Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,096
Full Text Papers: 393,496
Authors: 226,618
Papers Received in
  Last 12 months:
68,898

Paper Downloads:
To date: 65,871,789
Last 12 months: 11,172,344
Last 30 days: 1,065,092

CiteReader:  What's this?
Papers with
  Resolved
  References:
238,027
Total References: 8,463,775
Papers with Cites: 230,038
Total Citation
  Links:
5,708,794
Papers with
  Resolved
  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: C53
362,413 Total downloads
Showing Papers 1,451 - 1,500 of 2,081
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Granger-Causality in Markov Switching Models
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 20/WP/2006
Monica Billio and Silvio Di Sanzo
Ca Foscari University of Venice - Department of Economics and Universidad de Alicante
Date Posted: November 28, 2006
Working Paper Series
150 downloads

Incl. Electronic Paper An Econometric Analysis of Emission Trading Allowances
Journal of Banking and Finance, Vol. 32, No. 10, 2008, Swiss Finance Institute Research Paper No. 06-26
Luca Taschini and Marc S. Paolella
London School of Economics - Grantham Research Institute and University of Zurich
Date Posted: November 26, 2006
Last Revised: December 21, 2009
Accepted Paper Series
2938 downloads

Incl. Electronic Paper Forecasting Interest Rates and Inflation: Blue Chip Clairvoyants or Econometrics?
EFA 2009 Bergen Meetings Paper
Albert Lee Chun
Copenhagen Business School
Date Posted: November 22, 2006
Last Revised: February 03, 2013
Working Paper Series
778 downloads

Incl. Electronic Paper Hubris Hypothesis and the Reciprocity of Preferences and Densities in Optimal Forecast Decisions
George A. Christodoulakis
Manchester Business School
Date Posted: November 22, 2006
Working Paper Series
79 downloads

Incl. Electronic Paper American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution
Lars Stentoft
HEC Montréal - Department of Finance
Date Posted: November 20, 2006
Last Revised: November 13, 2007
Working Paper Series
435 downloads

Incl. Electronic Paper A Simple Two-Component Model for the Distribution of Intra-Day Returns
CORE Discussion Paper No. 2006/77
Laura Coroneo and David Veredas
University of York (UK) - Department of Economics and Related Studies and Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Date Posted: November 19, 2006
Last Revised: June 10, 2011
Working Paper Series
407 downloads

Incl. Electronic Paper Social Discounting under Uncertainty: A Cross-Country Comparison
IIIS Discussion Paper No. 177
Cameron J. Hepburn , Phoebe Koundouri , Ekaterini Panopoulou and Theologos Pantelidis
London School of Economics, Grantham Research Institute , Athens University of Economics and Business - Department of International and European Economic Studies , University of Piraeus - Department of Statistics and Insurance Science and University of Macedonia - Department of Economics
Date Posted: November 19, 2006
Working Paper Series
64 downloads

Incl. Electronic Paper A Bayesian Approach to Customer Scoring in Direct Marketing
Lichung Jen , Chien-Heng Chou and Greg M. Allenby
National Taiwan University - Department of International Business , Chinese Culture University and Ohio State University (OSU) - Department of Marketing and Logistics
Date Posted: November 18, 2006
Working Paper Series
334 downloads

Incl. Electronic Paper FEER for the CFA Franc
IMF Working Paper No. 06/236
Yasser Abdih and Charalambos G. Tsangarides
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: November 13, 2006
Working Paper Series
88 downloads

Incl. Fee Electronic Paper Forecasting using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
CEPR Discussion Paper No. 5829
Christine De Mol , Domenico Giannone and Lucrezia Reichlin
Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) , Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and London Business School
Date Posted: November 10, 2006
Working Paper Series
24 downloads

Incl. Electronic Paper Real-Time Evaluation of Email Campaign Performance
Xavier Dreze
University of Pennsylvania - The Wharton School
Date Posted: November 08, 2006
Working Paper Series
215 downloads

Incl. Electronic Paper Model Selection and Paradoxes of Prediction
Oleg Itskhoki
Princeton University - Department of Economics
Date Posted: November 07, 2006
Working Paper Series
293 downloads

