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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 483,932
Full Text Papers: 393,337
Authors: 226,553
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  Last 12 months: 		68,947

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To date: 65,850,457
Last 12 months: 11,179,656
Last 30 days: 1,087,338

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  References: 		238,027
Total References: 8,463,775
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Total Citation
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Papers with
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  Footnotes: 		77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: C1
1,879,880 Total downloads
Showing Papers 1,951 - 2,000 of 8,574
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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
240 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
5424 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
948 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
69 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

Incl. Electronic Paper American Option Sensitivities Estimation via a Generalized IPA Approach
 Nan Chen and Yanchu Liu
Chinese University of Hong Kong (CUHK) and Chinese University of Hong Kong (CUHK)
Date Posted: May 04, 2011
Last Revised: February 27, 2012
Working Paper Series
73 downloads

Incl. Electronic Paper Country Selection and Resource Allocation of German Aid: Development-Orientation, Self-Interests and Path Dependency
 Sebastian Ziaja and Jörg Faust
German Development Institute/Deutsches Institut fuer Entwicklungspolitik (DIE) and German Development Institute D-I-E
Date Posted: May 04, 2011
Working Paper Series
87 downloads

Event Study Testing with Cross-Sectional Correlation of Abnormal Returns
Review of Financial Studies,Vol. 23, No. 11, pp. 3996-4025, 2010
James W. Kolari and Seppo Pynnonen
Texas A&M University (TAMU) - Department of Finance and University of Vaasa - Department of Mathematics and Statistics
Date Posted: May 04, 2011
Accepted Paper Series

Incl. Electronic Paper The Link Between Information and Bargaining Efficiency
Malatesta, Deanna. The link between information and bargaining efficiency. Journal of Public Administration Research and Theory, Forthcoming, doi: 10.1093/jopart/mur028.
Deanna Malatesta
Indiana University - Purdue University Indianapolis
Date Posted: May 04, 2011
Last Revised: May 02, 2012
Accepted Paper Series
15 downloads

Incl. Electronic Paper Statistical Approaches and System Dynamics
Econometrics, Mathematical Method and Programming Journal, Vol. 4. No. 35, May 09, 2011
 Issam A.W. Mohamed
Al-Neelain University - Department of Economics
Date Posted: May 03, 2011
Last Revised: May 12, 2011
Accepted Paper Series
47 downloads

Incl. Electronic Paper Adjoints and Automatic (Algorithmic) Differentiation in Computational Finance
 Cristian Homescu
affiliation not provided to SSRN
Date Posted: May 02, 2011
Last Revised: September 12, 2011
Working Paper Series
822 downloads

Incl. Electronic Paper Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity
Computational Economics, Forthcoming
 Cathy W. S. Chen , Simon Lin and Philip L. H. Yu
Feng Chia University - Department of Statistics , Feng Chia University - Graduate Institute of Statistics & Actuarial Science and University of Hong Kong - Department of Statistics & Actuarial Science
Date Posted: May 02, 2011
Working Paper Series
60 downloads

Incl. Electronic Paper Asymmetry Matters: A High-Frequency Risk-Reward Trade-Off
 Johannes H. Breckenfelder and Romeo Tedongap
Institute for Financial Research (SIFR) and Stockholm School of Economics
Date Posted: May 01, 2011
Last Revised: June 26, 2012
Working Paper Series
298 downloads

Rolling Regression Versus Time-Varying Coefficient Modeling: An Empirical Investigation of the Okun's Law in Some Euro Area Countries
Bulletin of Economic Research, Vol. 64, No.1, pp. 91–108, 2012,
Luca Zanin and Giampiero Marra
Prometeia and University College London
Date Posted: May 01, 2011
Last Revised: December 13, 2011
Accepted Paper Series

Incl. Electronic Paper Addressing Onsite Sampling in Recreation Site Choice Models
 Paul Hindsley , Craig E. Landry and Brad Gentner
Eckerd College , East Carolina University - Department of Economics and Gentner Consulting Group
Date Posted: April 29, 2011
Working Paper Series
20 downloads

