Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,677
Full Text Papers:
394,024
Authors:
226,879
Papers Received in Last 12 months:
68,940
Paper Downloads:
To date:
66,000,865
Last 12 months:
11,189,348
Last 30 days:
1,046,661
CiteReader: What's this?
Papers with Resolved References:
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation Links:
5,722,240
Papers with Resolved Footnotes:
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: C51
360,674 Total downloads
Showing Papers 181 - 230 of 1,829
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
‘Children of the HMM’: Modeling Longitudinal Customer Behavior at Hulu.Com
Eric M. Schwartz
,
Eric Bradlow
,
Peter Fader and
Yao Zhang
University of Pennsylvania - Marketing Department
,
University of Pennsylvania - Marketing Department
,
University of Pennsylvania - Marketing Department
and
University of Pennsylvania - The Wharton School
Date Posted: August 04, 2011
Working Paper Series
480 downloads
Yield-Factor Volatility Models
Christophe Perignon and
Daniel R. Smith
HEC Paris (Groupe HEC) - Finance Department
and
Queensland University of Technology - School of Economics and Finance
Date Posted: November 15, 2006
Working Paper Series
244 downloads
Yield Structures on the German Investment Markets: Estimate and Prognosis with the Help of a Portfolio Model
Kredit und Kapital, Vol. 27, No. 4, 1994
Martin Larch
European Union - Directorate General for Economic and Financial Affairs (DG ECFIN)
Date Posted: October 20, 2008
Accepted Paper Series
Yield Curve Prediction for the Strategic Investor
ECB Working Paper No. 472
Carlos Bernadell
,
Joachim Coche
and
Ken Nyholm
European Central Bank - Risk Management Division
,
European Central Bank - Risk Management Division
and
European Central Bank (ECB) - Risk Management Division
Date Posted: May 28, 2005
Working Paper Series
557 downloads
Yes, Libor Models can Capture Interest Rate Derivatives Skew: A Simple Modelling Approach
Eymen Errais
and
Fabio Mercurio
Stanford University
and
Bloomberg L.P.
Date Posted: March 10, 2005
Working Paper Series
587 downloads
Wishart Quadratic Term Structure Models
Les Cahiers du CREF of HEC Montreal Working Paper No. 03-10
Christian Gourieroux and
Razvan Sufana
University of Toronto - Department of Economics
and
University of Toronto - Department of Economics
Date Posted: July 18, 2005
Working Paper Series
427 downloads
Willingness to Pay for Rural Landscape Preservation: A Case Study in Mediterranean Agriculture
FEEM Working Paper No. 59.2000
Riccardo Scarpa and
Gianni Cicia
University of Waikato - Management School
and
University of Naples Federico II - Dipartimento di Teoria e Storia dell' Economia Pubblica
Date Posted: August 15, 2000
Working Paper Series
273 downloads
Why is it So Difficult to Find an Effect of Exchange Rate Risk on Trade?
CentER Working Paper No. 1999-73
Franc J. G. M. Klaassen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Date Posted: February 02, 2000
Working Paper Series
258 downloads
Why Do Simple Logit CVM Models Often Work Well In Spite Of Misspecification?
Michael Creel
Autonomous University of Barcelona
Date Posted: January 03, 1998
Working Paper Series
97 downloads
Why Do Households Concentrate Their Wealth in Housing?
Journal of Real Estate Research Vol. 26, No. 4, 2004
John D. Benjamin ,
Peter T. Chinloy and
G. Donald Jud
American University - Kogod School of Business
,
American University - Department of Finance and Real Estate
and
University of North Carolina (UNC) at Greensboro - Department of Finance
Date Posted: December 28, 2006
Accepted Paper Series
114 downloads
Why are Stock Returns and Volatility Negatively Correlated?
