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484,056
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226,593
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68,998
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JEL Code: C1
1,880,041 Total downloads
Showing Papers 1,641 - 1,690 of 8,576
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Testing Stationarity in Small‐ and Medium‐Sized Samples When Disturbances are Serially Correlated
Oxford Bulletin of Economics and Statistics, Vol. 73, Issue 5, pp. 669-690, 2011
Kristian Jonsson
affiliation not provided to SSRN
Date Posted: September 16, 2011
Accepted Paper Series
3 downloads
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
Midwest Finance Association 2012 Annual Meetings Paper
Francisco Penaranda
and
Enrique Sentana
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
and
Centro de Estudios Monetarios y Financieros (CEMFI)
Date Posted: September 16, 2011
Working Paper Series
36 downloads
Anticipatory Effects in the FTSE 100 Index Revisions
Midwest Finance Association 2012 Annual Meetings Paper
Marcelo Fernandes and
Joao Mergulhao
Queen Mary University of London - Economics Department
and
Sao Paulo School of Economics-FGV
Date Posted: September 16, 2011
Working Paper Series
64 downloads
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance
Australian National University School of Economics & Econometrics Working Paper No. 524
Shu Ping Shi
Australian National University (ANU)
Date Posted: September 16, 2011
Working Paper Series
25 downloads
Estimating Optimal Hedge Ratio and Hedge Effectiveness Via Fitting the Multivariate Skewed Distributions
Midwest Finance Association 2012 Annual Meetings Paper
Wei-Han Liu
La Trobe University, Department of Economics and Finance, Faculty of Business
Date Posted: September 16, 2011
Last Revised: January 24, 2012
Working Paper Series
66 downloads
Improved Program Planning with Formal Models? The Case of High Risk Crop Farming in Northeast Germany
Central European Journal of Operations Research, Vol. 15, pp. 127-141, 2007
Oliver Musshoff
and
Norbert Hirschauer
Humboldt University of Berlin - Department of Agricultural Economics and Social Sciences
and
Martin-Luther-Universität Halle-Wittenberg, Institut Agrar- und Ernährungswissenschaften
Date Posted: September 16, 2011
Last Revised: September 21, 2011
Accepted Paper Series
On the Robustness of Goodness-of-Fit Tests for Copulas
Gregor N. F. Weiss
TU Dortmund University
Date Posted: September 16, 2011
Last Revised: September 28, 2011
Working Paper Series
71 downloads
Note on the Role of Natural Condition of Control in the Estimation of DSGE Models
Federal Reserve Bank of Kansas City Working Paper No. 11-03
Martin Fukac
and
Vladimir Havlena
Federal Reserve Bank of Kansas City
and
Honeywell
Date Posted: September 15, 2011
Working Paper Series
5 downloads
Comovements in Commodity Markets: A Minimum Spanning Tree Analysis
Brian M. Lucey ,
Claire G. Gilmore and
Marian Boscia
Trinity College, Dublin - School of Business
,
King's College (Wilkes-Barre, PA) - McGowan School of Business
and
King's College (Wilkes-Barre, PA) - McGowan School of Business
Date Posted: September 15, 2011
Working Paper Series
88 downloads
Estimating Geweke’s (1982) Measure of Instantaneous Feedback
Mehmet F. Dicle
and
John Levendis
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
and
Loyola University New Orleans
Date Posted: September 15, 2011
Working Paper Series
64 downloads
Trapped in the Matrixx: The U.S. Supreme Court and the Need for Statistical Significance
Product Safety & Liability Reporter, Vol. 39, p. 1007, 2011
David H. Kaye
Penn State Law
Date Posted: September 15, 2011
Accepted Paper Series
Forecasting with Approximate Dynamic Factor Models: The Role of Non-Pervasive Shocks
Matteo Luciani
Universite Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Date Posted: September 14, 2011
Working Paper Series
42 downloads
Stock Return Prediction and Anomaly Detection by Regression Trees
Eddy H. Verbiest
affiliation not provided to SSRN
Date Posted: September 14, 2011
Working Paper Series
489 downloads
The Phantom Menace of Omitted Variables – a Comment
Nolan Ritter
and
Colin Vance
Rhine-Westphalia Institute for Economic Research (RWI-Essen)
and
Rhine-Westphalia Institute for Economic Research (RWI-Essen)
Date Posted: September 14, 2011
Working Paper Series
8 downloads
Adoption of Organic Farming in Germany and Austria: An Integrative Dynamic Investment Perspective
Agricultural Economics, Vol. 39, pp. 135-145, 2008
Oliver Musshoff
and
Norbert Hirschauer
