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SSRN eLibrary Statistics:

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Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
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  Last 12 months:
69,626

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To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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239,806
Total References: 8,539,827
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5,733,423
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78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: C15
369,848 Total downloads
Showing Papers 1,401 - 1,450 of 1,762
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Incl. Electronic Paper On the Small Sample Properties of Dickey-Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates

Paulo M.M. Rodrigues and Antonio Rubia Serrano
Banco de Portugal and University of Alicante, Department of Financial Economics
Date Posted: July 18, 2004
Working Paper Series
105 downloads

Incl. Electronic Paper Convergence of the Stochastic Mesh Estimator for Pricing Bermudan Options
Journal of Computational Finance, Vol. 7, Summer 2004
Athanassios N. Avramidis and Heinrich Matzinger
School of Mathematics, Univ. of Southampton and Universite de Montreal
Date Posted: July 14, 2004
Accepted Paper Series
182 downloads

Incl. Electronic Paper A Bpe Model for the Burgers' Equation
UPF Economics and Business Working Paper No. 717
Shigeyoshi Ogawa and Arturo Kohatsu-Higa
Ritsumeikan University, Dept of Math Sci and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: July 12, 2004
Last Revised: June 14, 2009
Working Paper Series
53 downloads

Incl. Electronic Paper Using Composite Estimators to Improve both Domain and Total Area Estimation
UPF Economics and Business Working Paper No. 731
Alex Costa Saenz de San Pedro , Albert Satorra and Eva Ventura
Institut d'Estadistica de Catalunya , Universitat Pompeu Fabra and Universitat Pompeu Fabra
Date Posted: July 12, 2004
Working Paper Series
30 downloads

Incl. Electronic Paper Job Turnover, Wage Rates, and Marital Stability: How Are They Related?
IZA Discussion Paper No. 1470
Avner Ahituv and Robert I. Lerman
University of Haifa and The Urban Institute
Date Posted: July 02, 2004
Working Paper Series
142 downloads

Incl. Electronic Paper Estimation of Dynamic Programming Models with Censored Dependent Variables
Investigaciones Economicas, Vol. XXI(2), pp. 167-208, 1997
Victor Aguirregabiria
University of Toronto - Department of Economics
Date Posted: June 22, 2004
Accepted Paper Series
68 downloads

Using Localized Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options
CentER Discussion Paper No. 2004-20
Steffan John Berridge and J. M. Schumacher
affiliation not provided to SSRN and Tilburg University - Center for Economic Research (CentER)
Date Posted: June 22, 2004
Working Paper Series

Incl. Electronic Paper Multicollinearity and Modular Maximum Entropy Leuven Estimator
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: June 21, 2004
Working Paper Series
117 downloads

Incl. Electronic Paper Multicollinearity and Maximum Entropy Leuven Estimator
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: June 17, 2004
Working Paper Series
198 downloads

Incl. Electronic Paper Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
Tinbergen Institute Discussion Paper No. 04-015/4
Charles S. Bos and Neil Shephard
VU University Amsterdam and University of Oxford - Oxford-Man Institute
Date Posted: June 08, 2004
Working Paper Series
108 downloads

Incl. Electronic Paper Median as a Weighted Arithmetic Mean of All Sample Observations
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: June 08, 2004
Working Paper Series
120 downloads

Incl. Electronic Paper Computational Issues in the Sequential Probit Model: A Monte Carlo Study

Patrick Waelbroeck
Telecom ParisTech
Date Posted: June 07, 2004
Working Paper Series
239 downloads

Dynamics of the Spanish Stock Market through a Broadband View of the IBEX 35 Index
Estudios de Economia Aplicada, Vol. 22, No. 1, pp. 7-21, April 2004
J. Spronk , I. Pouchkarev and J.E. Trinidad Segovia
Erasmus Research Institute of Management (ERIM) , Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Universidad de Almeria
Date Posted: June 03, 2004
Accepted Paper Series

