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JEL Code: C22
533,558 Total downloads
Showing Papers 221 - 270 of 3,420
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On Dynamic Relationship between Foreign Direct Investment (FDI) and Macro-Economic Factors: The Indian Experience
Vanita Tripathi
,
Ritika Seth
and
Varun Bhandari
Date Posted: November 19, 2012Last Revised: February 13, 2013189 downloads
The Changing Nature of User Attitudes Toward Virtual World Technology: A Longitudinal Study Computers and Human Behavior (Forthcoming)
Andy Luse
,
Brian Mennecke
and
Janea L. Triplett
Date Posted: November 17, 2012Last Revised: February 13, 201314 downloads
A Switching Model with Flexible Threshold Variable: With an Application to Nonlinear Dynamics in Stock Returns
Daniele Massacci
Date Posted: November 17, 2012Last Revised: January 22, 201318 downloads
Speculative Bubbles and the Cross-Sectional Variation in Stock Returns
Keith P. Anderson
and
Chris Brooks
Date Posted: November 16, 2012110 downloads
The Selection of ARIMA Models With or Without Regressors Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-17
Soren Johansen
,
Marco Riani and
Anthony C. Atkinson
Date Posted: November 15, 20129 downloads
The Role of Initial Values in Nonstationary Fractional Time Series Models Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-18
Soren Johansen
and
Morten Ørregaard Nielsen
Date Posted: November 15, 20128 downloads
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility FRB of Cleveland Working Paper No. 12-27
Andrea Carriero
,
Todd E. Clark and
Massimiliano Giuseppe Marcellino
Date Posted: November 15, 201227 downloads
Financial Analysts Impact on Stock Volatility
Clara I. Gonzalez
and
Ricardo Gimeno
Date Posted: November 15, 201255 downloads
Exchange Rate Shocks and Assessing the Prospect of a Common Currency Union in East Asia
Ruhul Salim
and
Sharriar Kabir
Date Posted: November 14, 2012Last Revised: February 13, 201324 downloads
Does BIC Estimate and Forecast Better than AIC?
Carlos A. Medel
and
Sergio Salgado
Date Posted: November 12, 2012
Accelerated Fluctuation Analysis by Graphic Cards and Complex Pattern Formation in Financial Markets New Journal of Physics 11, 093024 (2009)
Tobias Preis ,
Peter Virnau
,
Wolfgang Paul
and
Johannes J. Schneider
Date Posted: November 11, 201216 downloads
A Bayesian Semiparametric Multiplicative Error Model with an Application to Realized Volatility
Reza Solgi and
Antonietta Mira
Date Posted: November 11, 2012Last Revised: May 18, 201339 downloads
An Examination of Linear and Nonlinear Causal Relationships between Commodity Prices and U.S. Inflation Economic Inquiry, Forthcoming
Renuka Mahadevan and
Sandy Suardi
Date Posted: November 10, 2012
Ranking of VaR and ES Models: Performance in Developed and Emerging Markets CESifo Working Paper Series No. 3980
Sasa Zikovic
and
Randall K. Filer
Date Posted: November 07, 201234 downloads
Components of Bull and Bear Markets: Bull Corrections and Bear Rallies Journal of Business & Economic Statistics, July 2012, Vol. 30, No. 3, pp. 391-403, Rotman School of Management Working Paper No. 2171892
John M. Maheu ,
Thomas H. McCurdy and
Yong Song
Date Posted: November 07, 201280 downloads
Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends
Adam McCloskey
Date Posted: November 06, 201223 downloads
Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends
Adam McCloskey
and
Pierre Perron
Date Posted: November 06, 201222 downloads
A Variable Addition Test for Exogeneity in Structural Threshold Models
Daniele Massacci
Date Posted: November 06, 2012Last Revised: March 11, 201318 downloads
What is the Maximum Return Predictability Permitted by Asset Pricing Models?
Dashan Huang
Date Posted: November 02, 2012Last Revised: January 17, 201395 downloads
Quantifying the Behavior of Stock Correlations Under Market Stress Scientific Reports, Vol. 2, 2012, DOI:10.1038/srep00752
Tobias Preis ,
Dror Y. Kenett
,
H. Eugene Stanley ,
Dirk Helbing
and
Eshel Ben-Jacob
Date Posted: November 02, 2012228 downloads
The Long-Run Relation between Returns, Earnings, and Dividends
Paulo F. Maio
Date Posted: November 02, 2012Last Revised: December 21, 2012145 downloads
When the U.S. Sneezes the World Catches Cold: Are Worldwide Stock Markets Stable? Applied Financial Economics, Vol. 22, No. 23, 2012
Sandy Suardi
Date Posted: November 02, 2012
Inflation Dynamics in Mongolia: Understanding the Roller Coaster IMF Working Paper No. 12/192
Steven A. Barnett ,
Julia Bersch
and
Yasuhisa Ojima
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: November 01, 20127 downloads
On the Extrapolation with the Denton Proportional Benchmarking Method IMF Working Paper No. 12/169
Tommaso Di Fonzo
and
Marco Marini
affiliation not provided to SSRN
and
International Monetary Fund (IMF) - Statistics Department
Date Posted: November 01, 20123 downloads
Technology Spillover and Determinants of Foreign Direct Investment: An Analysis of Indian Manufacturing Industries
Smruti Ranjan Behera
Date Posted: October 30, 201224 downloads
Range Volatility: A Review of Models and Empirical Studiues Handbook of Financial Econometrics and Statistics, Forthcoming
Ray Y. Chou and
Nathan Liu
Date Posted: October 30, 2012
Complex Dynamics of Our Economic Life on Different Scales: Insights from Search Engine Query Data Philosophical Transactions of the Royal Society A, Vol. 368, pp. 5707–5719, 2010,
Tobias Preis ,
Daniel Reith
and
H. Eugene Stanley
Date Posted: October 29, 201233 downloads
Quantifying the Advantage of Looking Forward Scientific Reports, Vol. 2, pp. 350, 2012
Tobias Preis ,
Helen Susannah Moat ,
H. Eugene Stanley and
Steven Bishop
Date Posted: October 29, 201272 downloads
Bootstrap HAC Tests for Ordinary Least Squares Regression Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 6, pp. 903-922, 2012
Francesco Bravo
and
L. G. Godfrey
Date Posted: October 27, 2012
VIX Futures Volume and Volatility
Bujar Huskaj
Date Posted: October 26, 201266 downloads
A Gold Bubble?
