Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 669,833
Full Text Papers: 560,725
Authors: 308,766
Papers Received in
  Last 12 months:
66,491

Paper Downloads:
To date: 98,802,802
Last 12 months: 12,890,428
Last 30 days: 1,478,114

CiteReader:  What's this?
Papers with
  Resolved
  References:
303,004
Total References: 8,877,005
Papers with Cites: 244,008
Total Citation
  Links:
5,714,935
Papers with
  Resolved
  Footnotes:
91,679
Total Footnotes: 8,995,660


SSRN eLibrary Search Results
JEL Code: C13
491,204 Total downloads
Showing Papers 1,701 - 1,750 of 2,693
Sort By
1 2 3 4 ... 54 | Next >
   


Incl. Electronic Paper Status Traps
Journal of Business and Economic Statistics (Forthcoming)
Steven N. Durlauf , Andros Kourtellos and Chih Ming Tan
University of Wisconsin - Madison - Department of Economics , University of Cyprus - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics
Date Posted: May 02, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper From Bond Yield to Macroeconomic Instability: The Effect of Negative Interest Rates
Maria Cristina Recchioni and Gabriele Tedeschi
Università Politecnica delle Marche - Department of Management and Università Politecnica delle Marche - Faculty of Economics
Date Posted: May 02, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper The Problem of Causal Inference Without Balance Checking in Natural Experiment Design: An Entropy Balancing Matching Analysis
Chen Wang
Australian National University (ANU), Research school of Finance, Actuarial Studies and Applied Statistics, Students
Date Posted: May 01, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper On the Use of Shrinkage Estimators in Filtering Extraneous Information
Giornale degli Economisti e Annali di Economia, Anno 54, No. 7/9, pp. 453-480, Temi Attuali Della Ricerca Econometrica, 1995
Achille Vernizzi , Rino Goller and Paolo Sais
Università degli Studi di Milano , Independent and Independent
Date Posted: April 29, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Lethal Lapses - How a Positive Interest Rate Shock Might Stress German Life Insurers
Mark Feodoria and Till Förstemann
Christian-Albrechts-Universität zu Kiel and Deutsche Bundesbank
Date Posted: April 25, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper A Meta-Analysis on the Price Elasticity of Energy Demand
Robert Schuman Centre for Advanced Studies Research Paper No. RSCAS 2016/25
Xavier Labandeira , J. Maria Labeaga Azcona and Xira López-Otero
University of Vigo - Faculty of Economics and Business , Universidad Nacional de Educacion a Distancia (UNED) - Faculty of Economics and University of Vigo
Date Posted: April 23, 2016
Working Paper Series
15 downloads

Linear Factor Models and the Estimation of Expected Returns
Netspar Discussion Paper No. 03/2016-020
Cisil Sarisoy , Peter de Goeij and Bas J. M. Werker
Northwestern University-Kellogg School of Management , CentER, Tilburg Law and Economics Center (TILEC), Tilburg University and Tilburg University - Center for Economic Research (CentER)
Date Posted: April 20, 2016
Working Paper Series

Incl. Electronic Paper NPAs of Indian Commercial Banks: An Empirical Study
LBS Journal of Management and Research, 13(2), 48-58, 2015, Journal DOI: 10.5958/0974-1852.2015.00012.7.
Gurmeet Singh
Unitedworld School of Business
Date Posted: April 19, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper Explicit Diversification Beneift for Dependent Risks
SCOR papers, No. 38, 2016
Michel M. Dacorogna , Laila Elbahtouri and Marie Kratz
SCOR Switzerland , SCOR and ESSEC Business School
Date Posted: April 18, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Unconditional Quantile Regressions Under Endogeneity
Pallab Ghosh
University of Oklahoma
Date Posted: April 16, 2016
Working Paper Series
6 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
17 downloads

Incl. Electronic Paper Default Option Exercise Over the Financial Crisis and Beyond
Xudong An , Yongheng Deng and Stuart A. Gabriel
Federal Reserve Banks - Federal Reserve Bank of Philadelphia , National University of Singapore, Business School and the School of Design and Environment and University of California, Los Angeles - Anderson School of Management
Date Posted: April 15, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Do Bright-Line Earnings Surprises Really Affect Stock Price Reactions?
Management Science, Forthcoming
Jeffery S. Abarbanell and Hyungshin Park
University of North Carolina (UNC) at Chapel Hill - Finance Area and Southern Methodist University - Cox School of Business
Date Posted: April 13, 2016
Accepted Paper Series
65 downloads

