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SSRN eLibrary Statistics:

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Abstracts: 619,211
Full Text Papers: 515,593
Authors: 286,069
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63,043

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To date: 88,638,991
Last 12 months: 11,622,954
Last 30 days: 802,983

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291,376
Total References: 9,075,589
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94,290
Total Footnotes: 9,170,355


SSRN eLibrary Search Results
JEL Code: C52
354,713 Total downloads
Showing Papers 1,401 - 1,450 of 2,076
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1 2 3 4 ... 42 | Next >
   


Incl. Electronic Paper Rough Electricity: A New Fractal Multi-Factor Model of Electricity Spot Prices
Mikkel Bennedsen
University of Aarhus - Department of Economics and Business
Date Posted: July 29, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Least Squares Estimation of Large Dimensional Threshold Factor Models
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: July 29, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Specification Testing in Hawkes Models
Tinbergen Institute Discussion Paper 15-086/III
Francine Gresnigt , Erik Kole and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: July 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation
Journal of the Operational Research Society (2015) 66, 1352–1362,
Chris Tofallis
University of Hertfordshire Business School
Date Posted: July 25, 2015
Accepted Paper Series
18 downloads

Incl. Electronic Paper Advancing Knowledge Creation Modelling Through Improved Organizational Communications
Jeffrey S. Ray
Swiss Management Center (SMC) University
Date Posted: July 19, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Factor Attribution and the Impact of Investment Constraints
Sanne De Boer and Vishv Jeet
QS Investors and Axioma Inc
Date Posted: July 14, 2015
Working Paper Series
92 downloads

Incl. Electronic Paper Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts
Romanian Journal of Economic Forecasting – XVII (4) 2014, pg. 5-21,
Emilian Dobrescu
National Institute of Economic Research
Date Posted: July 11, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Applied GARCH Ex-Ante Asset Pricing: US & Southeast Asian Portfolios
Jordan French
Stamford International University (Phetchaburi Campus)
Date Posted: July 11, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models
Tinbergen Institute Discussion Paper 15-083/III
Francisco Blasques , Siem Jan Koopman , Katarzyna Lasak and Andre Lucas
VU University Amsterdam , VU University Amsterdam , VU Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: July 11, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Estimating Time-Varying Beta-Coefficients: An Empirical Study of US & ASEAN Portfolios
Jordan French
Stamford International University (Phetchaburi Campus)
Date Posted: July 10, 2015
Working Paper Series
10 downloads

King of Betas: CAPM Uses in USA & ASEAN
Jordan French
Stamford International University (Phetchaburi Campus)
Date Posted: July 09, 2015
Working Paper Series

Incl. Electronic Paper The Swiss Black Swan Bad Scenario: Is Switzerland Another Casualty of the Eurozone Crisis?
Sebastien Lleo and William T. Ziemba
NEOMA Business School and University of British Columbia (UBC) - Sauder School of Business
Date Posted: July 08, 2015
Working Paper Series
56 downloads

Incl. Electronic Paper Diagnosing Shocks in Stock Market Returns of Greater China
Multinational Finance Journal, Vol. 4, No. 3/4, p. 269-288, 2000
W. S. CHAN and W. C. Lo
The University of Hong Kong and Open University of Hong Kong
Date Posted: July 08, 2015
Accepted Paper Series
18 downloads

