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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 543,664
Full Text Papers: 446,056
Authors: 252,479
Papers Received in
  Last 12 months:
65,416

Paper Downloads:
To date: 75,076,619
Last 12 months: 10,050,433
Last 30 days: 851,804

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  Resolved
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255,407
Total References: 8,923,266
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5,937,149
Papers with
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  Footnotes:
89,535
Total Footnotes: 9,017,140


SSRN eLibrary Search Results
JEL Code: C22
586,872 Total downloads
Showing Papers 1,181 - 1,230 of 3,742
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Incl. Electronic Paper Heterogeneous Beliefs About Rare Event Risk in the Lucas Orchard
Ilaria Piatti
University of Lugano
Date Posted: April 23, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach
Nima Nonejad
Aarhus University and CREATES
Date Posted: April 23, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory
Nima Nonejad
Aarhus University and CREATES
Date Posted: April 23, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Time-Consistency Problem and the Behavior of US Inflation from 1960 to 2013
Nima Nonejad
Aarhus University and CREATES
Date Posted: April 23, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Parameter Analysis of the VPIN (Volume Synchronized Probability of Informed Trading) Metric
Constantin Zopounidis, Editor. Quantitative Financial Risk Management: Theory and Practice. 2014. Wiley.
Jung Heon Song , Kesheng Wu and Horst D Simon
Lawrence Berkeley National Laboratory , Lawrence Berkeley National Laboratory and Lawrence Berkeley National Laboratory
Date Posted: April 21, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks
Nima Nonejad
Aarhus University and CREATES
Date Posted: April 21, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox
Nima Nonejad
Aarhus University and CREATES
Date Posted: April 21, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Upper Bounds on Return Predictability
Dashan Huang and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Date Posted: April 18, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Youth Unemployment in Europe: Persistence and Macroeconomic Determinants
CESifo Working Paper Series No. 4696
Guglielmo Maria Caporale and Luis A. Gil-Alana
Brunel University - Centre for Empirical Finance and University of Navarra - Department of Economics
Date Posted: April 16, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Information Theoretic Optimality of Observation Driven Time Series Models
Tinbergen Institute Discussion Paper 14-046/III
Francisco Blasques , Siem Jan Koopman and Andre Lucas
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: April 12, 2014
Working Paper Series
2 downloads

Forecasting the Real Price of Oil Using Online Search Data
International Journal of Computational Economics and Econometrics, 4(1-2), 4-31, (2014)
Nikita Fomichev
Independent
Date Posted: April 12, 2014
Accepted Paper Series

Incl. Electronic Paper The Elusive Predictive Ability of Global Inflation
Carlos A. Medel , Michael Pedersen and Pablo M. Pincheira
Central Bank of Chile , Central Bank of Chile and Central Bank of Chile - Research Department
Date Posted: April 10, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison
FRB International Finance Discussion Paper No. 1101
John H. Rogers , Chiara Scotti and Jonathan H. Wright
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section , Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Date Posted: April 08, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Pricing GDP Linked Securities
Oleg A. Ruban , Luiz Vitiello and Ser-Huang Poon
MSCI Inc. , University of Essex - Essex Business School and University of Manchester - Manchester Business School
Date Posted: April 08, 2014
Working Paper Series
35 downloads

Incl. Electronic Paper Hedge Fund Return Predictability; to Combine Forecasts or Combine Information?
Ekaterini Panopoulou and Spyridon D. Vrontos
University of Kent, Canterbury - Kent Business School and University of Piraeus - Department of Statistics and Insurance Science
Date Posted: April 08, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Lead-Lag Relationship in Spot and Future Market: Evidence from Pakistani Stock Market KSE-100 Index
Business Review, Vol 8: No 1. pp. 135-148, January-June 2013
Hamid Ullah and Attaullah Shah
Abdul Wali Khan University and Institute of Management Sciences, Peshawar
Date Posted: April 06, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Multiple Structural Breaks and Unit Root Hypothesis: Evidence from India's Service Sector
Purba Roy Choudhury and Biswajit Chatterjee
Jadavpur University - Department of Economics and Jadavpur University
Date Posted: April 04, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Analysis of the Baltic Exchange Dry Index Using Data Mining Techniques
Babis Theodoulidis and David Diaz
University of Manchester - Manchester Business School and Universidad de Chile - Escuela de Economia y Negocios
Date Posted: April 03, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Tests of Randomness for Time Series
Kilani Ghoudi and Bruno Remillard
United Arab Emirates University and HEC Montreal
Date Posted: April 01, 2014
Working Paper Series
5 downloads

