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Abstracts: 554,784
Full Text Papers: 457,357
Authors: 257,666
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  Last 12 months:
63,617

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To date: 77,061,803
Last 12 months: 9,696,406
Last 30 days: 661,390

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Total References: 9,005,694
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5,937,149
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  Footnotes:
89,535
Total Footnotes: 9,136,497


SSRN eLibrary Search Results
JEL Code: C5
1,358,801 Total downloads
Showing Papers 1,951 - 2,000 of 6,839
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Incl. Electronic Paper Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland
Swiss Finance Institute Research Paper No. 14-44
Diego Ardila , Dorsa Sanadgol , Peter Cauwels and Didier Sornette
ETH Zurich , ETH Zurich , ETH Zürich and Swiss Finance Institute
Date Posted: July 12, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
Crawford School Research Paper No. 51/2014
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: July 12, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates
William D. Larson
Government of the United States of America - Bureau of Economic Analysis (BEA)
Date Posted: July 12, 2014
Working Paper Series
3 downloads

Structural Breaks in Volatility Spillovers between International Financial Markets: Contagion or Mere Interdependence?
Journal of Banking and Finance, Forthcoming
Robert Maderitsch and Robert Jung
University of Hohenheim - Faculty of Business, Economics and Social Sciences and University of Hohenheim - Institute of Economics
Date Posted: July 12, 2014
Accepted Paper Series

Incl. Electronic Paper FVA, the Fake Debate: Why are They Still Debating?
Christian Kamtchueng
Barclays Capital
Date Posted: July 11, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Wide Volatility Spillover Networks
Yoel Furman
University of Oxford - Oxford-Man Institute of Quantitative Finance
Date Posted: July 11, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Forecasting Chinese GDP Growth with Mixed Frequency Data: Which Indicators to Look at?
KOF Working Paper No. 359
Heiner Mikosch and Ying Zhang
KOF Swiss Economic Institute and Partners Group
Date Posted: July 11, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences
ECB Working Paper No. 1688
Lucia Alessi , Eric Ghysels , Luca Onorante , Richard W. Peach and Simon Potter
European Central Bank (ECB) , University of North Carolina Kenan-Flagler Business School , European Central Bank (ECB) , Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: July 11, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Structural Labor Supply Models and Wage Exogeneity
ZEW - Centre for European Economic Research Discussion Paper No. 14-040
Max Loeffler , Andreas Peichl and Sebastian Siegloch
Centre for European Economic Research (ZEW) , Centre for European Economic Research (ZEW) and Institute for the Study of Labor (IZA)
Date Posted: July 10, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Corporate Governance: Behavioral Approach and Cognitive Mapping Technique
Contemporary Economics, Vol. 8, No. 2, pp. 229-242, 2014
Garoui Nassreddine and Jarboui Anis
Independent and University of Sfax - Faculty of Economics and Management (FSEGS)
Date Posted: July 10, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Financial Services to the Unbanked: The Case of the Mzansi Intervention in South Africa
Contemporary Economics, Vol. 8, No. 2, pp. 191-206, 2014
Philip Kostov , Thankom Gopinath Arun and Samuel Kobina Annim
University of Central Lancashire , University of Central Lancashire and University of Central Lancashire - Lancashire Business School
Date Posted: July 10, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Liquidity Premium and Return Predictability in U.S. Inflation-Linked Bonds Market
Karoll Gomez
Toulouse School of Economics
Date Posted: July 09, 2014
Last Revised: July 10, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Public Information Arrival and Stock Return Volatility: Evidence from News Sentiment and Markov Regime-Switching Approach
Yanlin Shi , Kin-Yip Ho and Wai-Man (Raymond) Liu
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics , The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and School of Finance, Actuarial Studies & Applied Statistics, Australian National University
Date Posted: July 08, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Modelling High-Frequency Volatility with Three-State FIGARCH Models
Yanlin Shi and Kin-Yip Ho
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics
Date Posted: July 08, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Can We Distinguish Regime Switching from Long Memory? A Simulation Evidence
Yanlin Shi
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics
Date Posted: July 08, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Selected Macroeconomic Variables and Stock Market Movements: Empirical Evidence from Thailand
Contemporary Economics, Vol. 8, No. 2; Pages 154-174, 2014
Joseph Ato Forson and Jakkaphong Janrattanagul
National Institute of Development Administration (NIDA), Graduate School of Public Administration and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: July 07, 2014
Accepted Paper Series
5 downloads

