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SSRN eLibrary Statistics:

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Abstracts: 484,343
Full Text Papers: 393,706
Authors: 226,701
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Last 12 months: 11,186,469
Last 30 days: 1,057,644

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SSRN eLibrary Search Results
JEL Code: C1
1,882,370 Total downloads
Showing Papers 1,921 - 1,970 of 8,581
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Incl. Electronic Paper Density Approximations for Multivariate Affine Jump-Diffusion Processes
Swiss Finance Institute Research Paper No. 11-20
Damir Filipovic , Eberhard Mayerhofer and Paul Schneider
Ecole Polytechnique Fédérale de Lausanne , Deutsche Bundesbank, Research Centre and University of Lugano - Institute of Finance
Date Posted: May 26, 2011
Last Revised: March 17, 2013
Working Paper Series
312 downloads

Incl. Electronic Paper Dynamic Panels with Predetermined Regressors: Likelihood-Based Estimation and Bayesian Averaging With an Application to Cross-Country Growth
Banco de Espana Working Paper, No. 1109
 Enrique Moral-Benito
Bank of Spain
Date Posted: May 26, 2011
Working Paper Series
20 downloads

Incl. Electronic Paper Educational Gap and Family Structure in Uruguay
 Alejandro Cid
University of Montevideo - Department of Economics
Date Posted: May 26, 2011
Working Paper Series
11 downloads

Incl. Electronic Paper Measuring the Hedging Effectiveness of Index Futures Contracts: Do Dynamic Models Outperform Static Models? A Regime-Switching Approach
 Enrique Salvador and Vicent Aragó
Jaume I University and Jaume I University
Date Posted: May 26, 2011
Working Paper Series
73 downloads

Incl. Electronic Paper Identification of Jumps in Financial Time Series
 Jörgen Hellström and Carl Lönnbark
Umeå University - Department of Economics and University of Umea
Date Posted: May 25, 2011
Working Paper Series
90 downloads

Incl. Electronic Paper Innovation Sources and Productivity: A Quantile Regression Analysis
XREAP Working Paper No. 2007-8
 Agustí Segarra-Blasco
Universitat Rovira i Virgili
Date Posted: May 25, 2011
Working Paper Series
20 downloads

Incl. Electronic Paper How Far is the East? Educational Performance in Eastern Europe
University of Konstanz Economics Working Paper No. 2011-15
 Alina Botezat and Ruben R. Seiberlich
"Al.I.Cuza" University of Iasi and University of Konstanz - Department of Economics
Date Posted: May 24, 2011
Last Revised: February 04, 2013
Working Paper Series
76 downloads

A Note on Testing for Complementarity and Substitutability in the Case of Multiple Practices
Journal of Productivity Analysis, Vol. 35, No. 3, pp. 263-269, June 2011
 Martin A. Carree , Boris Lokshin and Rene Belderbos
University of Maastricht - Department of Organization & Strategy , Maastricht University, School of Business and Economics and University of Leuven (KUL) - Department of Managerial Economics, Strategy and Innovation
Date Posted: May 24, 2011
Accepted Paper Series

Incl. Electronic Paper A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators
Cowles Foundation Discussion Paper No. 1803
 Daniel A. Ackerberg , Xiaohong Chen and Jinyong Hahn
University of California, Los Angeles (UCLA) - Department of Economics , Yale University - Cowles Foundation and University of California, Los Angeles
Date Posted: May 24, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
Tinbergen Institute Discussion Paper No. 2011-082/4
 Monica Billio , Roberto Casarin , Francesco Ravazzolo and H. K. van Dijk
Ca Foscari University of Venice - Department of Economics , University of Brescia - Department of Economics , Norges Bank and Tinbergen Institute
Date Posted: May 24, 2011
Working Paper Series
66 downloads

Incl. Electronic Paper Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review
Cowles Foundation Discussion Paper No. 1804
 Xiaohong Chen
Yale University - Cowles Foundation
Date Posted: May 24, 2011
Working Paper Series
109 downloads

Three Alternative Approaches to Test the Permanent Income Hypothesis in Dynamic Panels
SERIES Working Paper No. 5
 Laura Serlenga
Università degli Studi di Bari
Date Posted: May 24, 2011
Working Paper Series

Incl. Electronic Paper What Medical Conditions Drive Hospital Costs in Canada between 1998-1999 and 2003-2004?
 Ruolz Ariste
Canadian Institute for Health Information
Date Posted: May 24, 2011
Working Paper Series
37 downloads