Incl. Electronic Paper Monitoring Stationarity and Cointegration
Martin Wagner and Dominik Wied
TU Dortmund University and TU Dortmund University
Date Posted: July 01, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Fighting Terrorism: Empirics on Policy Harmonization
African Governance and Development Institute WP/15/024
Simplice A. Asongu and Jacinta Nwachukwu
African Governance and Development Institute and University of Huddersfield - Business School
Date Posted: June 27, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Value-at-Risk for Greek Stocks
Multinational Finance Journal, Vol. 12, No. 1/2, p. 67-104, 2008
Timotheos Angelidis and Alexandros Benos
University of Peloponnese - Department of Economics and National Bank of Greece
Date Posted: June 26, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper A Structural Form Default Prediction Model for SMEs, Evidence from the Dutch Market
Multinational Finance Journal, Vol. 13, No. 3/4, p. 229-264, 2009
Frieda Rikkers and André E. Thibeault
Tilburg University and Vlerick Business School
Date Posted: June 26, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Seasonal Stochastic Volatility and Correlation Together with the Samuelson Effect in Commodity Futures Markets
Lorenz Schneider and Bertrand Tavin
EMLYON Business School and EMLYON Business School
Date Posted: June 20, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Unlocking Value in Value Portfolios
Nathan Tidd
Tidd Laboratories, Inc.
Date Posted: June 17, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Outperforming in US Large-Caps
Nathan Tidd
Tidd Laboratories, Inc.
Date Posted: June 17, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Pricing Equities with Profit Sources
Nathan Tidd
Tidd Laboratories, Inc.
Date Posted: June 17, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Forecasting CNX-500 Index: Using Non-Linear Dynamics Threshold Model
Nishant Vats and Rudra Prakash Pradhan
Indian Institute of Technology (IIT), Kharagpur and Indian Institute of Technology (IIT)
Date Posted: June 16, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility
CAMA Working Paper No. 20/2015
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: June 11, 2015
Last Revised: June 12, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Identification and Real-Time Forecasting of Norwegian Business Cycles
Norges Bank Working Paper 09 | 2015
Knut Are Aastveit , Anne Sofie Jore and Francesco Ravazzolo
Norges Bank , Norges Bank and Norges Bank
Date Posted: June 10, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Did US Consumers 'Save for a Rainy Day' Before the Great Recession?
Norges Bank Working Paper 08 | 2015
André K. Anundsen and Ragnar Nymoen
University of Oslo and University of Oslo - Department of Economics
Date Posted: June 10, 2015
Working Paper Series

Incl. Electronic Paper Factor Risk Parity with Portfolio Weight Constraints
Marco Erling and Steffen Möllenhoff
BUW - Schumpeter School of Business and Economics and BUW - Schumpeter School of Business and Economics
Date Posted: June 08, 2015
Last Revised: June 16, 2015
Working Paper Series
145 downloads

Incl. Electronic Paper Generalised Partial Autocorrelations and the Mutual Information between Past and Future
CEIS Working Paper No. 344
Alessandra Luati and Tommaso Proietti
University of Bologna - Department of Statistics and University of Rome II - Department of Economics and Finance
Date Posted: June 06, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper A Lattice Method for Option Evaluation with Regime-Switching Asset Correlation Structure
Amalia Christoforidou and Christian-Oliver Ewald
University of Glasgow - Adam Smith Business School and University of Glasgow
Date Posted: June 06, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper An Empirical Investigation of the Value of Finalisation Count Information to Loss Reserving
Greg Taylor and Jing Xu
UNSW Australia and National University of Singapore (NUS)
Date Posted: June 06, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Equity Investing with Targeted Constant Volatility Exposure
FIRN Research Paper No. 2614828, UNSW Business School Research Paper
Nicolas A. Papageorgiou , Jonathan J. Reeves and Michael Sherris
HEC Montreal - Department of Finance , UNSW Business School, University of New South Wales and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: June 05, 2015
Working Paper Series
91 downloads

Incl. Electronic Paper FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries
African Governance and Development Institute WP/15/019
Simplice A. Asongu , Uchenna Efobi and Ibukun Beecroft
African Governance and Development Institute , Covenant University and Covenant University
Date Posted: May 31, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Forecasting with VAR Models: Fat Tails and Stochastic Volatility
Bank of England Working Paper No. 528
Ching-Wai (Jeremy) Chiu , Haroon Mumtaz and Gabor Pinter
Bank of England , Queen Mary, University of London and Bank of England
Date Posted: May 31, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper The Econometrics of Networks: A Review
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13/WP/2015
Daniel Felix Ahelegbey
Ca Foscari University of Venice - Department of Economics
Date Posted: May 30, 2015
Working Paper Series
220 downloads