Humboldt University of Berlin - Department of Agricultural Economics and Social Sciences
and
Martin-Luther-Universität Halle-Wittenberg, Institut Agrar- und Ernährungswissenschaften
Date Posted: September 13, 2011
Last Revised: September 21, 2011
Accepted Paper Series
An Improved Moving Average Technical Trading Rule
Fotis Papailias and
Dimitrios D. Thomakos
Queen's University Belfast - Queen's University Management School
and
University of Peloponnese - School of Management and Economics
Date Posted: September 13, 2011
Last Revised: October 16, 2011
Working Paper Series
1735 downloads
Do Lower Caseloads Improve the Effectiveness of Active Labor Market Policies? New Evidence from German Employment Offices
MIT Political Science Department Research Paper No. 2011-22
Jens Hainmueller ,
Barbara Hofmann
,
Gerhard Krug
and
Katja Wolf
Massachusetts Institute of Technology (MIT) - Department of Political Science
,
Government of the Federal Republic of Germany - Institute for Employment Research (IAB)
,
Institute for Employment Research (IAB)
and
Government of the Federal Republic of Germany - Institute for Employment Research (IAB)
Date Posted: September 13, 2011
Last Revised: October 17, 2011
Working Paper Series
43 downloads
Bayesian Estimation of a Dynamic Asset Pricing Model with Long-Run Risk
Debasis Rooj
Northern Illinois University - Department of Economics
Date Posted: September 12, 2011
Last Revised: September 27, 2011
Working Paper Series
33 downloads
Estimating the Returns to Schooling: Implications from a Dynamic Discrete Choice Model
Suqin Ge
Virginia Tech
Date Posted: September 12, 2011
Working Paper Series
41 downloads
Global Poverty Estimates: A Sensitivity Analysis
World Development, Forthcoming
Shatakshee Dhongde
and
Camelia Minoiu
Georgia Institute of Technology
and
International Monetary Fund (IMF)
Date Posted: September 12, 2011
Last Revised: February 27, 2013
Working Paper Series
17 downloads
Longitudinal Modeling of Insurance Claim Counts Using Jitters
Peng Shi and
Emiliano A. Valdez
Northern Illinois University
and
University of Connecticut
Date Posted: September 12, 2011
Working Paper Series
77 downloads
Measurement, Metrology, and the Coordination of Sociotechnical Networks
William P. Fisher Jr.
University of California, Berkeley
Date Posted: September 12, 2011
Working Paper Series
19 downloads
Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital
CESifo Working Paper No. 3567
Jim Malley and
Ulrich Woitek
University of Glasgow - Department of Economics
and
University of Zurich
Date Posted: September 12, 2011
Working Paper Series
26 downloads
The Merit of High-Frequency Data in Portfolio Allocation
Nikolaus Hautsch ,
Lada M. Kyj
and
Peter Malec
Humboldt-Universität zu Berlin
,
Humboldt University of Berlin
and
Humboldt Universität zu Berlin
Date Posted: September 12, 2011
Working Paper Series
168 downloads
The Predictability Implied by Consumption-Based Asset Pricing Models: A Review of the Theory and Empirical Evidence
Midwest Finance Association 2012 Annual Meetings Paper
Hyoseok Hwang
Louisiana State University
Date Posted: September 12, 2011
Last Revised: June 12, 2012
Working Paper Series
46 downloads
Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects
Ryo Okui
Kyoto University - Institute of Economic Research
Date Posted: September 10, 2011
Working Paper Series
46 downloads
Mean-Reverting Jump Diffusion Processes: Drift Adjustment to Preserve a Fixed Long-Term Mean
Mirela Predescu
and
Sascha Wilkens
BNP Paribas, London
and
Independent
Date Posted: September 10, 2011
Last Revised: November 08, 2012
Working Paper Series
138 downloads
A Short, Comprehensive, Practical Guide to Copulas
GARP Risk Professional, p. 22-27, October 2011
Attilio Meucci
SYMMYS
Date Posted: September 09, 2011
Working Paper Series
2351 downloads
Dude Where's My VaR? Annualising Volatility with Serial Correlation
Robert B. Scott
Schroder Investment Management Limited
Date Posted: September 09, 2011
Last Revised: July 30, 2012
Working Paper Series
131 downloads
The Micro Credit Activity and Human Development
Nahla Dhib
and
Younes Boujelbene
affiliation not provided to SSRN
and
University of Sfax
Date Posted: September 09, 2011
Last Revised: November 25, 2011
Working Paper Series
41 downloads
Advances in Forecast Evaluation
FRB of Cleveland Working Paper No. 11-20
Todd E. Clark and
Michael W. McCracken
Federal Reserve Bank of Cleveland
and
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: September 08, 2011
Working Paper Series
51 downloads
Relationships between Financial Sectors’ CDS Spreads and Other Gauges of Risk: Did the Great Recession Change Them?