Incl. Electronic Paper Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models
Daniel Buncic
University of St. Gallen
Date Posted: April 13, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Nonstationary Nonlinear Quantile Regression
Yoshimasa Uematsu
The Institute of Statistical Mathematics
Date Posted: April 08, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach
CentER Discussion Paper Series No. 2016-013
Renata Rabovic and Pavel Cizek
Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Date Posted: April 07, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Robust and Optimal Estimation for Partially Linear Instrumental Variables Models with Partial Identification
Qihui Chen
University of California, San Diego (UCSD)
Date Posted: April 06, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Treatment and Spillover Effects under Network Interference
Michael Leung

Date Posted: April 02, 2016
Last Revised: May 02, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Applications of Extreme Value Theory for Market Risks Estimation: A Review
Nilaish Nilaish

Date Posted: March 31, 2016
Last Revised: April 12, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper Capturing the Effect of Supervisory Services on Students’ Academic Performance
Rubina Begum , Muhammad Asrar , Muhammad Younes and Anwar Fazil Chishti
City University of Science and Information Technology (CUSIT) , City University of Science and Information Technology (CUSIT) , City University of Science and Information Technology (CUSIT) and City University
Date Posted: March 31, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Volatility Capital Buffer to Prevent the Breach of the Solvency II Capital Requirements
Financial and Economic Review, Vol. 15. Issue 1. pp. 91-123.
Zoltán Zubor
Magyar Nemzeti Bank
Date Posted: March 30, 2016
Accepted Paper Series
14 downloads

Incl. Electronic Paper Factors Affecting Academic Performance of Special Students: A Case of Peshawar District
Sahib Kamal , Muhammad Asrar , Muhammad Younes and Anwar Fazil Chishti
City University of Science and Information Technology (CUSIT) , City University of Science and Information Technology (CUSIT) , City University of Science and Information Technology (CUSIT) and City University
Date Posted: March 30, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Robust Measures of Core Inflation for Vietnam
IMF Working Paper No. 16/19
Sanjay Kalra and Bui Thi Trang Dzung
International Monetary Fund (IMF) - Asia and Pacific Department and State Bank of Vietnam
Date Posted: March 28, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Between Data Cleaning and Inference: Pre-Averaging and Robust Estimators of the Efficient Price
Per A. Mykland and Lan Zhang
University of Chicago - Department of Statistics and University of Illinois at Chicago - Department of Finance
Date Posted: March 26, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper The Equity Risk Posed by the Too-Big-To-Fail Banks: A Foster-Hart Estimation
Abhinav Anand , Tiantian Li , Tetsuo Kurosaki and Aaron Kim
Smurfit Business School, University College Dublin , State University of New York (SUNY) - Department of Applied Mathematics and Statistics , Bank of Japan and State University of New York, SUNY at Stony Brook University, College of Business
Date Posted: March 26, 2016
Working Paper Series
35 downloads

Incl. Electronic Paper Foster-Hart Optimal Portfolios
Abhinav Anand , Tiantian Li , Tetsuo Kurosaki and Aaron Kim
Smurfit Business School, University College Dublin , State University of New York (SUNY) - Department of Applied Mathematics and Statistics , Bank of Japan and State University of New York, SUNY at Stony Brook University, College of Business
Date Posted: March 26, 2016
Working Paper Series
59 downloads

Incl. Electronic Paper Modélisation et Calibration des Prix Spot Électriques (Modeling and Calibration of Spot Power Price)
Othman Rhazi
Ecole Nationale des Ponts et Chaussees
Date Posted: March 21, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Bayesian Nonparametric Conditional Copula Estimation of Twin Data
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 8
Luciana Dalla Valle , Fabrizio Leisen and Luca Rossini
University of Milan - Department of Economics, Business and Statistics , University of Kent, Canterbury and Ca Foscari University of Venice - Dipartimento di Economia
Date Posted: March 21, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Estimation of Large Correlation Matrix with Shrinking Methods
Peter N. Posch and Daniel Ullmann
University of Dortmund - Faculty of Business, Economics and Social Sciences and University of Dortmund - Economics and Social Sciences
Date Posted: March 19, 2016
Working Paper Series
40 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 The Beta Heuristic from a Time/Frequency Perspective: A Wavelet Analysis of the Market Risk of the 10 S&P Sectors
Bruce Mcnevin and Joan Nix
Midway Group and Queens College
Date Posted: March 16, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Nonparametric versus Parametric Expected Shortfall
Doug Martin and Shengyu Zhang
University of Washington - Department of Applied Mathematics and HomeStreet Bank
Date Posted: March 15, 2016
Working Paper Series
42 downloads

Incl. Electronic Paper A Marked Cox Model for the Number of IBNR Claims: Estimation and Application
Andrei L Badescu , X. Sheldon Lin and Dameng Tang
University of Toronto - Department of Statistics , University of Toronto
Date Posted: March 14, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Quantile Regression Random Effects
Antonio Galvao and Alexandre Poirier
University of Iowa and University of Iowa
Date Posted: March 14, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper PIIGS in the Euro Area. An Empirical DSGE Model
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 331
Alice Albonico , Alessia Paccagnini and Patrizio Tirelli
Università degli Studi di Milano-Bicocca - Department of Economics, Management & Statistics , Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
Date Posted: March 12, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Asset Allocation and Intra-Sector Allocation Using Covariance and Precision Matrix Clustering
Kevin Noel-Koide
ING
Date Posted: March 11, 2016
Working Paper Series
82 downloads