Incl. Electronic Paper Exact Inference for a Weak Instrument, a Small Sample, or Extreme Quantiles
 Brigham R. Frandsen
Harvard University - Scholars in Health Policy Research Program
Date Posted: May 23, 2011
Working Paper Series
103 downloads

Incl. Electronic Paper Public Job-Creation Programs: The Economic Benefits of Investing in Social Care? Case Studies in South Africa and the United States
Levy Economics Institute Working Paper No. 671
 Rania Antonopoulos and Kijong Kim
Bard College - The Levy Economics Institute and Levy Economics Institute of Bard College
Date Posted: May 23, 2011
Last Revised: May 10, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper Fact or Friction: Jumps at Ultra High Frequency
 Kim Christensen , Roel C. A. Oomen and Mark Podolskij
University of Aarhus - CREATES , Deutsche Bank AG and University of Aarhus - School of Economics and Management
Date Posted: May 22, 2011
Last Revised: February 20, 2013
Working Paper Series
307 downloads

Incl. Electronic Paper Dynamic Factor Value-at-Risk for Large Heteroskedastic Portfolios
FEDS Working Paper No. 2011-19
 Sirio Aramonte , Marius Rodriguez and Jason Wu
Federal Reserve Board , Federal Reserve Banks - Federal Reserve Bank of San Francisco and Board of Governors of the Federal Reserve System
Date Posted: May 20, 2011
Last Revised: November 18, 2012
Working Paper Series
83 downloads

Incl. Electronic Paper Bias-Correction in Vector Autoregressive Models: A Simulation Study
 Tom Engsted and Thomas Quistgaard Pedersen
University of Aarhus - CREATES and University of Aarhus - CREATES
Date Posted: May 18, 2011
Working Paper Series
70 downloads

Incl. Electronic Paper Empirical Likelihood for Regression Discontinuity Design
Cowles Foundation Discussion Paper No. 1799
 Taisuke Otsu and Ke-Li Xu
Yale University - Cowles Foundation and Texas A&M University
Date Posted: May 18, 2011
Working Paper Series
34 downloads

Incl. Electronic Paper Multi-Factor Models and Signal Processing Techniques: Survey and Examples
IEEE Signal Processing Magazine - Special Issue on Financial Applications, Forthcoming
 Emmanuelle Jay , Patrick Duvaut , Serge Darolles and Arnaud Chrétien
QAMLAB , ENSEA-ETIS , Université Paris-Dauphine - DRM-CEREG and Aequam Capital
Date Posted: May 18, 2011
Accepted Paper Series
353 downloads

Incl. Electronic Paper Targeting Maps: An Asset-Based Approach to Geographic Targeting
 Corey Lang , Christopher B. Barrett and Felix Naschold
affiliation not provided to SSRN , Cornell University - Charles H. Dyson School of Applied Economics & Management and Cornell University - Department of Applied Economics and Management
Date Posted: May 18, 2011
Last Revised: May 24, 2011
Working Paper Series
15 downloads

Incl. Electronic Paper Bayesian VARs: Specification Choices and Forecast Accuracy
FRB of Cleveland Working Paper No. 1112
 Andrea Carriero , Todd E. Clark and Massimiliano Giuseppe Marcellino
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research , Federal Reserve Bank of Cleveland and European University Institute
Date Posted: May 17, 2011
Working Paper Series
26 downloads

Incl. Electronic Paper Beyond the DSGE Straitjacket
CESifo Working Paper Series No. 3447
 M. Hashem Pesaran and Ron Smith
University of Southern California and Birkbeck College
Date Posted: May 17, 2011
Working Paper Series
140 downloads

Threats to Validity and Reliability in Mixed Methods Accounting Research
Qualitative Research in Accounting and Management, Vol. 8, No. 1, pp. 39-58, 2011
 Eeva-Mari Ihantola and Lili-Anne Kihn
University of Tampere and University of Tampere, School of Management
Date Posted: May 17, 2011
Accepted Paper Series

Incl. Electronic Paper Phantom Results from Panel Regressions
 Paul J. Wolfson
Tuck School of Business at Dartmouth
Date Posted: May 15, 2011
Last Revised: November 28, 2012
Working Paper Series
75 downloads