Dirk G. Baur
and
Kristoffer J. Glover
Date Posted: October 25, 2012240 downloads
On Detecting End-of-Sample Instabilities Bank of Italy Temi di Discussione (Working Paper) No. 881
Fabio Busetti
Date Posted: October 24, 201213 downloads
Which are the SIFIs? A Component Expected Shortfall (CES) Approach to Systemic Risk
Elena Dumitrescu
and
Denisa Georgiana Banulescu
Date Posted: October 22, 201255 downloads
ZA PLSs’ Performance and Black Swan Approach Journal of Modern Accounting and Auditing, Vol. 7, No. 3, March 2011: 305-309
Tumellano Sebehela
Date Posted: October 21, 20129 downloads
Public Expenditure and Revenue in Italy, 1862–1993 Economic Notes, Vol. 41, Issue 3, pp. 145-172, 2012
Michele Dalena and
Cosimo Magazzino
affiliation not provided to SSRN
and
University of Rome III
Date Posted: October 20, 2012
Real Exchange Rate Volatility, Financial Crises and Nominal Exchange Regimes Documentos de economia y finanzas internacionales (DEFI) 12-05
Amalia Morales-Zumaquero
and
Simón Sosvilla Rivero
Date Posted: October 19, 201237 downloads
Can We Beat the Random Walk in Forecasting CEE Exchange Rates?
Jakub Muck
and
Pawel Skrzypczynski
Date Posted: October 19, 201219 downloads
Econometric Regime Shifts and the US Subprime Bubble
Andre Kallak Anundsen
Date Posted: October 19, 201242 downloads
Persistence in Youth Unemployment CESifo Working Paper Series No. 3961
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Date Posted: October 17, 201231 downloads
Testing Stationarity for Unobserved Components Models UNSW Australian School of Business Research Paper No. 2012 ECON 41
James Morley ,
Irina Panovska
and
Tara M. Sinclair
Date Posted: October 17, 201243 downloads
Stock Market Spread Trading: Argentina and Brazil Stock Indices
Jonathan A. Batten ,
Peter G. Szilagyi and
Michael C. S. Wong
Date Posted: October 16, 201260 downloads
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors Banque de France Working Paper No. 400
Frederique Bec
and
Marie Bessec
Date Posted: October 15, 201215 downloads
Persistence in Youth Unemployment DIW Berlin Discussion Paper No. 1248
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Date Posted: October 13, 201223 downloads
Testing the Marshall-Lerner Condition in Kenya DIW Berlin Discussion Paper No. 1247
Guglielmo Maria Caporale ,
Luis A. Gil-Alana and
Robert Mudida
affiliation not provided to SSRN
Date Posted: October 13, 201218 downloads
Asymmetric Quantile Persistence and Predictability: The Case of U.S. Inflation
Sebastiano Manzan
and
Dawit Zerom
Date Posted: October 12, 201217 downloads
Can We Use Seasonally Adjusted Indicators in Dynamic Factor Models? Banco de Espana Working Paper No. 1235
Maximo Camacho
,
Gabriel Perez-Quiros and
Yuliya Yuliya Lovcha
Date Posted: October 11, 201212 downloads
Evaluating Predictive Densities of U.S. Output Growth and Inflation in a Large Macroeconomic Data Set
Barbara Rossi and
Tatevik Sekhposyan
Date Posted: October 11, 2012Last Revised: March 03, 201310 downloads
The Time-Varying Leading Properties of the High Yield Spread in the United States
Pierangelo De Pace and
Kyle D. Weber
Date Posted: October 10, 2012Last Revised: February 24, 201332 downloads
Dividend Yields, Dividend Growth, and Return Predictability in the Cross-Section of Stocks Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Paulo F. Maio
and
Pedro Santa-Clara
Date Posted: October 08, 2012Last Revised: April 28, 2013230 downloads
Empirical Study on the Relationship between the Cross-Correlation among Stocks and the Stocks' Volatility Clustering
Salvatore Miccichè
Date Posted: October 08, 201227 downloads
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