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Abstracts: 669,264
Full Text Papers: 560,193
Authors: 308,497
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SSRN eLibrary Search Results
JEL Code: C22
726,670 Total downloads
Showing Papers 1,851 - 1,900 of 4,300
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1 2 3 4 ... 86 | Next >
   


Incl. Electronic Paper GARCH Forecasting Performance Under Different Distribution Assumptions
Journal of Forecasting, pp. 561-578. Wiley, 2006
Anders Wilhelmsson
Lund University - Department of Economics
Date Posted: April 30, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Non-Linearity in the Dividend Yield: A Comparison of the US and Japan
Andreas Humpe
University of St. Andrews
Date Posted: April 30, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The Dynamic Black-Litterman Approach to Asset Allocation
Bank of England Working Paper No. 596
Richard D. F. Harris , Evarist Stoja and Linzhi Tan
University of Exeter - Business School , University of Bristol and Nottingham Trent University - Department of Accounting and Finance
Date Posted: April 30, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Does Daylight Savings Time Save Energy? Evidence from Ontario
Nicholas Rivers
University of Ottawa - Graduate School of Public and International Affairs
Date Posted: April 30, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Determinants of Profitability of Islamic Banking Industry: An Evidence from Pakistan
Business & Economic Review, 6 (2). 27-46, 2014
Muhammad Mahmood Shah Khan , Farrukh Ijaz and Ejaz Aslam
(UMT) University of Management and Technology (Pakistan) , University of Management and Technology and (UMT) University of Management and Technology (Pakistan), Students
Date Posted: April 28, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Implied Volatility Around the World: Geographical Markets and Asset Classes
CERGE-EI Working Paper Series No. 562
Julian P. Velev , Brian C. Payne , Jiri Tresl and Wilfredo Toledo
University of Puerto Rico , US Air Force Academy , University of Nebraska at Lincoln and University of Puerto Rico
Date Posted: April 28, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Identification and Estimation of the Environmental Kuznets Curve: Pairwise Differencing to Deal with Nonlinearity and Nonstationarity
CESifo Working Paper Series No. 5837
Suphi Sen and Bertrand Melenberg
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and Tilburg University - Center for Economic Research (CentER)
Date Posted: April 27, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Testing for Strict Exogeneity in Fixed-Effects Panel Models When N and T are Large.
Alexander Mayer
WHU - Otto Beisheim School of Management
Date Posted: April 26, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Sequential Monte Carlo Sampling for State Space Models
Mario V. Wuthrich
RiskLab, ETH Zurich
Date Posted: April 25, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Federal Minimum Wage Hikes Do Reduce Teenage Employment: The Time Series Effects of Minimum Wages in the Us Revisited
IZA Discussion Paper No. 9864
Stephen Bazen and Vêlayoudom Marimoutou
Aix-Marseille University - Aix-Marseille School of Economics and Université de la Mediterraneé
Date Posted: April 25, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Does Higher Frequency Data Always Help to Forecast Longer-Horizon Volatility?
Ben G Charoenwong and Guanhao Feng
University of Chicago, Booth School of Business, Students and University of Chicago, Booth School of Business, Students
Date Posted: April 25, 2016
Last Revised: April 29, 2016
Working Paper Series
41 downloads

Incl. Electronic Paper Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area
Tinbergen Institute Discussion Paper 16-029/III
Gabriele Galati , Irma Hindrayanto , Siem Jan Koopman and Marente Vlekke
De Nederlandsche Bank , De Nederlandsche Bank , VU University Amsterdam and CPB Netherlands Bureau of Economic Policy Analysis
Date Posted: April 25, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Bayesian Dynamic Modeling of High-Frequency Integer Price Changes
Tinbergen Instituut 16-028/III
Istvan Barra and Siem Jan Koopman
VU University Amsterdam and VU University Amsterdam
Date Posted: April 24, 2016
Working Paper Series
42 downloads

Incl. Electronic Paper The Predictive Power of Dividend Yields for Future Inflation: Money Illusion or Rational Causes?
Tom Engsted and Thomas Quistgaard Pedersen
University of Aarhus - CREATES and University of Aarhus - CREATES
Date Posted: April 23, 2016
Last Revised: April 26, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Trends in the South African Hedging Space Part II: Measuring Risk and Finding Return
Peregrine Securities 2013
Emlyn James Flint , Anthony J. Seymour and Florence Chikurunhe
Peregrine Securities , University of Cape Town (UCT) and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper The Cost of a Free Lunch: Dabbling in Diversification
Peregrine Securities, 2015
Emlyn James Flint , Florence Chikurunhe and Anthony J. Seymour
Peregrine Securities , Peregrine Securities and University of Cape Town (UCT)
Date Posted: April 22, 2016
Last Revised: April 28, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper A Guide to South African Volatility: Understanding, Modelling, Investing & Hedging
Peregrine Securities, 2014
Emlyn James Flint , Florence Chikurunhe and Anthony J. Seymour
Peregrine Securities , Peregrine Securities and University of Cape Town (UCT)
Date Posted: April 22, 2016
Last Revised: April 28, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Adapting to Market Regimes with Timed Hedging
Peregrine Securities, 2014
Emlyn James Flint , Anthony J. Seymour and Florence Chikurunhe
Peregrine Securities , University of Cape Town (UCT) and Peregrine Securities
Date Posted: April 22, 2016
Last Revised: April 28, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Future Inequality in Carbon Dioxide Emissions and the Projected Impact of Abatement Proposals
World Bank Policy Research Working Paper No. 2084
Mark T. Heil and Quentin T. Wodon
EPA Headquarters and World Bank
Date Posted: April 20, 2016
Working Paper Series
73 downloads

