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393,865
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226,776
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JEL Code: C13
355,835 Total downloads
Showing Papers 1,751 - 1,800 of 2,072
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Towards Building A New Consensus About New Zealand's Productivity
Labour Market Policy Group Occasional Papers 01-2003
Weshah A. Razzak
affiliation not provided to SSRN
Date Posted: February 28, 2004
Working Paper Series
35 downloads
Estimating Coke and Pepsi's Price and Advertising Strategies
UC Berkeley Competition Policy Center Working Paper No. CPC99-04
Amos Golan
,
Larry S. Karp and
Jeffrey M. Perloff
American University - Department of Economics
,
University of California, Berkeley
and
University of California, Berkeley - Department of Agricultural & Resource Economics
Date Posted: February 28, 2004
Working Paper Series
831 downloads
Trade Potentials in Gravity Panel Data Models
Topics in Economic Analysis & Policy, Vol. 5, No. 1, Article 20
Luca De Benedictis and
Claudio Vicarelli
Università degli Studi di Macerata - Department of Economic & Financial Institutions (DIEF)
and
ISTAT - Italian National Institute of Statistics
Date Posted: February 26, 2004
Working Paper Series
425 downloads
The Present and Future of Financial Risk Management
ISMA Centre Discussion Paper No. DP2003-12
Carol Alexander
University of Reading - ICMA Centre
Date Posted: February 26, 2004
Working Paper Series
2922 downloads
Cyclicality in Catastrophic and Operational Risk Measurements
Turan G. Bali and
Linda Allen
Georgetown University - Robert Emmett McDonough School of Business
and
Baruch College, CUNY - Zicklin School of Business
Date Posted: February 18, 2004
Working Paper Series
689 downloads
Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood
PIER Working Paper No. 04-005; FRB of Atlanta Working Paper No. 2004-3
Jesús Fernández-Villaverde and
Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics
and
Duke University - Department of Economics
Date Posted: February 04, 2004
Working Paper Series
108 downloads
Estimating and Interpreting Zero Coupon and Forward Rates: Australia, 1992-2001
Petko S. Kalev
University of South Australia - Centre for Applied Financial Studies
Date Posted: February 01, 2004
Working Paper Series
488 downloads
A General Multivariate Threshold GARCH Model for Dynamic Correlations
NCCR FINRISK Working Paper
Francesco Audrino
and
Fabio Trojani
University of St. Gallen
and
Swiss Finance Institute
Date Posted: January 21, 2004
Working Paper Series
539 downloads
Poverty and Income Distribution in a CGE-Household Micro-Simulation Model: Top-Down/Bottom Up Approach
CIRPEE Working Paper No. 03-43
Luc Savard
Université de Sherbrooke - Department of Economics
Date Posted: January 19, 2004
Working Paper Series
445 downloads
Anchoring Bias and Covariate Nonresponse
University St. Gallen Economics Discussion Paper No. 2003-19
R. Vazquez-Alvarez and
Christoph Boner
University of Saint Gallen - Swiss Institute for International Economics and Applied Economic Research
and
affiliation not provided to SSRN
Date Posted: January 13, 2004
Working Paper Series
84 downloads
Biasing Factors of the Consumer Price Index
KTK/IE Discussion Paper No. 2003/12
Ilona Kovács
Hungarian Academy of Sciences (HAS) - Research Centre for Economic and Regional Studies
Date Posted: January 13, 2004
Working Paper Series
90 downloads
The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching
IZA Discussion Paper No. 967; University St. Gallen, Department of Economics Discussion Paper No. 2003-20
Michael Lechner and
R. Vazquez-Alvarez
University of St. Gallen - Swiss Institute for Empirical Economic Research
and
University of Saint Gallen - Swiss Institute for International Economics and Applied Economic Research
Date Posted: January 13, 2004