Shawkat M. Hammoudeh ,
Ramaprasad Bhar
and
Tengdong Liu
Drexel University - Lebow College of Business
,
University of New South Wales (UNSW) - School of Banking and Finance
and
Drexel University - Bennett S. LeBow College of Business
Date Posted: September 08, 2011
Working Paper Series
32 downloads
Tests of Equal Forecast Accuracy for Overlapping Models
FRB of Cleveland Working Paper No. 11-21
Todd E. Clark and
Michael W. McCracken
Federal Reserve Bank of Cleveland
and
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: September 08, 2011
Working Paper Series
11 downloads
Inflation Persistence in the European Union, the Euro Area, and the United States
ECB Working Paper No. 414
Gregory Gadzinski
and
Fabrice Orlandi
International University of Monaco (IUM)
and
European Central Bank (ECB)
Date Posted: September 07, 2011
Working Paper Series
8 downloads
Modelling Operational Risk Using Bayesian Inference
Pavel V. Shevchenko
CSIRO Mathematics, Informatics and Statistics
Date Posted: September 07, 2011
Working Paper Series
The Demographic Transition and the Ecological Transition: Enriching the Environmental Kuznets Curve Hypothesis
IEFE Working Paper No. 44
Marzio Galeotti ,
Alessandro Lanza and
Maria Carla Ludovica Piccoli
University of Milan - Department of Economics, Business and Statistics (DEAS)
,
Fondazione Eni Enrico Mattei (FEEM), Milan
and
affiliation not provided to SSRN
Date Posted: September 07, 2011
Working Paper Series
36 downloads
Central Bank Exchange Rate Interventions and Market Expectations: The Case of Mexico during the Financial Crisis 2008-2009
Guillermo Benavides
Banco de Mexico
Date Posted: September 06, 2011
Working Paper Series
48 downloads
Co-Movements of International Term Structure Slopes and Affine Term Structure Models
Seoul Journal of Economics, Vol. 24, No. 3, pp. 389-426, 2011
Won Tark Doh
and
In Seok Baek
Samsung Asset Management
and
Samsung Asset Management
Date Posted: September 06, 2011
Accepted Paper Series
24 downloads
Statistical Review of Nuclear Power Accidents
Marius Hofert
and
Mario V. Wuthrich
ETH Zurich, RiskLab, Department of Mathematics
and
ETH Zurich, RiskLab, Department of Mathematics
Date Posted: September 06, 2011
Last Revised: July 04, 2012
Working Paper Series
276 downloads
A Dynamic Copula Approach to Recovering The Index Implied Volatility Skew
Journal of Financial Econometrics, 10(3), 457-493, 2012
Matthias R. Fengler
,
Helmut Herwartz and
Christian Björn-Ole Werner
University of St. Gallen - School of Economics and Political Science
,
University of Kiel - Institute of Statistics and Econometrics
and
Derivatives Trading, Macquarie Structured Products & Exotics Macquarie Capital (Europe) Limited
Date Posted: September 05, 2011
Last Revised: May 01, 2013
Accepted Paper Series
Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts
Swiss Finance Institute Research Paper No. 11-30
Wei-Xing Zhou
,
Guo-Hua Mu
,
Didier Sornette and
Wei Chen
East China University of Science and Technology - School of Business
,
East China University of Science and Technology (ECUST)
,
Swiss Finance Institute
and
Stock Exchange of Shenzhen
Date Posted: September 05, 2011
Working Paper Series
96 downloads
The Stability of Big-Five Personality Traits
IZA Discussion Paper No. 5943
Stefanie Schurer
Victoria University of Wellington - School of Economics and Finance
Date Posted: September 04, 2011
Working Paper Series
21 downloads
Further Evidence on the Separate and Joint Effects of Litigation and Brand Reputation Motives on Assurance Quality
Ryan Casey ,
Steven E. Kaplan and
Arianna S. Pinello
University of Illinois at Chicago
,
Arizona State University
and
Florida Gulf Coast University
Date Posted: September 04, 2011
Working Paper Series
46 downloads
Bayesian Estimation of an Extended Local Scale Stochastic Volatility Model
Journal of Econometrics, Vol. 162, No. 2, 2011
Philippe J. Deschamps
University of Fribourg, Switzerland - Faculty of Economics and Social Science
Date Posted: September 03, 2011
Last Revised: October 21, 2011
Accepted Paper Series
Generic Computing Alternatives for Better Greeks
Cristian Homescu
affiliation not provided to SSRN
Date Posted: September 03, 2011
Last Revised: September 12, 2011
Working Paper Series
545 downloads
Nonparametric Bootstrap for Quasi-Likelihood Ratio Tests
Lorenzo Camponovo
University of St. Gallen
Date Posted: September 03, 2011
Last Revised: November 04, 2011
Working Paper Series
18 downloads
The Expected Value Fallacy in State v. Wright
Jurimetrics, Vol. 51, No. 4, Fall 2011
David H. Kaye
Penn State Law
Date Posted: September 03, 2011
Accepted Paper Series
79 downloads
Perceived Authenticity and Museum Visitors’ Behavior: A Case of South Tirol’s Museum of Archeology in Bolzano
Juan Gabriel Brida and
Oksana Tokarchuk
Free University of Bolzano
and
University of Trento - Department of Computer and Management Sciences (DISA)
Date Posted: September 02, 2011
Working Paper Series
35 downloads
The Dynamics of Smoothing: What Drives Appraisal Smoothing?
Youngha Cho
,
Soosung Hwang and
Yong-ki Lee
Oxford Brookes University
,
Sungkyunkwan University - Department of Economics
and
Sungkyunkwan University - Department of Economics
Date Posted: September 02, 2011
Last Revised: November 07, 2011
Working Paper Series
48 downloads
The Reciprocal Relationship between Systemic Risk and Real Economic Activity
Date Posted: September 02, 2011
Working Paper Series
19 downloads
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