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JEL Code: C1
1,882,396 Total downloads
Showing Papers 1,741 - 1,790 of 8,581
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Business and Financial Indicators: What are the Determinants of Default Probability Changes?
Fabien Couderc and
Olivier Renault
Date Posted: November 05, 2006214 downloads
Sound and Fury: McCloskey and Significance Testing in Economics
Kevin D. Hoover and
Mark V. Siegler
Date Posted: December 03, 2005214 downloads
Spread Term Structure and Default Correlation Les Cahiers du CREF of HEC Montréal Working Paper No. 03-02,
Patrick Gagliardini and
Christian Gourieroux
Date Posted: July 18, 2005214 downloads
Statistical Decision-Making Models and Treatment Effects
Thomas B. Astebro and
Gongyue Chen
Date Posted: August 20, 2004214 downloads
Testing Symmetry and Proportionality in PPP: A Panel Data Approach University of British Columbia Finance WP No. 97-11, Sauder School of Business Working Paper
Kai Li
Date Posted: February 27, 1999214 downloads
Evaluation of Active Labour Market Policy: Methodological Concepts and Empirical Estimates IZA Discussion Paper No.236
Reinhard Hujer and
Marco Caliendo
Date Posted: November 11, 2003213 downloads
Financial Innovation and Demand for Money in Pakistan The Asian Economic Review, Vol. 51, No. 2, pp. 219-228, August 2009
Qazi Muhammad Adnan Hye
Date Posted: March 09, 2009Last Revised: July 05, 2010213 downloads
Financial Integration Without the Volatility MIT Department of Economics Working Paper No. 08-04
Ricardo J. Caballero and
Kevin Cowan
Date Posted: December 04, 2006213 downloads
Income Distribution and Inequality LSE STICERD Research Paper No. 94
Frank Cowell
Date Posted: April 09, 2008213 downloads
Non-Linear Tests Of Weakly Efficient Markets: Evidence From Portugal ISEG Economics Department Working Paper No. 6/98
Antonio Afonso and
João Teixeira
Date Posted: November 14, 2003213 downloads
Risk-Adjusted Performance of Real Estate Stocks: Evidence from Developing Markets Journal of Real Estate Research Vol. 26, No. 4, 2004
Joseph T. L. Ooi and
Kim Hiang Liow
Date Posted: December 28, 2006213 downloads
The Econometrics of DSGE Models PIER Working Paper No. 09-008
Jesús Fernández-Villaverde
Date Posted: February 19, 2009213 downloads
The GMD: A superior Measure of Variability for Non-Normal Distributions
Shlomo Yitzhaki
Date Posted: February 27, 2002213 downloads
The Nobel Memorial Prize for Robert F. Engle PIER Working Paper No. 04-010
Francis X. Diebold
Date Posted: April 05, 2004213 downloads
The Performance Disclosures of Credit Rating Agencies: Are They Effective Reputational Sanctions? New York University Journal of Law and Business, Fall 2010, U of Cincinnati Public Law Research Paper No. 11-03
Lynn Bai
Date Posted: February 11, 2011Last Revised: March 16, 2011213 downloads
Transition in Romania between 1990 and 2005 - An Econometric Approach
Ciprian Ionel Turturean
Date Posted: February 24, 2008213 downloads
A Reduced Form Framework for Modeling Volatility of Speculative Prices Based on Realized Variation Measures Journal of Econometrics, Vol. 160, Issue 1, pp. 176-189, January 2011, CREATES Research Paper 2007-14
Torben G. Andersen ,
Tim Bollerslev and
Xin Huang
Date Posted: June 23, 2008Last Revised: January 07, 2012212 downloads
Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models
J. V. K. Rombouts and
Lars Stentoft
Date Posted: December 12, 2008Last Revised: February 24, 2009212 downloads
Large Sample Evidence on the Informativeness of Text in Analyst Reports
Allen Huang ,
Amy Y. Zang and
Rong Zheng
Date Posted: July 19, 2011Last Revised: February 28, 2013212 downloads
Politics, Stock Markets, and Model Uncertainty
K. Peren Arin ,
Alexander Molchanov
and
Otto F. Reich
Date Posted: September 05, 2007Last Revised: May 21, 2011212 downloads
Spot Volatility Estimation Using Delta Sequences
Cecilia Mancini
,
Vanessa Mattiussi
and
Roberto Renò
Date Posted: July 09, 2009Last Revised: July 12, 2012212 downloads
Testing for Multicointegration Working Paper No. 1997-1
Tom Engsted ,
Jesús Gonzalo and
Niels Haldrup
Date Posted: February 25, 1997212 downloads
Credit Risk Modeling with Misreporting and Incomplete Information International Journal of Theoretical and Applied Finance, Vol. 12, 2009
Agostino Capponi and
Jaksa Cvitanic
Date Posted: December 19, 2008Last Revised: February 08, 2009211 downloads
Explicit Coupling of Informative Prior and Likelihood Functions in a Bayesian Multivariate Framework and Application to a New Non-Orthogonal Formulation of the Black-Litterman Model Journal of Asset Management, Forthcoming, OCCAM Financial Technology Working Paper
Francois Ogliaro
,
Robert K. Rice
,
Stewart Becker
and
Raul Leote de Carvalho
