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SSRN eLibrary Statistics:

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Abstracts: 484,343
Full Text Papers: 393,706
Authors: 226,701
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  Last 12 months: 		68,955

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To date: 65,930,607
Last 12 months: 11,186,469
Last 30 days: 1,057,644

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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C2
1,125,428 Total downloads
Showing Papers 1,681 - 1,730 of 8,108
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Incl. Electronic Paper Exploring the Dynamics of the Efficiency in the Italian Hospitality Sector: A Regional Case Study
Juan Gabriel Brida , Manuela Deidda , Nicolas Garrido and Manuela Pulina
Free University of Bolzano , Free University of Bolzano - Competence Centre in Tourism Management and Tourism Economics (TOMTE) , Universidad Católica del Norte - Departamento de Economía and University of Sassari - Faculty of Economics (DEIR) - CRENoS
Date Posted: August 29, 2011
Working Paper Series
20 downloads

Incl. Electronic Paper Financial Stress Index: Identification of Systemic Risk Conditions
24th Australasian Finance and Banking Conference 2011 Paper
 Mikhail V. Oet , Ryan Eiben , Timothy Bianco , Dieter Gramlich and Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of Cleveland , Indiana University Bloomington , Federal Reserve Banks - Federal Reserve Bank of Cleveland , Baden-Württemberg Cooperative State University and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: August 28, 2011
Last Revised: April 06, 2013
Working Paper Series
211 downloads

Incl. Electronic Paper Can US Economic Variables Predict the Chinese Stock Market?
Pacific-Basin Finance Journal, Forthcoming , 24th Australasian Finance and Banking Conference 2011 Paper
 Jeremy Goh , Fuwei Jiang , Jun Tu and Yuchen Wang
Singapore Management University , Singapore Management University - Lee Kong Chian School of Business , Singapore Management University and Singapore Management University
Date Posted: August 27, 2011
Last Revised: November 26, 2012
Accepted Paper Series
80 downloads

Incl. Electronic Paper Romanian Tourism Sector Facing the Economic Crisis
 Marius Surugiu and Camelia Surugiu
Institute of National Economy, Bucharest, Romania and National Institute for Research and Development in Tourism, Bucharest, Romania
Date Posted: August 27, 2011
Working Paper Series
30 downloads

Управление Кредитным Риском (Credit Risk Management)
Applied Econometrics, Vol. 12, No. 4, pp. 84-137, 2008

Date Posted: August 27, 2011
Accepted Paper Series

Эконометрический Анализ Финансовых Данных в Задачах Управления Риском (An Econometric Analysis of Financial Data in Risk Management)
Applied Econometrics, Vol. 10, No. 2, pp. 91-137, 2008
Date Posted: August 27, 2011
Accepted Paper Series

Эконометрический Анализ Финансовых Данных в Задачах Управления Риском (Econometric Analysis of Financial Data in Risk Management (Continuation)- Section III: Managing Operational Risk)
Applied Econometrics, Vol. 11, No. 3, pp. 87-122, 2008
Date Posted: August 27, 2011
Accepted Paper Series

Incl. Electronic Paper Adding Regime-Switching to a GARCH-Copula Model: Modeling the Joint Distribution of Excess Returns of S&P 500 and Nasdaq Indices
 Long Kang
The Options Clearing Corporation
Date Posted: August 26, 2011
Working Paper Series
77 downloads

Incl. Electronic Paper Is Wine a Premier CRU Investment?
Midwest Finance Association 2012 Annual Meetings Paper
 Brian M. Lucey and Liam Devine
Trinity College, Dublin - School of Business and University of Dublin - School of Business Studies
Date Posted: August 26, 2011
Last Revised: September 01, 2011
Working Paper Series
170 downloads

Incl. Electronic Paper Risk-Return Trade-Off in Dhaka Stock Exchange, Bangladesh: An Emerging Market Evidence
 A. T. Mollik and Md. Khokan Bepari
Faculty of Business & Government, UC and Central Queensland University, School of Commerce and Law
Date Posted: August 26, 2011
Working Paper Series
52 downloads

