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Abstracts: 556,911
Full Text Papers: 459,698
Authors: 258,523
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To date: 77,399,631
Last 12 months: 9,687,132
Last 30 days: 656,693

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SSRN eLibrary Search Results
JEL Code: C22
603,131 Total downloads
Showing Papers 21 - 70 of 3,814
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Incl. Electronic Paper Supply and Demand Shocks in the Oil Market and their Predictive Power
Avihai (Avi) Rapaport
University of Chicago - Booth School of Business
Date Posted: July 27, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Changing Point and Parameter Instability with Heteroskedastic Models
Mumtaz Ahmed , Gulfam Haider and Asad Zaman
Department of Management Sciences, COMSATS Institute of Information Technology Islamabad, Pakistan , International Islamic University, Islamabad and Pakistan Institute of Development Economics
Date Posted: July 27, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Construction of Value-at-Risk Forecasts Under Different Distributional Assumptions within a BEKK Framework
Manuela Braione and Nicolas K. Scholtes
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Date Posted: July 24, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Rejoinder: A Note on Wavelet Correlation and Cointegration
Chee Kian Leong
University of Nottingham, Ningbo China
Date Posted: July 24, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand
Komain Jiranyakul
National Institute of Development Administration
Date Posted: July 21, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Long Memory and Regime Switching in the Second Moment: A Simulation Study
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 21, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Forecasting Stock Returns: Do Commodity Prices Help?
Angela J. Black , Olga Klinkowska , David G. McMillan and Fiona Jayne McMillan
University of Aberdeen - Business School , University of Aberdeen - Business School , University of Stirling and University of Saint Andrews
Date Posted: July 18, 2014
Working Paper Series
11 downloads

New Estimates of Time-Varying Currency Betas: A Trivariate BEKK Approach
Economic Modelling, Vol. 42, 2014
Prabhath Jayasinghe , Albert K.C. Tsui and Zhaoyong Zhang
University of Colombo - Department of Business Economics , National University of Singapore (NUS) - Department of Economics and Edith Cowan University - Faculty of Business and Law
Date Posted: July 17, 2014
Accepted Paper Series

Incl. Electronic Paper Noise Momentum Around the World
Charlie X. Cai , Robert W. Faff and Yongcheol Shin
Leeds University Business School , University of Queensland and University of York (UK) - Department of Economics and Related Studies
Date Posted: July 13, 2014
Working Paper Series
24 downloads

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
22 downloads

Incl. Electronic Paper Post-Sovyet Petrol İhraç Eden Ülkelerde Petrol Gelirlerinin Yaşam Standartlarına Etkisi (The Impact of the Oil Revenues on the Standard of Living in Oil-Exporting Countries of the Former Soviet Union)
International Conference on Eurasian Economies, July 2014
Elchin Suleymanov , Cihan Bulut and Hasanov Fakhri
Qafqaz University - Department of Finance , Qafqaz University and Qafqaz University - Center for Socio-Economic Research
Date Posted: July 10, 2014
Working Paper Series
47 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
10 downloads

Incl. Electronic Paper Two EGARCH Models and One Fat Tail
Bank of Italy Temi di Discussione (Working Paper) No. 954
Michele Caivano and Andrew Harvey
Bank of Italy and University of Cambridge - Department of Applied Economics
Date Posted: July 08, 2014
Working Paper Series
8 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
8 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
5 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
7 downloads

