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Full Text Papers: 505,847
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SSRN eLibrary Search Results
JEL Code: C22
659,952 Total downloads
Showing Papers 1,181 - 1,230 of 4,034
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Incl. Electronic Paper Examining the Stability of Factor Exposures of Equity Indices in Bull and Bear Markets
Albena Emilova Georgieva
EDHEC Business School
Date Posted: May 28, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Quantile Forecasts of Inflation Under Model Uncertainty
Dimitris Korobilis
University of Glasgow - Adam Smith Business School
Date Posted: May 25, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Time-Varying Degree of Inflation Expectations Anchoring
Till Strohsal , Rafi Melnick and Dieter Nautz
Free University of Berlin (FUB) - Division of Economics , Interdisciplinary Center Herzliya and Free University of Berlin (FUB) - Department of Economics
Date Posted: May 23, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Inflation Surprises and Inflation Expectations in the Euro Area
Bank of Italy Occasional Paper No. 265
Marcello Miccoli and Stefano Neri
Bank of Italy and Bank of Italy
Date Posted: May 22, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Did US Consumers 'Save for a Rainy Day' Before the Great Recession?
CESifo Working Paper Series No. 5347
André K. Anundsen and Ragnar Nymoen
University of Oslo and University of Oslo - Department of Economics
Date Posted: May 19, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Momentum and Markowitz: A Golden Combination
Wouter J. Keller , Adam Butler and Ilya Kipnis
Flex Capital BV , BPG and Associates and QuantStrat TradeR
Date Posted: May 16, 2015
Last Revised: May 22, 2015
Working Paper Series
562 downloads

Incl. Fee Electronic Paper Economic Globalization and Inflation in China: A Multivariate Approach
China & World Economy, Vol. 23, Issue 3, pp. 79-96, 2015
Chengsi Zhang , Ke Song and Fang Wang
Renmin University of China - School of Finance , Renmin University of China and Renmin University of China - School of Finance
Date Posted: May 15, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Is There Excess Liquidity in China?
China & World Economy, Vol. 23, Issue 3, pp. 110-126, 2015
Liu Tie Ying , Chi‐Wei Su , Xu Zhao Jiang and Tsangyao Chang
Ocean University of China , Ocean University of China , Ocean University of China and Feng Chia University - Finance
Date Posted: May 15, 2015
Accepted Paper Series

Incl. Electronic Paper Robust Forecast Comparison
Sainan Jin , Valentina Corradi and Norman R. Swanson
Singapore Management University , University of Surrey - School of Economics and Rutgers University - Department of Economics
Date Posted: May 14, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Protocolo para realizar seguimiento a variables macroeconómicas periodo a periodo (Protocol to Make Up a Macroeconomic Variables Period to Period)
Danna Jhuliet Ramírez Buitrago and Harold Iván Huérfano Ochoa
National University of Colombia, Students and National University of Colombia
Date Posted: May 14, 2015
Working Paper Series
1 downloads

A Broader Indicator of Credit Risk in Italian Banks, Based on Total Non-Performing Loans Flow (Le Determinanti Bank-Specific Del Deterioramento Del Credito: Evidenze Da Un Nuovo E Più Ampio Indicatore Di Rischio)
Bancaria No. 05/2014
Vincenzo Chiorazzo , Francesco Masala and Pierluigi Morelli
Italian Banking Association , Independent and Italian Banking Association
Date Posted: May 13, 2015
Accepted Paper Series

Incl. Electronic Paper On the Bi-Directional Causal Relationship between Public Debt and Economic Growth in EMU Countries
Marta Gómez-Puig and Simón Sosvilla Rivero
Economic Theory Department. University of Barcelona and Complutense University of Madrid
Date Posted: May 11, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Forecasting Macroeconomic Variables Under Model Instability
Davide Pettenuzzo and Allan G. Timmermann
Brandeis University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: May 09, 2015
Working Paper Series
11 downloads

Causes of the EU ETS Price Drop: Recession, CDM, Renewable Policies or A Bit of Everything? — New Evidence
Energy Policy, Vol. 73, 2014
Nicolas Koch , Godefroy Grosjean , Sabine Fuss and Ottmar Edenhofer
Mercator Research Institute on Global Commons and Climate Change , Potsdam-Institut für Klimafolgenforschung (PIK) , Mercator Research Institute on Global Commons and Climate Change (MCC) and Potsdam-Institut für Klimafolgenforschung (PIK)
Date Posted: May 08, 2015
Accepted Paper Series

