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1,138,111 Total downloads
Showing Papers 1,851 - 1,900 of 8,173
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Multiscaling in the Distribution of the Exchange Rates
WSEAS Transactions on Mathematics, Vol. 6, No. 2, pp. 354-360, 2006
Sergio Bianchi
and
Augusto Pianese
University of Cassino
and
University of Cassino
Date Posted: July 18, 2011
Last Revised: July 30, 2011
Accepted Paper Series
28 downloads
Pathwise Identification of the Memory Function of the Multifractional Brownian Motion with Application to Finance
International Journal of Theoretical and Applied Finance, Vol. 8, No. 2, pp. 255-281, 2005
Sergio Bianchi
University of Cassino
Date Posted: July 18, 2011
Accepted Paper Series
Scaling Laws in Stock Markets: An Analysis of Prices and Volumes
MATHEMATICAL AND STATISTICAL METHODS FOR INSURANCE AND FINANCE, Vol. XIV, pp. 35-42, Perna, Cira, Sibillo, Marilena, eds., Springer, 2008
Sergio Bianchi
and
Augusto Pianese
University of Cassino
and
University of Cassino
Date Posted: July 18, 2011
Last Revised: July 30, 2011
Accepted Paper Series
Stock Returns Declustering Under Time Dependent Hölder Exponent
2010 International Conference on E-business, Management and Economics, pp. 14-21, Hong Kong,China, 2010
Sergio Bianchi
and
Alexandre Pantanella
University of Cassino
and
University of Cassino
Date Posted: July 18, 2011
Last Revised: July 30, 2011
Accepted Paper Series
38 downloads
Financial Volatility Forecasting
Economic & Financial Computing, Vol. 10, No. 3, Autumn 2000
Michalis N. Vafopoulos
National Technical University of Athens (NTUA)
Date Posted: July 17, 2011
Accepted Paper Series
53 downloads
Risk Spillovers in International Equity Portfolios
Matteo Bonato
,
Massimiliano Caporin and
Angelo Ranaldo
UBS AG
,
University of Padova - Department of Economics and Management "Marco Fanno"
and
University of St. Gallen
Date Posted: July 17, 2011
Last Revised: March 11, 2012
Working Paper Series
76 downloads
A Gini-Based Methodology for Identifying and Analyzing Time Series with Non-Normal Innovations
Amit Shelef
and
Edna Schechtman
Ben-Gurion University of the Negev, Department of Industrial Engineering and Management
and
Ben-Gurion University of the Negev - Department of Industrial Engineering and Management
Date Posted: July 16, 2011
Last Revised: January 26, 2013
Working Paper Series
42 downloads
Simulation of Historical Time Series Using MPRE, A Focus on Correlation in Squared Returns
Proceedings of the International Conference on Mathematics, Business and Economics 2011 IASI ROMANIA
Alexandre Pantanella
and
Massimiliano Frezza
University of Cassino
and
affiliation not provided to SSRN
Date Posted: July 16, 2011
Last Revised: July 20, 2011
Accepted Paper Series
22 downloads
Bayesian Forecasting of Federal Funds Target Rate Decisions
Tinbergen Institute Discussion Paper No. 11-093/4
Sjoerd van den Hauwe
,
Dick J. C. van Dijk and
Richard Paap
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
,
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
and
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: July 15, 2011
Working Paper Series
Dating Business Cycles in a Historical Perspective: Evidence for Switzerland
KOF working papers / KOF Swiss Economic Institute, ETH Zurich; 284
Boriss Siliverstovs
German Institute for Economic Research (DIW Berlin) - Department of International Economics
Date Posted: July 15, 2011
Working Paper Series
23 downloads
Fractal Properties of Some European Electricity Markets
INTERNATIONAL JOURNAL OF FINANCIAL MARKETS AND DERIVATIVES, Vol. 1, No. 4, pp. 395-421
Sergio Bianchi
,
Iva De Bellis
and
Augusto Pianese
University of Cassino
,
University of Cassino
and
affiliation not provided to SSRN
Date Posted: July 15, 2011
Accepted Paper Series
