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Full Text Papers: 481,644
Authors: 268,978
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SSRN eLibrary Search Results
JEL Code: C22
628,957 Total downloads
Showing Papers 1,181 - 1,230 of 3,927
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Incl. Electronic Paper Value at Risk Estimation for Heavy Tailed Distributions
The International Journal of Business and Finance Research, v. 8 (3) p. 109-125, 2014
Imed Gammoudi , Lotfi Belkacem and Mohamed El Ghourabi
University of Sousse , University of Sousse and University of Tunis, Larodec
Date Posted: December 13, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Value at Risk Estimation for Heavy Tailed Distributions
The International Journal of Business and Finance Research, v. 8 (3) p. 109-125, 2014
Imed Gammoudi , Lotfi BelKacem and Mohamed El Ghourabi
University of Sousse , University of Sousse - LaREMFiQ and University of Tunis, Larodec
Date Posted: December 12, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Causality Linkages Among Energy Poverty, Income Polarization, Income Poverty and Growth: A System Dynamic Modeling Approach
Presented at 30th AGM & Conference 2014, PSDE, PIDE, Islamabad, Pakistan
Ghulam Murtaza and Muhammad Zahir Faridi
Pakistan Institute of Development Economics (PIDE), Islamabad, Pakistan and Bahauddin Zakarya University Multan
Date Posted: December 12, 2014
Last Revised: December 13, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Financial Policy of India - Theory & Evidence from Co-Integration
H.R Journal of Management, Forthcoming
Mahendra Pal
DSE, University of Delhi
Date Posted: December 12, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Value at Risk Estimation for Heavy Tailed Distributions
The International Journal of Business and Finance Research, v. 8 (3) p. 109-125
Imed Gammoudi , Lotfi Belkacem and Mohamed El Ghourabi
University of Sousse , University of Sousse and University of Tunis, Larodec
Date Posted: December 11, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Dissecting Exchange Rates and Fundamentals: The Role of Permanent and Transitory Shocks
Yu‐Hsi Chou
Fu-Jen Catholic University, Department of Economics
Date Posted: December 10, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Role of Fiscal Policy for Private Investment in Pakistan
International Journal of Economic Sciences and Applied Research, 7 (2): 139-152
Ghulam Rasool Madni
University of Lahore (UOL)
Date Posted: December 09, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices
Ca' Foscari University of Venice Department of Economics Working Paper No. 23/WP/2014
Roberto Casarin
University Ca' Foscari of Venice - Department of Economics
Date Posted: December 09, 2014
Working Paper Series
2 downloads

Network Analysis of the Post-Soviet Integration Processes: Hierarchical Ranking and Joint Cluster Analysis of Attributional and Relational Data of the Former Soviet States
Nina Lazaridi
Harvard University
Date Posted: December 08, 2014
Working Paper Series

Incl. Electronic Paper Panel Cointegration Testing in the Presence of Linear Time Trends
Uwe Hassler and Mehdi Hosseinkouchack
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Date Posted: December 06, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper A Comparative Analysis of Liquidity Measures
Yuping Huang and Vasilios I. Sogiakas
University of Glasgow and University of Glasgow
Date Posted: December 03, 2014
Working Paper Series
67 downloads

Incl. Electronic Paper Risk of Liquidity Risk Premium
Yuping Huang and Vasilios I. Sogiakas
University of Glasgow and University of Glasgow
Date Posted: December 03, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Weak Convergence to Stochastic Integrals for Econometric Applications
Cowles Foundation Discussion Paper No. 1971
Hanying Liang , Peter C. B. Phillips , Hanchao Wang and Qiying Wang
Tongji University - School of Economics and Management , Yale University - Cowles Foundation , Zhejiang University - College of Economics and University of Sydney
Date Posted: December 03, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Financial Bubble Implosion
Cowles Foundation Discussion Paper No. 1967
Peter C. B. Phillips and Shu-Ping Shi
Yale University - Cowles Foundation and Macquarie University
Date Posted: December 03, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing
Cowles Foundation Discussion Paper No. 1964
Offer Lieberman and Peter C. B. Phillips
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and Yale University - Cowles Foundation
Date Posted: December 03, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper How Fiscal Policy Affects the Price Level: Britain's First Experience with Paper Money
Banque de France Working Paper No. 525
Pamfili M. Antipa
Banque de France
Date Posted: November 29, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper How Do Oil Price Forecast Errors Impact Inflation Forecast Errors? An Empirical Analysis from French and US Inflation Forecasts
Banque de France Working Paper No. 523
Frederique Bec and Annabelle de Gaye
Banque de France and Banque de France
Date Posted: November 29, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper CVA and Wrong-Way Risk: A Model Comparison from a Measure Change Perspective
Frédéric D. Vrins
Louvain School of Management, Université catholique de Louvain
Date Posted: November 25, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Probability and Pertinence
Adela Baho and Alain Ruttiens
Aix-Marseille School of Economics and ESCP Europe
Date Posted: November 24, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Lucky Factors
Campbell R. Harvey and Yan Liu
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Date Posted: November 22, 2014
Last Revised: December 17, 2014
Working Paper Series
176 downloads

