Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
Papers Received in
  Last 12 months: 		68,973

Paper Downloads:
To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

CiteReader:  What's this?
Papers with
  Resolved
  References: 		238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links: 		5,722,240
Papers with
  Resolved
  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C53
362,553 Total downloads
Showing Papers 1,201 - 1,250 of 2,081
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Evaluating the Predictive Distributions of Bayesian Models of Asset Returns
John Geweke and Gianni Amisano
University of Technology Sydney - Economics Discipline Group and European Central Bank (ECB)
Date Posted: July 04, 2008
Working Paper Series
86 downloads

Incl. Electronic Paper Optimal Prediction Pools
ECB Working Paper No. 1017
 John Geweke and Gianni Amisano
University of Technology Sydney - Economics Discipline Group and European Central Bank (ECB)
Date Posted: July 04, 2008
Working Paper Series
146 downloads

Incl. Electronic Paper Bayesian Semiparametric Stochastic Volatility Modeling
Federal Reserve Bank of Atlanta Working Paper No. 2008-15
 Mark J. Jensen and John M. Maheu
Federal Reserve Bank of Atlanta and McMaster University - Michael G. DeGroote School of Business
Date Posted: July 02, 2008
Working Paper Series
101 downloads

Forecasting Spot Electricity Prices: A Comparison of Parametric and Semiparametric Time Series Models
International Journal of Forecasting 24, 744-763
 Rafal Weron and Adam Misiorek
Wroclaw University of Technology - Institute of Organization and Management and Santander Consumer Bank S.A.
Date Posted: June 30, 2008
Last Revised: February 20, 2010
Accepted Paper Series

A Dynamic Model for the Forward Curve
The Review of Financial Studies, Vol. 21, Issue 1, pp. 265-310, 2008
 Choong Tze Chua , Dean P. Foster and Krishna Ramaswamy
Singapore Management University , University of Pennsylvania - Statistics Department and University of Pennsylvania - Finance Department
Date Posted: June 26, 2008
Accepted Paper Series

Estimating the Dynamics of Mutual Fund Alphas and Betas
The Review of Financial Studies, Vol. 21, Issue 1, pp. 233-264, 2008
 Harry Mamaysky , Matthew I. Spiegel and Hong Zhang
Citigroup , Yale University - Yale School of Management, International Center for Finance and INSEAD - Finance
Date Posted: June 26, 2008
Accepted Paper Series

Incl. Electronic Paper A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices
 Zhongjun Qu and Pierre Perron
Boston University and Boston University - Department of Economics
Date Posted: June 25, 2008
Working Paper Series
78 downloads

Incl. Electronic Paper An Introduction to the Macroeconomic Graphical Sensor System (MGS-System): Theoretical Framework
FEA Working Paper No. 2008-16
 Mario Arturo Ruiz Estrada
University of Malaya (UM) - FEA
Date Posted: June 25, 2008
Last Revised: January 05, 2010
Working Paper Series
41 downloads

Incl. Electronic Paper Can Exchange Traded Funds be Used to Exploit Country and Industry Momentum?
Financial Markets and Portfolio Management, Forthcoming
 Laura Andreu , Laurens A. P. Swinkels and Liam Tjong-A-Tjoe
University of Zaragoza - Faculty of Business and Economics , Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR)
Date Posted: June 24, 2008
Last Revised: October 07, 2012
Working Paper Series
596 downloads

Incl. Electronic Paper Construction and Interpretation of Model-Free Implied Volatility
 Torben G. Andersen and Oleg Bondarenko
Northwestern University - Kellogg School of Management and University of Illinois at Chicago - Department of Finance
Date Posted: June 23, 2008
Last Revised: October 12, 2011
Working Paper Series
357 downloads

Incl. Electronic Paper Option Pricing Using Realized Volatility
CREATES Research Paper No. 2008-13
 Lars Stentoft
HEC Montréal - Department of Finance
Date Posted: June 23, 2008
Working Paper Series
158 downloads

Incl. Electronic Paper Performance of Time-Varying Correlation Estimation Methods
 Ahmet Karagozoglu and Michael Jacobs Jr.
Hofstra University - Frank G. Zarb School of Business and OCC/Risk Analysis Division/Credit Risk Modeling
Date Posted: June 23, 2008
Last Revised: February 15, 2010
Working Paper Series
70 downloads

