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Abstracts: 689,826
Full Text Papers: 579,322
Authors: 317,544
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67,590

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Last 12 months: 13,060,223
Last 30 days: 943,320

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306,598
Total References: 8,930,989
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SSRN eLibrary Search Results
JEL Code: C52
393,949 Total downloads
Showing Papers 1,401 - 1,450 of 2,255
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1 2 3 4 ... 46 | Next >
   

Incl. Electronic Paper A First Econometric Analysis of the CRIX Family
Shi Chen, Cathy Yi-Hsuan Chen, Wolfgang K. Härdle, TM Lee and Bobby Ong
Humboldt University of Berlin, Humboldt University of Berlin, Humboldt University of Berlin - Institute for Statistics and Econometrics, Independent and Independent
Date Posted: August 31, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Volatility Discovery
Gustavo Fruet Dias, Cristina Mabel Scherrer and Fotis Papailias
University of Aarhus, Queen Mary, University of London and quantf research
Date Posted: August 29, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Pairs Trading with Commodity Futures: Evidence from the Chinese Market
Yurun Yang, Ahmet Goncu and Athanasios A. Pantelous
Xi'an Jiaotong-Liverpool University, Xi'an Jiaotong-Liverpool University and Department of Mathematical Sciences and Institute for Risk and Uncertainty, University of Liverpool, UK
Date Posted: August 22, 2016
Working Paper Series
64 downloads

Incl. Electronic Paper Realized Wishart-Garch: A Score-Driven Multi-Asset Volatility Model
Tinbergen Institute Discussion Paper 2016-061/III
Peter Reinhard Hansen, Pawel Janus and Siem Jan Koopman
European University Institute - Economics Department (ECO), Independent and VU University Amsterdam
Date Posted: August 19, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Finance, Risk and Economic Space
ACRN Oxford Journal of Finance and Risk Perspectives, 5(1). March 2016, p.209-221.
Victor Olkhov
TVEL Fuel Company
Date Posted: August 09, 2016
Last Revised: August 14, 2016
Accepted Paper Series
16 downloads

Incl. Electronic Paper Hospital Heterogeneity: What Drives the Quality of Care?
Manhal Mohammad Ali, Reza Salehnejad and Mohaimen Mansur
University of Manchester, University of Manchester - Alliance Manchester Business School and University of Manchester - Alliance Manchester Business School
Date Posted: August 04, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Generalized Additive Models for Pair-Copula Constructions
Thibault Vatter and Thomas Nagler
Ecole Polytechnique Fédérale de Lausanne and Technische Universität München (TUM), Chair of Mathematical Statistics, Students
Date Posted: August 04, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper A Diagnostic Criterion for Approximate Factor Structure
Swiss Finance Institute Research Paper No. 16-51
Patrick Gagliardini, Elisa Ossola and O. Scaillet
University of Lugano and Swiss Finance Institute, University of Lugano and University of Geneva GSEM and GFRI
Date Posted: August 03, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper On Economic Space Notion
International Review of Financial Analysis, 22 January 2016, DOI-10.1016/j.irfa.2016.01.001
Victor Olkhov
TVEL Fuel Company
Date Posted: August 02, 2016
Accepted Paper Series
22 downloads

Incl. Electronic Paper Identifying Consequences of Mandatory IFRS Adoption: The Role of Selection Effects
Joerg-Markus Hitz, Sebastian Kaumanns and Nico Lehmann
University of Goettingen, University of Goettingen and University of Goettingen
Date Posted: August 02, 2016
Working Paper Series
47 downloads

Unstable Diffusion Indexes: With an Application to Bond Risk Premia
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: August 02, 2016
Working Paper Series

Incl. Fee Electronic Paper Understanding the Sources of Macroeconomic Uncertainty
CEPR Discussion Paper No. DP11415
Barbara Rossi, Tatevik Sekhposyan and Matthieu Soupre
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Texas A&M University - Department of Economics and Universitat Pompeu Fabra
Date Posted: August 01, 2016
Working Paper Series

Testing Nowcast Monotonicity
Jack Fosten and Daniel Gutknecht
University of East Anglia (UEA) - School of Economic and Social Studies and Mannheim University
Date Posted: July 31, 2016
Working Paper Series