Incl. Electronic Paper Conditional Beta Pricing Models: A Nonparametric Approach
 Eva Ferreira , Javier Gil-Bazo and Susan Orbe
University of the Basque Country - Departamento de Economia Aplicada III (Econometria y Estadistica) , Universitat Pompeu Fabra and affiliation not provided to SSRN
Date Posted: May 15, 2011
Last Revised: July 04, 2011
Working Paper Series
87 downloads

Incl. Electronic Paper Examples of L2-Complete and Boundedly-Complete Distributions
Cowles Foundation Discussion Paper No. 1801
 Donald W. K. Andrews
Yale University - Cowles Foundation
Date Posted: May 14, 2011
Last Revised: June 03, 2011
Working Paper Series
58 downloads

Incl. Electronic Paper A New Breed of Copulas for Risk and Portfolio Management
Risk, Vol. 24, No. 9, pp. 122-126, 2011
 Attilio Meucci
SYMMYS
Date Posted: May 13, 2011
Last Revised: August 28, 2011
Accepted Paper Series
2420 downloads

Incl. Electronic Paper Aggregate Fluctuations and the Cross-Sectional Dynamics of Firm Growth
 Sean Holly , Ivan Petrella and Emiliano Santoro
University of Cambridge - Department of Applied Economics , University of London - School of Business, Economics and Informatics and Catholic University of the Sacred Heart of Milan - Department of Economics
Date Posted: May 13, 2011
Working Paper Series
22 downloads

Incl. Electronic Paper Bootstrap LR Tests of Stationarity, Common Trends and Cointegration
Bank of Italy Temi di Discussione (Working Paper) No. 799
 Fabio Busetti and Silvestro Di Sanzo
Bank of Italy and Confcommerico, Reserach Department
Date Posted: May 13, 2011
Working Paper Series
35 downloads

Incl. Electronic Paper Columnar Electromagnetic Influences on Short-Term Memory at Multiple Scales
Date Posted: May 13, 2011
Working Paper Series
18 downloads

Incl. Electronic Paper Delta-Hedging of Interest Rate Risk in Longterm Contracts - An Application of the Cairns-Model
 Daniel Schwake and Sven Balder
Deloitte and University of Duisburg-Essen - Mercator School of Management
Date Posted: May 13, 2011
Last Revised: May 29, 2011
Working Paper Series
143 downloads

Incl. Electronic Paper Estimating Derivatives in Nonseparable Models with Limited Dependent Variables
Cowles Foundation Discussion Paper No. 1668R
 Joseph G. Altonji , Hidehiko Ichimura and Taisuke Otsu
Yale University - Economic Growth Center , University College London - Department of Economics and Yale University - Cowles Foundation
Date Posted: May 13, 2011
Working Paper Series
42 downloads

Incl. Electronic Paper Fully Flexible Views in Multivariate Normal Markets
 Attilio Meucci , David Ardia and Simon Keel
SYMMYS , Laval University - Département de Finance et Assurance and Aeris Capital AG
Date Posted: May 13, 2011
Last Revised: May 15, 2011
Working Paper Series
586 downloads

Incl. Electronic Paper Fully Integrated Liquidity and Market Risk Model
Financial Analysts Journal, Forthcoming
 Attilio Meucci
SYMMYS
Date Posted: May 13, 2011
Last Revised: February 20, 2013
Accepted Paper Series
1214 downloads

Is Foreign-Bank Efficiency in Financial Centers Driven by Home-Country Characteristics?
Journal of Productivity Analysis, pp. 1-19, doi:10.1007/s11123-012-0294-y   ,
 Claudia Curi , Paolo Guarda , Ana Lozano-Vivas and Valentin Zelenyuk
School of Economics and Management, Free University of Bolzano , Banque Centrale du Luxembourg , affiliation not provided to SSRN and School of Economics, Centre for Efficiency and Productivity Analysis, The University of Queensland, Australia
Date Posted: May 13, 2011
Last Revised: July 24, 2012
Accepted Paper Series

Incl. Electronic Paper Large Deviations of Realized Volatility
Cowles Foundation Discussion Paper No. 1798
 Shin Kanaya and Taisuke Otsu
University of Aarhus - Department of Economics and Yale University - Cowles Foundation
Date Posted: May 13, 2011
Working Paper Series
36 downloads

Incl. Electronic Paper Measuring Economic Capital: Value-at-Risk, Expected Shortfall and Copula Approach
 Jeungbo Shim , Seung-Hwan Lee and Richard D. MacMinn
Illinois Wesleyan University , Illinois Wesleyan University and Illinois State University
Date Posted: May 13, 2011
Working Paper Series
221 downloads

