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Abstracts: 489,519
Full Text Papers: 398,394
Authors: 228,766
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  Last 12 months: 		69,683

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Last 30 days: 844,040

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SSRN eLibrary Search Results
JEL Code: C51
363,731 Total downloads
Showing Papers 161 - 210 of 1,840
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Incl. Electronic Paper Stock Prices in an Artificial Stock Market with Optimistic and Pessimistic Agents
Herbert Kimura , Fabiano Guasti Lima , Luiz C. J. Perera and Roberto Borges Kerr
Mackenzie Presbiterian University , University of Sao Paulo (USP) , Mackenzie Presbyterian University and Mackenzie Presbyterian University
Date Posted: September 16, 2012
Working Paper Series
18 downloads

Incl. Fee Electronic Paper Automated Model Selection in Finance: General‐To‐Specific Modelling of the Mean and Volatility Specifications
Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 5, pp. 716-735, 2012
 Genaro Sucarrat and Alvaro Escribano
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: September 12, 2012
Accepted Paper Series

Incl. Electronic Paper A Computationally Efficient Fixed Point Approach to Structural Estimation of Aggregate Demand
Rotman School of Management Working Paper No. 2140617
 Yutec Sun and Masakazu Ishihara
University of Toronto - Rotman School of Management and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: September 04, 2012
Last Revised: February 12, 2013
Working Paper Series
93 downloads

Incl. Electronic Paper Determining Countries' Tax Effort
Hacienda Pública Española/Revista de Economía Pública, 195-(4/2010): 65-87,
Carola Pessino and Ricardo Fenochietto
Universidad del CEMA and International Monetary Fund (IMF) - Fiscal Affairs Department
Date Posted: September 04, 2012
Accepted Paper Series
45 downloads

Incl. Electronic Paper On Italy's Economic Mechanism
 György Simon Jr.
Corvinus University of Budapest
Date Posted: September 03, 2012
Last Revised: April 29, 2013
Working Paper Series
29 downloads

An Industry-Based Prediction Model for Regional Unemployment Rates Based on Officially Available Data
Lecture Notes in Information Technology, Vol. 21, 2012
 Adrian Otoiu , Emilia Titan and Remus Dumitrescu
Academy of Economic Studies , Academy of Economic Studies and University of Bucharest
Date Posted: September 02, 2012
Accepted Paper Series

Incl. Electronic Paper A Plug-In Averaging Estimator for Regressions with Heteroskedastic Errors
 Chu-An Liu
National University of Singapore (NUS)
Date Posted: August 30, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper The Term Structure of Variance Swaps, Risk Premia and the Expectation Hypothesis
 Yacine Ait-Sahalia , Mustafa Karaman and Loriano Mancini
Princeton University - Department of Economics , University of Zurich - Swiss Banking Institute (ISB) and Ecole Polytechnique Fédérale de Lausanne
Date Posted: August 27, 2012
Working Paper Series
379 downloads

Incl. Electronic Paper Revisiting the Fractional Cointegrating Dynamics of Implied-Realized Volatility Relation with Wavelet Band Spectrum Regression
 Jozef Barunik and Michaela Barunikova
Charles University in Prague - Institute of Economic Studies and Academy of Sciences of the Czech Republic
Date Posted: August 24, 2012
Last Revised: February 18, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper Durable Matters? An Alternative Measure of Consumption Risk
25th Australasian Finance and Banking Conference 2012
 Rui Cui
University of Chicago - Booth School of Business (Finance Authors)
Date Posted: August 21, 2012
Working Paper Series
82 downloads

Incl. Electronic Paper A Note on the Vasicek’s Model with the Logistic Distribution
 Jiri Witzany
University of Economics
Date Posted: August 20, 2012
Working Paper Series
53 downloads

Incl. Electronic Paper Modeling Influence of Product Quality and Grower Reputation on Prices in Dutch Flower Auctions
 Alexander Slutsky and Yehiel Steinmetz
University of Haifa - Golan Research Institute and Israeli Ministry of Agriculture
Date Posted: August 16, 2012
Working Paper Series
13 downloads