In Tandem for Cohesion? Synergies and Conflicts between Regional and Agricultural Policies of the European Union
LEQS Paper No. 40
Riccardo Crescenzi
,
Fabrizio de Filippis
and
Fabio Pierangeli
London School of Economics & Political Science (LSE) - Department of Geography and Environment
,
University of Rome III - Department of Economics
and
INEA - Istituto Nazionale di Economia Agraria
Date Posted: July 15, 2011
Working Paper Series
23 downloads
Institutions and the Volatility Curse
Weishu Leong
and
Kamiar Mohaddes
University of Cambridge - Faculty of Economics and Politics
and
University of Cambridge - Faculty of Economics and Politics
Date Posted: July 15, 2011
Working Paper Series
40 downloads
Pointwise Regularity Exponents and Market Cross-Correlations
INTERNATIONAL REVIEW OF BUSINESS RESEARCH PAPERS, Vol. 6, No. 2, pp. 39-51
Sergio Bianchi
and
Alexandre Pantanella
University of Cassino
and
University of Cassino
Date Posted: July 15, 2011
Accepted Paper Series
14 downloads
Pointwise Regularity Exponents and Well-Behaved Residuals in Stock Markets
International Journal of Trade, Economics and Finance, Vol. 2, No. 1, pp. 52-60
Sergio Bianchi
and
Alexandre Pantanella
University of Cassino
and
University of Cassino
Date Posted: July 15, 2011
Accepted Paper Series
21 downloads
Fundamental Growth Factors of the Hungarian Economy
György Simon Jr.
Corvinus University of Budapest
Date Posted: July 14, 2011
Last Revised: May 15, 2013
Working Paper Series
35 downloads
The Foregone Recreation Value of Lake Ülemiste
Discussions on Estonian Economic Policy, January 2011
Sirje Pädam
and
Üllas Ehrlich
Tallinn University of Technology (TUT)
and
Tallinn University of Technology (TUT) - Faculty of Economics
Date Posted: July 14, 2011
Last Revised: February 04, 2012
Accepted Paper Series
7 downloads
Analysis of Public Goods Experiments Using Dynamic Panel Regression Models
Rich Ashley
,
Sheryl B. Ball
and
Catherine C. Eckel
affiliation not provided to SSRN
,
Virginia Polytechnic Institute & State University - Department of Economics
and
Texas A&M University
Date Posted: July 13, 2011
Working Paper Series
23 downloads
Out of Sight, Out of Mind: The Value of Political Connections in Social Networks
Quoc-Anh Do
,
Yen Teik Lee
,
Bang Dang Nguyen and
Kieu-Trang Nguyen
Sciences Po - Department of Economics
,
Singapore Management University - School of Business
,
University of Cambridge - Judge Business School
and
London School of Economics & Political Science
Date Posted: July 13, 2011
Last Revised: August 29, 2011
Working Paper Series
123 downloads
Extreme-Quantile Tracking for Financial Time Series
Swiss Finance Institute Research Paper No. 11-27
V. Chavez-Demoulin
,
Paul Embrechts
and
Sylvain Sardy
Swiss Federal Institute of Technology Zurich
,
Swiss Federal Institute of Technology Zurich
and
affiliation not provided to SSRN
Date Posted: July 12, 2011
Working Paper Series
142 downloads
Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel
CESifo Working Paper Series No. 3502
Guglielmo Maria Caporale and
Marinko Skare
Brunel University - Centre for Empirical Finance
and
Juraj Dobrila University of Pula
Date Posted: July 11, 2011
Working Paper Series
64 downloads
Income and Democracy: Revisiting the Evidence
Banco de Espana Working Paper No. 1115
Enrique Moral-Benito and
Cristian Bartolucci
Bank of Spain
and
affiliation not provided to SSRN
Date Posted: July 11, 2011
Working Paper Series
15 downloads
The Causal Effect of Family Difficulties During Childhood on Adult Labour Market Outcomes
CEIS Working Paper No. 203
Emanuele Millemaci
and
Dario Sciulli
University of Messina - Dipartimento di Economia (W.Pareto)
and
Department of Economics - University of Chieti-Pescara
Date Posted: July 11, 2011
Working Paper Series
13 downloads
Does the Information Content of Option Prices Add Value for Asset Allocation?
