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Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
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SSRN eLibrary Search Results
JEL Code: C5
1,170,634 Total downloads
Showing Papers 1,501 - 1,550 of 5,953
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Price Discovery in Crude Oil Prices
Cherl-Hyun Kim
University of Washington
Date Posted: June 08, 2011
Last Revised: March 10, 2012
Working Paper Series

Incl. Electronic Paper Testing for Monotonicity in Expected Asset Returns
Joseph P. Romano and Michael Wolf
Stanford University - Department of Statistics and University of Zurich - Department of Economics Library
Date Posted: June 07, 2011
Last Revised: January 24, 2013
Working Paper Series
51 downloads

Incl. Fee Electronic Paper Real-Time Forecasts of the Real Price of Oil
CEPR Discussion Paper No. DP8414
Christiane Baumeister and Lutz Kilian
Bank of Canada and University of Michigan at Ann Arbor - Department of Economics
Date Posted: June 06, 2011
Working Paper Series
3 downloads

Incl. Electronic Paper The Shadow Economy in OECD Countries: Panel-Data Evidence
DIW Berlin Discussion Paper No. 1122
Konstantin A. Kholodilin and Ulrich Thiessen
German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Date Posted: June 06, 2011
Working Paper Series
74 downloads

Incl. Electronic Paper GDP-Spillovers in Multi-Country Models
Economic Modelling, Vol. 15, 1998
Rudy Douven and Marga Peeters
CPB Netherlands Bureau for Economic Policy Analysis and De Nederlandsche Bank
Date Posted: June 03, 2011
Last Revised: August 22, 2011
Accepted Paper Series
10 downloads

Bayesian Inference for Hedge Funds with Stable Distribution of Returns
RETHINKING RISK MEASURING AND REPORTING, Vol. 2, Klaus Bocker, ed., Risk Books, 2010
Svetlozar Rachev , Daniel Edelman and Frank J. Fabozzi
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie , Alternative Investment Solutions and EDHEC Business School
Date Posted: June 02, 2011
Accepted Paper Series

Incl. Electronic Paper Economies of Scale in the Tunisian Industries
IZA Discussion Paper No. 5737
Almas Heshmati and Ilham Haouas
Sogang University and University of Paris 1 Pantheon-Sorbonne - TEAM
Date Posted: May 31, 2011
Working Paper Series
13 downloads

Incl. Electronic Paper Are GDP Revisions Predictable? Evidence for Switzerland
KOF Working Papers No. 281
Boriss Siliverstovs
German Institute for Economic Research (DIW Berlin) - Department of International Economics
Date Posted: May 31, 2011
Working Paper Series
15 downloads

Incl. Electronic Paper In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008
Norman R. Swanson and Lili Cai
Rutgers University - Department of Economics and affiliation not provided to SSRN
Date Posted: May 31, 2011
Working Paper Series
25 downloads

Incl. Electronic Paper On the Choice of Prior in Bayesian Model Averaging
CentER Working Paper No. 2011-003
John H. J. Einmahl , Kamlesh Kumar Sr. and J.R. Magnus
Tilburg University - Department of Econometrics & Operations Research , affiliation not provided to SSRN and Tilburg University, CentER
Date Posted: May 31, 2011
Working Paper Series
51 downloads

Incl. Electronic Paper The Predictive Content of Sectoral Stock Prices: A US-Euro Area Comparison
ECB Working Paper No. 1343
Magnus Andersson , Antonello D'Agostino , Gabe De Bondt and Moreno Roma
European Central Bank (ECB) , Central Bank and Financial Services Authority of Ireland , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: May 31, 2011
Working Paper Series
50 downloads

