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SSRN eLibrary Statistics:

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Abstracts: 683,912
Full Text Papers: 573,773
Authors: 314,904
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  Last 12 months:
68,127

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To date: 101,265,956
Last 12 months: 12,923,321
Last 30 days: 850,269

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306,508
Total References: 8,990,993
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5,770,148
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  Footnotes:
91,665
Total Footnotes: 8,995,294


SSRN eLibrary Search Results
JEL Code: C22
743,769 Total downloads
Showing Papers 1,501 - 1,550 of 4,387
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1 2 3 4 ... 88 | Next >
   

Incl. Electronic Paper Express Measurement of Market Volatility Using Ergodicity Concept
Jack Sarkissian
Algostox Trading
Date Posted: July 21, 2016
Last Revised: July 23, 2016
Working Paper Series
77 downloads

Incl. Electronic Paper MSSA vs. Multivariate Regularized Expectation Maximization for Data Cleaning
Jan Dash and Yan Zhang
Bloomberg LP and Bloomberg LP
Date Posted: July 20, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Data Spike Cleaning with MSSA
Jan Dash and Yan Zhang
Bloomberg LP and Bloomberg LP
Date Posted: July 20, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Cleaning Data with Real-World Updating Using MSSA
Jan Dash and Yan Zhang
Bloomberg LP and Bloomberg LP
Date Posted: July 20, 2016
Working Paper Series
26 downloads

Incl. Fee Electronic Paper Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts
CEPR Discussion Paper No. DP11391
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Date Posted: July 18, 2016
Working Paper Series

Incl. Fee Electronic Paper In-Sample Inference and Forecasting in Misspecified Factor Models
CEPR Discussion Paper No. DP11388
Marine Carrasco and Barbara Rossi
University of Montreal - Departement de Ciences Economiques and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Date Posted: July 18, 2016
Working Paper Series

Incl. Electronic Paper On Nonparametric Identification of Treatment Effects in Duration Models
IZA Discussion Paper No. 10058
Per Johansson and Myoung‐jae Lee
IFAU - Institute for Labour Market Policy Evaluation and Korea University
Date Posted: July 18, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Determinants of Egyptian Banking Sector Profitability: Time-Series Analysis from 2004-2014
International Journal of Business and Economic Sciences Applied Research, Vol. 9, No. 2, 2016
Heba Youssef Youssef
Cairo University - Faculty of Economics & Political Science
Date Posted: July 17, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper Mortgage Rates and Credit Risk: Evidence from Mortgage Pools
Gaetano Antinolfi, Celso Brunetti and Jay Im
Washington University in Saint Louis - Department of Economics, Board of Governors of the Federal Reserve System and Duke University - Fuqua School of Business
Date Posted: July 15, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Volatility Estimation and Jump Testing via Realized Information Variation
Weiyi Liu and Mingjin Wang
Capital University of Economics and Business - School of Finance and Peking University - Guanghua School of Management
Date Posted: July 14, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Economic Policy Uncertainty in China and Stock Market Expected Returns
Jian Chen, Fuwei Jiang and Guoshi Tong
Xiamen University - School of Economics, Central University of Finance and Economics (CUFE) - School of Finance and Renmin University
Date Posted: July 13, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB
DIW Berlin Discussion Paper No. 1590
Guglielmo Maria Caporale, Luis A. Gil-Alana and Kefei You
Brunel University - Centre for Empirical Finance, University of Navarra - Department of Economics and University of Greenwich
Date Posted: July 13, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Exchange Rate Risk Premium: An Analysis of Its Determinants for the Mexican Peso-USD
Banco de México, Working Papers, N° 2016-11,
Guillermo Benavides
Banco de Mexico
Date Posted: July 13, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Cleaning Financial Data Using SSA and MSSA
Jan Dash and Yan Zhang
Bloomberg LP and Bloomberg LP
Date Posted: July 12, 2016
Last Revised: July 22, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper A Distressed Bond Model
Jan Dash, Xipei Yang and Stan Maydan
Bloomberg LP, Bloomberg L.P. and Bloomberg LP
Date Posted: July 12, 2016
Last Revised: July 22, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Analytic Solution to the Two Dimension Merton Model
Jan Dash, Mario Bondioli and Harvey J. Stein
Bloomberg LP, Bloomberg L.P. and Bloomberg L.P.
Date Posted: July 12, 2016
Last Revised: July 22, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Non-Leading Eigenvalue Distributions, RMT, and Correlations
Jan Dash and Xipei Yang
Bloomberg LP and Bloomberg L.P.
Date Posted: July 11, 2016
Last Revised: July 22, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Noise-Reduced Correlations, the Signal to Noise Ratio, and SSA
Jan Dash and Xipei Yang
Bloomberg LP and Bloomberg L.P.
Date Posted: July 11, 2016
Last Revised: July 22, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper SSA, Random Matrix Theory, and Noise-Reduced Correlations
Jan Dash, Xipei Yang, Mario Bondioli and Harvey J. Stein
Bloomberg LP, Bloomberg L.P., Bloomberg L.P. and Bloomberg L.P.
Date Posted: July 11, 2016
Last Revised: July 22, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Stable Reduced-Noise 'Macro' SSA - Based Correlations for Long-Term Counterparty Risk Management
Jan Dash, Xipei Yang, Harvey J. Stein and Mario Bondioli
Bloomberg LP, Bloomberg L.P., Bloomberg L.P. and Bloomberg L.P.
Date Posted: July 11, 2016
Last Revised: July 22, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Model-Based Business Cycle and Financial Cycle Decomposition for Europe and the U.S.
Tinbergen Institute Discussion Paper 16-051/IV
Siem Jan Koopman, Rutger Lit and André Lucas
VU University Amsterdam, VU University Amsterdam and VU University Amsterdam
Date Posted: July 11, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Estimating Jump-Diffusions Using Closed-Form Likelihood Expansions -- Online Supplementary Material
Chenxu Li and Dachuan Chen
Peking University and University of Illinois at Chicago
Date Posted: July 11, 2016
Working Paper Series
8 downloads

