Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,216
Full Text Papers:
393,599
Authors:
226,660
Papers Received in Last 12 months:
68,900
Paper Downloads:
To date:
65,896,135
Last 12 months:
11,175,670
Last 30 days:
1,053,335
CiteReader: What's this?
Papers with
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation
5,722,240
Papers with
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: C5
1,170,217 Total downloads
Showing Papers 1,841 - 1,890 of 5,953
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
A Data-Reconstructed Fractional Volatility Model Economics Discussion Paper No. 2008-22
Rui Vilela Mendes
and
Javier Ordóñez Monfort
Date Posted: December 13, 201010 downloads
Evaluating the New Keynesian Phillips Curve Under Var-Based Learning Economics Discussion Paper No. 2008-15
Luca Fanelli
Date Posted: December 13, 201013 downloads
Forecast Evaluation of Explanatory Models of Financial Return Variability Economics Discussion Paper No. 2008-18
Genaro Sucarrat
affiliation not provided to SSRN
Date Posted: December 13, 201010 downloads
Professor C.R. Rao’s Contributions to Econometrics
Hrishikesh D. Vinod and
Suresh Deman
Date Posted: December 12, 2010Last Revised: August 01, 201186 downloads
Selection vs. Averaging of Logistic Credit Risk Models
Evelyn Hayden
,
Alex Stomper and
Arne Westerkamp
Date Posted: December 12, 2010Last Revised: December 14, 201177 downloads
Backtesting Portfolio Value-at-Risk with Estimated Portfolio Weights CAEPR Working Paper #010-2010
Pei Pei
Date Posted: December 11, 2010
Combining the Forecasts in the ECB Survey of Professional Forecasters: Can Anything Beat the Simple Average? ECB Working Paper No. 1277
Veronique Genre ,
Geoff Kenny
,
Aidan Meyler
and
Allan G. Timmermann
Date Posted: December 11, 201053 downloads
News Analytics for Energy Futures
Svetlana Borovkova
Date Posted: December 11, 2010Last Revised: November 16, 2012
Nowcasting ECB Working Paper No. 1275
Marta Banbura
,
Domenico Giannone and
Lucrezia Reichlin
Date Posted: December 11, 201092 downloads
Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation Computational Statistics and Data Analysis 56 (2012) 1–14.
,
Mikko Packalen
and
Tony S. Wirjanto
Date Posted: December 10, 2010Last Revised: March 29, 2013
Does Reducing Spatial Differentiation Increase Product Differentiation? Effects of Zoning on Retail Entry and Format Variety Cowles Foundation Discussion Paper No. 1851
Sumon Datta
and
K. Sudhir
Date Posted: December 10, 2010Last Revised: September 10, 201289 downloads
Technical Progress and Its Factors in Russia's Economy Economic Annals, Vol. 55, No. 186, p. 7, 2010
György Simon Jr.
Date Posted: December 10, 201059 downloads
Unconditional Quantile Regression for Panel Data with Exogenous or Endogenous Regressors
David Powell
Date Posted: December 10, 201038 downloads
Structural Breaks in Fiscal Performance: Did Fiscal Responsibility Laws Have Anything to do with Them? IMF Working Paper No. 10/248
Carlos Caceres
,
Ana Corbacho and
Leandro Medina
Date Posted: December 09, 201019 downloads
Real-Time Inflation Forecast Densities from Ensemble Phillips Curves CAMA Working Paper Series 34/2010
Anthony Garratt ,
James Mitchell ,
Shaun P. Vahey
and
Elizabeth C. Wakerly
Date Posted: December 07, 2010Last Revised: December 22, 201025 downloads
A Model of Unconditional Quantile Treatment Effects in the Presence of Covariates RAND Working Paper Series WR- 816
David Powell
Date Posted: December 06, 2010Last Revised: December 25, 201062 downloads
Does the Purchasing Power Parity Hypothesis Hold After 1998?
Emilio Zanetti Chini
Date Posted: December 06, 201040 downloads
Should We Trust the Empirical Evidence from Present Value Models of the Current Account? Economics Discussion Paper No. 2008-10
Benoît Mercereau and
Jacques Miniane
Date Posted: December 06, 20106 downloads
Taking a DSGE Model to the Data Meaningfully Economics Discussion Paper No. 2007-6
Katarina Juselius and
Carolyn Sissoko
affiliation not provided to SSRN
Date Posted: December 06, 201022 downloads
A New Heston Based Stochastic Volatility Model for Stock Price and Option Pricing
Huadong (Henry) Pang
Date Posted: December 05, 2010262 downloads
Forecasting in the Presence of Recent Structural Change Bank of England Working Paper No. 406
Jana Eklund
,
George Kapetanios and
Simon Price
Date Posted: December 05, 201034 downloads
Forecasting Spot Price Volatility Using the Short-Term Forward Curve
Erik Haugom
and
Carl J. Ullrich
affiliation not provided to SSRN
and
Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Date Posted: December 05, 2010Last Revised: January 27, 201184 downloads
An Empirical Analysis of the Dynamic Dependences in the European Corporate Credit Markets: Bonds vs. Credit Derivatives
Sergio Mayordomo
and
Juan Ignacio Peña
Date Posted: December 04, 2010Last Revised: November 12, 2012161 downloads
Price Volatility and Rational Expectations in a Sectoral Framework Commodity Model: A Multivariate GARCH Approach Agricultural Economics, Forthcoming
Anthony N. Rezitis and
Konstantinos S. Stavropoulos
affiliation not provided to SSRN
Date Posted: December 04, 2010Last Revised: December 21, 201039 downloads