Incl. Electronic Paper Modeling Inflation in India: The Role of Money
 N. Kundan Kishor
University of Wisconsin - Milwaukee
Date Posted: June 22, 2008
Working Paper Series
164 downloads

Incl. Electronic Paper Short-Term Forecasting of GDP Using Large Monthly Datasets - A Pseudo Real-Time Forecast Evaluation Exercise
ECB Occasional Paper No. 84
 Karim Barhoumi , Szilard Benk , Riccardo Cristadoro , Ard den Reijer , Audrone Jakaitiene , Piotr Jelonek , Antonio Rua , Gerhard Rünstler , Karsten Ruth and Christophe Van Nieuwenhuyze
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM) , European Central Bank (ECB) , Bank of Italy , Sveriges Riksbank - Monetary Policy , Vytautas Magnus University , European University Institute , Bank of Portugal - Economic Research Department , European Central Bank , J. W. Goethe University Frankfurt and National Bank of Belgium
Date Posted: June 18, 2008
Working Paper Series
109 downloads

Incl. Electronic Paper Parameter Optimization for Differential Equations in Asset Price Forecasting
Optimization Methods and Software, Vol. 23, No. 4, pp. 551-574, 2008
 Ahmet Duran and Gunduz Caginalp
University of Michigan at Ann Arbor and University of Pittsburgh - Department of Mathematics
Date Posted: June 16, 2008
Last Revised: April 15, 2009
Accepted Paper Series
316 downloads

Incl. Electronic Paper For Want of a Nail
 Brooks Hamilton
Brooks Hamilton & Partners
Date Posted: June 15, 2008
Working Paper Series
33 downloads

Incl. Electronic Paper Optimal Asset Allocation with Factor Models for Large Portfolios
CESifo Working Paper Series No. 2326
 M. Hashem Pesaran and Paolo Zaffaroni
University of Southern California and Imperial College Business School
Date Posted: June 13, 2008
Working Paper Series
176 downloads

Incl. Electronic Paper Structural and Statistical Approaches to Estimating Output Gap: First Attempt on Pakistan
 S. Adnan H. A. S. Bukhari and Safdar Ullah Khan
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: June 13, 2008
Working Paper Series
72 downloads

Advances and Challenges in Strategic Management
International Journal of Business, Vol. 12, No. 1, 2007
 John H. Grant
affiliation not provided to SSRN
Date Posted: June 10, 2008
Accepted Paper Series

Incl. Fee Electronic Paper Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP
CEPR Discussion Paper No. DP6708
 Massimiliano Giuseppe Marcellino and Christian Schumacher
European University Institute and Deutsche Bundesbank
Date Posted: June 10, 2008
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
CEPR Discussion Paper No. DP6706
 Anindya Banerjee , Massimiliano Giuseppe Marcellino and Igor Masten
European University Institute - Department of Economics , European University Institute and University of Ljubljana - Faculty of Economics
Date Posted: June 10, 2008
Working Paper Series
4 downloads

General Electric Performance Over a Half Century: Evaluation of Effects of Leadership and Other Strategic Factors by Quantitative Case Analysis
International Journal of Business, Vol. 12, No. 1, 2007
 Richard H. Franke , Anthony Mento , Steve Prumo and Timothy Edlund
affiliation not provided to SSRN , affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: June 10, 2008
Accepted Paper Series

Incl. Fee Electronic Paper Short-Term Forecasts of Euro Area GDP Growth
CEPR Discussion Paper No. DP6746
 Elena Angelini , Gonzalo Camba-Mendez , Domenico Giannone , Lucrezia Reichlin and Gerhard Rünstler
European Central Bank (ECB) , European Central Bank (ECB) , Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) , London Business School and European Central Bank
Date Posted: June 10, 2008
Working Paper Series
4 downloads