Working Paper Series
121 downloads
The Predictive Success and Profitability of Chart Patterns in the Euro/Dollar Foreign Exchange Market
IAG Working Paper No. 95-03, CORE Discussion Paper No. 2004/35
Walid Ben Omrane
and
Hervé Van Oppens
Brock University - Department of Finance, Operations and Information Systems (FOIS)
and
Catholic University of Louvain (UCL) - Department of Business Administration (IAG) - Finance Unit
Date Posted: January 13, 2004
Working Paper Series
364 downloads
Estimating Nonlinear Dynamic Equilibrium Economies: A Likelihood Approach
PIER Working Paper No. 04-001
Jesús Fernández-Villaverde and
Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics
and
Duke University - Department of Economics
Date Posted: January 12, 2004
Working Paper Series
112 downloads
A Quantilogram Approach to Evaluating Directional Predictability
Cowles Foundation Discussion Paper No. 1454
Oliver B. Linton and
Yoon-Jae Whang
University of Cambridge
and
Seoul National University - School of Economics
Date Posted: January 10, 2004
Working Paper Series
85 downloads
Rating Granularity and Basel II Capital Requirements
Rainer Jankowitsch
,
Walter S. A. Schwaiger
and
Stefan Pichler
Vienna University of Economics and Business
,
Vienna University of Technology - Department of Accounting and Controlling
and
WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
Date Posted: January 05, 2004
Working Paper Series
494 downloads
Time Series Modelling Using TSMod 3.24
Tinbergen Institute Working Paper No. 2003-091/4
Charles S. Bos
VU University Amsterdam
Date Posted: January 03, 2004
Working Paper Series
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices
Tinbergen Institute Discussion Paper No. TI 03-071/4
M. Angeles Carnero ,
Siem Jan Koopman and
Marius Ooms
University of Alicante - Department of Economic Analysis
,
VU University Amsterdam
and
VU University Amsterdam - Department of Econometrics
Date Posted: November 22, 2003
Working Paper Series
222 downloads
Playing on Profits Cycle?
Dmitry V. Baryshevsky
Financial Analysis Group
Date Posted: November 21, 2003
Working Paper Series
94 downloads
Tracking Growth and the Business Cycle: A Stochastic Common Cycle Model for the Euro Area
Tinbergen Institute Discussion Paper No. 03-069/4
João Valle e Azevedo
,
Siem Jan Koopman and
Antonio Rua
VU University Amsterdam - Faculty of Economics and Business Administration
,
VU University Amsterdam
and
Bank of Portugal - Economic Research Department
Date Posted: November 17, 2003
Working Paper Series
121 downloads
Recognition and Disclosure Reliability: Evidence from SFAS No. 106
Contemporary Accounting Research, Forthcoming
Paquita Y. Davis-Friday ,
Chao-Shin Liu and
H. Fred Mittelstaedt
CUNY-Baruch College
,
University of Notre Dame - Department of Accountancy
and
University of Notre Dame
Date Posted: November 15, 2003
Accepted Paper Series
Least Absolute Deviation Estimation of Multi-Equation Linear Econometric Models: A Study Based on Monte Carlo Experiments
NEHU Economics Working Paper No. skm/02
Sudhanshu K. Mishra and
Madhuchhanda Dasgupta
North-Eastern Hill University (NEHU)
and
North Eastern Hill University - Economics
Date Posted: November 15, 2003
Working Paper Series
199 downloads
An Empirical Test of the Hull-White Option Pricing Model: A Correction
Sofiane Aboura
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
Date Posted: November 04, 2003
Working Paper Series
585 downloads
GARCH Option Pricing Under Skew
Sofiane Aboura
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
Date Posted: October 23, 2003
Working Paper Series
436 downloads
The DCC-VARMA Model: A Simple Estimation Procedure of the Conditional Correlation Dynamics Parameters for Large Variance-Covariance Matrices
Valerio Potì
Dublin City University Business School
Date Posted: October 22, 2003
Working Paper Series
472 downloads
