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JEL Code: C5
1,170,986 Total downloads
Showing Papers 121 - 170 of 5,955
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An Empirical Investigation into The Permanent Income Hypothesis: Further Evidence from the Canadian Data
Applied Economics, 1996, 28, 1451-1461
Tony S. Wirjanto
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series
Asymmetric Stochastic Conditional Duration Model — A Mixture-of-Normal Approach
Journal of Financial Econometrics, Vol. 9, No. 3, 469-488, 2011
Dinghai Xu
,
John Knight and
Tony S. Wirjanto
Independent
,
University of Western Ontario - Department of Economics
and
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series
Modeling the Leverage Effect with Copulas and Realized Volatility
Finance Research Letters 5 (2008) 221-227
Cathy Ning ,
Tony S. Wirjanto and
Dinghai Xu
Ryerson University
,
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
and
Independent
Date Posted: March 31, 2013
Accepted Paper Series
Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach
Finance Research Letters 6 (2009) 202–209,
Cathy Ning and
Tony S. Wirjanto
Ryerson University
and
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series
Money Stock Targeting and Money Supply: A Closer Examination of the Data
Journal of Applied Econometrics, Vol. 11, pp. 93-104, 1996
Robert A. Amano and
Tony S. Wirjanto
Bank of Canada & CREFE
and
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series
Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance
Comparing Alternative Exchange Rate Regimes in Eastern Europe
Muhammad Khan
,
Mazen Kebewar
and
Nikolay Nenovsky
University of Orleans - Laboratoire d'économie d'Orléans
,
Université d’Orléans - Laboratoire d’Économie d’Orléans (LEO)
and
Bulgarian National Bank
Date Posted: March 31, 2013
Working Paper Series
128 downloads
Asset Price Trend Theory: Reframing Portfolio Theory from the Ground Up
Robert Dubois
Trend Modus Capital Management LLC
Date Posted: March 31, 2013
Last Revised: May 11, 2013
Working Paper Series
702 downloads
A Dynamic Affine Factor Model for the Pricing of Collateralized Debt Obligations
Swiss Finance Institute Research Paper No. 13-09
Zehra Eksi
and
Damir Filipovic
Vienna University of Economics and Business Administration-Institute for Statistics and Mathematics
and
Ecole Polytechnique Fédérale de Lausanne
Date Posted: March 30, 2013
Last Revised: April 10, 2013
Working Paper Series
37 downloads
A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs
IMF Working Paper No. 13/68
Andreas A. Jobst
,
Li Ong and
Christian Schmieder
Bermuda Monetary Authority (BMA)
,
International Monetary Fund (IMF)
and
International Monetary Fund (IMF)
Date Posted: March 30, 2013
Working Paper Series
16 downloads
The Challenge of Debt Reduction During Fiscal Consolidation
IMF Working Paper No. 13/67
Luc Eyraud
and
Anke Weber
International Monetary Fund (IMF)
and
International Monetary Fund (IMF)
Date Posted: March 30, 2013
Working Paper Series
26 downloads
Estimation of Quarticity with High Frequency Data
Quantitative Finance, Vol. 12(4) (2012), pp. 607-622
Maria Elvira Mancino and
Simona Sanfelici
University of Florence - Department of Mathematics for Decisions
and
University of Parma - Facoltà di Economia
Date Posted: March 30, 2013
Last Revised: April 02, 2013
Accepted Paper Series
16 downloads
Driving Restrictions that Work? Quito's Pico y Placa Program
Paul E. Carrillo ,
Arun S. Malik and
Yiseon Yoo
George Washington University - Department of Economics
,
George Washington University - Department of Economics
and
George Washington University - Department of Economics
Date Posted: March 29, 2013
Last Revised: April 15, 2013
Working Paper Series
49 downloads
A Contextual Approach of an Inter and Cross-Disciplinary Project: The Healing Power of Language
Medical Bioengineering Conference (Conferinţa INGIMED) – 2006, Romanian Federation of Medical Bioengineering (Federatia Romana de Bioinginerie Medicala) – Bucharest, November 9-10, 2006,
Nicolae Bulz
Victoria University of Technology - Center for Strategic Economic Studies (CSES)
Date Posted: March 29, 2013
Accepted Paper Series
4 downloads
Factors of Growth in Russian Agriculture
György Simon Jr.
