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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
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  Last 12 months:
68,968

Paper Downloads:
To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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238,981
Total References: 8,480,523
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Total Citation
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C32
451,480 Total downloads
Showing Papers 2,401 - 2,450 of 3,075
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Incl. Electronic Paper Stock-Bond Co-Movements and Cross-Country Linkages
IIIS Discussion Paper No. 216
Dirk G. Baur
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: April 05, 2007
Last Revised: April 08, 2009
Working Paper Series
262 downloads

Incl. Electronic Paper Store Location in Shopping Centers: Theory and Estimates
Journal of Real Estate Research, Vol. 27, No. 3, 2006
Charles C. Carter and Kerry D. Vandell
Florida Atlantic University and University of California, Irvine - Paul Merage School of Business
Date Posted: December 27, 2006
Accepted Paper Series
387 downloads

Strategic Asset Allocation Considerations for German Pension Insurance Funds: Theoretical Analysis and Empirical Evidence - Applying Stochastic Time Series Simulations and Dynamic, Multiperiod Investment Strategies to Determine Optimal Portfolio Structures
Christian Hertrich
University of Stuttgart - Department of Corporate Finance
Date Posted: September 16, 2011
Last Revised: October 02, 2011
Working Paper Series
60 downloads

Incl. Electronic Paper Strategic Asset Allocation for Long-Term Investors: Parameter Uncertainty and Prior Information
Netspar Discussion Paper No. 04/2011-038
Roy P. M. M. Hoevenaars , R. Molenaar , Peter C. Schotman and Tom Steenkamp
APG Asset Management , Robeco Investments , Maastricht University and ABP Investments - Research Department
Date Posted: April 22, 2011
Working Paper Series
123 downloads

Incl. Electronic Paper Strategic Asset Allocation for Long-Term Investors: Parameter Uncertainty and Prior Information
Roy P. M. M. Hoevenaars , R. Molenaar , Peter C. Schotman and Tom Steenkamp
APG Asset Management , Robeco Investments , Maastricht University and ABP Investments - Research Department
Date Posted: June 01, 2006
Last Revised: March 09, 2013
Working Paper Series
645 downloads

Incl. Electronic Paper Strategic Asset Allocation With Liabilities: Beyond Stocks and Bonds
Roy P. M. M. Hoevenaars , R. Molenaar , Peter C. Schotman and Tom Steenkamp
APG Asset Management , Robeco Investments , Maastricht University and ABP Investments - Research Department
Date Posted: February 28, 2005
Working Paper Series
1207 downloads

Incl. Electronic Paper Strategic Behaviour and Market Deregulation in the UK Dairy Sector
John M. Santarossa
Scottish Agricultural College - Department of Agricultural and Food Economics
Date Posted: June 01, 1998
Working Paper Series
130 downloads

Incl. Electronic Paper Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models
Tom Fong and Chun Shan Wong
Hong Kong Monetary Authority and affiliation not provided to SSRN
Date Posted: January 15, 2009
Working Paper Series
427 downloads

Incl. Electronic Paper Stressing Correlations and Volatilities - A Consistent Modeling Approach
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Christoph Becker and Wolfgang M. Schmidt
Frankfurt School of Finance & Management Gemeinnützige GmbH and Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: October 14, 2011
Working Paper Series
90 downloads

Incl. Electronic Paper Stressing Correlations and Volatilities – A Consistent Modeling Approach
Christoph Becker and Wolfgang M. Schmidt
Frankfurt School of Finance & Management Gemeinnützige GmbH and Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: September 18, 2011
Working Paper Series
436 downloads

Incl. Electronic Paper Structural Analysis of High Frequency Electricity Demand and Supply Interactions
Carlo Fezzi and Derek W. Bunn
University of East Anglia (UEA) - School of Environmental Sciences and London Business School
Date Posted: August 21, 2008
Working Paper Series
125 downloads

Incl. Electronic Paper Structural Break Threshold VARs for Predicting US Recessions Using the Spread
Ana Beatriz Galvão
Queen Mary, University of London
Date Posted: January 27, 2006
Working Paper Series
128 downloads

Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios
Applied Financial Economics, Vol. 16, pp. 1-15, 2006
Andrea Beltratti and Claudio Morana
Bocconi University - Department of Finance and Università di Milano Bicocca
Date Posted: June 07, 2006
Accepted Paper Series

Incl. Electronic Paper Structural Breaks and Portfolio Performance in Global Equity Markets
Harry J. Turtle and Chengping Zhang
West Virginia University and George Fox University
Date Posted: March 13, 2011
Working Paper Series
45 downloads

Incl. Electronic Paper Structural Breaks and Unit Roots: A Further Test of the Sustainability of the Indian Fiscal Deficit
ANU Working Paper
Raghbendra Jha and Anurag Sharma
Australian National University (ANU) - Australia South Asia Research Centre (ASARC) and Monash University - Centre for Health Economics
Date Posted: August 18, 2001
Working Paper Series
199 downloads

Incl. Electronic Paper Structural Breaks in Trade and Income Per Capita in Asean - 5 Countries: An Application of Innovational Outlier Models
Applied Econometrics and International Development, Vol. 7, No. 2, 2007
Kankesu Jayanthakumaran and Mosayeb Pahlavani
University of Wollongong - Department of Economics and University of Wollongong - School of Economics and Information Systems
Date Posted: November 24, 2008
Accepted Paper Series
13 downloads

Incl. Electronic Paper Structural Breaks, Cointegration and the Fisher Effect
ECB Working Paper No. 1013
Andreas Beyer , Alfred A. Haug and William G. Dewald
European Central Bank (ECB) , University of Otago - School of Business - Department of Economics and Ohio State University (OSU) - Department of Economics
Date Posted: March 06, 2009
Working Paper Series
160 downloads

Structural Breaks, Unit Roots, and Cointegration: A Further Test of the Sustainability of the Indian Fiscal Deficit
Public Finance Review, Vol. 32, No. 2, pp. 196-219, March 2004
Raghbendra Jha and Anurag Sharma
Australian National University (ANU) - Australia South Asia Research Centre (ASARC) and Monash University - Centre for Health Economics
Date Posted: February 07, 2006
Accepted Paper Series

Incl. Electronic Paper Structural Change and Spurious Persistence in Stochastic Volatility
Ruhr Economic Paper No. 310
Walter Krämer and Philip Messow
RatSWD and University of Dortmund - Ruhr Graduate School in Economics
Date Posted: January 19, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper Structural Differences in Economic Growth
Tinbergen Institute Discussion Paper No. 2008-085/4
Nalan Basturk , Richard Paap and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: September 19, 2008
Working Paper Series
104 downloads

Incl. Electronic Paper Structural Estimates of the U.S. Sacrifice Ratio
FRB of New York Staff Report No. 71
Stephen G. Cecchetti and Robert W. Rich
Bank for International Settlements (BIS) - Monetary and Economic Department and Federal Reserve Bank of New York
Date Posted: August 09, 1999
Working Paper Series
157 downloads

Incl. Electronic Paper Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy

Francesco Belviso and Fabio Milani
Princeton University and University of California, Irvine - Department of Economics
Date Posted: April 17, 2005
Working Paper Series
257 downloads

Incl. Electronic Paper Structural Filters for Monetary Analysis: The Inflationary Movements of Money in the Euro Area
ECB Working Paper No. 470
Annick Bruggeman , Gonzalo Camba-Mendez , Bjorn Fischer and João Sousa
National Bank of Belgium , European Central Bank (ECB) , European Central Bank - Economic Statistics and Banco de Portugal
Date Posted: May 20, 2005
Working Paper Series
60 downloads

Incl. Electronic Paper Structural Intervention Time Series Analysis of Crime Rates: The Impact of Sentence Reform in Virginia
Tinbergen Institute Discussion Paper No. 12-007/4
Suncica Vujic , Jacques Commandeur and Siem Jan Koopman
VU University Amsterdam - Faculty of Economics and Business Administration , Institute for Road Safety Research (SWOV) and VU University Amsterdam
Date Posted: February 01, 2012
Working Paper Series
19 downloads