Incl. Electronic Paper The Economic and Statistical Value of Forecast Combinations under Regime Switching: An Application to Predictable US Returns
Carrie Fangzhou Na and Massimo Guidolin
Federal National Mortgage Association (Fannie Mae) and Bocconi University - Department of Finance
Date Posted: November 03, 2006
Working Paper Series
205 downloads

Incl. Electronic Paper Comparing Alternative Predictors Based on Large-Panel Factor Models
ECB Working Paper No. 680
Antonello D'Agostino and Domenico Giannone
Central Bank and Financial Services Authority of Ireland and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Date Posted: October 26, 2006
Working Paper Series
47 downloads

Incl. Electronic Paper Inference in Vector Autoregressive Models with an Informative Prior on the Steady State
Riksbank Research Paper No. 19, Sveriges Riksbank Working Paper No. 181
Mattias Villani
Sveriges Riksbank - Research Division
Date Posted: October 19, 2006
Working Paper Series
82 downloads

Incl. Electronic Paper Multivariate Realized Stock Market Volatility
Gregory H. Bauer and Keith Vorkink
Bank of Canada and Brigham Young University - J. Willard and Alice S. Marriott School of Management
Date Posted: October 19, 2006
Working Paper Series
248 downloads

Incl. Electronic Paper The Economic Value of Volatility Transmission Between the Stock and Bond Markets
Helena Chuliá and Hipòlit Torró
University of Barcelona - Faculty of Economic Science and Business Studies and University of Valencia
Date Posted: October 17, 2006
Working Paper Series
261 downloads

Incl. Electronic Paper Learning About the Term Structure and Optimal Rules for Inflation Targeting
CentER Discussion Paper No. 2006-88
M. F. Tesfaselassie , Eric Schaling and Sylvester C. W. Eijffinger
affiliation not provided to SSRN , Rand Afrikaans University - Department of Economics and Tilburg University (CentER) - Department of Economics
Date Posted: October 11, 2006
Working Paper Series
62 downloads

Incl. Electronic Paper Assessing the Effects of using Demand Parameters Estimates in Inventory Control
CentER Discussion Paper No. 2006-90
Elleke Janssen , L.W.G. Strijbosch and R.C.M. Brekelmans
Tilburg University - Center for Economic Research (CentER) , Tilburg University, CentER and Tilburg University - Center and Faculty of Economics and Business Administration
Date Posted: October 10, 2006
Working Paper Series
91 downloads

Incl. Electronic Paper Bank Profitability and the Business Cycle
Bank of Italy Economic Research Paper No. 601
Ugo Albertazzi and Leonardo Gambacorta
Bank of Italy and Bank for International Settlements (BIS)
Date Posted: October 06, 2006
Working Paper Series
952 downloads

The (Poor) Predictive Performance of Asset Pricing Models
Journal of Financial and Quantitative Analysis, Forthcoming
Timothy T. Simin
Pennsylvania State University
Date Posted: October 04, 2006
Accepted Paper Series

Incl. Electronic Paper Measures of Underlying Inflation in the Euro Area: Assessment and Role for Informing Monetary Policy
IMF Working Paper No. 06/197
Emil Stavrev
International Monetary Fund (IMF)
Date Posted: October 03, 2006
Working Paper Series
64 downloads

Incl. Electronic Paper High Dimensional Yield Curves: Models and Forecasting
Nuffield Economics Discussion Paper
Clive G. Bowsher and Roland Meeks
Statistical Laboratory, University of Cambridge and University of Oxford - Nuffield College
Date Posted: October 03, 2006
Working Paper Series
157 downloads

Incl. Electronic Paper Econometric Modeling of Value-at-Risk
New Econometric Modeling Research, 2007
Timotheos Angelidis and Stavros Antonios Degiannakis
University of Peloponnese - Department of Economics and University of Portsmouth
Date Posted: September 29, 2006
Accepted Paper Series
534 downloads

Incl. Electronic Paper Forecasting Inflation and Output: Comparing Data-Rich Models With Simple Rules
FRB of St. Louis Working Paper No. 2006-054B
William T. Gavin and Kevin Kliesen
Federal Reserve Bank of St. Louis - Research Division and Federal Reserve Bank of St. Louis - Research Division
Date Posted: September 28, 2006
Working Paper Series
113 downloads