Corvinus University of Budapest
Date Posted: March 29, 2013
Last Revised: May 21, 2013
Working Paper Series
19 downloads
Natural-Artificial Dualism/An Interdisciplinary Approach: An Imagistic Composition Dedicated to 'The Body in Social Science' Research
The Volume of the International Sociological Association – XV World Congress, July 7-13, 2002, Brisbane; ISBN 0 909291 67 5, index_p.375 (p. 303, p. 285, p. 265, p. 368),
Nicolae Bulz
Victoria University of Technology - Center for Strategic Economic Studies (CSES)
Date Posted: March 29, 2013
Accepted Paper Series
3 downloads
Forecasting the Risk of Speculative Assets by Means of Copula Distributions
DIW Berlin Discussion Paper No. 1282
Benjamin Beckers
,
Helmut Herwartz
and
Moritz Seidel
German Institute for Economc Research (DIW)
,
University of Goettingen (Gottingen)
and
Deutsche Bundesbank
Date Posted: March 28, 2013
Working Paper Series
24 downloads
Barrier Options Under Lévy Processes: A Simple Short-Cut
José Fajardo
Getulio Vargas Foundation
Date Posted: March 28, 2013
Last Revised: April 19, 2013
Working Paper Series
12 downloads
Joint Independent Metropolis-Hastings Methods for Nonlinear Non-Gaussian State Space Models
Tinbergen Institute Discussion Paper 13-050/III
Istvan Barra
,
Lennart F. Hoogerheide
,
Siem Jan Koopman and
Andre Lucas
VU University Amsterdam
,
Vrije Universiteit Amsterdam - Dept. of Econometrics
,
VU University Amsterdam
and
VU University Amsterdam - Faculty of Economics and Business
Date Posted: March 27, 2013
Working Paper Series
11 downloads
Food Versus Fuel: Causality and Predictability in Distribution
IEFE ‐ The Center for Research on Energy and Environmental Economics and Policy at Bocconi University Working Paper No. 56,
Andrea Bastianin
,
Marzio Galeotti and
Matteo Manera
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
,
University of Milan - Department of Economics, Business and Statistics (DEAS)
and
University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: March 27, 2013
Working Paper Series
4 downloads
Noncausality and Inflation Persistence
DIW Berlin Discussion Paper No. 1286
Markku Lanne
University of Helsinki - Department of Political and Economic Studies
Date Posted: March 27, 2013
Working Paper Series
7 downloads
A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation
DIW Berlin Discussion Paper No. 1285
Markku Lanne and
Jani Luoto
University of Helsinki - Department of Political and Economic Studies
and
University of Helsinki
Date Posted: March 27, 2013
Working Paper Series
12 downloads
Inventory and Shipment Policies for the Online Movie DVD Rental Industry
Kyung Sung Jung
,
Casey Chung
,
Shun Chen Niu
and
Chelliah Sriskandarajah
University of Texas at Dallas - Naveen Jindal School of Management
,
Independent
,
University of Texas at Dallas - Department of Information Systems & Operations Management
and
Texas A&M University
Date Posted: March 27, 2013
Working Paper Series
Long Term Projections of the World Economy - A Review
Crawford School Research Paper No. 14/2013
Alison Stegman
and
Warwick J. McKibbin
Australian National University (ANU)
and
Australian National University
Date Posted: March 26, 2013
Working Paper Series
31 downloads
Political Body in Research into, and Praxis of, Religious (In)Tolerance: The Complexity of the Last Three Centuries Transylvania Case, till 1956
International Study of Religion in Central and Eastern Europe Association (ISORECEA) Conference, Pázmány Péter Catholic University Faculty of Humanities, Budapest – Piliscsaba, Hungary, December 9-11, 2004,
Nicolae Bulz
Victoria University of Technology - Center for Strategic Economic Studies (CSES)
Date Posted: March 25, 2013
Accepted Paper Series
1 downloads
Qualia – Paradoxes: A Transdiciplinary (Re)Search within the Dialogue between Science, Art and Religion
International Congress "Transdisciplinary Approaches of the Dialogue between Science, Art and Religion in the Europe of Tomorrow," September 2007
Nicolae Bulz
Victoria University of Technology - Center for Strategic Economic Studies (CSES)
Date Posted: March 24, 2013
Accepted Paper Series
4 downloads
Quadratic Variance Swap Models
Swiss Finance Institute Research Paper No. 13-06
Damir Filipovic ,
Elise Gourier
and
Loriano Mancini
Ecole Polytechnique Fédérale de Lausanne
,
Swiss Finance Institute
and
Ecole Polytechnique Fédérale de Lausanne
Date Posted: March 23, 2013
Last Revised: May 14, 2013
Working Paper Series
62 downloads
Bankruptcy Prediction Based on Stochastic Processes: A New Model Class to Predict Corporate Bankruptcies?
