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Full Text Papers: 510,962
Authors: 283,658
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SSRN eLibrary Search Results
JEL Code: C14
340,750 Total downloads
Showing Papers 1,751 - 1,800 of 2,643
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Incl. Electronic Paper Random Walks in the Different Sectoral Submarkets of the Philippine Stock Exchange Amid Modernization
The Philippine Review of Economics Vol. L No. 1, June 2013 pp. 57–82,
Cesar C. Rufino
School of Economics, De La Salle University
Date Posted: July 02, 2015
Accepted Paper Series
1 downloads

Allowing for Jump Measurements in Volatility: A High-Frequency Financial Data Analysis of Individual Stocks
Bulletin of Economic Research, Forthcoming
Vassilios G. Papavassiliou
Queen's University Belfast
Date Posted: July 01, 2015
Accepted Paper Series

Incl. Electronic Paper Extreme Risk Spillover in Financial Markets: Evidence from the Recent Financial Crisis
Seoul Journal of Economics 28 (No. 2 2015): 171-198
Jungbin Hwang and Jae-Young Kim
University of California, San Diego and Seoul National University - Department of Economics
Date Posted: June 30, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper A Tale of Two Averagings: Estimating the Integrated Volatility Using 'Pooled' High-Frequency Data
Zhi Liu , Xinbing Kong and Bingyi Jing
University of Macau , Soochow University and Hong Kong University of Science & Technology (HKUST)
Date Posted: June 29, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper The Income-Achievement Gap and Adult Outcome Inequality
FEDS Working Paper No. 2015-041
Eric Reed Nielsen
Federal Reserve Board
Date Posted: June 28, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application
Multinational Finance Journal, Vol. 13, No. 3/4, p. 293-321, 2009
James McDonald , Richard A. Michelfelder and Panayiotis Theodossiou
Brigham Young University - Department of Economics , Rutgers, The State University of New Jersey - Rutgers University, Camden and Cyprus University of Technology
Date Posted: June 26, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper Banking and Currency Crises: Differential Diagnostics for Developed Countries
ECB Working Paper No. 1810
Mark Joy , Marek Rusnak , Katerina Smidkova and Borek Vasicek
Bank of England , Czech National Bank (CNB) , Czech National Bank (deceased) and Czech National Bank (CNB)
Date Posted: June 23, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles
ECB Working Paper No. 1814
Halbert L. White, Jr. , Tae-Hwan Kim and Simone Manganelli
University of California, San Diego (UCSD) - Department of Economics , University of Nottingham - School of Economics and European Central Bank (ECB)
Date Posted: June 23, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Shrinkage Estimation of Categorical Semiparametric Varying–Coefficient Models: Theory and an Application to Identify Factors Correlated with Body Mass Index
Bin Peng , Zhao Ren and Xiaohui Zhang
University of Technology, Sydney , University of Pittsburgh - Department of Statistics and Murdoch University
Date Posted: June 21, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Kernel Estimation of Copula Densities and Applications
Song LI and Param Silvapulle
Monash University - Faculty of Business and Economics and Monash University - Department of Econometrics & Business Statistics
Date Posted: June 20, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Risk and Risk Management in the Credit Card Industry
Florentin Butaru , Qingqing Chen , Brian J. Clark , Sanmay Das , Andrew W. Lo and Akhtar R. Siddique
Government of the United States of America - Office of the Comptroller of the Currency (OCC) , Government of the United States of America - Office of the Comptroller of the Currency (OCC) , Rensselaer Polytechnic Institute (RPI) , Washington University, St. Louis , Massachusetts Institute of Technology (MIT) - Sloan School of Management and Office of the Comptroller of the Currency - Enterprise Risk Analysis Division
Date Posted: June 16, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Nonparametric Welfare Analysis for Discrete Choice
Econometrica, Vol. 83, No. 2, March 2015
Debopam Bhattacharya
Oxford University
Date Posted: June 13, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Identifying Multiple Marginal Effects with a Single Binary Instrument or by Regression Discontinuity
Carolina Caetano and Juan Carlos Escanciano
University of Rochester and Indiana University Bloomington - Department of Economics
Date Posted: June 09, 2015
Last Revised: July 02, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Estimation of the Stochastic Leverage Effect Using the Fourier Transform Method
Imma Valentina Curato
University of Ulm
Date Posted: June 07, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Equalization of Opportunity: Definitions, Implementable Conditions and Application to Early-Childhood Policy Evaluation.
Luxembourg Institute of Socio-Economic Research (LISER) Working Paper Series 2014-12
Andreoli Francesco , Tarjei Havnes and Arnaud Lefranc
Luxembourg Institute of Socio-Economic Research (LISER) , University of Oslo - Department of Economics and Universite de Cergy-Pontoise
Date Posted: June 07, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Spurious Weather Effects
CESifo Working Paper Series No. 5365
Jo Lind
University of Oslo - Department of Economics
Date Posted: June 04, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Timing Law School (Presentation Slides)
Michael Simkovic and Frank McIntyre
Seton Hall Law School and Rutgers Business School Newark and New Brunswick
Date Posted: June 01, 2015
Last Revised: June 02, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Mortality Forecast: Local or Global?
Han Li and Colin O'Hare
Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics & Business Statistics
Date Posted: June 01, 2015
Last Revised: June 22, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Is It a Fallacy to Believe in the Hot Hand in the NBA Three-Point Contest?
IGIER Working Paper No. 548
Joshua Benjamin Miller and Adam Sanjurjo
Bocconi University - Department of Decision Sciences and Universidad de Alicante - Departamento de Fundamentos del Análisis Económico
Date Posted: May 30, 2015
Last Revised: June 18, 2015
Working Paper Series
221 downloads

