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SSRN eLibrary Statistics:

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Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
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  Last 12 months: 		68,968

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Last 12 months: 11,189,330
Last 30 days: 1,059,940

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  Footnotes: 		77,812
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SSRN eLibrary Search Results
JEL Code: C1
1,883,254 Total downloads
Showing Papers 1,941 - 1,990 of 8,586
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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
354 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
2423 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
587 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
98 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
5449 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

Incorporating Forward-Looking Market Data into Linear Multifactor Fundamental Models
The Journal of Risk, (3–34) Volume 14/, Number 4, Summer 2012,
Luiza Miranyan
Bloomberg L.P.
Date Posted: May 10, 2011
Last Revised: July 04, 2012
Accepted Paper Series
93 downloads

Incl. Electronic Paper Is Power More Evenly Balanced in Poor Households?
Journal of Public Economics, Vol. 94, pp. 493-507, Thema Working Paper No. 2009-11
 Helene Couprie , Eugenio Peluso and Alain Trannoy
affiliation not provided to SSRN , University of Verona - Department of Economics and National Center for Scientific Research (CNRS) - Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Date Posted: May 10, 2011
Accepted Paper Series
6 downloads

Incl. Electronic Paper Italian Open-End Funds: Performance of Asset Management Companies
Bank of Italy Temi di Discussione (Working Paper) No. 795
 Michele Leonardo Bianchi and Maria Grazia Miele
Bank of Italy and Bank of Italy
Date Posted: May 10, 2011
Working Paper Series
52 downloads

Incl. Electronic Paper Optimal Momentum: A Global Cross Asset Approach
 Gary Antonacci
Portfolio Management Consultants
Date Posted: May 10, 2011
Last Revised: April 03, 2013
Working Paper Series
954 downloads

Incl. Electronic Paper Real Time Forecasts of Inflation: The Role of Financial Variables
MEF Working Paper No. 6
 Libero Monteforte and Gianluca Moretti
Bank of Italy and Bank of Italy
Date Posted: May 10, 2011
Working Paper Series
25 downloads

Incl. Electronic Paper WALS Estimation and Forecasting in Factor-Based Dynamic Models with an Application to Armenia
CentER Discussion Paper Series No. 2011-054
 J.R. Magnus and Karen Poghosyan
Tilburg University, CentER and Central Bank of Armenia
Date Posted: May 10, 2011
Working Paper Series
17 downloads

Incl. Electronic Paper Consistent Dynamic Affine Mortality Models for Longevity Risk Applications
UNSW Australian School of Business Research Paper No. 2011ACTL08
 Craig Blackburn and Michael Sherris
University of New South Wales (UNSW) - School of Actuarial Studies and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: May 09, 2011
Last Revised: February 14, 2012
Accepted Paper Series
118 downloads

Incl. Electronic Paper Latent Variables and Propensity Score Matching
Warsaw Univ. Faculty of Economic Sciences Working Paper No. 6/2010 (29)
 Maciej Jakubowski
Warsaw University - Faculty of Economic Sciences
Date Posted: May 09, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper Public Sector Efficiency and Political Culture
Bank of Italy Temi di Discussione (Working Paper) No. 786
 Raffaela Giordano and Pietro Tommasino
Bank of Italy and Bank of Italy
Date Posted: May 09, 2011
Working Paper Series
66 downloads

Incl. Electronic Paper Statistical Properties of Derivatives: A Journey in Term Structures
International Conference of the French Finance Association (AFFI), May 11-13, 2011
 Delphine Lautier and Franck Raynaud
University Paris Dauphine and University Paris Dauphine
Date Posted: May 09, 2011
Working Paper Series
51 downloads

Incl. Electronic Paper Testing for East-West Contagion in the European Banking Sector During the Financial Crisis
Bank of Italy Temi di Discussione (Working Paper) No. 790
 Emidio Cocozza and Paolo Piselli
Bank of Italy and Bank of Italy
Date Posted: May 09, 2011
Working Paper Series
70 downloads

Incl. Electronic Paper Determinants of the Financial Performance of SRI: What Methods for What Effects? An International Evidence
International Conference of the French Finance Association (AFFI), May 2011
 Jean-Laurent Viviani and Christophe Revelli
Université de Rennes I and affiliation not provided to SSRN
Date Posted: May 07, 2011
Accepted Paper Series
101 downloads

Incl. Electronic Paper Derivative Pricing Based on the Exchange Rate in a Target Zone with Realignment
International Journal of Theoretical and Applied Finance (IJTAF), Forthcoming
Xuewei Yang , Lijun Bo and Yongjin Wang
Nanjing University - School of Management and Engineering , Nankai University - School of Mathematical Sciences and Nankai University - School of Business
Date Posted: May 06, 2011
Accepted Paper Series
26 downloads

Incl. Electronic Paper Evaluating Natural Resource Investments Under Different Model Dynamics: Managerial Insights
European Financial Management, Vol.18, No.4, pp. 543-577, 2012
 Andrianos E. Tsekrekos , Mark B. Shackleton and Rafal M. Wojakowski
Athens University of Economics and Business - Department of Accounting and Finance , Lancaster University - Department of Accounting and Finance and University of Surrey
Date Posted: May 06, 2011
Last Revised: August 28, 2012
Accepted Paper Series
44 downloads

Incl. Electronic Paper Measuring Industry Relatedness and Corporate Coherence
 Giulio Bottazzi and Davide Pirino
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) and Scuola Superiore Sant'Anna di Pisa
Date Posted: May 06, 2011
Working Paper Series
40 downloads


 

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