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Abstracts: 669,177
Full Text Papers: 560,117
Authors: 308,472
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  Last 12 months:
66,256

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To date: 98,661,947
Last 12 months: 12,879,441
Last 30 days: 1,499,560

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302,605
Total References: 8,891,042
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5,716,952
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91,683
Total Footnotes: 8,995,707


SSRN eLibrary Search Results
JEL Code: C53
524,903 Total downloads
Showing Papers 1,651 - 1,700 of 2,868
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Incl. Electronic Paper The Dynamic Black-Litterman Approach to Asset Allocation
Bank of England Working Paper No. 596
Richard D. F. Harris , Evarist Stoja and Linzhi Tan
University of Exeter - Business School , University of Bristol and Nottingham Trent University - Department of Accounting and Finance
Date Posted: April 30, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper A Web-Based Approach to Measuring Consumer Confidence: Evidence from A Developing Economy
Tugrul Gurgur , Zubeyir Kilinc and Cuneyt Orman
Central Bank of the Republic of Turkey , Bilkent University - Department of Economics and Central Bank of Turkey
Date Posted: April 29, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper On the Design of Data Sets for Forecasting with Dynamic Factor Models
ECB Working Paper No. 1893
Gerhard Rünstler
European Central Bank
Date Posted: April 26, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Seeing in the Dark: A Machine-Learning Approach to Nowcasting in Lebanon
IMF Working Paper No. 16/56
Andrew Tiffin
International Monetary Fund (IMF)
Date Posted: April 26, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Topographic Finance
Paul E. Cottrell
Independent
Date Posted: April 25, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Does Higher Frequency Data Always Help to Forecast Longer-Horizon Volatility?
Ben G Charoenwong and Guanhao Feng
University of Chicago, Booth School of Business, Students and University of Chicago, Booth School of Business, Students
Date Posted: April 25, 2016
Last Revised: April 29, 2016
Working Paper Series
41 downloads

Incl. Electronic Paper Explaining and Forecasting Inflation in Turkey
World Bank Policy Research Working Paper No. 3287
Ilker Domac
World Bank - Poverty Reduction and Economic Management Unit (EASPR)
Date Posted: April 20, 2016
Working Paper Series
267 downloads

Incl. Electronic Paper Parallel Algorithms of Global Optimization in Identification of an Economic Model
CEDIMES Scientific Seminar at Dorodnicyn Computing Centre – Moscow: CEDIMES-Russie occ., Vol. 1, No. 1, 2015. P.45-49,
Nicholas Olenev
Dorodnicyn Computing Centre, Federal Research Center "Computer Science and Control" of Russian Academy of Sciences
Date Posted: April 18, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper Technical Trading: Is it Still Beating the Foreign Exchange Market?
Journal of International Economics, Forthcoming
Po-Hsuan Hsu and Mark P. Taylor
University of Hong Kong and University of Warwick - Department of Economics
Date Posted: April 18, 2016
Accepted Paper Series
93 downloads

Incl. Electronic Paper Forecasting Inflation in Post-Oil Boom Years: A Case for Regime Switches?
Vugar Ahmadov Sr., Shaig Adigozalov , Salman Huseynov , Fuad Mammadov and Vugar Rahimov
The Central Bank of the Republic of Azerbaijan , Central Bank of the Republic of Azerbaijan , The Central Bank of the Republic of Azerbaijan , The Central Bank of the Republic of Azerbaijan and The Central Bank of the Republic of Azerbaijan
Date Posted: April 15, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Intuitive Ambiguity Management
Hakan Kaya
Neuberger Berman
Date Posted: April 14, 2016
Last Revised: April 28, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Getting the Most out of Macroeconomic Information for Predicting Stock Returns
Cem Cakmakli and Dick J. C. van Dijk
Koc University - Department of Economics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: April 13, 2016
Working Paper Series
116 downloads

