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SSRN eLibrary Search Results
JEL Code: C53
444,457 Total downloads
Showing Papers 1,201 - 1,250 of 2,529
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The Properties of Realized Correlation: Evidence from the French, German and Greek Equity Markets
The Quarterly Review of Economics and Finance, Vol. 50, pp. 273-290, 2010

Date Posted: January 29, 2015
Accepted Paper Series

Incl. Electronic Paper On-Line Learning and Forecast Combination in Unbalanced Panels
Econometric Reviews, Forthcoming
Kajal Lahiri , Huaming Peng and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics , State University of New York (SUNY) at Albany - Department of Economics and Towson University - Department of Economics
Date Posted: January 29, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Understanding the Decline in the Price of Oil Since June 2014
CFS Working Paper No. 501
Christiane Baumeister and Lutz Kilian
Bank of Canada and University of Michigan at Ann Arbor - Department of Economics
Date Posted: January 29, 2015
Working Paper Series
63 downloads

Incl. Electronic Paper Forecasting Portfolio-Value-At-Risk with Nonparametric Lower Tail Dependence Estimates
Journal of Banking and Finance, Forthcoming
Karl Friedrich Siburg , Pavel Stoimenov and Gregor N. F. Weiss
TU Dortmund University , University of Dortmund - Department of Economics and TU Dortmund University
Date Posted: January 27, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper Modest Policy Interventions
FRB Atlanta Working Paper Series No. 99-22
Eric M. Leeper and Tao Zha
Indiana University at Bloomington - Department of Economics and Federal Reserve Bank of Atlanta
Date Posted: January 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Conditional Forecasts in Dynamic Multivariate Models
FRB Atlanta Working Paper Series No. 98-22
Daniel F. Waggoner and Tao Zha
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: January 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The ARCH-in-Mean Dose Work: Out-of-Sample Predictability of US Stock Market
Haibin Xie and Shouyang Wang
University of International Business and Economics and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Date Posted: January 25, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Hedge Fund Replication: A Model Combination Approach
Michael S. O'Doherty , N. Eugene Savin and Ashish Tiwari
University of Missouri at Columbia - Department of Finance , University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Date Posted: January 25, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper A Bayesian Model to Predict Content Creation with Two-Sided Peer Influence in Content Platforms
Bin Zhang , Anjana Susarla and Ramayya Krishnan
University of Arizona , Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management and Carnegie Mellon University - H. John Heinz III School of Public Policy and Management
Date Posted: January 25, 2015
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Austerity in 2009-2013
CEPR Discussion Paper No. DP10347
Alberto F. Alesina , Omar Barbiero , Carlo A. Favero , Francesco Giavazzi and Matteo Paradisi
Harvard University - Department of Economics , Harvard University , Bocconi University - Department of Finance , Bocconi University - Department of Economics and Harvard University
Date Posted: January 23, 2015
Working Paper Series

Incl. Electronic Paper Mixture Pair-Copula-Constructions
Journal of Banking and Finance, Forthcoming
Gregor N. F. Weiss and Marcus Scheffer
TU Dortmund University and University of Dortmund - Economics and Social Sciences
Date Posted: January 21, 2015
Accepted Paper Series
11 downloads

Incl. Electronic Paper Impact of Law of Demand & Supply on Stock Market: A Study of Most Active BSE Indices with the Help of RSI
Jain, Esha (Nov.-Dec. 2014). Impact of Law of Demand & Supply on Stock Market: A Study of Most Active BSE Indices with the Help of RSI; IOSR Journal of Economics and Finance (IOSR-JEF), e-ISSN: 2321-5933, p-ISSN: 2321-5925, Volume 5, Issue 6. Ver. II, pp. 06-15.
Esha Jain
G D Goenka University
Date Posted: January 20, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Quantile Aggregation of Density Forecasts
Bank of Italy Temi di Discussione (Working Paper) No. 979
Fabio Busetti
Bank of Italy
Date Posted: January 17, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Financial Indicators and Density Forecasts for US Output and Inflation
Bank of Italy Temi di Discussione (Working Paper) No. 977
Piergiorgio Alessandri and Haroon Mumtaz
Bank of Italy and Queen Mary University of London
Date Posted: January 17, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
CFS Working Paper No. 500
Christiane Baumeister , Lutz Kilian and Thomas K Lee
Bank of Canada , University of Michigan at Ann Arbor - Department of Economics and Energy Information Administration - US DOE
Date Posted: January 17, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Lambda Value at Risk: A New Backtestable Alternative to VaR
Asmerilda Hitaj and Ilaria Peri
University of Milan, Bicocca - Dipartimento di Statistica e Metodi Quantitativi and ESC Rennes School of Business
Date Posted: January 16, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper A Multi-Country Approach to Forecasting Output Growth Using PMIs
CAFE Research Paper No. 15.01
Alexander Chudik , Valerie Grossman and M. Hashem Pesaran
University of Cambridge , Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Southern California
Date Posted: January 14, 2015
Accepted Paper Series
12 downloads

