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SSRN eLibrary Statistics:

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Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
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  Last 12 months: 		68,942

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To date: 65,917,226
Last 12 months: 11,175,672
Last 30 days: 1,053,329

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  Footnotes: 		77,812
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SSRN eLibrary Search Results
JEL Code: C5
1,170,510 Total downloads
Showing Papers 1,581 - 1,630 of 5,953
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Incl. Fee Electronic Paper The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR
CEPR Discussion Paper No. DP8341
Sandra Eickmeier , Wolfgang Lemke and Massimiliano Giuseppe Marcellino
Deutsche Bundesbank , European Central Bank and European University Institute
Date Posted: April 20, 2011
Working Paper Series
4 downloads

Incl. Electronic Paper Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor
Center for Policy Research Working Paper No. 84
 Badi H. Baltagi and Dong Li
Syracuse University - Center for Policy Research and Kansas State University - Department of Economics
Date Posted: April 20, 2011
Working Paper Series
26 downloads

Incl. Electronic Paper Are Realized Volatility Models Good Candidates for Alternative Value at Risk Prediction Strategies?
 Dimitrios P. Louzis , Spyros Xanthopoulos-Sisinis and Apostolos N. Refenes
Athens University of Economics and Business , Athens University of Economics and Business - Department of Management Science and Technology and Athens University of Economics and Business - Financial Engineering Research Centre
Date Posted: April 19, 2011
Working Paper Series
108 downloads

Incl. Electronic Paper Inflation and the Monetary Transmission Mechanism in Belarus, 1996-2001
International Research Journal of Finance and Economics, No. 1, pp. 1-20, 2006
 Zeljko Bogetic and Zorica L. Mladenovic
World Bank and affiliation not provided to SSRN
Date Posted: April 19, 2011
Accepted Paper Series
24 downloads

Incl. Fee Electronic Paper Classical Time-Varying FAVAR Models - Estimation, Forecasting and Structural Analysis
CEPR Discussion Paper No. DP8321
 Sandra Eickmeier , Wolfgang Lemke and Massimiliano Giuseppe Marcellino
Deutsche Bundesbank , European Central Bank and European University Institute
Date Posted: April 18, 2011
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Leverage as a Predictor for Real Activity and Volatility
CEPR Discussion Paper No. DP8327
 Robert Kollmann and Stefan Zeugner
ECARES, Université Libre de Bruxelles and affiliation not provided to SSRN
Date Posted: April 18, 2011
Working Paper Series
3 downloads

Incl. Electronic Paper How Prediction Markets Can Save Event Studies
IZA Discussion Paper No. 5640
 Erik C. Snowberg , Justin Wolfers and Eric Zitzewitz
Stanford Graduate School of Business , University of Michigan at Ann Arbor - Department of Economics and Dartmouth College
Date Posted: April 18, 2011
Working Paper Series
26 downloads

Incl. Electronic Paper How Useful are Estimated DSGE Model Forecasts?
 Rochelle M. Edge and Refet S. Gurkaynak
Federal Reserve Board - Macroeconomic and Quantitative Studies Section and Bilkent University - Department of Economics
Date Posted: April 18, 2011
Working Paper Series
76 downloads

Incl. Electronic Paper Implications of Earnings Model Complexity to Costing Income Contingent Loans
 Tim Higgins
Australian National University (ANU) - College of Business and Economics
Date Posted: April 18, 2011
Working Paper Series
10 downloads

Incl. Electronic Paper The Accuracy of a Forecast Targeting Central Bank
Economics Discussion Paper No. 2011-6
 Nina Skrove Falch and Ragnar Nymoen
affiliation not provided to SSRN and University of Oslo - Department of Economics
Date Posted: April 18, 2011
Working Paper Series
11 downloads

Application of a Modified Generalized Regression Neural Networks Algorithm in Economics and Finance
International Journal of Advanced Research in Computer Science, Vol. 2, No. 2, 2011
 Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: April 17, 2011
Accepted Paper Series

Incl. Electronic Paper GARCH - Monte-Carlo Simulation Models with Wavelets Decomposition Algorithm for Stock Returns Prediction
International Journal of Computer Information Systems, Vol. 2, No. 3, 2011
 Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: April 17, 2011
Last Revised: April 29, 2011
Accepted Paper Series
172 downloads

