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1,170,658 Total downloads
Showing Papers 1,141 - 1,190 of 5,953
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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
A Gold Bubble?
Dirk G. Baur
and
Kristoffer J. Glover
Date Posted: October 25, 2012240 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
Short-Term Momentum Patterns in Stock and Sectoral Return: Evidence from India 22nd Australasian Finance and Banking Conference 2009
Sanjay Sehgal
and
Sakshi Jain
Date Posted: August 16, 2009240 downloads
The Oil Cycle, the Resource Curse, and the Tax-Spend Hypothesis: A VAR Analysis for Angola
Francisco Galrao Carneiro
Date Posted: May 23, 2005240 downloads
EU Structural Funds and Spain's Objective 1 Regions: An Analysis Based on the Hermin Model FEDEA Working Paper No. 2005-24
Simón Sosvilla Rivero
Date Posted: November 14, 2005239 downloads
On Applications of State-Space Modelling in Macroeconomics Reserve Bank of New Zealand Discussion Paper No. DP2003/02
Olivier Basdevant
Date Posted: June 06, 2003239 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, 2011239 downloads
A Semiparametric Approach to Value-at-Risk, Expected Shortfall and Optimum Asset Allocation in Stock-Bond Portfolios Before and After the Global Financial Crisis 23rd Australasian Finance and Banking Conference 2010 Paper
Param Silvapulle
,
Xiangjin Bruce Chen
and
Mervyn J Silvapulle
affiliation not provided to SSRN
Date Posted: August 24, 2010Last Revised: July 19, 2012238 downloads
Modelling the Implied Probability of Stock Market Movements ECB Working Paper No. 212
Ernst Glatzer and
Martin Scheicher
Date Posted: February 06, 2003238 downloads
Separating Dynamic Consumer, Competitor and Company Response to Marketing Actions: Exclusion Restrictions on VAR-based Impulse Response Functions Tuck Business School Working Paper No. 03-32
Koen H. Pauwels and
Paul J. Wolfson
Date Posted: December 10, 2003238 downloads
Time-Varying Betas Help in Asset Pricing:
The Threshold CAPM Studies in Nonlinear Dynamics and Econometrics, Vol. 6, 2003
Aslihan Altay Salih
,
Mehmet Caner
and
Levent Akdeniz
Date Posted: June 19, 2006238 downloads
What Determines Differences in Foreign Bank Efficiency? Australian Evidence CESifo Working Paper Series No. 1587
Jan-Egbert Sturm and
Barry Williams
Date Posted: November 26, 2005238 downloads
A Model for Vast Panels of Volatilities
David Veredas and
Matteo Luciani
Date Posted: September 14, 2011Last Revised: March 29, 2012237 downloads
SAFE: An Early Warning System for Systemic Banking Risk 24th Australasian Finance and Banking Conference 2011 Paper
Mikhail V. Oet ,
Ryan Eiben
,
Timothy Bianco
,
Dieter Gramlich
,
Stephen J. Ong
and
Jing Wang
Date Posted: August 26, 2011237 downloads
The Alpha Bias in Asset Allocation Performance Measurement
Don M. Chance
Date Posted: June 17, 2011Last Revised: March 15, 2012237 downloads
How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?