Incl. Electronic Paper Time-Varying Financial Spillovers from the US to Frontier Markets
Midwest Finance Association 2012 Annual Meetings Paper
Galin Todorov and Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics and Florida International University (FIU) - Department of Economics
Date Posted: May 31, 2011
Last Revised: September 29, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Competition Among Spatially Differentiated Firms: An Estimator with an Application to Cement
Nathan H. Miller and Matthew Osborne
U.S. Department of Justice and Bureau of Economic Analysis
Date Posted: May 28, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper Forecasting Macroeconomic Variables Using Disaggregate Survey Data
Norges Bank Working Paper 2011/04
Fredrik Wulfsberg , Francesco Ravazzolo and Kjetil Martinsen
Norges Bank , Norges Bank and Norges Bank
Date Posted: May 28, 2011
Last Revised: April 13, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Multiplicative Error Models
Christian T. Brownlees , Fabrizio Cipollini and Giampiero M. Gallo
Universitat Pompeu Fabra , Universita di Firenze, Dipartimento di Statistica and Universita' di Firenze - Dipartimento di Statistica
Date Posted: May 27, 2011
Working Paper Series
130 downloads

Incl. Electronic Paper State-Observation Sampling and the Econometrics of Learning Models
Laurent E. Calvet and Veronika Czellar
HEC Paris (Groupe HEC) - Finance Department and HEC Paris (Groupe HEC) - Economics & Decision Sciences
Date Posted: May 26, 2011
Working Paper Series
128 downloads

Incl. Electronic Paper Macroeconomic Regimes
Lieven Baele , Geert Bekaert , Seonghoon Cho , Koen Inghelbrecht and Antonio Moreno
Tilburg University - Department of Finance , Columbia Business School - Finance and Economics , School of Economics, Yonsei University , University College of Ghent - Department of Finance and University of Navarra - School of Economics
Date Posted: May 26, 2011
Last Revised: March 31, 2012
Working Paper Series
290 downloads

Incl. Electronic Paper A Priori Ratemaking Using Bivariate Poisson Regression Models
XREAP No. 2008-09
Lluís Bermudez
University of Barcelona
Date Posted: May 25, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
Tinbergen Institute Discussion Paper No. 2011-082/4
Monica Billio , Roberto Casarin , Francesco Ravazzolo and H. K. van Dijk
Ca Foscari University of Venice - Department of Economics , University of Brescia - Department of Economics , Norges Bank and Tinbergen Institute
Date Posted: May 24, 2011
Working Paper Series
66 downloads

Incl. Electronic Paper Oil Exports and the Iranian Economy
Hadi Salehi Esfahani , Kamiar Mohaddes and M. Hashem Pesaran
University of Illinois at Urbana-Champaign , University of Cambridge - Faculty of Economics and Politics and University of Southern California
Date Posted: May 23, 2011
Last Revised: May 26, 2011
Working Paper Series
123 downloads

Incl. Electronic Paper Income Polarization and Crime: A Generalized Index and Evidence from Panel Data
Yoonseok Lee and Donggyun Shin
University of Michigan at Ann Arbor - Department of Economics and Department of Economics, Kyung Hee University
Date Posted: May 20, 2011
Working Paper Series
42 downloads

Incl. Electronic Paper The Combination of Forecasts: An Application of a Time-Varying Simple Weighting Method to Inflation Forecasts in Turkey
International Research Journal of Applied Finance, Vol. 2, No. 3, pp. 270-301, March 2011
Gökhan Saz
University of Vienna - Institute of Business Administration
Date Posted: May 20, 2011
Accepted Paper Series
19 downloads

Incl. Electronic Paper The Efficacy of SARIMA Models for Forecasting Inflation Rates in Developing Countries: The Case for Turkey
International Research Journal of Finance and Economics, Vol. 62, pp. 111-142, 2011
Gökhan Saz
University of Vienna - Institute of Business Administration
Date Posted: May 20, 2011
Accepted Paper Series
102 downloads

Incl. Electronic Paper The Japanese Economic Enigma
International Problems, Vol. 57, No. 4, pp. 449-483, 2005
György Simon Jr.
Corvinus University of Budapest
Date Posted: May 20, 2011
Last Revised: February 04, 2012
Working Paper Series
19 downloads

Incl. Fee Electronic Paper Forecasting the Price of Oil
CEPR Discussion Paper No. DP8388
Ron Alquist , Lutz Kilian and Robert Vigfusson
Bank of Canada , University of Michigan at Ann Arbor - Department of Economics and Federal Reserve Board - Trade and Quantitative Studies
Date Posted: May 19, 2011
Working Paper Series
3 downloads

