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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,096
Full Text Papers: 393,496
Authors: 226,618
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  Last 12 months:
68,898

Paper Downloads:
To date: 65,871,789
Last 12 months: 11,172,344
Last 30 days: 1,065,092

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238,027
Total References: 8,463,775
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5,708,794
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  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: C22
533,608 Total downloads
Showing Papers 2,301 - 2,350 of 3,420
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Incl. Electronic Paper 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

Incl. Electronic Paper (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

Incl. Electronic Paper Brazilian Dual-Listed Stocks, Arbitrage and Barriers
Marcellus Egydio Lima
Universitary Centre of Brasilia
Date Posted: April 20, 2006
Working Paper Series
438 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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