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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 581,765
Full Text Papers: 482,439
Authors: 269,372
Papers Received in
  Last 12 months:
63,428

Paper Downloads:
To date: 81,533,169
Last 12 months: 10,259,708
Last 30 days: 884,360

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  Resolved
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277,637
Total References: 9,075,575
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Total Citation
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6,012,013
Papers with
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  Footnotes:
94,592
Total Footnotes: 9,190,674


SSRN eLibrary Search Results
JEL Code: C52
332,856 Total downloads
Showing Papers 1,201 - 1,250 of 1,971
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Incl. Electronic Paper Comprehensive Time-Series Regression Models Using Gretl — U.S. GDP and Government Consumption Expenditures & Gross Investment from 1980 to 2013
Juehui Shi
State University of New York (SUNY) at Buffalo - School of Management - Department of Operations Management and Strategy
Date Posted: December 21, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The Overnight Risk Premium in Electricity Forward Contracts
Stein-Erik Fleten , Liv Aune Hagen , Maria Tandberg Nygård , Ragnhild Smith-Sivertsen and Johan M Sollie
Norwegian University of Science and Technology (NTNU) , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Date Posted: December 20, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Efficient XVA Management: Computation, Hedging, and Attribution Using Trade-Level Regression and Global Conditioning
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: December 18, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Tests of Equity Market Anomalies for Select Emerging Markets
The International Journal of Business and Finance Research, v. 8 (3) p. 27-46, 2014
Sanjay Sehgal , Srividya Subramaniam and Florent Deisting
University of Delhi , University of Delhi and ESC PAU
Date Posted: December 12, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Does Regression Discontinuity Design Work? Evidence from Random Election Outcomes
Government Institute for Economic Research Working Papers No. 59
Ari Hyytinen , Jaakko Meriläinen , Tuukka Saarimaa , Otto Toivanen and Janne Tukiainen
University of Jyväskylä , IIES, Stockholm University , Government of the Republic of Finland - Government Institute for Economic Research (VATT) , KU Leuven - Faculty of Business and Economics (FBE) and Government Institute for Economic Research
Date Posted: December 12, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version
PIER Working Paper No. 14-045
Francis DiTraglia
University of Pennsylania
Date Posted: December 11, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Tests of Equity Market Anomalies for Select Emerging Markets
The International Journal of Business and Finance Research, v. 8 (3) p. 27-46
Sanjay Sehgal , Srividya Subramaniam and Florent Deisting
University of Delhi , University of Delhi and ESC PAU
Date Posted: December 11, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Swiss 'Job Miracle'
KOF Working Papers No. 368
Michael Siegenthaler , Michael Graff and Massimo Mannino
KOF Swiss Economic Institute , ETH Zurich and KOF Swiss Economic Institute
Date Posted: December 11, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Tests of Equity Market Anomalies for Select Emerging Markets
The International Journal of Business and Finance Research, v. 8 (3) p. 27-46, 2014
Sanjay Sehgal , Srividya Subramaniam and Florent Deisting
University of Delhi - Department of Financial Studies , University of Delhi and ESC PAU
Date Posted: December 11, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Directional Accuracy for Inflation and Unemployment Rate Predictions in Romania
International Journal of Economic Sciences and Applied Research, 7 (2): 129-138
Mihaela Simionescu
Romanian Academy - Institute for Economic Forecasting
Date Posted: December 09, 2014
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Determinants of Foreign Direct Investment
Canadian Journal of Economics/Revue canadienne d'économique, Vol. 47, Issue 3, pp. 775-812, 2014,
Bruce A. Blonigen and Jeremy Piger
University of Oregon - Department of Economics and University of Oregon - Department of Economics
Date Posted: December 09, 2014
Accepted Paper Series

Incl. Electronic Paper Impulse Response Matching Estimators for DSGE Models
CFS Working Paper No. 498
Pablo Guerrón-Quintana , Atsushi Inoue and Lutz Kilian
Federal Reserve Banks - Federal Reserve Bank of Philadelphia , Vanderbilt University - College of Arts and Science - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Date Posted: December 05, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models
Expert Journal of Economics, 2(3), pp. 85-99, 2014
Mei-Yu Lee
Yuanpei University
Date Posted: December 04, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Testing Equality of Covariance Matrices via Pythagorean Means
Cowles Foundation Discussion Paper No. 1970
Jin Seo Cho and Peter C. B. Phillips
Yonsei University - Department of Economics and Yale University - Cowles Foundation
Date Posted: December 03, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Proposed Coal Power Plants and Coal-to-Liquids Plants in the US: Which Ones Survive and Why?
Energy Strategy Reviews, Forthcoming

