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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 563,425
Full Text Papers: 465,747
Authors: 261,339
Papers Received in
  Last 12 months:
63,924

Paper Downloads:
To date: 78,215,104
Last 12 months: 9,683,732
Last 30 days: 669,820

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Papers with
  Resolved
  References:
263,113
Total References: 9,045,618
Papers with Cites: 243,210
Total Citation
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5,983,464
Papers with
  Resolved
  Footnotes:
92,654
Total Footnotes: 9,169,322


SSRN eLibrary Search Results
JEL Code: C53
423,676 Total downloads
Showing Papers 1,401 - 1,450 of 2,410
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Incl. Electronic Paper Multi-Jumps
Massimiliano Caporin , Alexey Kolokolov and Roberto Renò
University of Padova - Department of Economics and Management "Marco Fanno" , University of Lund and University of Siena - Department of Economics and Statistics
Date Posted: August 30, 2014
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day‐Of‐The‐Week Effect
International Review of Finance, Vol. 14, Issue 3, pp. 345-392, 2014
Ke Yang and Langnan Chen
South China Agricultural University - College of Economics & Management and Zhongshan University - Lingnan (University) College
Date Posted: August 28, 2014
Accepted Paper Series

Incl. Electronic Paper Information Content and Forecasting Ability of Sentiment Indicators: Case of Real Estate Market
Journal of Real Estate Research, Forthcoming
Gianluca Marcato and Anupam Nanda
Henley Business School - University of Reading and University of Reading - School of Real Estate & Planning, Henley Business School
Date Posted: August 27, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Quantile Regression for Peak Demand Forecasting
Charles Gibbons and Ahmad Faruqui
The Brattle Group and The Brattle Group
Date Posted: August 24, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Outlier Detection in Structural Time Series Models: The Indicator Saturation Approach
CEIS Working Paper No. 325
Martyna Marczak and Tommaso Proietti
University of Hohenheim and University of Rome II - Department of Economics and Finance
Date Posted: August 24, 2014
Working Paper Series
4 downloads

The Sequential Issue in Free Trade Areas: Policy Implication for Korea
International Journal of Finance and Economics, 2004, 9, 165~174
Jong-Eun Lee
Sejong University - Department of Economics
Date Posted: August 24, 2014
Accepted Paper Series

Incl. Electronic Paper Nowcasting and Forecasting Economic Growth in the Euro Area Using Principal Components
Tinbergen Institute Discussion Paper 14-113/III
Irma Hindrayanto , Siem Jan Koopman and Jasper de Winter
De Nederlandsche Bank , VU University Amsterdam and De Nederlandsche Bank
Date Posted: August 24, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Unspanned Macroeconomic Factors in the Yield Curve
FEDS Working Paper No. 2014-57
Laura Coroneo , Domenico Giannone and Michele Modugno
University of York (UK) - Department of Economics and Related Studies , LUISS Guido Carli University and Federal Reserve Board
Date Posted: August 23, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Analysing and Forecasting Price Dynamics Across Euro Area Countries and Sectors: A Panel VAR Approach
ECB Working Paper No. 1724
Stephane Dees and Jochen Guntner
European Central Bank (ECB) and Johannes Kepler University
Date Posted: August 22, 2014
Working Paper Series
3 downloads

Economic versus Psychological Forecasting. Evidence from Consumer Confidence Surveys
Journal of Economic Psychology, 30, 4, pp. 563–574 (2009),
Maurizio Bovi
ISTAT, Italian National Institute for Statistics
Date Posted: August 22, 2014
Accepted Paper Series

Are the Representative Agent's Beliefs Based on Efficient Econometric Models?
Journal of Economic Dynamics and Control, 37, pp. 633-648 (2013).
Maurizio Bovi
ISTAT, Italian National Institute for Statistics
Date Posted: August 22, 2014
Accepted Paper Series

Incl. Electronic Paper Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets
Michael P. Clements and Ana Beatriz Galvão
University of Reading - Henley Business School and University of Warwick
Date Posted: August 20, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Spillover Dynamics for Systemic Risk Measurement Using Spatial Financial Time Series Models
Tinbergen Institute Discussion Paper 14-107/III
Francisco Blasques , Siem Jan Koopman , Andre Lucas and Julia Schaumburg
VU University Amsterdam , VU University Amsterdam , VU University Amsterdam - Faculty of Economics and Business and VU University AmsterdamTinbergen Institute
Date Posted: August 15, 2014
Last Revised: August 18, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Growth Horizons for a Changing Asian Regional Economy
Asian Development Bank Economics Working Paper Series No. 392
David Roland-Holst and Guntur Sugiyarto
University of California, Berkeley and Asian Development Bank
Date Posted: August 14, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Quantifying the Semantics of Search Behavior Before Stock Market Moves
Proceedings of the National Academy of Sciences 111, 11600-11605; DOI:10.1073/pnas.1324054111 (2014)
Chester Curme , Tobias Preis , H. Eugene Stanley and Helen Susannah Moat
Boston University , Warwick Business School - Behavioural Science Group , Boston University - Center for Polymer Studies and University College London - Department of Civil, Environmental and Geomatic Engineering
Date Posted: August 14, 2014
Accepted Paper Series
51 downloads

