Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,509
Full Text Papers:
393,865
Authors:
226,776
Papers Received in Last 12 months:
68,968
Paper Downloads:
To date:
65,966,954
Last 12 months:
11,189,330
Last 30 days:
1,059,940
CiteReader: What's this?
Papers with
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation
5,722,240
Papers with
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: C32
451,390 Total downloads
Showing Papers 1,251 - 1,300 of 3,074
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility UNSW Australian School of Business Research Paper No. 2009ACTL08
Michael Sherris
and
Carolyn Njenga
Date Posted: August 20, 2009Last Revised: April 12, 2011296 downloads
Noncausal Vector Autoregression Bank of Finland Research Discussion Paper No. 18/2009
Markku Lanne and
Pentti Saikkonen
Date Posted: August 17, 200957 downloads
Role of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Constant and Dynamic Hedge Ratio and Hedging Effectiveness 22nd Australasian Finance and Banking Conference 2009
Brajesh Kumar
and
Ajay Pandey
Date Posted: August 17, 2009290 downloads
Commodity Forecasting for Tactical Asset Allocation UBS Wealth Management Research Paper
Joachim Klement
Date Posted: August 13, 2009297 downloads
Credit Derivatives and the Default Risk of Large Complex Financial Institutions
Christos Ioannidis ,
Julian M. Williams
and
Giovanni Calice
Date Posted: August 13, 2009241 downloads
Monetary Policy Transmission and House Prices: European Cross-Country Evidence CESifo Working Paper Series No. 2750
Kai Carstensen ,
Oliver Hülsewig
and
Timo Wollmershaeuser
Date Posted: August 12, 2009149 downloads
Riding the Waves of Investment Returns UBS Wealth Management Research (WMR) Working Paper / June 2005
Joachim Klement
Date Posted: August 12, 2009127 downloads
Spectral Analysis: Time Series Analysis in Frequency Domain ICFAI University Journal of Applied Economics, Vol. 8, No. 5 & 6, pp. 83-101, September-November 2009
Viswanathan Iyer
and
Kaushik Roy Chowdhury
Date Posted: August 11, 2009Last Revised: February 10, 2010
Frequentist Inference in Weakly Identified DSGE Models FRB of Philadelphia Working Paper No. 09-13
Pablo Guerron-Quintana
,
Atsushi Inoue and
Lutz Kilian
Date Posted: August 10, 2009Last Revised: October 09, 200932 downloads
Modeling and Pricing of Swaps for Local Stochastic Volatilities with Delay and Jumps
Anatoliy V. Swishchuk
Date Posted: August 07, 200956 downloads
Interaction Between Underground Employment and Unions in Selected Italian Industries Revue économique, Forthcoming,
Bruno Chiarini and
Elisabetta Marzano
Date Posted: August 05, 2009
The Microstructure of a U.S. Treasury ECN: The Brokertec Platform FRB of New York Staff Report No. 381
Michael J. Fleming and
Bruce Mizrach
Date Posted: July 31, 200995 downloads
Trends, Cycles and Convergence in U.S. Regional House Prices Journal of Real Estate Finance and Economics, Forthcoming
Steven P. Clark
and
T. Daniel Coggin
Date Posted: July 31, 2009
Volatility and Variance Swap for the Cogarch(1,1) Model
Anatoliy V. Swishchuk
Date Posted: July 30, 2009Last Revised: March 23, 2010130 downloads
One Nation Under the Fed? The Asymmetric Effects of U.S. Monetary Policy and Its Implications for the United States as an Optimal Currency Area
David Beckworth
Date Posted: July 27, 2009Last Revised: September 21, 200961 downloads
Dynamic Equicorrelation with Non-Gaussian Innovations
Gregorio A. Vargas III
affiliation not provided to SSRN
Date Posted: July 26, 200975 downloads
Quantifying Tax Effects Under Policy Foresight Journal of Monetary Economics, Vol. 52, No. 8, 2005
Shu-Chun S. Yang
Date Posted: July 26, 2009
An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application University of Copenhagen Department of Economics Discussion Papers No. 09-13
Kurita Takamitsu
,
Heino Bohn Nielsen and
Anders Rahbek
affiliation not provided to SSRN
,
University of Copenhagen - Department of Economics
and
University of Copenhagen - Department of Statistics and Operations Research
Date Posted: July 25, 200910 downloads
Volume, Intraday and Overnight Returns for Volatility Prediction: Profitability or Accuracy?
Ana-Maria Fuertes ,
Elena Kalotychou
and
Natasa Todorovic
Date Posted: July 24, 2009Last Revised: July 27, 2010418 downloads
Price Dispersion in the Euro Area: The Case of a Symmetric Oil Price Shock CESifo Working Paper Series No. 2718
Kai Carstensen ,
Oliver Hülsewig
and
Timo Wollmershaeuser
Date Posted: July 22, 200985 downloads
Cointegrated Commodity Pricing Model
Katsushi Nakajima
and
Kazuhiko Ohashi
Date Posted: July 22, 2009Last Revised: September 21, 2009301 downloads
Diversification in Funds of Hedge Funds: Is it Possible to Overdiversify?
