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Abstracts: 571,132
Full Text Papers: 472,912
Authors: 264,634
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Last 12 months: 9,734,928
Last 30 days: 887,644

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SSRN eLibrary Search Results
JEL Code: C22
616,991 Total downloads
Showing Papers 1,501 - 1,550 of 3,883
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1 2 3 4 ... 78 | Next >
   


Incl. Electronic Paper Predicting Returns on Mutual Fund: Some Indian Evidence
Artha Vijnana, December 2012, Vol. LIV, No. 4
Pradeep Kumar Panda and Debashis Acharya
University of Hyderabad - School of Economics and University of Hyderabad
Date Posted: October 18, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Outlier Detection Algorithms for Least Squares Time Series Regression
Soren Johansen and Bent Nielsen
University of Copenhagen - Department of Economics and University of Oxford - Department of Economics
Date Posted: October 16, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Optimal Hedging with the Cointegrated Vector Autoregressive Model
Lukasz T. Gatarek and Soren Johansen
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Copenhagen - Department of Economics
Date Posted: October 14, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper A Time-Series Analysis of the Aggregate Income-Energy Consumption Nexus: The Case of Italy
The Journal of Energy and Development, 39, 1-2, 219-227, ISSN: 0361-4476
Cosimo Magazzino and Lorenzo Giolli
Roma Tre University and eCampus University
Date Posted: October 14, 2014
Accepted Paper Series
1 downloads

Financial Deepening and Economic Growth in Zambia – An Analytical Approach
Indian Journal of African Studies, University of Delhi Forthcoming
Mahendra Pal
DSE, University of Delhi
Date Posted: October 14, 2014
Accepted Paper Series

Incl. Electronic Paper High-Frequency and Model-Free Volatility Estimators
Robert Slepaczuk and Grzegorz Zakrzewski
University of Warsaw - Faculty of Economic Sciences and Deutsche Bank
Date Posted: October 12, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Investment Strategies Beating the Market: What Can We Squeeze from the Market?
Robert Slepaczuk , Grzegorz Zakrzewski and Pawel Sakowski
University of Warsaw - Faculty of Economic Sciences , Deutsche Bank and University of Warsaw
Date Posted: October 12, 2014
Working Paper Series
48 downloads

Incl. Electronic Paper Options Delta Hedging with No Options at All
University of Warsaw Faculty of Economic Sciences Working Paper No. 27/2014
Juliusz Jablecki , Ryszard Kokoszczynski , Pawel Sakowski , Robert Slepaczuk and Piotr Wojcik
University of Warsaw - Faculty of Economic Sciences , Warsaw University - Dept. of Economics , University of Warsaw , University of Warsaw - Faculty of Economic Sciences and University of Warsaw - Faculty of Economic Sciences
Date Posted: October 12, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Modelling and Forecasting the Realized Range Conditional Quantiles
Giovanni Bonaccolto and Massimiliano Caporin
University of Padua - Department of Statistical Sciences and University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: October 12, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Are the Economies of Canada and the United States Integrated? Evidence from Cointegration Analysis
Hari S. Luitel , Gerry J. Mahar , Krishna , Daniel J. Friyia and Brandon Mackinnon
Algoma University , Algoma University , Algoma University , Algoma University and Algoma University
Date Posted: October 12, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Nowcasting UK GDP During the Depression: Model Comparisons
Paul Smith
University of Strathclyde
Date Posted: October 12, 2014
Last Revised: October 16, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Real-Time Forecasting US GDP from Small-Scale Factor Models
Banco de Espana Working Paper No. 1425
Maximo Camacho and Jaime Martínez-Martín
Autonomous University of Barcelona - Department of Economics and AQR-IREA, University of Barcelona
Date Posted: October 11, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Liquidity Constraints, Loss Aversion, and Myopia: Evidence from Central and Eastern European Countries
William Davidson Institute Working Paper No. 1082
Ramiz Rahmanov Sr.
The Central Bank of the Republic of Azerbaijan
Date Posted: October 11, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Real Exchange Rate and Growth in Zimbabwe: Does the Currency Regime Matter?
William Davidson Institute Working Paper No. 1081
Zuzana Brixiova and Mthuli Ncube
International Monetary Fund (IMF) - European Department and BARBICAN Asset Management
Date Posted: October 11, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Bubble Trouble: An Analysis of House Price Dynamics in Israel
Dotan Weiner and Franz Fuerst
University of Cambridge - Department of Land Economy and University of Cambridge - Department of Land Economy
Date Posted: October 10, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Time-Varying Persistence in US Inflation
Massimiliano Caporin and Rangan Gupta
University of Padova - Department of Economics and Management "Marco Fanno" and University of Pretoria - Department of Economics
Date Posted: October 09, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Importance of Being Timely
Paul Smith
University of Strathclyde
Date Posted: October 08, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule
DIW Berlin Discussion Paper No. 1416
Joscha Beckmann , Ansgar Hubertus Belke and Christian Dreger
University of Duisburg-Essen , University of Duisburg-Essen - Department of Economics and German Institute for Economic Research (DIW Berlin)
Date Posted: October 08, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Government Size and Economic Growth in Italy: An Empirical Analyses Based on New Data (1861-2008)
International Journal of Empirical Finance, 3, 2, 38-54, ISSN: 2310-2926
Cosimo Magazzino
Roma Tre University
Date Posted: October 06, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Long Memory in the Ukrainian Stock Market and Financial Crises
Working Paper No. 13-27. – Brunel University, London,
Guglielmo Maria Caporale , Luis A. Gil-Alana , Alex Plastun and Inna Makarenko
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics , National Bank of Ukraine - Ukrainian Academy of Banking and National Bank of Ukraine - Ukrainian Academy of Banking
Date Posted: October 04, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Banking Sector Operational Losses and Macroeconomic Environment
Azamat Abdymomunov
Federal Reserve Banks - Federal Reserve Bank of Richmond
Date Posted: October 03, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Oil Price and Exchange Rate Volatility in Nigeria
Journal of Economics and Finance (IOSR), Volume 5, Issue 4. (Sep.-Oct. 2014), PP 01-09
Oluwatomisin M. Ogundipe , Paul Ojeaga and Adeyemi Adefioye Ogundipe
Covenant University , University of Bergamo and Covenant University
Date Posted: October 03, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper A Computational Implementation of GMM
Jiti Gao and Han Hong
Monash University - Department of Econometrics & Business Statistics and Stanford University - Department of Economics
Date Posted: October 01, 2014
Working Paper Series
7 downloads