Incl. Electronic Paper SAFE: An Early Warning System for Systemic Banking Risk
24th Australasian Finance and Banking Conference 2011 Paper
 Mikhail V. Oet , Ryan Eiben , Timothy Bianco , Dieter Gramlich , Stephen J. Ong and Jing Wang
Federal Reserve Banks - Federal Reserve Bank of Cleveland , Indiana University Bloomington , Federal Reserve Banks - Federal Reserve Bank of Cleveland , Baden-Württemberg Cooperative State University , Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: August 26, 2011
Working Paper Series
237 downloads

Управление Кредитным Риском (Продолжение) (Credit Risk Management (Cont.)
Applied Econometrics, Vol. 13, No. 1, pp. 105-138, 2009
Date Posted: August 26, 2011
Accepted Paper Series

Эконометрический Анализ Финансовых Данных в Задачах Управления Риском (Econometric Analysis of Financial Data in Risk Management [Multidimensional Credit Risk Models - Cont.])
Applied Econometrics, Vol. 14,No. 2, pp. 100-127, 2009
Date Posted: August 26, 2011
Accepted Paper Series

Do Mutual Funds Perform When it Matters Most to Investors? U.S. Mutual Fund Performance and Risk in Recessions and Expansions
Quarterly Journal of Finance, Vol. 1, No. 3, November 2011
 Robert Kosowski
Imperial College Business School
Date Posted: August 25, 2011
Last Revised: September 05, 2011
Accepted Paper Series

Incl. Electronic Paper Forecast Optimality Tests in the Presence of Instabilities
Economic Research Initiatives at Duke (ERID) Working Paper No. 109
 Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - ICREA and Bank of Canada
Date Posted: August 25, 2011
Accepted Paper Series
63 downloads

Incl. Electronic Paper Interaction between Stock and Foreign Exchange Markets Under the Floating Regime: Evidence from Thailand
 Komain Jiranyakul
National Institute of Development Administration
Date Posted: August 25, 2011
Last Revised: June 30, 2012
Working Paper Series
69 downloads

Learning from Micro-Level Expert Forecasts: Real-Time Data, Regression Trees, and Bagging
 Simon Knaus and Fabian Krueger
University of Saint Gallen - SEPS: Economics and Political Sciences and University of Konstanz
Date Posted: August 25, 2011
Working Paper Series

Incl. Electronic Paper Rational Speculative Bubbles and Commodities Markets: Application of Duration Dependence Test
Applied Financial Economics, Forthcoming
 Peter Went , Benjamas Jirasakuldech and Riza Emekter
GARP Research Center , University of the Pacific (UOP) - Eberhardt School of Business and Robert Morris University
Date Posted: August 25, 2011
Accepted Paper Series
111 downloads

Incl. Electronic Paper A Metric for Money
 Bob Blain
Southern Illinois University Edwardsville
Date Posted: August 23, 2011
Working Paper Series
14 downloads

Incl. Electronic Paper A Panel Co-integration Analysis of Industrial and Services Sectors' Agglomeration in the European Union
 Astrid Krenz
University of Goettingen
Date Posted: August 23, 2011
Last Revised: February 04, 2012
Working Paper Series
21 downloads

Incl. Electronic Paper Asset Pricing with Fixed Asset Supply
 Lammertjan Dam and Pim Heijnen
University of Groningen - Faculty of Economics and Business and University of Groningen
Date Posted: August 23, 2011
Last Revised: February 17, 2013
Working Paper Series
153 downloads

Incl. Electronic Paper Downward Wage Rigidity in Hungary
ECB Working Paper No. 1372
 Gábor Kátay
Magyar Nemzeti Bank
Date Posted: August 23, 2011
Working Paper Series
10 downloads

Incl. Electronic Paper On the Nature and Predictability of Corporate Bond Returns
 Daniel Haesen and Patrick Houweling
Robeco Quantitative Strategies and Robeco Quantitative Strategies
Date Posted: August 23, 2011
Last Revised: May 16, 2012
Working Paper Series
179 downloads

Incl. Electronic Paper Dual-Track Interest Rates and the Conduct of Monetary Policy in China
BOFIT Discussion Paper No. 21/2011
 Dong He and Honglin Wang
Hong Kong Monetary Authority and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Date Posted: August 22, 2011
Last Revised: September 01, 2011
Working Paper Series
92 downloads

