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JEL Code: C5
1,169,338 Total downloads
Showing Papers 1,601 - 1,650 of 5,950
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Ensemble Properties of High Frequency Data and Intraday Trading Rules
Fulvio Baldovin
,
Francesco Camana
,
Massimiliano Caporin and
Attilio Stella
Date Posted: February 09, 2012164 downloads
Modeling Inflation in India: The Role of Money
N. Kundan Kishor
Date Posted: June 22, 2008164 downloads
Posterior Inference in Curved Exponential Families Under Increasing Dimensions MIT Department of Economics Working Paper No. 07-10
Alexandre Belloni
and
Victor Chernozhukov
Date Posted: March 13, 2007164 downloads
Stock Market Return, Order Flow and Financial Market Linkages
Jan-Magnus Moberg
and
Genaro Sucarrat
affiliation not provided to SSRN
Date Posted: February 27, 2007164 downloads
Generalized Hyperbolic Distributions and Brazilian Data Banco Central do Brasil Working Paper No. 52
José Fajardo and
Aquiles Farias
Date Posted: March 02, 2003163 downloads
Hedge Fund Managers' Market Timing Skills
Xin Li
and
Hany A. Shawky
Date Posted: February 21, 2013163 downloads
Marketing Models and the Lucas Critique ERIM Report Series Reference No. ERS-2004-080-MKT
Harald J. van Heerde ,
M. G. Dekimpe and
William P. Putsis Jr.
Date Posted: January 17, 2009163 downloads
Patent Continuations, Product Lifecycle Contraction and the Patent Scope Erosion - A New Insight into Patenting Trends Southern California Law Associations Intellectual Property Spring Seminar, June 8-10, 2007
Ron D. Katznelson
affiliation not provided to SSRN
Date Posted: July 19, 2007Last Revised: November 17, 2008163 downloads
Searching the eBay Marketplace CESifo Working Paper No. 1848
Katharina Sailer
Date Posted: December 05, 2006163 downloads
The Fed's Reaction to the Stock Market During the Great Depression: Fact or Artefact?
Pierre L. Siklos
Date Posted: November 03, 2005163 downloads
The Stability of Interest Rate Processes Working Paper Number 97-13
Robert R. Bliss and
David C. Smith
Date Posted: February 23, 1998163 downloads
Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of GARCH, Option Implied and Composite Forecast Models Banco de Mexico, Research Document No. 2006-04
Guillermo Benavides
Date Posted: December 17, 2008163 downloads
Can Investors Benefit from Market Transparency? An Asset Allocation Perspective
Ingmar Nolte
,
Richard Payne and
Michalis Vasios
Date Posted: April 24, 2011Last Revised: February 27, 2012162 downloads
Common Cents
Brooks Hamilton
Date Posted: May 05, 2008Last Revised: May 28, 2008162 downloads
Ideas in Algorithmic Trading and System Modeling for Pedestrians
Laurent Schoeffel
Date Posted: November 06, 2011162 downloads
Modelling the Daily Banknotes in Circulation in the Context of the Liquidity Management of the European Central Bank ECB Working Paper No. 142
Alberto Cabrero
,
Gonzalo Camba-Mendez ,
Astrid Hirsch
and
Fernando Nieto
Date Posted: January 20, 2003162 downloads
No Need To Run Millions Of Regressions CESifo Working Paper Series No. 288
Jakob de Haan and
Jan-Egbert Sturm
Date Posted: November 05, 2000162 downloads
On Forward-Looking Exchange Rates and Commodity Prices
Erkko Etula
affiliation not provided to SSRN
Date Posted: March 09, 2009Last Revised: March 19, 2009162 downloads
The Influence of Secrecy on the Communication Structure of Covert Networks CentER Discussion Paper No. 2008-23
Roy H. A. Lindelauf
,
Peter Borm and
Herbert Hamers
Date Posted: February 21, 2008162 downloads
The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data CERGE-EI Working Paper No. 349
Jan Hanousek ,
Evzen Kocenda and
Ali M. Kutan
Date Posted: March 26, 2008162 downloads
A Dynamic Inflation Hedging Trading Strategy Using a CPPI Journal of Finance & Risk Perspectives, Volume 1 (2) 2012 , 12th ACRN International Research Conference Proceeding 2012, Steyr , European Business Research Conference Proceedings 2012, Rome
Nicolas Fulli-Lemaire
Date Posted: April 02, 2012Last Revised: January 07, 2013161 downloads
A Multifactor Model of Stock Returns with Endogenous Regime Switching EFMA 2004 Basel Meetings Paper; University of St. Gallen Economics Discussion Paper No. 2004-01
Patrick Coggi
and
Bogdan Manescu
Date Posted: June 12, 2004161 downloads
A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models ECB Working Paper No. 674
Catherine Doz
,
Domenico Giannone and
Lucrezia Reichlin
Date Posted: September 12, 2006161 downloads
Co-Movements between Carbon, Energy and Financial Markets: A Multivariate GARCH Approach
Nicolas Koch
Date Posted: December 22, 2011161 downloads
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, 2011161 downloads
