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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,216
Full Text Papers: 393,599
Authors: 226,660
Papers Received in
  Last 12 months: 		68,900

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To date: 65,896,135
Last 12 months: 11,175,670
Last 30 days: 1,053,335

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  References: 		238,981
Total References: 8,480,523
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Total Citation
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Papers with
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C1
1,881,346 Total downloads
Showing Papers 1,441 - 1,490 of 8,579
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Incl. Electronic Paper Agent-Based Computational Economics (ACE) and African Modelling: Perspectives and Challenges
Godwin Chukwudum Nwaobi
University of Abuja, Nigeria - Department of Economics
Date Posted: December 15, 2011
Working Paper Series
13 downloads

Incl. Electronic Paper Does Prospective Payment Increase Hospital (In)Efficiency? Evidence from the Swiss Hospital Sector
University of Zurich Department of Economics Working Paper No. 53
 Philippe K. Widmer
affiliation not provided to SSRN
Date Posted: December 15, 2011
Working Paper Series
63 downloads

Incl. Electronic Paper Empirical Policy Functions as Benchmarks for Evaluation of Dynamic Capital Structure Models
 Santiago Bazdresch
University of Minnesota - Finance Department
Date Posted: December 15, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Estimating Optimal Hedge Ratio and Hedge Effectiveness via Fitting the Multivariate Skewed Distributions
2012 Financial Markets & Corporate Governance Conference
 Wei-Han Liu
La Trobe University, Department of Economics and Finance, Faculty of Business
Date Posted: December 15, 2011
Working Paper Series
87 downloads

Incl. Electronic Paper Growth in a Cross-Section of Cities: Location, Increasing Returns or Random Growth?
XREAP No. 2011-21
 Rafael González-Val and Jose Olmo
affiliation not provided to SSRN and Centro Universitario de la Defensa de Zaragoza
Date Posted: December 15, 2011
Working Paper Series
10 downloads

Incl. Electronic Paper Polarization Measurement and Inference in Many Dimensions When Subgroups Can Not Be Identified
Economics: The Open-Access, Open-Assessment E-Journal, Vol. 5, 2011-11
 Gordon Anderson
University of Toronto
Date Posted: December 15, 2011
Accepted Paper Series
5 downloads

Incl. Electronic Paper Polarization Measurement and Inference in Many Dimensions When Subgroups Cannot Be Identified
Economics Discussion Paper No. 2011-20
 Gordon Anderson
University of Toronto
Date Posted: December 15, 2011
Working Paper Series
4 downloads

Incl. Electronic Paper Some Aspects of the Discrete Wavelet Analysis of Bivariate Spectra for Business Cycle Synchronisation
Economics: The Open-Access, Open-Assessment E-Journal, Vol. 5, 2011-16
 Joanna Bruzda
affiliation not provided to SSRN
Date Posted: December 15, 2011
Accepted Paper Series
11 downloads

Incl. Electronic Paper Long Memory Dynamics for Multivariate Dependence Under Heavy Tails
Tinbergen Institute Discussion Paper 11-175/5/DSF28
 Pawel Janus , Siem Jan Koopman and Andre Lucas
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: December 14, 2011
Working Paper Series
54 downloads

Incl. Fee Electronic Paper Rolling Regression Versus Time‐Varying Coefficient Modelling: An Empirical Investigation of the Okun's Law in Some Euro Area Countries
Bulletin of Economic Research, Vol. 64, Issue 1, pp. 91-108, 2012
 Luca Zanin and Giampiero Marra
Dipartimento di Analisi e Ricerca Economica, Prometeia and University College London
Date Posted: December 14, 2011
Accepted Paper Series
3 downloads

Incl. Electronic Paper Skew-Normal Shocks in the Linear State Space Form DSGE Model
National Bank of Poland Working Paper No. 101
 Grzegorz Grabek , Bohdan Klos and Grzegorz Koloch
National Bank of Poland, Economic Institute , National Bank of Poland and National Bank of Poland
Date Posted: December 14, 2011
Working Paper Series
18 downloads

Incl. Electronic Paper The Source of Uncertainty in Probabilistic Preferences Over Gambles
Date Posted: December 14, 2011
Last Revised: December 03, 2012
Working Paper Series
151 downloads