Incl. Electronic Paper Exchange Rate Misalignments: A Comparison of China Today Against Recent Historical Experiences of Japan, Germany, Singapore and Taiwan
BOFIT Discussion Paper No. 22/2011
 Xinhua He , Duo Qin and Yimeng Liu
Chinese Academy of Social Science - Institute of World Economics and Politics , University of London - Department of Economics, SOAS and Beijing Normal University (BNU)
Date Posted: August 22, 2011
Working Paper Series
57 downloads

Incl. Electronic Paper Heavy-Tail and Plug-In Robust Consistent Conditional Moment Tests of Functional Form
 Jonathan B. Hill
University of North Carolina (UNC) at Chapel Hill – Department of Economics
Date Posted: August 22, 2011
Last Revised: May 18, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Long-Run Stock Price-House Price Relation: Evidence from an ESTR Model
 David G. McMillan
University of Stirling
Date Posted: August 22, 2011
Working Paper Series
61 downloads

Incl. Electronic Paper Predictability of Turn-of-the-Month Effect at Stock Markets in Malaysia, South Korea and Japan
 Zainudin bin Arsad , Chuah Seng Aik and Siti Noor Mohd Nordin
affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: August 22, 2011
Working Paper Series
61 downloads

Incl. Electronic Paper The Components of the Illiquidity Premium: An Empirical Analysis of U.S. Stocks 1927-2010
Journal of Banking and Finance, Forthcoming
 Björn Hagströmer , Bjorn Hansson and Birger Nilsson
Stockholm University - School of Business , Lund University - Department of Economics and Lund University
Date Posted: August 22, 2011
Last Revised: February 14, 2013
Accepted Paper Series
125 downloads

Incl. Electronic Paper The Real Effects of Bank Branch Deregulation at Various Stages of Economic Development: The European Experience
 José Manuel Pastor , Lorenzo Serrano and Emili Tortosa-Ausina
University of Valencia , University of Valencia and Jaume I University - Department of Economics
Date Posted: August 22, 2011
Working Paper Series
30 downloads

Binary Choice Models and Corporate Takeover
Journal of Banking and Finance, Vol. 27, March 2003
 Hassan Espahbodi and Pouran Espahbodi
Western Illinois University - Department of Accountancy and Western Illinois University - Department of Accountancy
Date Posted: August 21, 2011
Accepted Paper Series

Incl. Electronic Paper Housing Wealth and Consumption
FRB International Finance Discussion Paper No. 1027
 Matteo M. Iacoviello
Federal Reserve Board - Trade and Financial Studies
Date Posted: August 21, 2011
Working Paper Series
80 downloads

Incl. Electronic Paper The Contribution of Structural Break Models to Forecasting Macroeconomic Series
 Luc Bauwens , Gary Koop , Dimitris Korobilis and J. V. K. Rombouts
Université catholique de Louvain , University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics , University of Glasgow and HEC Montreal
Date Posted: August 21, 2011
Working Paper Series
44 downloads

Incl. Electronic Paper What Problem Banks Reveal About Future Financial Distress: Evidence from the Late 2000s Financial Crisis
 Charles M. Kahn and Nikolaos I. Papanikolaou
University of Illinois, Urbana-Champaign and University of Luxembourg, Luxembourg School of Finance
Date Posted: August 21, 2011
Working Paper Series
97 downloads

Coordinated Failure? A Cross-Country Bank Failure Prediction Model
Financial Stability Review, Vol. 5, 2005
 Heather Montgomery , Wimboh Santoso , Dwityapoetra S. Besar and Tran Hanh
International Christian University (ICU) , Bank Indonesia , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: August 20, 2011
Accepted Paper Series

Incl. Electronic Paper The Impact of Unconventional Monetary Policy on the Market for Collateral: The Case of the French Bond Market
Banque de France Working Paper No. 339
 Sanvi Avouyi-Dovi and Julien Idier
Banque de France and Banque de France - Centre de Recherche
Date Posted: August 19, 2011
Working Paper Series
26 downloads

Incl. Electronic Paper Factors, Characteristics and Endogenous Structural Breaks: Evidence from Japan
 Pin-Huang Chou , Kuan-Cheng Ko and Shinn-Juh Lin
National Central University , National Chi Nan University - College of Management and National Chengchi University
Date Posted: August 18, 2011
Working Paper Series
30 downloads