Stationarity As a Path Property with Applications in Time Series Analysis
Yi Shen and Tony S. Wirjanto
Department of Statistics & Actuarial Science, University of Waterloo and Department of Statistics & Actuarial Science and School of Accounting & Finance, University of Waterloo,
Date Posted: July 09, 2016
Working Paper Series

Incl. Electronic Paper Parameter Estimation Robust to Low-Frequency Contamination
Adam McCloskey and Jonathan B. Hill
Brown University - Department of Economics and University of North Carolina (UNC) at Chapel Hill – Department of Economics
Date Posted: July 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Think Again: Volatility Asymmetry and Volatility Persistence
Dirk G. Baur and Thomas Dimpfl
University of Western Australia - Business School and University of Tuebingen - Department of Statistics and Econometrics
Date Posted: July 08, 2016
Working Paper Series
47 downloads

Oil Price Risk Exposure: A Comparison of Financial and Non-Financial Subsectors
Energy, Volume 109, 2016, Pages 712-723, ISSN 0360-5442, doi:10.1016/j.energy.2016.05.028
Komeil Shaeri, Cahit Adaoglu and Salih Turan Katircioglu
Eastern Mediterranean University - Department of Banking and Finance, Eastern Mediterranean University - Department of Banking and Finance and Eastern Mediterranean University
Date Posted: July 08, 2016
Accepted Paper Series

Incl. Electronic Paper A Portfolio Demand Approach for Broad Money in the Euro Area
ECB Working Paper No. 1929
Alexander Jung
European Central Bank (ECB) - Directorate General Economics
Date Posted: July 07, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Linking Excessive Disinflation and Output Movements in an Emerging, Small Open Economy -- A Hybrid New Keynesian Phillips Curve Perspective
National Bank of Poland Working Paper No. 239
Karol Szafranek
National Bank of Poland
Date Posted: July 07, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Theory-Based Metrological Traceability in Education: A Reading Measurement Network
Fisher, W. P., Jr., & Stenner, A. J. (2016). Theory-based metrological traceability in education: A reading measurement network. Measurement, 92, 489-496.
William P. Fisher Jr. and A. Jackson Stenner
University of California, Berkeley - BEAR Center and MetaMetrics, Inc.
Date Posted: July 06, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper Debt-Growth Linkages in EMU Across Countries and Time Horizons
Marta Gómez-Puig and Simón Sosvilla Rivero
Economic Theory Department. University of Barcelona and Complutense University of Madrid
Date Posted: July 05, 2016
Working Paper Series
5 downloads

Estimating the Out-of-Sample Predictive Ability of Technical Trading Rules: A Robust Bootstrap Approach
J. Hambuckers and C. Heuchenne. Estimating the Out-of-Sample Predictive Ability of Technical Trading Rules: A Robust Bootstrap approach. Journal of Forecasting, 34 (4): 347-372, 2016.
Julien Hambuckers and Cedric Heuchenne
HEC-ULg University of Liège and University of Liege - HEC Management School
Date Posted: July 02, 2016
Accepted Paper Series