Incl. Electronic Paper An Analysis of Italian Bad Loans: Determinants, Forecasts and Transmission to the Real Economy
Alessandro Carboni and Andrea Carboni
University of Siena and University of Siena
Date Posted: November 22, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Frequency Dependence in a Real-Time Monetary Policy Rule
FRB of Cleveland Policy Discussion Paper No. 14-30
Richard A. Ashley , Kwok Ping Tsang and Randal J. Verbrugge
Virginia Tech. - Department of Economics , Virginia Polytechnic Institute & State University and Bureau of Labor Statistics
Date Posted: November 22, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Testing the 'Inaction Corridor' in a Three-Regime Threshold Error Correction Model with an Application to a Buffer-Stock Model for US Money Demand
Economic Notes, vol. 40, no. 1/2-2011, pp. 29–43,
David Neto and Jaya Krishnakumar
Independent and University of Geneva
Date Posted: November 19, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Random Switching Exponential Smoothing and Inventory Forecasting
Bank of Italy Temi di Discussione (Working Paper) No. 971
Giacomo Sbrana and Andrea Silvestrini
Neoma Business School and Bank of Italy
Date Posted: November 18, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Exports and Capacity Constraints -- A Smooth Transition Regression Model for Six Euro Area Countries
ECB Working Paper No. 1740
Ansgar Hubertus Belke , Anne Oeking and Ralph Setzer
University of Duisburg-Essen - Department of Economics , University of Duisburg-Essen - Department of Economics and Business Administration and European Central Bank (ECB)
Date Posted: November 18, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Dynamic Cointegrations Among European National Stock Markets: The Case of the PIIGS (Portugal, Ireland, Italy, Greece, Spain).
The South European Review of Business Finance and Accounting (Forthcoming).
Spyros Papathanasiou , Apostolos G. Christopoulos , Petros Kalantonis and Andreas S. Chouliaras
Hellenic Open University , National and Kapodistrian University of Athens - Faculty of Economics , Technological Educational Institute (TEI) of Piraeus and Luxembourg School of Finance
Date Posted: November 18, 2014
Accepted Paper Series
8 downloads

Incl. Electronic Paper Transnational Trade in ECOWAS: Does Export Content Matter?
International Journal of Business and Social Science, Vol. 5, No. 10, September 2014
Lloyd Ahamefule Amaghionyeodiwe , Adeyemi Adefioye Ogundipe and Paul Ojeaga
Strayer University - Department of Economics , Covenant University and University of Bergamo
Date Posted: November 18, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice
Tinbergen Institute Discussion Paper 14-147/III
Laurent Callot , Anders Bredahl Kock and Marcelo C. Medeiros
VU University Amsterdam , University of Aarhus - CREATES and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Date Posted: November 14, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Forecasting Realised Volatility of Micex Index
Alexandr Cecetov
City University London
Date Posted: November 12, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Asymmetry and Uncertainty Across Energy and FX Markets
Ahmed A.A. Khalifa , Massimiliano Caporin and Shawkat M. Hammoudeh
King Fahd University of Petroleum & Minerals (KFUPM) , University of Padova - Department of Economics and Management "Marco Fanno" and Drexel University - Lebow College of Business
Date Posted: November 11, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Fractionally Integrated Panel Data Systems
Yunus Emre Ergemen
Universidad Carlos III de Madrid
Date Posted: November 10, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Investment Returns to Quality in Developed Markets
Baijnath Ramraika, CFA and Prashant Trivedi
MAEG and MAEG
Date Posted: November 07, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Long-Term Sources of Investment Returns and a Simple Way to Enhance Equity Returns
Baijnath Ramraika, CFA
MAEG
Date Posted: November 07, 2014
Working Paper Series
109 downloads

