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Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
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Last 12 months: 11,186,475
Last 30 days: 1,057,634

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SSRN eLibrary Search Results
JEL Code: C5
1,171,268 Total downloads
Showing Papers 221 - 270 of 5,957
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Incl. Electronic Paper Integer-Valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes
Ole E. Barndorff-Nielsen , Asger Lunde , Neil Shephard and Almut Veraart
University of Aarhus - Thiele Centre, Department of Mathematical Sciences , University of Aarhus - School of Economics and Management , University of Oxford - Oxford-Man Institute and Imperial College London
Date Posted: February 26, 2013
Working Paper Series
34 downloads

Incl. Electronic Paper On the Time-Varying Relationship between EMU Sovereign Spreads and Their Determinants
ISEG Economics Working Paper No. 05/2013/DE/UECE
Antonio Afonso , Michael Arghyrou , George Bagdatoglou and Alexandros Kontonikas
Technical University of Lisbon - ISEG (School of Economics and Management) , Cardiff Business School , Timberlake Consultants and University of Glasgow - Department of Economics
Date Posted: February 25, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Business Cycle and Credit Risk Modeling with Jump Risks
Bong-Gyu Jang , Yuna Rhee and Ji Hee Yoon
POSTECH , Pohang University of Science and Technology (POSTECH) and University of Wisconsin - Madison
Date Posted: February 25, 2013
Working Paper Series
77 downloads

Incl. Electronic Paper One Improved Option-Pricing Method Using the Barndorff-Nielsen and Shephard Model
Yun Peng , Payam Bahamin and Richard Cebula
Concordia University, Quebec , Deutsche Bank AG and Jacksonville University
Date Posted: February 24, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Modelling Energy Spot Prices by Volatility Modulated Lévy-Driven Volterra Processes
Ole E. Barndorff-Nielsen , Fred Espen Benth and Almut Veraart
University of Aarhus - Thiele Centre, Department of Mathematical Sciences , University of Oslo and Imperial College London
Date Posted: February 24, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper Koşullu Volatilitenin Modellenmesinde Destek Vektör Makinesi GARCH Modeli Ve Türk Finans Piyasaları Üzerine Bir Uygulama (Support Vector Machine GARCH Model in Modelling Conditional Volatility and an Application to Turkish Financial Markets)
13th International Conference on Econometrics, Operations Research, and Statistics, 24-26 May 2012, Famagusta, Cyprus
Melike Bildirici and Ozgur Omer Ersin
Yildiz Technical University and Beykent University - Department of Economics
Date Posted: February 23, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Quantifying Australia's 'Three Speed' Boom
CAMA Working Paper No. 10/2013
Aaron Walker and Rod Tyers
Reserve Bank of Australia and Australian National University (ANU) - School of Economics
Date Posted: February 22, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Assessing the Macroeconomic Impact of Structural Reforms the Case of Italy
IMF Working Paper No. 13/22
Lusine Lusinyan and Dirk Muir
International Monetary Fund (IMF) and Bank of Canada
Date Posted: February 22, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Macroprudential Policies for a Resource Rich Economy the Case of Mongolia
IMF Working Paper No. 13/18
Rodolfo Maino , Patrick Imam and Yasuhisa Ojima
International Monetary Fund (IMF) , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: February 22, 2013
Working Paper Series
17 downloads

Incl. Fee Electronic Paper Weak Identification in the ESTAR Model and a New Model
Journal of Time Series Analysis, Vol. 34, Issue 2, pp. 238-261, 2013
Florian Heinen , Stefanie Michael and Philipp Sibbertsen
affiliation not provided to SSRN , affiliation not provided to SSRN and University of Hannover
Date Posted: February 22, 2013
Accepted Paper Series

