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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
Papers Received in
  Last 12 months:
68,988

Paper Downloads:
To date: 65,953,402
Last 12 months: 11,186,475
Last 30 days: 1,057,634

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  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C51
360,450 Total downloads
Showing Papers 121 - 170 of 1,827
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Incl. Electronic Paper What's Beneath the Surface? Option Pricing with Multifrequency Latent States
HEC Paris Research Paper No. 969/2013
Laurent E. Calvet , Marcus Fearnley , Adlai J. Fisher and Markus Leippold
HEC Paris (Groupe HEC) - Finance Department , HEC Paris - Department of Finance , University of British Columbia (UBC) - Sauder School of Business and University of Zurich - Department of Banking and Finance
Date Posted: November 07, 2012
Last Revised: April 04, 2013
Working Paper Series
172 downloads

When the U.S. Sneezes the World Catches Cold: Are Worldwide Stock Markets Stable?
Applied Financial Economics, Vol. 22, No. 23, 2012
Sandy Suardi
La Trobe University
Date Posted: November 02, 2012
Accepted Paper Series

Incl. Electronic Paper Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries
IMF Working Paper No. 12/191
Serhan Cevik and Katerina Teksoz
International Monetary Fund (IMF) and Columbia University
Date Posted: November 01, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Identification and Counterfactuals in Dynamic Models of Market Entry and Exit
Victor Aguirregabiria and Junichi Suzuki
University of Toronto - Department of Economics and University of Toronto - Department of Economics
Date Posted: October 30, 2012
Working Paper Series
56 downloads

Estimation of Nonlinear Models in a Quasi-Maximum Likelihood Framework with Spatial Data
Cuicui Lu
affiliation not provided to SSRN
Date Posted: October 29, 2012
Working Paper Series

Incl. Electronic Paper Who Leaves and When? – Selective Outmigration of Immigrants from Germany
SOEPpaper No. 490
Torben Kuhlenkasper and Max Friedrich Steinhardt
affiliation not provided to SSRN and Hamburg Institute of International Economics (HWWI)
Date Posted: October 26, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper Tractable and Consistent Random Graph Models
Arun Chandrasekhar and Matthew O. Jackson
Microsoft Research, New England and Stanford University - Department of Economics
Date Posted: October 25, 2012
Last Revised: April 27, 2013
Working Paper Series
314 downloads

Incl. Electronic Paper A Gold Bubble?
Dirk G. Baur and Kristoffer J. Glover
University of Technology, Sydney (UTS) - School of Finance and Economics and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: October 25, 2012
Working Paper Series
242 downloads

Incl. Electronic Paper Structural Estimation of a Pairwise Stable Network Formation with Nonnegative Externality
Yuhei Miyauchi
Massachusetts Institute of Technology (MIT)
Date Posted: October 23, 2012
Working Paper Series
85 downloads

Incl. Electronic Paper Estimating Behavioural Heterogeneity Under Regime Switching
University of Technology Sydney Quantitative Finance Research Centre Research Paper No. 290
Carl Chiarella , Xuezhong He , Weihong Huang and Huanhuan Zheng
University of Technology, Sydney - UTS Business School, Finance Discipline Group , University of Technology, Sydney (UTS) - School of Finance and Economics , Nanyang Technological University (NTU) - School of Humanities & Social Sciences and Nanyang Technological University (NTU) - Division of Economics
Date Posted: October 23, 2012
Working Paper Series
13 downloads

Incl. Electronic Paper Econometric Regime Shifts and the US Subprime Bubble
Andre Kallak Anundsen
University of Oslo
Date Posted: October 19, 2012
Working Paper Series
44 downloads

Incl. Fee Electronic Paper A Note on Moving‐Average Models with Feedback
Journal of Time Series Analysis, Vol. 33, Issue 6, pp. 873-879, 2012
Dong Li
University of Iowa
Date Posted: October 17, 2012
Accepted Paper Series

