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JEL Code: C3
955,958 Total downloads
Showing Papers 121 - 170 of 6,249
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Recent Dynamics of Crude Oil Prices IMF Working Paper No. 06/299
Noureddine Krichene
Date Posted: January 12, 2007917 downloads
Indicators of Financial Crises Do Work! An Early-warning System for Six Asian Countries
Lestano
,
Jan P. A. M. Jacobs and
Gerard H. Kuper
Date Posted: December 27, 2003910 downloads
Open Market Versus Tender Offer Share Repurchases: A Conditional Event Study University of British Columbia, Finance Working Paper No. 98-2, Sauder School of Business Working Paper
Kai Li and
William J. McNally
Date Posted: March 11, 1999Last Revised: May 09, 2012908 downloads
A Practitioner's Guide to Bayesian Estimation of Discrete Choice Dynamic Programming Models Quantitative Marketing and Economics, Forthcoming
Andrew Ching
,
Susumu Imai ,
Masakazu Ishihara
and
Neelam Jain
Date Posted: May 07, 2009Last Revised: January 15, 2012892 downloads
Stochastic Models of Implied Volatility Surfaces Economic Notes, Vol. 31, No. 2, July 2002
Rama Cont ,
Valdo Durrleman
and
José Da Fonseca
Date Posted: April 28, 2003887 downloads
Bank Lending Policy, Credit Scoring and the Survival of Loans Review of Economics and Statistics, , Vol. 86, No. 4, pp. 946-958, November 2004
Kasper Roszbach
Date Posted: March 29, 2004886 downloads
Going Private Transactions and Corporate Governance in the UK
Charlie Weir and
David Laing
Date Posted: November 11, 2002886 downloads
Measuring the Euro Exchange Rate Risk Premium: The Conditional International CAPM Approach EFMA 2003, Helsinki, Finland
Lorenzo Cappiello ,
Olli Castren
and
Jarkko P. Jääskelä
Date Posted: May 02, 2003879 downloads
The Effects of Auditor Dismissals and Resignations on Audit Fees: Evidence Based on SEC Disclosures Under Sarbanes-Oxley
Paul A. Griffin and
David H. Lont
Date Posted: February 21, 2005873 downloads
Asset Allocation under Multivariate Regime Switching FRB of St. Louis Working Paper No. 2005-002C
Massimo Guidolin and
Allan G. Timmermann
Date Posted: October 28, 2006871 downloads
Timing of Employee Stock Option Exercises and the Cost of Stock Option Grants Rock Center for Corporate Governance Working Paper No. 34
Chris Armstrong ,
Alan D. Jagolinzer
and
David F. Larcker
Date Posted: June 01, 2006Last Revised: April 04, 2012871 downloads
Examining the Nelson-Siegel Class of Term Structure Models: In-Sample Fit versus Out-of-Sample Forecasting Performance
Michiel De Pooter
Date Posted: June 12, 2007Last Revised: October 20, 2007865 downloads
An Empirical Study of Cointegration and Causality in the Asia-Pacific Stock Markets
Wenzhong Fan
Date Posted: January 23, 2003858 downloads
Stock Market Integration and Financial Crises: The Case of Asia
Jian Yang
,
James W. Kolari and
Insik Min
Date Posted: December 01, 2003855 downloads
Evaluation of Panel Data Models: Some Suggestions from Time Series Discussion Paper 97-10
Clive W. J. Granger and
Ling-Ling Huang
Date Posted: January 12, 1998853 downloads
Are Credit Scoring Models Sensitive With Respect to Default Definitions? Evidence from the Austrian Market EFMA 2003 Helsinki Meetings
Evelyn Hayden
Date Posted: June 25, 2003852 downloads
Calibration of Multifactor Models in Electricity Markets International Journal of Theoretical and Applied Finance, Vol. 7, No. 2, pp. 101-120, March 2004
Martin T. Barlow
,
Yuri Gusev
and
Manpo Lai
Date Posted: November 02, 2004851 downloads
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
Massimiliano Caporin and
Michael McAleer
Date Posted: February 05, 2009Last Revised: June 24, 2009849 downloads
The Economic Costs of Corruption: A Survey and New Evidence
Axel Dreher
and
Thomas Herzfeld
Date Posted: June 02, 2005845 downloads
Modeling Conditional Correlations for Risk Diversification in Crude Oil Markets
Chia-Lin Chang
,
Michael McAleer and
Roengchai Tansuchat
Date Posted: May 10, 2009844 downloads
Regression-Based Tests of the Market Pricing of Accounting Numbers: The Mishkin Test and Ordinary Least Squares
Arthur G. Kraft ,
Andrew J. Leone and
Charles E. Wasley
Date Posted: January 11, 2007843 downloads
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
Shawkat M. Hammoudeh ,
Yuan Yuan
,
Mark A. Thompson and
Michael McAleer
affiliation not provided to SSRN
,
Texas Tech University - Rawls College of Business
and
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: October 31, 2009842 downloads
House Prices and the Macroeconomy in Europe: Results from a Structural VAR Analysis ECB Working Paper No. 18
Matteo M. Iacoviello
Date Posted: July 29, 2001840 downloads
Inflation Uncertainty, Asset Valuations, and the Credit Spreads Puzzle Review of Financial Studies, Forthcoming, EFA 2003 Glasgow Meetings Paper
Alexander David
Date Posted: March 07, 2007836 downloads