Incl. Electronic Paper Homothetic Efficiency and Test Power: A Non-Parametric Approach
Tinbergen Institute Discussion Paper 15-064/I
Jan Heufer and Per Hjertstrand
Erasmus School of Economics and Research Institute of Industrial Economics (IFN)
Date Posted: May 30, 2015
Working Paper Series
5 downloads

The Impact of New Index Construction on Lead-Lag Relationship between Futures and Spot Markets: The Case of an Emerging Market
Wai-Siang Tan and Wee-Yeap Lau
University of Malaya (UM) - Faculty of Economics & Administration (FEA) and University of Malaya (UM) - Faculty of Economics & Administration (FEA)
Date Posted: May 30, 2015
Working Paper Series

Incl. Electronic Paper Efficient Estimation of Nonparametric Regression in the Presence of Dynamic Heteroskedasticity
Oliver B. Linton and Zhijie Xiao
University of Cambridge and Boston College - Department of Finance and Department of Economics
Date Posted: May 26, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Consumer Search and Prices in the Automobile Market
IESE Business School Working Paper No. 1123-E, Kelley School of Business Research Paper No. 15-45
José Luis Moraga Gonzalez , Zsolt Sandor and Matthijs R. Wildenbeest
VU University Amsterdam - Faculty of Economics and Business Administration , University of Groningen and Indiana University - Kelley School of Business - Department of Business Economics & Public Policy
Date Posted: May 23, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper The Response of Italian Households to a Large Transitory Income Shock During an Economic Crisis: An Experimental Study on the Intention to Increase Consumption Levels
Luca Zanin
Prometeia
Date Posted: May 15, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Panel Stochastic Dominance Test and Panel Informational Efficiency LR Test
Christian de Peretti , Chia-Ying Chan , Wing-Keung Wong and Carole Siani
University Claude Bernard Lyon 1 , Yuan-Ze University - Department of Finance , Hong Kong Baptist University (HKBU) and University of Lyon 1
Date Posted: May 12, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper A Robust and Efficient Estimator of Sharpe Ratios Based on Price Records
Damien Challet
CentraleSupélec
Date Posted: May 08, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income
CESifo Working Paper Series No. 5320
Soren Blomquist , Anil Kumar , Che-Yuan Liang and Whitney K. Newey
Uppsala University - Department of Economics , Federal Reserve Bank of Dallas - Research Department , Uppsala University - Department of Economics and Massachusetts Institute of Technology (MIT) - Department of Economics
Date Posted: May 07, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Orthogonality Conditions for Identification of Joint Production Technologies: Axiomatic Nonparametric Approach to the Estimation of Stochastic Distance Functions
Timo Kuosmanen , Andrew Johnson and Christopher Parmeter
Aalto University School of Business , Texas A&M University and University of Miami
Date Posted: May 05, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Norges Bank Working Paper 3 | 2015
Federico Bassetti , Roberto Casarin and Francesco Ravazzolo
University of Pavia , University Ca' Foscari of Venice - Department of Economics and Norges Bank
Date Posted: May 04, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Wage Returns to Mid-Career Investments in Job Training Through Employer-Supported Course Enrollment: Evidence for Canada
IZA Discussion Paper No. 9007
Wen Ci , José Galdo , Marcel C. Voia and Christopher Worswick
Carleton University , Syracuse University - Department of Economics , Carleton University and Carleton University - Department of Economics
Date Posted: May 04, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper European Government Bond Dynamics and Stability Policies: Taming Contagion Risks
Peter Schwendner , Martin Schüle , Thomas Ott and Martin Hillebrand
Zurich University of Applied Sciences, Center for Alternative Investments and Risk Management , Zurich University of Applied Sciences, Institute of Applied Simulation , Zurich University of Applied Sciences, Institute of Applied Simulation and Frankfurt University of Applied Sciences
Date Posted: May 04, 2015
Last Revised: May 28, 2015
Working Paper Series
86 downloads

