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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,961
Full Text Papers: 394,289
Authors: 227,018
Papers Received in
  Last 12 months:
69,054

Paper Downloads:
To date: 66,050,196
Last 12 months: 11,186,953
Last 30 days: 1,033,315

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  References:
238,981
Total References: 8,480,523
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C51
360,877 Total downloads
Showing Papers 121 - 170 of 1,830
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Incl. Electronic Paper ‘Children of the HMM’: Modeling Longitudinal Customer Behavior at Hulu.Com
Eric M. Schwartz , Eric Bradlow , Peter Fader and Yao Zhang
University of Pennsylvania - Marketing Department , University of Pennsylvania - Marketing Department , University of Pennsylvania - Marketing Department and University of Pennsylvania - The Wharton School
Date Posted: August 04, 2011
Working Paper Series
480 downloads

Incl. Electronic Paper Yield-Factor Volatility Models
Christophe Perignon and Daniel R. Smith
HEC Paris (Groupe HEC) - Finance Department and Queensland University of Technology - School of Economics and Finance
Date Posted: November 15, 2006
Working Paper Series
244 downloads

Yield Structures on the German Investment Markets: Estimate and Prognosis with the Help of a Portfolio Model
Kredit und Kapital, Vol. 27, No. 4, 1994
Martin Larch
European Union - Directorate General for Economic and Financial Affairs (DG ECFIN)
Date Posted: October 20, 2008
Accepted Paper Series

Incl. Electronic Paper Yield Curve Prediction for the Strategic Investor
ECB Working Paper No. 472
Carlos Bernadell , Joachim Coche and Ken Nyholm
European Central Bank - Risk Management Division , European Central Bank - Risk Management Division and European Central Bank (ECB) - Risk Management Division
Date Posted: May 28, 2005
Working Paper Series
557 downloads

Incl. Electronic Paper Yes, Libor Models can Capture Interest Rate Derivatives Skew: A Simple Modelling Approach

Eymen Errais and Fabio Mercurio
Stanford University and Bloomberg L.P.
Date Posted: March 10, 2005
Working Paper Series
587 downloads

Incl. Electronic Paper Wishart Quadratic Term Structure Models
Les Cahiers du CREF of HEC Montreal Working Paper No. 03-10
Christian Gourieroux and Razvan Sufana
University of Toronto - Department of Economics and University of Toronto - Department of Economics
Date Posted: July 18, 2005
Working Paper Series
427 downloads

Incl. Electronic Paper Willingness to Pay for Rural Landscape Preservation: A Case Study in Mediterranean Agriculture
FEEM Working Paper No. 59.2000
Riccardo Scarpa and Gianni Cicia
University of Waikato - Management School and University of Naples Federico II - Dipartimento di Teoria e Storia dell' Economia Pubblica
Date Posted: August 15, 2000
Working Paper Series
273 downloads

Incl. Electronic Paper Why is it So Difficult to Find an Effect of Exchange Rate Risk on Trade?
CentER Working Paper No. 1999-73
Franc J. G. M. Klaassen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Date Posted: February 02, 2000
Working Paper Series
258 downloads

Incl. Electronic Paper Why Do Simple Logit CVM Models Often Work Well In Spite Of Misspecification?
Michael Creel
Autonomous University of Barcelona
Date Posted: January 03, 1998
Working Paper Series
97 downloads

Incl. Electronic Paper Why Do Households Concentrate Their Wealth in Housing?
Journal of Real Estate Research Vol. 26, No. 4, 2004
John D. Benjamin , Peter T. Chinloy and G. Donald Jud
American University - Kogod School of Business , American University - Department of Finance and Real Estate and University of North Carolina (UNC) at Greensboro - Department of Finance
Date Posted: December 28, 2006
Accepted Paper Series
114 downloads

Incl. Electronic Paper Why are Stock Returns and Volatility Negatively Correlated?
Jinho Bae , Chang-Jin Kim and Charles R. Nelson
Konkuk University , Korea University and Dept of Economics
Date Posted: September 23, 2004
Working Paper Series
411 downloads

Incl. Electronic Paper Why and How to Construct a Genuine Belgian Price Index of House Sales
CES Discussion Paper No. 05.15
André Decoster and Kris De Swerdt
KU Leuven - Center for Economic Studies and KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: September 28, 2005
Working Paper Series
65 downloads

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
12 downloads

Incl. Electronic Paper Which Parametric Model for Conditional Skewness?
Bruno Feunou , Mohammad R. Jahan-Parvar and Romeo Tedongap
Bank of Canada , Federal Reserve Board and Stockholm School of Economics
Date Posted: March 09, 2007
Last Revised: December 31, 2011
Working Paper Series
166 downloads

Incl. Electronic Paper Which Moments to Match?
A. Ronald Gallant and George Tauchen
Duke University - Fuqua School of Business, Economics Group and Duke University - Economics Group
Date Posted: March 13, 1998
Working Paper Series
957 downloads