Incl. Fee Electronic Paper Allowing for Jump Measurements in Volatility: A High‐Frequency Financial Data Analysis of Individual Stocks
Bulletin of Economic Research, Vol. 68, Issue 2, pp. 124-132, 2016
Vassilios G. Papavassiliou
University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Date Posted: April 11, 2016
Accepted Paper Series

Incl. Electronic Paper SenSR: A News Sentiment-Based Systemic Risk Indicator
Svetlana Borovkova , Evgeny Garmaev , Philipp Lammers and Jordi Rustige
Vrije Universiteit Amsterdam - Faculty of Economics and Business Administration , VU University Amsterdam - Finance , VU University Amsterdam, Finance and VU University Amsterdam, Finance, Students
Date Posted: April 07, 2016
Working Paper Series
79 downloads

Incl. Electronic Paper Copula-Based Specification of Vector MEMs
Fabrizio Cipollini , Robert F. Engle and Giampiero M. Gallo
Universita di Firenze, DiSIA (Dipartimento di Statistica, Informatica, Applicazioni) , New York University - Leonard N. Stern School of Business - Department of Economics and Universita' di Firenze - Dipartimento di Statistica, Informatica, Applicazioni "G.Parenti"
Date Posted: April 06, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Individual Inflation Expectations in a Declining-Inflation Environment: Evidence from Survey Data
De Nederlandsche Bank Working Paper No. 508
Malka de Castro Campos and Federica Teppa
De Nederlandsche Bank and De Nederlandsche Bank
Date Posted: April 06, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Comparison of Islamic and Conventional Bank Stocks by Value-at-Risk Method
Nursultan Abdrashev
Moscow State University - Faculty of Economics
Date Posted: April 05, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Macroeconomic Factors and Equity Premium Predictability
Daniel Buncic and Martin Tischhauser
University of St. Gallen and ETH Zurich
Date Posted: April 04, 2016
Working Paper Series
84 downloads

Incl. Electronic Paper A Data-Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models
CEIS Working Paper No. 374
Martyna Marczak , Tommaso Proietti and Stefano Grassi
University of Hohenheim , University of Rome II - Department of Economics and Finance and University of Kent, Canterbury
Date Posted: March 31, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper The Phillips Curve - History of Thought and Empirical Evidence
Financial and Economic Review, Vol. 14. Issue 4. pp. 5-38.
Szabolcs Szentmihályi and Balazs Vilagi
Magyar Nemzeti Bank and Magyar Nemzeti Bank
Date Posted: March 30, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Dynamically Hedging Oil and Currency Futures (Presentation Slides)
Paul E. Cottrell
Independent
Date Posted: March 30, 2016
Working Paper Series
55 downloads

Incl. Electronic Paper Utilizing Topographic Finance to Understand Volatility (Presentation Slides)
Paul E. Cottrell
Independent
Date Posted: March 30, 2016
Working Paper Series
95 downloads

Incl. Electronic Paper Supply Chain Predictability of Returns and Portfolio Selection
Thomas Trier Bjerring , Kourosh Marjani Rasmussen and Alex Weissensteiner
Technical University of Denmark - Management Engineering, Management Science , Technical University of Denmark and Free University of Bolzano/Bozen
Date Posted: March 29, 2016
Working Paper Series
62 downloads