Why Effective Spreads on Nasdaq were Higher than on the New York Stock Exchange in the 1990s
University of Memphis Working Paper
Robert Wood and
George J. Benston
University of Memphis - Fogelman College of Business and Economics
and
Emory University - Department of Accounting
Date Posted: October 20, 2003
Working Paper Series
155 downloads
Holding Period Return-Risk Modeling: Ambiguity in Estimation
ERIM Report Series Reference No. ERS-2003-063-F&A
Winfried G. Hallerbach
Robeco Asset Management, Quantitative Strategies
Date Posted: October 15, 2003
Working Paper Series
357 downloads
Holding Period Return-Risk Modeling: The Importance of Dividends
ERIM Report Series Reference No. ERS-2003-064-F&A
Winfried G. Hallerbach
Robeco Asset Management, Quantitative Strategies
Date Posted: October 15, 2003
Working Paper Series
354 downloads
Measuring Value at Risk under the Conditional Edgeworth-Sargan Distribution
Finance Letters, Vol. 1, No. 3, 2003
Javier Perote and
Esther Del Brio
Universidad Rey Juan Carlos - Department Economia
and
University of Salamanca - Administracion y Economia de la Empresa
Date Posted: October 10, 2003
Accepted Paper Series
Temporal Aggregation of the Returns of a Stock Index Series
Umea Economic Studies Working Paper No. 614
Kurt Brannas
University of Umea - Department of Economics
Date Posted: October 03, 2003
Working Paper Series
73 downloads
What is Hidden in the Fed's Model? The second Approximation
Dmitry V. Baryshevsky
Financial Analysis Group
Date Posted: October 03, 2003
Working Paper Series
250 downloads
Honey, I Shrunk the Sample Covariance Matrix
UPF Economics and Business Working Paper No. 691
Olivier Ledoit and
Michael Wolf
University of Zurich
and
University of Zurich - Department of Economics Library
Date Posted: September 18, 2003
Working Paper Series
1440 downloads
The Forecast Quality of CBOE Implied Volatility Indexes
Olin School of Business Working Paper No. 2003-08-004
Charles J. Corrado and
Thomas W. Miller Jr.
Deakin University - School of Accounting, Economics & Finance
and
Mississippi State University - College of Business
Date Posted: September 16, 2003
Working Paper Series
741 downloads
Testing for Cointegration in Nonlinear STAR Error Correction Models
U of London Queen Mary Economics Working Paper No. 497
George Kapetanios ,
Yongcheol Shin and
Andy Snell
University of London - Queen Mary College - Department of Economics
,
University of Leeds - Leeds University Business School - Division of Economics
and
University of Edinburgh - Economics
Date Posted: August 31, 2003
Working Paper Series
257 downloads
Using Extraneous Information and GMM to Estimate Threshold Parameters in TAR Models
U of London Queen Mary Economics Working Paper No. 494
George Kapetanios
University of London - Queen Mary College - Department of Economics
Date Posted: August 31, 2003
Working Paper Series
81 downloads
What You Always Wanted to Know About Censoring But Never Dared to Ask - Parameter Estimation for Censored Random Vectors
IZA Discussion Paper No. 837
Wendelin Schnedler
University of Paderborn - Department of Management
Date Posted: August 16, 2003
Working Paper Series
55 downloads
Estimation of Fractional Integration in the Presence of Data Noise
University of Aarhus, Economics Working Paper No. 2003-10
Niels Haldrup and
Morten Ørregaard Nielsen
Aarhus University, School of Economics and Management
and
Queen's University (Canada) - Department of Economics
Date Posted: August 12, 2003
Working Paper Series
80 downloads
IT Investment and Hicks' Composite-Good Theorem: The U.S. Experience
FRB International Finance Discussion Paper No. 767
Jaime Marquez and
Shing-Yi Wang
Board of Governors of the Federal Reserve System - International Financial Transactions Section
and
Yale University - Department of Economics
Date Posted: August 11, 2003
Working Paper Series
46 downloads
Comparing Possible Proxies of Corporate Bond Liquidity