Evaluating Asset Pricing Models Using the Second Hansen-Jagannathan Distance
Haitao Li ,
Yuewu Xu and
Xiaoyan Zhang
Date Posted: March 25, 2008161 downloads
Forecast Comparison of Nonlinear Time Series Models of Us GDP: A Bayesian Approach
Dimitris Korobilis
Date Posted: November 19, 2009161 downloads
Forecasting Financial Statements Using Risk Management Associates Industry Data Business Education and Accreditation, Vol. 4, No. 1, pp. 123-134, 2012
Terrance Jalbert ,
James E. Briley
and
Mercedes Jalbert
Date Posted: February 26, 2012Last Revised: April 01, 2012161 downloads
Non-Negativity Conditions for the Hyperbolic GARCH Model Journal of Econometrics, Forthcoming, KOF Working Paper No. 162
Christian Conrad
Date Posted: May 17, 2007Last Revised: May 04, 2010161 downloads
Risk Aggregation, Dependence Structure and Diversification Benefit Stress Testing for Financial Institutions
Roland Bürgi
,
Michel M. Dacorogna and
Roger Iles
affiliation not provided to SSRN
Date Posted: September 06, 2009161 downloads
Sample Selection Model for Protest Votes in Contingent Valuation Analyses FEEM Working Paper No. 55.99
Pinuccia Calia and
Elisabetta Strazzera
Date Posted: June 06, 2000161 downloads
Stochastic Volatility and Stochastic Leverage CREATES Research Paper No. 2009-20
Almut Veraart
and
Luitgard A. M. Veraart
Date Posted: May 19, 2009Last Revised: September 28, 2011161 downloads
Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Tim Bollerslev ,
Natalia Sizova
and
George Tauchen
Date Posted: February 22, 2009161 downloads
An Empirical Analysis of the Dynamic Dependences in the European Corporate Credit Markets: Bonds vs. Credit Derivatives
Sergio Mayordomo
and
Juan Ignacio Peña
Date Posted: December 04, 2010Last Revised: November 12, 2012160 downloads
An Empirical Assessment of Empirical Corporate Finance
Zhichuan Frank Li and
Jeffrey L. Coles
Date Posted: March 15, 2012160 downloads
Calibration of Credit Spread Scenarios for Monte Carlo Simulations
Ludovic Dubrana
Date Posted: June 13, 2012Last Revised: June 16, 2012160 downloads
Concept and Mathematics of Islamic Financial Engineering 8th International Conference on Islamic Economics and Finance,
20 December 2011, Doha, Qatar
Nadi Serhan Aydin
and
Martin Rainer
Date Posted: August 06, 2012Last Revised: August 08, 2012160 downloads
Demand for M1 in Nigeria
Ayo Teriba
Date Posted: January 10, 2006160 downloads
Dynamic Uncertainty and Global Warming Risk FEEM Working Paper No. 80.99
Francesco Bosello and
Michele Moretto
Date Posted: March 05, 2000160 downloads
Equity Premium Predictions with Adaptive Macro Indexes FRB of New York Staff Report No. 475
Jennie Bai
Date Posted: October 16, 2010160 downloads
Estimating Tranche Spreads by Loss Process Simulation
Baeho Kim
and
Kay Giesecke
Date Posted: July 16, 2007160 downloads
Forecasting Economic Aggregates by Disaggregates ECB Working Paper No. 589
David F. Hendry and
Kirstin Hubrich
Date Posted: March 21, 2006160 downloads
Impact of Investor's Varying Risk Aversion on the Dynamics of Asset Price Fluctuations
Baosheng Yuan
and
Kan Chen
Date Posted: July 14, 2005160 downloads
The Determinants of Health Care Utilization in Portugal: An Approach with Count Data Models
João Cotter Salvado
Date Posted: February 24, 2008Last Revised: April 01, 2008160 downloads
Volatility, Correlation, and the Market Trend
Christoph Becker
and
Wolfgang M. Schmidt
Date Posted: September 05, 2012Last Revised: October 10, 2012160 downloads
Was Japan's Real Interest Rate Really Too High During the 1990s? The Role of the Zero Interest Rate Bound and Other Factors UC Santa Cruz International Economics Working Paper No. 03-21
Hiro Ito
Date Posted: April 14, 2004160 downloads
An Econometric Study of Vine Copulas
Dominique Guegan
and
Pierre André Maugis
Date Posted: April 17, 2010159 downloads
An Hourly Periodic State Space Model for Modelling French National Electricity Load Tinbergen Institute Discussion Paper No. 2008-008/4
V. Dordonnat
,
Siem Jan Koopman ,
Marius Ooms ,
A. Dessertaine
and
Jérôme Collet
Date Posted: January 23, 2008159 downloads
Estimating Continuous-Time Stochastic Volatility Models of the Short-Term Interest Rate: A Comparison of the Generalized Method of Moments and the Kalman Filter Review of Quantitative Finance and Accounting, Vol. 33, No. 4, 2009
Travis Sapp
Date Posted: September 03, 2009159 downloads
Impact of Foreign Institutional Investors on Dividend Policy in Korea: A Stock Market Perspective Journal of Financial Management and Analysis, Vol. 23, No. 1, January-June 2010
Shinae Kang
,
Wonsik Sul and
Soojung Kim
Date Posted: October 10, 2010Last Revised: October 20, 2010159 downloads
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