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JEL Code: C13
355,432 Total downloads
Showing Papers 181 - 230 of 2,072
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Investor Sentiment for Real Assets: The Case of Dry-Bulk Shipping Market
Nikos C. Papapostolou
,
Nikos K. Nomikos ,
Panos K. Pouliasis
and
Ioannis Kyriakou
Date Posted: August 02, 2012
Estimating the Cost of Equity: Why Do Simple Benchmarks Outperform Factor Models?
Nishad Kapadia and
Bradley S. Paye
Date Posted: July 29, 2012Last Revised: November 14, 201291 downloads
Price-Based Techniques for Market Definition & Buying Power Index
Panagiotis N. Fotis
Date Posted: July 29, 201247 downloads
Globalisation and Technological Convergence in the EU SERIES Working Paper No. 41
Camilla Mastromarco
,
Laura Serlenga
and
Yongcheol Shin
Date Posted: July 28, 201224 downloads
Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach SERIES Working Paper No. 40
Camilla Mastromarco
,
Laura Serlenga
and
Yongcheol Shin
Date Posted: July 28, 201212 downloads
Equities Market Level
Andrew Ang
Date Posted: July 26, 2012550 downloads
Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns Georgetown McDonough School of Business Research Paper 2012-16
Turan G. Bali ,
Robert F. Engle and
Yi Tang
Date Posted: July 24, 2012Last Revised: November 01, 2012214 downloads
Leisure Inequality in the United States: 1965-2003 IZA Discussion Paper No. 6708
Almudena Sevilla Sanz
,
José Ignacio Giménez
and
Jonathan Gershuny
affiliation not provided to SSRN
Date Posted: July 21, 201215 downloads
Factors Determining FDI in Nigeria: An Empirical Investigation
Soumyananda Dinda
Date Posted: July 20, 2012
Modeling and Forecasting Persistent Financial Durations
Filip Zikes
,
Jozef Barunik and
Nikhil Shenai
Date Posted: July 15, 2012Last Revised: April 01, 201351 downloads
Modeling the Exchange Rates in a Target Zone by Reflected Ornstein-Uhlenbeck Process
Xuewei Yang
,
Xindan Li
,
Guijun Ren
,
Yongjin Wang
and
Lijun Bo
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 15, 201237 downloads
Will My Risk Parity Strategy Outperform?
Robert M. Anderson ,
Stephen W. Bianchi
and
Lisa R. Goldberg
Date Posted: July 08, 2012Last Revised: August 17, 2012455 downloads
Two-Step Semiparametric Generalized Empirical Likelihood Estimation and Inference with Dependent Data
Francesco Bravo
,
Ba M. Chu
and
David T. Jacho-Chávez
Date Posted: July 07, 2012Last Revised: April 17, 201328 downloads
Consumption (In)Efficiency and Financial Account Management Bulletin of Economic Research, Vol. 64, Issue 3, pp. 319-333, 2012
Hülya Saygılı
affiliation not provided to SSRN
Date Posted: July 05, 2012
A New Pseudo-Bayesian Model for Investors' Behaviors in Financial Crises
Wing-Keung Wong
,
Kin Lam
,
Wing-Keung Wong
and
Lixing Zhu
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 03, 201249 downloads
Analytical Content of Properties of Uncertainty and Certainty of Organizational-Economic Systems: Derivatives Indicators European Social Science Journal (ISSN 2079-5513), no. 6 (22), 2012. - p. 446-458
Evgeny Kuzmin
Date Posted: July 03, 2012Last Revised: July 05, 20126 downloads
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models CESifo Working Paper Series No. 3850
Kazuhiko Hayakawa
and
M. Hashem Pesaran
Date Posted: June 30, 201216 downloads
Risk Premia: Exact Solutions vs. Log-Linear Approximations Midwest Finance Association 2013 Annual Meeting Paper
Frederik Lundtofte and
Anders Wilhelmsson
Date Posted: June 28, 2012Last Revised: October 27, 201234 downloads
Estimating Optimal Decision Rules in the Presence of Model Parameter Uncertainty
Christopher Joseph Bennett
Date Posted: June 27, 201243 downloads
Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
Turan G. Bali ,
Robert F. Engle and
Yi Tang
Date Posted: June 23, 2012Last Revised: October 08, 2012528 downloads
Expected Shortfall Estimation and Gaussian Inference for Infinite Variance Time Series
Jonathan B. Hill
Date Posted: June 23, 2012Last Revised: May 14, 201319 downloads
Star Wars: The Empirics Strike Back Paris School of Economics Working Paper No. 2012-29
Abel Brodeur
,
Mathias Lé
,
Marc Sangnier and
Yanos Zylberberg
Date Posted: June 23, 2012432 downloads
Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes Tinbergen Institute Discussion Paper No. 12-059/2
Francisco Blasques
,
Siem Jan Koopman and
Andre Lucas
Date Posted: June 22, 201228 downloads
A Jump-Diffusion Approach for Pricing Exotic Multi-Asset Derivatives
Balazs Cserna
Date Posted: June 20, 2012Last Revised: July 18, 2012127 downloads
Robust Estimation of the Term Structure
Robert R. Bliss ,
Emrah Ahi ,
Gunes Erdogan
and
Emrah Sener
Date Posted: June 20, 201273 downloads
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models IZA Discussion Paper No. 6583
Kazuhiko Hayakawa
and
M. Hashem Pesaran
Date Posted: June 16, 201210 downloads
Differencing Transformations and Robust Inference in Predictive Regression Models
Lorenzo Camponovo
Date Posted: June 16, 201225 downloads
Inference About Long Run Canonical Correlations Journal of Time Series Analysis, Vol. 33, Issue 4, pp. 665-683, 2012
Prosper Dovonon
,
Alastair R. Hall and
Kalidas Jana
affiliation not provided to SSRN
Date Posted: June 15, 2012
Calibration of Credit Spread Scenarios for Monte Carlo Simulations
Ludovic Dubrana
Date Posted: June 13, 2012Last Revised: June 16, 2012160 downloads
A Classical Moment-Based Approach with Bayesian Properties: Econometric Theory and Empirical Evidence from Asset Pricing Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Benjamin Holcblat
Date Posted: June 12, 2012Last Revised: April 30, 201354 downloads
Are University Admissions Academically Fair?