Incl. Electronic Paper NPAs of Indian Commercial Banks: An Empirical Study
LBS Journal of Management and Research, 13(2), 48-58, 2015, Journal DOI: 10.5958/0974-1852.2015.00012.7.
Gurmeet Singh
Unitedworld School of Business
Date Posted: April 19, 2016
Accepted Paper Series
5 downloads

Dynamics of U.S. State Cigarette Consumption: Evidence from Panel Error Correction Modeling
Atlantic Economic Journal, Vol. 42, No. 1, pp. 3-20, 2014
Rajeev K. Goel
Illinois State University - Department of Economics
Date Posted: April 19, 2016
Accepted Paper Series

Incl. Electronic Paper The Estimation of Effects of Subprime Mortgage for Improving the Farmland Pension System Using Intervention Time Series Model
Journal of the Korean Urban Management Association, 2015. 28(2): 55-84
Deokho Cho
Daegu University - Department of Public Administration
Date Posted: April 14, 2016
Accepted Paper Series
2 downloads

Government Size and Economic Growth in Italy: A Time-Series Analysis
European Scientific Journal, 12, 7, 149-169, DOI: 10.19044/esj.2016.v12n7p149, ISSN: 1857-7431
Cosimo Magazzino and Francesco Forte
University of Rome III and University of Rome I
Date Posted: April 14, 2016
Accepted Paper Series

Incl. Electronic Paper Getting the Most out of Macroeconomic Information for Predicting Stock Returns
Cem Cakmakli and Dick J. C. van Dijk
Koc University - Department of Economics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: April 13, 2016
Working Paper Series
117 downloads

Incl. Electronic Paper Autoregressive Conditional Parameter Model with Heteroskedastic Regressors
Fengbin Lu and Shouyang Wang
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Date Posted: April 12, 2016
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Forecasting US Inflation Using Dynamic General‐To‐Specific Model Selection
Bulletin of Economic Research, Vol. 68, Issue 2, pp. 151-167, 2016
George Bagdatoglou , Alexandros Kontonikas and Mark E. Wohar
Timberlake Consultants , University of Glasgow - Department of Economics and University of Nebraska at Omaha
Date Posted: April 11, 2016
Accepted Paper Series

Incl. Electronic Paper Asset Price Momentum and Monetary Policy: Time Varying Parameter Estimation of Taylor Rules
Applied Economics, Forthcoming
Ramaprasad Bhar and A. (Tassos) G. Malliaris
UNSW Australia Business School, School of Banking and Finance and Loyola University of Chicago - Department of Economics
Date Posted: April 11, 2016
Accepted Paper Series
22 downloads

Incl. Electronic Paper Brexit and Likely Implications for Ireland
Patricia McGrath
Independent
Date Posted: April 09, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper Protective Asset Allocation (PAA): A Simple Momentum-Based Alternative for Term Deposits
Wouter J. Keller and Jan Willem Keuning
Flex Capital BV and TrendXplorer
Date Posted: April 08, 2016
Last Revised: April 13, 2016
Working Paper Series
301 downloads

Incl. Electronic Paper Working and Efficiency of Orissa State Electricity Board (OSEB): A Factor Analytic Study
Strategy: The Journal for Management Development (Management Research Journal of Berhampur University) ISSN # 0973-2977
Rabi N. Subudhi
KIIT University - School of Management
Date Posted: April 08, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Nonstationary Nonlinear Quantile Regression
Yoshimasa Uematsu
The Institute of Statistical Mathematics
Date Posted: April 08, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper A Machine-Learning Analysis of the Rationality of Aggregate Stock-Market Forecasts
Christian Pierdzioch and Marian Risse
University of the German Federal Armed Forces - Department of Economics and University of the German Federal Armed Forces - Helmut Schmidt Universität
Date Posted: April 06, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Comparison of Islamic and Conventional Bank Stocks by Value-at-Risk Method
Nursultan Abdrashev
Moscow State University - Faculty of Economics
Date Posted: April 05, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Concentration on the Few? R&D and Innovation in German Firms 2001 to 2013
ZEW - Centre for European Economic Research Discussion Paper No. 16-005
Christian Rammer and Torben Schubert
Centre for European Economic Research (ZEW) - Industrial Economics and International Management Research and Fraunhofer Institut für Systemtechnik und Innovationsforschung
Date Posted: April 05, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Sources of Systematic Risks in Indian Banking Stock Returns - Some Empirical Evidences
Business Analyst, Vol. 36 No. 2, October 2015 - March 2016
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Delhi School of Economics - Department of Commerce
Date Posted: April 01, 2016
Accepted Paper Series
9 downloads