The Measurement of Household Benefits from Broadband in South Korea
Wookjoon Kim
Korea Information Society Development Institute (KISDI)
Date Posted: April 01, 2014
Working Paper Series

Incl. Electronic Paper Effects of Financial Crises on the Long Memory Volatility Dependency of Foreign Exchange Rates: The Asian Crisis vs. the Global Crisis
Journal of East Asian Economic Integration, vol. 18, no. 1, pp. 3-27, March 2014
Young Wook Han
Hallym University
Date Posted: March 31, 2014
Last Revised: April 04, 2014
Accepted Paper Series
20 downloads

Incl. Electronic Paper Standard Stochastic Dominance
Thierry Post
Koc University - Graduate School of Business
Date Posted: March 31, 2014
Last Revised: April 23, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Regime Shifts and Volatility in BRIICKS Stock Markets: An Asset Allocation Perspective
Forthcoming in International Journal of Emerging Markets
Wasim Ahmad and Sanjay Sehgal
University of Delhi - Department of Financial Studies and University of Delhi - Department of Financial Studies
Date Posted: March 28, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper An Empirical Test of Money Demand in Thailand from 1993 to 2012
Komain Jiranyakul and Timothy Opiela
National Institute of Development Administration and DePaul University
Date Posted: March 28, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Закон тенденции нормы прибыли к понижению и денежно-кредитный механизм противодействия цикличности экономического роста (The Law of the Tendency of the Rate of Profit to Fall and the Monetary Mechanism of Counteraction to the Cyclicity of Economic Growth)
V. V. Kalyuzhnyi
Independent
Date Posted: March 28, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Wavelet Improvement in Turning Point Detection Using a Hidden Markov Model
NHH Dept. of Business and Management Science Discussion Paper No. 2014/10
Yushu Li and Simon Reese
Norwegian School of Economics (NHH) - Department of Business and Management Science and Lund University - Department of Economics
Date Posted: March 27, 2014
Working Paper Series
107 downloads

Incl. Electronic Paper The (Possible) Effect of Plain Packaging on the Smoking Prevalence of Minors in Australia: A Trend Analysis
University of Zurich, Department of Economics, Working Paper No. 149
Ashok Kaul and Michael Wolf
Saarland University and University of Zurich - Department of Economics
Date Posted: March 26, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Revisiting the Exchange Rate - Fundamental Nexus
Shiu‐Sheng Chen and Yu‐Hsi Chou
National Taiwan University - Department of Economics and Fu-Jen Catholic University, Department of Economics
Date Posted: March 25, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Cross National Technology Convergence. An Empirical Study for the Period 2000-2010.
MPRA Paper No. 37442, posted 19. March 2012
Ewa Lechman
Gdansk University of Technology - Faculty of Management and Economics
Date Posted: March 25, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Time Series Models with an EGB2 Conditional Distribution
Bank of Italy Temi di Discussione (Working Paper) No. 947
Michele Caivano and Andrew Harvey
Bank of Italy and University of Cambridge - Department of Applied Economics
Date Posted: March 25, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Rendimientos Accionarios En Shenzhen, China: En La Búsqueda Del Mejor Modelo De Predicción (Stock Returns in Shenzhen, China: Finding the Best Prediction Model)
Portes: Revista mexicana de estudios sobre la Cuenca del Pacífico, Tercera Época 4(7) p. 109-130. Enero-Junio 2010.,
Mauricio Cervantes and Clemente Hernandez
Instituto Tecnológico y Estudios Superiores de Monterrey and Tecnologico de Monterrey campus Guadalajara
Date Posted: March 25, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Technology Convergence and Digital Divides. A Country-Level Evidence for the Period 2000-2010.
Ekonomia. Rynek, gospodarka, społeczeństwo. NO. 31, 2012, MPRA Paper No. 41849, posted 13. October 2012,
Ewa Lechman
Gdansk University of Technology - Faculty of Management and Economics
Date Posted: March 25, 2014
Accepted Paper Series
2 downloads

Saving, Investment and Economic Growth in India: A Co-Integration Approach
Sachin Kumar
Project Fellow-UGC, Department of Commerce, Delhi School of Economics
Date Posted: March 24, 2014
Working Paper Series

Incl. Electronic Paper Integer-Valued Time Series
Van den Akker, R. (2007), Integer-valued time series. CentER dissertation series, Tilburg: Tilburg University Press.
Ramon Van den Akker
Tilburg University - CentER and department of Econometrics & OR
Date Posted: March 23, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper FARVaR
Charlie X. Cai , Minjoo Kim , Yongcheol Shin and Qi Zhang
Leeds University Business School , University of Glasgow , University of York (UK) - Department of Economics and Related Studies and University of Leeds - Leeds University Business School (LUBS)
Date Posted: March 23, 2014
Working Paper Series
30 downloads

