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JEL Code: C22
534,528 Total downloads
Showing Papers 1,141 - 1,190 of 3,424
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Forecasts with Single-Equation Markov-Switching Model: An Application to the Gross Domestic Product of Latvia
Ginters Buss
Date Posted: February 23, 201021 downloads
Testing for Hysteresis in Entrepreneurship in 23 OECD Countries
Simon C. Parker
,
Antonio Golpe
and
Emilio Congregado
Date Posted: February 23, 201038 downloads
Demographics and the Term Structure of Stock Market Risk
Andrea Tamoni
and
Carlo A. Favero
Date Posted: February 22, 2010Last Revised: May 20, 201061 downloads
Testing Over-Identifying Restrictions Without Consistent Estimation of the Asymptotic Covariance Matrix
Wei-Ming Lee and
Chung-Ming Kuan
Date Posted: February 21, 201043 downloads
Are American and French Stock Markets Integrated? The International Journal of Business and Finance Research, Vol. 2, No. 2, pp.107-116, 2008
Fredj Jawadi Sr.
and
Mohamed El Hédi Arouri
Date Posted: February 19, 201024 downloads
Estimation of Conditional Moment Restrictions Without Assuming Parameter Identifiability in the Implied Unconditional Moments
Shih-Hsun Hsu
and
Chung-Ming Kuan
Date Posted: February 19, 201017 downloads
Long Memory in Exchange Rates: International Evidence The International Journal of Business and Finance Research, Vol. 2, No. 1, pp. 31-39, 2008
Christos Floros
Date Posted: February 19, 2010
How Does Monetary Transmission Mechanism Impact Output, Inflation and Money Market Funds in Argentine?
Juan Ledesma Padilla
Date Posted: February 17, 201080 downloads
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chia-Lin Chang
and
Michael McAleer
Date Posted: February 16, 2010214 downloads
Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool IZA Discussion Paper No. 4748
Wang-Sheng Lee and
Sandy Suardi
Date Posted: February 15, 201018 downloads
Stock Market Response to Food Safety Regulations European Review of Agricultural Economics, Vol. 36, No. 4, pp. 571-595, 2009
Mario Mazzocchi
,
Maddalena Ragona and
Melanie Fritz
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: February 15, 2010
Does Nominal Devaluation Precede Real Devaluation in Flexible Exchange Rate Regime? A Case Study of Papua New Guinea Business Review, Vol. 5, No. 4, pp. 3-17, 2009
Prof. Ravinder Rena
Date Posted: February 13, 2010
Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error CREATES Research Paper No. 2010-8
Peter Reinhard Hansen and
Asger Lunde
Date Posted: February 10, 2010177 downloads
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation
Mohitosh Kejriwal
and
Claude Lopez
Date Posted: February 10, 2010Last Revised: March 02, 201025 downloads
A Bayesian Approach for Capturing Daily Heterogeneity in Intra-Daily Durations Time Series
Christian T. Brownlees
and
Marina Vannucci
Date Posted: February 09, 2010Last Revised: November 27, 2012184 downloads
Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability CEPR Discussion Paper No. DP7656
Marco Aiolfi
,
Marius Rodriguez
and
Allan G. Timmermann
Date Posted: February 08, 20105 downloads
Markov-Switching and the IFO Business Climate: The IFO Business Cycle Traffic Lights CESifo Working Paper Series No. 2936
Klaus Abberger
and
Wolfgang Nierhaus
Date Posted: February 08, 201065 downloads
Actuarial Transform Pricing
Oleg A. Ruban
,
Luiz Vitiello
and
Ser-Huang Poon
Date Posted: February 07, 201070 downloads
Hedging the Black Swan: Conditional Heteroskedasticity and Tail Dependence in S&P500 and Vix
Sawsan Abbas
,
Ser-Huang Poon and
Jonathan Tawn
Date Posted: February 07, 2010304 downloads
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series Tinbergen Institute Discussion Paper 10-018/4
Irma Hindrayanto
,
John A.D. Aston
,
Siem Jan Koopman and
Marius Ooms
Date Posted: February 06, 201040 downloads
Models with Time-Varying Mean and Variance: A Robust Analysis of U.S. Industrial Production Tinbergen Institute Discussion Paper 10-017/4
Charles S. Bos and
Siem Jan Koopman
Date Posted: February 06, 201046 downloads
A Total Risk Measurement Framework for Hedge Funds and Funds of Funds
Apostolos Katsaris
,
Ali Hegazi
and
Martin Goulet
Date Posted: February 03, 2010721 downloads
A Markov Chain Quasi-Monte Carlo Method for Bayesian Estimation of Stochastic Volatility Model
Eric Fung
,
Ching-Wah Ho
,
Tak-Kuen Siu
and
Wing-Keung Wong
affiliation not provided to SSRN
,
Macquarie University, Faculty of Business and Economics
and
Hong Kong Baptist University (HKBU)
Date Posted: February 02, 2010Last Revised: September 03, 2012146 downloads
Volatility of a Seemingly Fixed Exchange Rate CERGE-EI Working Paper Series No. 88
Evzen Kocenda
Date Posted: January 31, 201017 downloads
Frequency Dependence in a Real-Time Monetary Policy Rule
Richard A. Ashley
,
Kwok Ping Tsang
and
Randal J. Verbrugge
Date Posted: January 29, 2010Last Revised: January 29, 201142 downloads
Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions FRB of Philadelphia Working Paper No. 10-5
S. Boragan Aruoba and
Francis X. Diebold