Incl. Electronic Paper Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
 Dimitris Korobilis
University of Glasgow
Date Posted: April 17, 2011
Working Paper Series
41 downloads

Incl. Electronic Paper Ordinary Least Squares and Genetic Algorithms Optimization in Smoothing Transition Autoregressive (STAR) Models
International Journal of Computer Information Systems, Vol. 2, No. 3, 2011
 Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: April 17, 2011
Last Revised: April 29, 2011
Accepted Paper Series
49 downloads

Incl. Electronic Paper Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis
 Matthew Greenwood-Nimmo and Yongcheol Shin
University of Melbourne and University of Leeds - Leeds University Business School - Division of Economics
Date Posted: April 17, 2011
Last Revised: February 07, 2012
Working Paper Series
63 downloads

Incl. Electronic Paper Study of Discrete Choice Models and Artificial Intelligence Approaches in the Prediction of Economic Crises
International Journal of Computer Information Systems, Vol. 2, No. 3, 2011
 Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: April 17, 2011
Last Revised: April 29, 2011
Accepted Paper Series
39 downloads

Incl. Electronic Paper The Ultimate Irrelevance Proposition in Finance?
 George Andrew Karolyi
Cornell University - Johnson Graduate School of Management
Date Posted: April 16, 2011
Working Paper Series
312 downloads

Incl. Electronic Paper Nowcasting Inflation Using High Frequency Data
ECB Working Paper No. 1324
 Michele Modugno
Université Libre de Bruxelles (ULB)
Date Posted: April 15, 2011
Working Paper Series
36 downloads

Incl. Electronic Paper Statistical Modeling of Credit Default Swap Portfolios
 Rama Cont and Yu Hang (Gabriel) Kan
Imperial College London and Barclays Capital
Date Posted: April 14, 2011
Last Revised: April 25, 2011
Working Paper Series
678 downloads

Incl. Electronic Paper New Measures of Monetary Policy Surprises and Jumps in Interest Rates
Journal of Banking and Finance, Forthcoming
 Szabolcs Sebestyén and Angel Leon
ISCTE-IUL and Universidad de Alicante
Date Posted: April 13, 2011
Last Revised: May 15, 2012
Accepted Paper Series
51 downloads

Incl. Electronic Paper Structural Reforms and Macroeconomic Performance in the Euro Area Countries: A Model-Based Assessment
ECB Working Paper No. 1323
 Sandra Gomes , Pascal Jacquinot , Matthias F. Mohr and Massimiliano Pisani
Bank of Portugal , European Central Bank (ECB) , European Central Bank (ECB) and Bank of Italy
Date Posted: April 13, 2011
Working Paper Series
26 downloads

Incl. Electronic Paper Fama French Factors and US Stock Return Predictability
 Ekaterini Panopoulou and Sotiria Plastira
University of Piraeus - Department of Statistics and Insurance Science and University of Piraeus - Department of Statistics and Insurance Science
Date Posted: April 12, 2011
Working Paper Series
145 downloads

Incl. Electronic Paper Forecasting the U.S. Term Structure of Interest Rates Using a Macroeconomic Smooth Dynamic Factor Model
International Journal of Forecasting, Forthcoming
 Siem Jan Koopman and Michel van der Wel
VU University Amsterdam and Erasmus University Rotterdam
Date Posted: April 12, 2011
Last Revised: December 10, 2012
Working Paper Series
120 downloads

Incl. Electronic Paper Minimax Regression Quantiles
 Stefan Holst Bache
Aarhus University, CREATES
Date Posted: April 12, 2011
Working Paper Series
32 downloads

New Evidence About Regional Income Divergence in China
China Economic Review, Vol. 21, No. 2, pp. 293-309, June 2011
 Chi Keung Marco Lau
affiliation not provided to SSRN
Date Posted: April 12, 2011
Accepted Paper Series

Incl. Electronic Paper Forecasting VIX
Journal of Money, Investment and Banking, No. 4, 2008
 Stavros Antonios Degiannakis
University of Portsmouth
Date Posted: April 11, 2011
Accepted Paper Series
75 downloads

Incl. Electronic Paper How Prediction Markets Can Save Event Studies
CAMA Working Paper No. 07/2011
 Erik Snowberg , Justin Wolfers and Eric Zitzewitz
California Institute of Technology - Division of the Humanities and Social Sciences , University of Michigan at Ann Arbor - Department of Economics and Dartmouth College
Date Posted: April 11, 2011
Working Paper Series
7 downloads

