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1,904,408 Total downloads
Showing Papers 1,221 - 1,270 of 8,650
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Building Balanced Scorecard in a Complex Form of Enterprise with Various Effective Managerial Tools and Performance Strategies: The Case of Gas Corporation S.A., in Greece
Alexandros Garefalakis ,
Nikolaos Sariannidis
and
C. Zopounidis
Date Posted: March 15, 2009Last Revised: July 15, 2009310 downloads
Financial Integration, International Portfolio Choice and the European Monetary Union ECB Working Paper No. 626, EFA 2006 Zurich Meetings
Roberto A. De Santis and
Bruno Gerard
Date Posted: March 16, 2006310 downloads
Reforms in Thai Bank Governance: The Aftermath of the Asian Financial Crisis International Review of Financial Analysis, Vol. 17, No. 2, pp. 345-365, March 2008
Shams Pathan ,
Michael T. Skully and
J. Wickramanayake
Date Posted: February 26, 2008Last Revised: March 22, 2008310 downloads
Retrieving Risk Neutral Moments and Expected Quadratic Variation from Option Prices
Leonidas Rompolis
and
Elias Tzavalis
Date Posted: October 11, 2006Last Revised: April 13, 2013310 downloads
Statistical vs. Economic Significance in Economics and Econometrics: Further Comments on Mccloskey & Ziliak Journal of Economic Methodology, Vol. 16, No. 4, pp. 393-408, 2009
Tom Engsted
Date Posted: May 04, 2009Last Revised: May 14, 2011310 downloads
Teaching the Principles of Interest Rate Determination
Tobias F. Rötheli
Date Posted: August 23, 2004310 downloads
The Distribution of the Sample Minimum-Variance Frontier
Raymond Kan and
Daniel R. Smith
Date Posted: March 18, 2006310 downloads
The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models Cass Business School Research Paper
Soosung Hwang and
Pedro L. Valls Pereira
Date Posted: November 24, 2004310 downloads
Time-Varying Exchange Rate Pass-Through: Experiences of Some Industrial Countries BIS Working Paper No. 202
Toshitaka Sekine
Date Posted: March 23, 2006310 downloads
A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market EFMA 2000 Athens; Department of Economics Working Paper No. 2000:8
Andreas Graflund
Date Posted: December 07, 2000309 downloads
A Semi-Parametric Bayesian Approach to the Instrumental Variable Problem
Timothy G. Conley
,
Christian Hansen ,
Robert E. McCulloch and
Peter E. Rossi
Date Posted: July 19, 2006309 downloads
Forecasting Inflation with Thick Models and Neural Networks ECB Working Paper No. 352
Paul D. McNelis and
Peter McAdam
Date Posted: October 14, 2004309 downloads
Forecasting Time Series Subject to Multiple Structural Breaks IZA Discussion Paper No. 1196; CESifo Working Paper Series No. 1237
M. Hashem Pesaran ,
Davide Pettenuzzo and
Allan G. Timmermann
Date Posted: July 19, 2004309 downloads
GARCH Processes and Value at Risk: An Empirical Analysis for Mexican Interest Rate Futures Panorama Socioeconómico, Vol. 25, No. 35, pp. 92-105,
Guillermo Benavides
Date Posted: October 05, 2008309 downloads
Hedging the Black Swan: Conditional Heteroskedasticity and Tail Dependence in S&P500 and Vix
Sawsan Abbas
,
Ser-Huang Poon and
Jonathan Tawn
Date Posted: February 07, 2010309 downloads
Nominal v. Real Wage Rigidities in New Keynesian Models with Hiring Costs: A Bayesian Evaluation
Marianna Riggi
and
Massimiliano Tancioni
Date Posted: October 25, 2007Last Revised: September 30, 2011309 downloads
Nonlinear GARCH Models and Volatility Spillover
Uwe Wehrspohn
Date Posted: November 03, 2005309 downloads
On the Economic Meaning of Interaction Term Coefficients in Non-Linear Binary Response Regression Models
Adam C. Kolasinski
and
Andrew F. Siegel
Date Posted: August 31, 2010Last Revised: October 27, 2010309 downloads
Sensitivity Analysis of VaR Expected Shortfall for Portfolios Under Netting Agreements FAME Research Working Paper No. 89
Jean-David Fermanian
and
O. Scaillet
Date Posted: September 17, 2003309 downloads
Measuring Legal Systems 2nd Annual Conference on Empirical Legal Studies Paper
Howard Rosenthal
and
Erik Voeten
Date Posted: August 15, 2006308 downloads
News Announcements, Market Activity and Volatility in the Euro/Dollar Foreign Exchange Market CORE Discussion Paper
Walid Ben Omrane
,
Luc Bauwens and
Pierre Giot
Date Posted: May 07, 2003308 downloads
A Spatial Interaction Model With Spatially Structured Origin and Destination Effects
James P. LeSage and
Carlos Llano
Date Posted: August 17, 2006307 downloads
Crash Sensitivity and the Cross-Section of Expected Stock Returns
Stefan Ruenzi
and
Florian Weigert
Date Posted: February 27, 2012Last Revised: April 09, 2013307 downloads
Data Mining and Knowledge Discovery via Statistical Mechanics in Nonlinear Stochastic Systems
Date Posted: July 02, 1997307 downloads
Estimating Latent Variables and Jump Diffusion Models Using High Frequency Data Journal of Financial Econometrics, Vol. 5, No. 1, pp. 1-30, 2007
George J. Jiang and
Roel C. A. Oomen
Date Posted: September 19, 2006Last Revised: February 15, 2008307 downloads
Forecasting the Size Premium Over Different Time Horizons Journal of Banking and Finance, Forthcoming
Valeriy Zakamulin
Date Posted: November 01, 2011Last Revised: November 06, 2012307 downloads
Implied Bivariate State Price Density
Biao Lu and
Guojun Wu
Date Posted: September 27, 1999307 downloads
Modeling the Intra Household Behavioral Interaction
Sha Yang
,
Yi Zhao
,
Tulin Erdem
and
Ying Zhao
Date Posted: March 17, 2009307 downloads
Analytical Approximations for Short Rate Models
Alexandre Antonov
and
Michael Spector
Date Posted: October 25, 2010306 downloads
Are Venture Capitalists a Catalyst for Innovation, or Do They Simply Exploit It?