affiliation not provided to SSRN
and
BNP Paribas Investment Partners
Date Posted: June 09, 2010211 downloads
How Peer Influence Affects Attribute Preferences: A Bayesian Updating Mechanism Marketing Science, Forthcoming, Johnson School Research Paper Series No. 20-2011
Vishal Narayan ,
Vithala R. Rao and
Carolyne Saunders
Date Posted: October 29, 2010Last Revised: March 27, 2011211 downloads
Is there Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors
Mototsugu Shintani and
Oliver B. Linton
Date Posted: June 24, 2001211 downloads
Monetary Policy Shifts and the Term Structure AFA 2009 San Francisco Meetings Paper
Jean Boivin ,
Sen Dong
and
Andrew Ang
Date Posted: March 17, 2008211 downloads
Stable Mixture GARCH Models Swiss Finance Institute Research Paper No. 11-39
Simon A. Broda
,
Markus Haas
,
Jochen Krause ,
Marc S. Paolella
and
Sven C. Steude
Date Posted: September 23, 2011Last Revised: October 18, 2011211 downloads
Testing Chaotic Dynamics via Lyapunov Exponents FEDEA Documento de Trabajo 2000-07
Fernando Fernández Rodríguez ,
Simón Sosvilla Rivero and
Julián Andrada Félix
Date Posted: July 23, 2001211 downloads
The Adoption of Statistical Tests by Natural Scientists: An Empirical Analysis
David A. Gulley
Date Posted: March 03, 2012Last Revised: March 26, 2013211 downloads
Adaptive Market Timing with ETFs
Lewis A. Glenn
Date Posted: December 29, 2010210 downloads
Dynamic Portfolio Management: An Application of Fourier Method for Covariance Estimation
Maria Elvira Mancino ,
Elena Rapini
and
Simona Sanfelici
Date Posted: November 17, 2008210 downloads
Error Bounds for Quasi-Monte Carlo Methods in Option Pricing
Jennifer X.F. Jiang and
John R. Birge
Date Posted: December 29, 2004210 downloads
Estimating a Dynamic Discrete Choice Model of Crime
Susumu Imai ,
Kala Krishna and
Maria Pisu
Date Posted: January 01, 1999210 downloads
Forecasts of Price, Return, and Volatility
Rocky Roland
and
George Xiang
Date Posted: August 19, 2005210 downloads
The Causal Relationship Between Government Revenue and Expenditure in China: An Application of VEC and VAR Modelling
Xiaoming Li
Date Posted: February 05, 2007210 downloads
The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis
Michael Dueker ,
Stephen J. Spurr and
David E. Kalist
Date Posted: December 14, 2005210 downloads
Updating Expected Returns Based on Consensus Forecasts
John Crombez
affiliation not provided to SSRN
Date Posted: March 08, 2001210 downloads
Using the Variance Structure of the Conditional Autoregressive Spatial Specification to Model Knowledge Spillovers
Olivier Parent
and
James P. LeSage
Date Posted: August 17, 2006210 downloads
Consumption Volatility and the Cross-Section of Stock Returns
Romeo Tedongap
Date Posted: May 03, 2007Last Revised: April 30, 2010209 downloads
Copula-Based Semiparametric Models for Multivariate Time Series
Bruno Remillard ,
Nicolas A. Papageorgiou
and
Frederic Soustra
Date Posted: March 24, 2010Last Revised: December 13, 2011209 downloads
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
Frederique Bec
,
Melika Ben Salem
and
Marine Carrasco
Date Posted: June 17, 2004209 downloads
Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models
Nikolaus Hautsch and
Vahidin Jeleskovic
affiliation not provided to SSRN
Date Posted: November 01, 2008209 downloads
Multicointegration in Stock-Flow Models Working Paper 1997-18
Tom Engsted and
Niels Haldrup
Date Posted: January 21, 1998209 downloads
Ownership Forms Matter for Airport Efficiency: A Stochastic Frontier Investigation of Worldwide Airports Journal of Urban Economics, Forthcoming
Tae-Hoon Oum ,
Jia Yan
and
Chunyan Yu
affiliation not provided to SSRN
Date Posted: June 04, 2008209 downloads
Tests for Non-Linear Dynamics in Systems of Non-Stationary Economic Time Series: The Case of Short-Term US Interest Rates FEDS Working Paper No. 99-55
Barry E. Jones and
Travis D. Nesmith
Date Posted: February 18, 2000209 downloads
Applying a Global Optimisation Algorithm to Fund of Hedge Funds Portfolio Optimisation
Rishi Thapar ,
Bernard Minsky ,
Qi Tang and
Miodrag Obradovic
Date Posted: August 18, 2009Last Revised: September 02, 2009208 downloads
Connections Between Entropic and Linear Projections in Asset Pricing Estimation
Michael J. Stutzer and
Yuichi Kitamura
Date Posted: March 16, 2002208 downloads
Eliminating the Outside Good Bias in Logit Models of Demand with Aggregate Data
Dongling Huang
and
Christian Rojas
Date Posted: November 14, 2009Last Revised: September 19, 2011208 downloads
Estimating the Worldwide Volume of Counterfeit U.S. Currency: Data and Extrapolation FEDs Working Paper No. 2003-52
Ruth Judson and
Richard D. Porter
Date Posted: December 20, 2003208 downloads
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