Incl. Electronic Paper Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets
Centre for Economic and Financial Studies, University of Glasgow, August 2012
Rifqi Ardliansyah
Adam Smith Business School
Date Posted: October 15, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper Lasso-Type and Heuristic Strategies in Model Selection and Forecasting
Jena Economic Research Papers 2012-055
Ivan Savin and Peter Winker
DFG Research Training Program "The Economics of Innovative Change", Friedrich Schiller University and the Max Planck Institute of Economics and University of Giessen - Department of Economics
Date Posted: October 15, 2012
Accepted Paper Series
14 downloads

Incl. Electronic Paper Adaptive GMM Shrinkage Estimation with Consistent Moment Selection
Zhipeng Liao
University of California, Los Angeles (UCLA)
Date Posted: October 15, 2012
Last Revised: December 05, 2012
Working Paper Series
34 downloads

Incl. Electronic Paper Heterogeneity of Ambiguity Preferences
Dale O. Stahl
University of Texas at Austin - Department of Economics
Date Posted: October 13, 2012
Working Paper Series
17 downloads

Model Averaging Based on Kullback-Leibler Distance
Xinyu Zhang and Guohua Zou
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Chinese Academy of Sciences - Academy of Mathematics and Systems Science
Date Posted: October 12, 2012
Working Paper Series

Incl. Electronic Paper Implications of the Cressie-Read Family of Additive Divergences for Information Recovery
George Judge and Ron Mittelhammer
University of California, Berkeley - Department of Agricultural & Resource Economics and Washington State University - Department of Agricultural and Resource Economics
Date Posted: October 08, 2012
Working Paper Series
13 downloads

Incl. Fee Electronic Paper Nonlinearities and the Sustainability of the Government's Intertemporal Budget Constraint
Economic Inquiry, Vol. 50, Issue 4, pp. 988-999, 2012
Gabriella Deborah Legrenzi and Costas Milas
Keele University - Department of Economics and Keele University
Date Posted: October 06, 2012
Accepted Paper Series

Incl. Electronic Paper Modeling Gasoline Demand with Structural Breaks: New Evidence from Nigeria
International Journal of Energy Economics and Policy Vol. 2, No. 1, 2012, pp. 1-9
Olusegun A. Omisakin , Abimbola Oyinlola and Oluwatosin Ademola Adeniyi
Redeemer's University, Nigeria , affiliation not provided to SSRN and Centre for the Study of the Economies of Africa
Date Posted: October 06, 2012
Accepted Paper Series
11 downloads

Incl. Electronic Paper Default Risk Modeling with Position-Dependent Killing
Yuri A. Katz
S&P Capital IQ
Date Posted: October 04, 2012
Working Paper Series
40 downloads

Incl. Electronic Paper Structural Breaks, Parameter Stability and Energy Demand Modeling in Nigeria
International Journal of Economic Sciences and Applied Research, Volume 5 Issue 2, pp. 129-144
Olusegun A. Omisakin , Oluwatosin Ademola Adeniyi and Abimbola Oyinlola
Redeemer's University, Nigeria , Centre for the Study of the Economies of Africa and affiliation not provided to SSRN
Date Posted: October 04, 2012
Accepted Paper Series
9 downloads

Incl. Electronic Paper Euro Area and Global Oil Shocks: An Empirical Model-Based Analysis
Bank of Italy Temi di Discussione (Working Paper) No. 873
Lorenzo Forni , Andrea Gerali , Alessandro Notarpietro and Massimiliano Pisani
International Monetary Fund (IMF) , Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: October 02, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper Dynamic Price Linkage and Volatility Structure between Carbon Markets
Takashi Kanamura
J-POWER
Date Posted: September 29, 2012
Working Paper Series
21 downloads

Incl. Fee Electronic Paper International Standards and International Trade: Empirical Evidence from ISO 9000 Diffusion
CEPR Discussion Paper No. DP9047
Joseph A. Clougherty and Michal Grajek
University of Illinois at Urbana-Champaign and ESMT European School of Management and Technology
Date Posted: September 28, 2012
Working Paper Series
2 downloads

