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JEL Code: C5
1,185,895 Total downloads
Showing Papers 1,951 - 2,000 of 6,015
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Sociopolitical Risk Management Through Prediction Markets
Matthias Fahrenwaldt
Date Posted: November 26, 201045 downloads
A New Approach to Estimate Residential Electricity Demand Using Household Expenditure Data Resources for the Future Discussion Paper 10-57
Harrison G. Fell
,
Shanjun Li and
Anthony C. Paul
Date Posted: November 25, 2010Last Revised: September 21, 201191 downloads
Forecasting Customer Behaviour in a Multi-Service Financial Organisation: A Profitability Perspective Swiss Finance Institute Research Paper No. 10-46
Alena Audzeyeva
,
Barbara Summers
and
Klaus Reiner Schenk-Hoppé
Date Posted: November 25, 2010185 downloads
Getting the Most Out of Macroeconomic Information for Predicting Stock Returns and Volatility Tinbergen Institute Discussion Paper 2010-115/4
Cem Cakmakli
and
Dick J. C. van Dijk
Date Posted: November 25, 2010652 downloads
Sovereign Credit Risk and Real Economic Shocks
Patrick Augustin
and
Romeo Tedongap
Date Posted: November 23, 2010Last Revised: January 07, 2012136 downloads
Contract Choice, Incentives, and Political Capture in the Public Sector CEPR Discussion Paper No. DP8053
Philippe Gagnepain
and
Marc Ivaldi
Date Posted: November 22, 20103 downloads
Non-Stationary Variance and Volatility Causality Economics Bulletin, Vol. 30, No.4, pp. 2920-2935, 2010
Malik Kamel Bensafta
Date Posted: November 21, 2010
The Information Content of the S&P 500 Index and VIX Options on the Dynamics of the S&P 500 Index Journal of Futures Markets
Chung San-Lin
,
Wei-Che Tsai ,
Yaw-Huei Wang and
Pei-Shih (Pace) Weng
Date Posted: November 20, 2010Last Revised: January 17, 2013256 downloads
Should Macroeconomic Forecasters Use Daily Financial Data and How?
Elena Andreou ,
Eric Ghysels and
Andros Kourtellos
Date Posted: November 20, 2010367 downloads
The Determinants of Macroeconomic Volatility: A Bayesian Model Averaging Approach
Leonidas Spiliopoulos
Date Posted: November 20, 201048 downloads
Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes
Nikolaus Hautsch ,
Peter Malec
and
Melanie Schienle
Date Posted: November 19, 2010Last Revised: August 08, 201287 downloads
Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors
Martin Smid and
Petr Gapko
Date Posted: November 19, 2010Last Revised: June 28, 201229 downloads
Measuring the Market Value of Non-Market Goods: The Case of Conspicuous Consumption
Ricardo Perez Truglia
Date Posted: November 19, 2010Last Revised: February 23, 2012228 downloads
Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment
William D. Larson
Date Posted: November 16, 201052 downloads
Long Memory in Volatility and Trading Volume Journal of Banking and Finance, Forthcoming
Jeff Fleming and
Chris Kirby
Date Posted: November 15, 2010
Modelling and Forecasting UK Mortgage Arrears and Possessions CEPR Discussion Paper No. DP7986
Janine Aron
and
John Muellbauer
Date Posted: November 14, 20107 downloads
Customer-Base Analysis on a 'Data Diet': Model Inference Using Repeated Cross-Sectional Summary (RCSS) Data
Kinshuk Jerath
,
Peter Fader and
Bruce Hardie
Date Posted: November 14, 2010Last Revised: January 08, 2013419 downloads
Information or Institution? On the Determinants of Forecast Accuracy Ruhr Economic Paper No. 201
Roland Doehrn
and
Christoph M. Schmidt
Date Posted: November 14, 201015 downloads
The Long-Run Exchange Rate for NOK: A Beer Approach Norges Bank Working Paper 2010-19
Geir Engesland Alstad
Date Posted: November 14, 201030 downloads
I Scratched Yours: The Prevalence of Reciprocation in Feedback Provision on eBay The Berkeley Journal of Economic Analysis & Policy, Vol. 10, No. 1, 2010
Lian Jian
,
Jeffrey K. MacKie-Mason and
Paul Resnick
Date Posted: November 13, 201022 downloads
Can the Kydland-Prescott Model Pass the Cogley-Nason Test? Banque de France Working Paper No. 125
Patrick Feve and
Julien Matheron
Date Posted: November 11, 201011 downloads
Essays on Valuation and Risk Management for Insurers
Richard Plat
Date Posted: November 11, 2010Last Revised: March 07, 2011229 downloads
Forecasting Stock Return Volatility at the Quarterly Frequency: An Evaluation of Time Series Approaches
Jonathan J. Reeves
and
Xuan Xie
Date Posted: November 11, 2010Last Revised: February 12, 201199 downloads
Exploring Russian Bonds Market Inefficiencies: Part 1
Victor Maleev
and
Tatiana Nikolenko
Date Posted: November 09, 2010Last Revised: November 23, 201045 downloads
Volatility Clustering in Aggregate Stock Market Returns: Evidence from Indian Stock Market Prajnan, Vol. 36, No. 4, pp. 307-323, 2007-2008
Shahid Ahmed
Date Posted: November 09, 2010
A Chronology of International Business Cycles Through Non-Parametric Decoding
Hsieh Fushing ,
Shu-Chun Chen
,
Travis J. Berge
and
Oscar Jorda
Date Posted: November 08, 201021 downloads