Incl. Electronic Paper Least Absolute Deviation Estimation of Linear Econometric Models: A Literature Review
Madhuchhanda Dasgupta and Sudhanshu K. Mishra
North Eastern Hill University - Economics and North-Eastern Hill University (NEHU)
Date Posted: June 01, 2004
Working Paper Series
480 downloads

Incl. Electronic Paper Empirical Characteristic Function Estimation and its Applications

Jun Yu
Singapore Management University
Date Posted: May 31, 2004
Working Paper Series
287 downloads

The Allocative Efficiency Measure by Means of a Distance Function: The Case of Spanish Public Railways
European Journal of Operational Research, Vol. 137, No. 1 , pp. 191-205, 2002
José Baños-Pino , Victor Fernandez-Blanco and Ana Rodriguez-Alvarez
Universidad de Oviedo - Facultad de Economicas , Universidad de Oviedo - Facultad de Economicas and Universidad de Oviedo - Departamento de Economia
Date Posted: May 25, 2004
Accepted Paper Series

Incl. Electronic Paper Monte Carlo Appraisals of Gravity Model Specifications
Michael A. Anderson , Michael Ferrantino and Kurt C. Schaefer
Washington and Lee University - Department of Economics , U.S. International Trade Commission and Calvin College
Date Posted: May 24, 2004
Working Paper Series
167 downloads

Incl. Electronic Paper Australian Options
EFMA 2004 Basel Meetings Paper
Manuel Moreno and Javier F. Navas
University of Castilla-La Mancha and Pablo de Olavide University
Date Posted: May 18, 2004
Working Paper Series
131 downloads

Incl. Electronic Paper Drawdown Measure in Portfolio Optimization

Alexei Chekhlov , Stanislav P. Uryasev and Michael Zabarankin
Columbia University - Department of Mathematics , University of Florida and Stevens Institute of Technology - Department of Mathematical Sciences
Date Posted: May 13, 2004
Working Paper Series
1144 downloads

Movements in the Equity Premium: Evidence from a Time Varying VAR
EFMA 2004 Basel Meetings Paper
Massi De Santis
Dimensional Fund Advisors
Date Posted: May 08, 2004
Working Paper Series

Incl. Electronic Paper Downward Nominal Wage Rigidity in Europe
CESifo Working Paper Series No. 1177
Steinar Holden and Fredrik Wulfsberg
University of Oslo - Department of Economics and Norges Bank
Date Posted: May 07, 2004
Working Paper Series
80 downloads

Revisiting Residential Segregation by Income: A Monte Carlo Test
International Journal of Business and Economics, Vol. 2, No. 1, pp. 27-37, 2003
Junfu Zhang
Clark University
Date Posted: May 06, 2004
Accepted Paper Series

Incl. Electronic Paper Term Structure of Risk under Alternative Econometric Specifications
Massimo Guidolin and Allan G. Timmermann
Bocconi University - Department of Finance and University of California, San Diego (UCSD) - Department of Economics
Date Posted: May 04, 2004
Working Paper Series
188 downloads

Incl. Electronic Paper Measuring Peer Effects on Youth Smoking Behavior
Osaka University Social and Economic Research Working Paper No. 600
Ryo Nakajima
Yokohama National University - Department of Economics
Date Posted: May 02, 2004
Working Paper Series
221 downloads

Incl. Electronic Paper An Algorithm for Fitting Archimedean Spiral to Empirical Data
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: April 30, 2004
Working Paper Series
166 downloads

Incl. Electronic Paper Analytical Prediction of Transitions Probabilities in the Conditional Logit Model
IZA Discussion Paper No. 1015
Holger Bonin and Hilmar Schneider
Institute for the Study of Labor (IZA) and Institute for the Study of Labor (IZA)
Date Posted: April 28, 2004
Working Paper Series
121 downloads

Incl. Electronic Paper Hiring Gender Discrimination in the French Financial Sector: An Econometric Analysis on Field Experiment Data
Cahiers de la MSE - EUREQua Working Paper No. 38
Emmanuel Duguet and Pascale Petit
ERUDITE and EUREQua
Date Posted: April 27, 2004
Working Paper Series
104 downloads