A Model Structure of the Nigerian Palm Kernel Market
DECISION: Journal of Indian Institute of Management, Calcutta, Vol. 20, No. 9, pp.163-173, July -September 1993
 Uchechi Rex Ogbuagu
University of Calabar
Date Posted: August 14, 2012
Accepted Paper Series

Incl. Electronic Paper Asset Correlation and Credit Quality: The Basel Assumption
 Mohammad Zanganeh and Robert A. Jones
BMO Financial Group and Simon Fraser University (SFU) - Department of Economics
Date Posted: August 13, 2012
Last Revised: January 02, 2013
Working Paper Series
120 downloads

Incl. Electronic Paper Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach
IMF Working Paper No. 12/149
 Francis Vitek
International Monetary Fund (IMF)
Date Posted: August 10, 2012
Working Paper Series
21 downloads

Incl. Electronic Paper Modeling Default Correlation in a US Retail Loan Portfolio
25th Australasian Finance and Banking Conference 2012
 Dennis Bams , Magdalena Pisa and Christian C. P. Wolff
University of Maastricht - Limburg Institute of Financial Economics (LIFE) , Maastricht University - Limburg Institute of Financial Economics (LIFE) and University of Luxembourg - Luxembourg School of Finance
Date Posted: August 09, 2012
Last Revised: April 04, 2013
Working Paper Series
75 downloads

Incl. Electronic Paper Estimating Structural Models of Equilibrium and Cognitive Hierarchy Thinking in the Field: The Case of Withheld Movie Critic Reviews
Management Science, Forthcoming
 Alexander L. Brown , Colin Camerer and Dan Lovallo
Texas A&M University - Department of Economics , California Institute of Technology - Division of the Humanities and Social Sciences and University of Western Australia
Date Posted: August 08, 2012
Accepted Paper Series
10 downloads

Incl. Electronic Paper 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
Institute of Applied Mathematics, Middle East Technical University and ENAMEC Institute
Date Posted: August 06, 2012
Last Revised: August 08, 2012
Working Paper Series
167 downloads

Incl. Electronic Paper A Comment on Econometric Information Recovery and Inference from Indirect Noisy Economic Data
 George Judge
University of California, Berkeley - Department of Agricultural & Resource Economics
Date Posted: August 04, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models
 Jorge E. Galán , Helena Veiga and Mike Wiper Sr.
Universidad Carlos III de Madrid - Department of Statistics and Econometrics , Universidad Carlos III de Madrid - Department of Statistics and Econometrics and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Date Posted: July 27, 2012
Working Paper Series
16 downloads

Incl. Electronic Paper Long-Term Real Interest Rates: The G7 Affair Revisited
 Christos F. Stournaras
Independent
Date Posted: July 19, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Analyzing Determinants of Foreclosure of Middle-Income Borrowers of Color in the Atlanta, GA Metropolitan Area
GMU School of Public Policy Research Paper No. 2013-01
 Katrin B. Anacker , James H. Carr and Archana Pradhan
George Mason University - School of Public Policy , Federal National Mortgage Association (Fannie Mae) and National Community Reinvestment Coalition (NCRC)
Date Posted: July 15, 2012
Working Paper Series
41 downloads

Incl. Electronic Paper A Discrete Time Series Model for High Frequency Financial Data
 Heather Eunice Mitchell
RMIT University - School of Economics, Finance and Marketing
Date Posted: July 02, 2012
Working Paper Series
64 downloads

Incl. Electronic Paper The Export Engine of Growth and Neoliberal Reforms in Sri Lanka
Asian Profile Vol. 29, No.4, August 2001
 Neil Dias Karunaratne
University of Queensland - School of Economics
Date Posted: July 02, 2012
Accepted Paper Series
8 downloads

Incl. Electronic Paper Regime-Shifts and Post-Float Inflation Dynamics of Australia
Economic Modelling, Vol. 28, 2011
 Neil Dias Karunaratne
University of Queensland - School of Economics
Date Posted: June 30, 2012
Accepted Paper Series
9 downloads

