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JEL Code: C32
455,711 Total downloads
Showing Papers 1,901 - 1,950 of 3,093
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Forecasts of Us Short-Term Interest Rates: a Flexible Forecast Combination Approach Journal of Econometrics, FORTHCOMING.
Allan G. Timmermann and
Massimo Guidolin
Date Posted: April 14, 2007
Multivariate Modelling of Price Volatility in the Hong Kong Residential Property Market
Xiangdong Long
and
Helen X. Bao
Date Posted: April 13, 2007184 downloads
Comparison of the Effectiveness of Option Price Forecasting: Black-Scholes vs. Simple and Hybrid Neural Networks Journal of Financial Management and Analysis, Vol. 19, No. 2, July-December 2006
Alex Faseruk
and
Lev Blynski
Date Posted: April 12, 2007
Exchange Rate Pass-Through in Emerging Markets ECB Working Paper No. 739
Michele Ca'Zorzi
,
Elke Hahn
and
Marcelo Sanchez
Date Posted: April 11, 2007486 downloads
Sectoral Money Demand Models for the Euro Area Based on a Common Set of Determinants ECB Working Paper No. 741
Julian von Landesberger
Date Posted: April 11, 200746 downloads
Supply Shocks, Demand Shocks, and Labor Market Fluctuations FRB of St. Louis Working Paper No. 2007-015A
Helge Braun
,
Reinout De Bock and
Riccardo DiCecio
Date Posted: April 11, 200779 downloads
Appendix to Time-Varying Integration and International Diversification Strategies
Lieven Baele
and
Koen Inghelbrecht
Date Posted: April 09, 2007104 downloads
Why are Americans Addicted to Baseball? An Empirical Analysis of Fandom in Korea and the U.S. Contemporary Economic Policy, Forthcoming
Young Hoon Lee
and
Trenton G. Smith
Date Posted: April 09, 200769 downloads
Stock-Bond Co-Movements and Cross-Country Linkages IIIS Discussion Paper No. 216
Dirk G. Baur
Date Posted: April 05, 2007Last Revised: April 08, 2009263 downloads
Inference of Matrix-Variate Dynamic Linear Models: New Distributional Considerations
Kostas Triantafyllopoulos
Date Posted: April 03, 2007
Central Bank Intervention, Sterilization and Monetary Independence: The Case of Pakistan
Muhammad Waheed
Date Posted: April 02, 2007149 downloads
Covariance Estimation for Multivariate Conditionally Gaussian Dynamic Linear Models
Kostas Triantafyllopoulos
Date Posted: April 01, 2007
Valid Inference in Partially Unstable GMM Models
Hong Li
and
Ulrich K. Müller
Date Posted: April 01, 2007Last Revised: December 30, 200943 downloads
Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process Journal of Statistical Planning and Inference, Vol. 139, pp. 2731 -2745, 2009
Date Posted: March 30, 2007Last Revised: November 11, 2009111 downloads
Interdependence Among the Asian Pacific Stock Market During the Asian Financial Crisis ICFAI Journal of Applied Economics, Vol. 6, No. 5, 2007
Wan Mansor Mahmood and
Marlinda Ali
affiliation not provided to SSRN
Date Posted: March 29, 2007
Cointegration Analysis with Mixed-Frequency Data CESifo Working Paper Series No. 1939
Byeongchan Seong ,
Sung K. Ahn and
Peter A. Zadrozny
Date Posted: March 28, 2007151 downloads
Testing Arch Parameter with Extreme Value: An Exploratory Note
Aram Balagyan
,
Barry K. Ma
and
Christos I. Giannikos
Date Posted: March 28, 200738 downloads
The Yield Spread and GDP Growth - Time Varying Leading Properties and the Role of Monetary Policy
Jens Hogrefe
Date Posted: March 28, 200782 downloads
Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? Applied Economics, Forthcoming
Claudio Morana and
Fabio C. Bagliano
Date Posted: March 27, 2007Last Revised: June 09, 2013
An Omnibus Noise Filter Computational Statistics, Vol. 24, 2009
Claudio Morana
Date Posted: March 27, 2007Last Revised: June 09, 2013
Liquidity Co-Movements, Market Capitalization, and Volatility
Renaud Beaupain ,
Pierre Giot and
Mikael Petitjean
Date Posted: March 21, 2007
Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics FEDS Working Paper No. 2007-03
Travis D. Nesmith and
Barry E. Jones
Date Posted: March 20, 200788 downloads
A Markov Switching Regime Model of the Brazilian Business Cycle
Yves Dumaresq Sobral
Date Posted: March 13, 2007349 downloads
Estimating Systematic Continuous-Time Trends in Recidivism Using a Non-Gaussian Panel Data Model TI 07-027/4
Siem Jan Koopman ,
Andre Lucas ,
Marius Ooms and
Kees van Montfort
Date Posted: March 13, 200758 downloads
Hedging with Chinese Metal Futures
Donald D. Lien and
Li Yang
Date Posted: March 13, 2007320 downloads