John M. Maheu and
Thomas H. McCurdy
Date Posted: June 27, 2007Last Revised: March 02, 2012236 downloads
Probability Tree Algorithm for General Diffusion Processes
Colleen Chen ,
Radu Paul Mondescu ,
David Muzzall and
Marco Renedo
Date Posted: March 13, 2001236 downloads
Recent Advances in Territorial Competition and Competitiveness Analysis Romanian Journal of European Affairs, Forthcoming
Daniela Luminita Constantin
Date Posted: February 18, 2007236 downloads
Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators IZA Discussion Paper No. 3039
Mark B. Stewart and
Wiji Arulampalam
Date Posted: October 10, 2007236 downloads
Asymmetric Effects of Return and Volatility on Correlation between International Equity Markets
Abderrahim Taamouti
and
Georges Tsafack
Date Posted: February 16, 2009Last Revised: April 08, 2009235 downloads
Modeling the Cross Section of Stock Returns: A Model Pooling Approach Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Michael S. O'Doherty ,
N. Eugene Savin and
Ashish Tiwari
Date Posted: March 15, 2010Last Revised: May 06, 2012235 downloads
A Note on Hybrid Mortgages
Brent W. Ambrose ,
Michael LaCour-Little and
Zsuzsa R. Huszar
Date Posted: September 17, 2004234 downloads
Country Default Probabilities: Assessing and Backtesting
Stefan Huschens ,
Alexander Karmann
,
Dominik Maltritz
and
Konstantin Vogl
Date Posted: March 03, 2007234 downloads
Dynamic Correlation Hedging in Copula Models for Portfolio Selection Paris December 2009 Finance International Meeting
Denitsa Stefanova
and
Redouane Elkamhi
Date Posted: October 26, 2009234 downloads
News - Good or Bad - and its Impact Over Multiple Horizons
Xilong Chen
and
Eric Ghysels
Date Posted: July 05, 2007234 downloads
Predicting Stock Returns on the Basis of Financial and Market Variables
Victor Maleev
and
Tatiana Nikolenko
Date Posted: November 30, 2010234 downloads
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models PIER Working Paper No. 07-029
Francis X. Diebold ,
Jens Henrik Eggert Christensen
and
Glenn D. Rudebusch
Date Posted: October 01, 2007234 downloads
Private Equity Performance and Liquidity Risk Netspar Discussion Paper No. 06/2010-024, Journal of Finance, Forthcoming
Francesco A. Franzoni
,
Eric Nowak and
Ludovic Phalippou
Date Posted: August 05, 2010Last Revised: September 13, 2012233 downloads
An MCMC Approach to Multivariate Density Forecasting: An Application to Liquidity
Fabian Krueger
and
Ingmar Nolte
Date Posted: January 20, 2011Last Revised: May 05, 2013232 downloads
Futures Prices in a Production Economy with Investment Constraints
Leonid Kogan ,
Dmitry Livdan and
Amir Yaron
Date Posted: February 17, 2004232 downloads
On Forecasting Daily Stock Volatility: The Role of Intraday Information and Market Conditions Cass Business School Research Paper No. 02-08
Ana-Maria Fuertes ,
Elena Kalotychou
and
Marwan Izzeldin
Date Posted: May 29, 2008232 downloads
Payment Network Scale Economies, SEPA, and Cash Replacement FRB of Philadelphia Working Paper No. 07-32
Wilko Bolt
and
David B. Humphrey
Date Posted: January 16, 2008232 downloads
An Empirical Model Comparison for Valuing Crack Spread Options
Steffen Mahringer
and
Marcel Prokopczuk
Date Posted: March 11, 2010Last Revised: July 26, 2011231 downloads
Estimating Indices in the Presence of Seller Reservation Prices Yale ICF Working Paper No. 03-05
Liang Peng and
William N. Goetzmann
Date Posted: April 08, 2003231 downloads
Forecasting Inflation Using Commodity Price Aggregates
Yu-Chin Chen ,
Stephen J. Turnovsky and
Eric Zivot
Date Posted: October 01, 2011231 downloads
Model Uncertainty, Complexity and Rank in Finance
Cornelis A. Los
Date Posted: November 16, 2004231 downloads
Neural Networks: Is it Hermeneutic?
Rama Prasad Kanungo
Date Posted: April 25, 2004231 downloads
Testing a Jump-Diffusion Stochastic Interest Rates Model in Currency Options Markets Advances in Futures and Options Research, Vol. 11, 2001, Journal of Risk, Forthcoming
Ako Doffou and
Jimmy E. Hilliard
Date Posted: December 04, 2007231 downloads
The VIX, the Variance Premium and Stock Market Volatility
Geert Bekaert and
Marie Hoerova
Date Posted: April 17, 2013231 downloads
Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series Tinbergen Institute Discussion Paper No. TI 02-113/4
Siem Jan Koopman and
Charles S. Bos
Date Posted: January 06, 2003231 downloads
Explaining and Forecasting Inflation in Turkey World Bank Policy Research Working Paper No. 3287
Ilker Domac
Date Posted: October 30, 2004230 downloads
Market Integration and Small Stock Returns: A Co-Movement Analysis
Markus Glaser
and
Steffen Schaarschmidt
Date Posted: March 15, 2012Last Revised: October 30, 2012230 downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Kevin D. Hoover ,
Soren Johansen
and
Katarina Juselius
Date Posted: November 21, 2007229 downloads
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