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JEL Code: C22
534,164 Total downloads
Showing Papers 241 - 290 of 3,421
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Quantifying the Behavior of Stock Correlations Under Market Stress
Scientific Reports, Vol. 2, 2012, DOI:10.1038/srep00752
Tobias Preis ,
Dror Y. Kenett
,
H. Eugene Stanley ,
Dirk Helbing
and
Eshel Ben-Jacob
Warwick Business School - Behavioural Science Group
,
Boston University - Center for Polymer Studies
,
Boston University - Center for Polymer Studies
,
ETH Zürich
and
Tel Aviv University
Date Posted: November 02, 2012
Accepted Paper Series
228 downloads
The Long-Run Relation between Returns, Earnings, and Dividends
Paulo F. Maio
Hanken School of Economics
Date Posted: November 02, 2012
Last Revised: December 21, 2012
Working Paper Series
145 downloads
When the U.S. Sneezes the World Catches Cold: Are Worldwide Stock Markets Stable?
Applied Financial Economics, Vol. 22, No. 23, 2012
Sandy Suardi
La Trobe University
Date Posted: November 02, 2012
Accepted Paper Series
Inflation Dynamics in Mongolia: Understanding the Roller Coaster
IMF Working Paper No. 12/192
Steven A. Barnett ,
Julia Bersch
and
Yasuhisa Ojima
International Monetary Fund (IMF) - Fiscal Affairs Department
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: November 01, 2012
Working Paper Series
7 downloads
On the Extrapolation with the Denton Proportional Benchmarking Method
IMF Working Paper No. 12/169
Tommaso Di Fonzo
and
Marco Marini
affiliation not provided to SSRN
and
International Monetary Fund (IMF) - Statistics Department
Date Posted: November 01, 2012
Working Paper Series
3 downloads
Technology Spillover and Determinants of Foreign Direct Investment: An Analysis of Indian Manufacturing Industries
Smruti Ranjan Behera
University of Delhi
Date Posted: October 30, 2012
Working Paper Series
24 downloads
Range Volatility: A Review of Models and Empirical Studiues
Handbook of Financial Econometrics and Statistics, Forthcoming
Ray Y. Chou and
Nathan Liu
Academia Sinica
and
Institute of Finance, National Chiao Tung University
Date Posted: October 30, 2012
Accepted Paper Series
Complex Dynamics of Our Economic Life on Different Scales: Insights from Search Engine Query Data
Philosophical Transactions of the Royal Society A, Vol. 368, pp. 5707–5719, 2010,
Tobias Preis ,
Daniel Reith
and
H. Eugene Stanley
Warwick Business School - Behavioural Science Group
,
University of Mainz
and
Boston University - Center for Polymer Studies
Date Posted: October 29, 2012
Accepted Paper Series
33 downloads
Quantifying the Advantage of Looking Forward
Scientific Reports, Vol. 2, pp. 350, 2012
Tobias Preis ,
Helen Susannah Moat ,
H. Eugene Stanley and
Steven Bishop
Warwick Business School - Behavioural Science Group
,
University College London - Department of Civil, Environmental and Geomatic Engineering
,
Boston University - Center for Polymer Studies
and
University College London
Date Posted: October 29, 2012
Accepted Paper Series
73 downloads
Bootstrap HAC Tests for Ordinary Least Squares Regression
Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 6, pp. 903-922, 2012
Francesco Bravo
and
L. G. Godfrey
University of York (UK) - Department of Economics and Related Studies
and
University of York - Department of Economics
Date Posted: October 27, 2012
Accepted Paper Series
VIX Futures Volume and Volatility
Bujar Huskaj
Lund University
Date Posted: October 26, 2012
Working Paper Series
67 downloads
A Gold Bubble?