Incl. Electronic Paper Nonlinear SUR Models with Panel Data and Additive Auto-Correlated Errors
 Carlos de Porres and Jaya Krishnakumar
University of Geneva, Department of Economics and University of Geneva
Date Posted: December 13, 2011
Working Paper Series
32 downloads

Incl. Electronic Paper Time-Varying Risk Premium in Large Cross-Sectional Equidity Datasets
Swiss Finance Institute Research Paper No. 11-40
 Patrick Gagliardini , Elisa Ossola and O. Scaillet
University of Lugano and Swiss Finance Institute , University of Lugano and University of Geneva - HEC
Date Posted: December 13, 2011
Working Paper Series
91 downloads

Incl. Electronic Paper A Transformation for General Variance Covariance Structures in a Two-Way Error Component Model
 Carlos de Porres and Jaya Krishnakumar
University of Geneva, Department of Economics and University of Geneva
Date Posted: December 12, 2011
Last Revised: December 22, 2011
Working Paper Series
32 downloads

Incl. Electronic Paper GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors
CentER Discussion Paper No. 2011-134
 Pavel Cizek , Jan P. A. M. Jacobs , Jenny E. Ligthart and Hendrik Vrijburg
Tilburg University - Department of Econometrics & Operations Research , University of Groningen - Faculty of Economics and Business , Tilburg University - CentER, Department of Economics and affiliation not provided to SSRN
Date Posted: December 12, 2011
Working Paper Series
101 downloads

Incl. Electronic Paper Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?
 Chang-Jin Kim and Yunjong Eo
Korea University and University of Sydney - School of Economics
Date Posted: December 12, 2011
Last Revised: October 25, 2012
Working Paper Series
34 downloads

Incl. Electronic Paper Regular Variation and the Identification of Generalized Accelerated Failure-Time Models
CentER Discussion Paper Series No. 2011-135
 Jaap H. Abbring and Geert Ridder
Tilburg University - Department of Econometrics & Operations Research and University of Southern California
Date Posted: December 12, 2011
Working Paper Series
16 downloads

Incl. Electronic Paper The Most General Methodology to Create a Valid Correlation Matrix for Risk Management and Option Pricing Purposes
 Riccardo Rebonato and Peter Jaeckel
Independent and affiliation not provided to SSRN
Date Posted: December 10, 2011
Working Paper Series
329 downloads

Incl. Electronic Paper The Role of High Frequency Intra-Daily Data, Daily Range and Implied Volatility in Multi-Period Value-at-Risk Forecasting
 Dimitrios P. Louzis , Spyros Xanthopoulos-Sisinis and Apostolos N. Refenes
Athens University of Economics and Business , Athens University of Economics and Business - Department of Management Science and Technology and Athens University of Economics and Business - Financial Engineering Research Centre
Date Posted: December 10, 2011
Last Revised: November 10, 2012
Working Paper Series
101 downloads

Incl. Electronic Paper Learning Generates Long Memory
 Guillaume Chevillon and Sophocles Mavroeidis
ESSEC Business School and University of Oxford - Department of Economics
Date Posted: December 09, 2011
Last Revised: December 21, 2011
Working Paper Series
27 downloads

Incl. Electronic Paper Selection Bias in Innovation Studies: A Simple Test
 Gaétan de Rassenfosse , Anja Schoen and Annelies Wastyn
University of Melbourne , Technische Universität München (TUM) and KU Leuven - Department of Managerial Economics, Strategy and Innovation
Date Posted: December 08, 2011
Last Revised: May 10, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Credit Migration Risk and Point in Time Credit Dynamics: A New Perspective for Credit Risk Management
 Antonio Dalessandro
academic affiliation
Date Posted: December 08, 2011
Working Paper Series
147 downloads

Incl. Electronic Paper The Time-Varying Risk Return Tradeoff in the Long-Run
 Sungjun Cho
Manchester Business School
Date Posted: December 08, 2011
Last Revised: July 04, 2012
Working Paper Series
24 downloads