Jinho Bae ,
Chang-Jin Kim and
Charles R. Nelson
Konkuk University
,
Korea University
and
Dept of Economics
Date Posted: September 23, 2004
Working Paper Series
411 downloads
Why and How to Construct a Genuine Belgian Price Index of House Sales
CES Discussion Paper No. 05.15
André Decoster
and
Kris De Swerdt
KU Leuven - Center for Economic Studies
and
KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: September 28, 2005
Working Paper Series
65 downloads
Who Leaves and When? – Selective Outmigration of Immigrants from Germany
SOEPpaper No. 490
Torben Kuhlenkasper
and
Max Friedrich Steinhardt
affiliation not provided to SSRN
and
Hamburg Institute of International Economics (HWWI)
Date Posted: October 26, 2012
Working Paper Series
12 downloads
Which Parametric Model for Conditional Skewness?
Bruno Feunou
,
Mohammad R. Jahan-Parvar
and
Romeo Tedongap
Bank of Canada
,
Federal Reserve Board
and
Stockholm School of Economics
Date Posted: March 09, 2007
Last Revised: December 31, 2011
Working Paper Series
166 downloads
Which Moments to Match?
A. Ronald Gallant and
George Tauchen
Duke University - Fuqua School of Business, Economics Group
and
Duke University - Economics Group
Date Posted: March 13, 1998
Working Paper Series
957 downloads
Which Brands Gain Share from Which Brands? Inference from Store-Level Scanner Data
Tinbergen Institute Discussion Paper No. 2003-079/4
R.D. van Oest and
Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
and
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: November 18, 2003
Working Paper Series
217 downloads
Where Did the Trade Liberalization Drive Latin American Economy: A Cross Section Analysis
Applied Econometrics and International Development, Vol. 6, No. 2, 2006
Dr. Rajagopal
Graduate School of Administration and Management (EGADE), Monterrey Institute of Technology and Higher Education (ITESM) - Mexico City Campus
Date Posted: August 22, 2008
Accepted Paper Series
21 downloads
When the U.S. Sneezes the World Catches Cold: Are Worldwide Stock Markets Stable?
Applied Financial Economics, Vol. 22, No. 23, 2012
Sandy Suardi
La Trobe University
Date Posted: November 02, 2012
Accepted Paper Series
When Does it Hurt? The Exchange Rate 'Pain Threshold' for German Exports
Ansgar Hubertus Belke ,
Matthias Göcke
and
Martin Günther
University of Duisburg-Essen - Department of Economics
,
University of Muenster - Faculty of Economics
and
Justus-Liebig-University of Giessen - Department of Business Administration and Economics
Date Posted: May 05, 2010
Working Paper Series
22 downloads
When Does it Hurt? The Exchange Rate 'Pain Threshold' for German Exports
DIW Berlin Discussion Paper No. 943
Ansgar Hubertus Belke ,
Matthias Göcke
and
Martin Günther
University of Duisburg-Essen - Department of Economics
,
University of Muenster - Faculty of Economics
and
affiliation not provided to SSRN
Date Posted: November 06, 2009
Working Paper Series
31 downloads
When Can Given European Call Prices be Met by a Martingale? An Answer Based on the Building of a Markov Chain Model
Laurent Cousot
BNP Paribas
Date Posted: July 11, 2005
Working Paper Series
275 downloads
What's News in Business Cycles
CEPR Discussion Paper No. DP8984
Stephanie Schmitt-Grohé and
Martin Uribe
Columbia University - Graduate School of Arts and Sciences - Department of Economics
and
