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489,519
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398,394
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228,766
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JEL Code: C5
1,186,446 Total downloads
Showing Papers 1,241 - 1,290 of 6,019
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Demand Estimation with Selection Bias: A Dynamic Game Approach with an Application to the US Railroad Industry
Daniel Coublucq
Duesseldorf Institute for Competition Economics (DICE)
Date Posted: November 30, 2011
Last Revised: June 10, 2013
Working Paper Series
19 downloads
Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals
Roberto Savona
and
Marika Vezzoli
University of Brescia
and
University of Brescia
Date Posted: November 30, 2011
Working Paper Series
50 downloads
Validity of the Parametric Bootstrap for Goodness-of-Fit Testing in Dynamic Models
Bruno Remillard
HEC Montreal
Date Posted: November 30, 2011
Working Paper Series
72 downloads
Are Foreign Currency Markets Interdependent? Evidence from Data Mining Technologies
A. G. (Tassos) Malliaris
and
Mary Malliaris
Loyola University of Chicago - Department of Economics
and
Loyola University of Chicago
Date Posted: November 29, 2011
Working Paper Series
80 downloads
Bootstrap for Shrinkage-Type Estimators
Adriana Cornea
University of Exeter
Date Posted: November 29, 2011
Last Revised: October 10, 2012
Working Paper Series
29 downloads
Estimating and Predicting the Distribution of the Number of Visits to the Medical Doctor
Jing Dai
,
Walter Zucchini
and
Stefan Sperlich
University of Kassel - Department of Economics
,
affiliation not provided to SSRN
and
Université de Genève, Département des sciences économiques
Date Posted: November 29, 2011
Working Paper Series
66 downloads
Follow the Money: The Monetary Roots of Bubbles and Crashes
Swiss Finance Institute Research Paper No. 11-60
Didier Sornette
Swiss Finance Institute
Date Posted: November 29, 2011
Working Paper Series
391 downloads
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-Post Analysis
Economics Bulletin, Forthcoming
Date Posted: November 29, 2011
Accepted Paper Series
73 downloads
Marginal Likelihood for Markov-Switching and Change-Point GARCH Models
CIRANO - Scientific Publication No. 2011s-72
Luc Bauwens ,
Arnaud Dufays
and
J. V. K. Rombouts
Université catholique de Louvain
,
Université catholique de Louvain, CORE
and
HEC Montreal
Date Posted: November 29, 2011
Working Paper Series
54 downloads
The Strengths and Failures of Incentive Mechanisms in Notional Defined Contribution Pension Systems
Quaderni DSE Working Paper No. 799
Angelo Marano
,
Carlo Mazzaferro
and
Marcello Morciano
Ministry of labour and social policies
,
University of Bologna - Department of Economics
and
University of Essex - Institute for Social and Economic Research (ISER)
Date Posted: November 29, 2011
Working Paper Series
42 downloads
Are Freight Futures Markets Efficient? Evidence from Imarex
International Journal of Forecasting, Forthcoming
Lambros Goulas
and
George S. Skiadopoulos
Systemic Risk Management
and
University of Piraeus
Date Posted: November 26, 2011
Accepted Paper Series
Review of Econometric Models Applicable to Hedge Fund Returns Capturing Serial Correlation and Illiquidity
Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 26, 2011
Working Paper Series
72 downloads
Fixed Income Basic Notions and Randomization
Ilya I. Gikhman
Independent
Date Posted: November 25, 2011
Working Paper Series
73 downloads
Spurious Dynamic Conditional Correlation
Roland Füss
,
Thorsten W. Glück and
Jan Mutl
University of St. Gallen
,
European Business School (EBS) Wiesbaden, Germany - Department of Finance, Accounting and Real Estate
and
affiliation not provided to SSRN
Date Posted: November 24, 2011
Last Revised: May 29, 2013
Working Paper Series
151 downloads
Can Oil Prices Forecast Exchange Rates?
