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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 557,587
Full Text Papers: 460,370
Authors: 258,897
Papers Received in
  Last 12 months:
63,982

Paper Downloads:
To date: 77,496,924
Last 12 months: 9,687,045
Last 30 days: 671,411

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  Resolved
  References:
260,713
Total References: 9,009,750
Papers with Cites: 241,990
Total Citation
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5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,142,891


SSRN eLibrary Search Results
JEL Code: C15
414,975 Total downloads
Showing Papers 221 - 270 of 1,921
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Incl. Electronic Paper Many Risks, One (Optimal) Portfolio
Cristian Homescu
Independent
Date Posted: July 30, 2014
Working Paper Series
73 downloads

Bitcoin – Is it a Bubble? Evidence from Unit Root Tests
Akash Malhotra and Mayank Maloo
Indian Institute of Technology Bombay and Indian Institute of Technology Bombay
Date Posted: July 28, 2014
Working Paper Series

Incl. Electronic Paper Do Client Characteristics Really Drive the Big N Effect? Evidence from Matching Methods
Mark L. DeFond , David H. Erkens and Jieying Zhang
University of Southern California - Leventhal School of Accounting , University of Southern California - Leventhal School of Accounting and University of Southern California - Leventhal School of Accounting
Date Posted: July 27, 2014
Working Paper Series
9 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 Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology
Swiss Finance Institute Research Paper No. 14-46
Lucas Fiévet , Zalàn Forrò , Peter Cauwels and Didier Sornette
ETH Zurich , Independent , ETH Zürich and Swiss Finance Institute
Date Posted: July 26, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Interpreting Financial Market Crashes as Earthquakes: A New Early Warning System for Medium Term Crashes
Tinbergen Institute Discussion Paper 14-067/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 24, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Feasibility Investigation of a Unified Trend-Stationarity Constrained-Autoregressive Test
Shlomo Zilca
Tel Aviv University, Faculty of Management
Date Posted: July 22, 2014
Last Revised: July 30, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Investor Attention and Stock Prices: Evidence from a Natural Experiment
Erik Mayer
Rice University - Jesse H. Jones Graduate School of Business
Date Posted: July 20, 2014
Working Paper Series
42 downloads

Incl. Electronic Paper An Application of the "Fan-Chart Approach" to Debt Sustainability in Post-Hipc Low-Income Countries
IMF Working Paper No. 14/102
Maximilien Kaffo Melou , Mariusz A. Sumlinski and Chris Geiregat
affiliation not provided to SSRN , International Monetary Fund (IMF) and Independent
Date Posted: July 18, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
CAMA Working Paper No. 51/2014
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: July 12, 2014
Last Revised: July 21, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper FVA, The Fake Debate: Why Are They Still Debating?
Christian Kamtchueng
Barclays Capital
Date Posted: July 11, 2014
Last Revised: July 15, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Systemic Risk Measures and their Viability for Banking Supervision
Benjamin Döring , Claudio Nicolai Wewel and Thomas Hartmann-Wendels
University of Cologne , University of Cologne and University of Cologne - Department of Banking
Date Posted: July 09, 2014
Working Paper Series
37 downloads

Incl. Electronic Paper Size and Power of Diagnostic Tests for Asymmetric Garch-Type Models
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
Working Paper Series
2 downloads

Incl. Electronic Paper Direct Distribution of Rents and the Resource Curse in Iran: A Micro-Econometric Analysis
CESifo Working Paper Series No. 4824
Mohammad Reza Farzanegan and Mohammad Habibpour
Philipps-University of Marburg - Center for Near and Middle Eastern Studies (CNMS) and Philipps-University of Marburg - Center for Near and Middle Eastern Studies (CNMS)
Date Posted: July 03, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Calendar Effects and Seasonality on Returns and Volatility
Eleftherios Giovanis
IMT Lucca Institute for Advanced Studies
Date Posted: June 24, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Two-Part Models for Fractional Responses Defined as Ratios of Integers
WIFO Working Papers, No. 472
Harald Oberhofer and Michael Pfaffermayr
University of Salzburg - Department of Economics and Social Sciences and University of Innsbruck - Department of Economics
Date Posted: June 19, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Centrality-Based Capital Allocations and Bailout Funds
Adrian Alter , Ben R. Craig and Peter Raupach
International Monetary Fund , Federal Reserve Bank of Cleveland and Deutsche Bundesbank - Research Department
Date Posted: June 16, 2014
Last Revised: June 28, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?
CAMA Working Paper No. 46/2014
Varang Wiriyawit and Benjamin Wong
Australian National University and Reserve Bank of New Zealand
Date Posted: June 14, 2014
Last Revised: June 16, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Estimating Capabilities with Structural Equation Models: How Well are We Doing in a 'Real' World?
Jaya Krishnakumar and Florian T Wendelspiess Chávez Juárez
University of Geneva and University of Geneva - Department of Economics
Date Posted: June 11, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets
Monica Billio , Roberto Casarin and Ayokunle Anthony Osuntuyi
Ca Foscari University of Venice - Department of Economics , University Ca' Foscari of Venice - Department of Economics and Ca Foscari University of Venice
Date Posted: June 10, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Through the Looking Glass: Indirect Inference via Simple Equilibria
HEC Paris Research Paper No. FIN-2014-1048
Laurent E. Calvet and Veronika Czellar
HEC Paris (Groupe HEC) - Finance Department and EMLYON Business School
Date Posted: June 02, 2014
Last Revised: June 10, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Robust and Practical Estimation for Measures of Tail Risk
Cristian Homescu
Independent
Date Posted: June 02, 2014
Working Paper Series
622 downloads