Stephen J. Brown ,
Greg N. Gregoriou
and
Razvan C. Pascalau
affiliation not provided to SSRN
and
SUNY College at Plattsburgh - School of Business and Economics
Date Posted: July 22, 2009Last Revised: July 09, 20111575 downloads
A No Arbitrage Fractional Cointegration Analysis of the Range Based Volatility CREATES Research Paper No. 2009-31
Eduardo Rossi and
Paolo Santucci de Magistris
Date Posted: July 16, 2009Last Revised: September 22, 2010121 downloads
Long Memory and Tail Dependence in Trading Volume and Volatility CREATES Research Paper No. 2009-30
Eduardo Rossi and
Paolo Santucci de Magistris
Date Posted: July 16, 2009Last Revised: April 09, 2011117 downloads
The Daily Closing VIX Data for 2008 Reveal Unrecognized Properties
Maria T. Gonzalez-Perez
,
David E. Guerrero
and
Arthur B. Treadway
affiliation not provided to SSRN
Date Posted: July 16, 2009196 downloads
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks CEPR Discussion Paper No. DP7284
Lutz Kilian and
Robert Vigfusson
Date Posted: July 15, 20094 downloads
A New Look at Copper Markets: A Regime-Switching Jump Model Review of Futures Markets, Forthcoming
Wing H. Chan and
Denise Young
Date Posted: July 15, 2009
Correlation Dynamics in East Asian Financial Markets
Gerard H. Kuper and
Lestano
Date Posted: July 15, 200996 downloads
Optimal Hedge Ratios in the Presence of Common Jumps Journal of Futures Markets, Forthcoming
Wing H. Chan
Date Posted: July 15, 200973 downloads
Common Trends and Shocks to Top Incomes - A Structural Breaks Approach Review of Economics and Statistics, Forthcoming
Jesper Roine and
Daniel Waldenström
Date Posted: July 14, 2009Last Revised: March 18, 2010
Investigating the U.S. Oil-Macroeconomy Nexus Using Rolling Impulse Responses CESifo Working Paper Series No. 2702
Marc Gronwald
Date Posted: July 14, 200963 downloads
News, Noise, and Fluctuations: An Empirical Exploration MIT Department of Economics Working Paper No. 09-21
Olivier J. Blanchard ,
Jean-Paul L'Huillier
and
Guido Lorenzoni
Date Posted: July 09, 200936 downloads
Estimating Bayesian VAR for the Chilean Economy Revista de Análisis Económico - Economic Analysis Review, Vol. 24, No. 1, 2009,
Patricio Jaramillo
affiliation not provided to SSRN
Date Posted: July 08, 200990 downloads
The Dynamic Effects of Shocks to Wages and Prices in the United States and the Euro Area European Central Bank Working Paper No. 1067
Rita Duarte
and
Carlos Robalo Marques
Date Posted: July 08, 200926 downloads
Linkages between Direct and Securitized Real Estate Swiss Finance Institute Research Paper No. 09-26, 22nd Australasian Finance and Banking Conference 2009
Elias Oikarinen
,
Martin Hoesli and
Camilo Serrano
Date Posted: July 07, 2009Last Revised: August 25, 2009252 downloads
Liquidity and Asset Prices: How Strong are the Linkages DIW Berlin Discussion Paper No. 860
Christian Dreger
and
Jürgen Wolters
Date Posted: July 07, 2009113 downloads
Do Markup Dynamics Reflect Fundamentals or Changes in Conduct? Bank of Finland Research Discussion Paper No. 12/2009
Mikael Juselius
,
Moshe Kim and
Staffan Ringbom
Date Posted: July 04, 200938 downloads
Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model International Journal of Strategic Property Management, April 2012
Rangan Gupta
,
Marius Jurgilas
,
Alain Kabundi and
Stephen M. Miller
Date Posted: June 30, 2009Last Revised: February 04, 201342 downloads
Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition? DIW Berlin Discussion Paper No. 819
Christian Dreger
Date Posted: June 29, 200946 downloads
Modelling Asymmetric Dependence Using Copula Functions: An Application to Value-at-Risk in the Energy Sector FEEM Working Paper No. 24.2009
Andrea Bastianin
Date Posted: June 29, 2009140 downloads
Calculating and Interpreting Multipliers in the Presence of Non-Stationary Time Series: The Case of U.S. Federal Infrastructure Spending American Journal of Social and Management Science, Vol. 1, No. 1, pp. 24-38, September 2010
Lonnie K. Stevans and
David N. Sessions
Date Posted: June 25, 2009Last Revised: February 26, 201176 downloads
Performance and Determinants of India’s GDP Since 1950: A Quantitative Analysis Journal of Global Economy, Vol. 4, No. 2, pp. 101-122, 2009
Alok Kumar Pandey and
Annapurna Dixit
Date Posted: June 21, 2009
New Information Response Functions
Caroline Jardet
,
Alain Monfort and
Fulvio Pegoraro
Date Posted: June 17, 200917 downloads
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks FRB International Finance Discussion Paper No. 970
Lutz Kilian and
Robert Vigfusson
Date Posted: June 16, 200953 downloads
Assessing the Risk-Return Trade-Off in Loans Portfolios Banco de Espana Working Paper No. 0911
Javier Mencia
Date Posted: June 14, 200969 downloads
External Shocks and International Inflation Linkages: A Global VAR Analysis ECB Working Paper No. 1062
Alessandro Galesi and
Marco J. Lombardi
Date Posted: June 12, 2009171 downloads
Forecasting the World Economy in the Short-Term ECB Working Paper No. 1059
Audrone Jakaitiene
and
Stephane Dees
Date Posted: June 12, 200966 downloads
Tax Rates and Tax Evasion: An Empirical Analysis of the Structural Aspects and Long-Run Characteristics in Italy Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 1
Bruno Chiarini ,
Elisabetta Marzano
and
Friedrich Schneider
Date Posted: June 12, 200980 downloads
Representing the Effects of Oligopolistic Competition on Risk-Neutral Prices in Power Markets
Miguel Vazquez
and
Julián Barquín
Date Posted: June 11, 2009Last Revised: December 04, 201272 downloads
Real-Time Density Forecasts from VARs with Stochastic Volatility
Todd E. Clark
Date Posted: June 11, 200944 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.484 seconds
