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Full Text Papers: 520,139
Authors: 287,968
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SSRN eLibrary Search Results
JEL Code: C22
678,418 Total downloads
Showing Papers 1,501 - 1,550 of 4,114
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1 2 3 4 ... 83 | Next >
   


Incl. Electronic Paper Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting
Econometrics, 3(3), pp. 610-632
Stanislav Anatolyev and Stanislav Khrapov
New Economic School and New Economic School (NES)
Date Posted: September 01, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Impact of Covariance Misspecification in Risk-Based Portfolios
David Ardia , Guido Bolliger , Kris Boudt and Jean-Philippe Gagnon
Laval University - Département de Finance et Assurance , University of Neuchatel - Institut de l'Entreprise , Free University of Brussels (VUB) and Laval University - Département de Finance et Assurance
Date Posted: August 28, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Cohérence Et Contenu Prédictif Des Indicateurs Du Bank Lending Survey Pour La France (On the Coherence and the Predictive Content of the French Bank Lending Survey's Indicators)
Banque de France Working Paper No. 567
Grégory Levieuge
University of Orleans - Laboratoire d'économie d'Orléans
Date Posted: August 27, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Explaining and Forecasting Bank Loans. Good Times and Crisis
Banque de France Working Paper No. 566
Grégory Levieuge
University of Orleans - Laboratoire d'économie d'Orléans
Date Posted: August 27, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Linkages between Real & Financial Sector: Empirical Evidence from India Using ARDL Approach
Financial Markets and Economic Development, First Edition 2015, Bloomsbury Publishing India Pvt. Ltd. ISBN: 978 - 93 - 84898 - 94 - 6
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Delhi School of Economics - Department of Commerce
Date Posted: August 26, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Value at Risk Models with Long Memory Features and Their Economic Performance
Evangelia Mitrodima and Jaideep S. Oberoi
University of Kent, Canterbury - School of Mathematics, Statistics and Actuarial Science and University of Kent, Canterbury - School of Mathematics, Statistics and Actuarial Science
Date Posted: August 24, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper On the Optimality of Hedge Fund Investment Strategies: A Bayesian Skew T Distribution Model
African Journal of Business Management Vol. 6(x), 2012
John Weirstrastrass Muteba Mwamba
University of Johannesburg
Date Posted: August 20, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Conditional Heteroskedasticity in Long Memory Model 'FIMACH' for Return Volatilities in BRICS Equity Markets
Sabur Mollah and AMM Shahiduzzaman Quoreshi
Stockholm Business School and Blekinge Tekniska Högskola
Date Posted: August 20, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Real Options Valuation Under Uncertainty
Marie Lambert , Manuel Moreno and Federico Platania
University of Liege - HEC Management School , University of Castilla-La Mancha and University of Liege
Date Posted: August 20, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Weather-Adjusting Employment Data
FRB of Philadelphia Working Paper No. FEDPWP15-5
Michael D. Boldin and Jonathan H. Wright
Wharton Research Data Services and Johns Hopkins University - Department of Economics
Date Posted: August 19, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Testing for a Housing Bubble at the National and Regional Level: The Case of Israel
FRB of Dallas Working Paper No. FEDDGW246
Itamar Caspi
Bank of Israel - Research Department
Date Posted: August 17, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Monitoring the World Business Cycle
FRB of Dallas Working Paper No. FEDDGW228
Maximo Camacho and Jaime Martinez-Martin
Autonomous University of Barcelona - Department of Economics and Bank of Spain
Date Posted: August 17, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Oil Price, Exchange Rate and Economic Growth in Russia: A Multiple Structural Break Approach
Advances in Management and Applied Economics, vol. 5, no.4, 2015, 91-104
Fatih Kaplan
Mersin University - Tarsus School of Applied Technology and Management
Date Posted: August 11, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper What Do Professional Forecasters Actually Predict?
Tinbergen Institute Discussion Paper 15-095/III
Didier Nibbering , Richard Paap and Michel van der Wel
Erasmus University Rotterdam (EUR) - Department of Econometrics , Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam
Date Posted: August 08, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Does Parenthood Make Happy People Happier?
Evgenia Samoilova and Colin Vance
University of Mannheim - Department of Statistics and Methodology and Rhine-Westphalia Institute for Economic Research (RWI-Essen)
Date Posted: August 06, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts
DIW Berlin Discussion Paper No. 1496
Benjamin Beckers
German Institute for Economic Research (DIW Berlin)
Date Posted: August 04, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Exports and Capacity Constraints: Evidence for Several Euro Area Countries
CESifo Working Paper Series No. 5455
Ansgar Hubertus Belke , Anne Oeking and Ralph Setzer
University of Duisburg-Essen - Department of Economics , University of Duisburg-Essen - Department of Economics and Business Administration and European Central Bank (ECB)
Date Posted: August 04, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Local Composite Quantile Regression Smoothing for Harris Recurrent Markov Processes
Degui Li and Runze Li
University of York and Pennsylvania State University
Date Posted: August 03, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Nonlinearities in the U.S. Wage Phillips Curve
Luiggi Donayre and Irina B. Panovska
University of Minnesota - Duluth and Lehigh University
Date Posted: July 29, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Rough Electricity: A New Fractal Multi-Factor Model of Electricity Spot Prices
Mikkel Bennedsen
University of Aarhus - Department of Economics and Business
Date Posted: July 29, 2015
Last Revised: August 28, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Booms, Busts and Behavioural Heterogeneity in Stock Prices
Tinbergen Institute Discussion Paper 15-088/II
Cars H. Hommes and Daan Laurens in 't Veld
University of Amsterdam - Amsterdam School of Economics (ASE) and University of Amsterdam - Department of Quantitative Economics, CeNDEF
Date Posted: July 28, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Seasonal Adjustment with and Without Revisions: A Comparison of X-13ARIMA-SEATS and CAMPLET
CAMA Working Paper No. 25/2015
Barend Abeln and Jan P. A. M. Jacobs
Independent and University of Groningen - Faculty of Economics and Business
Date Posted: July 25, 2015
Last Revised: July 27, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Optimum Weighting for the Least Squares Monte Carlo Approach to American Options Under the CEV Model
Jason Barden and Karl Jenkins
Cranfield University and Independent
Date Posted: July 25, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper It Ain't Over Till it's Over: A Global Perspective on the Great Moderation-Great Recession Interconnection
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 303
Fabio C. Bagliano
University of Turin - Department of Economics and Statistics
Date Posted: July 25, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Specification Testing in Hawkes Models
Tinbergen Institute Discussion Paper 15-086/III
Francine Gresnigt , Erik Kole and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: July 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation
Journal of the Operational Research Society (2015) 66, 1352–1362,
Chris Tofallis
University of Hertfordshire Business School
Date Posted: July 25, 2015
Accepted Paper Series
90 downloads