Columbia University - Graduate School of Arts and Sciences - Department of Economics
Date Posted: September 28, 2012
Working Paper Series
3 downloads
What's News in Business Cycles
CEPR Discussion Paper No. DP7201
Stephanie Schmitt-Grohé and
Martin Uribe
Columbia University - Graduate School of Arts and Sciences - Department of Economics
and
Columbia University - Graduate School of Arts and Sciences - Department of Economics
Date Posted: March 11, 2009
Working Paper Series
5 downloads
What's Beneath the Surface? Option Pricing with Multifrequency Latent States
HEC Paris Research Paper No. 969/2013
Laurent E. Calvet ,
Marcus Fearnley ,
Adlai J. Fisher and
Markus Leippold
HEC Paris (Groupe HEC) - Finance Department
,
HEC Paris - Department of Finance
,
University of British Columbia (UBC) - Sauder School of Business
and
University of Zurich - Department of Banking and Finance
Date Posted: November 07, 2012
Last Revised: April 04, 2013
Working Paper Series
172 downloads
What You Match Does Matter: The Effects of Data on DSGE Estimation
Pablo Guerron-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Date Posted: July 05, 2007
Working Paper Series
74 downloads
What Moves Stock Prices? Evidence that UK Stock Prices Deviate from Fundamentals
David E. Allen and
Wenling Joey Yang
Edith Cowan University - School of Finance and Business Economics
and
Securities Industry Research Centre of Asia Pacific (SIRCA)
Date Posted: December 11, 2000
Working Paper Series
502 downloads
What Makes Them Click: Empirical Analysis of Consumer Demand for Search Advertising
Przemyslaw Jeziorski
and
Ilya R. Segal
University of California, Berkeley - Haas School of Business
and
Stanford University
Date Posted: June 11, 2009
Last Revised: August 10, 2012
Working Paper Series
190 downloads
What Do We Gain by Being Discrete? An Introduction to the Econometrics of Discrete Decision Processes
FEEM Working Paper No. 22.2001
Paola Rota
University of Brescia - Department of Economics
Date Posted: July 09, 2001
Working Paper Series
166 downloads
What Are the Effects of Monetary Policy on Output? : Results from an Agnostic Identification Procedure
Tilburg University, CentER Working Paper No. 1999-28
Harald Uhlig
University of Chicago - Department of Economics
Date Posted: February 18, 2000
Working Paper Series
Welfare-Based Monetary Policy Rules in an Estimated DSGE Model of the US Economy
ECB Working Paper No. 613
Michel Juillard
,
Philippe D. Karam ,
Douglas Laxton
and
Paolo A. Pesenti
CEPREMAP
,
International Monetary Fund (IMF)
,
International Monetary Fund (IMF) - Research Department
and
Federal Reserve Bank of New York
Date Posted: May 22, 2006
Working Paper Series
171 downloads
Web 2.0: Nothing Changes... but Everything is Different
Communications & Strategies, No. 65, p. 91, 2007
Eric Barbry
Cabinet Alain Bensoussan
Date Posted: August 24, 2007
Accepted Paper Series
821 downloads
Weather & SAD Induced Mood Effects on the Financial Market
Manfred Frühwirth and
Leopold Sögner
Vienna University of Economics and Business
and
Institute for Advanced Studies (IHS)
Date Posted: May 05, 2013
Working Paper Series
19 downloads
Was There a 'Greenspan Conundrum' in the Euro Area?
CREST Working Paper No. 2013-07
Gildas Lame
INSEE-CREST
Date Posted: April 05, 2013
Working Paper Series
4 downloads
Was NAFTA Behind the Mexican Export Boom (1994-2000)?
