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Abstracts: 614,179
Full Text Papers: 510,962
Authors: 283,658
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Last 12 months: 11,473,038
Last 30 days: 902,206

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SSRN eLibrary Search Results
JEL Code: C53
472,270 Total downloads
Showing Papers 1,651 - 1,700 of 2,649
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1 2 3 4 ... 53 | Next >
   


Incl. Electronic Paper A Stochastic Dominance Approach to Financial Risk Management Strategies
Journal of Econometrics, Forthcoming
Chia-Lin Chang , Juan-Angel Jiménez-Martin , Esfandiar Maasoumi and Teodosio Perez Amaral
National Chung Hsing University - Department of Applied Economics, Department of Finance , Complutense University of Madrid , Emory University and Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: July 02, 2015
Accepted Paper Series
6 downloads

Allowing for Jump Measurements in Volatility: A High-Frequency Financial Data Analysis of Individual Stocks
Bulletin of Economic Research, Forthcoming
Vassilios G. Papavassiliou
Queen's University Belfast
Date Posted: July 01, 2015
Accepted Paper Series

Incl. Electronic Paper Value-at-Risk for Greek Stocks
Multinational Finance Journal, Vol. 12, No. 1/2, p. 67-104, 2008
Timotheos Angelidis and Alexandros Benos
University of Peloponnese - Department of Economics and National Bank of Greece
Date Posted: June 26, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Granger Causality and Regime Inference in Bayesian Markov-Switching VARs
ECB Working Paper No. 1794
Matthieu Droumaguet , Anders Warne and Tomasz Wozniak
European University Institute , European Central Bank (ECB) and University of Melbourne - Department of Economics
Date Posted: June 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper The Application of Error Correction Model in Forecasting Market Volatility on Emerging Currency Options Markets
Forecasting Financial Markets. Theory and Applications, ed. Władysław Milo and Piotr Wdowiński, Wydawnictwo Uniwersytetu Łódzkiego, Łódź 2005, p. 43-56,
Piotr Mielus
Warsaw School of Economics (SGH)
Date Posted: June 23, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Fiscal Rule Infringement Risks: A Stochastic Characterization of EMU Budgets and Their Discipline
Wouter van der Wielen
KU Leuven - Center for Economic Studies
Date Posted: June 23, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Unlocking Value in Value Portfolios
Nathan Tidd
Tidd Laboratories, Inc.
Date Posted: June 17, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Outperforming in US Large-Caps
Nathan Tidd
Tidd Laboratories, Inc.
Date Posted: June 17, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper The Role of Targeted Predictors for Nowcasting GDP with Bridge Models: Application to the Euro Area
Ruhr Economic Paper No. 559
Tobias Kitlinski and Philipp an de Meulen
Rhine-Westphalia Institute for Economic Research (RWI-Essen) and RWI
Date Posted: June 16, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper With or Without You - Do Financial Data Help to Forecast Industrial Production?
Ruhr Economic Paper No. 558
Tobias Kitlinski
Rhine-Westphalia Institute for Economic Research (RWI-Essen)
Date Posted: June 16, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Forecasting CNX-500 Index: Using Non-Linear Dynamics Threshold Model
Nishant Vats and Rudra Prakash Pradhan
Indian Institute of Technology (IIT), Kharagpur and Indian Institute of Technology (IIT)
Date Posted: June 16, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Risk and Risk Management in the Credit Card Industry
Florentin Butaru , Qingqing Chen , Brian J. Clark , Sanmay Das , Andrew W. Lo and Akhtar R. Siddique
Government of the United States of America - Office of the Comptroller of the Currency (OCC) , Government of the United States of America - Office of the Comptroller of the Currency (OCC) , Rensselaer Polytechnic Institute (RPI) , Washington University, St. Louis , Massachusetts Institute of Technology (MIT) - Sloan School of Management and Office of the Comptroller of the Currency - Enterprise Risk Analysis Division
Date Posted: June 16, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Portfolio Selection with Active Risk Monitoring
Swiss Finance Institute Research Paper No. 15-17
Marc S. Paolella and Pawel Polak
University of Zurich and University of Zurich
Date Posted: June 12, 2015
Working Paper Series
60 downloads

Incl. Electronic Paper Likelihood Based Inference and Prediction in Spatio-Temporal Panel Count Models for Urban Crimes
Roman Liesenfeld , Jean-Francois Richard and Jan Vogler
University of Cologne, Department of Economics , University of Pittsburgh - Department of Economics and University of Cologne, Department of Economics
Date Posted: June 11, 2015
Last Revised: June 16, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Efficient Estimation of Bayesian VARMAs with Time-Varying Coefficients
CAMA Working Paper No. 19/2015
Joshua C. C. Chan and Eric Eisenstat
Australian National University (ANU) and University of Bucharest
Date Posted: June 11, 2015
Last Revised: June 12, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Identification and Real-Time Forecasting of Norwegian Business Cycles
Norges Bank Working Paper 09 | 2015
Knut Are Aastveit , Anne Sofie Jore and Francesco Ravazzolo
Norges Bank , Norges Bank and Norges Bank
Date Posted: June 10, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Stock Price Kinetics
Rodion Remorov
Independent
Date Posted: June 09, 2015
Working Paper Series
47 downloads

