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355,932 Total downloads
Showing Papers 1,501 - 1,550 of 2,072
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Linear Filtering for Asymmetric Stochastic Volatility Models Economics Letters, Forthcoming
Chris Kirby
Date Posted: March 10, 2006
Rare Events, Temporal Dependence, and the Extremal Index CentER Discussion Paper No. 2006-07
Johan Segers
Date Posted: March 10, 200681 downloads
Bayesian Inference for Mixtures of Stable Distributions Cahier du CEREMADE No. 0428
Roberto Casarin
Date Posted: March 09, 2006118 downloads
Linear Approximations and Tests of Conditional Pricing Models
Michael W. Brandt and
David A. Chapman
Date Posted: March 09, 200634 downloads
Investigating Omitted Variable Bias in Regression Parameter Estimation: A Genetic Algorithm Approach Computational Statistics and Data Analysis, 2006
David N. Sessions and
Lonnie K. Stevans
Date Posted: March 07, 2006
Estimating Markov Transition Matrices Using Proportions Data: An Application to Credit Risk IMF Working Paper No. 05/219
Matthew T. Jones
Date Posted: March 03, 2006685 downloads
Comparing Sharpe Ratios: So Where are the P-Values? Journal of Asset Management, Vol. 8, No. 5, pp. 308-336
J.D. Opdyke
Date Posted: March 03, 2006Last Revised: March 19, 2008934 downloads
Idiosyncratic Volatility and the Cross-Section of Expected Returns
Turan G. Bali and
Nusret Cakici
Date Posted: March 03, 2006883 downloads
Limit Theorems for Functionals of Sums that Converge to Fractional Stable Motions Cowles Foundation Discussion Paper No. 1558
P. Jeganathan
Date Posted: March 01, 200651 downloads
Inference in Incomplete Models
Alfred Galichon
and
Marc Henry
Date Posted: February 28, 2006299 downloads
The Quality of Public Information and the Term Structure of Interest Rates Swiss Finance Institute Research Paper No. 06-24
Frederik Lundtofte
Date Posted: February 27, 2006Last Revised: September 08, 2011184 downloads
The Effect of Information Quality on Optimal Portfolio Choice Financial Review, Vol. 41, No. 2, May 2006
Frederik Lundtofte
Date Posted: February 24, 2006
Análisis de regresión básica con Excel (Basic Regression Analysis with Excel)
Ignacio Velez-Pareja
Date Posted: February 23, 2006Last Revised: July 01, 20121012 downloads
Simulated Likelihood Estimation of Affine Term Structure Models from Panel Data
Michael W. Brandt and
Ping He
Date Posted: February 23, 2006230 downloads
Credit Risk and Sustainable Debt: A Model and Estimations of Why the Euro is Stable in the Long-Run Economic Modelling, Vol. 21, No. 6, pp. 1145-1160, December 2004
Willi Semmler Sr. and
Peter Woehrmann
Date Posted: February 22, 2006
Dynamic General Equilibrium and T-Period Fund Separation
Anke Gerber ,
Thorsten Hens and
Peter Woehrmann
Date Posted: February 22, 200689 downloads
Spot-Futures Spread, Time-Varying Correlation, and Hedging with Currency Futures Journal of Futures Markets, Forthcoming
Donald D. Lien and
Li Yang
Date Posted: February 22, 2006506 downloads
Brand Value, Preference and Customer Value Effects of Non-Conventional Utility Products: An Experimental Analysis in Mexican Market ITESM Working Paper No. 02/2006
Dr. Rajagopal
Date Posted: February 21, 2006528 downloads
News Announcements, Market Activity and Volatility in the Euro/Dollar Foreign Exchange Market Journal of Internztional Money and Finance, Vol. 24, pp. 1108-1125, 2005
Luc Bauwens ,
Walid Ben Omrane
and
Pierre Giot
Date Posted: February 21, 2006
Currency Substitution and Inflation in Peru IMF Working Paper No. 92/33
Liliana Rojas-Suarez
Date Posted: February 15, 2006125 downloads
Effects of Macroeconomic Stability on Growth, Savings, and Investment in Sub-Saharan Africa: An Empirical Investigation IMF Working Paper No. 94/98
Michael Hadjimichael
,
Dhaneshwar Ghura ,
Martin Mühleisen ,
Roger Nord and
E. Murat Uçer
affiliation not provided to SSRN
,
International Monetary Fund (IMF)
,
International Monetary Fund (IMF)
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: February 15, 2006156 downloads
Real Estate Price Inflation, Monetary Policy, and Expectations in the United States and Japan IMF Working Paper No. 94/12
Hossein Samiei and
Garry J. Schinasi
Date Posted: February 15, 2006265 downloads
Nominal Exchange Rates and Nominal Interest Rate Differentials IMF Working Paper No. 99/141
Francisco Nadal-De Simone and
W.A. Razzak
affiliation not provided to SSRN
Date Posted: February 15, 2006272 downloads
Determinants of Growth in an Error-Correction Model for El Salvador IMF Working Paper No. 98/104
Armando Morales Bueno
Date Posted: February 15, 200684 downloads
EU Merger Remedies: A Preliminary Empirical Assessment THE POLITICAL ECONOMY OF ANTITRUST, CONTRIBUTIONS TO ECONOMIC ANALYSIS, J. Stennek and V. Ghosal, eds., North Holland, 2006