Incl. Electronic Paper Which Brands Gain Share from Which Brands? Inference from Store-Level Scanner Data
Tinbergen Institute Discussion Paper No. 2003-079/4
R.D. van Oest and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: November 18, 2003
Working Paper Series
217 downloads

Incl. Electronic Paper Where Did the Trade Liberalization Drive Latin American Economy: A Cross Section Analysis
Applied Econometrics and International Development, Vol. 6, No. 2, 2006
Dr. Rajagopal
Graduate School of Administration and Management (EGADE), Monterrey Institute of Technology and Higher Education (ITESM) - Mexico City Campus
Date Posted: August 22, 2008
Accepted Paper Series
21 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 When Does it Hurt? The Exchange Rate 'Pain Threshold' for German Exports
Ansgar Hubertus Belke , Matthias Göcke and Martin Günther
University of Duisburg-Essen - Department of Economics , University of Muenster - Faculty of Economics and Justus-Liebig-University of Giessen - Department of Business Administration and Economics
Date Posted: May 05, 2010
Working Paper Series
22 downloads

Incl. Electronic Paper When Does it Hurt? The Exchange Rate 'Pain Threshold' for German Exports
DIW Berlin Discussion Paper No. 943
Ansgar Hubertus Belke , Matthias Göcke and Martin Günther
University of Duisburg-Essen - Department of Economics , University of Muenster - Faculty of Economics and affiliation not provided to SSRN
Date Posted: November 06, 2009
Working Paper Series
32 downloads

Incl. Electronic Paper When Can Given European Call Prices be Met by a Martingale? An Answer Based on the Building of a Markov Chain Model
Laurent Cousot
BNP Paribas
Date Posted: July 11, 2005
Working Paper Series
275 downloads

Incl. Fee Electronic Paper What's News in Business Cycles
CEPR Discussion Paper No. DP7201
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: March 11, 2009
Working Paper Series
5 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 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
174 downloads

Incl. Electronic Paper What You Match Does Matter: The Effects of Data on DSGE Estimation
Pablo Guerron-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Date Posted: July 05, 2007
Working Paper Series
74 downloads

Incl. Electronic Paper What Moves Stock Prices? Evidence that UK Stock Prices Deviate from Fundamentals
David E. Allen and Wenling Joey Yang
Edith Cowan University - School of Finance and Business Economics and Securities Industry Research Centre of Asia Pacific (SIRCA)
Date Posted: December 11, 2000
Working Paper Series
502 downloads

Incl. Electronic Paper What Makes Them Click: Empirical Analysis of Consumer Demand for Search Advertising
Przemyslaw Jeziorski and Ilya R. Segal
University of California, Berkeley - Haas School of Business and Stanford University
Date Posted: June 11, 2009
Last Revised: August 10, 2012
Working Paper Series
190 downloads

Incl. Electronic Paper What Do We Gain by Being Discrete? An Introduction to the Econometrics of Discrete Decision Processes
FEEM Working Paper No. 22.2001
Paola Rota
University of Brescia - Department of Economics
Date Posted: July 09, 2001
Working Paper Series
166 downloads

What Are the Effects of Monetary Policy on Output? : Results from an Agnostic Identification Procedure
Tilburg University, CentER Working Paper No. 1999-28
Harald Uhlig
University of Chicago - Department of Economics
Date Posted: February 18, 2000
Working Paper Series

Incl. Electronic Paper Welfare-Based Monetary Policy Rules in an Estimated DSGE Model of the US Economy
ECB Working Paper No. 613
Michel Juillard , Philippe D. Karam , Douglas Laxton and Paolo A. Pesenti
CEPREMAP , International Monetary Fund (IMF) , International Monetary Fund (IMF) - Research Department and Federal Reserve Bank of New York
Date Posted: May 22, 2006
Working Paper Series
171 downloads

Incl. Electronic Paper Web 2.0: Nothing Changes... but Everything is Different
Communications & Strategies, No. 65, p. 91, 2007
Eric Barbry
Cabinet Alain Bensoussan
Date Posted: August 24, 2007
Accepted Paper Series
821 downloads

Incl. Electronic Paper Weather & SAD Induced Mood Effects on the Financial Market
Manfred Frühwirth and Leopold Sögner
Vienna University of Economics and Business and Institute for Advanced Studies (IHS)
Date Posted: May 05, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Was There a 'Greenspan Conundrum' in the Euro Area?
CREST Working Paper No. 2013-07
Gildas Lame
INSEE-CREST
Date Posted: April 05, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Was NAFTA Behind the Mexican Export Boom (1994-2000)?
Daniel G. Garces-Diaz
affiliation not provided to SSRN
Date Posted: March 22, 2001
Working Paper Series
460 downloads