Incl. Fee Electronic Paper Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters
CEPR Discussion Paper No. DP10168
Atsushi Inoue , Lu Jin and Barbara Rossi
Vanderbilt University - College of Arts and Science - Department of Economics , North Carolina State University - Department of Economics and Universitat Pompeu Fabra - ICREA
Date Posted: September 30, 2014
Working Paper Series

Incl. Electronic Paper Does Historical Volatility Term Structure Contain Valuable Information for Predicting Volatility and Index Futures?
Juliusz Jablecki , Ryszard Kokoszczynski , Pawel Sakowski , Robert Slepaczuk and Piotr Wojcik
University of Warsaw - Faculty of Economic Sciences , Warsaw University - Dept. of Economics , University of Warsaw , University of Warsaw - Faculty of Economic Sciences and University of Warsaw - Faculty of Economic Sciences
Date Posted: September 29, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Malaysia's Central Bank Response Post 1997 Asian Financial Crisis
Taylor's Business Review ISSN: 2232-0172 Vol 4 Issue 1, February 2014 pp. 31-53
Tinfah Chung and M. Ariff
Taylor's University and University Putra Malaysia
Date Posted: September 27, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Unemployment Rate Forecasts in the Baltic States
Barbara Bedowska-Sojka
Poznan University of Economics - Faculty of Informatics and Electronic Economy
Date Posted: September 27, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Impact of Macroeconomic Announcements on US Equity Prices: 2009-2013
Daniel Nadler and Anatoly B. Schmidt
Harvard University and Kensho Technologies
Date Posted: September 26, 2014
Last Revised: September 27, 2014
Working Paper Series
129 downloads