Incl. Electronic Paper On Identification of Bayesian DSGE Models
CESifo Working Paper Series No. 3423
 Gary Koop , M. Hashem Pesaran and Ron Smith
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics , University of Southern California and Birkbeck College
Date Posted: April 27, 2011
Working Paper Series
34 downloads

Incl. Electronic Paper The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis
CESifo Working Paper Series No. 3418
 Marc Gronwald , Janina Ketterer and Stefan Trueck
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) , CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Ifo Institute for Economic Research and Macquarie University Sydney - Department of Economics
Date Posted: April 27, 2011
Working Paper Series
116 downloads

Incl. Electronic Paper Quantile Regression with Censoring and Endogeneity
Cowles Foundation Discussion Paper No. 1797
 Victor Chernozhukov , Ivan Fernandez-Val and Amanda Ellen Kowalski
Massachusetts Institute of Technology (MIT) - Department of Economics , Boston University - Department of Economics and National Bureau of Economic Research (NBER)
Date Posted: April 26, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper Beyond the DSGE Straitjacket
IZA Discussion Paper No. 5661
 M. Hashem Pesaran and Ron Smith
University of Southern California and Birkbeck College
Date Posted: April 25, 2011
Working Paper Series
32 downloads

Incl. Electronic Paper Heterogeneity in Schooling Rates of Return
IZA Discussion Paper No. 5662
 Daniel J. Henderson , Solomon W. Polachek and Le Wang
University of Alabama , State University of New York at Binghamton and University of New Hampshire
Date Posted: April 25, 2011
Working Paper Series
12 downloads

Incl. Electronic Paper The Sick Pay Trap
IZA Discussion Paper No. 5655
 Elisabeth Fevang , Simen Markussen and Knut Roed
University of Oslo - Ragnar Frisch Centre for Economic Research , University of Oslo - Ragnar Frisch Centre for Economic Research and Ragnar Frisch Centre for Economic Research
Date Posted: April 25, 2011
Working Paper Series
18 downloads

Incl. Electronic Paper Local Identification of Nonparametric and Semiparametric Models
Cowles Foundation Discussion Paper No. 1795
 Xiaohong Chen , Victor Chernozhukov , Sokbae Lee and Whitney K. Newey
Yale University - Cowles Foundation , Massachusetts Institute of Technology (MIT) - Department of Economics , University College London and Massachusetts Institute of Technology (MIT) - Department of Economics
Date Posted: April 25, 2011
Working Paper Series
59 downloads

Incl. Electronic Paper Long-Run Risk and its Implications for the Equity Premium Puzzle: New Evidence from a Multivariate Framework
Journal of Money, Credit, and Banking, Forthcoming
 Jun Ma
University of Alabama - Department of Economics, Finance and Legal Studies
Date Posted: April 25, 2011
Last Revised: August 22, 2012
Accepted Paper Series
82 downloads

Incl. Electronic Paper Optimizing the Performance of Sample Mean-Variance Efficient Portfolios
AFA 2013 San Diego Meetings Paper
 Chris Kirby and Barbara Ostdiek
UNC Charlotte - Belk College of Business and Rice University - Jesse H. Jones Graduate School of Business
Date Posted: April 25, 2011
Last Revised: July 25, 2012
Working Paper Series
334 downloads

Incl. Electronic Paper Robustness of Bootstrap in Instrumental Variable Regression
Cowles Foundation Discussion Paper No. 1796
 Lorenzo Camponovo and Taisuke Otsu
University of St. Gallen and Yale University - Cowles Foundation
Date Posted: April 25, 2011
Working Paper Series
28 downloads

Incl. Electronic Paper The Effects of the Presence of Items Affected by Uniform Differential Item Functioning on Rasch Measure
 Silvia Golia
University of Brescia - Department of Quantitative Methods
Date Posted: April 25, 2011
Working Paper Series
7 downloads

Incl. Electronic Paper A Trend Deduction Model of Fluctuating Oil Prices
USAEE-IAEE Working Paper No. 11-077
 Haiyan Xu and ZhongXiang Zhang
Fudan University - Institute of International Studies and Fudan University - School of Economics
Date Posted: April 24, 2011
Last Revised: May 09, 2011
Working Paper Series
24 downloads


 

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