Incl. Electronic Paper Improving VWAP Strategies: A Dynamical Volume Approach
Jedrzej Pawel Bialkowski , Serge Darolles and Gaëlle Le Fol
University of Canterbury - Department of Economics and Finance , Université Paris-Dauphine - DRM-CEREG and Université Paris-Dauphine - DRM-Finance
Date Posted: September 28, 2006
Working Paper Series
1101 downloads

Incl. Electronic Paper Hierarchical Estimation as Basis for Hierarchical Forecasting
CentER Discussion Paper Series No. 2006-86
L.W.G. Strijbosch , Ruud M.J. Heuts and J.J.A. Moors
Tilburg University, CentER , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: September 26, 2006
Working Paper Series
35 downloads

Incl. Electronic Paper Joint Inference and Counterfactual Experimentation for Impulse Response Functions By Local Projections
U.C. Davis Working Paper No. 06-24R
Oscar Jorda
University of California, Davis - Department of Economics
Date Posted: September 17, 2006
Working Paper Series
72 downloads

Incl. Electronic Paper The Behaviour of Implied Volatility Surface: Evidence from Crude Oil Futures Options
Amine Bouden
University of Paris II Pantheon-Assas - ERMES
Date Posted: September 15, 2006
Working Paper Series
631 downloads

Incl. Electronic Paper A Unifying View of Some Nonparametric Predictability Tests
Stanislav Anatolyev
New Economic School
Date Posted: September 14, 2006
Working Paper Series
77 downloads

Incl. Electronic Paper Why Do Absolute Returns Predict Volatility So Well?
Lars Forsberg and Eric Ghysels
Uppsala University - Department of Information Science, Division of Statistics and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: September 13, 2006
Working Paper Series
714 downloads

Incl. Electronic Paper Method for the Analysis and Forecast of the Components' Evolution in an Aggregate Economic Phenomenon using their Weights: Application on the Exports of EU-15 Countries from 1996 to 2005
Anuarul Institutului de Cercetori Economice, Iaoi, 2006
Elisabeta Jaba and Ciprian Ionel Turturean
Alexandru Ioan Cuza University of Iasi- Faculty of Economics and Business Administration and Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Date Posted: September 08, 2006
Accepted Paper Series
81 downloads

Incl. Electronic Paper Is Investment Performance of GRA can Evaluate Profitability for Life Insurers in Taiwan?
Shu-Hua Hsiao
Leader University
Date Posted: September 05, 2006
Working Paper Series
58 downloads

Incl. Electronic Paper Social Discounting Under Uncertainty: A Cross-Country Comparison
Cameron J. Hepburn , Phoebe Koundouri , Ekaterini Panopoulou and Theologos Pantelidis
London School of Economics, Grantham Research Institute , Athens University of Economics and Business - Department of International and European Economic Studies , University of Piraeus - Department of Statistics and Insurance Science and University of Macedonia - Department of Economics
Date Posted: September 05, 2006
Working Paper Series
125 downloads

Incl. Electronic Paper Tests in Contingency Tables as Regression Tests
Stanislav Anatolyev and Grigory Kosenok
New Economic School and New Economic School
Date Posted: September 05, 2006
Working Paper Series
60 downloads

Incl. Electronic Paper Volatility Forecasting and Microstructure Noise
Arthur Sinko and Eric Ghysels
University of North Carolina (UNC) at Chapel Hill - Department of Economics and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: September 05, 2006
Working Paper Series
421 downloads

Incl. Electronic Paper Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models
UC Davis Economics Working Paper No. 06-27
Oscar Jorda and Sharon Kozicki
University of California, Davis - Department of Economics and Bank of Canada
Date Posted: September 01, 2006
Working Paper Series
38 downloads

Incl. Electronic Paper Modelling the Structure of Long-Term Electricity Forward Prices at Nord Pool
HANDBOOK OF POWER SYSTEMS II, pp. 189-212, S. Rebennack, P. M. Pardalos, M. V. Pereira and N. A. Iliadis, eds., Springer, 2010
Martin Povh , Robert Golob and Stein-Erik Fleten
University of Ljubljana , University of Ljubljana and Norwegian University of Science and Technology (NTNU)
Date Posted: August 29, 2006
Last Revised: January 27, 2012
Accepted Paper Series
786 downloads