A Competing Risk Dynamic Hazard Approach to Investigate the Impairment Outcomes of Property-Casualty Insurers Finance and Corporate Governance Conference 2011 Paper
Huong D. Dang
Date Posted: December 03, 2010Last Revised: January 16, 201229 downloads
A Multiple Regime Nonlinear Asymmetric AR(p)-GARCH(1,1) Model
Adán Díaz Hernández
and
Nick Constantinou
Date Posted: December 01, 2010Last Revised: July 29, 201195 downloads
An Instrument Variable Model of the Impact of Financing on Performance of Small Businesses in Australia Pre-Global Financial Crisis — Firm Level Empirical Analysis Using ABS Business Longitudinal Data 2007 Finance and Corporate Governance Conference 2011 Paper
Yongqiang Li
,
Anona Fern Armstrong
and
Andrew Clarke
affiliation not provided to SSRN
Date Posted: December 01, 2010Last Revised: February 13, 201170 downloads
Developing a Comprehensive Framework for Performance Determination of Small Businesses in Australia
Yongqiang Li
,
Anona Fern Armstrong
and
Andrew Clarke
Date Posted: December 01, 201023 downloads
Pairs Trading in the Land Down Under Finance and Corporate Governance Conference 2011 Paper
Tim Bogomolov
Date Posted: December 01, 2010595 downloads
Regime-Switching Factor Models in Which the Number of Factors Defines the Regime
Adriana S. Cordis and
Chris Kirby
Date Posted: December 01, 2010Last Revised: April 25, 201171 downloads
The Relationships of Corporate Governance, Government Regulation and Performance of Small Manufacturing Business in Australia Finance and Corporate Governance Conference 2011 Paper
Yongqiang Li
Date Posted: December 01, 2010Last Revised: February 13, 201182 downloads
On the Estimation of Selection Models When Participation is Endogenous and Misclassified Andrew Young School of Policy Studies Research Paper Series No. 10-09
Ian M. McCarthy and
Rusty Tchernis
Date Posted: November 30, 201041 downloads
Predicting Stock Returns on the Basis of Financial and Market Variables
Victor Maleev
and
Tatiana Nikolenko
Date Posted: November 30, 2010234 downloads
Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model CEPR Discussion Paper No. DP8093
Alexander Chudik
and
Marcel Fratzscher
Date Posted: November 29, 20102 downloads
Perceptions, Expectations, and Entrepreneurship: The Role of Extreme Events CEPR Discussion Paper No. DP8098
Tilman Brück
,
Fernanda Llussá and
José Tavares
Date Posted: November 29, 20103 downloads
Asymmetry and Spillover Effects in the North American Equity Markets Economics Discussion Paper No. 2007-35
Giorgio Canarella
,
Bertil Holmlund and
Stephen K. Pollard
Date Posted: November 29, 201016 downloads
Factor Analysis of a Large DSGE Model
Alexei Onatski
and
Francisco J. Ruge-Murcia
Date Posted: November 29, 201035 downloads
Science and Ideology in Economic, Political and Social Thought Economics Discussion Paper No. 2007-43
Claude Hillinger
Date Posted: November 29, 201019 downloads
The Linkage of US Monetary Policy and Stock Markets Toward Indonesia Stock Markets International Conference on Islamic Economics and Economies of the OIC Countries, 2009
Muhamad Abduh
Date Posted: November 29, 201056 downloads
On Estimation of Volatility for Short Time Series of Stock Prices
Nikolai Dokuchaev
Date Posted: November 28, 201054 downloads
The Price Impact of Order Book Events
Rama Cont ,
Arseniy Kukanov and
Sasha Stoikov
Date Posted: November 28, 2010Last Revised: May 01, 20121930 downloads
A Multi-Step Binomial Model for Prediction Markets
Matthias Fahrenwaldt
Date Posted: November 26, 201039 downloads
A New Asymptotic Theory for Vector Autoregressive Long-Run Variance Estimation and Autocorrelation Robust Testing
Yixiao Sun
and
David Kaplan
affiliation not provided to SSRN
Date Posted: November 26, 201017 downloads
Let's Fix it: Fixed-b Asymptotics Versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference
Yixiao Sun
Date Posted: November 26, 201032 downloads
Modeling the Link between US Inflation and Output: The Importance of the Uncertainty Channel University of Heidelberg Department of Economics Discussion Paper No. 507 (updated version: Oct. 2012)
Christian Conrad
and
Menelaos Karanasos
Date Posted: November 26, 2010Last Revised: October 24, 201262 downloads
OPEC and Political Considerations When Deciding on Oil Extraction Journal of Economics and Finanance, Forthcoming
Khalid M. Kisswani
Date Posted: November 26, 2010Last Revised: September 05, 201136 downloads
Optimal Threshold Selection for Realized Volatility Forecasts in the Presence of Jumps
Yixiao Sun
and
Benjamin Fissel
Date Posted: November 26, 201021 downloads
Robust Trend Inference with Series Variance Estimator and Testing-Optimal Smoothing Parameter
Yixiao Sun
Date Posted: November 26, 20107 downloads
Sociopolitical Risk Management Through Prediction Markets
Matthias Fahrenwaldt
Date Posted: November 26, 201045 downloads
A New Approach to Estimate Residential Electricity Demand Using Household Expenditure Data Resources for the Future Discussion Paper 10-57
Harrison G. Fell
,
Shanjun Li and
Anthony C. Paul
Date Posted: November 25, 2010Last Revised: September 21, 201185 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.656 seconds