Liquidity and Information Asymmetry in the Real Estate Market
Journal of Real Estate Finance and Economics, Vol. 45, No. 1, 2012
 Siu Kei Wong , Chung Yim Edward Yiu and K.W. Chau
University of Hong Kong , University of Hong Kong - Department of Real Estate and Construction and The University of Hong Kong
Date Posted: June 27, 2012
Accepted Paper Series

Residential Mobility Decisions in Japan: Effects of Housing Equity Constraints and Income Shocks Under the Recourse Loan System
Journal of Real Estate Finance and Economics, Vol. 45, No. 1, 2012
 Miki Seko , Kazuto Sumita and Michio Naoi
Keio University - Faculty of Economics , Kanazawa Seiryo University and Tokyo University of Marine Science and Technology
Date Posted: June 27, 2012
Accepted Paper Series

Incl. Electronic Paper A Rapid Informatization Strategy for Australia - An Impact Analysis
Economic Systems Research , Vol. 1, No. 4, 1989
 Neil Dias Karunaratne
University of Queensland - School of Economics
Date Posted: June 26, 2012
Accepted Paper Series
6 downloads

Incl. Electronic Paper Generating Alpha Through Hedge Fund Investing: Effective Investment Template for Hedge Fund Investment
 Bijon Pani
affiliation not provided to SSRN
Date Posted: June 22, 2012
Working Paper Series
156 downloads

Incl. Electronic Paper Model Selection Using Database Characteristics: Classification Methods and an Application to the 'HMM and Its Children'
 Eric M. Schwartz , Eric Bradlow and Peter Fader
University of Pennsylvania - Marketing Department , University of Pennsylvania - Marketing Department and University of Pennsylvania - Marketing Department
Date Posted: June 18, 2012
Working Paper Series
724 downloads

Incl. Electronic Paper A Predictive Theory for the Calibration of Physical Functioning Patient Survey Items
 William P. Fisher Jr.
University of California, Berkeley
Date Posted: June 16, 2012
Working Paper Series
7 downloads

Incl. Electronic Paper Market Definition
OECD Best Practice Roundtables in Competition Policy, June 2012
Frank P. Maier-Rigaud and Ulrich Schwalbe
IESEG School of Management, Department of Economics and Quantitative Methods and University of Hohenheim
Date Posted: June 16, 2012
Last Revised: September 23, 2012
Accepted Paper Series
120 downloads

Incl. Electronic Paper Calibration of Credit Spread Scenarios for Monte Carlo Simulations
 Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: June 13, 2012
Last Revised: June 16, 2012
Working Paper Series
171 downloads

Incl. Electronic Paper Range-Based Analysis of Volatility Spillovers in European Financial Markets
 Gregory Connor and Lena Golubovskaja
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Date Posted: June 12, 2012
Working Paper Series
19 downloads

Incl. Electronic Paper A Stochastic Optimisation Framework for Analysing Economic Returns and Risk Distribution in the LNG Business
Energy Sector Management, Vol. 5: 4, pp.471-493, 2011
Haydn I. Furlonge
The National Gas Company of Trinidad and Tobago
Date Posted: June 10, 2012
Last Revised: September 28, 2012
Accepted Paper Series
23 downloads

Incl. Electronic Paper Dynamic Stock Market Covariances in the Eurozone
 Gregory Connor and Anita Suurlaht
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and National University of Ireland, Maynooth (NUI Maynooth)
Date Posted: June 08, 2012
Last Revised: June 10, 2012
Working Paper Series
45 downloads

Incl. Electronic Paper Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework
Quaderni DSE Working Paper No. 831
 Alexandros Gabrielsen , Paolo Zagaglia , Axel Kirchner and Zhuoshi Liu
Sumitomo Mitsui Banking Corporation Europe , University of Bologna , University of Edinburgh and Bank of England - Monetary Analysis
Date Posted: June 08, 2012
Working Paper Series
143 downloads

