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955,207 Total downloads
Showing Papers 221 - 270 of 6,246
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Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information
Michiel De Pooter ,
Francesco Ravazzolo and
Dick J. C. van Dijk
Date Posted: March 04, 2007Last Revised: May 04, 2010642 downloads
Random Coefficient Panel Data Models CESifo Working Paper Series No. 1233; IZA Discussion Paper No. 1236; IEPR Working Paper No. 04.2
Cheng Hsiao and
M. Hashem Pesaran
Date Posted: August 06, 2004639 downloads
What Determines the Current Account? A Cross-Sectional and Panel Approach IMF Working Paper No. 96/58
Guy Debelle and
Hamid Faruqee
Date Posted: February 15, 2006638 downloads
Application of Garch Models in Forecasting the Volatility of Agricultural Commodities
Olivier Matringe
and
Tony Guida
Date Posted: December 27, 2005634 downloads
Designing Ranking Systems for Hotels on Travel Search Engines by Mining User-Generated and Crowd-Sourced Content
Anindya Ghose
,
Panagiotis G. Ipeirotis
and
Beibei Li
Date Posted: June 02, 2011Last Revised: November 30, 2011633 downloads
Sovereign Credit Default Swaps, Sovereign Debt and Volatility Transmission Across Emerging Markets
Byoung Uk Kang
,
Francis Haeuck In
and
Tong Suk Kim
Date Posted: February 11, 2008630 downloads
Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials June 2002
Daniel Kaufmann ,
Gil Mehrez and
Tugrul Gurgur
Date Posted: July 20, 2002629 downloads
Interest Rate Modelling Framework in Discrete Rolling Spot Measure
Alexandre Antonov
and
Han Lee
Date Posted: March 25, 2004627 downloads
Performance Analysis of Pairs Trading Strategy Utilizing High Frequency Data with an Application to KOSPI 100 Equities
Kangwhee Kim
affiliation not provided to SSRN
Date Posted: August 21, 2011627 downloads
The Case of Gold and Silver: A New Algorithm for Pairs Trading
Jay Desai ,
Arti Trivedi and
Nisarg A. Joshi
Date Posted: April 10, 2013627 downloads
A Monthly Indicator of Brazilian GDP UCR Department of Economics Working Paper
Marcelle Chauvet
Date Posted: January 23, 2001622 downloads
A Simultaneous Equations Model for World Crude Oil and Natural Gas Markets IMF Working Paper No. 05/32
Noureddine Krichene
Date Posted: January 10, 2006621 downloads
The Macroeconomic Determinants of Volatility in Precious Metals Markets
Jonathan A. Batten ,
Cetin Ciner
and
Brian M. Lucey
Date Posted: June 20, 2008621 downloads
Alternative Methods of Estimating Potential Output and Output Gap: An Application to Sweden IMF Working Paper No. 00/59
Valerie Cerra
and
Sweta C. Saxena
Date Posted: February 16, 2004620 downloads
Asymmetric Volatility in the Gold Market
Dirk G. Baur
Date Posted: December 22, 2009Last Revised: April 04, 2011619 downloads
Corruption Around the World: Evidence from a Structural Model
Axel Dreher
,
Christos Kotsogiannis
and
Steve McCorriston
Date Posted: July 13, 2004618 downloads
Size and Value Anomalies under Regime Shifts FRB of St. Louis Working Paper No. 2005-007B
Massimo Guidolin and
Allan G. Timmermann
Date Posted: March 15, 2004618 downloads
Using Economic and Financial Information for Stock Selection Swiss Finance Institute Research Paper No. 06-21
Manfred Gilli and
Ilir Roko
Date Posted: October 31, 2006615 downloads
Inference on Quantile Regression Process, An Alternative MIT Department of Economics Working Paper No. 02-12
Victor Chernozhukov
Date Posted: March 19, 2002614 downloads
A Panel Threshold Model of Tourism Specialization and Economic Development
Chia-Lin Chang
,
Thanchanok Khamkaew
and
Michael McAleer
Date Posted: November 01, 2009613 downloads
New Evidence on the Green Building Rent and Price Premium
Franz Fuerst
and
Patrick M. McAllister
Date Posted: April 05, 2009Last Revised: June 22, 2012612 downloads
Excess Credit Risk and Bank's Default Risk: An Application of Default Prediction's Models to Banks from Emerging Market Economies
Christophe J. Godlewski
Date Posted: September 13, 2004611 downloads
Estimating the Wishart Affine Stochastic Correlation Model Using the Empirical Characteristic Function
José Da Fonseca ,
Martino Grasselli
and
Florian Ielpo
Date Posted: December 06, 2007Last Revised: August 13, 2012610 downloads
Non‐Audit Fees and Auditor Independence: New Evidence Based on Going Concern Opinions for U.S. Companies Under Stress
Paul A. Griffin and
David H. Lont
Date Posted: January 06, 2010610 downloads
VAR Analysis of the Monetary Transmission Mechanism in Vietnam Applied Econometrics and International Development. Vol. 9, No. 1, pp. 165-179, January – June 2009,
Le Viet Hung and
Wade Pfau
Date Posted: August 27, 2008Last Revised: October 15, 2009609 downloads
Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson-Siegel Model with Time-Varying Parameters Tinbergen Institute Discussion Paper No. 07-095/4, Journal of Business and Economic Statistics, Vol. 28, No. 3, pp. 329-343, 2010
Siem Jan Koopman ,
Max Mallee
and
Michel van der Wel
Date Posted: December 10, 2007Last Revised: August 15, 2011607 downloads
Functional Chains of Knowledge Management - Effects on Firms' Innovative Performance Jena Economic Research Paper No. 2007-080
Uwe Cantner
and
Kristin Joel
Date Posted: November 05, 2007Last Revised: November 15, 2007602 downloads
The Euro's Trade Effects ECB Working Paper No. 594
Richard E. Baldwin
Date Posted: April 24, 2006602 downloads
On the Aggregation of Firm-Wide Market and Credit Risks ISMA Centre Discussion Paper No. DP2003-13
Carol Alexander and
Jacques Pezier
Date Posted: February 26, 2004599 downloads
Realized Volatility and Correlation in Energy Futures Markets
Tao Wang ,
Jingtao Wu
and
Jian Yang
Date Posted: November 27, 2007599 downloads
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures
Matteo Barigozzi
,
Christian T. Brownlees
,
Giampiero M. Gallo and
David Veredas
Date Posted: May 31, 2010Last Revised: May 12, 2013598 downloads
Reported Job Satisfaction: What Does It Mean?
