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533,608 Total downloads
Showing Papers 2,301 - 2,350 of 3,420
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The Impact of the Euro on Financial Markets
ECB Working Paper No. 598
Lorenzo Cappiello ,
Peter Hördahl ,
Arjan Kadareja
and
Simone Manganelli
European Central Bank (ECB)
,
Bank for International Settlements (BIS)
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: April 25, 2006
Working Paper Series
371 downloads
(Un)Predictability and Macroeconomic Stability
ECB Working Paper No. 605
Antonello D'Agostino
,
Domenico Giannone and
Paolo Surico
Central Bank and Financial Services Authority of Ireland
,
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
and
London Business School - Department of Economics
Date Posted: April 24, 2006
Working Paper Series
123 downloads
Brazilian Dual-Listed Stocks, Arbitrage and Barriers
Marcellus Egydio Lima
Universitary Centre of Brasilia
Date Posted: April 20, 2006
Working Paper Series
438 downloads
Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective
Guillermo Benavides
Banco de Mexico
Date Posted: April 20, 2006
Working Paper Series
276 downloads
Managed Floating as a Strategy to Achieve Selected Monetary Policy Objectives
Journal of Economics and Business, Forthcoming
Pierre L. Siklos
Wilfrid Laurier University - School of Business & Economics
Date Posted: April 19, 2006
Accepted Paper Series
101 downloads
Panel Tests for Unit Roots in Hours Worked
ZEW - Centre for European Economic Research Discussion Paper No. 06-022
Marcus Kappler
Center for European Economic Research (ZEW)
Date Posted: April 18, 2006
Last Revised: August 26, 2008
Working Paper Series
44 downloads
The Impact of Major Global Events on Volatility Shifts: Evidence from the Asian Crisis and 9/11
Economic Systems, Vol. 30,. No. 1, pp. 79-97, March 2006
Viviana Fernandez
University of Adolfo Ibanez
Date Posted: April 11, 2006
Accepted Paper Series
Convergences of Prices and Rates of Inflation
Bank of Italy Economic Research Paper No. 575
Fabio Busetti ,
Silvia Fabiani and
Andrew Harvey
Bank of Italy
,
Bank of Italy
and
University of Cambridge - Department of Applied Economics
Date Posted: April 10, 2006
Working Paper Series
66 downloads
Estimation of Average Local-to-Unity Roots in Heterogenous Panels
FRB International Finance Discussion Paper No. 852
Erik Hjalmarsson
Queen Mary - University of London, School of Economics and Finance
Date Posted: April 04, 2006
Working Paper Series
41 downloads
Fully Modified Estimation with Nearly Integrated Regressors
FRB International Finance Discussion Paper No. 854
Erik Hjalmarsson
Queen Mary - University of London, School of Economics and Finance
Date Posted: April 04, 2006
Working Paper Series
56 downloads
New Methods for Inference in Long-Run Predictive Regressions
FRB International Finance Discussion Paper No. 853
Erik Hjalmarsson
Queen Mary - University of London, School of Economics and Finance
Date Posted: April 04, 2006
Working Paper Series
111 downloads
Testing for Nonlinear Structure and Chaos in Economic Time Series
Tinbergen Institute Discussion Papers No. 2006-030/1
C. H. Hommes
and
S. Manzan
University of Amsterdam
and
University of Amsterdam - Department of Quantitative Economics (KE)
Date Posted: April 04, 2006
Working Paper Series
260 downloads
Overnight and Daytime Stock Return Dynamics on the London Stock Exchange
Journal of Business and Economic Statistics, Vol. 13, No. 4, 365-378, October 1995
Victor Ng
and
Ronald W. Masulis
University of Michigan at Ann Arbor
and
University of New South Wales - Australian School of Business
Date Posted: March 30, 2006
Accepted Paper Series
203 downloads
Testing for Sign and Amplitude Asymmetries Using Threshold Autoregressions
Journal of Economic Dynamics and Control, Vol. 30, No. 4, pp. 623-654, 2006, Cass Business School Research Paper
Ana-Maria Fuertes and
Jerry Coakley
Cass Business School, City University London
and
University of Essex - Essex Business School
Date Posted: March 30, 2006
Accepted Paper Series
An Empirical Analysis of Commodity Pricing
Journal of Futures Markets, Vol. 26, No. 4, pp. 391-415, 2006
Richard A. Heaney
University of Western Australia
Date Posted: March 29, 2006
Accepted Paper Series
An Intelligent Statistical Arbitrage Trading System
'ADVANCES IN ARTIFICIAL INTELLIGENCE', LECTURE NOTES IN ARTIFICIAL INTELLIGENCE, p. 3955, Grigoris Antoniou et al., ed., 2006
Nikos S. Thomaidis and
Nick Kondakis
University of the Aegean - Department of Financial Engineering & Management - Decision & Management Engineering Laboratory
and
NGSQ International, Ltd
Date Posted: March 24, 2006
Last Revised: November 08, 2011
Accepted Paper Series
Financial Statistical Modelling With a New Nature-Inspired Technique
Presented in the 1st European Symposium on Nature-Inspired Smart-Information Systems (NISIS), Albufeira, Portugal, 2005
Nikos S. Thomaidis ,
George D. Dounias
and
Nick Kondakis
University of the Aegean - Department of Financial Engineering & Management - Decision & Management Engineering Laboratory
,
University of the Aegean - Department of Financial Engineering and Management
and
NGSQ International, Ltd
