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SSRN eLibrary Statistics:

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Abstracts: 624,091
Full Text Papers: 520,139
Authors: 287,968
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  Last 12 months:
62,670

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Last 12 months: 11,717,780
Last 30 days: 815,445

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Total References: 9,075,589
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5,864,310
Papers with
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  Footnotes:
94,263
Total Footnotes: 9,164,813


SSRN eLibrary Search Results
JEL Code: C52
357,119 Total downloads
Showing Papers 201 - 250 of 2,094
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Incl. Electronic Paper Digital Options Under Asymmetric Lévy Processes
José Fajardo
Getulio Vargas Foundation
Date Posted: August 29, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Fama and French Factors and Their Regression Tendencies: Improving the Accuracy of Risk Assessments
Tim Drost
Duisenberg School of Finance
Date Posted: August 27, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper A Nonlinear New Keynesian Philips Curve: The Rotemberg vs Calvo Pricing
Sergey Ivashchenko
St. Petersburg Institute for Economics and Mathematics (Russian Academy of Sciences)
Date Posted: August 27, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption
ECB Working Paper No. 1843
Bruno Albuquerque and Georgi Krustev
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: August 26, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Understanding Systematic Risk: A High-Frequency Approach
Markus Pelger
Stanford University - Management Science & Engineering
Date Posted: August 24, 2015
Last Revised: August 25, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Value at Risk Models with Long Memory Features and Their Economic Performance
Evangelia Mitrodima and Jaideep S. Oberoi
University of Kent, Canterbury - School of Mathematics, Statistics and Actuarial Science and University of Kent, Canterbury - School of Mathematics, Statistics and Actuarial Science
Date Posted: August 24, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Designating Market Maker Behaviour in Limit Order Book Markets
Efstathios Panayi , Gareth William Peters , Jon Danielsson and Jean-Pierre Zigrand
University College London - Financial Computing and Analytics Group, Department of Computer Science , University College London - Department of Statistical Science , London School of Economics - Systemic Risk Centre and London School of Economics - Department of Finance and Financial Markets Group
Date Posted: August 19, 2015
Working Paper Series
12 downloads

Incl. Fee Electronic Paper Comparing Indirect Inference and Likelihood Testing: Asymptotic and Small Sample Results
CEPR Discussion Paper No. DP10765
David Meenagh , Patrick Minford , Michael R. Wickens and Yongdeng Xu
Cardiff University Business School , Cardiff University Business School , University of Cardiff; Centre for Economic Policy Research (CEPR) and Cardiff University - Cardiff Business School - Economics Section
Date Posted: August 18, 2015
Working Paper Series

Incl. Fee Electronic Paper Testing Macro Models by Indirect Inference: A Survey for Users
CEPR Discussion Paper No. DP10766
Vo Phuong Mai Le , David Meenagh , Patrick Minford , Michael R. Wickens and Yongdeng Xu
Cardiff University - Cardiff Business School , Cardiff University Business School , Cardiff University Business School , University of Cardiff; Centre for Economic Policy Research (CEPR) and Cardiff University - Cardiff Business School - Economics Section
Date Posted: August 18, 2015
Working Paper Series

Incl. Electronic Paper Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version
PIER Working Paper No. 15-027
Francis DiTraglia
University of Pennsylania
Date Posted: August 14, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Nonlinear Decision Weights or Skewness Preference? A Model Competition
Leonidas Spiliopoulos and Ralph Hertwig
Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Human Development and Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Human Development
Date Posted: August 13, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Bayesian Model Comparison for Time-Varying Parameter VARs with Stochastic Volatility
CAMA Working Paper No. 32/2015
Joshua C. C. Chan and Eric Eisenstat
Australian National University (ANU) and University of Bucharest
Date Posted: August 12, 2015
Last Revised: August 14, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper A Bayesian Model Comparison for Trend-Cycle Decompositions of Output
CAMA Working Paper No. 31/2015
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: August 12, 2015
Last Revised: August 13, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Approches structurelles et non structurelles en micro-économétrie de l’évaluation des politiques publiques (Structural and Atheoretic Approaches to Micro-Econometrics of Public Policy Evaluation)
Banque de France Working Paper No. 565
Sébastien Roux
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Date Posted: August 12, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Google Trends and Forecasting Performance of Exchange Rate Models
IPEK University Department of Economics Working Paper No. 15-05
Levent Bulut
Ipek University - Department of Economics
Date Posted: August 12, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper (Almost) Model-Free Recovery
Paul Schneider and Fabio Trojani
University of Lugano - Institute of Finance and Swiss Finance Institute
Date Posted: August 10, 2015
Last Revised: August 12, 2015
Working Paper Series
60 downloads