Incl. Electronic Paper Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models
Tinbergen Institute Discussion Paper 14-105/III
Francisco Blasques , Siem Jan Koopman and Max Mallee
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: August 12, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Exponential Smoothing, Long Memory and Volatility Prediction
CEIS Working Paper No. 319
Tommaso Proietti
University of Rome II - Department of Economics and Finance
Date Posted: August 05, 2014
Working Paper Series
41 downloads

Incl. Electronic Paper Simulation of the Energy Crisis Hit to the Japan Economics Structure
Mark Kushelman
Deloitte Consulting LLP
Date Posted: August 05, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Ensembles of Overfit and Overconfident Forecasts
Darden Business School Working Paper No. 2474438
Yael Grushka-Cockayne , Victor Richmond R. Jose and Kenneth C. Lichtendahl Jr.
University of Virginia (UVA) - Darden School of Business , Georgetown University - McDonough School of Business and University of Virginia - Darden School of Business
Date Posted: August 03, 2014
Working Paper Series
34 downloads

Incl. Electronic Paper Do Exchange Rates Really Help Forecasting Commodity Prices?
Lasse Bork and Pablo Rovira Kaltwasser
Aalborg University - Department of Business and Management and Catholic University of Leuven (KUL)
Date Posted: July 30, 2014
Last Revised: August 21, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Dynamical Signatures of Collective Quality Grading in a Social Activity: Attendance to Motion Pictures
Swiss Finance Institute Research Paper No. 14-45
Juan Valentin Escobar and Didier Sornette
Physics Dept. Universidad Autonoma Metropolitana-Iztapalapa and Swiss Finance Institute
Date Posted: July 26, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting
Tinbergen Institute Discussion Paper No. 14-092/IV/DSF77
Andre Lucas
VU University Amsterdam - Faculty of Economics and Business
Date Posted: July 26, 2014
Last Revised: August 20, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement
MIT Sloan Research Paper No. 5110-14
William B. Kinlaw , Mark Kritzman and David Turkington
State Street Global Exchange , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: July 26, 2014
Working Paper Series
82 downloads

Incl. Electronic Paper A Bayesian Midas Approach to Modeling First and Second Moment Dynamics
Davide Pettenuzzo , Allan G. Timmermann and Rossen I. Valkanov
Brandeis University - Department of Economics , University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: July 26, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Interpreting Financial Market Crashes as Earthquakes: A New Early Warning System for Medium Term Crashes
Tinbergen Institute Discussion Paper 14-067/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 24, 2014
Working Paper Series
70 downloads

Incl. Electronic Paper How Good Can Heuristic-Based Forecasts Be? A Comparative Performance of Econometric and Heuristic Models for UK and US Asset Returns
Massimo Guidolin and Alexei G. Orlov
Bocconi University - Department of Finance and Radford University - Department of Economics
Date Posted: July 22, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Panic Indicator for Measurements of Pessimistic Sentiments from Business News
International Business Research; Vol. 7, No. 5; 2014
Rodion Remorov
Independent
Date Posted: July 22, 2014
Accepted Paper Series
8 downloads

Incl. Electronic Paper Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities
Tinbergen Institute Discussion Paper 14-090/III
Anne Opschoor , Dick J. C. van Dijk and Michel van der Wel
VU University Amsterdam , Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam
Date Posted: July 22, 2014
Last Revised: July 23, 2014
Working Paper Series
36 downloads

Incl. Electronic Paper Memory Generation for a Trend-Stationarity Constrained-Autoregressive Data-Mining Procedure
Shlomo Zilca
Tel Aviv University, Faculty of Management
Date Posted: July 22, 2014
Last Revised: August 27, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Estimation of the Hurst Exponent by Randomizing Portfolio Coefficients
Aram Gushchyan
Russian Academy of National Economy and Public Administration under the President of the Russian Federation
Date Posted: July 21, 2014
Last Revised: August 18, 2014
Working Paper Series
66 downloads

Incl. Electronic Paper Stochastic Seasonality, Contemporaneous Inference, and Forecasting in the Presence of Extreme Weather
Jerry Nickelsburg and Wei-Choun Yu
UCLA Anderson Forecast and Winona State University
Date Posted: July 21, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper ICT and Non-ICT Investments: Short and Long Run Macro Dynamics
Quaderni - Working Paper DSE N° 956,
Fabio Bacchini , Maria Elena Bontempi , Roberto Golinelli and Cecilia Jona Lasinio
Italian Statistical Institute , University of Bologna - Department of Economics , University of Bologna - Department of Economics and Italian Statistical Institute
Date Posted: July 18, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates
William D. Larson
Government of the United States of America - Bureau of Economic Analysis (BEA)
Date Posted: July 12, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Wide Volatility Spillover Networks
Yoel Furman
University of Oxford - Oxford-Man Institute of Quantitative Finance
Date Posted: July 11, 2014
Last Revised: August 06, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Forecasting Chinese GDP Growth with Mixed Frequency Data: Which Indicators to Look at?
KOF Working Paper No. 359
Heiner Mikosch and Ying Zhang
KOF Swiss Economic Institute and Partners Group
Date Posted: July 11, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences
ECB Working Paper No. 1688
Lucia Alessi , Eric Ghysels , Luca Onorante , Richard W. Peach and Simon Potter
European Central Bank (ECB) , University of North Carolina Kenan-Flagler Business School , European Central Bank (ECB) , Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: July 11, 2014
Working Paper Series
15 downloads