Incl. Electronic Paper Structural Shocks and the Comovements between Output and Interest Rates
FEDS Working Paper No. 21
Elmar Mertens
Government of the United States of America - Division of Monetary Affairs
Date Posted: March 12, 2011
Working Paper Series
11 downloads

Incl. Electronic Paper Structural Time Series Models and the Kalman Filter: A Concise Review
FEUNL Working Paper No. 541
João Tovar Jalles
University of Aberdeen - Business School
Date Posted: November 20, 2009
Working Paper Series
76 downloads

Incl. Electronic Paper Structural Time Series Models for Business Cycle Analysis
CEIS Research Paper No. 109
Tommaso Proietti
University of Rome II - Dipartimento S.E.F. e Me.Q.
Date Posted: April 01, 2008
Last Revised: May 25, 2008
Working Paper Series
163 downloads

Incl. Electronic Paper Structural VAR Identification in Asset Markets using Short-run Market Inefficiencies
Gultekin Isiklar
affiliation not provided to SSRN
Date Posted: January 04, 2005
Working Paper Series
156 downloads

Incl. Fee Electronic Paper Structural Vector Autoregressions
CEPR Discussion Paper No. DP8515
Lutz Kilian
University of Michigan at Ann Arbor - Department of Economics
Date Posted: August 12, 2011
Working Paper Series
6 downloads

Incl. Electronic Paper Structural Vector Autoregressions with Nonnormal Residuals
CESifo Working Paper Series No. 1651
Markku Lanne and Helmut Luetkepohl
University of Helsinki - Department of Political and Economic Studies and European University Institute
Date Posted: February 23, 2006
Working Paper Series
116 downloads

Incl. Electronic Paper Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
Federal Reserve Bank of Atlanta Working Paper No. 2008-18
Juan Francisco Rubio-Ramirez , Daniel F. Waggoner and Tao A. Zha
Duke University - Department of Economics , Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: November 16, 2008
Working Paper Series
65 downloads

Incl. Electronic Paper Structure in Gold and Silver Spread Fluctuations
HKUST Business School Research Paper No. 07-28
Jonathan A. Batten , Cetin Ciner and Brian M. Lucey
Hong Kong University of Science & Technology (HKUST) - Department of Finance , University of North Carolina at Wilmington and Trinity College, Dublin - School of Business
Date Posted: September 19, 2007
Working Paper Series
688 downloads

Incl. Electronic Paper Structured Multivariate Volatility Models
Massimiliano Caporin and Paolo Paruolo
University of Padova - Department of Economics and Management "Marco Fanno" and University of Insubria - Department of Economics
Date Posted: December 21, 2008
Last Revised: June 29, 2009
Working Paper Series
113 downloads

Incl. Electronic Paper Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling
CEIS Working Paper No. 125
Gianluca Cubadda , Alain Hecq and Franz C. Palm
University of Rome II - Department of Financial and Quantitative Economics , Maastricht University - Department of Economics and University of Maastricht - Department of Economics
Date Posted: May 26, 2008
Last Revised: July 20, 2008
Working Paper Series
48 downloads

Incl. Electronic Paper Stylized Facts of Greek Business Cycles: New Evidence from Aggregate and Across Regimes Data
Nicholas Apergis and Alexandros Panethimitakis
University of Piraeus and University of Athens
Date Posted: June 01, 2007
Working Paper Series
76 downloads

Subsampling the Mean of Heavy-Tailed Dependent Observations
UPF Economics and Business Working Paper No. 600
Piotr Kokoszka and Michael Wolf
Utah State University - Department of Mathematics & Statistics and University of Zurich - Department of Economics Library
Date Posted: October 04, 2002
Working Paper Series

Substitution Elasticities Between Durable and Nondurable Goods in the United States: New Evidence from the Dynamic Laurent System
EMPIRICAL ECONOMICS, Vol 22 No 1, March 7, 1997
Adrian R. Fleissig
California State University, Fullerton - Department of Economics
Date Posted: March 05, 1997
Accepted Paper Series