Incl. Electronic Paper Financial Contagion Risk and the Stochastic Discount Factor
Louis R Piccotti
State University of New York at Albany - School of Business & Center for Institutional Investment Management
Date Posted: March 21, 2014
Last Revised: March 29, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper A Univariate Time Varying Analysis of Periodic ARMA Processes
Menelaos Karanasos , Alexandros G. Paraskevopoulos and Stavros Dafnos
Brunel University , The Center for Research and Applications of Nonlinear Systems (CRANS) Department of Mathematics, Division of Applied Analysis, University of Patras and Brunel University - School of Social Sciences
Date Posted: March 21, 2014
Last Revised: March 22, 2014
Working Paper Series
35 downloads

Discrete Stochastic Autoregressive Volatility
Journal of Banking and Finance, Forthcoming
Adriana S. Cordis and Chris Kirby
Winthrop University - College of Business Administration and UNC Charlotte - Belk College of Business
Date Posted: March 21, 2014
Accepted Paper Series

Incl. Electronic Paper The Fundamental Properties of Time Varying AR Models with Non Stochastic Coefficients
Menelaos Karanasos , Alexandros G. Paraskevopoulos and Stavros Dafnos
Brunel University , The Center for Research and Applications of Nonlinear Systems (CRANS) Department of Mathematics, Division of Applied Analysis, University of Patras and Brunel University - School of Social Sciences
Date Posted: March 21, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Contribution of US Bond Demand to the US Bond Yield Conundrum of 2004 to 2007: An Empirical Investigation
Center for Research in Economics and Finance (CIEF), Working Papers, No. 11-13
Thomas Goda , Photis Lysandrou and Chris Stewart
Universidad EAFIT , London Metropolitan University - Department of Business and Service Sector Management (BSSM) and Kingston University
Date Posted: March 21, 2014
Last Revised: March 22, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Sovereign Credit Ratings, Market Volatility, and Financial Gains
ECB Working Paper No. 1654
António Afonso , Pedro M. Gomes Sr. and Abderrahim Taamouti
European Central Bank (ECB) , Universidad Carlos III and Universidad Carlos III de Madrid
Date Posted: March 20, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Forecasting Macroeconomic Time Series: LASSO-Based Approaches and Their Forecast Combinations with Dynamic Factor Models
Jiahan Li and Weiye Chen
University of Notre Dame and University of Notre Dame
Date Posted: March 19, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Proportional Small Sample Bias in Pricing Kernel Estimations
Dietmar Leisen
University of Mainz - Department of Banking
Date Posted: March 17, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Google Flu Trends Still Appears Sick: An Evaluation of the 2013-2014 Flu Season
David Lazer , Ryan Kennedy , Gary King and Alessandro Vespignani
Northeastern University - Department of Political Science , University of Houston - Department of Political Science , Harvard University and Northeastern University
Date Posted: March 14, 2014
Working Paper Series
224 downloads

Incl. Electronic Paper On Trend-Cycle-Seasonal Interactions
De Nederlandsche Bank Working Paper No. 417
Irma Hindrayanto , Jan P. A. M. Jacobs and Denise R. Osborn
De Nederlandsche Bank , University of Groningen - Faculty of Economics and Business and University of Manchester - School of Social Sciences
Date Posted: March 13, 2014
Working Paper Series
56 downloads

Incl. Electronic Paper Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?
FEEM Working Paper No. 21.2014
Andrea Bastianin , Marzio Galeotti and Matteo Manera
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) , University of Milan - Department of Economics, Business and Statistics (DEAS) and University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: March 13, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Are Daily Asset Prices Predictable in Some Degree?
Nhat Le
Vietnam National University of Ho Chi Minh City - School of Economics and Laws
Date Posted: March 11, 2014
Last Revised: April 23, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Dynamic Skellam Model with Applications
Tinbergen Institute Discussion Paper 14-032/IV/DSF73
Siem Jan Koopman , Rutger Lit and Andre Lucas
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: March 11, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Diversification Risk Premium
Vasilios I. Sogiakas , Konstantinos Konstantaras and Evangelos Vagenas-Nanos
University of Glasgow , Heriot-Watt University - School of Management and Languages and University of Glasgow
Date Posted: March 10, 2014
Working Paper Series
51 downloads

Incl. Electronic Paper Can the UAE Avoid the Oil Curse by Economic Diversification?
IZA Discussion Paper No. 8003
Ilham Haouas and Almas Heshmati
University of Paris 1 Pantheon-Sorbonne - TEAM and Sogang University
Date Posted: March 08, 2014
Working Paper Series
14 downloads


 

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