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1,171,268 Total downloads
Showing Papers 221 - 270 of 5,957
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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
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
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
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
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
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
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
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
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
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
Redefining Sustainable Investing: A 'Next Economy' Model Approach
Garvin Jabusch
Green Alpha Advisors, LLC
Date Posted: February 22, 2013
Working Paper Series
29 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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