ICMA Centre Discussion Paper No. DP2011-03
Vladimir V. Zdorovenin
and
Jacques Pezier
University of Reading - ICMA Centre
and
University of Reading - ICMA Centre
Date Posted: July 09, 2011
Last Revised: December 17, 2012
Working Paper Series
78 downloads
Another Look at the Identification at Infinity of Sample Selection Models
Economic Research Initiatives at Duke (ERID) Working Paper No. 102
Arnaud Maurel
and
Xavier d'Haultfoeuille
Duke University - Department of Economics
and
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Date Posted: July 08, 2011
Accepted Paper Series
28 downloads
Broadband Internet: An Information Superhighway to Sex Crime?
Manudeep Bhuller ,
Tarjei Havnes
,
Edwin Leuven and
Magne Mogstad
Statistics Norway
,
University of Oslo - Department of Economics
,
University of Amsterdam - Faculty of Economics and Business (FEB)
and
Statistics Norway
Date Posted: July 08, 2011
Working Paper Series
127 downloads
Estimating Non-Linear Models with Multiple Fixed Effects: A Computational Note
Banco de Espana Working Paper No. 1114
Laura Hospido
Bank of Spain - Research Department
Date Posted: July 08, 2011
Working Paper Series
11 downloads
Inference on an Extended Roy Model, with an Application to Schooling Decisions in France
Economic Research Initiatives at Duke (ERID) Working Paper No. 101
Arnaud Maurel
and
Xavier d'Haultfoeuille
Duke University - Department of Economics
and
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Date Posted: July 08, 2011
Accepted Paper Series
46 downloads
The Impact of Short Sale Restrictions on Stock Volatility: Evidence from Taiwan
International Journal of Business and Finance Research, Vol. 5, No. 4, pp. 89-98, 2011
Shih Yung Wei
and
Jack J.W. Yang
National Taiwan University of Science and Technology
and
National Yunlin University of Science and Technology
Date Posted: July 07, 2011
Accepted Paper Series
61 downloads
Avoiding the Pitfalls of Instrumental Variables Estimation with Few or Many Instruments
Michael P. Murray
Bates College
Date Posted: July 05, 2011
Working Paper Series
96 downloads
Predicting Swings in Exchange Rates with Macro Fundamentals
Shiu-Sheng Chen
National Taiwan University - Department of Economics
Date Posted: July 05, 2011
Last Revised: October 28, 2011
Working Paper Series
126 downloads
Which Household Attitudes Determine the Store Type Choice for Meat?
Journal of Retailing and Consumer Services, Vol. 18, No. 3, pp. 224-234, May 2011
Alexander Staus
University of Hohenheim
Date Posted: July 05, 2011
Accepted Paper Series
Labor Supply Elasticities in Europe and the US
IZA Discussion Paper No. 5820
Olivier Bargain
,
Kristian Orsini
and
Andreas Peichl
Institute for the Study of Labor (IZA)
,
KU Leuven
and
Institute for the Study of Labor (IZA)
Date Posted: July 04, 2011
Working Paper Series
79 downloads
Career Changers in Teaching Jobs: A Case Study Based on the Swiss Vocational Education System
IZA Discussion Paper No. 5806
Stefani Hof
,
Mirjam Strupler
and
Stefan C. Wolter
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
Swiss Coordination Centre for Research in Education (SKBF)
Date Posted: July 04, 2011
Working Paper Series
15 downloads
Underlying Trends and International Price Transmission of Agricultural Commodities
Asian Development Bank Economics Working Paper Series No. 257
Atanu Ghoshray
University of Bath - Department of Economics
Date Posted: July 03, 2011
Working Paper Series
81 downloads
American Option Pricing with Discrete and Continuous Time Models: An Empirical Comparison
Lars Stentoft
HEC Montréal - Department of Finance
Date Posted: July 02, 2011
Working Paper Series
80 downloads
Corporate Governance and Transparency in Japan
Hiroyuki Aman
,
Wendy Beekes
and
Philip R. Brown
Kwansei Gakuin University
,
Lancaster University - Department of Accounting and Finance
and
University of Western Australia - Department of Accounting and Finance
Date Posted: July 01, 2011
Working Paper Series
202 downloads
Entrepreneurial Intentions Among Business Students in Pakistan