CEPR Discussion Paper No. DP8635
Domenico Ferraro
,
Kenneth Rogoff and
Barbara Rossi
Duke University - Department of Economics
,
Harvard University - Department of Economics
and
Universitat Pompeu Fabra - ICREA
Date Posted: November 24, 2011
Working Paper Series
2 downloads
Estimating Causal Installed-Base Effects: A Bias-Correction Approach
NET Institute Working Paper No. 11-22
Sridhar Narayanan and
Harikesh Nair
Stanford Graduate School of Business
and
Stanford University - Graduate School of Business
Date Posted: November 24, 2011
Working Paper Series
23 downloads
Microcredit a Device for Employment the Excluded (Microcredit Dispositif Pour Accès À L'Emploi De L'Exclu)
Nahla Dhib
and
Francine Diener
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: November 24, 2011
Last Revised: December 06, 2011
Working Paper Series
13 downloads
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 21, MIT Sloan Research Paper No. 4774-10, AFA 2011 Denver Meetings Paper, CAREFIN Research Paper No. 12/2010
Monica Billio ,
Andrew W. Lo ,
Mila Sherman and
Loriana Pelizzon
Ca Foscari University of Venice - Department of Economics
,
Massachusetts Institute of Technology (MIT) - Sloan School of Management
,
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management
and
Ca Foscari University of Venice - Department of Economics
Date Posted: November 23, 2011
Last Revised: April 25, 2012
Working Paper Series
3292 downloads
Empirische Ex-Post Evaluation Wettbewerbspolitischer Entscheidungen: Methodische Anmerkungen (Empirical Ex-Post Evaluation of Competition Policy Decisions: Methodological Remarks)
Oliver Budzinski
Ilmenau University of Technology
Date Posted: November 23, 2011
Working Paper Series
37 downloads
Impact Evaluation of Merger Control Decisions
Oliver Budzinski
Ilmenau University of Technology
Date Posted: November 23, 2011
Last Revised: August 22, 2012
Working Paper Series
92 downloads
Optimality of the Riskmetrics Model
Finance Research Letters, Vol. 4, No. 3, 2007
Gloria González-Rivera ,
Tae-Hwy Lee
and
Emre Yoldas
University of California, Riverside - Department of Economics
,
University of California, Riverside - Department of Economics
and
Federal Reserve Board
Date Posted: November 23, 2011
Last Revised: November 24, 2011
Accepted Paper Series
Stock Return Prediction by History Mapping
Eddy H. Verbiest
affiliation not provided to SSRN
Date Posted: November 23, 2011
Working Paper Series
159 downloads
Marginal Likelihood Calculation for Gelfand-Dey and Chib Method
Chun Liu
Tsinghua University - School of Economics and Management
Date Posted: November 21, 2011
Working Paper Series
14 downloads
Algorithmic Exposure and CVA for Exotic Derivatives
Alexandre Antonov
,
Serguei Issakov
and
Serguei Mechkov
Numerix
,
Numerix
and
Numerix
Date Posted: November 18, 2011
Last Revised: April 14, 2012
Working Paper Series
660 downloads
A Multi-Actor Analysis of the QoE Environment
9th Conference of Telecommunications Internet and Media Techno Economics (CTTE) 2010, Ghent, Belgium, June 7-9, 2010
Tobias Heger
,
Mario Kind
and
Thomas Monath
EIT ICT Labs Germany GmbH
,
Deutsche Telekom AG - Deutsche Telekom Laboratories
and
Independent
Date Posted: November 17, 2011
Working Paper Series
The Relationship between the PMI and the Italian Index of Industrial Production and the Impact of the Latest Economic Crisis
Bank of Italy Temi di Discussione (Working Paper) No. 820
Valentina Aprigliano
Université Libre de Bruxelles (ULB)
Date Posted: November 17, 2011
Working Paper Series
24 downloads
An Improved Moving Average Technical Trading Rule II - Can We Obtain Performance Improvements with Short Sales?
Fotis Papailias and
Dimitrios D. Thomakos
Queen's University Belfast - Queen's University Management School
and
University of Peloponnese - School of Management and Economics
Date Posted: November 14, 2011
Working Paper Series
931 downloads
Forecasting Investment-Grade Credit-Spreads - A Regularized Approach
Thiago de Oliveira Souza
University of Bradford - School of Management
Date Posted: November 14, 2011
Working Paper Series
68 downloads
Historical Financial Analogies of the Current Crisis
Julián Andrada Félix ,
Fernando Fernández Rodríguez and
Simón Sosvilla Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science
,
University of Las Palmas de Gran Canaria - Faculty of Economic Science
and
Complutense University of Madrid
Date Posted: November 12, 2011
Working Paper Series
51 downloads
Multivariate Asset Return Prediction with Mixture Models
Swiss Finance Institute Research Paper No. 11-52
Marc S. Paolella
University of Zurich
Date Posted: November 11, 2011
Working Paper Series
211 downloads
Estimation of Equicorrelated Diffusions from Incomplete Data
Robert A. Jones
and
Mohammad Zanganeh
Simon Fraser University (SFU) - Department of Economics
and
BMO Financial Group
Date Posted: November 10, 2011
Working Paper Series
33 downloads
The Financial Stress Index: Identification of Systemic Risk Conditions