Incl. Electronic Paper From a Rise in B to a Fall in C? SVAR Analysis of Environmental Impact of Biofuels
LIOS Discussion Paper 371/2015
Pavel Ciaian , d'Artis Kancs , Giuseppe Piroli and Miroslava Rajcaniova
Catholic University of Leuven (KUL) - LICOS Center for Transition Economics , Catholic University of Leuven (KUL) - Faculty of Economics and Business - LICOS Centre for Institutions and Economic Performance , University of Naples Federico II and Slovak University of Agriculture
Date Posted: July 23, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Quantifying Crowd Size with Mobile Phone and Twitter Data
Federico Botta, Helen Susannah Moat and Tobias Preis, Quantifying crowd size with mobile phone and Twitter data. Royal Society Open Science 2, 150162 (2015).
Federico Botta , Helen Susannah Moat and Tobias Preis
University of Warwick - Warwick Business School , University College London - Department of Civil, Environmental and Geomatic Engineering and Data Science Lab, Behavioural Science, Warwick Business School
Date Posted: July 21, 2015
Accepted Paper Series
15 downloads

Incl. Electronic Paper China's Capital and 'Hot' Money Flows: An Empirical Investigation
HKIMR Working Paper No.16/2015
Tao Cai , Vinh Q.T. Dang and Jennifer Te Lai
Sun Yat-sen University , University of Macau and Guangdong University of Foreign Studies
Date Posted: July 21, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Forecasting Electricity Prices Using Exogenous Predictors
Stefan Feuerriegel and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: July 20, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Are Real Assets Priced Internationally? Evidence from the Art Market
Multinational Finance Journal, Vol. 2, No. 3, p. 167-187, 1998
Kenneth Wieand , Jeffrey Donaldson and Socorro Quintero
University of South Florida - College of Business Administration , University of Tampa - John H. Sykes College of Business and Oklahoma City University
Date Posted: July 17, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Sieve Semiparametric Two-Step GMM Under Weak Dependence
Cowles Foundation Discussion Paper No. 2012
Xiaohong Chen and Zhipeng Liao
Yale University - Cowles Foundation and University of California, Los Angeles (UCLA)
Date Posted: July 14, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Applied GARCH Ex-Ante Asset Pricing: US & Southeast Asian Portfolios
Jordan French
Stamford International University (Phetchaburi Campus)
Date Posted: July 11, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Shoe-Leather Costs in the Euro Area and the Foreign Demand for Euro Banknotes
ECB Working Paper No. 1824
Alessandro Calza and Andrea Zaghini
European Central Bank (ECB) and Bank of Italy
Date Posted: July 10, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Shoe-Leather Costs in the Euro Area and the Foreign Demand for Euro Banknotes
ECB Working Paper No. 1824
Alessandro Calza and Andrea Zaghini
European Central Bank (ECB) and Bank of Italy
Date Posted: July 10, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Estimating Time-Varying Beta-Coefficients: An Empirical Study of US & ASEAN Portfolios
Jordan French
Stamford International University (Phetchaburi Campus)
Date Posted: July 10, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Why Most Published Results on Unit Root and Cointegration are False
Hari S. Luitel and Gerry J. Mahar
Algoma University and Algoma University
Date Posted: July 10, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Confidence Bands for ROC Curves with Serially Dependent Data
Forthcoming in Journal of Business & Economic Statistics
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Nanjing University - School of Business
Date Posted: July 10, 2015
Accepted Paper Series
22 downloads