Daniel G. Garces-Diaz
affiliation not provided to SSRN
Date Posted: March 22, 2001
Working Paper Series
460 downloads
Was Japan's Real Interest Rate Really Too High During the 1990s? The Role of the Zero Interest Rate Bound and Other Factors
UC Santa Cruz International Economics Working Paper No. 03-21
Hiro Ito
Portland State University - Department of Economics
Date Posted: April 14, 2004
Working Paper Series
160 downloads
Wages, Training, and Job Turnover in a Search-Matching Model
IZA Discussion Paper No. 223
Michael Rosholm and
Michael Svarer
University of Aarhus - Department of Economics
and
University of Aarhus - Department of Economics
Date Posted: December 04, 2000
Working Paper Series
207 downloads
Wages, Productivity and Human Capital in the European Union: Econometric Models and Comparison with the USA 1985-2005
Applied Econometrics and International Development, Vol. 7, No. 1, 2007
Maria-Carmen Guisan
and
E. Aguayo
University of Santiago de Compostela
and
Universidade de Santiago de Compostela
Date Posted: August 24, 2008
Accepted Paper Series
54 downloads
Wage and Price Dynamics in Portugal
ECB Working Paper No. 945
Carlos Robalo Marques
Bank of Portugal - Economic Research Department
Date Posted: September 23, 2009
Working Paper Series
17 downloads
Vos: A New Method for Visualizing Similarities between Objects
ERIM Report Series Reference No. ERS-2006-020-LIS
Nees Jan van Eck and
Ludo Waltman
Erasmus University Rotterdam - Erasmus School of Economics
and
Erasmus University Rotterdam - Faculty of Economics and Business
Date Posted: August 26, 2006
Working Paper Series
125 downloads
Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach
Computational Statistics & Data Analysis, Vol. 52, No. 6, pp. 3011-3026, 2008
Giampiero M. Gallo and
Edoardo Otranto
Universita' di Firenze - Dipartimento di Statistica
and
Università degli Studi di Sassari
Date Posted: April 30, 2009
Accepted Paper Series
Volatility Jumps
Economic Research Initiatives at Duke (ERID) Working Paper No. 3
Viktor Todorov
and
George Tauchen
Northwestern University
and
Duke University - Economics Group
Date Posted: July 31, 2008
Working Paper Series
279 downloads
Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Economic Research Initiatives at Duke (ERID) Working Paper No. 73
Tim Bollerslev ,
George Tauchen and
Natalia Sizova
Duke University - Finance
,
Duke University - Economics Group
and
Rice University
Date Posted: October 07, 2010
Working Paper Series
96 downloads
Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Economic Research Initiatives at Duke (ERID) Working Paper No. 35
Tim Bollerslev ,
Natalia Sizova
and
George Tauchen
Duke University - Finance
,
Rice University
and
Duke University - Economics Group
Date Posted: April 14, 2010
Last Revised: May 06, 2010
Working Paper Series
180 downloads
Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Tim Bollerslev ,
Natalia Sizova
and
George Tauchen
Duke University - Finance
,
Rice University
and
Duke University - Economics Group
Date Posted: February 22, 2009
Working Paper Series
161 downloads
Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
University of St. Gallen Department of Economics and Political Science Discussion Paper No. 2011-38
Francesco Audrino
and
Yujia Hu
University of St. Gallen
and
University of St. Gallen
Date Posted: October 05, 2011
Working Paper Series
62 downloads
Volatility Forecasting with Double Markov Switching GARCH Models
Cathy W. S. Chen
,
Mike K. P. So and
Edward M.H. Lin
Feng Chia University - Department of Statistics
,
Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management
and
Graduate Institute of Applied Statistics, Feng Chia University
Date Posted: May 27, 2009
Working Paper Series
170 downloads
Volatility Forecasting Using Threshold Heteroskedastic Models of the Intra-day Range
Cathy W. S. Chen
,
Richard H. Gerlach
and
Edward M.H. Lin
Feng Chia University - Department of Statistics
,
University of Sydney
and
Graduate Institute of Applied Statistics, Feng Chia University
Date Posted: May 28, 2009
Working Paper Series
66 downloads
Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions
Minxian Yang
University of New South Wales - Australian School of Business - School of Economics
Date Posted: January 27, 2010
Working Paper Series
95 downloads
Volatility Components and Long Memory-Effects Revisited
Studies in Nonlinear Dynamics and Econometrics, Vol. 11, No. 2, 2007
Markus Haas
Ludwig Maximilians University of Munich - Department of Statistics
Date Posted: July 09, 2007
Accepted Paper Series
Volatility Clustering in Aggregate Stock Market Returns: Evidence from Indian Stock Market
Prajnan, Vol. 36, No. 4, pp. 307-323, 2007-2008
Shahid Ahmed
Central University - Jamia Millia Islamia (JMI), New Delhi - Department of Economics
Date Posted: November 09, 2010
Accepted Paper Series
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo4 in 6.110 seconds