Incl. Electronic Paper Accuracy and Speed of Different Fourier Implementations: An Analysis of the Bates and Asymmetric Variance Gamma Models
Ricardo Crisóstomo
Comisión Nacional del Mercado de Valores (CNMV)
Date Posted: July 28, 2016
Last Revised: July 29, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Conditional Variance Dynamics of Gold and Other Precious Metals - Forecast Comparison with Intra-Day Data
Tony Klein
Technische Universität Dresden
Date Posted: July 28, 2016
Last Revised: August 08, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?
CESifo Working Paper Series No. 5965
Guglielmo Maria Caporale, Nazif Catik, Mohamad Helmi, Faek Menla Ali and Coskun Akdeniz
Brunel University London - Department of Economics and Finance, Ege University Department of Economics, Brunel University London - College of Business, Arts and Social Sciences, Brunel University - Economics and Finance Department and Ege University - Department of Economics
Date Posted: July 26, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Effects of Multilateral Support on Infrastructure PPP Contract Cancellation
World Bank Group, Policy Research Working Paper 7751
Darwin Marcelo and Schuyler House
The World Bank Group and World Bank
Date Posted: July 22, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility
Arabinda Basistha, Alexander Kurov and Marketa Halova Wolfe
West Virginia University - College of Business & Economics, West Virginia University - College of Business & Economics and Skidmore College - Department of Economics
Date Posted: July 21, 2016
Working Paper Series
49 downloads

Incl. Electronic Paper Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter
CAMA Working Paper No. 44/2016
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: July 20, 2016
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts
CEPR Discussion Paper No. DP11391
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Date Posted: July 18, 2016
Working Paper Series

Incl. Fee Electronic Paper In-Sample Inference and Forecasting in Misspecified Factor Models
CEPR Discussion Paper No. DP11388
Marine Carrasco and Barbara Rossi
University of Montreal - Departement de Ciences Economiques and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Date Posted: July 18, 2016
Working Paper Series

Incl. Electronic Paper Do Parents Tax Their Children? Teenage Labour Supply and Financial Support
IZA Discussion Paper No. 10040
Angus Holford
University of Essex
Date Posted: July 18, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Empirical Validation of Simulated Models through the GSL-div: An Illustrative Application
LEM Working Paper Series, 2016/18
Francesco Lamperti
Scuola Superiore Sant'Anna di Pisa - Institute of Economics and LEM
Date Posted: July 12, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Testing the UIP Hypothesis-Using Data from Partially Dollarized Developing Countries
International Journal of Economics and Finance; Vol. 6, No. 4; 2014
Andualem Telaye Mengistu
Ethiopian Development Research Institute (EDRI)
Date Posted: July 09, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper A Portfolio Demand Approach for Broad Money in the Euro Area
ECB Working Paper No. 1929
Alexander Jung
European Central Bank (ECB) - Directorate General Economics
Date Posted: July 07, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Option-Implied Intra-Horizon Risk and First-Passage Disentanglement
Markus Leippold and Nikola Vasiljevic
University of Zurich - Department of Banking and Finance and University of Zurich
Date Posted: July 06, 2016
Working Paper Series
51 downloads

Incl. Electronic Paper Advances in Multivariate Back-testing for Credit Risk Underestimation
ECB Working Paper No. 1885
François Coppens, Manuel Mayer, Laurent Millischer, Florian Resch, Stephan Sauer and Klaas Schulze
National Bank of Belgium, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), European Central Bank (ECB) and Deutsche Bundesbank
Date Posted: July 05, 2016
Working Paper Series
7 downloads

Modelling the Gold Price in Turkish Free Market: Static Approach (Determinanty cen złota na wolnym rynku tureckim: podejście statystyczne)
Vistula University Working Papers / Zeszyty Naukowe Uczelni Vistula, No. 41(3)
Hakan Aras
Vistula University - Faculty of Business and International Relations
Date Posted: June 30, 2016
Accepted Paper Series

Incl. Electronic Paper Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance
University of St.Gallen, School of Finance Research Paper No. 2016/13
Zeno Adams, Roland Füss and Thorsten W. Glück
University of St. Gallen, University of St. Gallen - School of Finance and European Business School (EBS) Wiesbaden, Germany - Department of Finance, Accounting and Real Estate
Date Posted: June 30, 2016
Last Revised: July 12, 2016
Working Paper Series
98 downloads

Incl. Electronic Paper Optimal Asset Allocation Strategies
Razvan Stefanescu
North Carolina State University
Date Posted: June 28, 2016
Last Revised: July 15, 2016
Working Paper Series
145 downloads

Incl. Electronic Paper FDI and Growth in the MENA Countries: Are the GCC Countries Different?
African Governance and Development Institute WP/16/015
Mouna Gammoudi, Mondher Cherif and Simplice A. Asongu
Laboratoire REGARDS-URCA, University of Reims Champagne-Ardenne and African Governance and Development Institute
Date Posted: June 28, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Crix or Evaluating Blockchain Based Currencies
SFB 649 Discussion Paper 2016-021, Economic Risk, Berlin
Simon Trimborn and Wolfgang K. Härdle
Humboldt-Universitat zu Berlin and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: June 27, 2016
Working Paper Series
40 downloads