Incl. Electronic Paper Inter-Temporal Risk Parity: A Constant Volatility Framework for Factor Investing
Romain Perchet , Raul Leote de Carvalho and Pierre Moulin
French National Center for Scientific Research (CNRS) - Ecole des Hautes Etudes en Sciences Sociales (EHESS) , BNP Paribas Investment Partners and BNP Paribas Investment Partners
Date Posted: May 25, 2014
Working Paper Series
184 downloads

Incl. Electronic Paper Higher Order Realized Power Variations of Semi-Martingales with Applications
Yuta Koike and Zhi Liu
University of Tokyo - Graduate School of Mathematical Sciences and University of Macau
Date Posted: May 21, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Asymmetric Dependence, Tail Dependence, and the Time Interval over Which the Variables Are Measured
Byoung Uk Kang and Gunky Kim
The Hong Kong Polytechnic University - School of Accounting and Finance and Monash University - Faculty of Business and Economics
Date Posted: May 20, 2014
Last Revised: May 21, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Robust-Efficient Credibility Models with Heavy-Tailed Claims: A Mixed Linear Models Perspective
Insurance: Mathematics and Economics, 48(1), 72-84, 2011
Harald Dornheim and Vytaras Brazauskas
KPMG International, LLP and University of Wisconsin-Milwaukee
Date Posted: May 15, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Uniform Inference in Nonlinear Models with Mixed Identification Strength
PIER Working Paper No. 14-018
Xu Cheng
University of Pennsylvania - Department of Economics
Date Posted: May 11, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Calculating Systemic Risk Capital Requirements: A Factor Model Approach
Panagiotis Avramidis and Fotios Pasiouras
ALBA Graduate Business School and University of Surrey - Surrey Business School
Date Posted: May 07, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Is the Distribution of Financial Returns Symmetric? — Empirical Evidence from the International Exchange Market
Peng Wang
Southwest University of Finance and Economics / Chengdu, China
Date Posted: May 05, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Know Your System! – Turning Data Mining from Bias to Benefit Through System Parameter Permutation
2014 NAAIM Wagner Award Winner
Dave Walton
StatisTrade
Date Posted: April 30, 2014
Working Paper Series
345 downloads

Incl. Electronic Paper Testing the Technology of Synthetic Straddles
Yuriy Trifonov , Sergey Yashin , Egor Koshelev and Dimitry Podshibyakin
Lobachevsky State University of Nizhni Novgorod , Lobachevsky State University of Nizhni Novgorod , Lobachevsky State University of Nizhni Novgorod and Lobachevsky State University of Nizhni Novgorod
Date Posted: April 27, 2014
Working Paper Series
39 downloads

Incl. Electronic Paper Testing LATE Assumptions
Ismael Mourifie and Yuanyuan Wan
University of Toronto - Department of Economics and University of Toronto - Department of Economics
Date Posted: April 27, 2014
Last Revised: May 10, 2014
Working Paper Series
42 downloads

Incl. Electronic Paper Investing in Emerging Markets: An Asymmetric Stochastic Multivariate Volatility Model to Diversify Efficiently a Portfolio of Assets
Stochastic Modelling Symposium Canadian Society of Actuaries, Montreal, Canada (2008)
Yves Rannou
CEREGE Doctoral School EA 1722
Date Posted: April 22, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper Liquidity and Simulation: A Survey of Liquidity Measures Using TraderEx
Jedediah Baker and Cornelis A. Los
Alliant International University - Alliant School of Management and Alliant International University - Alliant School of Management
Date Posted: April 21, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Simulation as a Stock Market Backtesting Tool
Tony Cooper
Double-Digit Numerics
Date Posted: April 17, 2014
Working Paper Series
245 downloads