Incl. Electronic Paper Reforming Old Age Security: Effects and Alternatives
Industrial Alliance Research Chair on the Economics Working Paper 14-10
Nicholas-James Clavet , Jean-Yves Duclos , Bernard Fortin and Steeve Marchand
Laval University , Laval University , Laval University and Laval University
Date Posted: January 14, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Assessing Macro Uncertainty in Real-Time When Data are Subject to Revision
Michael P. Clements
University of Reading - Henley Business School
Date Posted: January 11, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Data Revisions and DSGE Models
Ana Beatriz Galvão
University of Warwick
Date Posted: January 07, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Can Macroeconomists Get Rich Nowcasting Economic Turning Points?
Thomas Raffinot
Millesime-Finance
Date Posted: January 07, 2015
Working Paper Series
86 downloads

Incl. Electronic Paper A Method of Forecasting Wholesale Electricity Market Prices
Joe Maisano , Alex Radchik and Igor Skryabin
University of Technology Sydney (UTS) , University of Technology, Sydney and ANU Energy Change Institute
Date Posted: January 06, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Estimation of Value-at-Risk with Minimal Specification Error
Kian Guan Lim , Hao Cheng and Nelson Yap
Singapore Management University , Singapore Management University and Singapore Management University
Date Posted: January 05, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts
FRB of Cleveland Working Paper No. 14-39
Fabian Kruger , Todd E. Clark and Francesco Ravazzolo
Heidelberg Institute for Theoretical Studies (HITS) gGmbH , Federal Reserve Bank of Cleveland and Norges Bank
Date Posted: December 24, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Identifying Booms and Busts in House Prices Under Heterogeneous Expectations
Tinbergen Institute Discussion Paper 14-157/II
Wilko Bolt , Maria Demertzis , Cees G. H. Diks , Cars H. Hommes and Marco van der Leij
De Nederlandsche Bank (Dutch Central Bank) , De Nederlandsche Bank - Research Department , University of Amsterdam - Faculty of Economics and Business (FEB) , University of Amsterdam - Amsterdam School of Economics (ASE) and CeNDEF, University of Amsterdam
Date Posted: December 24, 2014
Working Paper Series
2 downloads

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
Last Revised: January 08, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Overcoming the Forecast Combination Puzzle: Lessons from the Time-Varying Efficiency of Phillips Curve Forecasts of U.S. Inflation
Christopher G. Gibbs
UNSW Australia
Date Posted: December 20, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Timing Stock Market Using Real Variables
Advances in Management and Applied Economics, Forthcoming
Jinpeng Ma and Yuming Wang
Rutgers University-Camden and Shanghai University - Department of Finance
Date Posted: December 19, 2014
Accepted Paper Series
22 downloads

Incl. Electronic Paper A Multi-Country Approach to Forecasting Output Growth Using PMIS
CESifo Working Paper Series No. 5100
Alexander Chudik , Valerie Grossman and M. Hashem Pesaran
University of Cambridge , Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Southern California
Date Posted: December 19, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Inflation Uncertainty and Disagreement in Bond Risk Premia
FRB of Chicago Working Paper No. 2014-24
Stefania D'Amico and Athanasios Orphanides
Federal Reserve Bank of Chicago and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: December 19, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Economic Performance Evaluation of Fragile 5 Countries After the Great Recession of 2008-2009 Using Analytic Network Process and TOPSIS Methods
Journal of Applied Finance & Banking, vol. 5, no. 1, 1-17, 2015 Forthcoming
Emrah Önder , Nihat Taş and Ali Hepsen
Istanbul University - School of Business - Department of Quantitative Techniques , Istanbul University - School of Business, Department of Quantitative Methods and Istanbul University - Faculty of Business Administration, Department of Finance
Date Posted: December 18, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Optimal Forecasts from Markov Switching Models
De Nederlandsche Bank Working Paper No. 452
Tom Boot and Andreas Pick
Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: December 16, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Does the Stability and Growth Pact Induce a Bias in the EC's Fiscal Forecasts
De Nederlandsche Bank Working Paper No. 451
Niels D. Gilbert and Jasper F.M. de Jong
De Nederlandsche Bank and De Nederlandsche Bank
Date Posted: December 16, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Formal and Heuristic Model Averaging Methods for Predicting the US Unemployment Rate
Proceedings of the Second Bayesian Young Statisticians Meeting 2014, Springer Proceedings in Mathematics and Statistics Series, Forthcoming
Jeremy Kolly
Laval University - Finance, Insurance and Real Estate Department
Date Posted: December 13, 2014
Accepted Paper Series
11 downloads