Incl. Fee Electronic Paper What's News in Business Cycles
CEPR Discussion Paper No. DP8984
Stephanie Schmitt-Grohé and Martin Uribe
Columbia University - Graduate School of Arts and Sciences - Department of Economics and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Date Posted: September 28, 2012
Working Paper Series
3 downloads

Incl. Electronic Paper Did the Taylor Rule Stabilize Inflation in Brazil?
Rodrigo De-Losso
University of Sao Paulo (USP) - Department of Economics
Date Posted: September 28, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper Successive Sample Selection and its Relevance for Management Decisions
Forthcoming in Marketing Science
Stephan Wachtel and Thomas Otter
Goethe University Frankfurt and Goethe University Frankfurt, Department of Marketing
Date Posted: September 26, 2012
Accepted Paper Series
32 downloads

Incl. Electronic Paper Stock Prices in an Artificial Stock Market with Optimistic and Pessimistic Agents
Herbert Kimura , Fabiano Guasti Lima , Luiz C. J. Perera and Roberto Borges Kerr
Mackenzie Presbiterian University , University of Sao Paulo (USP) , Mackenzie Presbyterian University and Mackenzie Presbyterian University
Date Posted: September 16, 2012
Working Paper Series
18 downloads

Incl. Fee Electronic Paper Automated Model Selection in Finance: General‐To‐Specific Modelling of the Mean and Volatility Specifications
Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 5, pp. 716-735, 2012
Genaro Sucarrat and Alvaro Escribano
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: September 12, 2012
Accepted Paper Series

Incl. Electronic Paper A Computationally Efficient Fixed Point Approach to Structural Estimation of Aggregate Demand
Rotman School of Management Working Paper No. 2140617
Yutec Sun and Masakazu Ishihara
University of Toronto - Rotman School of Management and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: September 04, 2012
Last Revised: February 12, 2013
Working Paper Series
79 downloads

Incl. Electronic Paper Determining Countries' Tax Effort
Hacienda Pública Española/Revista de Economía Pública, 195-(4/2010): 65-87,
Carola Pessino and Ricardo Fenochietto
Universidad del CEMA and International Monetary Fund (IMF) - Fiscal Affairs Department
Date Posted: September 04, 2012
Accepted Paper Series
40 downloads

Incl. Electronic Paper On Italy's Economic Mechanism
György Simon Jr.
Corvinus University of Budapest
Date Posted: September 03, 2012
Last Revised: April 29, 2013
Working Paper Series
29 downloads

An Industry-Based Prediction Model for Regional Unemployment Rates Based on Officially Available Data
Lecture Notes in Information Technology, Vol. 21, 2012
Adrian Otoiu , Emilia Titan and Remus Dumitrescu
Academy of Economic Studies , Academy of Economic Studies and University of Bucharest
Date Posted: September 02, 2012
Accepted Paper Series

Incl. Electronic Paper A Plug-In Averaging Estimator for Regressions with Heteroskedastic Errors
Chu-An Liu
National University of Singapore (NUS)
Date Posted: August 30, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper The Term Structure of Variance Swaps, Risk Premia and the Expectation Hypothesis
Yacine Ait-Sahalia , Mustafa Karaman and Loriano Mancini
Princeton University - Department of Economics , University of Zurich - Swiss Banking Institute (ISB) and Ecole Polytechnique Fédérale de Lausanne
Date Posted: August 27, 2012
Working Paper Series
344 downloads

Incl. Electronic Paper Revisiting the Fractional Cointegrating Dynamics of Implied-Realized Volatility Relation with Wavelet Band Spectrum Regression
Jozef Barunik and Michaela Barunikova
Charles University in Prague - Institute of Economic Studies and Academy of Sciences of the Czech Republic
Date Posted: August 24, 2012
Last Revised: February 18, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper Durable Matters? An Alternative Measure of Consumption Risk
25th Australasian Finance and Banking Conference 2012
Rui Cui
University of Chicago - Booth School of Business (Finance Authors)
Date Posted: August 21, 2012
Working Paper Series
76 downloads