King of Betas: CAPM Uses in USA & ASEAN
Jordan French
Stamford International University (Phetchaburi Campus)
Date Posted: July 09, 2015
Working Paper Series

Incl. Electronic Paper High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities
Multinational Finance Journal, Vol. 4, No. 3/4, p. 247-267, 2000
Richard Baillie , Aydin A. Cecen and Young Wook Han
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management , Central Michigan University and Hallym University
Date Posted: July 08, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
Multinational Finance Journal, Vol. 4, No. 3/4, p. 159-179, 2000
Torben G. Andersen , Tim Bollerslev , Francis X. Diebold and Paul Labys
Northwestern University - Kellogg School of Management , Duke University - Finance , University of Pennsylvania - Department of Economics and Charles River Associates (CRA) - Utah Office
Date Posted: July 08, 2015
Accepted Paper Series
15 downloads

Incl. Electronic Paper Nonlinear Noise Estimation in International Capital Markets
Multinational Finance Journal, Vol. 6, No. 1, p. 43-63, 2002
Costas Siriopoulos and Alexandros Leontitsis
University of Patras - Business Administration and University of Ioannina - Department of Education
Date Posted: July 08, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis
CESifo Working Paper Series No. 5407
Guglielmo Maria Caporale , Juncal Cunado , Luis A. Gil-Alana and Rangan Gupta
Brunel University - Centre for Empirical Finance , University of Navarra - Faculty of Economics , University of Navarra - Department of Economics and University of Pretoria - Department of Economics
Date Posted: July 06, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Adaptive LASSO Estimation for ARDL Models with GARCH Innovations
Marcelo C. Medeiros and Eduardo F Mendes
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and UNSW Australia Business School, School of Economics
Date Posted: July 05, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper L_1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations
Marcelo C. Medeiros and Eduardo F Mendes
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and UNSW Australia Business School, School of Economics
Date Posted: July 04, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Hay Una Burbuja Inmobiliaria En Bogotá? Un Estudio Por Segmentos De Mercado (Is There a Housing Bubble in Bogota? A Market Segment Study)
Revista de Economía Institucional Vol. 17, 32, primer semestre de 2015,
Vanessa Cediel Sánchez and Carlos Velasquez Vega
Government of the Republic of Colombia and Government of the Republic of Colombia
Date Posted: July 04, 2015
Accepted Paper Series
7 downloads

The Link between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing
Econometric Reviews, 2010
Esfandiar Maasoumi and Marcelo C. Medeiros
Emory University and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Date Posted: July 03, 2015
Accepted Paper Series

Incl. Electronic Paper A Stochastic Dominance Approach to Financial Risk Management Strategies
Journal of Econometrics, Forthcoming
Chia-Lin Chang , Juan-Angel Jiménez-Martin , Esfandiar Maasoumi and Teodosio Perez Amaral
National Chung Hsing University - Department of Applied Economics, Department of Finance , Complutense University of Madrid , Emory University and Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: July 02, 2015
Accepted Paper Series
38 downloads

Incl. Electronic Paper Monitoring Stationarity and Cointegration
Martin Wagner and Dominik Wied
TU Dortmund University and TU Dortmund University
Date Posted: July 01, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Defining and Dating Bull and Bear Markets: Two Centuries of Evidence
Multinational Finance Journal, Vol. 10, No. 1/2, p. 81-116, 2006
Liliana Gonzalez , Philip Hoang , John G. Powell and Shi Jing
ESSEC Business School - Finance Department , Australian National University (ANU) , Massey University - Department of Finance Banking and Property and Jiangxi University of Finance and Economics
Date Posted: July 01, 2015
Accepted Paper Series
365 downloads


 

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