Incl. Electronic Paper What Can We Learn from the EU ETS Experience? Recommendations for Effective Trading and Market Design
Walid Mnif and Matt Davison
University of Western Ontario and University of Western Ontario
Date Posted: May 18, 2011
Last Revised: October 18, 2011
Working Paper Series
119 downloads

Incl. Electronic Paper Bayesian VARs: Specification Choices and Forecast Accuracy
FRB of Cleveland Working Paper No. 1112
Andrea Carriero , Todd E. Clark and Massimiliano Giuseppe Marcellino
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research , Federal Reserve Bank of Cleveland and European University Institute
Date Posted: May 17, 2011
Working Paper Series
26 downloads

Incl. Electronic Paper Credit Spread Interdependencies of European States and Banks During the Financial Crisis
Adrian Alter and Yves Stephan Schüler
University of Konstanz and University of Konstanz - Department of Economics
Date Posted: May 17, 2011
Last Revised: January 16, 2012
Working Paper Series
586 downloads

Incl. Electronic Paper An Application of Models of Speculative Behaviour to Oil Prices
CAMA Working Paper No. 11/2011
Shu Ping Shi and Vipin Arora
Australian National University (ANU) and affiliation not provided to SSRN
Date Posted: May 16, 2011
Working Paper Series
63 downloads

Incl. Electronic Paper Forecasting New Product Trial with Analogous Series
Malcolm Wright and Philip Stern
Massey University - Department of Communication, Journalism & Marketing and Loughborough University
Date Posted: May 16, 2011
Working Paper Series
36 downloads

Incl. Electronic Paper Analytic Approximations to GARCH Aggregated Returns Distributions with Applications to VaR and ETL
ICMA Centre Discussion Papers in Finance DP 2011-08
Carol Alexander , Emese Lazar and Silvia Stanescu
University of Reading - ICMA Centre , University of Reading - ICMA Centre and University of Kent, Canterbury - Kent Business School
Date Posted: May 13, 2011
Working Paper Series
70 downloads

Incl. Electronic Paper Factor Selection in Hedge Fund Replication Dynamic Models
Guillaume Weisang
Clark University - Graduate School of Management
Date Posted: May 13, 2011
Last Revised: May 26, 2011
Working Paper Series
181 downloads

Incl. Electronic Paper Large Deviations of Realized Volatility
Cowles Foundation Discussion Paper No. 1798
Shin Kanaya and Taisuke Otsu
University of Aarhus - Department of Economics and Yale University - Cowles Foundation
Date Posted: May 13, 2011
Working Paper Series
36 downloads

Incl. Electronic Paper Rethinking Age-Period-Cohort Mortality Trend Models
UNSW Australian School of Business Research Paper No. 2011ACTL2009
Daniel H. Alai and Michael Sherris
Australian School of Business at UNSW and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: May 13, 2011
Last Revised: April 02, 2012
Accepted Paper Series
92 downloads

Incl. Electronic Paper The Case of Negative Day-Ahead Electricity Prices
Energy Economics, Vol. 35, No. 1, 2013
Enzo Fanone , Andrea Gamba and Marcel Prokopczuk
Energetic Source Spa - Renova Group , Warwick Business School - University of Warwick and Zeppelin University - Institute of Corporate Management & Economics
Date Posted: May 13, 2011
Last Revised: January 25, 2013
Accepted Paper Series
184 downloads

Incl. Electronic Paper The Relation between Predictability and Complexity: Domestic and Public Consumption in the Romanian Economy
Romanian Journal of Economic Forecasting, Vol. 11, No. 3, pp, 34-46, 2009
Cornelia Scutaru , Corina Saman and cristian stanica
affiliation not provided to SSRN , Romanian Academy - Institute for Economic Forecasting and affiliation not provided to SSRN
Date Posted: May 13, 2011
Accepted Paper Series
10 downloads

Incl. Electronic Paper Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators
Gian Piero Aielli and Massimiliano Caporin
affiliation not provided to SSRN and University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: May 13, 2011
Working Paper Series
75 downloads

