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Abstracts: 689,421
Full Text Papers: 578,954
Authors: 317,348
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67,503

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To date: 102,362,926
Last 12 months: 13,037,018
Last 30 days: 905,866

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306,598
Total References: 8,930,989
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SSRN eLibrary Search Results
JEL Code: C32
643,678 Total downloads
Showing Papers 2,451 - 2,500 of 4,261
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1 2 3 4 ... 86 | Next >
   

Incl. Electronic Paper Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads
Tinbergen Institute Discussion Paper 16-064/IV
Rutger-Jan Lange, Andre Lucas and Arjen Siegmann
Erasmus University Rotterdam (EUR), VU University Amsterdam - Faculty of Economics and Business and VU University Amsterdam
Date Posted: August 29, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Improving on Daily Measures of Price Discovery
Gustavo Fruet Dias, Marcelo Fernandes and Cristina Mabel Scherrer
University of Aarhus, Queen Mary University of London - Economics Department and Queen Mary, University of London
Date Posted: August 29, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Supplement To "Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets"
Gustavo Fruet Dias and George Kapetanios
University of Aarhus and University of London - Queen Mary College - Department of Economics
Date Posted: August 29, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Volatility Discovery
Gustavo Fruet Dias, Cristina Mabel Scherrer and Fotis Papailias
University of Aarhus, Queen Mary, University of London and quantf research
Date Posted: August 29, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper A Predictive System for International Trade Growth
KIEP Research Paper No. Working Papers-16-03
Sora CHON
kiep - kiep
Date Posted: August 27, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Monetary Transmission Mechanism with Firm Turnover
Lenno Uusküla
Bank of Estonia
Date Posted: August 26, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Multivariate Least Squares Forecasting Averaging by Vector Autoregressive Models
Jen-Che Liao and Wen-Jen Tsay
Academia Sinica - Institute of Economics and Academia Sinica - Institute of Economics
Date Posted: August 25, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Dynamic Conditional Correlations between Chinese Sector Returns and the S&P500 Index: An Interpretation Based on Investment Shocks
Myeong Hyeon Kim and Lingxia Sun
Korea Housing & Urban Guarantee Corporation and Business School of Nankai University
Date Posted: August 23, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Analyzing Precious Metals Returns Using a Kalman Smoother Approach
Marco Erling
BUW - Schumpeter School of Business and Economics
Date Posted: August 23, 2016
Working Paper Series
85 downloads

Incl. Electronic Paper Financial Market Volatility, Macroeconomic Fundamentals and Investor Sentiment
Bank of England Working Paper No. 608
Ching-Wai (Jeremy) Chiu, Richard D. F. Harris, Evarist Stoja and Michael Chin
Bank of England, University of Exeter - Business School, University of Bristol and Bank of England
Date Posted: August 23, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Education, Cognitive Ability and Cause-Specific Mortality: A Structural Approach
IZA Discussion Paper No. 10137
Govert E. Bijwaard, Mikko Myrskylä, Per Tynelius and Finn Rasmussen
Netherlands Interdisciplinary Demographic Institute (NIDI), London School of Economics & Political Science (LSE), Karolinska Institutet and Karolinska Institutet
Date Posted: August 22, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Generalized Autoregressive Score Models in R: The GAS Package
David Ardia, Kris Boudt and Leopoldo Catania
University of Neuchatel - Institute of Financial Analysis, Free University of Brussels (VUB) and University of Rome, 'Tor Vergata'
Date Posted: August 21, 2016
Working Paper Series
61 downloads

Incl. Electronic Paper Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach
Heni Boubaker, Giorgio Canarella, Rangan Gupta and Stephen M. Miller
IPAG Business School, California State University, Los Angeles - Department of Economics & Statistics, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Date Posted: August 20, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The Beta Heuristic from a Time/Frequency Perspective: A Wavelet Analysis of the Market Risk of the 10 S&P Sectors
Bruce Mcnevin and Joan Nix
Midway Group and Queens College
Date Posted: August 19, 2016
Working Paper Series
38 downloads

Incl. Electronic Paper Realized Wishart-Garch: A Score-Driven Multi-Asset Volatility Model
Tinbergen Institute Discussion Paper 2016-061/III
Peter Reinhard Hansen, Pawel Janus and Siem Jan Koopman
European University Institute - Economics Department (ECO), Independent and VU University Amsterdam
Date Posted: August 19, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper ARCO: An Artificial Counterfactual Approach For High-Dimensional Panel Time-Series Data
Carlos Carvalho, Ricardo Masini and Marcelo C. Medeiros
Central Bank of Brazil, Getulio Vargas Foundation (FGV), Sao Paulo School of Economics, Students and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Date Posted: August 17, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Innovation Outcomes and Partner-Type Selection in R&D Alliances: The Role of Simultaneous Diversification and Sequential Adaptation
Mathias Beck and Cindy Lopes Bento
University of Zurich - Department of Business Administration (IBW) and KU Leuven - Department of Managerial Economics, Strategy, and Innovation
Date Posted: August 17, 2016
Last Revised: August 19, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The Changing Transmission Mechanism of U.S. Monetary Policy
Norhana Endut, James Morley and Pao-Lin Tien
Central Bank of Malaysia, University of New South Wales and Bureau of Economic Analysis
Date Posted: August 17, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Has a High Value Added Tax Harmed the European Economy
L. Jan Reid
Coast Economic Consulting
Date Posted: August 16, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Judicial Indicators and Business Cycles in Brazil
Alexandre Samy de Castro
IPEA - Institute of Applied Economic Research
Date Posted: August 12, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Arbitrage-Free XVA
Forthcoming in Mathematical Finance
Maxim Bichuch, Agostino Capponi and Stephan Sturm
Johns Hopkins University, Columbia University and Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences
Date Posted: August 12, 2016
Accepted Paper Series
12 downloads