Incl. Electronic Paper Redefining Sustainable Investing: A 'Next Economy' Model Approach
Garvin Jabusch
Green Alpha Advisors, LLC
Date Posted: February 22, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper Hedge Fund Managers' Market Timing Skills
Xin Li and Hany A. Shawky
State University of New York (SUNY) at Albany - Department of Economics and State University of New York at Albany - School of Business and Center for Institutional Investment Management
Date Posted: February 21, 2013
Working Paper Series
165 downloads

Incl. Fee Electronic Paper Measuring Unilateral Effects in Partial Acquisitions
CEPR Discussion Paper No. DP9354
Duarte Brito , Ricardo Ribeiro and Helder Vasconcelos
New University of Lisbon , Universidade do Porto - Faculdade de Economia (FEP) and Universidade do Porto - Faculdade de Economia (FEP)
Date Posted: February 21, 2013
Working Paper Series

Incl. Electronic Paper Quantile Spacings: A Simple Method for the Joint Estimation of Multiple Quantiles
Lawrence D. W. Schmidt
University of California, San Diego (UCSD)
Date Posted: February 20, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper SP Surveys for Electric and Alternative Fuel Vehicles: Are We Doing the Right Thing?
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 01/WP/2013
Jérôme Massiani
Ca Foscari University of Venice - Department of Economics
Date Posted: February 18, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Simultaneous Equation Systems with Heteroskedasticity: Identification, Estimation, and Stock Price Elasticities
UNSW Australian School of Business Research Paper No. 2013ECON01
George Milunovich and Minxian Yang
Macquarie University - Department of Economics and University of New South Wales - Australian School of Business - School of Economics
Date Posted: February 18, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Cost-Benefit Analysis of Policies for the Development of Electric Vehicles in Germany: Methods and Results
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 02/WP/2013
Jérôme Massiani and Jörg Radeke
Ca Foscari University of Venice - Department of Economics and BE Berlin Economics GmbH
Date Posted: February 18, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Inquiry on the Global (Post) Crisis Versus Humankind Wisdom as a Turning Point: Does the Generosity-Creativity-Solidarity Triad Matter?
International Research Journal of Police Science, Criminal Law and Criminology, September 2012; Vol.1, No.1, pp. 7-44
Nicolae Bulz , Larry Stapleton , Jozef B. Lewoc , Laszlo Z. Karvalics , Mihaela Maria Iulia T. Buia and Ana Bazac
Victoria University of Technology - Center for Strategic Economic Studies (CSES) , Waterford Institute of Technology , BPBiT , University of Szeged, Faculty of Arts, Department of Library and Information Science , Faculty of Communication Sciences and Politechnica University Bucharest, Department of Social Science
Date Posted: February 16, 2013
Accepted Paper Series
16 downloads

Incl. Electronic Paper Modeling Technological Change in Economic Models of Climate Change: A Survey
ZEW - Centre for European Economic Research Discussion Paper No. 13-007
Andreas Löschel and Michael Schymura
Centre for European Economic Research (ZEW) and Centre for European Economic Research (ZEW)
Date Posted: February 16, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper Inflation and Output Growth Uncertainty in Individual Survey Expectations
Bank of Finland Research Discussion Paper No. 37/2012
Maritta Paloviita and Matti Viren
Bank of Finland - Research and Bank of Finland - Research
Date Posted: February 16, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Capital Requirements for Over-the-Counter Derivatives Central Counterparties
IMF Working Paper No. 13/3
Jay Surti and Li Lin
International Monetary Fund (IMF) and Independent
Date Posted: February 13, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes
Lily Y. Liu , Andrew J. Patton and Kevin Sheppard
Duke University , Duke University - Department of Economics and University of Oxford - Department of Economics
Date Posted: February 13, 2013
Working Paper Series
110 downloads