Are There Rational Bubbles in Reits? New Evidence from a Complex Systems Approach
Journal of Real Estate Finance and Economics, Vol. 49, No. 2, 2014
Maximilian Brauers and Joachim Zietz
EBS Universität für Wirtschaft und Recht - EBS Business School - Real Estate Management Institute and Middle Tennessee State University - Jennings A. Jones College of Business
Date Posted: July 07, 2014
Accepted Paper Series

Incl. Electronic Paper Density Characteristics and Density Forecast Performance: A Panel Analysis
ECB Working Paper No. 1679
Geoff Kenny , Thomas Kostka and Federico Masera
European Central Bank (ECB) , European Central Bank (ECB) and Universidad Carlos III de Madrid
Date Posted: July 05, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Risk-Adjusted Option-Implied Moments
Felix Brinkmann and Olaf Korn
University of Goettingen (Gottingen) and Georg-August-Universität Göttingen
Date Posted: July 03, 2014
Working Paper Series
38 downloads

Incl. Electronic Paper Free Banking as a Monetary Gauge
Eric Dennis
American International Group, Inc.
Date Posted: July 02, 2014
Last Revised: August 16, 2014
Working Paper Series
50 downloads

Incl. Electronic Paper Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas
Mario Cerrato , John Crosby , Minjoo Kim and Yang Zhao
London Metropolitan University - Department of Economics, Finance and International Business (EFIB) , University of Glasgow , University of Glasgow and University of Glasgow - Adam Smith Business School
Date Posted: June 30, 2014
Last Revised: August 21, 2014
Working Paper Series
60 downloads

Incl. Electronic Paper Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis
DIW Berlin Discussion Paper No. 1395
Guglielmo Maria Caporale and Marinko Skare
Brunel University - Centre for Empirical Finance and Juraj Dobrila University of Pula
Date Posted: June 28, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Do Media Data Help to Predict German Industrial Production?
DIW Berlin Discussion Paper No. 1393
Konstantin A. Kholodilin , Tobias Thomas and Dirk Ulbricht
German Institute for Economic Research (DIW Berlin) , Heinrich Heine Universität Dusseldorf and German Institute for Economic Research (DIW)
Date Posted: June 27, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Correct Use of Hazard Models: A Comparison Employing Different Definitions of SMEs Financial Distress
Jairaj Gupta , Andros Gregoriou and Jerome Healy
Hull University Business School (HUBS) , University of Brighton and Hull University Business School (HUBS)
Date Posted: June 25, 2014
Last Revised: July 26, 2014
Working Paper Series
37 downloads

Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios
Journal of Real Estate Finance and Economics, Vol. 49, No. 1, 2014
Massimo Guidolin and Daniele Bianchi
Bocconi University - Department of Finance and University of Warwick, Warwick Business School
Date Posted: June 25, 2014
Accepted Paper Series

Incl. Electronic Paper A Theoretical Concept Analyses of Economic Policy Reforms
Economics, Vol. 2, No. 4, 2013, pp. 23-37
Najeb Masoud
Middle East University - Accounting and Finance Department
Date Posted: June 21, 2014
Accepted Paper Series
8 downloads

Incl. Electronic Paper VAR Estimation with the Adaptive Elastic Net
Yoel Furman
University of Oxford - Oxford-Man Institute of Quantitative Finance
Date Posted: June 20, 2014
Last Revised: August 07, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper A Quadratic Kalman Filter
Banque de France Working Paper No. 486
Alain Monfort , Jean-Paul Renne and Guillaume Roussellet
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) , Banque de France and Banque de France
Date Posted: June 13, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Fundamentals and Exchange Rate Forecastability with Machine Learning Methods
HEC Paris Research Paper No. ECO/SCD-2014-1049
Christophe Amat , Tomasz Kamil Michalski and Gilles Stoltz
Ecole Polytechnique, Paris , HEC Paris (Groupe HEC) - Economics & Decision Sciences and HEC Paris (Groupe HEC) - Economics & Decision Sciences
Date Posted: June 12, 2014
Last Revised: August 31, 2014
Working Paper Series
82 downloads

Incl. Electronic Paper A Fast, Accurate Method for Value at Risk and Expected Shortfall
Swiss Finance Institute Research Paper No. 14-40
Jochen Krause and Marc S. Paolella
Department of Banking and Finance, University of Zurich and University of Zurich
Date Posted: June 12, 2014
Working Paper Series
85 downloads


 

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