Incl. Electronic Paper Google Arama Motoru Ve Türk Lirası - Dolar Kurunu Belirleyen Yapısal Modeller (Google Trend and Structural Exchange Rate Models for Turkish Lira-US Dollar Exchange Rate)
Levent Bulut
Ipek University - Department of Economics
Date Posted: August 05, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Redefining and Constructing Basic Term Structures of Interest Rates and Analyzing Price Errors of Indonesian Government Bonds and the US Treasuries
Aryo Sasongko , Cynthia Afriani , Buddi Wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department , Universitas Indonesia, Graduate School of Management , Graduate School of Management University of Indonesia and Universitas Indonesia, Graduate School of Management
Date Posted: August 04, 2015
Last Revised: August 18, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Rough Electricity: A New Fractal Multi-Factor Model of Electricity Spot Prices
Mikkel Bennedsen
University of Aarhus - Department of Economics and Business
Date Posted: July 29, 2015
Last Revised: August 28, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Least Squares Estimation of Large Dimensional Threshold Factor Models
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: July 29, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Specification Testing in Hawkes Models
Tinbergen Institute Discussion Paper 15-086/III
Francine Gresnigt , Erik Kole and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: July 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation
Journal of the Operational Research Society (2015) 66, 1352–1362,
Chris Tofallis
University of Hertfordshire Business School
Date Posted: July 25, 2015
Accepted Paper Series
90 downloads

Incl. Electronic Paper Advancing Knowledge Creation Modelling Through Improved Organizational Communications
Jeffrey S. Ray
Swiss Management Center (SMC) University
Date Posted: July 19, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Factor Attribution and the Impact of Investment Constraints
Sanne De Boer and Vishv Jeet
QS Investors and Axioma Inc
Date Posted: July 14, 2015
Working Paper Series
118 downloads

Incl. Electronic Paper Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts
Romanian Journal of Economic Forecasting – XVII (4) 2014, pg. 5-21,
Emilian Dobrescu
National Institute of Economic Research
Date Posted: July 11, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Applied GARCH Ex-Ante Asset Pricing: US & Southeast Asian Portfolios
Jordan French
Stamford International University (Phetchaburi Campus)
Date Posted: July 11, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models
Tinbergen Institute Discussion Paper 15-083/III
Francisco Blasques , Siem Jan Koopman , Katarzyna Lasak and Andre Lucas
VU University Amsterdam , VU University Amsterdam , VU Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: July 11, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Estimating Time-Varying Beta-Coefficients: An Empirical Study of US & ASEAN Portfolios
Jordan French
Stamford International University (Phetchaburi Campus)
Date Posted: July 10, 2015
Working Paper Series
14 downloads

King of Betas: CAPM Uses in USA & ASEAN
Jordan French
Stamford International University (Phetchaburi Campus)
Date Posted: July 09, 2015
Working Paper Series

Incl. Electronic Paper The Swiss Black Swan Bad Scenario: Is Switzerland Another Casualty of the Eurozone Crisis?
Sebastien Lleo and William T. Ziemba
NEOMA Business School and University of British Columbia (UBC) - Sauder School of Business
Date Posted: July 08, 2015
Working Paper Series
63 downloads

Incl. Electronic Paper Diagnosing Shocks in Stock Market Returns of Greater China
Multinational Finance Journal, Vol. 4, No. 3/4, p. 269-288, 2000
W. S. CHAN and W. C. Lo
The University of Hong Kong and Open University of Hong Kong
Date Posted: July 08, 2015
Accepted Paper Series
18 downloads

