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JEL Code: C5
1,171,696 Total downloads
Showing Papers 2,201 - 2,250 of 5,963
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Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses?: An Analytical Framework Texas Law Review, Vol. 90, No. 7, 2012
Andrew W. Lo and
Thomas J. Brennan
Date Posted: May 30, 2012Last Revised: September 05, 2012109 downloads
Forecasting Euro Exchange Rates: How Much Does Model Averaging Help? Economics and Statistics Working Paper No. 2007-24
Jesús Crespo Cuaresma
Date Posted: October 25, 2007109 downloads
Heterogeneous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Targeting Bank of Finland Research Discussion Paper No. 23/2004, CentER Discussion Paper No. 2004-14
Eric Schaling ,
Sylvester C. W. Eijffinger and
M. F. Tesfaselassie
affiliation not provided to SSRN
Date Posted: June 21, 2004109 downloads
Interest Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk IMF Working Paper No. 99/16
Peter Christoffersen and
Lorenzo Giorgianni
Date Posted: February 10, 2006109 downloads
Macroeconomic Variables, Euler Equation and Future Returns on Treasury Bonds: (Semi)Nonparametric Investigation
Ai-ru Meg Cheng and
Yuriy Kitsul
Date Posted: April 10, 2008Last Revised: September 20, 2010109 downloads
Measuring High-Frequency Causality between Returns, Realized Volatility and Implied Volatility CIRANO Scientific Publication No. 2011s-27
Jean-Marie Dufour
,
René Garcia and
Abderrahim Taamouti
Date Posted: March 07, 2011109 downloads
Monte Carlo Simulations of the NASDAQ Composite
Lewis A. Glenn
Date Posted: April 25, 2008Last Revised: April 30, 2008109 downloads
Multi-Step Forecasting in the Presence of Weak Trends Oxford Economic Working Paper Series No. 2004-212
Guillaume Chevillon
Date Posted: Last Revised: August 23, 2008109 downloads
NETS: Network Estimation for Time Series
Matteo Barigozzi
and
Christian T. Brownlees
Date Posted: April 14, 2013Last Revised: April 15, 2013109 downloads
Seeing Through the Eyes of Others: Dissonance Within and Across Trading Rooms HANDBOOK OF THE SOCIOLOGY OF FINANCE, K. Knorr-Cetina & A. Preda, Oxford University Press, 2011
Daniel Beunza
and
David Stark
Date Posted: January 31, 2011109 downloads
Short-Term Forecasting of GDP Using Large Monthly Datasets - A Pseudo Real-Time Forecast Evaluation Exercise ECB Occasional Paper No. 84
Karim Barhoumi
,
Szilard Benk
,
Riccardo Cristadoro ,
Ard den Reijer
,
Audrone Jakaitiene
,
Piotr Jelonek
,
Antonio Rua
,
Gerhard Rünstler
,
Karsten Ruth
and
Christophe Van Nieuwenhuyze
Date Posted: June 18, 2008109 downloads
The Economic Value of Distributional Timing Swiss Finance Institute Research Paper No. 06-35, EFA 2007 Ljubljana Meetings Paper
Eric Jondeau and
Michael Rockinger
Date Posted: February 19, 2007109 downloads
Uncertainty and the Price of Risk in a Nominal Convergence Process Banco de España Working Paper No. 0802,
Ricardo Gimeno
and
J. Manuel Marqués
Date Posted: January 26, 2008109 downloads
An Extended Model of Effective Bid-Ask Spread
Hao Zhang
and
Stewart D. Hodges
Date Posted: August 04, 2011108 downloads
Dynamics of the Forward Curve and Volatility of Energy Futures Prices
Amir H. Alizadeh
and
Wayne K. Talley
Date Posted: October 27, 2010108 downloads
Estimation and Evaluation of Conditional Asset Pricing Models Journal of Finance, Forthcoming
Stefan Nagel and
Kenneth J. Singleton
Date Posted: October 05, 2010108 downloads
Financial Deepening, Inequality, and Growth: A Model-Based Quantitative Evaluation IMF Working Paper No. 03/193
Robert M. Townsend and
Kenichi Ueda
Date Posted: February 06, 2006108 downloads
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form Tinbergen Institute Discussion Paper No. 04-015/4
Charles S. Bos and
Neil Shephard
Date Posted: June 08, 2004108 downloads
Nonlinear Forecasting with Many Predictors Using Kernel Ridge Regression Tinbergen Institute Discussion Paper 11-007/4
Peter Exterkate
,
Patrick J. F. Groenen
,
Christiaan Heij
and
Dick J. C. van Dijk
Date Posted: January 12, 2011108 downloads
Semi-Parametric Estimation of Portfolio Large Losses
Alexandra Dias
Date Posted: January 30, 2011108 downloads
Smooth Test for Density Forecast Evaluation
Aurobindo Ghosh and
Anil K. Bera
Date Posted: February 02, 2005108 downloads
Stochastic Interest Rates and Short Maturity Currency Options Financial Decisions, Vol. 18, No. 2, Winter 2006
Ako Doffou
Date Posted: October 31, 2007108 downloads
Term Structure Forecasting: No-Arbitrage Restrictions versus Large Information Set Paolo Baffi Centre Research Paper No. 2009-44
Carlo A. Favero ,
Linlin Niu
and
Luca Sala
Date Posted: May 04, 2009108 downloads
The Recursive Fitting of Subset VARX Models - Financial and Economic Forecasting (Chapter 8)
Jack H.W. Penm ,
Jammie H. Penm and
R. Deane Terrell
Date Posted: February 24, 2003108 downloads
Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification
Cornelis A. Los
Date Posted: February 22, 2005108 downloads
Anticipating Long-Term Stock Market Volatility University of Heidelberg, Department of Economics, Discussion Paper No. 535
Christian Conrad
and
Karin Loch
Date Posted: October 02, 2012107 downloads
Duration Models and Point Processes IZA Discussion Paper No. 2971
Jean-Pierre Florens ,
Denis Fougere and
Michel Mouchart
Date Posted: September 01, 2007107 downloads
Equilibrium-Based Volatility Models of the Market Portfolio Rate of Return
David Feldman and
Xin Xu
Date Posted: August 31, 2012Last Revised: March 29, 2013107 downloads
Forecasting the Technical Range Volatility with Moving Average (TRV-MA) Modle
Haibin Xie
,
Guohua Zou and
Shouyang Wang
affiliation not provided to SSRN
,
Chinese Academy of Sciences - Academy of Mathematics and Systems Science
and
Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Date Posted: November 15, 2009107 downloads
Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance IMF Working Paper No. WP/12/194
Tiago Severo
Date Posted: August 06, 2012107 downloads
Stock Markets, Banks and Economic Growth: Some Evidence on the Role of Stock Price Informativeness 24th Australasian Finance and Banking Conference 2011 Paper
Fang-Chin Cheng and
Ferdinand A. Gul
Date Posted: August 26, 2011Last Revised: November 02, 2011107 downloads
Testing for Trend Bank of Italy Economic Research Paper No. 614
Fabio Busetti and
Andrew Harvey
Date Posted: March 19, 2007107 downloads
The Pavlovian Response of Term Rates to Fed Announcements UC Davis Working Paper No. 99-06R
Oscar Jorda and
Selva Demiralp
Date Posted: December 12, 2000107 downloads
The Price Puzzle Revisited: Can the Cost Channel Explain a Rise in Inflation after a Monetary Policy Shock? CESifo Working Paper Series No. 2039
Steffen Henzel
,
Oliver Hülsewig
,
Eric Mayer
and
Timo Wollmershaeuser
Date Posted: July 05, 2007107 downloads
Zero Lower Bounds and a Stackelberg Problem: A Stochastic Analysis of Unconventional Monetary Policy
Koiti Yano
Date Posted: April 01, 2012Last Revised: January 22, 2013107 downloads
Aggregate Loans to the Euro Area Private Sector ECB Working Paper No. 202
Alessandro Calza
,
Marta Manrique Simón
and
João Sousa
Date Posted: July 22, 2003106 downloads
An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premia
Álvaro Cartea and
Pablo Villaplana
Date Posted: September 07, 2012106 downloads
Bootstrap Procedures for Recursive Estimation Schemes with Applications to Forecast Model Selection Rutgers University Economics Working Paper No: 2004-18
Valentina Corradi
and
Norman R. Swanson
Date Posted: September 20, 2004106 downloads
Business Cycle and Sector Cycles: Model-Based Filtering and Application to Italian Data
Matteo M. Pelagatti
Date Posted: March 10, 2006106 downloads
Detecting and Predicting Forecast Breakdowns ECB Working Paper No. 638
Raffaella Giacomini and
Barbara Rossi
Date Posted: July 11, 2006106 downloads
Firm Ratings, Momentum Investing Strategy, and Market Crisis: Evidence from US and Taiwan Markets
Nicholas Rueilin Lee
Date Posted: August 27, 2009106 downloads
On Comparing the Accuracy of Default Predictions in the Rating Industry CESifo Working Paper Series No. 2202
Walter Kraemer and
Andre Guettler
Date Posted: February 08, 2008106 downloads
Phillips Curves, Phillips Lines and the Unemployment Costs of Overheating IMF Working Paper No. 97/17
Peter B. Clark
and
Douglas Laxton
Date Posted: February 15, 2006106 downloads
Testing for Indeterminacy: An Application to U. S. Monetary Policy PIER Working Paper No. 02-025
Thomas A. Lubik and
Frank Schorfheide
Date Posted: August 12, 2002106 downloads
Unlucky or Risky? Unobserved Heterogeneity and Experience Rating in Insurance Markets Georgetown Law and Economics Research Paper No. 12-040
Levon Barseghyan
,
Francesca Molinari
,
Darcy Steeg Morris
and
Joshua C. Teitelbaum
Date Posted: November 16, 2012106 downloads
A Neuro-Fuzzy Approach in the Prediction of Financial Stability and Distress Periods
Eleftherios Giovanis
Date Posted: August 28, 2010Last Revised: August 31, 2010105 downloads
A Review of Nonfundamentalness and Identification in Structural VAR Models ECB Working Paper No. 922
Lucia Alessi
,
Matteo Barigozzi
and
Marco Capasso
Date Posted: August 12, 2008105 downloads
Ambit Processes and Stochastic Partial Differential Equations CREATES Research Paper 2010-17
Ole E. Barndorff-Nielsen ,
Fred Espen Benth
and
Almut Veraart
Date Posted: May 03, 2010105 downloads
Credibility of Monetary Policy in Four Accession Countries: A Markov Regime-switching Approach Levy Economics Institute Working Paper No. 371
Philip Arestis and
Konstantinos Mouratidis
Date Posted: April 07, 2003105 downloads
Decentralization and Governance LSE STICERD Research Paper No. EOPP027
Jean-Paul Faguet
Date Posted: September 30, 2011105 downloads
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