Incl. Electronic Paper Monetary Policy Rules and Business Cycle in China: Bayesian DSGE Model Simulation
 Lixin Sun and Somnath Sen
Center for Economic Research, Shandong University and University of Birmingham - Department of Economics
Date Posted: April 11, 2011
Last Revised: November 24, 2011
Working Paper Series
245 downloads

Incl. Electronic Paper Noncausality and Asset Pricing
Helsinki Center of Economic Research Discussion Paper No. 323
 Matthijs Lof
University of Helsinki - Department of Political and Economic Studies
Date Posted: April 11, 2011
Working Paper Series
48 downloads

Incl. Electronic Paper The ECB's New Multi-Country Model for the Euro Area: NMCM - Simulated with Rational Expectations
ECB Working Paper No. 1315
 Alistair Dieppe , Alberto Gonzalez Pandiella and Alpo Willman
European Central Bank (ECB) , European Central Bank (ECB) and affiliation not provided to SSRN
Date Posted: April 11, 2011
Working Paper Series
36 downloads

Incl. Electronic Paper The ECB's New Multi-Country Model for the Euro Area: NMCM - With Boundedly Rational Learning Expectations
ECB Working Paper No. 1316
 Alistair Dieppe , Alberto Gonzalez Pandiella , Stephen G. Hall and Alpo Willman
European Central Bank (ECB) , European Central Bank (ECB) , University of Leicester - Department of Economics and affiliation not provided to SSRN
Date Posted: April 11, 2011
Working Paper Series
39 downloads

Incl. Electronic Paper Portfolio Allocation of Hedge Funds
 Benjamin Bruder , Serge Darolles , Abdul K. Koudiraty and Thierry Roncalli
affiliation not provided to SSRN , Université Paris-Dauphine - DRM-CEREG , affiliation not provided to SSRN and Universite d'Evry
Date Posted: April 10, 2011
Working Paper Series
306 downloads

Unifying Commercial Laws of Nation States Coordination of Legal Systems and Economic Growth
METEOR RM/02/029
 P. Jean-Jacques Herings and Arnald J. Kanning
Maastricht University and Maastricht University - Department of Economics
Date Posted: April 09, 2011
Last Revised: April 12, 2011
Working Paper Series

Incl. Electronic Paper Forecasting the Polish Zloty with Non-Linear Models
 Michal Rubaszek , Pawel Skrzypczynski and Grzegorz Koloch
National Bank of Poland , National Bank of Poland and National Bank of Poland
Date Posted: April 08, 2011
Working Paper Series
18 downloads

Modeling Spatial Discrete Choice
Regional Science and Urban Economics, Vol. 40, No. 5, 2010
 Oleg A. Smirnov
University of Toledo - Department of Economics
Date Posted: April 08, 2011
Accepted Paper Series

Incl. Electronic Paper Social Protection and Economic Growth in the Sudan: Trends and Perspectives
 Hisham Mohamed Hassan Ali
University of Khartoum - Faculty of Economic and Social Studies
Date Posted: April 08, 2011
Working Paper Series
42 downloads

Incl. Electronic Paper Trends and Correlates of Remittances to India
 Poonam Gupta and Karan Singh B.
affiliation not provided to SSRN and ICRIER
Date Posted: April 07, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper An Analysis of Growth and Inequality in Sudan: Cointegration and Causality Evidence (1956-2003)
 Hisham Mohamed Hassan Ali
University of Khartoum - Faculty of Economic and Social Studies
Date Posted: April 06, 2011
Working Paper Series
27 downloads

Incl. Electronic Paper Performance Implications of Core and Complementary Pre-Entry Experience: The Role of Consumer Heterogeneity in Mobile Telephony
ESMT Working Paper No. 11-03 (R2)
 J.P. Eggers , Michal Grajek and Tobias Kretschmer
New York University (NYU) - Leonard N. Stern School of Business , ESMT European School of Management and Technology and Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
Date Posted: April 06, 2011
Last Revised: August 12, 2012
Working Paper Series
126 downloads