Incl. Electronic Paper Minimum Distance Estimators for Dynamic Games
 Sorawoot Srisuma
University of Cambridge - Faculty of Economics and Politics
Date Posted: June 01, 2012
Last Revised: October 08, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper Empirical Investigation of Retail Expansion and Cannibalization in a Dynamic Environment
Management Science, Forthcoming
 Joseph Pancras , S. Sriram and V. Kumar
University of Connecticut - Department of Marketing , University of Michigan at Ann Arbor - Marketing and Georgia State University - Department of Marketing
Date Posted: May 31, 2012
Accepted Paper Series
53 downloads

Incl. Electronic Paper TailCoR
 Lorenzo Ricci and David Veredas
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Date Posted: May 31, 2012
Last Revised: May 16, 2013
Working Paper Series
361 downloads

Incl. Electronic Paper Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses?: An Analytical Framework
Texas Law Review, Vol. 90, No. 7, 2012
 Andrew W. Lo and Thomas J. Brennan
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Northwestern University School of Law
Date Posted: May 30, 2012
Last Revised: September 05, 2012
Accepted Paper Series
114 downloads

Incl. Electronic Paper Forecasting Via Wavelet Denoising – The Random Signal Case
 Joanna Bruzda
affiliation not provided to SSRN
Date Posted: May 26, 2012
Working Paper Series
62 downloads

Incl. Fee Electronic Paper Money, Credit, Monetary Policy and the Business Cycle in the Euro Area
CEPR Discussion Paper No. DP8944
 Domenico Giannone , Michele Lenza and Lucrezia Reichlin
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) , affiliation not provided to SSRN and London Business School
Date Posted: May 25, 2012
Working Paper Series
1 downloads

Incl. Electronic Paper A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds
Netspar Discussion Paper No. 02/2011-121
 Joost Driessen , Tse-Chun Lin and Ludovic Phalippou
Tilburg University - Department of Finance , University of Hong Kong - Faculty of Business and Economics and University of Oxford - Said Business School
Date Posted: May 25, 2012
Working Paper Series
80 downloads

Incl. Electronic Paper An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets
Netspar Discussion Paper No. 03/2012-017
 Dion Bongaerts , Frank de Jong and Joost Driessen
Erasmus University Rotterdam (EUR) - Finance , Tilburg University - Department of Finance and Tilburg University - Department of Finance
Date Posted: May 25, 2012
Working Paper Series
71 downloads

Incl. Electronic Paper Intra-Daily Volatility Spillovers between the US and German Stock Markets
 Vasyl Golosnoy , Bastian Gribisch and Roman Liesenfeld
University of Kiel , University of Cologne and University of Cologne, Department of Economics
Date Posted: May 25, 2012
Working Paper Series
60 downloads

Incl. Electronic Paper Time-Changed Lévy LIBOR Market Model: Pricing and Joint Estimation of the Cap Surface and Swaption Cube
Swiss Finance Institute Research Paper No. 12-23
 Markus Leippold and Jacob Stromberg
University of Zurich - Department of Banking and Finance and Swiss Finance Institute
Date Posted: May 24, 2012
Last Revised: May 22, 2013
Working Paper Series
137 downloads

Tax-and-Spend Principle in Budget Management in Sri Lanka in the Post Reform Period
Margin, The Journal of Applied Economic Research 5:3 (2011): 343–359,
Biswajit Maitra
Surya Sen College
Date Posted: May 21, 2012
Accepted Paper Series

Incl. Fee Electronic Paper The Stochastic Seasonal Behaviour of Natural Gas Prices
European Financial Management, Vol. 18, Issue 3, pp. 410-443, 2012
 Andrés García Mirantes , Javier Población and Gregorio Serna
affiliation not provided to SSRN , affiliation not provided to SSRN and University of Castilla, La Mancha
Date Posted: May 19, 2012
Accepted Paper Series

Incl. Electronic Paper Market Risk, Credit Risk, and Futures Trading in Commodity Markets
 Takashi Kanamura
J-POWER
Date Posted: May 13, 2012
Working Paper Series
119 downloads


 

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