Are There Rational Bubbles in Reits? New Evidence from a Complex Systems Approach
Journal of Real Estate Finance and Economics, Vol. 49, No. 2, 2014
Maximilian Brauers and Joachim Zietz
EBS Universität für Wirtschaft und Recht - EBS Business School - Real Estate Management Institute and Middle Tennessee State University - Jennings A. Jones College of Business
Date Posted: July 07, 2014
Accepted Paper Series

Incl. Electronic Paper Structural Labor Supply Models and Wage Exogeneity
IZA Discussion Paper No. 8281
Max Loeffler , Andreas Peichl and Sebastian Siegloch
Centre for European Economic Research (ZEW) , Centre for European Economic Research (ZEW) and Institute for the Study of Labor (IZA)
Date Posted: July 05, 2014
Working Paper Series

Incl. Electronic Paper Density Characteristics and Density Forecast Performance: A Panel Analysis
ECB Working Paper No. 1679
Geoff Kenny , Thomas Kostka and Federico Masera
European Central Bank (ECB) , European Central Bank (ECB) and Universidad Carlos III de Madrid
Date Posted: July 05, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The VIX, the Variance Premium and Stock Market Volatility
ECB Working Paper No. 1675
Geert Bekaert and Marie Hoerova
Columbia Business School - Finance and Economics and European Central Bank (ECB)
Date Posted: July 04, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper ECB Monetary Policy Surprises: Identification through Cojumps in Interest Rates
ECB Working Paper No. 1674
Lars Winkelmann , Markus Bibinger and Tobias Linzert
Free University of Berlin (FUB) , Humboldt University of Berlin and European Central Bank (ECB)
Date Posted: July 04, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Optimal Level of Government Debt - Matching Wealth Inequality and the Fiscal Sector
ECB Working Paper No. 1665
Edgar Vogel
European Central Bank
Date Posted: July 03, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper A Multiple Testing Approach to the Regularisation of Large Sample Correlation Markets
CESifo Working Paper Series No. 4834
Natalia Bailey , M. Hashem Hashem Pesaran and L. Vanessa Smith
Queen Mary University of London , University of Southern California and University of York
Date Posted: July 03, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Risk-Adjusted Option-Implied Moments
Felix Brinkmann and Olaf Korn
University of Goettingen (Gottingen) and Georg-August-Universität Göttingen
Date Posted: July 03, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Free Banking as a Monetary Gauge
Eric Dennis
AIG Investments
Date Posted: July 02, 2014
Working Paper Series
25 downloads

A Cross-Country Analysis of Residential Electricity Demand In 11 OECD-Countries
Kiran Chandra and Bengt Kriström
University of Umea - Centre for Environmental and Resource Economics and University of Umea - Centre for Environmental and Resource Economics (CERE)
Date Posted: July 02, 2014
Working Paper Series

Market Capitalization and Value-at-Risk
Journal of Banking and Finance, Vol. 37, No. 12, 2013
Alexandra Dias
University of Leicester School of Management
Date Posted: July 01, 2014
Accepted Paper Series

Incl. Electronic Paper A Comparison of the Long Term Interdependence of Southeast Asian Equity Markets
Journal of East Asian Economic Integration Vol. 18, No. 2 (June 2014) 187-212
Raisul Islam
Jahangirnagar University
Date Posted: July 01, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Another Look at the Transactions Demand for Money in Nigeria
Ayo Teriba
Economic Associates
Date Posted: June 30, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Modelling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas
Mario Cerrato , John Crosby , Minjoo Kim and Yang Zhao
London Metropolitan University - Department of Economics, Finance and International Business (EFIB) , University of Glasgow , University of Glasgow and University of Glasgow - Adam Smith Business School
Date Posted: June 30, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Cornish-Fisher versus Gramm-Charlier: An Appraisal
Didier Maillard
Conservatoire National des Arts et Métiers (CNAM)
Date Posted: June 29, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Long Swings in the Spot Exchange Rates and the Complex Unit Roots Hypothesis
Al-Zoubi, H.A., The long swings in the spot exchange rates and the complex unit roots hypothesis, Journal of International Financial Markets, Institutions & Money (2006)
Haitham A Al-Zoubi
Social Security
Date Posted: June 29, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper A Combined Approach to the Inference of Conditional Factor Models
Yan Li , Liangjun Su and Yuewu Xu
Temple University - Department of Finance , Singapore Management University and Fordham University Schools of Business
Date Posted: June 28, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Specification and Estimation of Gravity Models: A Review of the Issues in the Literature
Robert Schuman Centre for Advanced Studies Research Paper No. RSCAS 2014/74
Fatima Olanike Kareem and Idowu Olayinka Kareem
University of Goettingen (Gottingen) and European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Date Posted: June 28, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis
DIW Berlin Discussion Paper No. 1395
Guglielmo Maria Caporale and Marinko Skare
Brunel University - Centre for Empirical Finance and Juraj Dobrila University of Pula
Date Posted: June 28, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Do Media Data Help to Predict German Industrial Production?
DIW Berlin Discussion Paper No. 1393
Konstantin A. Kholodilin , Tobias Thomas and Dirk Ulbricht
German Institute for Economic Research (DIW Berlin) , Heinrich Heine Universität Dusseldorf and German Institute for Economic Research (DIW)
Date Posted: June 27, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Correct Use of Hazard Models: A Comparison Employing Different Definitions of SMEs Financial Distress
Jairaj Gupta , Andros Gregoriou and Jerome Healy
Hull University Business School (HUBS) , Hull University Business School (HUBS) and Hull University Business School (HUBS)
Date Posted: June 25, 2014
Last Revised: June 27, 2014
Working Paper Series
11 downloads

Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios
Journal of Real Estate Finance and Economics, Vol. 49, No. 1, 2014
Massimo Guidolin and Daniele Bianchi
Bocconi University - Department of Finance and Bocconi University - Department of Finance
Date Posted: June 25, 2014
Accepted Paper Series

Incl. Electronic Paper A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry
Swiss Finance Institute Research Paper No. 14-42
Angie Andrikogiannopoulou and Filippos Papakonstantinou
University of Geneva and Imperial College London
Date Posted: June 25, 2014
Last Revised: July 01, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper A Tool for Distributed Meta-Analysis
James A Rising and Solomon M. Hsiang
Columbia University - School of International & Public Affairs (SIPA) and University of California, Berkeley
Date Posted: June 24, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels
Tinbergen Institute Discussion Paper 14-073/IV
Pawel Janus , Andre Lucas and Anne Opschoor
VU University Amsterdam , VU University Amsterdam - Faculty of Economics and Business and VU University Amsterdam
Date Posted: June 24, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper A Theoretical Concept Analyses of Economic Policy Reforms
Economics, Vol. 2, No. 4, 2013, pp. 23-37
Najeb Masoud
Middle East University - Accounting and Finance Department
Date Posted: June 21, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Specification Analysis of International Treasury Yield Curve Factors
Banque de France Working Paper No. 490
Fulvio Pegoraro , Andrew F. Siegel and Luca Tiozzo Pezzoli
Banque de France - Economics and Finance Research Center , University of Washington - Department of Finance and Business Economics and Banque de France
Date Posted: June 20, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper VAR Estimation with the Adaptive Elastic Net
Yoel Furman
University of Oxford - Oxford-Man Institute of Quantitative Finance
Date Posted: June 20, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Two-Part Models for Fractional Responses Defined as Ratios of Integers
WIFO Working Papers, No. 472
Harald Oberhofer and Michael Pfaffermayr
University of Salzburg - Department of Economics and Social Sciences and University of Innsbruck - Department of Economics
Date Posted: June 19, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Unconventional Monetary Policy and Money Demand
DIW Berlin Discussion Paper No. 1382
Christian Dreger and Jürgen Wolters
German Institute for Economic Research (DIW Berlin) and Free University of Berlin (FUB)
Date Posted: June 19, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper European Equity Market Contagion: An Empirical Application to Ireland's Sovereign Debt Crisis
Shaen Corbet and Cian Twomey
Dublin City University Business School and National University of Ireland, Galway (NUIG)
Date Posted: June 18, 2014
Working Paper Series
52 downloads

Incl. Electronic Paper Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence
Matthew Ames , Gareth William Peters , Guillaume Bagnarosa and Ioannis Kosmidis
Department of Statistical Science, University College London , University College London , Molinero Capital ManagementUniversity College London and Department of Statistical Science, University College London
Date Posted: June 18, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper The Use of Econometric Models for Long-Term Policies: A Critical View
PSL Quarterly Review, Vol. 66 No. 266, pp. 267-290, anno 2013
Luigi Spaventa
University of Rome
Date Posted: June 18, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment
Banque de France Working Paper No. 489
Fulvio Pegoraro , Andrew F. Siegel and Luca Tiozzo Pezzoli
Banque de France - Economics and Finance Research Center , University of Washington - Department of Finance and Business Economics and Banque de France
Date Posted: June 17, 2014
Working Paper Series
8 downloads


 

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