Louis Levy Garboua and
Claude Montmarquette
Date Posted: November 26, 1997595 downloads
Rethinking Lintner: An Alternative Dynamic Model of Dividends Second Singapore International Conference on Finance 2008
Larry Bauer
and
Nalinaksha Bhattacharyya
Date Posted: July 14, 2006Last Revised: March 30, 2009595 downloads
On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing
Jacob Boudoukh ,
Roni Michaely ,
Matthew P. Richardson and
Michael R. Roberts
Date Posted: December 27, 2003593 downloads
Plausibly Exogenous
Timothy G. Conley
,
Christian Hansen and
Peter E. Rossi
Date Posted: May 18, 2007Last Revised: August 04, 2008591 downloads
Volatility of Volatility of Financial Markets DRW-98-1-VVFM
Jennifer K. Wilson
Date Posted: April 22, 1998591 downloads
Course Outline for Corporate Governance
Richard W. Leblanc
Date Posted: November 22, 2010Last Revised: November 23, 2010590 downloads
Sources of Over-Performance in Equity Markets: Mean Reversion, Common Trends and Herding ISMA Centre Working Paper No. DP2003-08
Carol Alexander and
Anca Dimitriu
Date Posted: July 27, 2003590 downloads
Using Misspecified Marginals and Misspecified Copulas to Compute the Value at Risk: When Do We Have to Care? Computational Statistics and Data Analysis, Forthcoming
Date Posted: December 14, 2007Last Revised: December 23, 2011590 downloads
Behavioral Heterogeneity And The Income Effect Harvard Institute of Economic Research No. 1892
Laurent E. Calvet and
Etienne Comon
Date Posted: August 23, 2000589 downloads
Dynamic Hedging with Futures: A Copula-Based GARCH Model Journal of Futures Markets, Forthcoming
Chih-Chiang Hsu
,
Chih-Ping Tseng
and
Yaw-Huei Wang
Date Posted: January 15, 2008588 downloads
Is Speculation Destabilizing?
Celso Brunetti and
Bahattin Buyuksahin
Date Posted: April 22, 2009587 downloads
Equity Correlations Implied by Index Options: Estimation and Model Uncertainty Analysis
Rama Cont and
Romain Deguest
Date Posted: April 19, 2010586 downloads
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions
Marine Carrasco
,
Mikhail Chernov ,
Eric Ghysels and
Jean-Pierre Florens
Date Posted: December 17, 2002585 downloads
Why VAR Fails: Long Memory and Extreme Events in Financial Markets
Cornelis A. Los
Date Posted: December 10, 2004580 downloads
Efficient Estimation in Semiparametric GARCH Models
Feike C. Drost and
Chris A. J. Klaassen
Date Posted: January 21, 1997579 downloads
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies Anderson School of Management Working Paper and UNC Department of Economics Working Paper
Eric Ghysels ,
Pedro Santa-Clara and
Rossen I. Valkanov
Date Posted: October 05, 2003579 downloads
Product Proliferation: An Empirical Analysis of Product Line Determinants and Market Outcomes
Barry L. Bayus and
William P. Putsis Jr.
Date Posted: November 09, 2000579 downloads
Stock Market Volatility: Examining North America, Europe and Asia National University of Singapore, Economics Working Paper
Gamini Premaratne and
Lakshmi Balasubramanyan
Date Posted: April 21, 2003578 downloads
The Dynamics of Commodity Prices Quantitative Finance, Forthcoming
Chris Brooks
and
Marcel Prokopczuk
Date Posted: May 23, 2011Last Revised: January 25, 2013577 downloads
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