Incl. Electronic Paper Combined Density Nowcasting in an Uncertain Economic Environment
Tinbergen Institute Discussion Paper 14-152/III
Knut Are Aastveit , Francesco Ravazzolo and H. K. van Dijk
Norges Bank , Norges Bank and Tinbergen Institute
Date Posted: December 12, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Neural Network Forecasts of Taiwan Bureau of National Health Insurance Expenditures
The International Journal of Business and Finance Research, v. 8 (5) p. 95-114, 2014
Chin-Piao Yeh , Ai-Chi Hsu , Wei-Hsien Chang and Kuang-Cheng Chai
Overseas Chinese University (OCU) , National Yunlin University of Science and Technology , Feng Chia University and National Yunlin University of Science and Technology
Date Posted: December 12, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
IMF Working Paper No. 14/200
Francis Vitek
International Monetary Fund (IMF)
Date Posted: December 11, 2014
Working Paper Series
12 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
2 downloads

Assessing Inflation Risk in Non-Life Insurance
Alexander Bohnert , Nadine Gatzert and Andreas Kolb
Friedrich-Alexander-University of Erlangen-Nuremberg , Friedrich-Alexander-University of Erlangen-Nuremberg and Friedrich-Alexander-University of Erlangen-Nuremberg
Date Posted: December 09, 2014
Working Paper Series

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
7 downloads

Incl. Electronic Paper Identifying Booms and Busts in House Prices Under Heterogeneous Expectations
De Nederlandsche Bank Working Paper No. 450
Wilko Bolt , Maria Demertzis , Cees G. H. Diks , Cars H. Hommes and Marco van der Leij
De Nederlandsche Bank (Dutch Central Bank) , De Nederlandsche Bank - Research Department , University of Amsterdam - Faculty of Economics and Business (FEB) , University of Amsterdam - Amsterdam School of Economics (ASE) and CeNDEF, University of Amsterdam
Date Posted: December 04, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Adequacy of Lagrange Multiplier Test
European Economics Letters, Volume 3, Number 2, page 32-35, 2014
Mei-Yu Lee
Yuanpei University
Date Posted: December 04, 2014
Accepted Paper Series
2 downloads

Foreign Activities of U.S. Banks Since 1997: The Roles of Regulations and Market Conditions in Crises and Normal Times
Journal of International Money and Finance, doi:10.1016/j.jimonfin.2014.09.008, Forthcoming
Judit Temesvary
Hamilton College
Date Posted: December 03, 2014
Accepted Paper Series

The Determinants of U.S. Banks’ International Activities
Journal of Banking and Finance, Vol. 44, 2014, 233-247
Judit Temesvary
Hamilton College
Date Posted: December 03, 2014
Accepted Paper Series

Incl. Electronic Paper Polynomial Sieves as Universal Predictors
Christopher Adams
Federal Trade Commission - Bureau of Economics
Date Posted: December 03, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Analysis of Aggregated Inflation Expectations Based on the ECB SPF Survey
Bank of Finland Research Discussion Paper No. 29/2014
Sami Oinonen and Maritta Paloviita
Bank of Finland - Monetary Policy and Bank of Finland - Research
Date Posted: December 03, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Return Forecast Models and Out-of-Sample Portfolio Optimization: Evidence for Industry Portfolios
Wolfgang Bessler and Dominik Wolff
Justus-Liebig-University Giessen and Justus Liebig University Giessen
Date Posted: December 03, 2014
Last Revised: December 11, 2014
Working Paper Series
96 downloads

Incl. Fee Electronic Paper Following the Trend: Tracking GDP When Long-Run Growth is Uncertain
CEPR Discussion Paper No. DP10272
Juan Antolin-Diaz , Thomas Drechsel and Ivan Petrella
Fulcrum Asset Management , London School of Economics & Political Science (LSE) and University of London - School of Business, Economics and Informatics
Date Posted: December 02, 2014
Working Paper Series

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 Variable Selection in Predictive MIDAS Models
Banque de France Working Paper No. 520
Clément Marsilli
Banque de France
Date Posted: November 28, 2014
Working Paper Series
4 downloads


 

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