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Abstracts: 689,421
Full Text Papers: 578,954
Authors: 317,348
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  Last 12 months:
67,503

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To date: 102,362,926
Last 12 months: 13,037,018
Last 30 days: 905,866

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SSRN eLibrary Search Results
JEL Code: C22
750,803 Total downloads
Showing Papers 21 - 70 of 4,415
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1 2 3 4 ... 89 | Next >
   

Incl. Electronic Paper Monetary Policy Uncertainty and Bond Risk Premium
Fuwei Jiang and Guoshi Tong
Central University of Finance and Economics (CUFE) - School of Finance and Renmin University
Date Posted: August 29, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper A Predictive System for International Trade Growth
KIEP Research Paper No. Working Papers-16-03
Sora CHON
kiep - kiep
Date Posted: August 27, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper On Buffered Double Autoregressive Time Series Models
Zhao Liu
Duke University
Date Posted: August 26, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Decoding Chinese Stock Market Returns: Three-State Hidden Semi-Markov Model
Zhenya Liu and Shixuan Wang
Renmin University of China and University of Birmingham
Date Posted: August 26, 2016
Last Revised: August 28, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper Analyzing Precious Metals Returns Using a Kalman Smoother Approach
Marco Erling
BUW - Schumpeter School of Business and Economics
Date Posted: August 23, 2016
Working Paper Series
85 downloads

Incl. Electronic Paper Bubble Detection and Sector Trading in Real Time
George Milunovich, Shu-Ping Shi and David Tan
Macquarie University - Department of Economics, Macquarie University and University of New South Wales (UNSW)
Date Posted: August 23, 2016
Last Revised: August 26, 2016
Working Paper Series
71 downloads

Incl. Electronic Paper Direct and Indirect Effects Based on Difference-in-Differences with an Application to Political Preferences Following the Vietnam Draft Lottery
CESifo Working Paper Series No. 6000
Eva Deuchert, Martin Huber and Mark Schelker
University of St. Gallen, University of Fribourg and University of Fribourg
Date Posted: August 23, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Inflation Targeting: New Evidence from Fractional Integration and Cointegration
Giorgio Canarella and Stephen M. Miller
California State University, Los Angeles - Department of Economics & Statistics and University of Nevada, Las Vegas - Department of Economics
Date Posted: August 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Generalized Autoregressive Score Models in R: The GAS Package
David Ardia, Kris Boudt and Leopoldo Catania
University of Neuchatel - Institute of Financial Analysis, Free University of Brussels (VUB) and University of Rome, 'Tor Vergata'
Date Posted: August 21, 2016
Working Paper Series
61 downloads

Incl. Electronic Paper Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach
Heni Boubaker, Giorgio Canarella, Rangan Gupta and Stephen M. Miller
IPAG Business School, California State University, Los Angeles - Department of Economics & Statistics, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Date Posted: August 20, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Did Okun's Law Die after the Great Recession?
Giorgio Canarella and Stephen M. Miller
California State University, Los Angeles - Department of Economics & Statistics and University of Nevada, Las Vegas - Department of Economics
Date Posted: August 20, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper ARCO: An Artificial Counterfactual Approach For High-Dimensional Panel Time-Series Data
Carlos Carvalho, Ricardo Masini and Marcelo C. Medeiros
Central Bank of Brazil, Getulio Vargas Foundation (FGV), Sao Paulo School of Economics, Students and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Date Posted: August 17, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Foreign Exchange Volatility Under Inflation Targeting in Uganda: An SVAR Approach
Stephen Lukwago
Bank of Uganda
Date Posted: August 16, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB
CESifo Working Paper Series No. 5995
Guglielmo Maria Caporale, Luis A. Gil-Alana and Kefei You
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and London Metropolitan University
Date Posted: August 12, 2016
Working Paper Series
5 downloads

Spatial Effects and House Price Dynamics in the USA
Journal of Housing Economics, Vol. 31, (2016)
Jeffrey P. Cohen, Yannis M. Ioannides and Win Wirathip Thanapisitikul
University of Connecticut, School of Business and Center for Real Estate, Tufts University and Tufts University
Date Posted: August 11, 2016
Accepted Paper Series

Incl. Electronic Paper Beyond Risk-Based Portfolios: Balancing Performance and Risk Contributions in Asset Allocation
David Ardia, Kris Boudt and Giang Ha Nguyen
University of Neuchatel - Institute of Financial Analysis, Free University of Brussels (VUB) and Free University of Brussels (VUB)
Date Posted: August 11, 2016
Working Paper Series
98 downloads