Incl. Electronic Paper Real Options for Real Ventures
Berkley Center for Entrepreneurial Studies Working Paper No. BCES-02-05
Hollister B. Sykes
New York University (NYU) - Berkley Center for Entrepreneurial Studies
Date Posted: April 26, 2004
Working Paper Series
276 downloads

Incl. Electronic Paper Robust GMM Tests for Structural Breaks
Cass Business School Research Paper
Patrick Gagliardini , Fabio Trojani and Giovanni Urga
University of Lugano and Swiss Finance Institute , Swiss Finance Institute and Cass Business School, Faculty of Finance, London
Date Posted: April 12, 2004
Working Paper Series
247 downloads

Incl. Electronic Paper A Behavioral Model of Digital Music Piracy
Journal of Organizational Computing and Electronic Commerce, Forthcoming
Ram D. Gopal , G. L. Sanders , Sudip Bhattacharjee , Manish K. Agrawal and Suzanne C Wagner
University of Connecticut - Department of Operations & Information Management , SUNY at Buffalo - School of Management , University of Connecticut - Department of Operations & Information Management , University of South Florida - College of Business Administration and Niagara University
Date Posted: April 10, 2004
Accepted Paper Series
2672 downloads

Incl. Electronic Paper Digital Music and Online Sharing: Software Piracy 2.0?
Communications of the ACM, Vol. 46, No. 7, pp. 107-111, July 2003
Sudip Bhattacharjee , Ram D. Gopal and G. L. Sanders
University of Connecticut - Department of Operations & Information Management , University of Connecticut - Department of Operations & Information Management and SUNY at Buffalo - School of Management
Date Posted: April 10, 2004
Accepted Paper Series
878 downloads

Incl. Electronic Paper Do Artists Benefit from Online Music Sharing?
Journal of Business, Forthcoming
Ram D. Gopal , Sudip Bhattacharjee and G. L. Sanders
University of Connecticut - Department of Operations & Information Management , University of Connecticut - Department of Operations & Information Management and SUNY at Buffalo - School of Management
Date Posted: April 10, 2004
Accepted Paper Series
2663 downloads

Incl. Electronic Paper Are Primary Care Physicians, Public and Private Sector Specialists Substitutes or Complements? Evidence from a Simultaneous Equations Model for Count Data

Vincenzo Atella and Partha Deb
University of Rome II - Centre for International Studies on Economic Growth (CEIS) and City University of New York, CUNY Hunter College - Department of Economics
Date Posted: April 09, 2004
Working Paper Series
153 downloads

Incl. Electronic Paper On Leverage in a Stochastic Volatility Model

Jun Yu
Singapore Management University
Date Posted: April 06, 2004
Working Paper Series
240 downloads

Incl. Electronic Paper The Sources of Real Exchange Fluctuations in Developing Countries: An Econometric Investigation
William Davidson Institute Working Paper No. 653
Imed Drine and Christophe Rault
University of Paris 1 Pantheon-Sorbonne - Equipe Universitaire de Recherche en Economie Quantitative (EUREQUA) and University of Orleans
Date Posted: April 04, 2004
Working Paper Series
147 downloads

Movements in the Equity Premium: Evidence from a Bayesian Time Varying VAR
Massi De Santis
Dimensional Fund Advisors
Date Posted: April 01, 2004
Working Paper Series

Incl. Electronic Paper The Topology of Large-Scale Engineering Problem-Solving Networks
Physical Review E, Vol. 69, 2004
Dan Braha and Yaneer Bar-Yam
New England Complex Systems Institute and New England Complex Systems Institute
Date Posted: March 30, 2004
Accepted Paper Series
659 downloads