Tomaso Duso ,
Klaus Peter Gugler and
B. Burcin Yurtoglu
Date Posted: February 08, 2006294 downloads
Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents Harvard Institute of Economic Research Discussion Paper No. 2106
Xavier Gabaix and
Rustam Ibragimov
Date Posted: February 07, 2006Last Revised: June 19, 2009601 downloads
A New Theory of Forecasting ECB Working Paper No. 584, EFA 2006 Zurich Meetings
Simone Manganelli
Date Posted: February 03, 2006304 downloads
Back to Square One: Identification Issues in DSGE Models ECB Working Paper No. 583, IGIER Working Paper No. 303, Banco de España Research Paper No. WP-0715,
Fabio Canova and
Luca Sala
Date Posted: February 03, 200689 downloads
Modelling Conditional Heteroscedasticity and Jumps in Australian Short-Term Interest Rates Accounting and Finance, Vol. 45, No. 4, pp. 537-551, December 2005
Kam Fong Chan
Date Posted: February 03, 200623 downloads
Type I Spurious Regression in Econometrics University of Technology, Finance and Economics Working Paper No. 114
Carl Chiarella
and
Shenhuai Gao
Date Posted: February 03, 2006350 downloads
Budgetary Convergence in the WAEMU: Adjustment Through Revenue or Expenditure? IMF Working Paper No. 00/109
Ousmane Dore
and
Jean-Claude Nachega
Date Posted: January 31, 200638 downloads
Experience with Budgetary Convergence in the WAEMU IMF Working Paper No. 02/108
Ousmane Dore
and
Paul R. Masson
Date Posted: January 31, 200673 downloads
Real Exchange Rate Response to Capital Flows in Mexico: An Empirical Analysis IMF Working Paper No. 00/108
Marcelo Dabos
and
V. Hugo Juan-Ramón
affiliation not provided to SSRN
and
International Monetary Fund (IMF)
Date Posted: January 31, 2006120 downloads
On the Heterogeneity Bias of Pooled Estimators in Stationary VAR Specifications IMF Working Paper No. 03/73
Alessandro Rebucci
Date Posted: January 29, 200649 downloads
Bayesian Multi-Period Model for Assessing Credit Loss Distributions vs. Basel II Model
Leonid V. Philosophov
Date Posted: January 26, 2006549 downloads
On the New Transformation-based Approach to Value-at-Risk: An Application to Indian Stock Market Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Gobinda Prasad Samanta
Date Posted: January 24, 2006158 downloads
Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator CentER Discussion Paper No. 2005-129
Erich Haeusler
and
Johan Segers
Date Posted: January 17, 200657 downloads
Inverse Probability Weighted Generalised Empirical Likelihood Estimators: Firm Size and R&D Revisited CentER Discussion Paper Series No. 2005-131
Joachim Inkmann
Date Posted: January 17, 200687 downloads
Valuation of Risky Debt: A Multi-Period Bayesian Model
Leonid V. Philosophov
Date Posted: January 11, 2006Last Revised: January 11, 2012256 downloads
Refined Inference on Long Memory in Realized Volatility Cowles Foundation Discussion Paper No. 1549
Offer Lieberman and
Peter C. B. Phillips
Date Posted: January 05, 200685 downloads
An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence Journal of Empirical Finance, Vol. 6, pp. 243-265, September 1999
Wessel Marquering and
Marno Verbeek
Date Posted: January 04, 2006
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing Cowles Foundation Discussion Paper No. 1545
Yixiao Sun
,
Peter C. B. Phillips and
Sainan Jin
Date Posted: January 04, 200654 downloads
The NRC Bullet-Lead Report: Should Science Committees Make Legal Findings? Jurimetrics Journal of Law, Science, and Technology, Vol. 46, No. 1, pp. 91-105, 2005
David H. Kaye
Date Posted: January 03, 200653 downloads
Asset Allocation and Long-Term Returns: An Empirical Approach
Stephen Coggeshall and
Guowei Wu
Date Posted: January 02, 20061600 downloads
The Log of Gravity CEPR Discussion Paper No. 5311
J. M.C. Santos Silva and
Silvana Tenreyro
Date Posted: December 30, 200532 downloads
The New Keynesian Phillips Curve in the United States and the Euro Area: Aggregation Bias, Stability and Robustness Bank of England Working Paper Series No. 285
Bergljot B. Barkbu
,
Vincenzo Cassino
,
Aileen Gosselin-Lotz
and
Laura Piscitelli
Date Posted: December 30, 200573 downloads
Application of Garch Models in Forecasting the Volatility of Agricultural Commodities
Olivier Matringe
and
Tony Guida
Date Posted: December 27, 2005632 downloads
GMM with Many Weak Moment Conditions CEMMAP Working Paper Series No. CWP18/05
Whitney K. Newey and
Frank Windmeijer
Date Posted: December 20, 2005174 downloads
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models Tinbergen Institute Discussion Paper No. 2005-112/4
Jan F. Kiviet
Date Posted: December 15, 200549 downloads
Estimation of the Zero Coupon Swap Yield Curve
Srichander Ramaswamy
Date Posted: December 07, 2005789 downloads
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