Jan Klobucnik
and
Soenke Sievers
University of Cologne
and
University of Cologne
Date Posted: March 23, 2013
Working Paper Series
48 downloads
Estimation of Productivity in Korean Electric Power Plants: A Semiparametric Smooth Coefficient Model
IZA Discussion Paper No. 7277
Almas Heshmati ,
Subal C. Kumbhakar and
Kai Sun
Sogang University
,
State University of New York (SUNY) at Binghamton - Department of Economics
and
Aston University - Aston Business School
Date Posted: March 23, 2013
Working Paper Series
2 downloads
Food Versus Fuel: Causality and Predictability in Distribution
USAEE Working Paper No. 13-117
Andrea Bastianin
,
Marzio Galeotti and
Matteo Manera
University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
,
University of Milan - Department of Economics, Business and Statistics (DEAS)
and
University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: March 23, 2013
Working Paper Series
13 downloads
Balkan Countries: Catching Up and Their Integration in the European Financial System
Fabienne Bonetto
,
Srdjan Redžepagić
and
Anna Tykhonenko
Université de Nice Sophia Antipolis
,
Institute of Economic Sciences Belgrade
and
Université de Nice Sophia Antipolis
Date Posted: March 23, 2013
Working Paper Series
3 downloads
Failure in the Market for Reviewing Economics Papers: Good Readers, Bad Referees, and Ugly Papers
International Journal of Management Studies, Statistics & Applied Economics, Vol. 2, No. II, pp. 163-176, December 2012
Dimitris Hatzinikolaou
University of Ioannina - Department of Economics
Date Posted: March 22, 2013
Accepted Paper Series
9 downloads
Reinvestigating the Uncovered Interest Rate Parity Puzzle Via Analysis of Multivariate Tail Dependence in Currency Carry Trades
Matthew Ames ,
Guillaume Bagnarosa
and
Gareth William Peters
University College London
,
Molinero Capital ManagementUniversity College London
and
University College London
Date Posted: March 22, 2013
Working Paper Series
36 downloads
More on Cornish Fisher: Distribution Density and Boundary Conditions
Didier Maillard
Conservatoire National des Arts et Métiers (CNAM)
Date Posted: March 22, 2013
Working Paper Series
8 downloads
GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts
Tinbergen Institute Discussion Paper 2013-047/III
David Ardia and
Lennart F. Hoogerheide
Laval University - Département de Finance et Assurance
and
Vrije Universiteit Amsterdam - Dept. of Econometrics
Date Posted: March 21, 2013
Working Paper Series
23 downloads
Individual Decisions and System Development - Integrating Modelling Approaches for the Heating Market
EWL Working Paper No. 01/2013
Klaas Bauermann
,
Stephan Spiecker
and
Christoph Weber
Chair for Management Science and Energy Economics
,
University of Duisburg-Essen
and
University of Duisburg-Essen
Date Posted: March 21, 2013
Working Paper Series
6 downloads
The Nexus between Natural Gas Spot and Futures Prices at NYMEX: What about Non-Linear Causality?