Incl. Electronic Paper Does Local Public Ownership Matter for the Efficiency of Water Utilities? Evidence from Italy
Meryem Duygun Fethi , Silvia Pazzi and Emili Tortosa-Ausina
University Leicester School of Management , University of Leicester - School of Management and Jaume I University - Department of Economics
Date Posted: May 02, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper On the Worst and Least Possible Asymptotic Dependence
Alexandru V. Asimit and Russell J. Gerrard
Cass Business School and City University London - Sir John Cass Business School
Date Posted: May 01, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Estimación Bayesiana Del Valor En Riesgo: Una Aplicación Para El Mercado De Valores Colombiano (Bayesian Estimation of the Value of Risk: An Application for the Colombian Securities Market)
Cuadernos de Economía, Vol. 33, No. 63, pp. 635-678, 2014 ,
Charle Augusto Londoño Henao , Juan Carlos Correa and Mauricio Lopera Castaño
Alcaldia de Medellín , National University of Colombia and Universidad de Antioquia
Date Posted: April 29, 2015
Accepted Paper Series
4 downloads

Managing Risk with a Realized Copula Parameter
Computational Statistics & Data Analysis, 2014 (Forthcoming)
Matthias R. Fengler and Ostap Okhrin
University of St. Gallen - School of Economics and Political Science and Humboldt University of Berlin - School of Business and Economics
Date Posted: April 27, 2015
Accepted Paper Series

Incl. Electronic Paper Continuous or Discontinuous? Estimating Indifference Curves Inside the Marschak-Machina Triangle Using Certainty Equivalents
Krzysztof Kontek
Warsaw School of Economics (SGH)
Date Posted: April 25, 2015
Last Revised: June 10, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Forecasting Coherent Volatility Breakouts
Alexander Didenko , Michael Dubovikov and Boris Poutko
Government of the Russian Federation - Financial University under the Government of the Russian Federation , Independent and Government of the Russian Federation - Financial University under the Government of the Russian Federation
Date Posted: April 21, 2015
Last Revised: April 22, 2015
Working Paper Series
66 downloads

Incl. Electronic Paper Exclusion Restrictions and Identification of Returns to Schooling
Christopher Adams
Federal Trade Commission - Bureau of Economics
Date Posted: April 21, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Direct Estimates of Food and Eating Production Function Parameters for 2004-12 Using an ATUS/CEX Synthetic Dataset
Levy Economics Institute, Working Papers Series No. 836
Tamar Khitarishvili , Fernando Rios‐Avila and Kijong Kim
Bard College - The Levy Economics Institute , Bard College - The Levy Economics Institute and Levy Economics Institute of Bard College
Date Posted: April 21, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Combine to Compete: Improving Fiscal Forecast Accuracy Over Time
UB Economics Working Papers E15/320
Laura Carabotta and Peter Claeys
University of Barcelona and Free University of Brussels (VUB) - Faculty of Economic, Social and Political Sciences
Date Posted: April 20, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks
Jozef Barunik and Barbora Malinská
Charles University in Prague - Institute of Economic Studies and Charles University in Prague - Faculty of Social Sciencies
Date Posted: April 20, 2015
Working Paper Series
40 downloads

Incl. Electronic Paper Measuring & Managing Financial Risks with Improved Alternatives Beyond Value-at-Risk (VaR)
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 17, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper Two-Dimensional Kernel Smoothing of Mortality Surface: An Evaluation of Cohort Strength
Han Li , Colin O'Hare and Farshid Vahid
Monash University - Department of Econometrics & Business Statistics , Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Date Posted: April 16, 2015
Last Revised: May 31, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Democracy and Public Sector Efficiency: An Empirical Study on the Cross-National Data
Yanyan Gao
Southeast University - School of Economics and Management
Date Posted: April 14, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Venture Capital Optimal Investment Portfolio Strategies Selection in Diffusion - Type Financial Systems in Global Capital Markets with Nonlinearities
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: April 12, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Future of Finance Beyond 'Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World
Princeton Quant Trading Conference 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 08, 2015
Last Revised: June 17, 2015
Working Paper Series
82 downloads

Incl. Electronic Paper Identification and Estimation of Incomplete Information Games with Multiple Equilibria
Ruli Xiao
Indiana University
Date Posted: April 08, 2015
Last Revised: July 02, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Advanced Idiosyncratic Risk and Multi-Factor Models
Jan Dash and Mario Bondioli
Bloomberg LP and Bloomberg LP
Date Posted: April 07, 2015
Working Paper Series
70 downloads

Incl. Electronic Paper Effectiveness of Linear Extrapolation in Model-Free Implied Moment Estimation
Geul Lee
UNSW Australia Business School, School of Banking and Finance
Date Posted: April 06, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis
FRB Atlanta Working Paper No. 2014-6
Mark J. Jensen and John M. Maheu
Federal Reserve Bank of Atlanta and McMaster University - Michael G. DeGroote School of Business
Date Posted: April 04, 2015
Working Paper Series
31 downloads


 

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