Incl. Electronic Paper Risks of Stagnation in the Euro Area
IMF Working Paper No. 16/9
Huidan Lin
International Monetary Fund
Date Posted: March 28, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Model Prediksi Financial Distress Perusahaan Real Estate Dan Property Yang Go Public Dengan Metode Binary Logistic (Financial Distress Prediction Model for Go Public-Real Estate and Property Companies Using Binary Logistic Method)
Jurnal Survey dan Penilaian Properti, Direktorat Jenderal Pajak, Kementerian Keuangan, Vlume 60, Tahun 2015, Halaman 36-52
Puput Waryanto
Financial Education and Training Agency, Ministry Of Finance, Republic of Indonesia
Date Posted: March 27, 2016
Last Revised: March 29, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Bayesian Compressed Vector Autoregressions
Gary Koop , Dimitris Korobilis and Davide Pettenuzzo
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics , University of Glasgow - Adam Smith Business School and Brandeis University - Department of Economics
Date Posted: March 26, 2016
Last Revised: April 14, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper The More Connected, the Better?: New Evidence of Connectedness' Impact on Volatility and Price Discovery Focused on the Korean Financial Sector
The 10th annual conference on Asia-Pacific financial markets of the Korean Securities Association (Seoul, Korea, December 5, 2015)
Deokjong Jeong and Sunyoung Park
Korea Advanced Institute of Science and Technology (KAIST) and Korea Advanced Institute of Science and Technology (KAIST)
Date Posted: March 26, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
CESifo Working Paper Series No. 5782
Christiane Baumeister and Lutz Kilian
University of Notre Dame and University of Michigan at Ann Arbor - Department of Economics
Date Posted: March 24, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Robust Factor Models with Explanatory Proxies
Jianqing Fan , Yuan Ke and Yuan Liao
Princeton University - Bendheim Center for Finance , Princeton University - Department of Operations Research & Financial Engineering (ORFE) and
Date Posted: March 23, 2016
Working Paper Series
35 downloads

Incl. Electronic Paper Uncloaking CAPE: A New Look at an Old Valuation Ratio
Thomas K. Philips and Cenk Ural
BNP Paribas Investment Partners and Barclays - Risk Analytics and Index Solutions
Date Posted: March 22, 2016
Last Revised: March 24, 2016
Working Paper Series
86 downloads

Incl. Electronic Paper On the Statistical Properties of Multiplicative GARCH Models
University of Heidelberg, Department of Economics, Discussion Paper Series No. 613
Christian Conrad and Onno Kleen
University of Heidelberg - Faculty of Economics and Social Studies and Heidelberg University - Department of Economics
Date Posted: March 21, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Indicador Mensual De Actividad Económica (Imae) Para El Valle Del Cauca (Monthly Index of Economic Activity for Valle del Cauca)
Borradores de Economía 900, 2015,
Pavel Vidal Alejandro , Lya Paola Sierra , Johana Sanabria Dominguez and Jaime Andres Collazos Rodríguez
Pontificia Universidad Javeriana Cali , Pontificia Universidad Javeriana Cali , Government of the Republic of Colombia - Centro Regional de Estudios Económicos and Government of the Republic of Colombia - Centro Regional de Estudios Económicos
Date Posted: March 21, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper The Productivity of Top Researchers: A Semi-Nonparametric Approach
Center for Research in Economics and Finance (CIEF), Working Papers, No. 16-05
Lina M. Cortes , Javier Perote and Andrés Mora-Valencia
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) , University of Salamanca and Universidad de los Andes, Colombia - School of Management
Date Posted: March 20, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Weapons of Mass Hysteria (WMH), Faulty Bio-Threat Predictions and its Impact on National (In)Security
Barbara P. Billauer

Date Posted: March 19, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Market Dynamics vs. Statistics: Limit Order Book Example
Vladislav Gennadievich Malyshkin and Ray Bakhramov
Ioffe Institute and Forum Asset Management LLC
Date Posted: March 18, 2016
Last Revised: March 30, 2016
Working Paper Series
51 downloads

Incl. Electronic Paper Default Prediction with a Multiple-Spell Discrete-Time Hazard Model
Matej Jovan and Rok Blagus
Bank of Slovenia and University of Ljubljana
Date Posted: March 18, 2016
Last Revised: April 17, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump
CESifo Working Paper Series No. 5759
Christiane Baumeister , Lutz Kilian and Thomas K Lee
University of Notre Dame , University of Michigan at Ann Arbor - Department of Economics and Energy Information Administration - US DOE
Date Posted: March 18, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Understanding the Decline in the Price of Oil Since June 2014
CESifo Working Paper Series No. 5755
Christiane Baumeister and Lutz Kilian
University of Notre Dame and University of Michigan at Ann Arbor - Department of Economics
Date Posted: March 15, 2016
Working Paper Series
80 downloads