Incl. Electronic Paper Causality between Credit Depth and Economic Growth: Evidence from 24 OECD Countries
BOFIT Discussion Paper No. 15/2015
Mikhail Stolbov
Moscow State Institute of International Relations
Date Posted: May 08, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Nowcasting Regional GDP: The Case of the Free State of Saxony
CESifo Working Paper Series No. 5336
Steffen Henzel , Robert Lehmann and Klaus Wohlrabe
Ifo Institute for Economic Research , CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Date Posted: May 07, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Isometric Operators on Hilbert Spaces and the Classical Wold Decomposition for Stationary Time Series
Federico Severino
Bocconi University
Date Posted: May 06, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Determinants of Energy Productivity: A Comparison of 39 Countries
Tarek N. Atallah and Patrick Bean
King Abdullah Petroleum Studies and Research Center (KAPSARC) and King Abdullah Petroleum Studies and Research Center (KAPSARC)
Date Posted: May 05, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper A Martingale Decomposition of Discrete Markov Chains
Peter Reinhard Hansen
European University Institute - Economics Department (ECO)
Date Posted: April 28, 2015
Working Paper Series
77 downloads

Incl. Electronic Paper Stock Market Volatility and Equity Returns: Evidence from a Two-State Markov-Switching Model with Regressors
Journal of Empirical Finance, Forthcoming
Liu Xinyi , Dimitris Margaritis and Peiming Wang
China Investment Corporation (CIC) , University of Auckland - Business School and Auckland University of Technology - Department of Finance
Date Posted: April 28, 2015
Working Paper Series
28 downloads

Skewness and the Relation between Risk and Return
Forthcoming in Management Science
Panayiotis Theodossiou and Christos S. Savva
Cyprus University of Technology and Cyprus University of Technology - Department of Commerce, Finance and Shipping
Date Posted: April 28, 2015
Accepted Paper Series

Managing Risk with a Realized Copula Parameter
Computational Statistics & Data Analysis, 2014 (Forthcoming)
Matthias R. Fengler and Ostap Okhrin
University of St. Gallen - School of Economics and Political Science and Humboldt University of Berlin - School of Business and Economics
Date Posted: April 27, 2015
Accepted Paper Series

Incl. Electronic Paper Predicting UK Unemployment with Internet Search and Survey Data
Paul Smith
University of Strathclyde
Date Posted: April 22, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Generalized Variance: A Robust Estimator of Stock Price Volatility
Max Sutton , Andrey L. Vasnev and Richard H. Gerlach
University of Sydney , University of Sydney and University of Sydney
Date Posted: April 18, 2015
Last Revised: April 25, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper Re-Examining of the Turkish Crude Oil Import Demand with Multi-Structural Breaks Analysis in the Long Run Period
International Journal of Energy Economics and Policy, 2015, 5(2), 402-407.
Sevda Yaprakli and Fatih Kaplan
Ataturk University - Economics Department and Mersin University - Tarsus School of Applied Technology and Management
Date Posted: April 18, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper Measuring & Managing Financial Risks with Improved Alternatives Beyond Value-at-Risk (VaR)
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 17, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper О Тренде, Сдвиге и Начальном Значении в Тестировании Гипотезы О Наличии Единичного Корня (On Trend, Breaks and Initial Condition in Unit Root Testing)
Anton Skrobotov
Russian Presidential Academy of National Economy and Public Administration
Date Posted: April 14, 2015
Last Revised: April 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Future World Market Prices of Milk and Feed Looking into the Crystal Ball
NHH Dept. of Business and Management Science Discussion Paper No. 2015/17
Bjørn Gunnar Hansen and Yushu Li
Norwegian School of Economics (NHH) and Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: April 11, 2015
Working Paper Series
6 downloads

What Determines the Yen Swap Spread?
International Review of Financial Analysis, Forthcoming
A. S. M. Sohel Azad , Jonathan A. Batten and Victor Fang
Deakin University , Monash University - Department of Accounting and Finance and Deakin University
Date Posted: April 11, 2015
Accepted Paper Series

Incl. Electronic Paper Co-Movements of Ethanol Related Prices: Evidence from Brazil and the USA
CAMA Working Paper 11/2015
Ladislav Kristoufek , Karel Janda and David Zilberman
Charles University , Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and University of California, Berkeley - The Richard & Rhoda Goldman School of Public Policy
Date Posted: April 09, 2015
Last Revised: April 20, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Nominal Stability and Swiss Monetary Regimes Over Two Centuries
KOF Working Paper No. 379
Daniel Kaufmann
KOF Swiss Economic Institute
Date Posted: April 08, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Exports and Domestic Demand Pressure: A Dynamic Panel Data Model for the Euro Area Countries
ECB Working Paper No. 1777
Elena Bobeica , Paulo Soares Esteves , Antonio Rua and Karsten Staehr
European Central Bank (ECB) , Bank of Portugal - Economic Research Department , Bank of Portugal - Economic Research Department and Tallinn University of Technology (TUT) - Department of Finance and Economics
Date Posted: April 07, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Testing for Leverage Effect in Financial Returns
CES Working Papers No. 2014.22
Christophe Chorro , Dominique Guegan , Florian Ielpo and Hanjarivo Lalaharison
University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES) , Universite Paris 1 Pantheon-Sorbonne , University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and University of Paris 1 Pantheon-Sorbonne - CERMSEM
Date Posted: April 07, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Oil Price Forecastability and Economic Uncertainty
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 298
Stelios D. Bekiros , Rangan Gupta and Alessia Paccagnini
European University Institute - Economics Department (ECO) , University of Pretoria - Department of Economics and University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: April 06, 2015
Working Paper Series
46 downloads