Date Posted: December 01, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Is the Tips Liquidity Premium Unspanned by the U.S. Term Structure of Interest Rates?
Karoll Gomez
Toulouse School of Economics
Date Posted: November 25, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Estimating (Markov-Switching) VAR Models Without Gibbs Sampling: A Sequential Monte Carlo Approach
FRB of Cleveland Policy Discussion Paper No. 14-27
Mark Bognanni and Edward Herbst
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Government of the United States of America - Macroeconomic and Quantitative Studies Section
Date Posted: November 22, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Two Maxentropic Approaches to Determine the Probability Density of Compound Risk Losses
Erika Gomes-Gonçalves , Henryk Gzyl and Silvia Mayoral
Universidad Carlos III de Madrid - Department of Business Administration , IESA and Universidad Carlos III de Madrid
Date Posted: November 22, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Dual Labour Markets and (Lack of) On-the-Job Training: PIAAC Evidence from Spain and Other EU Countries
IZA Discussion Paper No. 8649
Antonio Cabrales , Juan Jose Dolado and Ricardo Mora
Universidad Carlos III de Madrid , Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid
Date Posted: November 22, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper On the Impact of the Boundary on Dynamics: Anti-Persistence in the Case of the HKD Exchange Rate Corridor
Hong B. Yee
Curtin University of Technology - Department of Mathematics and Statistics
Date Posted: November 21, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration Using Matlab
CNMV Working Paper No 58
Ricardo Crisóstomo
Comisión Nacional del Mercado de Valores (CNMV)
Date Posted: November 20, 2014
Last Revised: December 19, 2014
Accepted Paper Series
41 downloads

Incl. Fee Electronic Paper Dual Labour Markets and (Lack of) On-the-Job Training: PIAAC Evidence from Spain and Other EU Countries
CEPR Discussion Paper No. DP10246
Antonio Cabrales , Juan Jose Dolado and Ricardo Mora
Universidad Carlos III de Madrid , Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid
Date Posted: November 17, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Tail Risk Protection in Asset Management
Cristian Homescu
Independent
Date Posted: November 16, 2014
Working Paper Series
538 downloads

Incl. Electronic Paper Specifying Parameters in Computable General Equilibrium Models Using Optimal Fingerprint Detection Methods
ZEW - Centre for European Economic Research Discussion Paper No. 14-092
Simon Koesler
Centre for European Economic Research (ZEW) - Environmental and Resource Economics, Environmental Management Research
Date Posted: November 13, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Disentangling the Effects of Multiple Treatments — Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake
USC-INET Research Paper No. 14-04
Hiroshi Fujiki and Cheng Hsiao
Bank of Japan - Monetary Affairs Department and University of Southern California - Department of Economics
Date Posted: November 12, 2014
Working Paper Series
19 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
10 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. Electronic Paper Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM
PIER Working Paper No. 14-037
Francis DiTraglia
University of Pennsylania
Date Posted: October 29, 2014
Working Paper Series
12 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. Electronic Paper Models of Mortality - Analysing the Residuals
Colin O'Hare and Youwei Li
Monash University - Department of Econometrics & Business Statistics and Queen's University Belfast - School of Management
Date Posted: October 28, 2014
Working Paper Series
5 downloads

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
10 downloads

Incl. Electronic Paper Backtesting General Spectral Risk Measures with Application to Expected Shortfall
Nick Costanzino and Mike Curran
RiskLab - University of Toronto and Independent
Date Posted: October 24, 2014
Working Paper Series
74 downloads

Incl. Electronic Paper Does the Probability of Informed Trading Model Fit Empirical Data?
FIRN Research Paper
Quan Gan , Wang Chun Wei and David James Johnstone
University of Sydney Business School , AustralianSuper and University of Sydney - Discipline of Finance
Date Posted: October 24, 2014
Last Revised: November 11, 2014
Working Paper Series
38 downloads

Incl. Electronic Paper The 'Monsoon Effect' in Indian Equity Market
Hardik Vachhrajani , Jay Desai and Kinjal Jay Desai
Amrita School of Business, Amrita Vishwa Vidyapeetham , Shri Chimanbhai Patel Institute of Management & Research and Corporate Solutions Group, SBI Life Insurance Co. Ltd.
Date Posted: October 23, 2014
Last Revised: October 24, 2014
Working Paper Series
29 downloads