Incl. Electronic Paper Purchasing Power Parity: A Unit Root, Cointegration and VAR Analysis in Emerging and Advanced Countries
Georgios Loukopoulos and Dimitrios Antonopoulos
University of Patras, Department of Business Administration and University of Patras, Department of Business Administration
Date Posted: November 07, 2014
Working Paper Series
123 downloads

Incl. Electronic Paper Modelling Inflation Volatility
CAMA Working Paper No. 68/2014
Eric Eisenstat and Rodney W. Strachan
University of Bucharest and University of Queensland - School of Economics
Date Posted: November 06, 2014
Last Revised: November 07, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Temporal Causal Relationship between Stock Market Capitalization, Trade Openness and Real GDP: Evidence from Thailand
Komain Jiranyakul
National Institute of Development Administration
Date Posted: November 04, 2014
Last Revised: December 14, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Adaptive Nowcasting of Influenza Outbreaks Using Google Searches
Preis T, Moat HS. 2014 Adaptive nowcasting of influenza outbreaks using Google searches. R. Soc. open sci. 1: 140095. DOI 10.1098/rsos.140095
Tobias Preis and Helen Susannah Moat
Warwick Business School - Behavioural Science Group and University College London - Department of Civil, Environmental and Geomatic Engineering
Date Posted: November 03, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Optimal Portfolio Choice under Decision-Based Model Combinations
Davide Pettenuzzo and Francesco Ravazzolo
Brandeis University - Department of Economics and Norges Bank
Date Posted: November 01, 2014
Last Revised: November 25, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Tail Risk and the Macroeconomy
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: November 01, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Testing Equality of Modified Sharpe Ratios
David Ardia and Kris Boudt
Laval University - Département de Finance et Assurance and Free University of Brussels (VUB)
Date Posted: October 31, 2014
Working Paper Series
41 downloads

Incl. Fee Electronic Paper Pricing Nikkei 225 Options Using Realized Volatility
Japanese Economic Review, Vol. 65, Issue 4, pp. 431-467, 2014
Masato Ubukata and Toshiaki Watanabe
Kushiro Public University of Economics and Hitotsubashi University - Institute of Economic Research
Date Posted: October 29, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Modelling Time‐Variation in the Stock Return‐Dividend Yield Predictive Equation
Financial Markets, Institutions & Instruments, Vol. 23, Issue 5, pp. 273-302, 2014
David G. McMillan
University of Stirling
Date Posted: October 29, 2014
Accepted Paper Series

Incl. Electronic Paper Using Naïve Forecasts to Assess Limits to Forecast Accuracy and the Quality of Fit of Forecasts to Time Series Data
Paul Goodwin
University of Bath - School of Management
Date Posted: October 28, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Revisiting Sulfur Kuznets Curves with Endogenous Breaks Modeling: Substantial Evidence of Inverted-Us/Vs for Individual OECD Countries
USAEE Working Paper No. 14-179
Brant Liddle and George Messinis
Asia Pacific Energy Research Centre and Victoria University - Victoria Institute of Strategic Economic Studies
Date Posted: October 24, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Revisiting Carbon Kuznets Curves with Endogenous Breaks Modeling: Evidence of Decoupling and Saturation (But Few Inverted-Us) for Individual OECD Countries
United States Association for Energy Economics - USAEE Research Paper No. 14-178
Brant Liddle and George Messinis
Asia Pacific Energy Research Centre and Victoria University - Victoria Institute of Strategic Economic Studies
Date Posted: October 24, 2014
Last Revised: November 10, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Output and Unemployment Relationship: How Applicable Is the Okun's Law to Nigeria
Oluyomi Ola-David and Stephen Oluwatobi
Covenant University and Covenant University
Date Posted: October 23, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Predicting Returns on Mutual Fund: Some Indian Evidence
Artha Vijnana, December 2012, Vol. LIV, No. 4
Pradeep Kumar Panda and Debashis Acharya
University of Hyderabad - School of Economics and University of Hyderabad
Date Posted: October 18, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Outlier Detection Algorithms for Least Squares Time Series Regression
Soren Johansen and Bent Nielsen
University of Copenhagen - Department of Economics and University of Oxford - Department of Economics
Date Posted: October 16, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data
Plos One, Forthcoming

Date Posted: October 15, 2014
Last Revised: November 21, 2014
Accepted Paper Series
11 downloads

Incl. Electronic Paper Optimal Hedging with the Cointegrated Vector Autoregressive Model
Lukasz T. Gatarek and Soren Johansen
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Copenhagen - Department of Economics
Date Posted: October 14, 2014
Working Paper Series
17 downloads


 

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