Money, Inflation, and Growth in Pakistan Pakistan Development Review, Vol. 45, No. 2, pp. 203-212, Summer 2006
Abdul Qayyum
Date Posted: February 28, 2007834 downloads
Estimating Coke and Pepsi's Price and Advertising Strategies UC Berkeley Competition Policy Center Working Paper No. CPC99-04
Amos Golan
,
Larry S. Karp and
Jeffrey M. Perloff
Date Posted: February 28, 2004832 downloads
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long-Run Performance 7th Annual Texas Finance Festival Paper, Sauder School of Business Working Paper
Murray Carlson ,
Adlai J. Fisher and
Ron Giammarino
Date Posted: May 16, 2005829 downloads
Long-run Models of Oil Stock Prices FEEM Working Paper No. 96.2003
Matteo Manera ,
Alessandro Lanza ,
Margherita Grasso
and
Massimo Giovannini
Date Posted: December 06, 2003829 downloads
A Risk Management Approach for Portfolio Insurance Strategies Proceedings of the 1st EIF International Financial Research Forum, Economica, 2009
Benjamin Hamidi
,
Bertrand B. Maillet and
Jean-Luc Prigent
Date Posted: October 27, 2008Last Revised: June 10, 2009825 downloads
Market Efficiency and Price Discovery in the EU Carbon Futures Market Applied Financial Economics, Vol. 20, No. 10, 2010
George Milunovich
and
Roselyne Joyeux
Date Posted: May 29, 2007Last Revised: January 23, 2011824 downloads
Integrated Time-Series Analysis of Spot and Option Prices AFA 2001 New Orleans Meetings
Jun Pan
Date Posted: November 30, 1999821 downloads
Markovian Projection to a Displaced Volatility Heston Model
Alexandre Antonov
,
Matthieu Arneguy
and
Nicolas Audet
Date Posted: March 20, 2008821 downloads
How Smart is Smart Money? A Two-Sided Matching Model of Venture Capital
Morten Sorensen
Date Posted: January 31, 2006818 downloads
Did Botswana Escape from the Resource Curse? IMF Working Paper No. 06/138
Atsushi Iimi
Date Posted: June 21, 2006816 downloads
Asymmetry in Earnings Timeliness and Persistence: A Simultaneous Equations Approach Review of Accounting Studies, Forthcoming
William H. Beaver
,
Wayne R. Landsman and
Edward L. Owens
Date Posted: April 02, 2008Last Revised: September 19, 2012811 downloads
The Macroeconomic Effects of Oil Price Shocks: Empirical Evidence for India
Surender Kumar
Date Posted: May 10, 2006807 downloads
Pricing FTSE 100 Index Options under Stochastic Volatility Lancaster University Management School, Department of Accounting and Finance Working Paper No. 99/018
Yueh-Neng Lin ,
Norman C. Strong and
Xinzhong Xu
Date Posted: December 09, 1999806 downloads
MATLAB Applications of Trading Rules and GARCH with Wavelets Analysis
Eleftherios Giovanis
Date Posted: December 15, 2009805 downloads
Stakeholder Theory, Market Structure and the Firm's Capital Structure: An Empirical Evidence
Abdulaziz Istaitieh
and
José Miguel Rodríguez Fernández
Date Posted: September 02, 2003797 downloads
Optimal Hedging of the Currency Exchange Risk Exposure of Dynamically Balanced Strategic Asset Allocations
Nikolaus Hautsch and
Joachim Inkmann
Date Posted: March 04, 2002780 downloads
An Empirical Investigation of Labor Income Processes Review of Economic Dynamics, Vol. 12, No. 1, 2009
Fatih Guvenen
Date Posted: August 31, 2005Last Revised: August 23, 2011778 downloads
Macro Factors in the Term Structure of Credit Spreads BIS Working Paper No. 203
Jeffery D. Amato and
Maurizio Luisi
Date Posted: January 17, 2005772 downloads
On the Accuracy of VaR Estimates Based on the Variance-Covariance Approach
Rakhal Dave and
Gerhard Stahl
Date Posted: October 03, 1997772 downloads
The Risk Premium of Volatility Implicit in Currency Options
Dajiang Guo
Date Posted: May 11, 1997771 downloads
A Framework for Stress Testing Banks' Credit Risk The Journal of Risk Model Validation, Vol. 2, No. 1, pp. 3-23, Spring 2008
Jim Wong
,
Ka-fai Choi
and
Tom Fong
Date Posted: January 15, 2009Last Revised: March 04, 2009764 downloads
In the Same Boat: Exchange Rate Interdependence in the Asia-Pacific Region PIER Working Paper No. 07-019
Yochanan Shachmurove
and
Tomer Shachmurove
Date Posted: July 11, 2007762 downloads
Credit Models and the Crisis, or: How I Learned to Stop Worrying and Love the CDOs
Damiano Brigo ,
Andrea Pallavicini
and
Roberto Torresetti
Date Posted: December 31, 2009Last Revised: February 18, 2010758 downloads
Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates London Economics Financial Markets Group Working Paper No. 483
Xiaohong Chen ,
Yanqin Fan
and
Andrew J. Patton
Date Posted: March 06, 2004757 downloads
Asset Storability and Price Discovery of Commodity Futures Markets: A New Look
Jian Yang
,
David Bessler
and
David J. Leatham
Date Posted: November 21, 2002756 downloads
Instrumental Variables And The Search For Identification: From Supply And Demand To Natural Experiments MIT Department of Economics Working Paper No. 01-33
Joshua D. Angrist and
Alan B. Krueger
Date Posted: September 20, 2001756 downloads
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