Journal of Banking and Finance, Vol. 29, No. 6, pp. 1331-1358, 2005, EFA 2003 Annual Conference Paper No. 298
Patrick Houweling ,
Albert Mentink
and
Ton Vorst
Robeco Quantitative Strategies
,
AEGON Group - AEGON Asset Management
and
VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: August 01, 2003
Accepted Paper Series
1398 downloads
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
Journal of the American Statistical Association, Vol. 100, No. 470, pp. 628-641, June 2005
Loriano Mancini
,
Fabio Trojani
and
Elvezio Ronchetti
Ecole Polytechnique Fédérale de Lausanne
,
Swiss Finance Institute
and
University of Geneva - Department of Econometrics
Date Posted: July 29, 2003
Working Paper Series
194 downloads
Measuring Synchronisation and Convergence of Business Cycles
Tinbergen Institute Discussion Paper No. 03-052/4
Siem Jan Koopman and
João Valle e Azevedo
VU University Amsterdam
and
VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: July 23, 2003
Working Paper Series
113 downloads
An MCMC Approach to Classical Estimation
MIT Department of Economics Working Paper No. 03-21
Victor Chernozhukov and
Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics
and
Duke University - Department of Economics
Date Posted: July 15, 2003
Working Paper Series
956 downloads
Cross-section Regression with Common Shocks
Cowles Foundation Discussion Paper No. 1428
Donald W. K. Andrews
Yale University - Cowles Foundation
Date Posted: July 11, 2003
Working Paper Series
480 downloads
Conflict, Violence and Criminal Activity in Colombia: A Spatial Analysis
Universidad de los Andes, CEDE Working Paper No. 2003-05
Fabio Sánchez ,
Ana María Diaz E.
and
Michel Formisano
Universidad de los Andes, Colombia - Department of Economics
,
Universidad de los Andes, Colombia - Department of Economics
and
Universidad de los Andes, Colombia - Department of Economics
Date Posted: June 26, 2003
Working Paper Series
336 downloads
The Asian Financial Crisis: The Start of a Regime Switch in Volatility
Pierre Giot
Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Date Posted: June 24, 2003
Working Paper Series
347 downloads
Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications
Markus Junker
,
Alexander Szimayer and
Niklas Wagner
Center of Advanced European Studies and Research, Germany (CAESAR) - Financial Engineering Group
,
University of Hamburg - Faculty of Economics and Business Administration
and
Passau University
Date Posted: June 24, 2003
Working Paper Series
520 downloads
On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities
FAME Research Paper No. 83
Olivier Renault and
O. Scaillet
University of Warwick Business School - Financial Econometrics Research Centre
and
University of Geneva - HEC
Date Posted: June 10, 2003
Working Paper Series
350 downloads
Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction
Cowles Foundation Discussion Paper No. 1418
John C. Chao and
Norman R. Swanson
University of Maryland - Robert H. Smith School of Business
and
Rutgers University - Department of Economics
Date Posted: May 29, 2003
Working Paper Series
91 downloads
Consistent Estimation with a Large Number of Weak Instruments
Econometrica, Forthcoming, Yale Cowles Foundation for Research in Economics, Research Paper No. 1417, Rutgers University Economics Working Paper No. 2004-21
John C. Chao and
Norman R. Swanson
University of Maryland - Robert H. Smith School of Business
and
Rutgers University - Department of Economics
Date Posted: May 26, 2003
Accepted Paper Series
164 downloads
Convergence in European GDP Series
Tinbergen Institute Discussion Paper No. 2003-031/4
Rob Luginbuhl
and
Siem Jan Koopman
VU University Amsterdam - Faculty of Economics and Business Administration
and
VU University Amsterdam
Date Posted: May 23, 2003
Working Paper Series
259 downloads
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