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1,170,224 Total downloads
Showing Papers 1,801 - 1,850 of 5,953
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Modelling Time-Varying Downside Risk The Icfai University Journal of Financial Economics, Vol. 7, No. 1, March 2009, 21st Australian Finance and Banking Conference 2008
Don (Tissa) U. A. Galagedera and
Asmah M. Mohd Jaapar
Date Posted: August 07, 2008Last Revised: June 14, 2009142 downloads
Monotonicity of the Stochastic Discount Factor and Expected Option Returns
Ranadeb Chaudhuri
and
Mark D. Schroder
Date Posted: February 19, 2009142 downloads
Robust Estimation of Shape Constrained State Price Density Surfaces
Markus Ludwig
Date Posted: August 31, 2012Last Revised: March 26, 2013142 downloads
The Effect of Marketing on the Optimal Funding of a New Product Development
Avi Messica
Date Posted: August 07, 2008142 downloads
Asymmetric Dynamics in Exchange Rate Correlations: Price Stability Or Export Competitiveness?
Xiaoming Li and
Xuewen Zhao
affiliation not provided to SSRN
Date Posted: February 05, 2007141 downloads
Automated Marketing Research Using Online Customer Reviews
Eric Bradlow
Date Posted: July 28, 2010141 downloads
Commodity Price Shocks and the Odds on Fiscal Performance: A Structural VAR Approach IMF Working Paper No. 05/171
Francis Y. Kumah and
John Matovu
Date Posted: March 03, 2006141 downloads
Econometrics of Individual Labor Market Transitions IZA Discussion Paper No. 1850
Denis Fougere and
Thierry Kamionka
Date Posted: December 05, 2005141 downloads
How Important is the Term Structure in Implied Volatility Surface Modeling? Evidence from Foreign Exchange Options Journal of International Money and Finance, Vol. 30, No. 4, pp. 623-640
George Chalamandaris
and
Andrianos E. Tsekrekos
Date Posted: February 16, 2009Last Revised: January 22, 2013141 downloads
Monetary Policy Transmission in the Euro Area: What Do Aggregate and National Structural Models Tell Us? ECB Working Paper No. 94
Peter van Els
,
Alberto Locarno
,
Julian Benedict Morgan
and
Jean-Pierre Villetelle
Date Posted: February 07, 2003141 downloads
New Evidence on the Longer Horizon Predictability of Return Volatility of the German Dax: An Assessment with Model-Free Test Procedures
Burkhard Raunig
Date Posted: March 01, 2002141 downloads
Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments FRB of Philadelphia Working Paper No. 08-25
Nii Ayi C. Armah
and
Norman R. Swanson
Date Posted: March 07, 2007Last Revised: April 04, 2011141 downloads
A Bivariate Integer Valued Allocation Model for Guest Nights
in Hotels and Cottages Umea Economic Studies Working Paper No. 547
Kurt Brannas and
Jonas Nordstrom
Date Posted: March 07, 2001140 downloads
Econometric Analysis of Multivariate Realised QML: Estimation of the Covariation of Equity Prices under Asynchronous Trading Chicago Booth Research Paper No. 12-14
Neil Shephard and
Dacheng Xiu
Date Posted: April 26, 2012Last Revised: November 11, 2012140 downloads
Forecasting Asymmetries in Aggregate Stock Market Returns: Evidence from Conditional Skewness Journal of Empirical Finance, Forthcoming
C. James Hueng and
James McDonald
Date Posted: April 26, 2005140 downloads
Identifying and Forecasting House Price Dynamics in Ireland
Antonello D'Agostino
,
Kieran McQuinn and
Gerard O'Reilly
Date Posted: August 21, 2008140 downloads
Is the Tail Wagging the Dog? What is the Risk of Catastrophic Terrorism?
