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Abstracts: 592,446
Full Text Papers: 492,535
Authors: 274,266
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  Last 12 months:
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Last 12 months: 10,481,572
Last 30 days: 1,036,137

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SSRN eLibrary Search Results
JEL Code: C13
432,229 Total downloads
Showing Papers 1,451 - 1,500 of 2,440
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1 2 3 4 ... 49 | Next >
   


Incl. Electronic Paper Lagged Explanatory Variables and the Estimation of Causal Effects
Marc F. Bellemare , Takaaki Masaki and Thomas B. Pepinsky
University of Minnesota - Twin Cities - Department of Applied Economics , Cornell University and Cornell University - Department of Government
Date Posted: February 24, 2015
Working Paper Series
78 downloads

Incl. Electronic Paper Contour Map of Estimation Error for Expected Shortfall
Imre Kondor , Fabio Caccioli , Gabor Papp and Matteo Marsili
Parmenides Foundation , University College London - Financial Computing and Analytics Group, Department of Computer Science , Eötvös Loránd University and Abdus Salam International Centre Theoretical Physics (ICTP)
Date Posted: February 23, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Federico Bassetti , Roberto Casarin and Francesco Ravazzolo
University of Pavia , University Ca' Foscari of Venice - Department of Economics and Norges Bank
Date Posted: February 18, 2015
Working Paper Series
14 downloads

Empirical Study on the Behaviours of Different Types of Hong Kong Small Investors’ in Their Investment
Wing-Keung Wong
Hong Kong Baptist University (HKBU)
Date Posted: February 18, 2015
Working Paper Series

Incl. Electronic Paper Good Volatility, Bad Volatility and the Expected Stock Returns
Bingzhi Zhao
Duke University
Date Posted: February 17, 2015
Working Paper Series
44 downloads

Incl. Electronic Paper The Global Component of Local In‡flation: Revisiting the Empirical Content of the Global Slack Hypothesis with Bayesian Methods
Enrique Martinez-Garcia
Federal Reserve Bank of Dallas - Research Department
Date Posted: February 16, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Switching Regression Estimates of the Intergenerational Persistence of Consumption
Economic Inquiry, 52(4), October 2014, pp.1503-1524
Sheng Guo
Florida International University
Date Posted: February 15, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Logarithmic Transformations in Cross Section Regression Models of the Long Run Relation between Market and Accounting Values
Roger J. Willett
University of Tasmania
Date Posted: February 14, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Mortality Lead Lags
Andreas Milidonis and Maria Efthymiou
Nanyang Technological University (NTU) - Division of Banking & Finance and University of Cyprus - Department of Public and Business Administration
Date Posted: February 14, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper A Lava Attack on the Recovery of Sums of Dense and Sparse Signals
Victor Chernozhukov , Christian Hansen and Yuan Liao
Massachusetts Institute of Technology (MIT) - Department of Economics , University of Chicago - Booth School of Business and University of Maryland
Date Posted: February 13, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper A Comparison of Three Flexible Cost Functions Using Establishment Level Electricity Use Data
Joe Hirschberg
University of Melbourne - Department of Economics
Date Posted: February 13, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Beta-Creaming
NHH Dept. of Business and Management Science Discussion Paper No. 2015/8
Jostein Lillestol and Richard Sinding-Larsen
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian University of Science and Technology (NTNU)
Date Posted: February 12, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Sharp Threshold Detection based on Sup-Norm Error Rates in High-Dimensional Models
Tinbergen Institute Discussion Paper 15-019/III
Laurent Callot , Mehmet Caner , Anders Bredahl Kock and Juan Andres Riquelme
VU University Amsterdam , North Carolina State University - Department of Economics , University of Aarhus - CREATES and North Carolina State University
Date Posted: February 12, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables
Jia Chen , Degui Li , Oliver B. Linton and Zudi Lu
University of York - Department of Economics and Related Studies , University of York , University of Cambridge and University of Southampton
Date Posted: February 11, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 292
Roberta Cardani , Alessia Paccagnini and Stefania Villa
Università of Milan, Bicocca- DEMS , University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and KU Leuven - Faculty of Business and Economics (FEB)
Date Posted: February 11, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Asymptotics for Parametric GARCH-in-Mean Models
University of Heidelberg, Department of Economics, Discussion Paper No. 579
Christian Conrad and Enno Mammen
University of Heidelberg - Faculty of Economics and Social Studies and University of Mannheim - Department of Economics
Date Posted: February 10, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models
Liangjun Su and Tadao Hoshino
Singapore Management University and Waseda University
Date Posted: February 09, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects
Xun Lu and Liangjun Su
HKUST and Singapore Management University
Date Posted: February 09, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper When Demand Projections are Too Optimistic: A Structural Model of Product Line and Pricing Decisions
Andres Musalem
Universidad de Chile
Date Posted: February 06, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper The Valuation of Unprotected Works: A Case Study of Public Domain Photographs on Wikipedia
Paul J. Heald , Kris Erickson and Martin Kretschmer
University of Illinois College of Law , University of Glasgow and University of Glasgow
Date Posted: February 06, 2015
Working Paper Series
224 downloads

