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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 556,911
Full Text Papers: 459,698
Authors: 258,523
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  Last 12 months:
63,914

Paper Downloads:
To date: 77,399,631
Last 12 months: 9,687,132
Last 30 days: 656,693

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  Resolved
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260,713
Total References: 9,009,750
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Total Citation
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5,937,149
Papers with
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  Footnotes:
89,535
Total Footnotes: 9,142,891


SSRN eLibrary Search Results
JEL Code: C52
320,312 Total downloads
Showing Papers 1,501 - 1,550 of 1,902
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Incl. Electronic Paper Score Driven Exponentially Weighted Moving Average and Value-at-Risk Forecasting
Tinbergen Institute Discussion Paper No. 14-092/IV/DSF77
Andre Lucas
VU University Amsterdam - Faculty of Economics and Business
Date Posted: July 26, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Does the Probability of Informed Trading Model Fit Empirical Data?
Quan Gan , Wang Chun Wei and David James Johnstone
University of Sydney - Discipline of Finance , AustralianSuper and University of Sydney - Discipline of Finance
Date Posted: July 26, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Construction of Value-at-Risk Forecasts Under Different Distributional Assumptions within a BEKK Framework
Manuela Braione and Nicolas K. Scholtes
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Date Posted: July 24, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Empirical Evidence in Solow's Growth Model
Rafael Serrano Quintero
University of Seville - Department Economia Aplicada I
Date Posted: July 22, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper ICT and Non-ICT Investments: Short and Long Run Macro Dynamics
Quaderni - Working Paper DSE N° 956,
Fabio Bacchini , Maria Elena Bontempi , Roberto Golinelli and Cecilia Jona Lasinio
Italian Statistical Institute , University of Bologna - Department of Economics , University of Bologna - Department of Economics and Italian Statistical Institute
Date Posted: July 18, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland
Swiss Finance Institute Research Paper No. 14-44
Diego Ardila , Dorsa Sanadgol , Peter Cauwels and Didier Sornette
ETH Zurich , ETH Zurich , ETH Zürich and Swiss Finance Institute
Date Posted: July 12, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
CAMA Working Paper No. 51/2014
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: July 12, 2014
Last Revised: July 21, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates
William D. Larson
Government of the United States of America - Bureau of Economic Analysis (BEA)
Date Posted: July 12, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper FVA, The Fake Debate: Why Are They Still Debating?
Christian Kamtchueng
Barclays Capital
Date Posted: July 11, 2014
Last Revised: July 15, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Structural Labor Supply Models and Wage Exogeneity
ZEW - Centre for European Economic Research Discussion Paper No. 14-040
Max Loeffler , Andreas Peichl and Sebastian Siegloch
Centre for European Economic Research (ZEW) , Centre for European Economic Research (ZEW) and Institute for the Study of Labor (IZA)
Date Posted: July 10, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Financial Services to the Unbanked: The Case of the Mzansi Intervention in South Africa
Contemporary Economics, Vol. 8, No. 2, pp. 191-206, 2014
Philip Kostov , Thankom Gopinath Arun and Samuel Kobina Annim
University of Central Lancashire , University of Central Lancashire and University of Central Lancashire - Lancashire Business School
Date Posted: July 10, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Liquidity Premium and Return Predictability in U.S. Inflation-Linked Bonds Market
Karoll Gomez
Toulouse School of Economics
Date Posted: July 09, 2014
Last Revised: July 10, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Public Information Arrival and Stock Return Volatility: Evidence from News Sentiment and Markov Regime-Switching Approach
Yanlin Shi , Kin-Yip Ho and Wai-Man (Raymond) Liu
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics , The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and School of Finance, Actuarial Studies & Applied Statistics, Australian National University
Date Posted: July 08, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Structural Labor Supply Models and Wage Exogeneity
IZA Discussion Paper No. 8281
Max Loeffler , Andreas Peichl and Sebastian Siegloch
Centre for European Economic Research (ZEW) , Centre for European Economic Research (ZEW) and Institute for the Study of Labor (IZA)
Date Posted: July 05, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The VIX, the Variance Premium and Stock Market Volatility
ECB Working Paper No. 1675
Geert Bekaert and Marie Hoerova
Columbia Business School - Finance and Economics and European Central Bank (ECB)
Date Posted: July 04, 2014
Working Paper Series
36 downloads