Incl. Electronic Paper Monitoring Stationarity and Cointegration
Martin Wagner and Dominik Wied
TU Dortmund University and TU Dortmund University
Date Posted: July 01, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Fighting Terrorism: Empirics on Policy Harmonization
African Governance and Development Institute WP/15/024
Simplice A. Asongu and Jacinta Nwachukwu
African Governance and Development Institute and University of Huddersfield - Business School
Date Posted: June 27, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Value-at-Risk for Greek Stocks
Multinational Finance Journal, Vol. 12, No. 1/2, p. 67-104, 2008
Timotheos Angelidis and Alexandros Benos
University of Peloponnese - Department of Economics and National Bank of Greece
Date Posted: June 26, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper A Structural Form Default Prediction Model for SMEs, Evidence from the Dutch Market
Multinational Finance Journal, Vol. 13, No. 3/4, p. 229-264, 2009
Frieda Rikkers and André E. Thibeault
Tilburg University and Vlerick Business School
Date Posted: June 26, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper Seasonal Stochastic Volatility and Correlation Together with the Samuelson Effect in Commodity Futures Markets
Lorenz Schneider and Bertrand Tavin
EMLYON Business School and EMLYON Business School
Date Posted: June 20, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Unlocking Value in Value Portfolios
Nathan Tidd
Tidd Laboratories, Inc.
Date Posted: June 17, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Outperforming in US Large-Caps
Nathan Tidd
Tidd Laboratories, Inc.
Date Posted: June 17, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper Pricing Equities with Profit Sources
Nathan Tidd
Tidd Laboratories, Inc.
Date Posted: June 17, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Forecasting CNX-500 Index: Using Non-Linear Dynamics Threshold Model
Nishant Vats and Rudra Prakash Pradhan
Indian Institute of Technology (IIT), Kharagpur and Indian Institute of Technology (IIT)
Date Posted: June 16, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility
CAMA Working Paper No. 20/2015
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: June 11, 2015
Last Revised: June 12, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Identification and Real-Time Forecasting of Norwegian Business Cycles
Norges Bank Working Paper 09 | 2015
Knut Are Aastveit , Anne Sofie Jore and Francesco Ravazzolo
Norges Bank , Norges Bank and Norges Bank
Date Posted: June 10, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Did US Consumers 'Save for a Rainy Day' Before the Great Recession?
Norges Bank Working Paper 08 | 2015
André K. Anundsen and Ragnar Nymoen
University of Oslo and University of Oslo - Department of Economics
Date Posted: June 10, 2015
Working Paper Series

Incl. Electronic Paper Factor Risk Parity with Portfolio Weight Constraints
Marco Erling and Steffen Möllenhoff
BUW - Schumpeter School of Business and Economics and BUW - Schumpeter School of Business and Economics
Date Posted: June 08, 2015
Last Revised: June 16, 2015
Working Paper Series
158 downloads

Incl. Electronic Paper Generalised Partial Autocorrelations and the Mutual Information between Past and Future
CEIS Working Paper No. 344
Alessandra Luati and Tommaso Proietti
University of Bologna - Department of Statistics and University of Rome II - Department of Economics and Finance
Date Posted: June 06, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper A Lattice Method for Option Evaluation with Regime-Switching Asset Correlation Structure
Amalia Christoforidou and Christian-Oliver Ewald
University of Glasgow - Adam Smith Business School and University of Glasgow
Date Posted: June 06, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper An Empirical Investigation of the Value of Finalisation Count Information to Loss Reserving
Greg Taylor and Jing Xu
UNSW Australia and National University of Singapore (NUS)
Date Posted: June 06, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Equity Investing with Targeted Constant Volatility Exposure
FIRN Research Paper No. 2614828, UNSW Business School Research Paper
Nicolas A. Papageorgiou , Jonathan J. Reeves and Michael Sherris
HEC Montreal - Department of Finance , UNSW Business School, University of New South Wales and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: June 05, 2015
Last Revised: August 28, 2015
Working Paper Series
111 downloads

Incl. Electronic Paper FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries
African Governance and Development Institute WP/15/019
Simplice A. Asongu , Uchenna Efobi and Ibukun Beecroft
African Governance and Development Institute , Covenant University and Covenant University
Date Posted: May 31, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Forecasting with VAR Models: Fat Tails and Stochastic Volatility
Bank of England Working Paper No. 528
Ching-Wai (Jeremy) Chiu , Haroon Mumtaz and Gabor Pinter
Bank of England , Queen Mary, University of London and Bank of England
Date Posted: May 31, 2015
Working Paper Series
36 downloads


 

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