Incl. Electronic Paper Impact of Macroeconomic Announcements on the ETF Trading Volumes
Daniel Nadler and Anatoly B. Schmidt
Kensho Technologies and Kensho Technologies
Date Posted: April 05, 2015
Last Revised: April 14, 2015
Working Paper Series
47 downloads

Incl. Electronic Paper Hedging and Pricing in Imperfect Markets Under Non-Convexity
FRB Atlanta Working Paper No. 2014-13
Hirbod Assa and Nikolay Gospodinov
University of Liverpool and Federal Reserve Bank of Atlanta
Date Posted: April 04, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory. Online Appendix.
Riccardo Colacito , Eric Ghysels , Jinghan Meng and Wasin Siwasarit
University of North Carolina Kenan-Flagler Business School , University of North Carolina Kenan-Flagler Business School , Universitiy of Hong Kong and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: April 02, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Monitoring the World Business Cycle
Banco de Espana Working Paper No. 1509
Maximo Camacho and Jaime Martinez-Martin
Autonomous University of Barcelona - Department of Economics and Bank of Spain
Date Posted: March 31, 2015
Last Revised: April 01, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Measuring Price-Level Uncertainty and Instability in the U.S., 1850-2012
Bank of Korea WP 2014-33
Timothy Cogley and Thomas J. Sargent
Leonard N. Stern School of Business - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Date Posted: March 30, 2015
Working Paper Series
17 downloads

Regression with Endogenously Markov Regime-Switching Regressors
Yu-Fan Huang
Capital University of Economics and Business, ISEM
Date Posted: March 29, 2015
Working Paper Series

Incl. Electronic Paper Going Hybrid: A Joint Model for Temperature and Natural Gas
Roberto Baviera and Teodoro Federico Mainetti
Politecnico di Milano - Department of Mathematics and KPMG International, LLP - Milan Office
Date Posted: March 29, 2015
Last Revised: May 06, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper 비대칭 금리기간구조에 대한 실증분석 (An Empirical Analysis of Asymmetries in the Term Structure of Korean Government Bonds)
Bank of Korea WP 2014-12
Kiho Kim
Bank of Korea
Date Posted: March 28, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Restraining Credit Growth: The Case of Bulgaria
Nedyalka Dimitrova and Dimitar Vasilev
Agency for Economic Analysis and Forecasting and Agency for Economic Analysis and Forecasting
Date Posted: March 28, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Measuring Systemic Risk in the Korean Banking Sector via Dynamic Conditional Correlation Models
Bank of Korea WP 2013-27
Jaeho Yun and Hyejung Moon
Ewha Womans University and Bank of Korea
Date Posted: March 27, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper The Turn-of-the-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model
International Journal of Economic Sciences and Applied Research, 7 (3): 43-61
Eleftherios Giovanis
University of London, Royal Holloway College, Department of Economics, Students
Date Posted: March 25, 2015
Accepted Paper Series
17 downloads

Incl. Electronic Paper Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness
Sujay Mukhoti
IIM Indore
Date Posted: March 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Minimum Distance Estimation of Possibly Non-Invertible Moving Average Models
FRB Atlanta Working Paper No. 2013-11
Nikolay Gospodinov and Serena Ng
Federal Reserve Bank of Atlanta and Columbia University
Date Posted: March 22, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Dynamics of the Steel and Long-Term Equilibrium Hypothesis Across Leading Geo-Economic Players: Empirical Evidence for Supporting a Policy Formulation
Ceris Working Paper No. 02/2012
Mario Coccia
National Research Council of Italy (CNR)
Date Posted: March 22, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Estimating the New Keynesian Phillips Curve Using Expected Inflation from Financial Market Instruments
James Ross McCown and Ron Shaw
Toltec Group and Oklahoma City University
Date Posted: March 20, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Dissecting the Purchasing Managers’ Index:Are All Relevant Components Included? Are All Included Components Relevant?
KOF Working Paper No. 376
Boriss Siliverstovs
KOF Swiss Economic Institute
Date Posted: March 18, 2015
Working Paper Series
3 downloads


 

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