Incl. Electronic Paper A Combined Approach to the Inference of Conditional Factor Models
Yan Li , Liangjun Su and Yuewu Xu
Temple University - Department of Finance , Singapore Management University and Fordham University Schools of Business
Date Posted: June 28, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Do Media Data Help to Predict German Industrial Production?
DIW Berlin Discussion Paper No. 1393
Konstantin A. Kholodilin , Tobias Thomas and Dirk Ulbricht
German Institute for Economic Research (DIW Berlin) , Heinrich Heine Universität Dusseldorf and German Institute for Economic Research (DIW)
Date Posted: June 27, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry
Swiss Finance Institute Research Paper No. 14-42
Angie Andrikogiannopoulou and Filippos Papakonstantinou
University of Geneva and Imperial College London
Date Posted: June 25, 2014
Last Revised: July 28, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper A Tool for Distributed Meta-Analysis
James A Rising and Solomon M. Hsiang
Columbia University - School of International & Public Affairs (SIPA) and University of California, Berkeley
Date Posted: June 24, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Specification Analysis of International Treasury Yield Curve Factors
Banque de France Working Paper No. 490
Fulvio Pegoraro , Andrew F. Siegel and Luca Tiozzo Pezzoli
Banque de France - Economics and Finance Research Center , University of Washington - Department of Finance and Business Economics and Banque de France
Date Posted: June 20, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Two-Part Models for Fractional Responses Defined as Ratios of Integers
WIFO Working Papers, No. 472
Harald Oberhofer and Michael Pfaffermayr
University of Salzburg - Department of Economics and Social Sciences and University of Innsbruck - Department of Economics
Date Posted: June 19, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Unconventional Monetary Policy and Money Demand
DIW Berlin Discussion Paper No. 1382
Christian Dreger and Jürgen Wolters
German Institute for Economic Research (DIW Berlin) and Free University of Berlin (FUB)
Date Posted: June 19, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Use of Econometric Models for Long-Term Policies: A Critical View
PSL Quarterly Review, Vol. 66 No. 266, pp. 267-290, anno 2013
Luigi Spaventa
University of Rome
Date Posted: June 18, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment
Banque de France Working Paper No. 489
Fulvio Pegoraro , Andrew F. Siegel and Luca Tiozzo Pezzoli
Banque de France - Economics and Finance Research Center , University of Washington - Department of Finance and Business Economics and Banque de France
Date Posted: June 17, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Sensitivity of the Bank Stock Returns Distribution to Changes in the Level and Volatility of Interest Rate: A GARCH-M Model
Journal of Banking & Finance 22 (1998) 535-563, Fox School of Business Research Paper
Elyas Elyasiani and Iqbal Mansur
Temple University - Department of Finance and Widener University - School of Business Administration
Date Posted: June 17, 2014
Accepted Paper Series
12 downloads

Incl. Electronic Paper Mapping Local Productivity Advantages in Italy: Industrial Districts, Cities or Both?
Journal of Economic Geography, 14(2), pp. 365-394, 2014
Valter Di Giacinto , Matteo Gomellini , Giacinto Micucci and Marcello Pagnini
Bank of Italy , Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: June 15, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Jackknife Model Averaging for Quantile Regressions
Xun Lu and Liangjun Su
HKUST and Singapore Management University
Date Posted: June 14, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Does the Short Rate Revert to its Mean in the Risk-Neutral World?
Chia Chun Lo and Konstantinos Skindilias
University of Macau - Department of Finance and Business Economics and University of Greenwich, CMS
Date Posted: June 07, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Variance Risk Premium Dynamics in Equity and Option Markets
Laurent Barras and Aytek Malkhozov
McGill University - Desautels Faculty of Management and McGill University
Date Posted: June 06, 2014
Working Paper Series
39 downloads

Incl. Electronic Paper Forecasting Recessions in Real Time
Norges Bank Working Paper 2014 | 02
Knut Are Aastveit , Anne Sofie Jore and Francesco Ravazzolo
Central Bank of Norway , Central Bank of Norway and Norges Bank
Date Posted: June 05, 2014
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Joint Confidence Sets for Structural Impulse Responses
CEPR Discussion Paper No. DP9892
Atsushi Inoue and Lutz Kilian
Southern Methodist University and University of Michigan at Ann Arbor - Department of Economics
Date Posted: June 02, 2014
Working Paper Series

Incl. Electronic Paper VAR and ES/CVAR Dependence on Data Cleaning and Data Models: Analysis and Resolution
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: May 31, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Testing the Diagonality of a Large Covariance Matrix in a Regression Setting
Wei Lan , Ronghua Luo , Chih-Ling Tsai , Hansheng Wang and Yunhong Yang
Peking University - Guang Hua School of Management , Southwestern University of Finance and Economics (SWUFE) - School of Finance , University of California, Davis - Graduate School of Management , Peking University - Guanghua School of Management and Peking University - Guang Hua School of Management
Date Posted: May 14, 2014
Working Paper Series
33 downloads