Incl. Electronic Paper Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
CESifo Working Paper Series No. 5189
Jan F. Kiviet , Milan Pleus and Rutger Poldermans
University of Amsterdam - Department of Quantitative Economics , University of Amsterdam and University of Amsterdam
Date Posted: February 05, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Estimating Predictors of the Philippine Licensure Examination for Engineering
Adrian Tamayo
University of Mindanao - Research and Publication Center
Date Posted: February 05, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper A Further Look at Modified ML Estimation of the Panel AR(1) Model with Fixed Effects and Arbitrary Initial Conditions.
Hugo Kruiniger
Durham University
Date Posted: February 05, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Dynamic Principal Components: A New Class of Multivariate GARCH Models
Gian Piero Aielli and Massimiliano Caporin
Independant and University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: February 04, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper Quasi Maximum Likelihood Inference for Stochastic Volatility Models
Frontiers in Finance and Economics, Vol. 11, No. 1, 1-24, 2014
Maddalena Cavicchioli
Advanced School of Economics in Venice
Date Posted: February 03, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper An Arithmetic Analysis of Bangladeshi Sending Migrants Stock and Remittance Per Capita in Malaysia
Kazi Abdul Mannan and Khandaker Mursheda Farhana
Southern Cross University, Australia and Migration Research, Development and Society of Bangladesh
Date Posted: February 02, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Better Investing Through Factors, Regimes and Sensitivity Analysis
Cristian Homescu
Independent
Date Posted: January 30, 2015
Working Paper Series
413 downloads

Incl. Electronic Paper A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
UNSW Business School Research Paper No. 2015-01
Seojeong Jay Lee
UNSW Australia Business School, School of Economics
Date Posted: January 30, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Best Estimate Reporting with Asymmetric Loss
NHH Dept. of Business and Management Science Discussion Paper No. 2015/7
Jostein Lillestol and Richard Sinding-Larsen
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian University of Science and Technology (NTNU)
Date Posted: January 30, 2015
Working Paper Series
8 downloads

The Properties of Realized Correlation: Evidence from the French, German and Greek Equity Markets
The Quarterly Review of Economics and Finance, Vol. 50, pp. 273-290, 2010