Dirk G. Baur
and
Kristoffer J. Glover
University of Technology, Sydney (UTS) - School of Finance and Economics
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: October 25, 2012
Working Paper Series
240 downloads
On Detecting End-of-Sample Instabilities
Bank of Italy Temi di Discussione (Working Paper) No. 881
Fabio Busetti
Bank of Italy
Date Posted: October 24, 2012
Working Paper Series
13 downloads
Which are the SIFIs? A Component Expected Shortfall (CES) Approach to Systemic Risk
Elena Dumitrescu
and
Denisa Georgiana Banulescu
European University Institute
and
University of Orleans
Date Posted: October 22, 2012
Working Paper Series
55 downloads
ZA PLSs’ Performance and Black Swan Approach
Journal of Modern Accounting and Auditing, Vol. 7, No. 3, March 2011: 305-309
Tumellano Sebehela
Sebehela Inc
Date Posted: October 21, 2012
Accepted Paper Series
9 downloads
Public Expenditure and Revenue in Italy, 1862–1993
Economic Notes, Vol. 41, Issue 3, pp. 145-172, 2012
Michele Dalena and
Cosimo Magazzino
affiliation not provided to SSRN
and
University of Rome III
Date Posted: October 20, 2012
Accepted Paper Series
Real Exchange Rate Volatility, Financial Crises and Nominal Exchange Regimes
Documentos de economia y finanzas internacionales (DEFI) 12-05
Amalia Morales-Zumaquero
and
Simón Sosvilla Rivero
University of Malaga - Departamento de Teoria e Historia Economica
and
Complutense University of Madrid
Date Posted: October 19, 2012
Working Paper Series
37 downloads
Can We Beat the Random Walk in Forecasting CEE Exchange Rates?
Jakub Muck
and
Pawel Skrzypczynski
National Bank of Poland - Department of Economics
and
National Bank of Poland
Date Posted: October 19, 2012
Working Paper Series
19 downloads
Econometric Regime Shifts and the US Subprime Bubble
Andre Kallak Anundsen
University of Oslo
Date Posted: October 19, 2012
Working Paper Series
43 downloads
Persistence in Youth Unemployment
CESifo Working Paper Series No. 3961
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Brunel University - Centre for Empirical Finance
and
University of Navarra - Department of Economics
Date Posted: October 17, 2012
Working Paper Series
32 downloads
Testing Stationarity for Unobserved Components Models
UNSW Australian School of Business Research Paper No. 2012 ECON 41
James Morley ,
Irina Panovska
and
Tara M. Sinclair
University of New South Wales
,
Washington University in Saint Louis
and
George Washington University - Department of Economics
Date Posted: October 17, 2012
Working Paper Series
43 downloads
Stock Market Spread Trading: Argentina and Brazil Stock Indices
Jonathan A. Batten ,
Peter G. Szilagyi and
Michael C. S. Wong
Hong Kong University of Science & Technology (HKUST) - Department of Finance
,
University of Cambridge - Judge Business School
and
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: October 16, 2012
Working Paper Series
61 downloads
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors
Banque de France Working Paper No. 400
Frederique Bec
and
Marie Bessec
Banque de France
and
Banque de France
Date Posted: October 15, 2012
Working Paper Series
15 downloads
Persistence in Youth Unemployment
DIW Berlin Discussion Paper No. 1248
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Brunel University - Centre for Empirical Finance
and
University of Navarra - Department of Economics
Date Posted: October 13, 2012
Working Paper Series
23 downloads
Testing the Marshall-Lerner Condition in Kenya
DIW Berlin Discussion Paper No. 1247
Guglielmo Maria Caporale ,
Luis A. Gil-Alana and
Robert Mudida
Brunel University - Centre for Empirical Finance
,
University of Navarra - Department of Economics
and
affiliation not provided to SSRN
Date Posted: October 13, 2012
Working Paper Series
18 downloads
Asymmetric Quantile Persistence and Predictability: The Case of U.S. Inflation
Sebastiano Manzan
and
Dawit Zerom
City University of New York, CUNY Baruch College, Zicklin School of Business
and
University of Alberta - School of Business
Date Posted: October 12, 2012
Working Paper Series
17 downloads
Can We Use Seasonally Adjusted Indicators in Dynamic Factor Models?