Incl. Electronic Paper Which Variables Predict and Forecast Stock Market Returns?
David G. McMillan
University of Stirling
Date Posted: June 29, 2016
Working Paper Series
205 downloads

Incl. Electronic Paper The New Hybrid Value at Risk Approach Based on the Extreme Value Theory
Estudios de Economia., Vol. 43, No. 1, 2016
Nikola Radivojevic, Milena Cvjetkovic and Saša Stepanov
Technical College of Applied Studies, Kragujevac, University of Novi Sad - Faculty of Technical Sciences and BAS, Belgrade
Date Posted: June 27, 2016
Accepted Paper Series
23 downloads

Incl. Fee Electronic Paper Forecasting Macroeconomic Variables Under Model Instability
CEPR Discussion Paper No. DP11355
Davide Pettenuzzo and Allan G. Timmermann
Brandeis University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: June 27, 2016
Working Paper Series

Incl. Electronic Paper A Data-Driven Selection of an Appropriate Seasonal Adjustment Approach
Bundesbank Discussion Paper No. 07/2016
Karsten Webel
Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper A Macroeconomic Reverse Stress Test
Bundesbank Discussion Paper No. 30/2015
Peter Grundke and Kamil Pliszka
University Osnabrück, Chair of Banking and Finance and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis
Bundesbank Discussion Paper No. 22/2015
Till Strohsal, Christian Proano and Jürgen Wolters
Free University of Berlin (FUB) - Division of Economics, Bielefeld University and Free University of Berlin (FUB)
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Sovereign Default Swap Market Efficiency and Country Risk in the Eurozone
Bundesbank Discussion Paper No. 08/2013
Yalin Gündüz and Orcun Kaya
affiliation not provided to SSRN and Goethe University Frankfurt
Date Posted: June 21, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper ASEAN-India Free Trade Agreement in Goods: An Assessment
Ramphul Ohlan
Maharshi Dayanand University
Date Posted: June 20, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Competitiveness and Trade Performance of India's Dairy Industry
Ramphul Ohlan
Maharshi Dayanand University
Date Posted: June 20, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?
Energy Policy, Forthcoming
Dean Fantazzini
Date Posted: June 20, 2016
Accepted Paper Series
34 downloads

Incl. Electronic Paper Determinants of Euro-Denominated Corporate Bond Spreads
ECB Working Paper No. 1912
Elizaveta Krylova
European Central Bank (ECB)
Date Posted: June 19, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Leading Indicator Properties of Corporate Bond Spreads, Excess Bond Premia and Lending Spreads in the Euro Area
ECB Working Paper No. 1911
Elizaveta Krylova
European Central Bank (ECB)
Date Posted: June 19, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper On Domestic Demand and Export Performance in the Euro Area Countries: Does Export Concentration Matter?
ECB Working Paper No. 1909
Paulo Soares Esteves and Elvira Prades Illanes
Bank of Portugal - Economic Research Department and Bank of Spain
Date Posted: June 19, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Assessing the Effectiveness of Local and Global Quadratic Hedging Under GARCH Models
Maciej Augustyniak, Frédéric Godin and Clarence Simard
University of Montreal - Department of Mathematics and Statistics, Laval University and UQAM
Date Posted: June 16, 2016
Last Revised: June 17, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach
Matteo Bonato, Riza Demirer, Rangan Gupta and Christian Pierdzioch
University of Johannesburg - Department of Economics, Southern Illinois University Edwardsville - Department of Economics & Finance, University of Pretoria - Department of Economics and University of the German Federal Armed Forces - Department of Economics
Date Posted: June 15, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Everything You Always Wanted to Know About Bitcoin Modelling But Were Afraid to Ask
Applied Econometrics, Forthcoming
Dean Fantazzini, Erik Nigmatullin, Vera Sukhanovskaya and Sergey Ivliev

Date Posted: June 14, 2016
Accepted Paper Series
133 downloads

Incl. Electronic Paper A Non-Equilibrium Formulation of Food Security Resilience
Matteo Smerlak and Bapu Vaitla
Perimeter Institute for Theoretical Physics and Harvard University
Date Posted: June 13, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Realised Variance Forecasting Under Box-Cox Transformations
Nicholas Taylor
University of Bristol - School of Economics, Finance and Management
Date Posted: June 13, 2016
Working Paper Series
34 downloads

The Endogeneity of the Natural Rate of Growth: An Application to Turkey
Panoeconomicus, Vol. 57, No. 4, pp. 447-469, 2010
Senay Acikgoz and Merter Mert
Gazi University and Department of Economics, Gazi University
Date Posted: June 13, 2016
Accepted Paper Series


 

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