Incl. Fee Electronic Paper (Un)Predictability and Macroeconomic Stability
CEPR Discussion Paper No. DP6594
 Antonello D'Agostino , Domenico Giannone and Paolo Surico
Central Bank and Financial Services Authority of Ireland , Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and London Business School - Department of Economics
Date Posted: June 06, 2008
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Comparing Alternative Predictors Based on Large-Panel Factor Models
CEPR Discussion Paper No. DP6564
 Antonello D'Agostino and Domenico Giannone
Central Bank and Financial Services Authority of Ireland and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Date Posted: June 06, 2008
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Explaining the Great Moderation: It is Not the Shocks
CEPR Discussion Paper No. DP6600
 Domenico Giannone , Michele Lenza and Lucrezia Reichlin
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) , European Central Bank (ECB) and London Business School
Date Posted: June 06, 2008
Working Paper Series
1 downloads

Incl. Electronic Paper Forecasting the Malmquist Productivity Index
 Alexandra Daskovska , Sébastien Van Bellegem and Léopold Simar
Catholic University of Louvain (UCL) , Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and Catholic University of Louvain (UCL)
Date Posted: June 06, 2008
Working Paper Series
102 downloads

Incl. Electronic Paper Signal or Noise? Implications of the Term Premium for Recession Forecasting
Federal Reserve Bank of New York - Economic Policy Review, Vol. 14, No. 1, July 2008
 Joshua V. Rosenberg and Samuel Maurer
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: June 06, 2008
Last Revised: July 31, 2008
Accepted Paper Series
146 downloads

Incl. Fee Electronic Paper Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications
CEPR Discussion Paper No. DP6517
 Michael J. Artis , José G. Clavel , Mathias Hoffmann and Dilip Madhukar Nachane
University of Manchester - Institute for Political & Economic Governance (IPEG) , University of Murcia , University of Zurich - Department of Economics Library and Indira Gandhi Institute of Development Research (IGIDR)
Date Posted: June 05, 2008
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts
CEPR Discussion Paper No. DP6526
 Andrew J. Patton and Allan G. Timmermann
Duke University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: June 05, 2008
Working Paper Series
1 downloads

Incl. Fee Electronic Paper What Do We Learn from the Price of Crude Oil Futures?
CEPR Discussion Paper No. DP6548
 Ron Alquist and Lutz Kilian
Bank of Canada and University of Michigan at Ann Arbor - Department of Economics
Date Posted: June 05, 2008
Working Paper Series
14 downloads

Measurement of Financial Risk Persistence
The ICFAI Journal of Financial Risk Management, Vol. 2, No. 3, pp. 7-33, September 2005
 Cornelis A. Los
Alliant School of Management
Date Posted: June 04, 2008
Accepted Paper Series

System Identification in Noisy Data Environments
Journal of Banking and Finance, Vol. 30, No. 7, pp. 1997-2024, 2006
 Cornelis A. Los
Alliant School of Management
Date Posted: June 03, 2008
Accepted Paper Series

Persistence Characteristics of the Chinese Stock Markets
International Review of Financial Analysis, Vol. 17, No. 1, pp. 64-82, 2008
 Cornelis A. Los and Bing Yu
Alliant School of Management and Kent State University
Date Posted: June 02, 2008
Accepted Paper Series

Incl. Electronic Paper The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
Journal of the American Statistical Association, Forthcoming
 Clive G. Bowsher and Roland Meeks
Statistical Laboratory, University of Cambridge and University of Oxford - Nuffield College
Date Posted: June 02, 2008
Accepted Paper Series
155 downloads

Incl. Electronic Paper 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
Cass Business School, City University London , City University London - Cass Business School and Lancaster University Management School
Date Posted: May 29, 2008
Working Paper Series
232 downloads

Incl. Electronic Paper The Idea of Time and Space in the Economic Analysis
FEA Working Paper No. 2008-15
 Mario Arturo Ruiz Estrada
University of Malaya (UM) - FEA
Date Posted: May 28, 2008
Last Revised: January 05, 2010
Working Paper Series
52 downloads

Incl. Electronic Paper Memoirs of an Indifferent Trader: Estimating Forecast Distributions from Prediction Markets
 Joyce E. Berg , John Geweke and Thomas Rietz
University of Iowa - Henry B. Tippie College of Business , University of Technology Sydney - Economics Discipline Group and University of Iowa - Henry B. Tippie College of Business
Date Posted: May 25, 2008
Last Revised: April 29, 2010
Working Paper Series
135 downloads