Date Posted: January 29, 201028 downloads
Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations Student, Vol. 5 No. 3-4, pp. 283-298, September 2006
David Ardia
Date Posted: January 28, 2010178 downloads
The Taylor Rule and 'Opportunistic' Monetary Policy CREATES Research Paper No. 2010-4
Helle Bunzel and
Walter Enders
Date Posted: January 27, 201068 downloads
Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions
Minxian Yang
Date Posted: January 27, 201094 downloads
Efficient Bayesian Estimation and Combination of GARCH-Type Models RETHINKING RISK MEASUREMENT AND REPORTING: EXAMPLES AND APPLICATIONS FROM FINANCE, Vol. II, Chapter 1, Klaus Böcker, eds., RiskBooks, London, 2010,
David Ardia and
Lennart F. Hoogerheide
Date Posted: January 26, 2010Last Revised: April 08, 2011267 downloads
The Australian Firearms Buyback and its Effect on Gun Deaths Contemporary Economic Policy, Vol. 28, Issue 1, pp. 65-79, January 2010
Wang-Sheng Lee and
Sandy Suardi
Date Posted: January 25, 20102 downloads
Assessing Predictive Content of the KOF Barometer in Real Time KOF Swiss Economic Institute Working Paper No. 249
Boriss Siliverstovs
Date Posted: January 25, 20108 downloads
Does the Law of One Price Hold in a High-Inflation Environment? A Tale of Two Cities in Turkey KOF Swiss Economic Institute Working Paper No. 248
Sule Akkoyunlu
and
Boriss Siliverstovs
Date Posted: January 25, 201021 downloads
Quasi Maximum Likelihood Estimation of GARCH Models with Heavy-Tailed Likelihoods
Jianqing Fan
,
Lei Qi
and
Dacheng Xiu
Date Posted: January 24, 2010Last Revised: August 06, 2012711 downloads
The Informational Role of Options Trading Volume in the Australian Index Options Markets Finance and Corporate Governance Conference 2010 Paper
Xiaoming Li ,
Lawrence Rose
and
Klaus Buhr
affiliation not provided to SSRN
and
UNITEC Institute of Technology
Date Posted: January 24, 201068 downloads
Optimal Portfolio Selection with a Shortfall Probability Constraint: Evidence from Alternative Distribution Functions
Yalcin and
Atakan Yalcin
affiliation not provided to SSRN
and
Ozyegin University
Date Posted: January 22, 2010Last Revised: February 07, 2010104 downloads
The Timing Performance of Local Versus Foreign Mutual Fund Managers: An Analysis of Market, Volatility and Joint Timing
Stephan Tschanz
Date Posted: January 21, 201093 downloads
Investment Forecasting with Multivariate Linear Regression
James R. Fuller
Date Posted: January 19, 201075 downloads
Comment on P. K. Clark's Distribution of Lognormal-Normal Increments and the Lognormal Cascade Distribution
Stephen H.T. Lihn
affiliation not provided to SSRN
Date Posted: January 18, 201037 downloads
On the Network Effect in the Stock Market, The N^3/2 Power Law, and Optimal Volatility Equilibrium
Stephen H.T. Lihn
affiliation not provided to SSRN
Date Posted: January 18, 2010Last Revised: February 24, 201097 downloads
Jumps and Stochastic Volatility in Oil Prices: Time Series Evidence
Karl Larsson
and
Marcus Nossman
Date Posted: January 16, 2010285 downloads
Dynamic Linkages and Granger Causality between Trade and Budget Deficits: Evidence from Africa African Journal of Accounting, Economics, Finance and Banking Research, Vol. 2, No. 2, April 2008
John Malindretos
and
Augustine C. Arize
affiliation not provided to SSRN
and
Texas A&M University (TAMU) - College of Business and Technology
Date Posted: January 15, 201041 downloads
Optimal Estimation Under Nonstandard Conditions Cowles Foundation Discussion Paper No. 1748
Werner Ploberger
and
Peter C. B. Phillips
affiliation not provided to SSRN
and
Yale University - Cowles Foundation
Date Posted: January 15, 201020 downloads
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels Cowles Foundation Discussion Paper No. 1749
Yixiao Sun
,
Peter C. B. Phillips and
Sainan Jin
Date Posted: January 15, 201021 downloads
The Risk of Beta – Investor Learning and Prospect Theory Finance and Corporate Governance Conference 2010 Paper
Dirk G. Baur
and
Niels Schulze
Date Posted: January 15, 2010Last Revised: March 14, 2010352 downloads
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression Cowles Foundation Discussion Paper No. 1746
Chirok Han
,
Peter C. B. Phillips and
Donggyu Sul
Date Posted: January 15, 201022 downloads
X-Differencing and Dynamic Panel Model Estimation Cowles Foundation Discussion Paper No. 1747
Chirok Han
,
Peter C. B. Phillips and
Donggyu Sul
Date Posted: January 15, 201084 downloads
The Predictive Power of the Yield Curve Across Countries and Time La Follette School of Public Affairs Working Paper No. 2010-002
Kavan Kucko
and
Menzie David Chinn
Date Posted: January 14, 201071 downloads
Are Turkish Migrants Altruistic: Evidence from the Macro Data KOF Working Paper No. 246
Sule Akkoyunlu
Date Posted: January 12, 201016 downloads
It Pays to Violate: How Effective are the Basel Accord Penalties in Encouraging Risk Management? Finance and Corporate Governance Conference 2010 Paper
Michael McAleer
Date Posted: January 12, 2010Last Revised: September 14, 2010713 downloads
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