Incl. Electronic Paper What Do Accruals Tell Us About Future Cash Flows?
Review of Accounting Studies, Forthcoming
Mary E. Barth , Greg Clinch and Doron Israeli
Stanford University - Graduate School of Business , University of Melbourne - Department of Accounting and Interdisciplinary Center (IDC) Herzliya - Arison School of Business
Date Posted: March 14, 2016
Last Revised: April 03, 2016
Accepted Paper Series
781 downloads

Incl. Electronic Paper Choosing Expected Shortfall Over VaR in Basel III Using Stochastic Dominance
USC-INET Research Paper No. 16-05
Chia-Lin Chang , Juan-Angel Jiménez-Martin , Esfandiar Maasoumi , Michael McAleer and Teodosio Perez Amaral
National Chung Hsing University - Department of Applied Economics, Department of Finance , Complutense University of Madrid , Emory University , Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: March 13, 2016
Working Paper Series
35 downloads

Incl. Electronic Paper Collinearity and the Use of Latent Root Regression for Combining GNP Forecasts
Journal of Forecasting, Volume 8, 1989, 231-238.
John Guerard and Robert T. Clemen
McKinley Capital Management, LLC and Duke University
Date Posted: March 12, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Naïve, Arima, Nonparametric, Transfer Function, and VAR Models: A Comparison of Forecasting Performance
International Journal of Forecasting, Vol. 20, No. 1, 2004
Dimitrios D. Thomakos and John Guerard
University of Peloponnese - School of Management and Economics and McKinley Capital Management, LLC
Date Posted: March 12, 2016
Accepted Paper Series
3 downloads

Employment, Unemployment and the Minimum Wage: A Causality Model
Applied Economics, Vol. 20, 1988
John Guerard and William T. Alpert
McKinley Capital Management, LLC and University of Connecticut
Date Posted: March 12, 2016
Accepted Paper Series

Incl. Electronic Paper Recovering the Market Risk Premium from Stock and Option Prices
George Chalamandaris and Leonidas Rompolis
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: March 12, 2016
Working Paper Series
40 downloads

Incl. Electronic Paper Comparative Price Level (CPL) – A Representative Parameter of Economic Convergence
Romanian Journal of Economic Forecasting XVIII (4) 2015, 7-28
Emilian Dobrescu
National Institute of Economic Research
Date Posted: March 12, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper A Reconsideration of the Meese-Rogoff Puzzle: An Alternative Approach to Model Estimation and Forecast Evaluation
Multinational Finance Journal, Vol. 20, No. 1, p. 41-83, 2016
Kelly Burns
Curtin University
Date Posted: March 12, 2016
Accepted Paper Series
7 downloads

Incl. Electronic Paper Improving Model-Based Near-Term GDP Forecasts by Subjective Forecasts: A Real-Time Exercise for the G7 Countries
De Nederlandsche Bank Working Paper No. 507
W. Jos Jansen and Jasper de Winter
De Nederlandsche Bank and De Nederlandsche Bank
Date Posted: March 12, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Joint Confidence Sets for Structural Impulse Responses
CESifo Working Paper Series No. 5746
Atsushi Inoue and Lutz Kilian
Vanderbilt University - College of Arts and Science - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Date Posted: March 12, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Prepayment and Default of Consumer Loans in Online Lending
Zhiyong Li , Xiao Yao , Qing Wen and Wei Yang
Southwestern University of Finance and Economics (SWUFE) , Royal Bank of Scotland (RBS) , Southwestern University of Finance and Economics (SWUFE) - School of Finance and Southwestern University of Finance and Economics (SWUFE)
Date Posted: March 08, 2016
Working Paper Series
65 downloads

Incl. Electronic Paper Relationship between Macroeconomic Factors Volatility and Stock Return Volatility: Evidence from Pakistan
Syed Kamran Ali Haider and Sajid Khattak
CUST and Qurtuba University
Date Posted: March 08, 2016
Last Revised: March 09, 2016
Working Paper Series
30 downloads


 

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