Incl. Electronic Paper A Critical Empirical Study of Three Electricity Spot Price Models
Fred Espen Benth , Ruediger Kiesel and Anna Nazarova
University of Oslo - Department of Mathematics , University of Duisburg-Essen - Faculty of Economic Science and University of Oslo
Date Posted: February 13, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums
Netspar Discussion Paper No. 08/2012-060
Daniela Osterrieder and Peter C. Schotman
CREATES and Maastricht University
Date Posted: February 13, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Measuring Unilateral Effects in Partial Acquisitions
Duarte Brito , Ricardo Ribeiro and Helder Vasconcelos
New University of Lisbon , Universidade do Porto - Faculdade de Economia (FEP) and Universidade do Porto - Faculdade de Economia (FEP)
Date Posted: February 12, 2013
Working Paper Series
33 downloads

Incl. Electronic Paper Panel Vector Autoregressive Models: A Survey
ECB Working Paper No. 1507
Fabio Canova and Matteo Ciccarelli
Universitat Pompeu Fabra - Department of Economics and Business (DEB) and European Central Bank (ECB)
Date Posted: February 12, 2013
Working Paper Series
64 downloads

Incl. Electronic Paper External Validation of Voter Turnout Models by Concealed Parameter Recovery
PIER Working Paper 13-012
Antonio Merlo and Thomas R. Palfrey
University of Pennsylvania - Department of Economics and California Institute of Technology - Division of the Humanities and Social Sciences
Date Posted: February 12, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper A Sales Forecasting Model Based on Internal Organizational Variables
Jose M. Pinheiro
Universidade de Coimbra - Faculty of Economics
Date Posted: February 11, 2013
Last Revised: February 26, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper Forecasting Brazilian Inflation by Its Aggregate and Disaggregated Data: A Test of Predictive Power by Forecast Horizon
Thiago Carlomagno Carlos and Emerson Fernandes Marçal
UBS - UBS Brazil Broker Dealer and Mackenzie Presbyterian University
Date Posted: February 10, 2013
Last Revised: April 26, 2013
Working Paper Series
28 downloads

Are Government and IMF Forecasts Useful? An Application of a New Market-Timing Test
Economics Letters, Vol. 118, No. 1, 2013
Yoichi Tsuchiya
Tokyo University of Science
Date Posted: February 10, 2013
Accepted Paper Series

Incl. Electronic Paper Forecasting of Stock Market Indices Using Artificial Neural Network
Shri Chimanbhai Patel Institutes, Ahmedabad Working Paper No. CPI/MBA/2013/0003
Jay Desai , Arti Trivedi and Nisarg A. Joshi
Shri Chimanbhai Patel Institute of Management & Research , Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Date Posted: February 10, 2013
Accepted Paper Series
103 downloads

Incl. Electronic Paper Are Individual Survey Expectations Internally Consistent?
National Bank of Poland Working Paper No. 140
Maritta Paloviita and Matti Viren
Bank of Finland - Research and Bank of Finland - Research
Date Posted: February 09, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Evidence of Integration of the EU Securities Market Infrastructure
Actual Problems of Economics, Forthcoming
Dennis O. Ilnitsky , Adilya Fatehivna Batorshyna and Viktor Zhupanenko
Kyiv National Economic University named after Vadym Hetman , Kyiv National Economic University (KNEU) and National Commission on Securities and Stock Market
Date Posted: February 08, 2013
Accepted Paper Series
9 downloads

Incl. Electronic Paper Memories and Social Change: Creative Knowledge Society versus Global Crisis
United Kingdom Systems Society (UKSS) International Conference, St Anne’s College Oxford, August 30-31, 2012 - Global Crises: Exploring the Systems Perspective for Aug. 2012,
Nicolae Bulz
Victoria University of Technology - Center for Strategic Economic Studies (CSES)
Date Posted: February 08, 2013
Accepted Paper Series
5 downloads

Incl. Electronic Paper Forecasting Daily Demand in Cash Supply Chains
American Journal of Economics and Business Administration, 2(4), 377-383, 2010
Michael Wagner
Swedish School of Economics and Business Administration
Date Posted: February 07, 2013
Accepted Paper Series
8 downloads