Incl. Electronic Paper Principal Stratification in Sample Selection Problems with Non Normal Error Terms
CEIS Tor Vergata Research Paper No. 194
 Roberto Rocci and Giovanni Mellace
University of Rome II - Faculty of Economics and University of Rome II - Faculty of Economics
Date Posted: May 13, 2011
Working Paper Series
13 downloads

Incl. Electronic Paper Rethinking Age-Period-Cohort Mortality Trend Models
UNSW Australian School of Business Research Paper No. 2011ACTL2009
 Daniel H. Alai and Michael Sherris
Australian School of Business at UNSW and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: May 13, 2011
Last Revised: April 02, 2012
Accepted Paper Series
92 downloads

Incl. Electronic Paper The Link Between Health Care Systems and Financing: Evaluation of Payment Systems in Selected OECD Countries
 Eero Siljander Sr.
University of Helsinki - National institute for Health and WelfareDepartment of Economics
Date Posted: May 13, 2011
Working Paper Series
68 downloads

Incl. Electronic Paper Re-Mapping Credit Ratings
 Alexander Eisl , Hermann Elendner and Manuel Lingo
Vienna University of Economics and Business , Humboldt University of Berlin - School of Business and Economics and Oesterreichische Nationalbank (OeNB)
Date Posted: May 12, 2011
Last Revised: April 06, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper A New Pseudo Bayesian Model for Stock Returns In Financial Crisis
 Wing-Keung Wong , Eric Fung , Kin Lam and Tak-Kuen Siu
Hong Kong Baptist University (HKBU) , Hong Kong Baptist University (HKBU) - Department of Mathematics , Hong Kong Baptist University (HKBU) and Macquarie University, Faculty of Business and Economics
Date Posted: May 12, 2011
Last Revised: May 25, 2011
Working Paper Series
88 downloads

Incl. Electronic Paper Density-Tempered Marginalized Sequential Monte Carlo Samplers
 Andras Fulop and Jin-Chuan Duan
ESSEC Business School and National University of Singapore (NUS) - Business School and Risk Management Institute
Date Posted: May 12, 2011
Last Revised: July 10, 2012
Working Paper Series
102 downloads

Incl. Electronic Paper Detrending Persistent Predictors for Forecasting Stock Returns
International Conference of the French Finance Association (AFFI), May 11-13, 2011
 Christophe Boucher and Bertrand B. Maillet
ESG and University of Orléans
Date Posted: May 12, 2011
Working Paper Series
97 downloads

Incl. Electronic Paper Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data
Tinbergen Institute Discussion Paper 11-011/4
 Jan G. De Gooijer and Ao Yuan
University of Amsterdam - Department of Quantitative Economics (KE) and Howard University
Date Posted: May 12, 2011
Working Paper Series
13 downloads

Incl. Electronic Paper Preferences of Malaysian Stocks and Futures Markets for Investors Before and After Crises
 Wing-Keung Wong , Hooi Hooi Lean , Shuangzhe Liu and Milind Sathye
Hong Kong Baptist University (HKBU) , Universiti Sains Malaysia , University of Canberra - Division of Business, Law and Information Sciences and University of Canberra - School of Accounting, Banking and Finance
Date Posted: May 12, 2011
Working Paper Series
55 downloads

Incl. Electronic Paper Limited Arbitrage and Noise Momentum
 Charlie X. Cai , Robert W. Faff and Yongcheol Shin
University of Leeds - Leeds University Business School (LUBS) , University of Queensland and University of Leeds - Leeds University Business School - Division of Economics
Date Posted: May 11, 2011
Last Revised: July 21, 2012
Working Paper Series
241 downloads

Incl. Electronic Paper ‘The Prayer’ Ten-Step Checklist for Advanced Risk and Portfolio Management
 Attilio Meucci
SYMMYS
Date Posted: May 11, 2011
Last Revised: May 14, 2011
Working Paper Series
5445 downloads

Incl. Electronic Paper k-Nearest Neighbour Estimation of Inverse-Density-Weighted Expectations with Dependent Data
Econometric Theory, Vol. 28, No. 4, 2012
 Ba M. Chu and David T. Jacho-Chávez
Carleton University and Emory University - Department of Economics
Date Posted: May 10, 2011
Last Revised: August 27, 2012
Accepted Paper Series
56 downloads


 

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