FCN Working Paper No. 17/2012
Theologos Dergiades
,
Georgia Christofidou
and
Reinhard Madlener
International Hellenic University (IHU)
,
International Hellenic University (IHU)
and
RWTH Aachen University
Date Posted: March 21, 2013
Working Paper Series
14 downloads
Population Change and Resulting Slowdown in Potential GDP Growth in China
China & World Economy, Vol. 21, Issue 2, pp. 1-14, 2013
Fang Cai and
Yang Lu
Chinese Academy of Social Sciences (CASS) - Institute for Population and Labor Economics
and
Chinese Academy of Social Sciences (CASS)
Date Posted: March 21, 2013
Accepted Paper Series
2 downloads
Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments
Alexander Tsyplakov
Novosibirsk State University - Department of Economics
Date Posted: March 21, 2013
Working Paper Series
14 downloads
Weighting Methods for Financial Stress Indices - Comparison and Implications for Risk Management
Journal of Financial Management and Analysis, Volume 25, No. 2, July-December, 2012
Dieter Gramlich
,
Timothy Bianco
and
Mikhail V. Oet
Baden-Württemberg Cooperative State University
,
Federal Reserve Banks - Federal Reserve Bank of Cleveland
and
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: March 20, 2013
Accepted Paper Series
What Determines Stock Market Behavior in Russia and Other Emerging Countries?
BOFIT Discussion Paper No. 4/2013
Iikka Korhonen
and
Anatoly Peresetsky
Bank of Finland - Institute for Economies in Transition (BOFIT)
and
National Research University Higher School of Economics
Date Posted: March 20, 2013
Last Revised: May 20, 2013
Working Paper Series
6 downloads
Fully Liquidity Adjusted CVA
Christian Kamtchueng
Barclays Capital
Date Posted: March 19, 2013
Last Revised: March 22, 2013
Working Paper Series
35 downloads
¿Se ha diversificado el Sistema de Capitalización Individual en América Latina? Un análisis de entropía como medida de diversificación bajo un enfoque de Raíces Unitarias de Panel de Datos (It Has Been Diversified Individual Capitalization System in Latin America? An Analysis of Entropy as a Measure of Diversification with a Focus on Panel Data Unit Roots Test)
Roberto Alejandro Ramirez Silva
Instituto Politécnico Nacional
Date Posted: March 17, 2013
Working Paper Series
8 downloads
What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?
Jianqing Fan
,
Michael B. Imerman
and
Wei Dai
Princeton University - Bendheim Center for Finance
,
Lehigh University
and
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Date Posted: March 17, 2013
Last Revised: April 10, 2013
Working Paper Series
87 downloads
Gender Gaps in Education and Labor Market Outcomes in the United States: The Impact of Employers' Prejudice
IDB Working Paper No. IDB-WP-357
Luca Flabbi and
Mauricio Tejada
RES - Inter-American Development Bank
and
Georgetown University
Date Posted: March 16, 2013
Working Paper Series
17 downloads
Inquiry on a Science-Religion Construct: Science-Religion Humankind Space
Nicolae Bulz
Victoria University of Technology - Center for Strategic Economic Studies (CSES)
Date Posted: March 16, 2013
Working Paper Series
7 downloads
Grievance, Greed, Feasibility: Premises of Civil-War Theories and Their Implications for Current-Day Iran
David Eickhoff
University of Freiburg (Germany) - Department of Political Science
Date Posted: March 15, 2013
Working Paper Series
8 downloads
Determining the Number of Regimes in Markov Switching VAR and VMA Models
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 03/WP/2013
Maddalena Cavicchioli
Advanced School of Economics in Venice
Date Posted: March 15, 2013
Working Paper Series
7 downloads
On the Predictive Content of Leading Indicators: The Case of US Real Estate Markets
Sotiris Tsolacos ,
Chris Brooks
and
Ogonna Nneji
University of Reading - Centre for Spatial and Real Estate Economics (CSpREE)
,
University of Reading - ICMA Centre
and
University of Reading - ICMA Centre
Date Posted: March 15, 2013
Last Revised: May 10, 2013
Working Paper Series
72 downloads
Modelling Cause-of-Death Mortality and the Impact of Cause-Elimination
UNSW Australian School of Business Research Paper No. 2013ACTL08
Daniel H. Alai
,
Severine Gaille
and
Michael Sherris
Australian School of Business at UNSW
,
University of Lausanne - Faculty of Business and Economics
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: March 15, 2013
Working Paper Series
26 downloads
Is There Really Granger Causality between Energy Use and Output?
Crawford School Research Paper No. 13-07
Stephan B. Bruns
,
Christian Gross
and
David I. Stern
University of Jena
,
RWTH Aachen University - Institute for Future Energy Consumer Needs and Behavior (FCN)
and
Australian National University (ANU) - Crawford School of Public Policy
Date Posted: March 15, 2013
Last Revised: April 21, 2013
Working Paper Series
80 downloads
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