Hamid Mohtadi
and
Antu Panini Murshid
Date Posted: March 30, 2006140 downloads
Mean Variance Causality between the Official and Parallel Currency Markets: Evidence from Four Latin American Countries EFMA 2000 Athens
Angelos Kanas and
Georgios P. Kouretas
Date Posted: November 20, 2000140 downloads
Multi-Lag Term Structure Models with Stochastic Risk Premia
Alain Monfort and
Fulvio Pegoraro
Date Posted: July 03, 2007140 downloads
Taking the Temperature - Forecasting GDP Growth for Mainland China BOFIT Discussion Paper No. 6/2006
Declan Curran
and
Michael Funke
Date Posted: July 24, 2007140 downloads
The Persistence of Abnormal Returns at Industry and Firm Levels UPF Economics and Business Working Paper No. 729
Juan Carlos Bou
and
Albert Satorra
Date Posted: July 12, 2004140 downloads
Two Flaws in Business Cycle Accounting FRB of Chicago Working Paper No. 2006-10
Lawrence J. Christiano and
Joshua Mark Davis
Date Posted: November 01, 2006140 downloads
Bayesian Analysis of DSGE Models with Regime Switching
Yunjong Eo
Date Posted: November 24, 2008Last Revised: February 23, 2009139 downloads
Diffusion Index-Based Inflation Forecasts for the Euro Area ECB Working Paper No. 61
Elena Angelini
,
Jerome Henry and
Ricardo Mestre
Date Posted: February 19, 2003139 downloads
Model Selection Procedures and Their Error-Reduction Targets
John R. Doyle
Date Posted: March 24, 2011Last Revised: April 10, 2011139 downloads
Modelling Asymmetric Dependence Using Copula Functions: An Application to Value-at-Risk in the Energy Sector FEEM Working Paper No. 24.2009
Andrea Bastianin
Date Posted: June 29, 2009139 downloads
On the Efficiency of Capital Markets ? A Dynamic Analysis of the Term Structure of Interest Rates in Britain Ludwig Boltzmann Working Paper
Martin Christian Richter
Date Posted: February 22, 2002139 downloads
Risk Management of Co-Integrated Commodities
Karl Larsson
and
Marcus Nossman
Date Posted: October 03, 2011139 downloads
Testing the Conditional Mean Function of Autoregressive Conditional Duration Models University of Copenhagen Discussion Paper
Nikolaus Hautsch
Date Posted: December 13, 2006139 downloads
A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks
Chew Lian Chua
and
Sarantis Tsiaplias
Date Posted: August 25, 2009Last Revised: March 22, 2011138 downloads
An Ordinal Regression Model Using Dealer Satisfaction Data Institute for Agricultural Policy and Agricultural Markets Working Paper No. 15
Alexander Staus
Date Posted: August 16, 2007138 downloads
Betting on the Future with a Cloudy Crystal Ball: Revenue Forecasting, Financial Theory, and Budgets - An Expanded Treatment Public Administration Review, Vol. 67, No. 5, pp. 48-66, September/October 2007
Fred Thompson and
Bruce Gates
Date Posted: April 22, 2008138 downloads
Debt Sustainability and Financial Crises: Evidence from the GIIPS CESifo Working Paper Series No. 3594
Gabriella Deborah Legrenzi
and
Costas Milas
Date Posted: October 05, 2011138 downloads
Error Correction Mechanisms and
Short-Run Expectations FRB of New York Staff Report No. 10
Angelos A. Antzoulatos
Date Posted: June 22, 2007138 downloads
Indian Corporate Bonds Market – An Analytical Prospective
Golaka C. Nath
Date Posted: May 20, 2012Last Revised: June 25, 2012138 downloads
Levels, Differences and ECMs - Principles for Improved Econometric Forecasting University of Massachusetts, Amherst Resource Economics Working Paper No. 2004-2
P. Geoffrey Allen and
Robert Fildes
Date Posted: March 16, 2004138 downloads
Modelling Energy Spot Prices by Lévy Semistationary Processes CREATES Research Paper 2010-18
Ole E. Barndorff-Nielsen ,
Fred Espen Benth
and
Almut Veraart
Date Posted: May 03, 2010138 downloads
Monetary Policy Rules and Regime Shifts
Giorgio Valente
Date Posted: July 21, 2002138 downloads
On Heterogeneous Covert Networks CentER Discussion Paper Series No. 2008-46
Roy H. A. Lindelauf
,
Peter Borm and
Herbert Hamers
Date Posted: May 21, 2008138 downloads
The Economics of Music Production: The Narrow Paths for Record Companies to Enter the Digital Era Communications & Strategies, No. 72, p. 131, 4th Quarter 2008
Eric Brousseau
Date Posted: April 08, 2009138 downloads
Volatility Patterns of CDs, Bond and Stock Markets Before and During the Financial Crisis: Evidence from Major Financial Institutions DIW Berlin Discussion Paper No. 1107
Ansgar Hubertus Belke and
Christian Gokus
Date Posted: March 27, 2011138 downloads
Active ETFs and Their Performance Vis-À-Vis Passive ETFs, Mutual Funds and Hedge Funds
Panagiotis Schizas
Date Posted: June 25, 2011Last Revised: March 05, 2012137 downloads
An Efficient Lattice Algorithm for the Libor Market Model Journal of Derivatives, Forthcoming
Tim Xiao
Date Posted: August 26, 2011Last Revised: September 25, 2011137 downloads
Do High-Frequency Measures of Volatility Improve Forecasts of Return Distributions?
John M. Maheu and
Thomas H. McCurdy
Date Posted: September 01, 2008137 downloads
Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets Using Logistic Smooth Transition Regression Models Quantitative Finance Research Centre Research Paper No. 172
Andreas Röthig
and
Carl Chiarella
Date Posted: May 02, 2006137 downloads
Modeling Corporate Bond Spreads: An Application-Oriented Forecasting Exercise
Klaus-Michael Menz
Date Posted: December 21, 2009Last Revised: December 24, 2009137 downloads
Modeling the Dynamics of Chinese Spot Interest Rates Journal of Banking and Finance, Forthcoming
Yongmiao Hong
,
Hai Lin
and
Shouyang Wang
Date Posted: October 14, 2008Last Revised: November 26, 2010137 downloads
Mutual Fund Ratings and Performance Persistence
Pierre Hereil
,
Philippe Mitaine
,
Nicolas Moussavi
and
Thierry Roncalli
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
Lyxor Asset Management
and
Universite d'Evry
Date Posted: January 28, 2011137 downloads
Non-Tariff Measures: Evidence from Selected Developing Countries and Future Research Agenda UNCTAD/DITC/TAB/2009/3
Trade Analysis Branch DITC, UNCTAD
Date Posted: January 23, 2011137 downloads
On Estimation of a Two-Sided Matching Model
Linda Y. Wong
Date Posted: August 04, 2005137 downloads
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