Incl. Electronic Paper Quantile Forecasts of Inflation Under Model Uncertainty
Dimitris Korobilis
University of Glasgow - Adam Smith Business School
Date Posted: May 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper On the Ambiguous Consequences of Omitting Variables
Tinbergen Institute Discussion Paper 15-061/III
Giuseppe De Luca , J.R. Magnus and Franco Peracchi
University of Palermo , VU University Amsterdam - Faculty of Economics and Business Administration and University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS)
Date Posted: May 22, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Analytic Formulas for Options in the Schwartz 97 Multifactor Framework with Added Regime Shifts
Amalia Christoforidou and Christian-Oliver Ewald
University of Glasgow - Adam Smith Business School and University of Glasgow
Date Posted: May 22, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Did US Consumers 'Save for a Rainy Day' Before the Great Recession?
CESifo Working Paper Series No. 5347
André K. Anundsen and Ragnar Nymoen
University of Oslo and University of Oslo - Department of Economics
Date Posted: May 19, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Predicción De La Volatilidad En El Mercado Del Petróleo Mexicano Ante La Presencia De Efectos Asimétricos (Volatility Forecasting for Mexican Crude Oil Market in the Presence of Asymmetric Effects)
Cuadernos de Economía, Vol. 34, No. 65, 299-326. doi: 10.15446/cuad.econ.v34n65.48702 ,
Raúl De Jesús Gutiérrez , Reyna Vergara González and Miguel A. Díaz Carreño
Universidad Autónoma del Estado de México (UAEM) , Universidad Autónoma del Estado de México (UAEM) and Universidad Autonoma del Estado de Mexico
Date Posted: May 16, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Closed-Form Option Pricing Formulas for Mean-Reverting Commodity Prices with Regime-Switching
Amalia Christoforidou and Christian-Oliver Ewald
University of Glasgow - Adam Smith Business School and University of Glasgow
Date Posted: May 15, 2015
Last Revised: May 21, 2015
Working Paper Series
55 downloads

Financial Management Focus on Price Volatility and ‘Circuit Breakers’ in the Nigerian Equity Market Implications for Monetary Policy
Journal of Financial Management and Analysis Vol. 27 No. 2 (Jul-Dec 2014)
Friday K Ohuche and Alvan E Ikoku
Central Bank of Nigeria and Central Bank of Nigeria
Date Posted: May 10, 2015
Accepted Paper Series

Incl. Electronic Paper An Empirical Study of the Dynamics of Implied Volatility Indices: International Evidence
Bujar Huskaj and Karl Larsson
Lund University and Lund University - Department of Economics
Date Posted: May 09, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Information Processing of Foreign Exchange News: Extending the Overshooting Model to Include Qualitative Information from News Sentiment
Stefan Feuerriegel , Georg Wolff and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: May 08, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market During the World War I
DIW Berlin Discussion Paper No. 1477
Konstantin A. Kholodilin
German Institute for Economic Research (DIW Berlin)
Date Posted: May 08, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Nowcasting Regional GDP: The Case of the Free State of Saxony
CESifo Working Paper Series No. 5336
Steffen Henzel , Robert Lehmann and Klaus Wohlrabe
Ifo Institute for Economic Research , CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Date Posted: May 07, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper The Application of Affine Processes in Multi-Cohort Mortality Model
UNSW Business School Research Paper No. 2015ACTL13
Yajing Xu , Michael Sherris and Jonathan Ziveyi
UNSW Australia Business School, School of Risk & Actuarial Studies , University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Date Posted: May 07, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Prior Selection for Panel Vector Autoregressions
Dimitris Korobilis
University of Glasgow - Adam Smith Business School
Date Posted: May 05, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
Joseph P Byrne , Shuo Cao and Dimitris Korobilis
Heriot-Watt University - Economics , University of Glasgow - Adam Smith Business School and University of Glasgow - Adam Smith Business School
Date Posted: May 05, 2015
Working Paper Series
43 downloads

Intervention Analysis of Share Index Data for Banks and Other Financial Institutions in Bangladesh
Journal of Financial Management and Analysis Vol. 27 No. 2 (Jul-Dec 2014)
M. R. K. Swamy
Om Sai Ram Centre for Financial Management Research
Date Posted: May 02, 2015
Accepted Paper Series

Incl. Electronic Paper Effects of Heterogeneity on Measuring Efficiency Scores: The Case of China's Banking Sector
in Experiences and Challenges in the Development of the Chinese Capital Market, edited by Douglas Cumming, Alessandra Guariglia, Wenxuan Hou, Edward Lee Palgrave Macmillan, 2015
Yizhe Dong , Douglas J. Cumming , Alessandra Guariglia , Wenxuan Hou and Edward Lee
Aberystwyth Univerisity , York University - Schulich School of Business , University of Birmingham - Department of Economics , University of Edinburgh - Business School and University of Manchester - Manchester Business School
Date Posted: April 28, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper A Critical Story About Sample Size, Outliers, and Normality Criteria in Structural Equation Modelling
Hashem Salarzadeh Jenatabadi
University of Malaya, Malaysia, Department of Science and Technology Studies, Faculty of Science
Date Posted: April 27, 2015
Working Paper Series
14 downloads


 

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