Incl. Electronic Paper Quality Control for Structural Credit Risk Models
Elena Andreou and Eric Ghysels
University of Cyprus - Department of Economics and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: August 29, 2006
Working Paper Series
267 downloads

Incl. Electronic Paper On the Bass Diffusion Theory, Empirical Models and Out-of-Sample Forecasting
ERIM Report Series Reference No. ERS-2003-034-MKT
Philip Hans Franses
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: August 26, 2006
Working Paper Series
319 downloads

Incl. Electronic Paper On the Predictive Content of Production Surveys: A Pan-European Study
ERIM Report Series Reference No. ERS-2004-017-MKT
Aurelie Lemmens , Christophe Croux and M. G. Dekimpe
Tilburg University , Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Catholic University of Leuven (KUL) - Department of Applied Economics
Date Posted: August 26, 2006
Working Paper Series
59 downloads

Incl. Electronic Paper Predicting Customer Lifetime Value in Multi-Service Industries
ERIM Report Series Reference No. ERS-2003-038-MKT
Bas Donkers , Peter C. Verhoef and Martijn de Jong
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , University of Groningen - Department of Marketing & Marketing Research and Tilburg University - Department of Marketing
Date Posted: August 26, 2006
Working Paper Series
1790 downloads

Incl. Electronic Paper The Effect of Feedback and Learning on DSS Evaluations
ERIM Report Series Reference No. ERS-2006-001-MKT
U. Kayande , Arnaud De Bruyn , Gary L. Lilien , Arvind Rangaswamy and G.H. van Bruggen
Pennsylvania State University - Institute for the Study of Business Markets , ESSEC Business School , Pennsylvania State University - Institute for the Study of Business Markets , Pennsylvania State University - Department of Marketing and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: August 26, 2006
Working Paper Series
121 downloads

The Effect of Feedback and Learning on DSS Evaluations
ERIM Report Series Reference No. ERS-2006-001-MKT
U. Kayande , Arnaud De Bruyn , Gary L. Lilien , Arvind Rangaswamy and G.H. van Bruggen
Pennsylvania State University - Institute for the Study of Business Markets , ESSEC Business School , Pennsylvania State University - Institute for the Study of Business Markets , Pennsylvania State University - Department of Marketing and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: August 26, 2006
Working Paper Series

Incl. Fee Electronic Paper Measuring Historical Volatility
Journal of Applied Finance, Vol. 16, No. 1, Spring/Summer 2006
Louis H. Ederington and Wei Guan
University of Oklahoma - Division of Finance and University of South Florida St. Petersburg
Date Posted: August 24, 2006
Accepted Paper Series
22 downloads

Incl. Electronic Paper The Role of Seasonality and Monetary Policy in Inflation Forecasting
IMF Working Paper No. 06/175
Francis Y. Kumah
International Monetary Fund (IMF)
Date Posted: August 23, 2006
Working Paper Series
110 downloads

Incl. Electronic Paper Recent Changes in the U.S. Business Cycle
FRB of New York Staff Report No. 126
Marcelle Chauvet and Simon Potter
University of California and Federal Reserve Bank of New York
Date Posted: August 09, 2006
Working Paper Series
36 downloads

Incl. Electronic Paper Compensating Balances: A New Look
Commercial Lending Review, July-August 2006
Thomas B. Sanders
University of Miami - Department of Finance
Date Posted: August 08, 2006
Accepted Paper Series
79 downloads

Incl. Electronic Paper How to Calculate Liquidity Financing for Non-Public Companies
Management Accounting Quarterly, Vol. 7, No. 3, Spring 2006
Thomas B. Sanders
University of Miami - Department of Finance
Date Posted: August 08, 2006
Accepted Paper Series
184 downloads

Incl. Electronic Paper Utility-Based Pricing of the Weather Derivatives
Helene Hamisultane
EconomiX
Date Posted: August 07, 2006
Last Revised: October 20, 2007
Working Paper Series
198 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo7 in 3.204 seconds