Incl. Electronic Paper Long Run Relationship between Aggregate Stock Prices and Macroeconomic Factors in BRICS Stock Markets
Emerging Trends in Management and Public Policy, 2016, Regal Publications, 1-28.
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Delhi School of Economics - Department of Commerce
Date Posted: April 01, 2016
Accepted Paper Series
16 downloads

Incl. Electronic Paper Between Data Cleaning and Inference: Pre-Averaging and Robust Estimators of the Efficient Price
Per A. Mykland and Lan Zhang
University of Chicago - Department of Statistics and University of Illinois at Chicago - Department of Finance
Date Posted: March 26, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Option-Implied Equity Premium Predictions via Entropic Tilting
Konstantinos Metaxoglou , Davide Pettenuzzo and Aaron Smith
Carleton University , Brandeis University - Department of Economics and University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: March 26, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper The Equity Risk Posed by the Too-Big-To-Fail Banks: A Foster-Hart Estimation
Abhinav Anand , Tiantian Li , Tetsuo Kurosaki and Aaron Kim
Smurfit Business School, University College Dublin , State University of New York (SUNY) - Department of Applied Mathematics and Statistics , Bank of Japan and State University of New York, SUNY at Stony Brook University, College of Business
Date Posted: March 26, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Foster-Hart Optimal Portfolios
Abhinav Anand , Tiantian Li , Tetsuo Kurosaki and Aaron Kim
Smurfit Business School, University College Dublin , State University of New York (SUNY) - Department of Applied Mathematics and Statistics , Bank of Japan and State University of New York, SUNY at Stony Brook University, College of Business
Date Posted: March 26, 2016
Working Paper Series
59 downloads

Incl. Electronic Paper Risk Premia in Carbon and Energy Futures Markets
Christel Merlin Kuate Kamga and Kathi Schlepper
Goethe University Frankfurt and Goethe University Frankfurt
Date Posted: March 23, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper High-Low Range in GARCH Models of Stock Return Volatility
Applied Economics, Forthcoming
Peter Molnár
Norwegian University of Science and Technology (NTNU)
Date Posted: March 23, 2016
Accepted Paper Series
37 downloads

Incl. Electronic Paper Modélisation et Calibration des Prix Spot Électriques (Modeling and Calibration of Spot Power Price)
Othman Rhazi
Ecole Nationale des Ponts et Chaussees
Date Posted: March 21, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Autoregressive Conditional Parameter Model and Applications
Fengbin Lu and Shouyang Wang
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Date Posted: March 17, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Choosing Expected Shortfall Over VaR in Basel III Using Stochastic Dominance
USC-INET Research Paper No. 16-05
Chia-Lin Chang , Juan-Angel Jiménez-Martin , Esfandiar Maasoumi , Michael McAleer and Teodosio Perez Amaral
National Chung Hsing University - Department of Applied Economics, Department of Finance , Complutense University of Madrid , Emory University , Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: March 13, 2016
Working Paper Series
35 downloads

Incl. Electronic Paper Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria
International Journal of Economics and Financial Issues, 2016, 6(1), 354-360
Abiola A Babajide , Lawal Adedoyin Isola and Russell Olukayode Somoye
Covenant University , Independent and Independent
Date Posted: March 12, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper Asset Allocation and Intra-Sector Allocation Using Covariance and Precision Matrix Clustering
Kevin Noel-Koide
ING
Date Posted: March 11, 2016
Working Paper Series
80 downloads

Incl. Electronic Paper Impact of Workers' Remittances on Economic Growth: A Study of Pakistan
Muhammad Asad
CUST
Date Posted: March 08, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Can HIT Work Alone? A Security and Socio-Economic Perspective of Healthcare Quality
Shounak Pal , Baidyanath Biswas and Arunabha Mukhopadhyay
IIM Lucknow , Indian Institute of Management, Lucknow and Indian Institute of Management (IIM), Lucknow
Date Posted: March 07, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Comparison of Multiple Methods for Computing Numerical Standard Errors: An Extensive Monte Carlo Study
David Ardia , Keven Bluteau and Lennart F. Hoogerheide
Laval University - Département de Finance et Assurance , University of Neuchatel, Institute of Financial Analysis, Students and Vrije Universiteit Amsterdam - Dept. of Econometrics
Date Posted: March 07, 2016
Last Revised: April 19, 2016
Working Paper Series
27 downloads


 

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