Incl. Electronic Paper Capital Pricing in Margin Periods of Risk and Repo KVA
Wujiang Lou
HSBC
Date Posted: March 11, 2016
Last Revised: March 15, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Principales Determinantes En La Adquisición De Competencias En América Latina: Un Análisis Multinivel a Partir De Los Resultados En PISA 2012 (Main Determinants Acquisition of Skills in Latin America: A Multilevel Analysis from the Results PISA 2012)
Geovanny Castro Aristizabal , Maribel Castillo Caicedo and Julie Carolina Mendoza
Pontifical University Javeriana Cali , Pontifical University Javeriana Cali and Pontifical University Javeriana Cali
Date Posted: March 08, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Much Has Changed Since Baron and Kenny's (1986) Classic Paper: Let Us Learn What Kenny's (2012) Contemporary Mediation Analysis Prescribes
Jinnah Business Review, Vol. 1, No. 1, 58-67, Jan 2013
Ahmedullah Shah and Anwar Fazil Chishti
CUST and City University
Date Posted: March 08, 2016
Accepted Paper Series
8 downloads

Incl. Electronic Paper Value of a Law Degree by College Major
Access Group Center for Research & Policy Analysis Research Paper No. 16-03, Seton Hall Public Law Research Paper
Michael Simkovic and Frank McIntyre
Seton Hall Law School and Rutgers Business School Newark and New Brunswick
Date Posted: March 07, 2016
Last Revised: March 24, 2016
Working Paper Series
226 downloads

Incl. Electronic Paper An Empirical Analysis of the Public Spending Decomposition on Organized Crime
FEEM Working Paper No. 001.2016
Maria Berrittella and Carmelo Provenzano
University of Palermo - CIRPIET and Università Kore di Enna
Date Posted: March 07, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data
Chicago Booth Research Paper No. 16-06
Yacine Ait-Sahalia and Dacheng Xiu
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: March 07, 2016
Last Revised: April 12, 2016
Working Paper Series
75 downloads

Incl. Electronic Paper Using Halton Sequences in Random Parameters Logit Models
Journal of Statistical and Econometric Methods, vol.5, no.1, 2016, 59-86
Tong Zeng
Black Hills State University - Department of Economics and Finance
Date Posted: March 05, 2016
Accepted Paper Series
11 downloads

Incl. Electronic Paper Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients
University of St. Gallen, School of Finance Research Paper No. 2016/07
Florentina Paraschiv , Derek W. Bunn and Sjur Westgaard
University of St. Gallen, Institute for Operations Research and Computational Finance , London Business School and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Date Posted: March 04, 2016
Accepted Paper Series
31 downloads

Incl. Electronic Paper Hidden Markov Structures for Dynamic Copulae
Wolfgang K. Härdle , Ostap Okhrin and Weining Wang
Humboldt University of Berlin - Institute for Statistics and Econometrics , Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin
Date Posted: March 02, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles
Swiss Finance Institute Research Paper No. 16-12
Vladimir Filimonov , Guilherme Demos and Didier Sornette
Swiss Federal Institute of Technology Zurich (ETH Zurich) , ETH Zurich and Swiss Finance Institute
Date Posted: March 01, 2016
Working Paper Series
54 downloads

Incl. Electronic Paper Research Perspectives on the Public Domain: Digital Conference Proceedings
CREATe Working Paper 2014/3, 2014
Kris Erickson and Martin Kretschmer
University of Glasgow and University of Glasgow
Date Posted: March 01, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments
Gareth William Peters , Wilson Y. Chen and Richard H. Gerlach
University College London - Department of Statistical Science , University of Sydney Business School and University of Sydney
Date Posted: February 29, 2016
Working Paper Series
12 downloads

Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors
Advances in Econometrics, 2014, vol. 33, 65-92.
Yong Bao , Aman Ullah and Ru Zhang
Purdue University , University of California, Riverside (UCR) - Department of Economics and University of California, Riverside (UCR)
Date Posted: February 27, 2016
Accepted Paper Series

Incl. Electronic Paper Noise Fit, Estimation Error and a Sharpe Information Criterion
Dirk Paulsen and Jakob Söhl
John Street Capital and University of Cambridge
Date Posted: February 21, 2016
Working Paper Series
117 downloads


 

1 2 3 4 ... 54 | Next >
   


 

© 2016 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollobot1 in 7.485 seconds