Banco de Espana Working Paper No. 1235
Maximo Camacho
,
Gabriel Perez-Quiros and
Yuliya Yuliya Lovcha
Autonomous University of Barcelona - Department of Economics
,
Bank of Spain
and
University of Navarra
Date Posted: October 11, 2012
Working Paper Series
12 downloads
Evaluating Predictive Densities of U.S. Output Growth and Inflation in a Large Macroeconomic Data Set
Barbara Rossi and
Tatevik Sekhposyan
Universitat Pompeu Fabra - ICREA
and
Bank of Canada
Date Posted: October 11, 2012
Last Revised: March 03, 2013
Working Paper Series
10 downloads
The Time-Varying Leading Properties of the High Yield Spread in the United States
Pierangelo De Pace and
Kyle D. Weber
Pomona College - Department of Economics
and
Pomona College - Department of Economics
Date Posted: October 10, 2012
Last Revised: February 24, 2013
Working Paper Series
32 downloads
Dividend Yields, Dividend Growth, and Return Predictability in the Cross-Section of Stocks
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Paulo F. Maio
and
Pedro Santa-Clara
Hanken School of Economics
and
Nova School of Business and Economics
Date Posted: October 08, 2012
Last Revised: April 28, 2013
Working Paper Series
231 downloads
Empirical Study on the Relationship between the Cross-Correlation among Stocks and the Stocks' Volatility Clustering
Salvatore Miccichè
University of Palermo - Department of Physics
Date Posted: October 08, 2012
Working Paper Series
27 downloads
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries
IZA Discussion Paper No. 6776
Zeynel Abidin Ozdemir ,
Mehmet Balcilar and
Aysit Tansel
Gazi University
,
Eastern Mediterranean University
and
Middle East Technical University (METU) - Department of Economics
Date Posted: October 06, 2012
Working Paper Series
An Analysis of Political and Institutional Power Dispersion: The Case of Turkey
Contemporary Economic Policy, Vol. 30, Issue 4, pp. 548-565, 2012
Ibrahim Tutar and
Aysit Tansel
Penetra Consulting
and
Middle East Technical University (METU) - Department of Economics
Date Posted: October 06, 2012
Accepted Paper Series
Synchronization of Economic Shocks between Gulf Cooperation Council and United States, Europe, Japan, and Oil Market: Choice of Exchange Rate Regime
Contemporary Economic Policy, Vol. 30, Issue 4, pp. 584-602, 2012
Won Joong Kim
,
Shawkat M. Hammoudeh and
Eisa Aleisa
Kangwon National University - Department of Economics
,
Drexel University - Lebow College of Business
and
Government of the Kingdom of Saudi Arabia - Saudi Arabian Monetary Agency (SAMA)
Date Posted: October 06, 2012
Accepted Paper Series
Modeling Gasoline Demand with Structural Breaks: New Evidence from Nigeria
International Journal of Energy Economics and Policy Vol. 2, No. 1, 2012, pp. 1-9
Olusegun A. Omisakin ,
Abimbola Oyinlola and
Oluwatosin Ademola Adeniyi
Redeemer's University, Nigeria
,
affiliation not provided to SSRN
and
Centre for the Study of the Economies of Africa
Date Posted: October 06, 2012
Accepted Paper Series
11 downloads
Modelling Time-Variation in the Stock Return-Dividend Yield Predictive Equation
David G. McMillan
University of Stirling
Date Posted: October 05, 2012
Working Paper Series
83 downloads
Structural Breaks, Parameter Stability and Energy Demand Modeling in Nigeria
International Journal of Economic Sciences and Applied Research, Volume 5 Issue 2, pp. 129-144
Olusegun A. Omisakin ,
Oluwatosin Ademola Adeniyi
and
Abimbola Oyinlola
Redeemer's University, Nigeria
,
Centre for the Study of the Economies of Africa
and
affiliation not provided to SSRN
Date Posted: October 04, 2012
Accepted Paper Series
9 downloads
Does US GDP Stall?