Incl. Electronic Paper Independent Regulation of Public Utilities in Developing Countries and Efficiency: The Case of Electricity Sector
Babacar Sarr
Center on Budget and Policy Priorities
Date Posted: October 22, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Log versus Level in VAR Forecasting: 42 Million Empirical Answers - Expect the Unexpected
DIW Berlin Discussion Paper No. 1412
Johannes Mayr and Dirk Ulbricht
Bayerische Landesbank and German Institute for Economic Research (DIW)
Date Posted: October 21, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Outliers in Finance Research
John C. Adams , Darren K. Hayunga and Vincenzo Verardi
University of Texas at Arlington , University of Georgia - Department of Insurance, Legal Studies, Real Estate and FUNDP - University of Namur. CRED
Date Posted: October 21, 2014
Last Revised: November 19, 2014
Working Paper Series
77 downloads

Adequacy or Inadequacy of Accounting Information in Annual Financial Reports: Methodological Analysis
Journal of Financial Management and Analysis Vol. 27 No. 1 (Jan-Jun 2014)
M. R. K. Swamy , A. Soyode and A. Ariyo
Om Sai Ram Centre for Financial Management Research , University of Ibadan - Department of Economics and University of Ibadan - Department of Economics
Date Posted: October 20, 2014
Last Revised: November 09, 2014
Accepted Paper Series

Incl. Electronic Paper Does Mixed Frequency Vector Error Correction Model Add Relevant Information to Exchange Misalignment Calculus? Evidence for United States
Emerson Fernandes Marçal , Beatrice Zimmermann , Diogo de Prince and Giovanni Tondin Merlin
Sao Paulo School of Economics - FGV , Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics , Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Date Posted: October 18, 2014
Working Paper Series
9 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 Identification of DSGE Models - The Effect of Higher-Order Approximation and Pruning
Willi Mutschler
University of Muenster - Center for Quantitative Economics (CQE)
Date Posted: October 15, 2014
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Economic Theory and Forecasting: Lessons from the Literature
CEPR Discussion Paper No. DP10201
Raffaella Giacomini
University of California, Los Angeles - Department of Economics
Date Posted: October 14, 2014
Working Paper Series

Incl. Electronic Paper Modelling and Forecasting the Realized Range Conditional Quantiles
Giovanni Bonaccolto and Massimiliano Caporin
University of Padua - Department of Statistical Sciences and University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: October 12, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models with Applications to DSGE, DSGE-VAR, and VAR Models
CFS Working Paper, No. 478
Anders Warne , Günter Coenen and Kai Philipp Christoffel
European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: October 10, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper The Great Mortgaging: Housing Finance, Crises, and Business Cycles
CESifo Working Paper Series No. 4993
Òscar Jordà , Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco , Free University of Berlin (FUB) and University of California, Davis - Department of Economics
Date Posted: October 09, 2014
Working Paper Series
34 downloads

Incl. Electronic Paper Realized Networks
Christian T. Brownlees , Eulalia Nualart and Yucheng Sun
Universitat Pompeu Fabra - Department of Economics and Business , Universitat Pompeu Fabra - Department of Economics and Business and Universitat Pompeu Fabra - Department of Economics and Business
Date Posted: October 09, 2014
Working Paper Series
49 downloads

Incl. Electronic Paper Forecast Combination, Non-Linear Dynamics, and the Macroeconomy
Christopher G. Gibbs
UNSW Australia
Date Posted: October 09, 2014
Working Paper Series
6 downloads

Testing Term Structure Estimation Methods
FRB Atlanta Working Paper 96-12a
Robert R. Bliss
Wake Forest University - Schools of Business
Date Posted: October 08, 2014
Working Paper Series

Incl. Electronic Paper Evaluating Conditional Forecasts from Vector Autoregressions
FRB of Cleveland Working Paper No. 14-13
Todd E. Clark and Michael W. McCracken
Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: October 04, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper A Computational Implementation of GMM
Jiti Gao and Han Hong
Monash University - Department of Econometrics & Business Statistics and Stanford University - Department of Economics
Date Posted: October 01, 2014
Last Revised: November 27, 2014
Working Paper Series
26 downloads


 

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