Incl. Electronic Paper Volatility Forecasting and Liquidity: Evidence from Individual Stocks
 Peter A. Brous , Ufuk Ince and Ivilina Popova
Seattle University , University of Washington, Bothell - Business and Texas State University - San Marcos
Date Posted: May 24, 2008
Working Paper Series
209 downloads

Incl. Fee Electronic Paper Bayesian VARs with Large Panels
CEPR Discussion Paper No. DP6326
 Marta Banbura , Domenico Giannone and Lucrezia Reichlin
European Central Bank , Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and London Business School
Date Posted: May 23, 2008
Working Paper Series
9 downloads

Incl. Electronic Paper On Uncertainty, Market Timing and the Predictability of Tick by Tick Exchange Rates
 Roman Kozhan and Mark Salmon
University of Warwick, Warwick Business School and University of Cambridge - Faculty of Economics and Politics
Date Posted: May 23, 2008
Working Paper Series
211 downloads

Incl. Electronic Paper Derivative Process Model of Development Power in Industry: Empirical Research and Forecast for Chinese Software Industry and US Economy
China-USA Business Review, Vol. 3, No, 10, pp. 1-17, 2004
 Feng Dai
Zhengzhou Information Engineering University
Date Posted: May 22, 2008
Last Revised: September 12, 2008
Accepted Paper Series
45 downloads

Incl. Electronic Paper Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting
FRB of New York Staff Report No. 327
 Jan J. J. Groen and George Kapetanios
Federal Reserve Bank of New York and University of London - Queen Mary College - Department of Economics
Date Posted: May 22, 2008
Last Revised: September 28, 2009
Working Paper Series
118 downloads

Incl. Fee Electronic Paper Term Structure Forecasting: No-Arbitrage Restrictions vs. Large Information Set
CEPR Discussion Paper No. DP6206
 Carlo A. Favero , Linlin Niu and Luca Sala
Bocconi University - Department of Finance , Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE) and University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Date Posted: May 21, 2008
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Forecasts of U.S. Short-Term Interest Rates: A Flexible Forecast Combination Approach
CEPR Discussion Paper No. DP6188
 Massimo Guidolin and Allan G. Timmermann
Bocconi University - Department of Finance and University of California, San Diego (UCSD) - Department of Economics
Date Posted: May 20, 2008
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Economic Forecasting
CEPR Discussion Paper No. DP6158
 Graham Elliott and Allan G. Timmermann
University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: May 19, 2008
Working Paper Series
7 downloads

Incl. Electronic Paper The Role of Country-Specific Trade and Survey Data in Forecasting Euro Area Manufacturing Production: Perspective from Large Panel Factor Models
ECB Working Paper No. 894
 Laurent Maurin and Matthieu Darracq Paries
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Date Posted: May 19, 2008
Working Paper Series
25 downloads

Incl. Electronic Paper Choosing Attribute Weights for Item Dissimilarity Using Clikstream Data with an Application to a Product Catalog Map
ERIM Report Series Reference No. ERS-2008-024-MKT
 Michiel van Wezel , Martijn Kagie , Marcel van Wezel and Patrick J. F. Groenen
affiliation not provided to SSRN , Erasmus Research Institute of Management (ERIM) , Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR)
Date Posted: May 15, 2008
Working Paper Series
20 downloads

Incl. Electronic Paper The Usefulness of Infra-Annual Government Cash Budgetary Data for Fiscal Forecasting in the Euro Area
ECB Working Paper No. 901
 Luca Onorante , Diego J. Pedregal , Javier J. Perez and Sara Signorini
European Central Bank (ECB) , University of Castilla-La Mancha , Bank of Spain - Research Department and HVB Milan - Global Economics & FI/FX Research
Date Posted: May 14, 2008
Working Paper Series
25 downloads

Incl. Electronic Paper Common Cents
 Brooks Hamilton
Brooks Hamilton & Partners
Date Posted: May 05, 2008
Last Revised: May 28, 2008
Working Paper Series
162 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo5 in 3.734 seconds