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1,169,889 Total downloads
Showing Papers 1,241 - 1,290 of 5,952
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Dependence Structure and Extreme Comovements in International Equity and Bond Markets
Georges Tsafack Kemassong
Date Posted: March 16, 2006221 downloads
Robust Monetary Policy Rules: Situation in China Journal of Emerging Markets, Vol. 11, No. 1, Spring 2006
Jinwen Zhao
and
Hui Gao
Date Posted: December 04, 2006221 downloads
Capital Structure Arbitrage: An Analysis of the Australian CDS Market Finance and Corporate Governance Conference 2011 Paper
Jiri Svec
and
Nick Reeves
affiliation not provided to SSRN
Date Posted: December 15, 2010Last Revised: February 13, 2011220 downloads
Testing Purchasing Power Parity in the Framework of Vector Error Correction Modelling - Financial and Economic Forecasting (Chapter 14)
Jack H.W. Penm ,
Jammie H. Penm and
R. Deane Terrell
Date Posted: January 30, 2003220 downloads
A Cointegration Test to Verify the Housing Bubble The International Journal of Business and Finance Research, Vol. 2, No. 2, pp. 35-43, 2008
Bala Arshanapalli and
William Nelson
Date Posted: February 19, 2010218 downloads
Correlation in Corporate Defaults: Contagion or Conditional Independence? AFA 2010 Atlanta Meetings Paper
David Lando and
Mads Stenbo Nielsen
Date Posted: March 25, 2009Last Revised: December 14, 2009218 downloads
Forward-Looking Market Risk Premium
Jin-Chuan Duan and
Weiqi Zhang
Date Posted: April 07, 2010Last Revised: March 11, 2013218 downloads
Replication in Economics IZA Discussion Paper No. 2760
Daniel S. Hamermesh
Date Posted: May 04, 2007218 downloads
Agent Behaviour, Financial Market and Welfare Theory Cyprus Journal of Sciences, Vol. 5, 2007, Euromed Marseille Working Paper No. 01-2007
Bernard Paranque ,
Walter Baets
and
Henry O. Pruden
Date Posted: August 16, 2005Last Revised: January 15, 2008217 downloads
Bank Profitability and Taxation Bank of Italy Temi di Discussione (Working Paper) No. 649
Ugo Albertazzi
and
Leonardo Gambacorta
Date Posted: December 17, 2007217 downloads
Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis Journal of Empirical Finance, Vol. 16, No. 2, 2009
Andrea Cipollini
and
George Kapetanios
Date Posted: August 23, 2005Last Revised: May 18, 2009217 downloads
Shortcomings of a Parametric VaR Approach and Nonparametric Improvements Based on a Non-Stationary Return Series Model
Marc Gürtler
and
Ronald Rauh
Date Posted: June 10, 2009Last Revised: October 01, 2009217 downloads
The Historical Oil Rent in the Mexican Economy 1938-2001
Rodolfo Sosa-Garcia
Date Posted: October 18, 2006217 downloads
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
Date Posted: November 18, 2003217 downloads
Intangible Assets and Cross-Sectional Stock Returns: Evidence from Structural Estimation
Laura Xiaolei Liu
and
Erica X. N. Li
Date Posted: February 28, 2010Last Revised: May 25, 2012216 downloads
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models AFA 2004 San Diego Meetings
Xiaohong Chen and
Sydney C. Ludvigson
Date Posted: November 20, 2003216 downloads
Option Pricing with a Dividend General Equilibrium Model
Kyriakos Chourdakis and
Elias Tzavalis
Date Posted: December 01, 2000216 downloads
Properties of Implied Volatility and Risk-free Rate for Market Models with Risk-neutral Valuation
Nikolai Dokuchaev
Date Posted: July 19, 2004216 downloads
Long Memory In The Greek Stock Market
John T. Barkoulas ,
Nickolaos G. Travlos and
Christopher F. Baum
Date Posted: November 13, 1997215 downloads
Real-Time Evaluation of Email Campaign Performance
Xavier Dreze
Date Posted: November 08, 2006215 downloads
Resurrecting the Conditional CAPM with Dynamic Conditional Correlations
Turan G. Bali and
Robert F. Engle
Date Posted: March 23, 2009Last Revised: February 27, 2012215 downloads
The Macroeconomic Effects of a Pandemic in Europe - A Model-Based Assessment
Lars Jonung and
Werner Röger
Date Posted: August 03, 2006215 downloads
Unobserved Product Differentiation in Discrete Choice Models: Estimating Price Elasticities and Welfare Effects
Marc Rysman and
Daniel A. Ackerberg
Date Posted: February 19, 2002215 downloads
Automated Discovery in Econometrics Cowles Foundation Discussion Paper No. 1469
Peter C. B. Phillips
Date Posted: July 27, 2004214 downloads
Spread Term Structure and Default Correlation Les Cahiers du CREF of HEC Montréal Working Paper No. 03-02,
Patrick Gagliardini and
Christian Gourieroux
Date Posted: July 18, 2005214 downloads
Common Seasonal Features: Global Unemployment
Svend Hylleberg and
Robert F. Engle
Date Posted: December 17, 1996213 downloads
Forecasting SMI Volatility: The Information Content of Daily Returns, High Frequency Returns and Implied Volatilities EFMA 2004 BASEL MEETINGS, Forthcoming
Andreas Bloechlinger
Date Posted: May 09, 2004Last Revised: April 29, 2008213 downloads
Hedging with Energy: Simple Error Bounds for Mis-Specified Diffusions Studi Statistici Istituto Metodi Quantitativi Universita' Bocconi-Milano No. 68
Francesco Corielli
Date Posted: April 29, 2003213 downloads
Nonlinearities in Exchange-Rate Dynamics: Chaos?