Incl. Electronic Paper An Improved Estimation to Make Markowitz's Portfolio Optimization Theory Users Friendly and Estimation Accurate with Application on the US Stock Market Investment
 Wing-Keung Wong , Pui-lam Leung and Hon-Yip Ng
Hong Kong Baptist University (HKBU) , Chinese University of Hong Kong (CUHK) - Department of Statistics and Chinese University of Hong Kong (CUHK)
Date Posted: December 07, 2011
Last Revised: February 16, 2012
Working Paper Series
150 downloads

Co-Movement of Revenue: Structural Changes in the Business Cycle
Financial Markets and Portfolio Management, Vol. 25, No. 4, pp. 411-433, 2011
Stefan Erdorf and Nicolas Heinrichs
University of Cologne - Graduate School of Risk Management and University of Cologne - Graduate School of Risk Management
Date Posted: December 07, 2011
Accepted Paper Series

Incl. Electronic Paper Quantile Mechanics II: Changes of Variables in Monte Carlo Methods and GPU-Optimized Normal Quantiles
 William Thornton Shaw , Thomas Luu and Nick Brickman
University College London , University College London and affiliation not provided to SSRN
Date Posted: December 07, 2011
Working Paper Series
64 downloads

Incl. Electronic Paper Combining Predictive Densities Using Nonlinear Filtering with Applications to US Economics Data
Tinbergen Institute Discussion Paper No. 11-172/4
 Monica Billio , Roberto Casarin , Francesco Ravazzolo and H. K. van Dijk
Ca Foscari University of Venice - Department of Economics , University of Brescia - Department of Economics , Norges Bank and Tinbergen Institute
Date Posted: December 05, 2011
Working Paper Series
25 downloads

Incl. Electronic Paper How Expected Shortfall Can Simplify the Equally-Weighted Risk Contribution Portfolio
 Stefano Colucci
Symphonia Sgr
Date Posted: December 05, 2011
Last Revised: December 21, 2011
Working Paper Series
348 downloads

Incl. Electronic Paper Modeling and Forecasting Mortality Rates
McCombs Research Paper Series No. IROM-01-12
 Daniel Mitchell , Patrick L. Brockett , Rafael Mendoza-Arriaga and Kumar Muthuraman
University of Texas at Austin - Red McCombs School of Business , University of Texas at Austin - Department of Information, Risk and Operations Management , University of Texas at Austin - Department of Information, Risk and Operations Management and University of Texas at Austin - McCombs School of Business
Date Posted: December 02, 2011
Last Revised: January 05, 2013
Working Paper Series
108 downloads

Incl. Electronic Paper Comparing Correlation Matrix Estimators Via Kullback-Leibler Divergence
 Vanessa Mattiussi , Michele Tumminello , Giulia Iori and Rosario N. Mantegna
City University London - Department of Economics , Carnegie Mellon University - Department of Social and Decision Sciences , City University London - Department of Economics and Central European University
Date Posted: December 02, 2011
Working Paper Series
125 downloads

Incl. Electronic Paper Credit Rating Migration Risk and Business Cycles
Journal of Business Finance & Accounting, Forthcoming
Ana-Maria Fuertes , Elena Kalotychou and Fei Fei
Cass Business School, City University London , City University London - Cass Business School and City University London - Cass Business School
Date Posted: December 02, 2011
Last Revised: July 12, 2012
Accepted Paper Series
58 downloads

Incl. Electronic Paper Measuring Portfolio Credit Risk: Modelling Versus Calibration Errors
BIS Quarterly Review
Nikola A. Tarashev and Haibin Zhu
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Date Posted: December 02, 2011
Accepted Paper Series
23 downloads

Incl. Electronic Paper The Smallest Firm Effect: An International Study
 Lieven De Moor
Hogeschool-Universiteit Brussel
Date Posted: December 01, 2011
Working Paper Series
54 downloads

Incl. Electronic Paper Economic Performance and Government Size
ECB Working Paper No. 1399
 Antonio Afonso and João Tovar Jalles
Technical University of Lisbon - ISEG (School of Economics and Management) and University of Aberdeen - Business School
Date Posted: November 30, 2011
Working Paper Series
80 downloads

Incl. Electronic Paper Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach
CESifo Working Paper Series No. 3645
 Guglielmo Maria Caporale and Christophe Rault
Brunel University - Centre for Empirical Finance and University of Orleans
Date Posted: November 30, 2011
Working Paper Series
48 downloads