FRB of Cleveland Working Paper No. 11-30
Mikhail V. Oet ,
Ryan Eiben
,
Timothy Bianco
,
Dieter Gramlich
and
Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of Cleveland
,
Indiana University Bloomington
,
Federal Reserve Banks - Federal Reserve Bank of Cleveland
,
Baden-Württemberg Cooperative State University
and
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: November 10, 2011
Last Revised: April 06, 2013
Accepted Paper Series
219 downloads
Two Practical Algorithms for Solving Rational Expectations Models
FEDS Working Paper No. 2011-44
Flint Brayton
Government of the United States of America - Macroeconomic and Quantitative Studies Section
Date Posted: November 10, 2011
Working Paper Series
22 downloads
Dating NBER Recessions with Philadelphia Fed U.S. Coincident Economic Indices (Harmonized GDP Approach)
Dwaine van Vuuren
PowerStocks Equity Research
Date Posted: November 09, 2011
Last Revised: November 10, 2011
Working Paper Series
57 downloads
Developing Price Discovery Measures Within a Volatility-Based Model (Second Draft)
Guangli Lu
and
Lei Liu
Louisiana State University; Nankai University
and
Insititute of Economics in Nankai University
Date Posted: November 09, 2011
Last Revised: September 03, 2012
Working Paper Series
139 downloads
Managing Sovereign Credit Risk in Bond Portfolios
Benjamin Bruder
,
Pierre Hereil
and
Thierry Roncalli
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
Universite d'Evry
Date Posted: November 09, 2011
Last Revised: February 23, 2012
Working Paper Series
442 downloads
Measuring the Level and Uncertainty of Trend Inflation
FEDS Working Paper No. 2011-42
Elmar Mertens
Government of the United States of America - Division of Monetary Affairs
Date Posted: November 09, 2011
Working Paper Series
18 downloads
Forecasting GDP Growth in Times of Crisis: Private Sector Forecasts Versus Statistical Models
De Nederlandsche Bank Working Paper No. 320
Jasper de Winter
De Nederlandsche Bank
Date Posted: November 08, 2011
Working Paper Series
53 downloads
How Useful is the Marginal Expected Shortfall for the Measurement of Systemic Exposure? A Practical Assessment
Banque de France Working Paper No. 348
Julien Idier
,
Gildas Lame
and
Jean-Stéphane Mésonnier
Banque de France - Centre de Recherche
,
INSEE-CREST
and
Banque de France -DGEI-DEMFI-RECFIN
Date Posted: November 07, 2011
Working Paper Series
63 downloads
About the Non-Random Content of Financial Markets
Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Date Posted: November 06, 2011
Working Paper Series
76 downloads
Factorial Moments in Complex Systems
Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Date Posted: November 06, 2011
Working Paper Series
22 downloads
Five Issues in the Design of Income Support Mechanisms: The Case of Italy
IZA Discussion Paper No. 6059
Ugo Colombino
University of Turin - Department of Economics
Date Posted: November 06, 2011
Working Paper Series
10 downloads
Ideas in Algorithmic Trading and System Modeling for Pedestrians
Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Date Posted: November 06, 2011
Working Paper Series
167 downloads
Intermittency in Quantitative Finance
Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Date Posted: November 06, 2011
Working Paper Series
24 downloads
Returns in Futures Markets and v =3 t-Distribution
Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Date Posted: November 06, 2011
Working Paper Series
24 downloads
Using Forecast Evaluation to Improve the Accuracy of the Greenbook Forecast
Natsuki Arai
Johns Hopkins University - Zanvyl Krieger School of Arts and Sciences
Date Posted: November 06, 2011
Last Revised: May 01, 2012
Working Paper Series
22 downloads
WK1 Model: Prediction Intervals for Your Forecasts
Martin Van Wunnik
affiliation not provided to SSRN
Date Posted: November 06, 2011
Working Paper Series
79 downloads
Time Scales in Futures Markets and Applications
Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Date Posted: November 05, 2011
Working Paper Series
46 downloads
Information Asymmetry and Bank Regulation: Can the Spread of Debt Contracts be Explained by Recovery Rates?
Journal of Financial Intermediation, Forthcoming
Wenchien Liu
,
Peter Miu ,
Yuanchen Chang and
Bogie Ozdemir
Chung Yuan Christian University - Department of Finance
,
McMaster University - DeGroote School of Business
,
National Chengchi University - College of Commerce
and
Standard & Poor's
Date Posted: November 03, 2011
Accepted Paper Series
Measuring and Predicting Heterogeneous Recessions
Tinbergen Institute Discussion Paper No. 2011-154/4
Cem Cakmakli
,
Richard Paap and
Dick J. C. van Dijk
University of Amsterdam - Faculty of Economics and Business (FEB)
,
Erasmus University Rotterdam (EUR) - Department of Econometrics
and
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: November 03, 2011
Working Paper Series
43 downloads
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