Incl. Fee Electronic Paper The Two Greatest. Great Recession vs. Great Moderation
CEPR Discussion Paper No. DP10092
Maria Dolores Gadea Rivas , Ana Gómez-Loscos and Gabriel Pérez-Quirós
University of Zaragoza , Bank of Spain and Bank of Spain
Date Posted: September 25, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Understanding Challenges to Food Security in Dry Arab Micro-States: Evidence from Qatari Micro-Data
Journal of Agricultural and Food Industrial Organization 2013 (11) 1
Syed Basher , David G. Raboy , Simeon Kaitibie and Ishrat Hossain
Fikra Research & Policy , George Mason University - School of Policy, Government, and International Affairs , Qatar University - College of Business and Economics and University of Technology, Sydney - Faculty of Business - Center for Health Economics Research and Evaluation (CHERE)
Date Posted: September 24, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Signal Diffusion Mapping: Optimal Forecasting with Time Varying Lags
Paul Vincent Gaskell , Frank McGroarty and Thanassis Tiropanis
University of Southampton , University of Southampton - School of Management and University of Southampton
Date Posted: September 23, 2014
Last Revised: September 24, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Time Series Properties of the Renewable Energy Diffusion Process: Implications for Energy Policy Design and Assessment
HEC Paris Research Paper No. MOSI-2014-1058
Syed Basher , Andrea Masini and Sam Aflaki
Fikra Research & Policy , HEC Paris (Groupe HEC) - Operations Management and Information Technology and HEC Paris (Groupe HEC) - Operations Management and Information Technology
Date Posted: September 21, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper The Retail Bank Interest Rate Pass-Through: The Case of the Euro Area During the Financial and Sovereign Debt Crisis
ECB Occasional Paper No. 155
Matthieu Darracq Paries , Diego Moccero , Elizaveta Krylova and Claudia Marchini
European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: September 20, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper The Two Greatest. Great Recession vs. Great Moderation
Banco de Espana Working Paper No. 1423
Maria Dolores Gadea Rivas , Ana Gómez-Loscos and Gabriel Perez-Quiros
University of Zaragoza , Bank of Spain and Bank of Spain
Date Posted: September 18, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Asset Pricing Model Conditional on Up and Down Market for Emerging Market: The Case of Pakistan
Nida Shah , Javed Ali Dars and Muhammad Arshad Haroon
Isra University , Isra University and Isra University
Date Posted: September 14, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper On the Conjugacy of Off-Line and On-Line Sequential Monte Carlo Samplers
National Bank of Belgium Working Paper No. 263
Arnaud Dufays
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)
Date Posted: September 13, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Institutional Investor Portfolio Allocation, Quantitative Easing and the Global Financial Crisis
Bank of England Working Paper No. 510
Michael Joyce , Zhuoshi Liu and Ian Tonks
Bank of England - Monetary Analysis , Bank of England - Monetary Analysis and University of Bath School of Management
Date Posted: September 13, 2014
Accepted Paper Series
24 downloads

Incl. Electronic Paper Quantifying Randomness: A New Model for Momentum Trading
"Perspective-2014", National Conference on Innovations in Management Science, Shri Chimanbhai Patel Institute of Management and Research, 2014
Jay Desai
Shri Chimanbhai Patel Institute of Management & Research
Date Posted: September 13, 2014
Last Revised: September 14, 2014
Working Paper Series
115 downloads

Incl. Electronic Paper Is Risk Higher During Non-Trading Periods? Tail Risk Evidence from Overnight Market Returns
Christoph Riedel and Niklas Wagner
University of Passau and Passau University
Date Posted: September 12, 2014
Working Paper Series
33 downloads

Incl. Electronic Paper Model-Free Inference for Tail Risk Measures
Ke-Li Xu
Texas A&M University
Date Posted: September 11, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Reconsidering Moments-Based Estimators for ARCH Processes
Todd Prono
American University - Kogod School of Business
Date Posted: September 10, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Does Money Supply Growth Contain Predictive Power for Stock Returns?
David G. McMillan
University of Stirling
Date Posted: September 10, 2014
Working Paper Series
43 downloads

Incl. Electronic Paper Time-Varying Predictability for Stock Returns, Dividend Growth and Consumption Growth
David G. McMillan
University of Stirling
Date Posted: September 10, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper The Selection of the Best Estimation Model of the Composite Index on Stock Exchanges in Five ASEAN Countries Using Box Jenkins Method
I Made Surya Negara Sudirman and Ayu Darmayanti Jr.
Udayana University and Udayana University
Date Posted: September 09, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper The Real Exchange Rate and Growth in Zimbabwe: Does the Currency Regime Matter?
IZA Discussion Paper No. 8398
Zuzana Brixiova and Mthuli Ncube
International Monetary Fund (IMF) - European Department and BARBICAN Asset Management
Date Posted: September 06, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper On the Persistence of Cointegration in Pairs Trading
Matthew Clegg
Independent
Date Posted: September 05, 2014
Working Paper Series
75 downloads

Incl. Electronic Paper Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data
Tinbergen Institute Discussion Paper 14-119/III
Nalan Basturk , Pinar Ceyhan and H. K. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Tinbergen Institute
Date Posted: September 03, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
Tinbergen Institute Discussion Paper 14-118/III
Istvan Barra , Lennart F. Hoogerheide , Siem Jan Koopman and Andre Lucas
VU University Amsterdam , Vrije Universiteit Amsterdam - Dept. of Econometrics , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: September 02, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Do Oil Prices Predict Economic Growth? New Global Evidence
Energy Economics, Vol. 41, p. 137, January 2014
Wai Ching Poon
Monash University Malaysia
Date Posted: September 02, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Chasing Volatility: A Persistent Multiplicative Error Model with Jumps
Massimiliano Caporin , Eduardo Rossi and Paolo Santucci de Magistris
University of Padova - Department of Economics and Management "Marco Fanno" , Department of Economics and Management and University of Aarhus - CREATES
Date Posted: August 30, 2014
Working Paper Series
18 downloads


 

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