Incl. Electronic Paper Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors
Japan and the World Economy, Vol. 20, No. 4, 2008
Prabhath Jayasinghe and Albert K.C. Tsui
University of Colombo - Department of Business Economics and National University of Singapore (NUS) - Department of Economics
Date Posted: July 07, 2014
Last Revised: July 20, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Time-Varying Exchange Rate Exposure: Evidence from Emerging Markets
Prabhath Jayasinghe
University of Colombo - Department of Business Economics
Date Posted: July 06, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Measuring Time-Varying Market and Currency Risks with Stochastic Dominance: Evidence from Country Level Stock Returns
Sri Lanka Journal of Business Economics, Vol. 5, July 2014
Prabhath Jayasinghe
University of Colombo - Department of Business Economics
Date Posted: July 06, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Structural Breakage and Long-Term Cointegration Analysis for Economic Growth in G-7, BRICS and MATIK Countries
The Empirical Economics Letters, Vol. 13, No. 4, pp. 431-442, 2014
Bilal Kargi
Aksaray University - Department of Banking and Finance
Date Posted: July 06, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Evidence for Sign Asymmetry of Exchange Rate Exposure
Colombo Business Journal, Vol. 01, No. 02, February 2008
Prabhath Jayasinghe
University of Colombo - Department of Business Economics
Date Posted: July 06, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Time-Varying Exchange Rate Exposure Coefficients (Exposure Betas): Evidence from Country Level Stock Returns
Sri Lanka Journal of Economics, Vol. 10, No. 2, December 2009
Prabhath Jayasinghe and Albert K.C. Tsui
University of Colombo - Department of Business Economics and National University of Singapore (NUS) - Department of Economics
Date Posted: July 06, 2014
Accepted Paper Series
4 downloads

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
2 downloads

Incl. Electronic Paper Generalized Autoregressive Score Model with Realized Measures of Volatility
Zhuo Huang and Tianyi Wang
National School of Development, Peking University and University of International Business and Economics - School of Banking and Finance
Date Posted: July 04, 2014
Last Revised: July 05, 2014
Working Paper Series
12 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
36 downloads

Incl. Electronic Paper A Quest for More Reliable Estimates of Exchange Rate Exposure
International Research Journal of Finance and Economics, Issue 43, 2010
Prabhath Jayasinghe and Gamini Premaratne
University of Colombo - Department of Business Economics and University of Brunei Darussalam
Date Posted: July 04, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Multi-Elements of Exchange Rate Exposure: Evidence from Japanese Sectoral Returns
CBS Journal of Multidisciplinary Studies Vol. 1, No. 1, December 2010
Prabhath Jayasinghe and Albert K.C. Tsui
University of Colombo - Department of Business Economics and National University of Singapore (NUS) - Department of Economics
Date Posted: July 04, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Stock Market, the Real Economy and Contagion
Dirk G. Baur and Isaac Miyakawa
University of Technology Sydney (UTS) - School of Finance and Economics and University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: July 03, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Incorporating Exchange Rate Exposure Asymmetries: A Firm Level Study
Sri Lanka Economic Journal - SLEJ (June 2009) Vol. 9, No. 2, pp. 1-30
Prabhath Jayasinghe
University of Colombo - Department of Business Economics
Date Posted: July 03, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The (Possible) Effect of Plain Packaging on Smoking Prevalence in Australia: A Trend Analysis
University of Zurich, Department of Economics, Working Paper No. 165
Ashok Kaul and Michael Wolf
Saarland University and University of Zurich - Department of Economics
Date Posted: July 01, 2014
Last Revised: July 02, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Characteristic-Based Equity Portfolios: Economic Value and Dynamic Style-Allocation
Kris Boudt , Marjan Wauters and David Ardia
Free University of Brussels (VUB) , KU Leuven - Faculty of Business and Economics (FBE) and Laval University - Département de Finance et Assurance
Date Posted: June 27, 2014
Working Paper Series
55 downloads

Incl. Electronic Paper Real-Time Evaluation of GDP in Some Eurozone Countries
CONSOB Working Papers No. 77
Claudia Guagliano and Cristiano L. Mantovani
Commissione Nazionale per le Società e la Borsa (CONSOB) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Date Posted: June 26, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper A New Approach in the Examination on the Day-of-the Week Effect Using Fuzzy Rule Based Regressions
Eleftherios Giovanis
IMT Lucca Institute for Advanced Studies
Date Posted: June 22, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Características Estadísticas del Indice General de la Bolsa de Valores de Colombia (IGBC) en sus primeros 10 años (Statistical Characteristic of the First 10 Years of the Colombian Stock Exchange Index (IGBC))
Journal of Economics, Finance & Administrative Science, Vol. 19, No. 36, 2014
Julio César Alonso and Giselle Torres
Universidad Icesi - Economics & Management and Universidad Icesi - Economics
Date Posted: June 22, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Time Varying Transition Probabilities for Markov Regime Switching Models
Tinbergen Institute Discussion Paper 14-072/III
Marco Bazzi , Francisco Blasques , Siem Jan Koopman and Andre Lucas
University of Padova , VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: June 20, 2014
Working Paper Series
11 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
4 downloads

