247 downloads
Finite Sample Properties of Tests of the Epstein-Zin Asset Pricing Model
David C. Smith
Date Posted: December 11, 1998247 downloads
Identification, Estimation And Testing Of Conditionally Heteroskedastic Factor Models CEMFI Working Paper 9709
Gabriele Fiorentini and
Enrique Sentana
Date Posted: February 02, 1998247 downloads
Improving the Value at Risk Forecasts: Theory and Evidence from the Financial Crisis Journal of Economic Dynamics and Control, Forthcoming
Roxana Halbleib-Chiriac
and
Winfried Pohlmeier
Date Posted: April 15, 2010Last Revised: October 25, 2011247 downloads
The Use (and Abuse) of Meta-Analysis in Environmental and Natural Resource Economics: An Assessment
Jon P. Nelson and
Peter E. Kennedy
Date Posted: April 08, 2008Last Revised: April 26, 2009247 downloads
Are Any Growth Theories Robust?
Steven N. Durlauf ,
Andros Kourtellos
and
Chih Ming Tan
Date Posted: March 13, 2007246 downloads
DSGE Models and Central Banks Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-16
Camilo E. Tovar
Date Posted: December 18, 2010246 downloads
Fractional Cointegration Analysis of Securitized Real Estate Journal of Real Estate Finance and Economics, Forthcoming, Swiss Finance Institute Research Paper No. 09-08
Camilo Serrano
and
Martin Hoesli
Date Posted: March 22, 2009Last Revised: December 19, 2009246 downloads
Takeover Premiums, Appraisal Rights, and the Price Elasticity of a Firm's Publicly Traded Stock Georgia Law Review, Vol. 25, pp. 783-818, 1991
Gregory Sidak and
Susan E. Woodward
Date Posted: August 15, 2002246 downloads
Assortment Variety: Attribute -- Versus Product Based Tilburg University Center for Economic Research
Erica van Herpen and
Rik Pieters
Date Posted: January 01, 2001245 downloads
Cost Savings from Electronic Payments and ATMs in Europe FRB of Philadelphia Working Paper No. 03-16
David B. Humphrey
Date Posted: August 18, 2004245 downloads
Economic Evaluation of Climate Change Impacts and Adaptation in Italy FEEM Working Paper No. 103.04
Alessandra Goria and
Gretel Gambarelli
Date Posted: September 10, 2004245 downloads
Is God in the Details? A Reexamination of the Role of Religion in Economic Growth Journal of Applied Econometrics, Forthcoming
Steven N. Durlauf ,
Andros Kourtellos
and
Chih Ming Tan
Date Posted: October 03, 2006Last Revised: April 24, 2011245 downloads
Measuring and Testing Granger Causality over the Spectrum: An Application to European Production Expectation Surveys International Journal of Forecasting, 2008
Aurelie Lemmens ,
Christophe Croux and
M. G. Dekimpe
Date Posted: December 20, 2004Last Revised: March 26, 2008245 downloads
Monetary Policy Rules and Business Cycle in China: Bayesian DSGE Model Simulation
Lixin Sun and
Somnath Sen
Date Posted: April 11, 2011Last Revised: November 24, 2011245 downloads
ROM Simulation: Applications to Stress Testing and VaR
Carol Alexander and
Dan Ledermann
Date Posted: May 01, 2012Last Revised: May 28, 2012245 downloads
Testing a Three - State Model in Currency Derivative Markets Journal of Risk, Vol. 4, No. 3, 2002
Ako Doffou
Date Posted: November 19, 2007245 downloads
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions U of London Queen Mary Economics Working Paper No. 489
George Kapetanios and
Massimiliano Giuseppe Marcellino
Date Posted: May 12, 2003244 downloads
Block Structure Multivariate Stochastic Volatility Models
Manabu Asai ,
Massimiliano Caporin and
Michael McAleer
Date Posted: December 18, 2009244 downloads
Stability of Mean-Variance Portfolio Weights
Andrzej Palczewski
and
Jan Palczewski
Date Posted: February 16, 2010Last Revised: March 14, 2010244 downloads
Yield-Factor Volatility Models
Christophe Perignon and
Daniel R. Smith
Date Posted: November 15, 2006244 downloads
CDOs and the Financial Crisis: Credit Ratings and Fair Premia EFA 2011
Marcin Wojtowicz
Date Posted: March 13, 2010Last Revised: November 19, 2012243 downloads
Dynamics of Consumer Demand for New Durable Goods
Gautam Gowrisankaran and
Marc Rysman
Date Posted: July 13, 2007243 downloads
Modelling the Value of the S&P 500 - A System Dynamics Perspective University of Technology, Finance and Economics Working Paper No. 115
Carl Chiarella
and
Shenhuai Gao
Date Posted: February 03, 2006243 downloads
Predictive Gains from Forecast Combinations Using Time Varying Model Weights
Francesco Ravazzolo ,
Marno Verbeek and
H. K. van Dijk
Date Posted: September 11, 2007243 downloads
A Gold Bubble?
Dirk G. Baur
and
Kristoffer J. Glover
Date Posted: October 25, 2012242 downloads
Discrete-time Volatility Forecasting with Persistent Leverage Effect and the Link with Continuous-time Volatility Modeling
Roberto Renò
Date Posted: December 17, 2008Last Revised: April 06, 2010242 downloads
Long-run Regressions: Theory and Application to US Asset Markets
Charlotte Strunk Hansen and
Bjorn Tuypens
Date Posted: October 27, 2004242 downloads
Ranking Multivariate GARCH Models by Problem Dimension
Massimiliano Caporin and
Michael McAleer
Date Posted: May 09, 2010Last Revised: October 16, 2010242 downloads
The Empirical Economic Growth Literature: Robustness, Significance and Size Tinbergen Institute Discussion Paper No. TI 2002-040/3
Raymond J.G.M. Florax ,
Henri L. F. de Groot and
Reinout Heijungs
Date Posted: May 09, 2002242 downloads
DSGE Models and Central Banks BIS Working Paper No. 258
Camilo E. Tovar
Date Posted: September 08, 2008241 downloads
Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets CESifo Working Paper Series No. 2820
Sasa Zikovic
and
Randall K. Filer
Date Posted: October 21, 2009241 downloads
Is the Currency Risk Priced in Equity Markets? Queen Mary, University of London Economics Working Paper No. 511
Francesco Giurda
and
Elias Tzavalis
Date Posted: March 07, 2004241 downloads
Leading Indicators: What Have We Learned? IGIER Working Paper No. 286
Massimiliano Giuseppe Marcellino
Date Posted: April 05, 2005241 downloads
Inflation Forecast Uncertainty Stockholm School of Economics EFI Working Paper No. 384, European Economic Review, Vol. 47, pp.1037-1059, 2003
Paolo Giordani and
Paul Söderlind
Date Posted: November 24, 2001Last Revised: June 07, 2010240 downloads
Realized Volatility Risk
David E. Allen ,
Michael McAleer and
Marcel Scharth
Date Posted: December 11, 2009Last Revised: January 25, 2010240 downloads
Risk Based Capital and Pricing for Reverse Mortgages Revisited UNSW Australian School of Business Research Paper No. 2010ACTL04
Michael Sherris
and
David Sun
Date Posted: April 13, 2010Last Revised: April 12, 2011240 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
4.766 seconds