Hermite Polynomial based Expansion of European Option Prices Chicago Booth Research Paper No. 11-40
Dacheng Xiu
Date Posted: November 08, 2010Last Revised: January 03, 2013513 downloads
Dynamic Macroeconometric Modeling (La Modélisation Macro-Économétrique Dynamique) (French) Banque de France Working Paper No. NER-E 129
Patrick Feve
Date Posted: November 06, 201036 downloads
The Fed and the Question of Financial Stability: An Empirical Investigation Banque de France Working Paper No. NER-R 134
Thierry Grunspan
affiliation not provided to SSRN
Date Posted: November 06, 201012 downloads
Analytic Moments for GARCH Processes ICMA Centre Discussion Papers in Finance DP 2011-07
Carol Alexander ,
Emese Lazar
and
Silvia Stanescu
Date Posted: November 04, 2010Last Revised: April 14, 2011116 downloads
Seasonality and Causality in the Tourism Sector - The Romanian Case
Marius Surugiu
Date Posted: November 04, 201029 downloads
A New Simple Approach for Constructing Implied Volatility Surfaces
Peter Carr and
Liuren Wu
Date Posted: November 03, 20101792 downloads
Forecasting Multivariate Volatility Using the Varfima Model on Realized Covariance Cholesky Factors Journal of Economics and Statistics, Vol. 231, No. 1, pp. 134-152, 2011, ECARES working paper 2010‐041,
Roxana Halbleib-Chiriac
and
Valeri Voev
Date Posted: November 03, 2010Last Revised: October 25, 201179 downloads
Improving Longevity and Mortality Risk Models with Common Stochastic Long-Run Trends UNSW Australian School of Business Research Paper No. 2010ACTL13
Michael Sherris
and
Severine Gaille
Date Posted: November 03, 2010Last Revised: April 12, 201145 downloads
Simple Robust Hedging with Nearby Contracts
Liuren Wu and
Jingyi Zhu
Date Posted: November 02, 2010279 downloads
The Choice Between Fixed and Random Effects Models: Some Considerations for Educational Research IZA Discussion Paper No. 5287
Paul Clarke
,
Claire Crawford
,
Fiona Steele and
Anna F. Vignoles
Date Posted: November 01, 201041 downloads
Extensions to Friedman's Marginal Propensity to Consume with Loss Aversion and Hall's Consumption Ratchet
Date Posted: October 31, 201038 downloads
Measuring Uncertainty and Disagreement in the European Survey of Professional Forecasters
Cristina Conflitti
affiliation not provided to SSRN
Date Posted: October 31, 2010Last Revised: September 22, 201125 downloads
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity Banque de France Working Paper No. 141
Eric Jondeau and
Jean-Guillaume Sahuc
Date Posted: October 31, 201032 downloads
Prediction of Stock Returns Using Classical and Intelligent Techniques: Evidence from BSE Sensex International Journal of Applied Business and Economic Research, Vol. 4, No. 2, pp. 109-123, 2006
Shahid Ahmed
,
Shakeb A. Khan
and
Saba Ismail
Date Posted: October 31, 2010
Do CDS Spreads Reflect Credit Risks? Evidence from UK Bank Bailouts
Azusa Takeyama
,
Nick Constantinou
and
Dmitri Vinogradov
Date Posted: October 30, 2010Last Revised: November 25, 2011145 downloads
Oil Shock Transmission to Stock Market Returns: Wavelet-Multivariate Markov Switching GARCH Approach Energy: The International Journal, Forthcoming
Rania Jammazi
Date Posted: October 30, 2010Last Revised: November 07, 2011
Long Memory in Volatility and Trading Volume
Jeff Fleming and
Chris Kirby
Date Posted: October 29, 201081 downloads
Real Time Forecasts of Inflation: The Role of Financial Variables Bank of Italy Temi di Discussione (Working Paper) No. 767
Libero Monteforte
and
Gianluca Moretti
Date Posted: October 29, 201058 downloads
Evaluation of House Price Models Using an ECM Approach: The Case of the Netherlands OFRC Working Paper No. 2009-05
Marc Francke
,
Suncica Vujic and
G.A. Vos
Date Posted: October 28, 201085 downloads
Dynamics of the Forward Curve and Volatility of Energy Futures Prices
Amir H. Alizadeh
and
Wayne K. Talley
Date Posted: October 27, 2010110 downloads
Estimating Potential Output with a Production Function for France, Germany and Italy Banque de France Working Paper No. NER-E 146
Mustapha Baghli
,
Christophe Cahn
and
Jean-Pierre Villetelle
Date Posted: October 27, 201039 downloads
How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data? Banque de France Working Paper No. NER-R 148
Julien Matheron and
Céline Poilly
Date Posted: October 27, 20107 downloads
Regime Shifts in Mean-Variance Efficient Frontiers: Some International Evidence Federal Reserve Bank of St. Louis Working Paper No. 2010-040B
Massimo Guidolin and
Federica Ria
Date Posted: October 27, 2010Last Revised: November 24, 2010124 downloads
Seasonal Adjustment of Monetary Aggregates and Loans Series at the Banque de France: Theoretical Background and Implementation (La Désaisonnalisation des Séries D’Agrégats Monétaires et de Crédit à la Banque de France: Aspects Théoriques et Mise en Oeuvre) (French) Banque de France Working Paper No. NER-E 147
Elizabeth Fonteny
Date Posted: October 27, 201024 downloads
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