BIS Working Paper No. 387
Wai-Yip Alex Ho and
James Yetman
Hong Kong Monetary Authority
and
Bank for International Settlements (BIS)
Date Posted: October 03, 2012
Accepted Paper Series
11 downloads
Time-Varying Style Analysis and the Leverage of Funds of Hedge Funds
Benoit Dewaele
Université Libre de Bruxelles (ULB)
Date Posted: October 03, 2012
Last Revised: March 18, 2013
Working Paper Series
Finite Sample Comparison of Alternative Estimators of Itô Diffusion Processes -- A Monte Carlo Study
Journal of Computational Finance, 1999 (2), Nov. 3, 1-34
George J. Jiang and
John Knight
Washington State University
and
University of Western Ontario - Department of Economics
Date Posted: October 02, 2012
Accepted Paper Series
11 downloads
Selecting Predictors by Using Bayesian Model Averaging in Bridge Models
Bank of Italy Temi di Discussione (Working Paper) No. 872
Lorenzo Bencivelli
,
Massimiliano Giuseppe Marcellino and
Gianluca Moretti
Bank of Italy
,
European University Institute
and
UBS Global Asset Management
Date Posted: October 02, 2012
Working Paper Series
13 downloads
Stochastic Volatility and Jump-Diffusion --- Implications on Option Pricing
International Journal of Theoretical and Applied Finance, 1999 (2), No. 4, 409-440
George J. Jiang
Washington State University
Date Posted: October 02, 2012
Accepted Paper Series
26 downloads
Optimal Combination of Survey Forecasts
CEPR Discussion Paper No. DP9096
Cristina Conflitti
,
Christine De Mol
and
Domenico Giannone
affiliation not provided to SSRN
,
Free University of Brussels (VUB/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: September 28, 2012
Working Paper Series
5 downloads
Quadratic Hedging Schemes for General GARCH Models
Alex Badescu
,
Robert J. Elliott and
Juan-Pablo Ortega
University of Calgary
,
University of Calgary - Haskayne School of Business
and
Centre National de la Recherche Scientifique (CNRS)
Date Posted: September 27, 2012
Working Paper Series
31 downloads
Forecasting Inflation with a Simple and Accurate Benchmark: A Cross-Country Analysis
Pablo M. Pincheira
and
Carlos A. Medel
Central Bank of Chile - Research Department
and
Central Bank of Chile
Date Posted: September 26, 2012
Working Paper Series
14 downloads
Hedging of Time Discrete Auto-Regressive Stochastic Volatility Options
Joan del Castillo
and
Juan-Pablo Ortega
affiliation not provided to SSRN
and
Centre National de la Recherche Scientifique (CNRS)
Date Posted: September 26, 2012
Working Paper Series
11 downloads
Public Debt Burden and Economic Growth of Bangladesh: A VAR Approach
Tahmina Akhter and
Md. Hashibul Hassan
University of Dhaka
and
Jagannath University
Date Posted: September 26, 2012
Working Paper Series
69 downloads
Interaction of Macroeconomic Factors and Stock Market Index: Empirical Evidence from Indian Data
Pramod Kumar Naik
and
Puja Padhi
affiliation not provided to SSRN
and
Indian Institute of Technology (IIT), Bombay - Department of Humanities and Social Sciences
Date Posted: September 22, 2012
Working Paper Series
125 downloads
Nonparametric Predictive Regression
Cowles Foundation Discussion Paper No. 1878
Ioannis Kasparis
,
Elena Andreou and
Peter C. B. Phillips
University of Cyprus - Department of Economics
,
University of Cyprus - Department of Economics
and
Yale University - Cowles Foundation
Date Posted: September 22, 2012
Working Paper Series
On Confidence Intervals for Autoregressive Roots and Predictive Regression
Cowles Foundation Discussion Paper No. 1879
Peter C. B. Phillips
Yale University - Cowles Foundation
Date Posted: September 22, 2012
Working Paper Series
40 downloads
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