Incl. Electronic Paper Can Oil Prices Forecast Exchange Rates?
Economic Research Initiatives at Duke Working Paper No. 95
Domenico Ferraro , Barbara Rossi and Kenneth Rogoff
affiliation not provided to SSRN , Universitat Pompeu Fabra - ICREA and Harvard University - Department of Economics
Date Posted: May 12, 2011
Accepted Paper Series
561 downloads

Incl. Electronic Paper Detrending Persistent Predictors for Forecasting Stock Returns
International Conference of the French Finance Association (AFFI), May 11-13, 2011
Christophe Boucher and Bertrand B. Maillet
ESG and University of Orléans
Date Posted: May 12, 2011
Working Paper Series
97 downloads

Incl. Electronic Paper Efficient, Regression-Based Estimation of Dynamic Asset Pricing Models
FRB of New York Staff Report No. 493
Tobias Adrian , Richard K. Crump and Emanuel Moench
Federal Reserve Bank of New York , Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: May 12, 2011
Last Revised: March 30, 2012
Working Paper Series
67 downloads

Incl. Electronic Paper Estimating the Volatility of Electricity Prices: The Case of the England and Wales Wholesale Electricity Market
CERGE-EI Working Paper Series No. 439
Sherzod N. Tashpulatov
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: May 11, 2011
Last Revised: July 04, 2012
Working Paper Series
27 downloads

Incorporating Forward-Looking Market Data into Linear Multifactor Fundamental Models
The Journal of Risk, (3–34) Volume 14/, Number 4, Summer 2012,
Luiza Miranyan
Bloomberg L.P.
Date Posted: May 10, 2011
Last Revised: July 04, 2012
Accepted Paper Series
93 downloads

Incl. Electronic Paper Optimal Momentum: A Global Cross Asset Approach
Gary Antonacci
Portfolio Management Consultants
Date Posted: May 10, 2011
Last Revised: April 03, 2013
Working Paper Series
953 downloads

Incl. Electronic Paper Real Time Forecasts of Inflation: The Role of Financial Variables
MEF Working Paper No. 6
Libero Monteforte and Gianluca Moretti
Bank of Italy and Bank of Italy
Date Posted: May 10, 2011
Working Paper Series
25 downloads

Incl. Electronic Paper WALS Estimation and Forecasting in Factor-Based Dynamic Models with an Application to Armenia
CentER Discussion Paper Series No. 2011-054
J.R. Magnus and Karen Poghosyan
Tilburg University, CentER and Central Bank of Armenia
Date Posted: May 10, 2011
Working Paper Series
17 downloads

Incl. Electronic Paper Consistent Dynamic Affine Mortality Models for Longevity Risk Applications
UNSW Australian School of Business Research Paper No. 2011ACTL08
Craig Blackburn and Michael Sherris
University of New South Wales (UNSW) - School of Actuarial Studies and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: May 09, 2011
Last Revised: February 14, 2012
Accepted Paper Series
118 downloads

Incl. Electronic Paper FaMIDAS: A Mixed Frequency Factor Model with MIDAS Structure
Bank of Italy Temi di Discussione (Working Paper) No. 788
Cecilia Frale and Libero Monteforte
Government of the Italian Republic (Italy) - Department of the Treasury and Bank of Italy
Date Posted: May 09, 2011
Working Paper Series
30 downloads

Incl. Electronic Paper Latent Variables and Propensity Score Matching
Warsaw Univ. Faculty of Economic Sciences Working Paper No. 6/2010 (29)
Maciej Jakubowski
Warsaw University - Faculty of Economic Sciences
Date Posted: May 09, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper Statistical Properties of Derivatives: A Journey in Term Structures
International Conference of the French Finance Association (AFFI), May 11-13, 2011
Delphine Lautier and Franck Raynaud
University Paris Dauphine and University Paris Dauphine
Date Posted: May 09, 2011
Working Paper Series
51 downloads

Incl. Electronic Paper On the Importance of the Arrival of New Information
Estudios de Economía, Vol. 37, No. 2, pp. 207-215, December 2010,
Romulo A. Chumacero
affiliation not provided to SSRN
Date Posted: May 08, 2011
Accepted Paper Series
5 downloads


 

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