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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
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  Last 12 months:
68,968

Paper Downloads:
To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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238,981
Total References: 8,480,523
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Total Citation
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C13
355,835 Total downloads
Showing Papers 1,751 - 1,800 of 2,072
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Playing on Profits Cycle?

Dmitry V. Baryshevsky
Financial Analysis Group
Date Posted: November 21, 2003
Working Paper Series
94 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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