Incl. Electronic Paper Incorporating Estimates of Error into Linear Factor Covariance Models
Anish R. Shah
Investment Grade Modeling
Date Posted: June 09, 2015
Last Revised: June 20, 2015
Working Paper Series
58 downloads

Incl. Electronic Paper Nowcasting and Short-Term Forecasting of Russian GDP with a Dynamic Factor Model
BOFIT Discussion Paper No. 19/2015
Alexey Porshakov , Elena Deryugina , Alexey A. Ponomarenko and Andrey Sinyakov
Bank of Russia , Bank of Russia , Central Bank of Russia and Bank of Russia
Date Posted: June 09, 2015
Working Paper Series
6 downloads

A Fast Algorithm to Combine Binomial Option Pricing Framework with Stochastic Volatility Forecasts from a T-GARCH Model for Valuation of Path Dependent Options: A Path Integral Approach
Pavan Gadiraju
Independent
Date Posted: June 07, 2015
Working Paper Series

Incl. Electronic Paper An Empirical Investigation of the Value of Finalisation Count Information to Loss Reserving
Greg Taylor and Jing Xu
UNSW Australia and National University of Singapore (NUS)
Date Posted: June 06, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Equity Investing with Targeted Constant Volatility Exposure
UNSW Business School Research Paper
Nicolas A. Papageorgiou , Jonathan J. Reeves and Michael Sherris
HEC Montreal - Department of Finance , UNSW Business School, University of New South Wales and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: June 05, 2015
Working Paper Series
50 downloads

Incl. Electronic Paper Анализ зоны неопределенности прогнозов развития энергетики (Energy Forecasting: The Impact of the Revision on the Quality and Efficiency)
Alexander Titov
Energy Research Institute of Russian Academy of Sciences
Date Posted: June 04, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Forecasting Housing Price Growth in the Euro Area
Marian Risse and Martin Kern
University of the German Federal Armed Forces - Helmut Schmidt Universität and FernUniversität in Hagen
Date Posted: June 03, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Gestión Fiscal, Señoreaje e Impuesto Inflacionario en Venezuela (Financial Management, Seigniorage and Inflation Tax in Venezuela)
Luis Zambrano Sequín Sr.
Universidad Católica Andrés Bello
Date Posted: June 01, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Timing Law School (Presentation Slides)
Michael Simkovic and Frank McIntyre
Seton Hall Law School and Rutgers Business School Newark and New Brunswick
Date Posted: June 01, 2015
Last Revised: June 02, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Housing Value Estimation: An Application of Forecast Combination to Residential Property Valuation
Dennis Glennon , Hua Kiefer and Tom Mayock
Government of the United States of America - Office of the Comptroller of the Currency (OCC) , Office of the Comptroller of the Currency and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Date Posted: May 30, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Disentangling Capacity Control from Price Optimization
Stefan Poelt , Jonas Rauch and Karl Isler
Lufthansa , Lufthansa and Swiss International Air Lines Ltd
Date Posted: May 26, 2015
Working Paper Series
64 downloads

Incl. Electronic Paper Private Debt Investments in Asia: Volatility, Credit Risk and Returns
Douglas J. Cumming , Grant Fleming and Zhangxin Frank Liu
York University - Schulich School of Business , Continuity Capital Partners and The University of Western Australia Business School
Date Posted: May 22, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Real Time Monitoring of the US Inflation Expectation Process
Vasyl Golosnoy and Jan Roestel
Ruhr Universität Bochum and University of Kiel
Date Posted: May 20, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Uncovering Trend Rules
Paul Beekhuizen and Winfried G. Hallerbach
Robeco Asset Management and Robeco Asset Management, Quantitative Strategies
Date Posted: May 12, 2015
Working Paper Series
916 downloads

Incl. Electronic Paper Forecasting Macroeconomic Variables Under Model Instability
Davide Pettenuzzo and Allan G. Timmermann
Brandeis University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: May 09, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Politics Matters: Regulatory Events as Catalysts for Price Formation Under Cap-and-Trade
Nicolas Koch , Godefroy Grosjean , Sabine Fuss and Ottmar Edenhofer
Mercator Research Institute on Global Commons and Climate Change , Potsdam-Institut für Klimafolgenforschung (PIK) , Mercator Research Institute on Global Commons and Climate Change (MCC) and Potsdam-Institut für Klimafolgenforschung (PIK)
Date Posted: May 09, 2015
Working Paper Series
80 downloads