Date Posted: November 18, 2006213 downloads
Explicit Coupling of Informative Prior and Likelihood Functions in a Bayesian Multivariate Framework and Application to a New Non-Orthogonal Formulation of the Black-Litterman Model Journal of Asset Management, Forthcoming, OCCAM Financial Technology Working Paper
Francois Ogliaro
,
Robert K. Rice
,
Stewart Becker
and
Raul Leote de Carvalho
affiliation not provided to SSRN
and
BNP Paribas Investment Partners
Date Posted: June 09, 2010211 downloads
Financial Stress Index: Identification of Systemic Risk Conditions 24th Australasian Finance and Banking Conference 2011 Paper
Mikhail V. Oet ,
Ryan Eiben
,
Timothy Bianco
,
Dieter Gramlich
and
Stephen J. Ong
Date Posted: August 28, 2011Last Revised: April 06, 2013211 downloads
Monetary Policy Shifts and the Term Structure AFA 2009 San Francisco Meetings Paper
Jean Boivin ,
Sen Dong
and
Andrew Ang
Date Posted: March 17, 2008211 downloads
On Uncertainty, Market Timing and the Predictability of Tick by Tick Exchange Rates
Roman Kozhan
and
Mark Salmon
Date Posted: May 23, 2008211 downloads
U.S. Troops and Economic Growth
Garett Jones
and
Tim J. Kane
Date Posted: June 25, 2008211 downloads
Adaptive Market Timing with ETFs
Lewis A. Glenn
Date Posted: December 29, 2010210 downloads
Does Agency Cost Model Explain Business Fluctuations in Japan?: An Empirical Attempt to Estimate Agency Cost by Firm Size ISER Discussion Paper No. 579
Kazuo Ogawa and
Hirokuni Uchiyama
Date Posted: July 21, 2003210 downloads
Forecasts of Price, Return, and Volatility
Rocky Roland
and
George Xiang
Date Posted: August 19, 2005210 downloads
Life-Cycle Effects on Household Expenditures: A Latent-Variable Approach Universitat Pompeu Fabra, Department of Economics Working Paper No. 354
Eva Ventura and
Albert Satorra
Date Posted: April 07, 1999210 downloads
Mathematical Models for Planning Support ERIM Report Series Reference No. ERS-2003-032-LIS
L. G. Kroon and
Rob A. Zuidwijk
Date Posted: May 30, 2003210 downloads
News - Good or Bad - and its Impact on Volatility Predictions over Multiple Horizons
Xilong Chen
and
Eric Ghysels
Date Posted: March 17, 2008Last Revised: September 18, 2012210 downloads
Stochastic Volatility in General Equilibrium
George Tauchen
Date Posted: August 24, 2005210 downloads
Structural Models of Capital Structure: A Framework for Model Evaluation and Testing AFA 2013 San Diego Meetings Paper
Arthur G. Korteweg
and
Michael Lemmon
Date Posted: March 19, 2012Last Revised: January 14, 2013210 downloads
The Analyze and Prognose of Risk Bankruptcy - Case Study, Arcelor Mittal Steel Galati MIBES Transactions International Journal, Management, Business & Economic Systems, 2008
Rodica Pripoaie ,
Mihaela Cristina Onica
and
Carmen Gabriela Sirbu
Date Posted: December 10, 2008Last Revised: April 15, 2010210 downloads
The Evolution of Securitization in Multifamily Mortgage Markets and Its Effect on Lending Rates Journal of Real Estate Research Vol. 25, No. 2, 2003
Frank Nothaft and
James Freund
Date Posted: January 07, 2007210 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
Date Posted: November 10, 2011Last Revised: April 06, 2013210 downloads
Vertical and Horizontal Economies in the Electric Utility Industry: An Integrated Approach
Massimiliano Piacenza
and
Davide Vannoni
Date Posted: September 28, 2004210 downloads
Consumption Volatility and the Cross-Section of Stock Returns
Romeo Tedongap
Date Posted: May 03, 2007Last Revised: April 30, 2010209 downloads
Copula-Based Semiparametric Models for Multivariate Time Series
Bruno Remillard ,
Nicolas A. Papageorgiou
and
Frederic Soustra
Date Posted: March 24, 2010Last Revised: December 13, 2011209 downloads
Effect of Federal Funds Rate Announcements on Euro/Dollar Exchange using High Frequency Data
A Elshahat and
Ali Parhizgari
Date Posted: March 13, 2006209 downloads
Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models
Nikolaus Hautsch and
Vahidin Jeleskovic
affiliation not provided to SSRN
Date Posted: November 01, 2008209 downloads
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