Date Posted: March 24, 2006
Last Revised: June 22, 2011
Working Paper Series
Stock Index Futures Trading and Spot Market Volatility
George Karathanassis
and
Vasilios I. Sogiakas
Athens University of Economics and Business - Department of Business Administration
and
University of Glasgow
Date Posted: March 24, 2006
Working Paper Series
829 downloads
Variance Estimation in a Random Coefficients Model
IZA Discussion Paper No. 2031
Ekkehart Schlicht and
Johannes Ludsteck
University of Munich - Department of Economics
and
Government of the Federal Republic of Germany - Institute for Employment Research (IAB)
Date Posted: March 24, 2006
Working Paper Series
112 downloads
Cointegration in Panel Data with Breaks and Cross-Section Dependence
ECB Working Paper No. 591
Anindya Banerjee and
Josep Lluís Carrion-i-Silvestre
European University Institute - Department of Economics
and
University of Barcelona - Department of Econometrics
Date Posted: March 23, 2006
Working Paper Series
215 downloads
Interpreting Euro Area Inflation at High and Low Frequencies
BIS Working Paper No. 195
Katrin Assenmacher-Wesche and
Stefan Gerlach
Swiss National Bank
and
Goethe University Frankfurt - Institute for Monetary and Financial Stability (IMFS)
Date Posted: March 23, 2006
Working Paper Series
79 downloads
Non-linear Dynamics in the Euro Area Demand for M1
ECB Working Paper No. 592
Alessandro Calza
and
Andrea Zaghini
European Central Bank (ECB)
and
Bank of Italy
Date Posted: March 23, 2006
Working Paper Series
38 downloads
Explanatory and Predictive Analysis of Corporate Bond Indices Returns
Antonios A. Sangvinatsos
New York University (NYU) - Department of Finance
Date Posted: March 21, 2006
Working Paper Series
293 downloads
Output Gaps and Inflation in Mainland China
BIS Working Paper No. 194, HKIMR Working Paper No. 20/2005
Stefan Gerlach and
Wensheng Peng
Goethe University Frankfurt - Institute for Monetary and Financial Stability (IMFS)
and
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Date Posted: March 21, 2006
Working Paper Series
136 downloads
Optimal Portfolio Allocation under Higher Moments
European Financial Management, Vol. 12, No. 1, pp. 29-55, January 2006
Eric Jondeau and
Michael Rockinger
University of Lausanne
and
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: March 17, 2006
Accepted Paper Series
12 downloads
Price Discovery in Commodity Markets: The Case of Metals
Isabel Figuerola-Ferretti and
Jesús Gonzalo
Universidad Carlos III de Madrid - Department of Business Administration
and
Universidad Carlos III de Madrid
Date Posted: March 16, 2006
Working Paper Series
Unit Root Tests and the Classification of Corporate Financial Behaviour
Maria Elena Bontempi and
Roberto Golinelli
University of Bologna - Department of Economics
and
University of Bologna - Department of Economics
Date Posted: March 16, 2006
Working Paper Series
146 downloads
Is Covered Interest Parity Arbitrage Extinct? Evidence from the Spot USD/Yen
Jonathan A. Batten and
Peter G. Szilagyi
Hong Kong University of Science & Technology (HKUST) - Department of Finance
and
University of Cambridge - Judge Business School
Date Posted: March 15, 2006
Last Revised: February 03, 2010
Working Paper Series
126 downloads
The Information Content of Implied Volatilities and Model-Free Volatility Expectations: Evidence from Options Written on Individual Stocks
Stephen J. Taylor ,
Yuanyuan Zhang
and
Pradeep K. Yadav
Lancaster University - Department of Accounting and Finance
,
Lingnan University
and
University of Oklahoma - Division of Finance
Date Posted: March 14, 2006
Working Paper Series
334 downloads
Deregulated Wholesale Electricity Prices in Italy
Bruno Bosco
,
Lucia Parisio and
Matteo M. Pelagatti
University of Milan, Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
,
University of Milan, Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
and
University of Milan, Bicocca - Department of Statistics
Date Posted: March 10, 2006
Working Paper Series
163 downloads
Efficient Robust Estimation of Regression Models
CentER Discussion Paper Series No. 2007-87
Pavel Cizek
Humboldt University of Berlin - School of Business and Economics
Date Posted: March 10, 2006
Working Paper Series
65 downloads
Linear Filtering for Asymmetric Stochastic Volatility Models
Economics Letters, Forthcoming
Chris Kirby
UNC Charlotte - Belk College of Business
Date Posted: March 10, 2006
Accepted Paper Series
Bayesian Monte Carlo Filtering for Stochastic Volatility Models
Cahier du CEREMADE No. 0415
Roberto Casarin
University of Brescia - Department of Economics
Date Posted: March 09, 2006
Working Paper Series
249 downloads
Linear Approximations and Tests of Conditional Pricing Models
Michael W. Brandt and
David A. Chapman
Duke University - Fuqua School of Business
and
Boston College
Date Posted: March 09, 2006
Working Paper Series
34 downloads
Aggregate Consumption Spending, The Stock Market, and Asymmetric Error Correction
Quantitative Finance, Vol. 4, pp. 191-198, 2004
Lonnie K. Stevans
Hofstra University - Frank G. Zarb School of Business
Date Posted: March 07, 2006
Accepted Paper Series
Business Cycle and Stock Market Volatility: Are They Related?