Debopam Bhattacharya
,
Shin Kanaya
and
Margaret Stevens
Date Posted: June 12, 201222 downloads
Hedge Fund Return Dynamics: Long Memory and Regime Switching
Mohamed-Ali Limam
,
Virginie Terraza
and
Michel Terraza
Date Posted: June 12, 2012
The Fine-Structure of Volatility Feedback
Rémy Chicheportiche
and
Jean-Philippe Bouchaud
Date Posted: June 11, 201232 downloads
Predictable Dynamics in the Small Stock Premium
Valeriy Zakamulin
Date Posted: June 10, 2012Last Revised: February 01, 2013113 downloads
Dynamics of Unemployment and Home Price Shocks on Mortgage Default Rates
Yaw Owusu-Ansah
Date Posted: June 09, 2012Last Revised: November 15, 201223 downloads
Estimating a Structural Model of Herd Behavior in Financial Markets FRB of New York Staff Report No. 561
Marco Cipriani
and
Antonio Guarino
Date Posted: June 09, 2012106 downloads
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction Centre for Applied Macroeconomic Analysis Working Paper No. 26/2012
Yin Liao
Date Posted: June 05, 201260 downloads
Estimating Term Structure Changes Using Principal Component Analysis in Indian Sovereign Bond Market
Golaka C. Nath
Date Posted: June 04, 2012Last Revised: July 09, 201284 downloads
Fast Clustering of GARCH Processes Via Gaussian Mixture Models
Gian Piero Aielli
and
Massimiliano Caporin
affiliation not provided to SSRN
and
University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: June 03, 201224 downloads
Oracle Inequalities for High Dimensional Vector Autoregressions Aarhus University, CREATES Research Paper 2012-16
Anders Bredahl Kock
and
Laurent Callot
Date Posted: June 03, 201219 downloads
Minimum Distance Estimators for Dynamic Games
Sorawoot Srisuma
Date Posted: June 01, 2012Last Revised: October 08, 201217 downloads
Uncertainty and Heterogeneity in Factor Models Forecasting Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 5
Matteo Luciani
and
Libero Monteforte
Date Posted: June 01, 2012Last Revised: July 31, 201213 downloads
Measuring Convergence Using Dynamic Equilibrium Models: Evidence from Chinese Provinces
Lei Pan
,
Olaf Posch
and
Michel van der Wel
Date Posted: May 31, 201225 downloads
Stein Estimation for Spherically Symmetric Distributions: Recent Developments
Ann Cohen Brandwein and
William Strawderman
Date Posted: May 28, 2012
Short and Long Memory in Stock Returns Data Economics Letters, Forthcoming
Enrico Onali
and
John Goddard
Date Posted: May 27, 2012
Realized Copula
Matthias R. Fengler
and
Ostap Okhrin
Date Posted: May 24, 201268 downloads
The Impact of Capacity Utilization on Manufacturing Productivity Growth in Nigeria Using Co-Integration Analysis (1975-2007)
Oluwafemi Olanrewaju Bamikole Sr.
Date Posted: May 24, 2012Last Revised: March 03, 201399 downloads
Book Review: 'ROI for Technology Projects: Measuring and Delivering Value' by D. Brian Roulstone and Jack J. Phillips
Alexei Botchkarev
and
Peter Andru
Date Posted: May 22, 2012Last Revised: October 22, 201228 downloads
Bootstrapping the Chain-Ladder Method for Several Correlated Run-Off Portfolios Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 97, No. 4 (2008), DOI:10.1007/s12297-008-0035-5,
Jochen Heberle
,
Luis Huergo
and
Michael Merz
affiliation not provided to SSRN
and
University of Hamburg
Date Posted: May 20, 2012
Systems Analysis by Hermeneutic Methodology
Jerry Heath
Date Posted: May 19, 2012Last Revised: September 26, 201219 downloads
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