Incl. Electronic Paper Credit Crisis, Spillovers and Propagation of Shocks in the Shipping Market
Nikos Paltalidis , Dimitrios Gounopoulos and Andreas G. Merikas
Portsmouth Business School , University of Sussex, School of Business, Management and Economics and University of Piraeus
Date Posted: April 13, 2014
Last Revised: July 02, 2014
Working Paper Series
65 downloads

Incl. Electronic Paper Buying Power – The Overlooked Success Factor
2011 NAAIM Wagner Award Winner
Thomas Krawinkel
StatisTrade
Date Posted: April 12, 2014
Last Revised: April 30, 2014
Accepted Paper Series
29 downloads

Incl. Electronic Paper Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets
SAFE Working Paper No. 48
Marcel Bluhm and Jan Pieter Krahnen
Wang Yanan Institute for Studies in Economics and University of Frankfurt
Date Posted: April 08, 2014
Working Paper Series
115 downloads

Incl. Electronic Paper An Ordered Categorical Response Model with Endogenous Switching: Simulation Exercises and an Application to State Health
Center for Research in Economics and Finance (CIEF), Working Papers, No. 11-6
Johnatan Cardona Jimenez and Andres Ramirez Hassan
Universidad Nacional de Colombia - Sede Medellín and Universidad EAFIT - Center for Research in Economics & Finance (CIEF)
Date Posted: April 04, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Modelos Multinomiales: Un Análisis De Sus Propiedades (Multinomial Models: An Analysis of Its Properties)
Center for Research in Economics and Finance (CIEF), Working Papers, No. 11-9
Arlen Guarin , Andres Ramirez Hassan and Juan Felipe Torres
Central Bank of Colombia , Universidad EAFIT - Center for Research in Economics & Finance (CIEF) and Universidad EAFIT
Date Posted: April 04, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Analysis of the Baltic Exchange Dry Index Using Data Mining Techniques
Babis Theodoulidis and David Diaz
University of Manchester - Manchester Business School and Universidad de Chile - Escuela de Economia y Negocios
Date Posted: April 03, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes
CERGE-EI Working Paper Series No. 511
Hynek Lavicka , Tomas Lichard and Jan Novotny
Czech Technical University , Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and City University London - Faculty of Finance
Date Posted: March 30, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Combinations of High Order Gaussian Kernel Estimator with Simulation Historical of Value at Risk (VaR) Return Portfolio Measurement
Statistical Methods and Applications, Forthcoming
Zulfikar Diauddin Bakry Sr.
STMIK Bahrul Ulum
Date Posted: March 27, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models
NHH Dept. of Business and Management Science Discussion Paper No. 2014/11
Yushu Li and Fredrik Andersson
Norwegian School of Economics (NHH) - Department of Business and Management Science and Lund University - Department of Economics
Date Posted: March 27, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices
Tinbergen Institute Discussion Paper 14-039/III
Lukasz T. Gatarek , Lennart F. Hoogerheide and H. K. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Vrije Universiteit Amsterdam - Dept. of Econometrics and Tinbergen Institute
Date Posted: March 26, 2014
Working Paper Series
57 downloads

Incl. Electronic Paper A Derivation of the Optimal Answer-Copying Index and Some Applications
Mauricio Romero , Alvaro Riascos and Diego Jara
University of California - San Diego , Universidad de los Andes, Colombia - Department of Economics and Quantil S.A.S.
Date Posted: March 26, 2014
Last Revised: April 05, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Theil's BLUS Residuals and R Tools for Testing and Removing Autocorrelation and Heteroscedasticity
Hrishikesh D. Vinod
Fordham University - Department of Economics
Date Posted: March 23, 2014
Working Paper Series
145 downloads

Incl. Electronic Paper Ideological Bias in Democracy Measures
Thiago Marzagão
PhD candidate, Ohio State University (OSU) - Department of Political Science
Date Posted: March 22, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Cumulative Prospect Theory and the Variance Premium
Lieven Baele , Joost Driessen , Juan M. Londono and Oliver G. Spalt
Tilburg University - Department of Finance , Tilburg University - Department of Finance , Federal Reserve Board of Governors and Tilburg University - Department of Finance
Date Posted: March 21, 2014
Working Paper Series
51 downloads

Incl. Electronic Paper Fast Computation of Univariate Memory Autocallable Notes
Andreas Welbers
Hamburger Sparkasse
Date Posted: March 18, 2014
Last Revised: June 21, 2014
Working Paper Series
17 downloads


 

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