Incl. Electronic Paper The Distribution of Microstructure Noise for the S&P 500 Index
Stephen J. Taylor
Lancaster University - Department of Accounting and Finance
Date Posted: May 13, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Sentiment in the EU Emissions Trading Scheme
Peter Deeney , Mark Cummins , Michael M. Dowling and Adam Bermingham
Dublin City University Business School , Dublin City University Business School , Dublin City University Business School and Dublin City University - The INSIGHT Centre for Data Analytics
Date Posted: May 07, 2014
Last Revised: May 20, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper An Econometric Perspective Social Spending and Economic Growth in the Sudan
Hisham Mohamed Hassan Ali
University of Khartoum - Faculty of Economic and Social Studies
Date Posted: May 07, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper New Entropy Restrictions and the Quest for Better Specified Asset Pricing Models
Charles A. Dice Center Working Paper No. 2014-07, Fisher College of Business Working Paper No. 2014-03-007, Robert H. Smith School Research Paper No. RHS 2432966
Gurdip Bakshi and Fousseni Chabi-Yo
University of Maryland - Robert H. Smith School of Business and Ohio State University (OSU) - Fisher College of Business
Date Posted: May 06, 2014
Last Revised: June 20, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper The Dynamic Market-Derived Capital Pricing Model: Theoretical Foundations and Empirical Analysis
Chawki Mouelhi and Jacques Saint-Pierre
University of Quebec at Rimouski - Department of Management Sciences and Laval University
Date Posted: May 03, 2014
Working Paper Series
116 downloads

Incl. Electronic Paper Considering Effects of Risk Distribution Among Project Participants on Its Investment Potential
Yuriy Trifonov , Sergey Yashin and Egor Koshelev
Lobachevsky State University of Nizhni Novgorod , Lobachevsky State University of Nizhni Novgorod and Lobachevsky State University of Nizhni Novgorod
Date Posted: May 02, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper The Effects of Family Policy on Mothers’ Labor Supply: Combining Evidence from a Structural Model and a Natural Experiment
SOEPpaper No. 645, DIW Berlin Discussion Paper No. 1366
Johannes Geyer , Peter Haan and Katharina Wrohlich
German Institute for Economic Research (DIW Berlin) , DIW Berlin, German Institute for Economic Research and DIW Berlin, German Institute for Economic Research
Date Posted: April 30, 2014
Last Revised: May 06, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Generalized Risk Premia
Swiss Finance Institute Research Paper No. 14-29
Paul Schneider
University of Lugano - Institute of Finance
Date Posted: April 27, 2014
Working Paper Series
44 downloads

Incl. Electronic Paper Analyzing Hedging Strategies for Fixed Income Portfolios: A Bayesian Approach for Model Selection
Wolfgang Bessler , Alexander Leonhardt and Dominik Wolff
Justus-Liebig-University Giessen , Justus Liebig University Giessen and Justus Liebig University Giessen
Date Posted: April 26, 2014
Working Paper Series
69 downloads

Incl. Electronic Paper Calibration of a Stock's Beta Using Options Prices
Sofiene El Aoud and Frederic Abergel
Ecole Centrale Paris - Laboratory of Mathematics Applied to Systems and Ecole Centrale Paris
Date Posted: April 23, 2014
Last Revised: July 23, 2014
Working Paper Series
111 downloads

Incl. Electronic Paper Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach
Nima Nonejad
Aarhus University and CREATES
Date Posted: April 23, 2014
Last Revised: July 16, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks
Nima Nonejad
Aarhus University and CREATES
Date Posted: April 21, 2014
Last Revised: July 16, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper What Do We Learn from Two New Accounting-Based Stock Market Anomalies?
Journal of Accounting and Economics, Vol. 38, Nos. 1-3, 2004
Sudipta Basu
Temple University - Department of Accounting
Date Posted: April 20, 2014
Accepted Paper Series
11 downloads

Incl. Electronic Paper Discussion of 'Conditional and Unconditional Conservatism: Concepts and Modeling'
Review of Accounting Studies, Vol. 10, No. 2/3, 2005
Sudipta Basu
Temple University - Department of Accounting
Date Posted: April 20, 2014
Accepted Paper Series
42 downloads

Incl. Electronic Paper Simulation as a Stock Market Backtesting Tool
Tony Cooper
Double-Digit Numerics
Date Posted: April 17, 2014
Working Paper Series
216 downloads

Incl. Electronic Paper Correlation Breakdown and the Influence of Correlations on VaR
Andreas P. Nawroth , Fabrizio Anfuso and Fredrik Akesson
Credit Suisse AG , Credit Suisse AG and Credit Suisse AG
Date Posted: April 17, 2014
Working Paper Series
37 downloads

Incl. Electronic Paper Shock Elasticities and Impulse Responses
Jaroslav Borovička , Lars Peter Hansen and Jose A. Scheinkman
New York University (NYU) - Department of Economics , University of Chicago - Department of Economics and Columbia University
Date Posted: April 17, 2014
Last Revised: April 25, 2014
Working Paper Series
43 downloads


 

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