Incl. Electronic Paper Was Japan's Real Interest Rate Really Too High During the 1990s? The Role of the Zero Interest Rate Bound and Other Factors
UC Santa Cruz International Economics Working Paper No. 03-21
Hiro Ito
Portland State University - Department of Economics
Date Posted: April 14, 2004
Working Paper Series
160 downloads

Incl. Electronic Paper Wages, Training, and Job Turnover in a Search-Matching Model
IZA Discussion Paper No. 223
Michael Rosholm and Michael Svarer
University of Aarhus - Department of Economics and University of Aarhus - Department of Economics
Date Posted: December 04, 2000
Working Paper Series
207 downloads

Incl. Electronic Paper Wages, Productivity and Human Capital in the European Union: Econometric Models and Comparison with the USA 1985-2005
Applied Econometrics and International Development, Vol. 7, No. 1, 2007
Maria-Carmen Guisan and E. Aguayo
University of Santiago de Compostela and Universidade de Santiago de Compostela
Date Posted: August 24, 2008
Accepted Paper Series
54 downloads

Incl. Electronic Paper Wage and Price Dynamics in Portugal
ECB Working Paper No. 945
Carlos Robalo Marques
Bank of Portugal - Economic Research Department
Date Posted: September 23, 2009
Working Paper Series
17 downloads

Incl. Electronic Paper Vos: A New Method for Visualizing Similarities between Objects
ERIM Report Series Reference No. ERS-2006-020-LIS
Nees Jan van Eck and Ludo Waltman
Erasmus University Rotterdam - Erasmus School of Economics and Erasmus University Rotterdam - Faculty of Economics and Business
Date Posted: August 26, 2006
Working Paper Series
125 downloads

Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach
Computational Statistics & Data Analysis, Vol. 52, No. 6, pp. 3011-3026, 2008
Giampiero M. Gallo and Edoardo Otranto
Universita' di Firenze - Dipartimento di Statistica and Università degli Studi di Sassari
Date Posted: April 30, 2009
Accepted Paper Series

Incl. Electronic Paper Volatility Jumps
Economic Research Initiatives at Duke (ERID) Working Paper No. 3
Viktor Todorov and George Tauchen
Northwestern University and Duke University - Economics Group
Date Posted: July 31, 2008
Working Paper Series
279 downloads

Incl. Electronic Paper Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Tim Bollerslev , Natalia Sizova and George Tauchen
Duke University - Finance , Rice University and Duke University - Economics Group
Date Posted: February 22, 2009
Working Paper Series
161 downloads

Incl. Electronic Paper Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Economic Research Initiatives at Duke (ERID) Working Paper No. 73
Tim Bollerslev , George Tauchen and Natalia Sizova
Duke University - Finance , Duke University - Economics Group and Rice University
Date Posted: October 07, 2010
Working Paper Series
96 downloads

Incl. Electronic Paper Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Economic Research Initiatives at Duke (ERID) Working Paper No. 35
Tim Bollerslev , Natalia Sizova and George Tauchen
Duke University - Finance , Rice University and Duke University - Economics Group
Date Posted: April 14, 2010
Last Revised: May 06, 2010
Working Paper Series
180 downloads

Incl. Electronic Paper Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
University of St. Gallen Department of Economics and Political Science Discussion Paper No. 2011-38
Francesco Audrino and Yujia Hu
University of St. Gallen and University of St. Gallen
Date Posted: October 05, 2011
Working Paper Series
62 downloads

Incl. Electronic Paper Volatility Forecasting with Double Markov Switching GARCH Models
Cathy W. S. Chen , Mike K. P. So and Edward M.H. Lin
Feng Chia University - Department of Statistics , Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management and Graduate Institute of Applied Statistics, Feng Chia University
Date Posted: May 27, 2009
Working Paper Series
170 downloads

Incl. Electronic Paper Volatility Forecasting Using Threshold Heteroskedastic Models of the Intra-day Range
Cathy W. S. Chen , Richard H. Gerlach and Edward M.H. Lin
Feng Chia University - Department of Statistics , University of Sydney and Graduate Institute of Applied Statistics, Feng Chia University
Date Posted: May 28, 2009
Working Paper Series
66 downloads

Incl. Electronic Paper Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions
Minxian Yang
University of New South Wales - Australian School of Business - School of Economics
Date Posted: January 27, 2010
Working Paper Series
95 downloads

Volatility Components and Long Memory-Effects Revisited
Studies in Nonlinear Dynamics and Econometrics, Vol. 11, No. 2, 2007
Markus Haas
Ludwig Maximilians University of Munich - Department of Statistics
Date Posted: July 09, 2007
Accepted Paper Series

Volatility Clustering in Aggregate Stock Market Returns: Evidence from Indian Stock Market
Prajnan, Vol. 36, No. 4, pp. 307-323, 2007-2008
Shahid Ahmed
Central University - Jamia Millia Islamia (JMI), New Delhi - Department of Economics
Date Posted: November 09, 2010
Accepted Paper Series


 

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