Incl. Electronic Paper A Price Analysis and Management Model for Adriatic Small Pelagic Fish (Anchovies and Pilchards)
New Medit, Vol 11, n. 1, (March 2012), pp. 17-26
Quirino Biscaro
International Trade Academic Center of Advisory
Date Posted: August 09, 2016
Accepted Paper Series

Time Series Behaviour of Burgeoning International Tourist Arrivals in Sri Lanka: The Post-War Experience
Nisantha Kurukulasooriya and Erandathie Lelwala (2014) Time Series Behaviour of Burgeoning International Tourist Arrivals in Sri Lanka: The post-war experience, Ruhuna Journal of Management and Finance Volume 1 Number 1, pp1-14
Nisantha Kurukulasooriya Sr.
University of Ruhuna
Date Posted: August 06, 2016
Working Paper Series

Incl. Electronic Paper Testing for a Threshold in Models with Endogenous Regressors
CentER Discussion Paper Series No. 2016-029
Mario M. Rothfelder and Otilia Boldea
Tilburg University - Center for Economic Research (CentER) and Tilburg University, CentER
Date Posted: August 05, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Disinflation and the Phillips Curve: Israel 1986-2015
Rafi Melnick and Till Strohsal
Interdisciplinary Center Herzliya and Free University of Berlin (FUB) - Division of Economics
Date Posted: August 04, 2016
Last Revised: August 28, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper The Validity of the Tourism-Led Growth Hypothesis for Thailand
Komain Jiranyakul
National Institute of Development Administration
Date Posted: August 01, 2016
Working Paper Series
7 downloads

Incl. Fee Electronic Paper Understanding the Sources of Macroeconomic Uncertainty
CEPR Discussion Paper No. DP11415
Barbara Rossi, Tatevik Sekhposyan and Matthieu Soupre
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Texas A&M University - Department of Economics and Universitat Pompeu Fabra
Date Posted: August 01, 2016
Working Paper Series

Testing Nowcast Monotonicity
Jack Fosten and Daniel Gutknecht
University of East Anglia (UEA) - School of Economic and Social Studies and Mannheim University
Date Posted: July 31, 2016
Working Paper Series

Incl. Electronic Paper Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data
Claudiu Tiberiu Albulescu, Aviral Kumar Tiwari, Stephen M. Miller and Rangan Gupta
Politehnica University of Timisoara, IFHE University (ICFAI) - Faculty of Management, University of Nevada, Las Vegas - Department of Economics and University of Pretoria - Department of Economics
Date Posted: July 29, 2016
Working Paper Series
7 downloads

Financial Development in India: An Empirical Test of the McKinnon–Shaw Model
A. N. Ghosh, A. K. Karmakar (eds.), Analytical Issues in Trade, Development and Finance, India Studies in Business and Economics, Springer India 2014
Mahendra Pal
DSE, University of Delhi
Date Posted: July 29, 2016
Accepted Paper Series

Incl. Fee Electronic Paper Tests for Linearity in STAR Models: Supwald and LM‐Type Tests
Journal of Time Series Analysis, Vol. 37, Issue 5, pp. 660-674, 2016
Rehim Kılıç
Government of the United States of America - Risk Analysis Division
Date Posted: July 27, 2016
Accepted Paper Series

Incl. Electronic Paper Supplementary Material for 'Real-Time GARCH: Does Current Information Matter?'
Ekaterina Smetanina
University of Cambridge
Date Posted: July 25, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Express Measurement of Market Volatility Using Ergodicity Concept
Jack Sarkissian
Algostox Trading
Date Posted: July 21, 2016
Last Revised: July 23, 2016
Working Paper Series
285 downloads

Incl. Electronic Paper MSSA vs. Multivariate Regularized Expectation Maximization for Data Cleaning
Jan W Dash and Yan Zhang
Bloomberg LP and Bloomberg LP
Date Posted: July 20, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Data Spike Cleaning with MSSA
Jan W Dash and Yan Zhang
Bloomberg LP and Bloomberg LP
Date Posted: July 20, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Cleaning Data with Real-World Updating Using MSSA
Jan W Dash and Yan Zhang
Bloomberg LP and Bloomberg LP
Date Posted: July 20, 2016
Working Paper Series
44 downloads

Incl. Fee Electronic Paper Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts
CEPR Discussion Paper No. DP11391
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Date Posted: July 18, 2016
Working Paper Series

Incl. Fee Electronic Paper In-Sample Inference and Forecasting in Misspecified Factor Models
CEPR Discussion Paper No. DP11388
Marine Carrasco and Barbara Rossi
University of Montreal - Departement de Ciences Economiques and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Date Posted: July 18, 2016
Working Paper Series

