Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,272
Full Text Papers:
393,643
Authors:
226,678
Papers Received in Last 12 months:
68,942
Paper Downloads:
To date:
65,917,226
Last 12 months:
11,175,672
Last 30 days:
1,053,329
CiteReader: What's this?
Papers with Resolved References:
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation Links:
5,722,240
Papers with Resolved Footnotes:
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: C5
1,170,634 Total downloads
Showing Papers 1,501 - 1,550 of 5,953
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo2 in 4.157 seconds