Incl. Electronic Paper Bubble, Critical Zone and the Crash of Royal Ahold
Gerrit Broekstra , Didier Sornette and Wei-Xing Zhou
Nyenrode University , Swiss Finance Institute and East China University of Science and Technology - School of Business
Date Posted: March 26, 2004
Working Paper Series
367 downloads

Incl. Electronic Paper Smoothed Empirical Likelihood Methods for Quantile Regression Models
Cowles Foundation Discussion Paper No. 1453
Yoon-Jae Whang
Seoul National University - School of Economics
Date Posted: March 24, 2004
Working Paper Series
152 downloads

Performance Matched Discretionary Accrual Measures
Journal of Accounting & Economics, Vol. 39, No. 1, 2005
S.P. Kothari , Andrew J. Leone and Charles E. Wasley
Massachusetts Institute of Technology (MIT) - Sloan School of Management , University of Miami and University of Rochester - Simon School of Business
Date Posted: March 10, 2004
Accepted Paper Series

Incl. Electronic Paper Education, Family Background and Racial Earnings Inequality in Brazil
International Journal of Manpower, Forthcoming
Omar Arias , Gustavo Yamada and Luis R. Tejerina
World Bank , Universidad del Pacifico, Peru - Department of Economics and Inter-American Development Bank (IADB)
Date Posted: March 08, 2004
Accepted Paper Series
202 downloads

Incl. Electronic Paper Correlated Default Processes: A Criterion-Based Copula Approach
Sanjiv Ranjan Das and Gary Geng
Santa Clara University - Leavey School of Business and Amaranth Advisors llc
Date Posted: March 07, 2004
Working Paper Series
588 downloads

Portfolio Return Characteristics of Different Industries
MODERN CONCEPTS OF THE THEORY OF THE FIRM, G. Fandel, U. Backes-Gellner, M. Schlueter, J.E. Staufenbiel, eds., Springer-Verlag, Berlin, Heidelberg 2004
I. Pouchkarev , J. Spronk and Pim van Vliet
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) , Erasmus Research Institute of Management (ERIM) and Robeco Asset Management - Quantitative Strategies
Date Posted: February 23, 2004
Accepted Paper Series

Incl. Electronic Paper Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
Journal of Financial Services Research, Forthcoming
Tor Jacobson , Jesper Lindé and Kasper Roszbach
Sveriges Riksbank - Research Division , Sveriges Riksbank - Research Division and Sveriges Riksbank (Bank of Sweden) - Research Division
Date Posted: February 18, 2004
Accepted Paper Series
2138 downloads

Incl. Electronic Paper Can Long-Run Restrictions Identify Technology Shocks?
FRB International Finance Discussion Paper No. 792
Christopher J. Erceg , Luca Guerrieri and Christopher J. Gust
Federal Reserve Board - Trade and Quantitative Studies , Federal Reserve Board - Trade and Financial Studies and Federal Reserve Board - Trade and Financial Studies
Date Posted: February 17, 2004
Working Paper Series
118 downloads

Incl. Electronic Paper Valuation of Cancelable Cross Currency Bermudan Swaps
Milind Sharma and Jonathan Stein
QuantZ Capital Management LLC and Ernst & Young
Date Posted: February 13, 2004
Working Paper Series
594 downloads

Assessing Forecast Performance in a VEC Model: An Empirical Examination
Zacharias Bragoudakis
Bank of Greece
Date Posted: February 11, 2004
Working Paper Series

A Perturbative Moment Approach to Option Pricing

Marco Airoldi
Mediobanka
Date Posted: February 09, 2004
Working Paper Series

Incl. Electronic Paper Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood
PIER Working Paper No. 04-005; FRB of Atlanta Working Paper No. 2004-3
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Duke University - Department of Economics
Date Posted: February 04, 2004
Working Paper Series
108 downloads

Incl. Electronic Paper Approximating Volatility Diffusions with CEV-ARCH Models
Fabio Fornari and Antonio Mele
European Central Bank (ECB) and Swiss Finance Institute & University of Lugano
Date Posted: January 29, 2004
Working Paper Series
89 downloads


 

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