Substitution, Risk Aversion, Taste Shocks and Equity Premia
CREFE Working Paper 39
Michel Normandin and Pascal St-Amour
HEC Montreal - Institute of Applied Economics and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: April 13, 1998
Working Paper Series

Sunspots, Animal Spirits, And Economic Fluctuations
Macroeconomic Dynamics, Forthcoming
Marcelle Chauvet and Jang-Ting Guo
University of California and University of California, Riverside - Department of Economics
Date Posted: October 23, 2001
Accepted Paper Series

Incl. Electronic Paper Sunspots, Animal Spirits, And Economic Fluctuations
Marcelle Chauvet and Jang-Ting Guo
University of California and University of California, Riverside - Department of Economics
Date Posted: September 20, 2001
Working Paper Series
326 downloads

Super Exogeneity and Forecasting Energy Demand with High and Low Frequency Data
Rivista Internazionale di Scienze Sociali, , Vol. 4, pp. 361-87, 2002
Claudio Morana and Ian Mcavinchey
Università di Milano Bicocca and University of Aberdeen
Date Posted: November 01, 2005
Accepted Paper Series

Incl. Electronic Paper Supply Shocks, Demand Shocks, and Labor Market Fluctuations
FRB of St. Louis Working Paper No. 2007-015A
Helge Braun , Reinout De Bock and Riccardo DiCecio
Northwestern University - Department of Economics , International Monetary Fund (IMF) and Federal Reserve Bank of St. Louis - Research Division
Date Posted: April 11, 2007
Working Paper Series
79 downloads

Incl. Electronic Paper Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
ECB Working Paper No. 1239
Stephane Dees , M. Hashem Pesaran , L. Vanessa Smith and Ron Smith
European Central Bank (ECB) , University of Southern California , University of Cambridge and Birkbeck College
Date Posted: September 17, 2010
Working Paper Series
84 downloads

Incl. Electronic Paper Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
CESifo Working Paper Series No. 3081
Stephane Dees , M. Hashem Pesaran , L. Vanessa Smith and Ron Smith
European Central Bank (ECB) , University of Southern California , University of Cambridge and Birkbeck College
Date Posted: June 15, 2010
Working Paper Series
80 downloads

Incl. Electronic Paper Swedish Financial Sector Integration with Baltic Stock Markets - A Cointegration Approach
Paulius Kazukauskas
affiliation not provided to SSRN
Date Posted: March 13, 2012
Working Paper Series
26 downloads

Incl. Electronic Paper Switching Volatility in Target Stocks During Takeover Bids
Sergey Gelman and Bernd Wilfling
University of Muenster - Faculty of Economics and Westfälische Wilhelms-Universität
Date Posted: February 13, 2007
Working Paper Series
147 downloads

Incl. Electronic Paper Symmetry of External Shock Responses within the Andean Community of Nations: A SVAR Approach
GATE Working Paper No. 1140
Andrea Gabriela Bonilla Bolaño
University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Date Posted: January 09, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Synchronism in Electoral Cycles: How United are the United States of America?
APSA 2010 Annual Meeting Paper
Luís Aguiar-Conraria , Pedro C. Magalhães and Maria Joana Soares
University of Minho - NIPE and Economics Department , Institute of Social Sciences of the University of Lisbon and affiliation not provided to SSRN
Date Posted: July 19, 2010
Last Revised: August 07, 2010
Working Paper Series
66 downloads

Incl. Electronic Paper Synchronization of Economic Activity between Mexico and the US: What are the Causes?
Revista de Análisis Económico/ Economic Analysis Review, Vol. 25, No. 1, pp. 15-48, June 2010,
Ramon A. Castillo-Ponce , Rogelio Varela Llamas and Juan Manuel Ocegueda Hernandez
California State University, Los Angeles , Universidad Autónoma de Baja California and Universidad Autónoma de Baja California
Date Posted: December 15, 2010
Accepted Paper Series
22 downloads

System Estimates of Potential Output and the NAIRU
Empirical Economics, Vol. 24, No. 3, August 1999
Mikael Apel and Per Jansson
Sveriges Riksbank - Monetary Policy Department and Ministry of Finance (Sweden)
Date Posted: September 16, 1999
Accepted Paper Series


 

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