Incl. Electronic Paper Understanding the Resource Impact Using Matching
CERGE-EI Working Paper Series No. 451
 Ilkin Aliyev
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: November 30, 2011
Working Paper Series
9 downloads

Incl. Electronic Paper Validity of the Parametric Bootstrap for Goodness-of-Fit Testing in Dynamic Models
 Bruno Remillard
HEC Montreal
Date Posted: November 30, 2011
Working Paper Series
67 downloads

Incl. Electronic Paper Bootstrap for Shrinkage-Type Estimators
 Adriana Cornea
University of Exeter
Date Posted: November 29, 2011
Last Revised: October 10, 2012
Working Paper Series
24 downloads

Incl. Electronic Paper Fast Simulated Maximum Likelihood Estimation of the Spatial Probit Model Capable of Handling Large Samples
 R. Kelley Pace and James P. LeSage
Louisiana State University - E.J. Ourso College of Business Administration and Texas State University - McCoy College of Business Administration
Date Posted: November 29, 2011
Working Paper Series
94 downloads

Incl. Electronic Paper Interpreting the Hours-Technology Time-Varying Relationship
Banque de France Working Paper No. 351
 Cristiano Cantore , Filippo Ferrini and Miguel A. Leon-Ledesma
University of Surrey , Banque de France and University of Kent, Canterbury - Department of Economics
Date Posted: November 29, 2011
Working Paper Series
15 downloads

Incl. Electronic Paper Marginal Likelihood for Markov-Switching and Change-Point GARCH Models
CIRANO - Scientific Publication No. 2011s-72
 Luc Bauwens , Arnaud Dufays and J. V. K. Rombouts
Université catholique de Louvain , Université catholique de Louvain, CORE and HEC Montreal
Date Posted: November 29, 2011
Working Paper Series
52 downloads

Incl. Electronic Paper A Risk Based Approach to Tactical Asset Allocation
 Stefano Colucci and Dario Brandolini
Symphonia Sgr and University of Turin
Date Posted: November 28, 2011
Last Revised: December 08, 2011
Working Paper Series
1167 downloads

Modelling the Spatiotemporal Distribution of the Incidence of Resident Foreign Population
Statistica Neerlandica, 66 (2), 133-160
 Giampiero Marra , David Miller and Luca Zanin
University College London , affiliation not provided to SSRN and Prometeia
Date Posted: November 28, 2011
Last Revised: April 12, 2012
Accepted Paper Series

Incl. Electronic Paper Profit Sharing and Training
IZA Discussion Paper No. 6118
 Kornelius Kraft and Julia Lang
University of Dortmund - Department of Economics and affiliation not provided to SSRN
Date Posted: November 28, 2011
Working Paper Series
14 downloads

Incl. Electronic Paper Brand Position & Customer Loyalty for Public Sector Oil Marketing Companies
International Journal of Management Prudence, Vol. II, No. 2, pp. 25-35, October 2011
 Rekha Attri , Manvinder Singh Pahwa and Ashish Manohar Urkude
Core Business School, Indore , University of Petroleum and Energy Studies (UPES), Dehradun - College of Management and Economic Studies and University of Petroleum and Energy Studies (UPES)
Date Posted: November 26, 2011
Accepted Paper Series
196 downloads

Incl. Electronic Paper Efficient High-Dimensional Importance Sampling in Mixture Frameworks
 Tore Selland Kleppe and Roman Liesenfeld
University of Bergen and University of Cologne, Department of Economics
Date Posted: November 26, 2011
Working Paper Series
34 downloads

Incl. Electronic Paper Enhanced Valuation of European Options Under Jump Processes and Innovative Characterization of Implied Volatility Smile
 Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 26, 2011
Working Paper Series
48 downloads

Incl. Electronic Paper A Formalized Hybrid Portfolio Replication Technique Applied to Participating Life Insurance Portfolios
 Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 25, 2011
Working Paper Series
120 downloads

Incl. Electronic Paper A Stochastic Model for Credit Spreads Under a Risk-Neutral Framework Through the Use of an Extended Version of the Jarrow, Lando and Turnbull Model
 Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 25, 2011
Working Paper Series
138 downloads


 

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