Incl. Electronic Paper The Dynamics of Teacher Quality
 Matthew Wiswall
New York University (NYU)
Date Posted: August 18, 2011
Working Paper Series
107 downloads

Incl. Electronic Paper The Trend Over Time of the Gender Wage Gap in Italy
CentER Working Paper Series No. 2011-093
 Chiara Mussida and Matteo Picchio
Università Cattolica del Sacro Cuore and Department of Economic and Social Science, Marche Polytechnic University
Date Posted: August 18, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper World Wine Exports: What Determines the Success of ‘New World’ Wine Producers?
 Emiliano Villanueva and Osiris Jorge Parcero
AUIV OIV MSc - International Organization of Vine and Wine and Universidad Carlos III de Madrid - Departamento de Economia
Date Posted: August 18, 2011
Working Paper Series
20 downloads

Incl. Fee Electronic Paper Demographic Change and Pharmaceuticals' Stock Returns
European Financial Management, Vol. 17, Issue 4, pp. 726-754, 2011
 Manuel Ammann , Rachel Berchtold and Ralf Seiz
University of St. Gallen - Swiss Institute of Banking and Finance , University of St. Gallen - Swiss Institute of Banking and Finance and University of Saint Gallen - Swiss Institute of Banking and Finance
Date Posted: August 17, 2011
Accepted Paper Series
1 downloads

Incl. Electronic Paper Augmented Dickey Fuller Test
 Rizwan Mushtaq
International Islamic University Islamabad Pakistan
Date Posted: August 17, 2011
Working Paper Series
115 downloads

Incl. Electronic Paper Central Bank Communication and the Perception of Monetary Policy by Financial Market Experts
24th Australasian Finance and Banking Conference 2011 Paper
 Sandra Schmidt and Dieter Nautz
Centre for European Economic Research (ZEW) and Free University of Berlin (FUB) - Department of Business and Economics
Date Posted: August 17, 2011
Working Paper Series
39 downloads

Incl. Electronic Paper Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
MIT Department of Economics Working Paper No. 11-18
 Victor Chernozhukov and Ivan Fernandez-Val
Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Date Posted: August 16, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Inward Foreign Direct Investment and Aggregate Imports: Time Series Evidence from Pakistan
International Economics & Finance Journal, Vol. 5, No. 1-2, pp. 33-43, 2010
 Syed Tehseen Jawaid
IQRA University
Date Posted: August 15, 2011
Last Revised: August 17, 2011
Accepted Paper Series
68 downloads

Incl. Electronic Paper Cognitive Capital and Islands of Innovation: The Lucas Growth Model from a Regional Perspective
Tinbergen Institute Discussion Paper 11-116/3
 Andrea Caragliu and Peter Nijkamp
VU University Amsterdam and VU University of Amsterdam - Department of Spatial Economics
Date Posted: August 11, 2011
Working Paper Series
18 downloads

Evaluation of the Impact of Day Trading on the Egyptian Stock Market
The International Journal of Business and Finance Research, Vol. 4, No. 1, pp. 1-22, 2010
 Islam Azzam and Jasmin Fouad
The American University in Cairo - School of Business and Economics and affiliation not provided to SSRN
Date Posted: August 11, 2011
Accepted Paper Series

Stock Exchange Demutualization and Performance
Global Finance Journal, Vol. 21, No. 2, pp. 211-222
 Islam Azzam
The American University in Cairo - School of Business and Economics
Date Posted: August 11, 2011
Last Revised: August 17, 2011
Accepted Paper Series

Incl. Electronic Paper Coordinated Failure? A Cross-Country Bank Failure Prediction Model
Asian Development Bank Institute Discussion Paper No. 32
 Heather Montgomery , Wimboh Santoso , Dwityapoetra S. Besar and Tran Hanh
International Christian University (ICU) , Bank Indonesia , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: August 09, 2011
Last Revised: August 22, 2011
Working Paper Series
32 downloads

Incl. Electronic Paper Out-of-Sample Forecast Tests Robust to the Choice of Window Size
FRB of Philadelphia Working Paper No. 11-31
 Barbara Rossi and Atsushi Inoue
Universitat Pompeu Fabra - ICREA and North Carolina State University - Department of Agricultural & Resource Economics
Date Posted: August 09, 2011
Working Paper Series
14 downloads


 

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