Journal of Business Systems, Governance and Ethics, Vol. 5, No. 2, 2011
Asma Hyder
,
Abdulla Azhar
,
Annum Javaid
and
Mohsin Rehman
National University of Sciences and Techonology (NUST) Business School
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 01, 2011
Accepted Paper Series
111 downloads
Job Creation and the Intra-Distribution Dynamics of the Firm Size Distribution
WIFO Working Paper No. 395/2011
Peter Huber
,
Michael Pfaffermayr and
Harald Oberhofer
Austrian Institute of Economic Research (WIFO)
,
University of Innsbruck - Department of Economics
and
University of Salzburg - Department of Economics and Social Sciences
Date Posted: July 01, 2011
Working Paper Series
32 downloads
On Wage Formation, Wage Flexibility and Wage Coordination: A Focus on the Wage Impact of Productivity in Germany, Greece, Ireland, Portugal, Spain and the United States
Marga Peeters and
Ard den Reijer
De Nederlandsche Bank
and
Sveriges Riksbank - Monetary Policy
Date Posted: July 01, 2011
Last Revised: March 07, 2012
Working Paper Series
73 downloads
Do Fundamentally-Adjusted Valuation Multiples Improve Valuation Accuracy? The Case of the Polish Stock Market
Accounting & Taxation, Vol. 3, No. 1, pp. 57-70, 2011
Jacek Welc
Wroclaw University of Economics
Date Posted: June 30, 2011
Accepted Paper Series
55 downloads
Estimating Time‐Varying Bargaining Power: A Fishery Application
Economic Inquiry, Vol. 49, Issue 3, pp. 685-696, 2011
Harrison G. Fell
and
Alan Haynie
Resources for the Future
and
affiliation not provided to SSRN
Date Posted: June 29, 2011
Accepted Paper Series
2 downloads
Data-Driven Bandwidth Selection for Nonparametric Nonstationary Regressions
Federico M. Bandi ,
Valentina Corradi
and
Daniel Wilhelm
University of Chicago - Booth School of Business
,
University of Warwick - Department of Economics
and
University of Chicago - Booth School of Business
Date Posted: June 29, 2011
Last Revised: July 04, 2011
Working Paper Series
38 downloads
On the High-Frequency Dynamics of Hedge Fund Risk Exposures
Andrew J. Patton and
Tarun Ramadorai
Duke University - Department of Economics
and
University of Oxford - Said Business School
Date Posted: June 29, 2011
Last Revised: December 15, 2011
Working Paper Series
372 downloads
Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles
HKIMR Working Paper No.17/2011
Shu Ping Shi
,
Peter C. B. Phillips and
Jun Yu
Australian National University (ANU)
,
Yale University - Cowles Foundation
and
Singapore Management University
Date Posted: June 29, 2011
Working Paper Series
24 downloads
Trans-Pacific Economic Relations and US-China Business Cycles: Convergence within Asia Versus US Economic Leadership
ADBI Working Paper No. 292
Andrew J. Hughes Hallett and
Christian Richter
George Mason University - School of Public Policy
and
University of East London - Royal Docks Business School
Date Posted: June 29, 2011
Working Paper Series
38 downloads
The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks
Forthcoming, Journal of Futures Markets
Lin Gao
and
Lu Liu
University of Saint Gallen - Swiss Institute of Banking and Finance
and
Lund University - Department of Economics
Date Posted: June 26, 2011
Last Revised: November 06, 2012
Accepted Paper Series
126 downloads
Trade, Environment and Democracy: Cross-Country Time Series Evidence for 1970-2006
Víctor Hernán Aguiar
FLACSO Sede Ecuador Economía del Desarrollo
Date Posted: June 26, 2011
Last Revised: January 12, 2012
Working Paper Series
94 downloads
Money and Inflation in the Euro Area During the Financial Crisis
DIW Berlin Discussion Paper No. 1131
Christian Dreger
and
Jürgen Wolters
German Institute for Economic Research (DIW Berlin)
and
Free University of Berlin (FUB)
Date Posted: June 24, 2011
Working Paper Series
48 downloads
Private Equity, Buy-Outs and Insolvency Risk
Nick Wilson and
Mike Wright
Credit Management Research Centre - University of Leeds
and
Nottingham University Business School
Date Posted: June 24, 2011
Working Paper Series
168 downloads
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