Date Posted: January 29, 2015
Accepted Paper Series

Incl. Electronic Paper A New Class of Bivariate Threshold Cointegration Models
Biqing Cai , Jiti Gao and Dag Tjostheim
University of Bergen , Monash University - Department of Econometrics & Business Statistics and University of Bergen - Faculty of Mathematics and Natural Sciences
Date Posted: January 29, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Overleveraging, Financial Fragility and the Banking-Macro Link: Theory and Empirical Evidence
ZEW - Centre for European Economic Research Discussion Paper No. 14-110
Stefan Mittnik and Willi Semmler Sr.
Ludwig-Maximilians-Universität München and The New School - Department of Economics
Date Posted: January 27, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper The Informativeness of Stochastic Frontier and Programming Frontier Efficiency Scores: Cost Efficiency and Other Measures of Bank Holding Company Performance
FRB Atlanta Working Paper Series No. 99-23
Robert A. Eisenbeis , Gary D. Ferrier and Simon H. Kwan
Independent , University of Arkansas - Sam M. Walton College of Business and Federal Reserve Bank of San Francisco
Date Posted: January 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Inference on Causal Effects in a Generalized Regression Kink Design
David Card , Zhuan Pei , David Lee and Andrea Weber
University of California, Berkeley - Department of Economics , Brandeis University , Princeton University and University of Mannheim
Date Posted: January 24, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Inference on Causal Effects in a Generalized Regression Kink Design
IZA Discussion Paper No. 8757
David Card , David Lee , Zhuan Pei and Andrea Weber
University of California, Berkeley - Department of Economics , Princeton University , W.E. Upjohn Institute for Employment Research and University of Mannheim
Date Posted: January 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Complete Analytical Solution of the American Style Option Pricing with Constant and Stochastic Volatilities: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 24, 2015
Last Revised: January 25, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper How Robust Is Robust Covariance? Evidence from International Portfolio Selection
Tsung-Wu Ho
Shih Hsin University
Date Posted: January 23, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 23, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Sklar's Theorem Revisited: An Elaboration of the Rüschendorf Transform Approach
Frank Oertel
Deloitte, FSI Assurance - Quantitative Services & Valuation
Date Posted: January 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Robust Estimation and Moment Selection in Dynamic Fixed-Effects Panel Data Models
CentER Discussion Paper Series No. 2015-002
Pavel Cizek and Michele Aquaro
Tilburg University - Department of Econometrics & Operations Research and University of Warwick
Date Posted: January 21, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Penalized Indirect Inference
Tinbergen Institute Discussion Paper 15-009/III
Francisco Blasques and Artem Duplinskiy
VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: January 19, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities
Bank of Italy Temi di Discussione (Working Paper) No. 974
Tiziano Arduini , Eleonora Patacchini and Edoardo Rainone
University of Rome I , Università di Roma "La Sapienza" and Bank of Italy
Date Posted: January 17, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper A Multivariate Tweedie Lifetime Model: Censoring and Truncation
UNSW Business School Research Paper No. 2015ACTL01
Daniel H. Alai , Zinoviy Landsman and Michael Sherris
University of Kent , University of Haifa, Department of Statistics and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: January 17, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Instrument-Free Identification and Estimation of Differentiated Products Model
David P. Byrne , Susumu Imai , Vasilis Sarafidis and Masayuki Hirukawa
University of Melbourne , University of Technology Sydney (UTS) - Faculty of Business , University of Sydney and Northern Illinois University - Department of Economics
Date Posted: January 16, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Complete Analytical Solution of the Heston Model for Option Pricing and Value-at-Risk Problems: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 14, 2015
Working Paper Series
85 downloads

Incl. Electronic Paper Do Distributional Characteristics of Corporate Bonds Predict Their Future Returns?
Georgetown McDonough School of Business Research Paper
Jennie Bai , Turan G. Bali and Quan Wen
Georgetown University - Department of Finance , Georgetown University - Robert Emmett McDonough School of Business and Georgetown University - Department of Finance
Date Posted: January 14, 2015
Working Paper Series
65 downloads

Incl. Electronic Paper Demographic Responses to a Political Transformation: Evidence of Women's Empowerment from a Natural Experiment in Nepal
Jayash Paudel and Pedro de Araujo
University of Massachusetts at Amherst - College of Natural Resources & the Environment - Department of Resource Economics and Colorado College
Date Posted: January 10, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Complete Analytical Solution of the Asian Option Pricing and Asian Option Value-at-Risk Problems: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 09, 2015
Last Revised: January 10, 2015
Working Paper Series
49 downloads

Empiricism of Corporate Debt Safe Buffer
Advances in Financial Planning and Forecasting, Forthcoming
Tarek Ibrahim Eldomiaty , Wael Mostafa Abd Allah and Ola Hassan Attia
Misr International University - Faculty of Business Administration and International Trade , Misr International University and Misr International University
Date Posted: January 03, 2015
Accepted Paper Series

Incl. Electronic Paper Weak Inference for Dynamic Stochastic General Equilibrium Models with Time-Varying Parameters
Naijing Huang
Boston College Department of Economics
Date Posted: January 02, 2015
Last Revised: January 09, 2015
Working Paper Series
7 downloads


 

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