Incl. Electronic Paper A Tangent Linear Approach in Technical Trading Strategy: The Use of Convexity Path in Stock Market Indices
Operational Research, Forthcoming
 Dionisis Th. Philippas and Costas Siriopoulos
Joint Research Center of the European Commission and University of Patras - Business Administration
Date Posted: April 05, 2011
Last Revised: January 19, 2013
Accepted Paper Series
50 downloads

Incl. Electronic Paper Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions
Ruhr Economic Paper No. 243
 Ansgar Hubertus Belke and Christian Gokus
University of Duisburg-Essen - Department of Economics and University of Duisburg-Essen, Department of Economics
Date Posted: April 05, 2011
Working Paper Series
72 downloads

Incl. Electronic Paper Greek Meat Supply Response and Price Volatility in a Rational Expectations Framework: A Multivariate GARCH Approach
European Review of Agricultural Economics, Forthcoming
Anthony N. Rezitis and Konstantinos S. Stavropoulos
University of Western Greece - Department of Business Administration of Food and Agricultural Products and affiliation not provided to SSRN
Date Posted: April 04, 2011
Accepted Paper Series
22 downloads

Incl. Electronic Paper Adiabatic Genesis of Extreme Volatility Winter Regimes: Dynamic Moment Analysis of Non-Stationary Temperature Data for the Midwestern Natural Gas Market
 Cornelis A. Los and Jennifer Zhou
Alliant School of Management and Peters & Co., Ltd
Date Posted: March 31, 2011
Working Paper Series
16 downloads

Incl. Electronic Paper Credit Crisis and the Price of Gold: Evidence from a Forecast Based Modified Granger Causality Model
 Pavan Gadiraju
affiliation not provided to SSRN
Date Posted: March 31, 2011
Working Paper Series
166 downloads

Incl. Electronic Paper Out-of-Sample Forecast Tests Robust to the Window Size Choice
Economic Research Initiatives at Duke Working Paper No. 94
 Barbara Rossi and Atsushi Inoue
Universitat Pompeu Fabra - ICREA and North Carolina State University - Department of Agricultural & Resource Economics
Date Posted: March 29, 2011
Accepted Paper Series
102 downloads

Incl. Electronic Paper The Low-Frequency Impact of Daily Monetary Policy Shocks
Federal Reserve Bank of St. Louis Working Paper Series 2011-009B
 Neville Francis , Eric Ghysels and Michael Owyang
University of North Carolina (UNC) at Chapel Hill - Department of Economics , University of North Carolina (UNC) at Chapel Hill - Department of Economics and Federal Reserve Bank of St. Louis - Research Division
Date Posted: March 28, 2011
Last Revised: September 18, 2012
Working Paper Series
35 downloads

Incl. Electronic Paper Non-Parametric and Semi-Parametric Asset Pricing
Economic Modeling, Vol. 28, No. 3, pp. 1150-1162, 2011
 Péter Erdos , Mihály Ormos and Dávid Zibriczky
Budapest University of Technology and Economics , Budapest University of Technology and Economics - Department of Finance and affiliation not provided to SSRN
Date Posted: March 27, 2011
Accepted Paper Series
58 downloads

Incl. Electronic Paper Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?
Melbourne Institute Working Paper No. 1/11
 Chew Lian Chua , Sandy Suardi and Sarantis Tsiaplias
University of Melbourne - Melbourne Institute of Applied Economic and Social Research , La Trobe University and University of Melbourne - Melbourne Institute of Applied Economic and Social Research
Date Posted: March 27, 2011
Working Paper Series
64 downloads

Incl. Electronic Paper Volatility Patterns of CDs, Bond and Stock Markets Before and During the Financial Crisis: Evidence from Major Financial Institutions
DIW Berlin Discussion Paper No. 1107
 Ansgar Hubertus Belke and Christian Gokus
University of Duisburg-Essen - Department of Economics and University of Duisburg-Essen, Department of Economics
Date Posted: March 27, 2011
Working Paper Series
138 downloads

Incl. Electronic Paper Multiperiod Corporate Default Prediction - A Forward Intensity Approach
 Jin-Chuan Duan , Jie Sun and Tao Wang
National University of Singapore (NUS) - Business School and Risk Management Institute , Oversea-Chinese Banking Corporation Limited and National University of Singapore (NUS) - Department of Finance
Date Posted: March 26, 2011
Last Revised: May 18, 2012
Working Paper Series
174 downloads


 

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