Estimating the Natural Interest Rate for the Euro Area and Luxembourg Banque centrale du Luxembourg Working Paper No. 15
Paolo Guarda ,
Abdelaziz Rouabah
and
Ladislav Wintr
Date Posted: March 07, 200791 downloads
Expected Returns and Markov-Switching Illiquidity
Tyler R. Henry
and
John T. Scruggs
Date Posted: March 06, 2007336 downloads
International Evidence on the Efficacy of New-Keynesian Models of Inflation Persistence
Oleg Korenok and
Norman R. Swanson
Date Posted: March 06, 200728 downloads
International Financial Transmission: Emerging and Mature Markets
Guillermo Felices
,
Christian Grisse
and
Jing Yang
Date Posted: March 05, 2007104 downloads
The Individually Acceptable Loss (IAL)
Erick Williams Rengifo
and
Emanuela Trifan
Date Posted: March 05, 2007
Time and the Price Impact of a Trade: A Structural Approach Working Paper University of Mannheim and University of Tübingen,
Oliver Wuensche
,
Erik Theissen and
Joachim Grammig
Date Posted: March 05, 2007Last Revised: March 21, 2011402 downloads
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information
Michiel De Pooter ,
Francesco Ravazzolo and
Dick J. C. van Dijk
Date Posted: March 04, 2007Last Revised: May 04, 2010642 downloads
Predictive Regressions: A Present-Value Approach
Jules H. van Binsbergen
and
Ralph S. J. Koijen
Date Posted: March 04, 2007Last Revised: February 16, 20092737 downloads
Consumer Credit Conditions in the United Kingdom Bank of England Working Paper No. 314
Emilio Fernandez-Corugedo
and
John Muellbauer
Date Posted: February 28, 2007267 downloads
Money, Inflation, and Growth in Pakistan Pakistan Development Review, Vol. 45, No. 2, pp. 203-212, Summer 2006
Abdul Qayyum
Date Posted: February 28, 2007834 downloads
A Partially Linear Approach to Modelling the Dynamics of Spot and Futures Prices
Juergen Gaul
and
Erik Theissen
Date Posted: February 27, 200779 downloads
International Asset Pricing and Time-Varying Risk Premia EFA 2007 Ljubljana Meetings Paper
Devraj Basu ,
Chi-Hsiou Daniel Hung and
Alexander Stremme
Date Posted: February 27, 2007426 downloads
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables CESifo Working Paper Series No. 1924, IZA Discussion Paper No. 2634
Adrian Pagan and
M. Hashem Pesaran
Date Posted: February 27, 2007125 downloads
The Buffer Stock Model Redux? An Analysis of the Dynamics of Foreign Reserve Accumulation Collana Ricerche Economics Department Working Paper
Giulio Cifarelli
and
Giovanna Paladino
Date Posted: February 27, 2007105 downloads
Modeling Time Varying Volatility and Asymmetry of Karachi Stock Exchange (KSE)
Kashif Saleem
Date Posted: February 25, 2007412 downloads
Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility is Derived from Consumption and Narrowly Framed Financial Investments
Erick Williams Rengifo
and
Emanuela Trifan
Date Posted: February 23, 200791 downloads
Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets
Erick Williams Rengifo
and
Emanuela Trifan
Date Posted: February 23, 2007179 downloads
New Evidence of Asymmetric Dependence Structures in International Equity Markets Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Tatsuyoshi Okimoto
Date Posted: February 21, 2007296 downloads
T-Statistic Based Correlation and Heterogeneity Robust Inference Harvard Institute of Economic Research Discussion Paper No. 2129
Rustam Ibragimov and
Ulrich K. Müller
Date Posted: February 21, 2007225 downloads
A Multivariate Garch Model with Volatility Spill-Over and Time-Varying Correlations
Andreas Eckner
Date Posted: February 20, 20071006 downloads
Firm Size and Volatility Analysis in the Spanish Stock Market
Helena Chuliá and
Hipòlit Torró
Date Posted: February 20, 2007188 downloads
Non-Linear Granger Causality in the Currency Futures Returns Economics Letters, Vol. 68, 2000
Ioannis Asimakopoulos
,
David Ayling and
Wan Mansor Mahmood
Date Posted: February 20, 2007
What Drives Business Cycles and International Trade in Emerging Market Economies? ECB Working Paper No. 730
Marcelo Sanchez
Date Posted: February 20, 2007114 downloads
Asymmetric Effect of Basis on Dynamic Futures Hedging: Empirical Evidence from Commodity Markets
Donald D. Lien and
Li Yang
Date Posted: February 18, 2007280 downloads
Switching Volatility in Target Stocks During Takeover Bids
Sergey Gelman
and
Bernd Wilfling
Date Posted: February 13, 2007147 downloads
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