Incl. Electronic Paper Determinants of Egyptian Banking Sector Profitability: Time-Series Analysis from 2004-2014
International Journal of Business and Economic Sciences Applied Research, Vol. 9, No. 2, 2016
Heba Youssef Hashem
Cairo University - Faculty of Economics & Political Science
Date Posted: July 17, 2016
Accepted Paper Series
9 downloads

Incl. Electronic Paper Mortgage Rates and Credit Risk: Evidence from Mortgage Pools
Gaetano Antinolfi, Celso Brunetti and Jay Im
Washington University in Saint Louis - Department of Economics, Board of Governors of the Federal Reserve System and Duke University - Fuqua School of Business
Date Posted: July 15, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper Volatility Estimation and Jump Testing via Realized Information Variation
Weiyi Liu and Mingjin Wang
Capital University of Economics and Business - School of Finance and Peking University - Guanghua School of Management
Date Posted: July 14, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Economic Policy Uncertainty in China and Stock Market Expected Returns
Jian Chen, Fuwei Jiang and Guoshi Tong
Xiamen University - School of Economics, Central University of Finance and Economics (CUFE) - School of Finance and Renmin University
Date Posted: July 13, 2016
Working Paper Series
74 downloads

Incl. Electronic Paper Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB
DIW Berlin Discussion Paper No. 1590
Guglielmo Maria Caporale, Luis A. Gil-Alana and Kefei You
Brunel University - Centre for Empirical Finance, University of Navarra - Department of Economics and University of Greenwich
Date Posted: July 13, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Exchange Rate Risk Premium: An Analysis of Its Determinants for the Mexican Peso-USD
Banco de México, Working Papers, N° 2016-11,
Guillermo Benavides
Banco de Mexico
Date Posted: July 13, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Cleaning Financial Data Using SSA and MSSA
Jan W Dash and Yan Zhang
Bloomberg LP and Bloomberg LP
Date Posted: July 12, 2016
Last Revised: July 22, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper A Distressed Bond Model
Jan W Dash, Xipei Yang and Stan Maydan
Bloomberg LP, Bloomberg L.P. and Bloomberg LP
Date Posted: July 12, 2016
Last Revised: July 22, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Analytic Solution to the Two Dimension Merton Model
Jan W Dash, Mario Bondioli and Harvey J. Stein
Bloomberg LP, Bloomberg L.P. and Bloomberg L.P.
Date Posted: July 12, 2016
Last Revised: July 22, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Non-Leading Eigenvalue Distributions, RMT, and Correlations
Jan W Dash and Xipei Yang
Bloomberg LP and Bloomberg L.P.
Date Posted: July 11, 2016
Last Revised: July 22, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Noise-Reduced Correlations, the Signal to Noise Ratio, and SSA
Jan W Dash and Xipei Yang
Bloomberg LP and Bloomberg L.P.
Date Posted: July 11, 2016
Last Revised: July 22, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper SSA, Random Matrix Theory, and Noise-Reduced Correlations
Jan W Dash, Xipei Yang, Mario Bondioli and Harvey J. Stein
Bloomberg LP, Bloomberg L.P., Bloomberg L.P. and Bloomberg L.P.
Date Posted: July 11, 2016
Last Revised: July 22, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Stable Reduced-Noise 'Macro' SSA - Based Correlations for Long-Term Counterparty Risk Management
Jan W Dash, Xipei Yang, Harvey J. Stein and Mario Bondioli
Bloomberg LP, Bloomberg L.P., Bloomberg L.P. and Bloomberg L.P.
Date Posted: July 11, 2016
Last Revised: July 22, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Model-Based Business Cycle and Financial Cycle Decomposition for Europe and the U.S.
Tinbergen Institute Discussion Paper 16-051/IV
Siem Jan Koopman, Rutger Lit and André Lucas
VU University Amsterdam, VU University Amsterdam and VU University Amsterdam
Date Posted: July 11, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Estimating Jump-Diffusions Using Closed-Form Likelihood Expansions -- Online Supplementary Material
Chenxu Li and Dachuan Chen
Peking University and University of Illinois at Chicago
Date Posted: July 11, 2016
Working Paper Series
17 downloads

Stationarity As a Path Property with Applications in Time Series Analysis
Yi Shen and Tony S. Wirjanto
Department of Statistics & Actuarial Science, University of Waterloo and Department of Statistics & Actuarial Science and School of Accounting & Finance, University of Waterloo,
Date Posted: July 09, 2016
Working Paper Series

Incl. Electronic Paper Parameter Estimation Robust to Low-Frequency Contamination
Adam McCloskey and Jonathan B. Hill
Brown University - Department of Economics and University of North Carolina (UNC) at Chapel Hill – Department of Economics
Date Posted: July 08, 2016
Working Paper Series
5 downloads


 

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