Roberto Casarin and
Carmine Trecroci
University of Brescia - Department of Economics
and
University of Brescia
Date Posted: March 07, 2006
Last Revised: March 22, 2008
Working Paper Series
573 downloads
Estimating the Implicit Inflation Target: An Application to U.S. Monetary Policy
IMF Working Paper No. 05/77
Daniel Leigh
Johns Hopkins University
Date Posted: March 03, 2006
Working Paper Series
113 downloads
Real Exchange Rates in Growing Economies: How Strong is the Role of the Nontradables Sector?
IMF Working Paper No. 05/233
Ken Miyajima
International Monetary Fund (IMF)
Date Posted: March 03, 2006
Working Paper Series
71 downloads
Long-Run Productivity Shifts and Cyclical Fluctuations: Evidence for Italy
IMF Working Paper No. 05/228
Silvia Sgherri
International Monetary Fund (IMF)
Date Posted: March 03, 2006
Working Paper Series
37 downloads
Reconciling the Return Predictability Evidence
AFA 2007 Chicago Meetings Paper
Stijn Van Nieuwerburgh and
Martin Lettau
New York University Stern School of Business, Department of Finance
and
University of California - Haas School of Business
Date Posted: March 03, 2006
Working Paper Series
295 downloads
Suppressed Inflation and Money Demand in Zimbabwe
IMF Working Paper No. 06/15
Sònia Muñoz
University of London - School of Economics
Date Posted: March 03, 2006
Working Paper Series
224 downloads
Binomial Autoregressive Moving Average Models with an Application to U.S. Recessions
Center for Statistics in the Social Sciences Working Paper No. 56
Richard Startz
UCSB
Date Posted: March 01, 2006
Working Paper Series
140 downloads
Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood
Dennis Kristensen
and
Yongseok Shin
University College London
and
Washington University in Saint Louis
Date Posted: March 01, 2006
Working Paper Series
72 downloads
Limit Theorems for Functionals of Sums that Converge to Fractional Stable Motions
Cowles Foundation Discussion Paper No. 1558
P. Jeganathan
Indian Statistical Institute
Date Posted: March 01, 2006
Working Paper Series
51 downloads
A Model Selection Method for S-Estimation
CORE Discussion Paper No. 2005/73
Arie Preminger
and
Shinichi Sakata
University of Haifa - Department of Economics
and
University of British Columbia
Date Posted: February 28, 2006
Working Paper Series
38 downloads
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models
Paolo Giordani and
Robert Kohn
Sveriges Riksbank - Research Division
and
University of New South Wales - School of Economics and School of Banking and Finance
Date Posted: February 28, 2006
Working Paper Series
140 downloads
Forecasting Professional Forecasters
FEDS Working Paper No. 2006-10
Jonathan H. Wright and
Eric Ghysels
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
and
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: February 23, 2006
Working Paper Series
227 downloads
MIDAS Regressions: Further Results and New Directions
Eric Ghysels ,
Arthur Sinko
and
Rossen I. Valkanov
University of North Carolina (UNC) at Chapel Hill - Department of Economics
,
University of North Carolina (UNC) at Chapel Hill - Department of Economics
and
University of California, San Diego (UCSD) - Rady School of Management
Date Posted: February 23, 2006
Working Paper Series
334 downloads
Stock Market Risk-Return Inference. An Unconditional, Non-Parametric Approach.
Thomas Mikosch
and
Catalin Starica
University of Copenhagen - Laboratory of Actuarial Mathematics
and
Chalmers University of Technology
Date Posted: February 23, 2006
Working Paper Series
166 downloads
The Impact of Information Signals on Market Prices When Agents Have Non-Linear Trading Rules
Economic Modelling, Vol. 26, pp. 167-176, 2009
Catherine Kyrtsou
and
A. G. (Tassos) Malliaris
University of Macedonia - Department of Economics
and
Loyola University of Chicago - Department of Economics
Date Posted: February 23, 2006
Last Revised: February 12, 2009
Accepted Paper Series
50 downloads
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