Incl. Electronic Paper The New Hybrid Value at Risk Approach Based on the Extreme Value Theory
Estudios de Economia., Vol. 43, No. 1, 2016
Nikola Radivojevic, Milena Cvjetkovic and Saša Stepanov
Technical College of Applied Studies, Kragujevac, University of Novi Sad - Faculty of Technical Sciences and BAS, Belgrade
Date Posted: June 27, 2016
Accepted Paper Series
29 downloads

Incl. Electronic Paper Taking the One-Year Change from Another Angle
Michel M. Dacorogna, Alessandro Ferriero and David Krief
DEAR-Consulting, SCOR Global P&C SE Reinsurance (Zurich Branch) and Université Paris Diderot - Laboratoire de Probabilités et Modèles Aléatoires (LPMA)
Date Posted: June 25, 2016
Working Paper Series
42 downloads

Incl. Electronic Paper Updating the Option Implied Probability of Default Methodology
Bundesbank Discussion Paper No. 43/2014
Johannes Vilsmeier
Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper On the Evaluation of Probability Forecasts: An Application to Qualitative Choice Models
Forthcoming at the 2016 Agricultural & Applied Economics Association Annual Meeting, Boston, Massachusetts, July 31-August 2
Senarath Dharmasena, David Bessler and Oral Capps Jr.
Texas A&M University - Department of Agricultural Economics, Texas A&M University, College Station - Department of Agricultural Economics and Texas A&M University - Department of Agricultural Economics
Date Posted: June 20, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?
DIW Berlin Discussion Paper No. 1588
Guglielmo Maria Caporale, Nazif Catik, Mohamad Husam Helmi, Faek Menla Ali and Coskun Akdeniz
Brunel University - Centre for Empirical Finance, Ege University Department of Economics, Brunel University London, Brunel University - Economics and Finance Department and Ege University - Department of Economics
Date Posted: June 19, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Pricing VIX Options with Multifactor Stochastic Volatility
Pascal Marco Caversaccio
University of Zurich - Department of Banking and Finance
Date Posted: June 15, 2016
Working Paper Series
54 downloads

Incl. Electronic Paper The 'True' Private School Effect Using PISA 2012-Mathematics: Evidence from 40 Countries
Chris Sakellariou
Nanyang Technological University (NTU)
Date Posted: June 10, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper The Prisme Model: Can Disaggregation on the Production Side Help to Forecast GDP?
Banque de France Working Paper No. 596
Thubin Camille, Eric Monnet, Magali Marx, Vichett Oung and Ferrière Thomas
Banque de France, Banque de France, Banque de France, Banque de France and Banque de France
Date Posted: June 09, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments
Bundesbank Series 1 Discussion Paper No. 2011,32
Malte Knüppel
Deutsche Bundesbank - Research Centre
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Improvements in Rating Models for the German Corporate Sector
Bundesbank Series 2 Discussion Paper No. 2011,11
Till Förstemann
Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Empirical Simultaneous Confidence Regions for Path-Forecasts
Bundesbank Series 1 Discussion Paper No. 2010,06
Òscar Jordà, Malte Knüppel and Massimiliano Giuseppe Marcellino
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Deutsche Bundesbank - Research Centre and European University Institute
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Does Benford's Law Hold in Economic Research and Forecasting?
Bundesbank Series 1 Discussion Paper No. 2007,32
Stefan Günnel and Karl-Heinz Tödter
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: June 08, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Reconsidering the Role of Monetary Indicators for Euro Area Inflation from a Bayesian Perspective Using Group Inclusion Probabilities
Bundesbank Series 1 Discussion Paper No. 2007,09
Michael Scharnagl and Christian Schumacher
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper The Forecast Ability of Risk-Neutral Densities of Foreign Exchange
Bundesbank Series 2 Discussion Paper No. 2005,05
Ben R. Craig and Joachim Keller
Federal Reserve Bank of Cleveland and Deutsche Bundesbank - Economic Research Centre
Date Posted: June 08, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper The Supervisor's Portfolio: The Market Price Risk of German Banks from 2001 to 2003 - Analysis and Models for Risk Aggregation
Bundesbank Series 2 Discussion Paper No. 2005,02
Christoph Memmel and Carsten Wehn
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey
Bundesbank Series 1 Discussion Paper No. 2004,10
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper The Forecasting Performance of German Stock Option Densities
Bundesbank Series 1 Discussion Paper No. 2003,17
Ben R. Craig, Ernst Glatzer, Joachim Keller and Martin Scheicher
Federal Reserve Bank of Cleveland, Austrian National Bank - Economic Studies Division, Deutsche Bundesbank - Economic Research Centre and European Central Bank (ECB)
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Measuring the Discriminative Power of Rating Systems
Bundesbank Series 2 Discussion Paper No. 2003,01
Bernd Engelmann, Evelyn Hayden and Dirk Tasche
Deutsche Bundesbank, Raiffeisen Bank International and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
3 downloads


 

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