Stefano Caselli
,
Stefano Gatti
and
Francesco Perrini
Date Posted: March 14, 2006306 downloads
Econometric Issues in the Analysis of Contagion CESifo Working Paper Series No. 1176
Andreas Pick
and
M. Hashem Pesaran
Date Posted: January 02, 2004305 downloads
Long-Term Dependence Characteristics of European Stock Indices Kent State University Department of Finance Working Paper
Cornelis A. Los and
Joanna M. Lipka
Date Posted: April 24, 2003305 downloads
On Stochastic Volatility and More Powerful Parametric Tests of Event Effects on Unsystematic Returns
Jimmy E. Hilliard and
Robert Savickas
Date Posted: February 07, 2000305 downloads
Should Legal Empiricists Go Bayesian? Stanford Law and Economics Olin Working Paper No. 342
Jeff Strnad
Date Posted: June 05, 2007305 downloads
The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks Annales d'Economie et de Statistique, Vol. 60, pp. 117-149, 2000
Luc Bauwens and
Pierre Giot
Date Posted: February 22, 2006305 downloads
The Performance of Deterministic and Stochastic Interest Rate Risk Measures
Luís Oliveira ,
João Pedro Vidal Nunes and
Luís Malcato
Date Posted: March 08, 2008305 downloads
Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments Centre for Research in Financial Services WP #97-02
Cornelis A. Los
Date Posted: September 17, 1997305 downloads
What Makes a Great Journal Great in Economics? The Singer Not the Song
Chia-Lin Chang
,
Michael McAleer and
Leslie T. Oxley
Date Posted: July 08, 2010305 downloads
A Dynamic Model for the Relationship between Optimal Dividend Policy and Growth Rate
Cheng-Few Lee ,
Manak Gupta
,
Hong-Yi Chen
and
Alice C. Lee
Date Posted: March 22, 2010304 downloads
A New Theory of Forecasting ECB Working Paper No. 584, EFA 2006 Zurich Meetings
Simone Manganelli
Date Posted: February 03, 2006304 downloads
Estimation of Stable Distributions by Indirect Inference
René Garcia ,
Eric Renault
and
David Veredas
Date Posted: September 09, 2005Last Revised: June 11, 2009304 downloads
Is Credit Risk Really Higher in Islamic Banks?
Aniss Boumediene
Date Posted: October 10, 2010Last Revised: March 19, 2012304 downloads
Ripple Effects: Sarbanes Oxley’s Impact upon Investor Risk in a Global Economy (Forthcoming: May), Vakkur, N. and Herrera, Z. (2012), Ripple Effects: Sarbanes Oxley's Impact upon Investor Risk in a Global Economy, Review of Accounting and Finance.
Nicholas V. Vakkur
and
Zulma J. Herrera
Date Posted: April 05, 2012304 downloads
The Latent Factor VAR Model: Testing for a Common Component in the Intraday Trading Process University of Copenhagen Working Paper No. 2005/03
Nikolaus Hautsch
Date Posted: June 14, 2005304 downloads
A Note on Portfolio Optimization and the Diagonal Covariance Matrix
David Disatnik
Date Posted: June 11, 2009303 downloads
Bayesian versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions
Paul Schneider ,
Manfred Frühwirth and
Leopold Sögner
Date Posted: August 19, 2005303 downloads
Estimating Covariation: Epps Effect, Microstructure Noise
Lan Zhang
Date Posted: February 26, 2006303 downloads
Handling Risk On/Risk Off Dynamics with Correlation Regimes and Correlation Networks
Jochen Papenbrock
and
Peter Schwendner
Date Posted: April 21, 2013Last Revised: May 22, 2013303 downloads
Revisiting the Market Risk Premium
James M. Sfiridis
Date Posted: November 26, 2007Last Revised: July 06, 2011303 downloads
Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization
Chang-Jin Kim and
Charles R. Nelson
Date Posted: March 12, 1999303 downloads
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