Incl. Electronic Paper Does Oil Price Uncertainty Transmit to the Thai Stock Market?
Komain Jiranyakul
National Institute of Development Administration
Date Posted: June 17, 2014
Last Revised: July 18, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Testing Okun's Law with Swiss Industry Data
KOF Working Papers No. 357
Jochen Hartwig
Swiss Federal Institute of Technology Zurich - Swiss Institute for Business Cycle Research
Date Posted: June 15, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Statistically Significant Fits of Hawkes Processes to Financial Data
Mehdi Lallouache and Damien Challet
Ecole Centrale Paris and Ecole Centrale Paris - Laboratory of Mathematics Applied to Systems
Date Posted: June 14, 2014
Last Revised: June 16, 2014
Working Paper Series
35 downloads

Incl. Electronic Paper Exchange Rate Regimes and Persistence of Inflation in Thailand
Komain Jiranyakul
National Institute of Development Administration
Date Posted: June 12, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper On Trend, Breaks and Initial Condition in Unit Root Testing
Anton Skrobotov
Russian Presidential Academy of National Economy and Public Administration
Date Posted: June 11, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Impact of Ting Hai Effects on Hang Seng Index Empirical Studies Based Univariate ARMA-GARCH Process
Lun Wai Leung and Siyu Peng
Hong Kong Baptist University (HKBU) - Economics and Hong Kong Baptist University (HKBU)
Date Posted: June 11, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Unconstrained Strategies and the Variance-Kurtosis Trade-Off
Andrew Kumiega , Ben Van Vliet and Apostolos Xanthopoulos
Illinois Institute of Technology - Stuart School of Business , Illinois Institute of Technology - Stuart School of Business and Loyola University of Chicago
Date Posted: June 07, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Returns to Informational Advantages: The Case of Analysts' Forecast Revisions
Accounting Review, Vol. 57, No. 4, 1982
A. Rashad Abdel-Khalik and Bipin B. Ajinkya
University of Illinois at Urbana-Champaign - Department of Accountancy and University of Florida - Fisher School of Accounting
Date Posted: June 05, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Expectations Data and the Predictive Value of Interim Reporting
Journal of Accounting Research, Vol. 16, No. 1, 1978
A. Rashad Abdel-Khalik and Jose Espejo
University of Illinois at Urbana-Champaign - Department of Accountancy and Duke University
Date Posted: June 05, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Role of the Business Cycle in Exchange Rate Pass-Through: The Case of Finland
William Davidson Institute Working Paper No. 1078
Nidhaleddine Ben Cheikh and Christophe Rault
University of Rennes 1 - CREM (UMR CNRS 6211) and University of Orleans
Date Posted: June 04, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Real-Time Factor Model Forecasting and the Effects of Instability
The ICMA Centre, Henley Business School, University or Reading Discussion Paper Number: 2014-05
Michael P. Clements
University of Reading - Henley Business School
Date Posted: June 02, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Military Spending and Economic Growth in China: A Regime-Switching Analysis
Applied Economics, Forthcoming
Faek Menla Ali and Ourania Dimitraki
Brunel University - Economics and Finance Department and University of Essex - Essex Business School
Date Posted: June 02, 2014
Accepted Paper Series
9 downloads

The Samuelson Hypothesis in Futures Markets: An Analysis Using Intraday Data
Journal of Banking and Finance, Vol. 32, No. 4, 2008
Huu Nhan Duong and Petko S. Kalev
Monash University - Department of Accounting and Finance and University of South Australia - Centre for Applied Financial Studies
Date Posted: May 29, 2014
Accepted Paper Series

Incl. Electronic Paper Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns
Belen Nieto , Alfonso Novales Cinca and Gonzalo Rubio
University of Alicante , Universidad Complutense de Madrid and Universidad CEU Cardenal Herrera
Date Posted: May 28, 2014
Working Paper Series
11 downloads


 

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