Incl. Electronic Paper A Note on the Vasicek’s Model with the Logistic Distribution
Jiri Witzany
University of Economics
Date Posted: August 20, 2012
Working Paper Series
49 downloads

Incl. Electronic Paper Modeling Influence of Product Quality and Grower Reputation on Prices in Dutch Flower Auctions
Alexander Slutsky and Yehiel Steinmetz
University of Haifa - Golan Research Institute and Israeli Ministry of Agriculture
Date Posted: August 16, 2012
Working Paper Series
12 downloads

A Model Structure of the Nigerian Palm Kernel Market
DECISION: Journal of Indian Institute of Management, Calcutta, Vol. 20, No. 9, pp.163-173, July -September 1993
Uchechi Rex Ogbuagu
University of Calabar
Date Posted: August 14, 2012
Accepted Paper Series

Incl. Electronic Paper Asset Correlation and Credit Quality: The Basel Assumption
Mohammad Zanganeh and Robert A. Jones
BMO Financial Group and Simon Fraser University (SFU) - Department of Economics
Date Posted: August 13, 2012
Last Revised: January 02, 2013
Working Paper Series
114 downloads

Incl. Electronic Paper Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach
IMF Working Paper No. 12/149
Francis Vitek
International Monetary Fund (IMF)
Date Posted: August 10, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper Modeling Default Correlation in a US Retail Loan Portfolio
25th Australasian Finance and Banking Conference 2012
Dennis Bams , Magdalena Pisa and Christian C. P. Wolff
University of Maastricht - Limburg Institute of Financial Economics (LIFE) , Maastricht University - Limburg Institute of Financial Economics (LIFE) and University of Luxembourg - Luxembourg School of Finance
Date Posted: August 09, 2012
Last Revised: April 04, 2013
Working Paper Series
56 downloads

Incl. Electronic Paper Estimating Structural Models of Equilibrium and Cognitive Hierarchy Thinking in the Field: The Case of Withheld Movie Critic Reviews
Management Science, Forthcoming
Alexander L. Brown , Colin Camerer and Dan Lovallo
Texas A&M University - Department of Economics , California Institute of Technology - Division of the Humanities and Social Sciences and University of Western Australia
Date Posted: August 08, 2012
Accepted Paper Series
9 downloads

Incl. Electronic Paper Concept and Mathematics of Islamic Financial Engineering
8th International Conference on Islamic Economics and Finance, 20 December 2011, Doha, Qatar
Nadi Serhan Aydin and Martin Rainer
Institute of Applied Mathematics, Middle East Technical University and ENAMEC Institute
Date Posted: August 06, 2012
Last Revised: August 08, 2012
Working Paper Series
162 downloads

Incl. Electronic Paper A Comment on Econometric Information Recovery and Inference from Indirect Noisy Economic Data
George Judge
University of California, Berkeley - Department of Agricultural & Resource Economics
Date Posted: August 04, 2012
Working Paper Series
32 downloads

Incl. Electronic Paper Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models
Jorge E. Galán , Helena Veiga and Mike Wiper Sr.
Universidad Carlos III de Madrid - Department of Statistics and Econometrics , Universidad Carlos III de Madrid - Department of Statistics and Econometrics and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Date Posted: July 27, 2012
Working Paper Series
14 downloads

Incl. Electronic Paper Long-Term Real Interest Rates: The G7 Affair Revisited
Christos F. Stournaras
Independent
Date Posted: July 19, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Analyzing Determinants of Foreclosure of Middle-Income Borrowers of Color in the Atlanta, GA Metropolitan Area
GMU School of Public Policy Research Paper No. 2013-01
Katrin B. Anacker , James H. Carr and Archana Pradhan
George Mason University - School of Public Policy , Federal National Mortgage Association (Fannie Mae) and National Community Reinvestment Coalition (NCRC)
Date Posted: July 15, 2012
Working Paper Series
39 downloads


 

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