Incl. Electronic Paper War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market During the World War I
DIW Berlin Discussion Paper No. 1477
Konstantin A. Kholodilin
German Institute for Economic Research (DIW Berlin)
Date Posted: May 08, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Nowcasting Regional GDP: The Case of the Free State of Saxony
CESifo Working Paper Series No. 5336
Steffen Henzel , Robert Lehmann and Klaus Wohlrabe
Ifo Institute for Economic Research , CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Date Posted: May 07, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Indian Stock Market: Functions and Importance
Journal of Social Reality, Vol. 4, No. 4, ISSN - 0976-3422
Mohd Naved
Noida International University
Date Posted: May 05, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper The Formation of European Inflation Expectations: One Learning Rule Does Not Fit All
De Nederlandsche Bank Working Paper No. 472
Christina Strobach and Carin van der Cruijsen
De Nederlandsche Bank and De Nederlandsche Bank
Date Posted: May 05, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Forecasting GDP with Global Components. This Time is Different
Norges Bank Working Paper 5 | 2015
Hilde C. Bjørnland , Francesco Ravazzolo and Leif Anders Thorsrud
Norwegian School of Management (BI) , Norges Bank and BI Norwegian Business School
Date Posted: May 04, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Norges Bank Working Paper 3 | 2015
Federico Bassetti , Roberto Casarin and Francesco Ravazzolo
University of Pavia , University Ca' Foscari of Venice - Department of Economics and Norges Bank
Date Posted: May 04, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Combined Density Nowcasting in an Uncertain Economic Environment
Norges Bank Working Paper 17 | 2014
Knut Are Aastveit , Francesco Ravazzolo and H. K. van Dijk
Norges Bank , Norges Bank and Tinbergen Institute
Date Posted: May 04, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Have Standard VARs Remained Stable Since the Crisis?
Norges Bank Working Paper 13 | 2014
Knut Are Aastveit , Andrea Carriero , Todd E. Clark and Massimiliano Giuseppe Marcellino
Norges Bank , Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research , Federal Reserve Bank of Cleveland and European University Institute
Date Posted: May 04, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
Tinbergen Institute Discussion Paper 13-055/III
Roberto Casarin , Stefano Grassi , Francesco Ravazzolo and H. K. van Dijk
University Ca' Foscari of Venice - Department of Economics , University of Aarhus - CREATES , Norges Bank and Tinbergen Institute
Date Posted: May 04, 2015
Working Paper Series
267 downloads

Incl. Electronic Paper Optimists, Pessimists, and the Efficiency of the Gold Market
Christian Pierdzioch , Marian Risse and Sebastian Rohloff
University of the German Federal Armed Forces - Department of Economics , University of the German Federal Armed Forces - Helmut Schmidt Universität and University of the German Federal Armed Forces - Helmut Schmidt Universität
Date Posted: May 02, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Good Carry, Bad Carry
Columbia Business School Research Paper No. 15-53
Geert Bekaert and George Panayotov
Columbia Business School - Finance and Economics and Hong Kong University of Science & Technology (HKUST)
Date Posted: April 30, 2015
Working Paper Series
453 downloads

Incl. Electronic Paper Overcoming the Forecast Combination Puzzle: Lessons from the Time-Varying Efficiency of Phillips Curve Forecasts of U.S. Inflation
UNSW Business School Research Paper No. 2015-09
Christopher G. Gibbs
UNSW Australia
Date Posted: April 28, 2015
Last Revised: June 02, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?
Thomas Gilbert , Chiara Scotti , Georg Strasser and Clara Vega
University of Washington - Department of Finance and Business Economics , Board of Governors of the Federal Reserve System , Boston College and Board of Governors of the Federal Reserve System
Date Posted: April 25, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Noncausality and the Commodity Currency Hypothesis
Matthijs Lof and Henri Nyberg
Aalto University and University of Helsinki
Date Posted: April 24, 2015
Last Revised: June 04, 2015
Working Paper Series
75 downloads

Incl. Electronic Paper Path-Breaking Directions of Nanotechnology-Based Chemotherapy and Molecular Cancer Therapy
Technological Forecasting and Social Change, Vol. 94, May 2015, pp. 155-169
Mario Coccia and Lili Wang
National Research Council of Italy (CNR) and United Nations University (UNU-MERIT)
Date Posted: April 24, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Predicting UK Unemployment with Internet Search and Survey Data
Paul Smith
University of Strathclyde
Date Posted: April 22, 2015
Working Paper Series
26 downloads

Incl. Fee Electronic Paper Asia's Evolving Role in Global Wine Markets
CEPR Discussion Paper No. DP10552
Kym Anderson and Glyn Wittwer
University of Adelaide - Centre for International Economic Studies (CIES) and Monash University - Centre of Policy Studies
Date Posted: April 20, 2015
Working Paper Series


 

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