Incl. Electronic Paper Monetary Regime Change and Business Cycles
FRB of San Francisco Working Paper 2013-02
Vasco Curdia and Daria Finocchiaro
Federal Reserve Bank of San Francisco and Sveriges Riksbank - Research Division
Date Posted: February 06, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Credit Stress Testing from a Portfolio Perspective
Selected Issues in Statistical Methods and Applications in an Historical Perspective, Studies in Theoretical and Applied Statistics, Springer-Verlag Berlin Heidelberg (2013)
Tiziano Bellini
University of Parma - Facoltà di Economia
Date Posted: February 06, 2013
Accepted Paper Series
38 downloads

Incl. Electronic Paper Forward Search Outlier Detection in Data Envelopment Analysis
European Journal of Operational Research (2012) 216, 200-207
Tiziano Bellini
University of Parma - Facoltà di Economia
Date Posted: February 05, 2013
Accepted Paper Series
7 downloads

Incl. Electronic Paper Detecting Atypical Observations in Financial Data: The Forward Search for Elliptical Copulas
Advances in Data Analysis and Classification (2010) 4, 287-299
Tiziano Bellini
University of Parma - Facoltà di Economia
Date Posted: February 05, 2013
Accepted Paper Series
14 downloads

Incl. Electronic Paper Nowcasting Norway
Matteo Luciani and Lorenzo Ricci
Universite Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Date Posted: February 05, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Libor Market Model with Stochastic Basis - Calibration Using OIS Yield and Money Market Basis Spreads
Joerg Kienitz
Deutsche Postbank AG
Date Posted: February 05, 2013
Working Paper Series
40 downloads

Incl. Fee Electronic Paper Do Prices and Attributes Explain International Differences in Food Purchases?
CEPR Discussion Paper No. DP9328
Pierre Dubois , Rachel Griffith and Aviv Nevo
University of Toulouse 1 - Toulouse School of Economics (TSE) , Institute for Fiscal Studies (IFS) and Northwestern University - Department of Economics
Date Posted: February 05, 2013
Working Paper Series

Incl. Electronic Paper Inflation-Rate Derivatives: From Market Model to Foreign Currency Analogy
Lixin Wu
Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: February 05, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper CVA and FVA to Derivatives Trades Collateralized by Cash
Lixin Wu
Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: February 05, 2013
Working Paper Series
47 downloads

Incl. Electronic Paper Robust Analysis of Default Intensity
Computational Statistics and Data Analysis, 56 (2012), 3276-3285
Tiziano Bellini and Marco Riani
University of Parma - Facoltà di Economia and University of Parma - Facoltà di Economia
Date Posted: February 03, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper Integrated Bank Risk Modeling: A Bottom-Up Statistical Framework
Tiziano Bellini
University of Parma - Facoltà di Economia
Date Posted: February 03, 2013
Working Paper Series
80 downloads

Incl. Electronic Paper Practical Considerations for Optimal Weights in Density Forecast Combination
Andrey L. Vasnev and Laurent Pauwels
University of Sydney and University of Sydney
Date Posted: February 02, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper A Critical Note on Delta-CoVaR
Manfred Jaeger-Ambrozewicz
Hochschule für Technik und Wirtschaft Berlin
Date Posted: February 02, 2013
Working Paper Series
63 downloads

Incl. Electronic Paper The Sentiment of the Fed
Swiss Finance Institute Research Paper No. 13-01
Michel Fuksa and Didier Sornette
AGH University of Science and Technology and Swiss Finance Institute
Date Posted: February 02, 2013
Working Paper Series
46 downloads

Incl. Electronic Paper Are Economic Fundamentals Unable to Explain Current European Benchmark Yields? Empirical Evidence from a Continuous Time Affine Term Structure Model
Aestimatio, The IEB International Journal of Finance, 2013. 6: 2-27
Vicente Jakas and Mario Jakas
Deutsche Bank AG, Finance CB&S Analytics and Saarland University and Departamento de Fisica Fund. y Exp.
Date Posted: February 01, 2013
Accepted Paper Series
8 downloads


 

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