Incl. Electronic Paper Oil Prices and the Global Economy: Is it Different this Time Around?
CESifo Working Paper Series No. 5992
Kamiar Mohaddes and M. Hashem Pesaran
University of Cambridge - Faculty of Economics and Politics and USC Dornsife Institute for New Economic Thinking
Date Posted: August 12, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper On the Boundaries of the Shadow Economy: An Empirical Investigation
IZA Discussion Paper No. 10067
Eran Manes, Friedrich Schneider and Anat Tchetchik
Ben Gurion University of the Negev, Johannes Kepler University Linz - Department of Economics and Ben-Gurion University of the Negev
Date Posted: August 08, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Economic Information Transmissions between Shipping Markets: New Evidence from Freight Derivatives Markets
George Alexandridis, Satya Sahoo and Ilias Visvikis
ICMA Centre, Henley Business School, ICMA Centre, Henley Business School and World Maritime University
Date Posted: August 07, 2016
Working Paper Series
110 downloads

Incl. Electronic Paper Time-Varying Price Discovery Dynamics of Corporate Credit Default Swaps and Bonds
Josephine Molleyres
University of Basel - Department of Finance
Date Posted: August 04, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional Autoregressive Dynamics
SFB 649 Discussion Paper 2016-025
Ying Chen, Wee Song Chua and Wolfgang K. Härdle
National University of Singapore (NUS), National University of Singapore (NUS) and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: August 04, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Time-Dependent Black-Litterman
Methodological working paper 2016-02, June 2016
Martin van der Schans and Hens Steehouwer
Ortec Finance and ORTEC Centre for Financial Research (OCFR)
Date Posted: August 04, 2016
Working Paper Series
71 downloads

Incl. Electronic Paper Oil Prices and the Global Economy: Is it Different this Time Around?
Globalization and Monetary Policy Institute Working Paper No. 277
Kamiar Mohaddes and M. Hashem Pesaran
University of Cambridge - Faculty of Economics and Politics and USC Dornsife Institute for New Economic Thinking
Date Posted: July 27, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper The Cointegrated Vector Autoregressive Model with General Deterministic Terms
Soren Johansen and Morten Ørregaard Nielsen
University of Copenhagen - Department of Economics and Queen's University - Department of Economics
Date Posted: July 27, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets
DIW Berlin Discussion Paper No. 1602
Christoph Grosse Steffen and Maximilian Podstawski
German Institute for Economic Research (DIW Berlin) and DIW Berlin
Date Posted: July 25, 2016
Last Revised: August 13, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test
Emprica, Journal of Applied Economics and Economic Policy, Forthcoming
Tsangyao Chang, Hsiao-Ping Chu, Frederick W. Deale, Rangan Gupta and Stephen M. Miller
Feng Chia University - Finance, affiliation not provided to SSRN, affiliation not provided to SSRN, University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Date Posted: July 25, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Time-Varying Arbitrage and Dynamic Price Discovery
Remco C. J. Zwinkels and Bart Frijns
Vrije Universiteit Amsterdam and Auckland University of Technology - Faculty of Business & Law
Date Posted: July 24, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper A Vector Heterogeneous Autoregressive Index Model for Realized Volatility Measures
CEIS Working Paper No. 391
Gianluca Cubadda, Barbara Guardabascio and Alain Hecq
University of Rome II - Department of Economics and Finance, University of Rome, Tor Vergata and Maastricht University - Department of Economics
Date Posted: July 23, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Improved Forecasting of Realized Variance Measures
Jeremias Bekierman and Hans Manner
University of Cologne - Department of Econometrics and Statistics and Universitat zu Koln
Date Posted: July 22, 2016
Working Paper Series
80 downloads

Incl. Electronic Paper On the Exposure of the BRIC Countries to Global Economic Shocks
DIW Berlin Discussion Paper No. 1594
Ansgar Hubertus Belke, Christian Dreger and Irina Dubova
University of Duisburg-Essen - Department of Economics, German Institute for Economic Research (DIW Berlin) and University of Duisburg-Essen
Date Posted: July 21, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility
Arabinda Basistha, Alexander Kurov and Marketa Halova Wolfe
West Virginia University - College of Business & Economics, West Virginia University - College of Business & Economics and Skidmore College - Department of Economics
Date Posted: July 21, 2016
Working Paper Series
47 downloads

Incl. Electronic Paper Estimation of Structural Breaks in Large Panels with Cross-Sectional Dependence
Jiti Gao, Guangming Pan and Yanrong Yang
Monash University - Department of Econometrics & Business Statistics, Nanyang Technological University (NTU) and Monash University - Department of Econometrics & Business Statistics
Date Posted: July 20, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series
Bo Zhang, Guangming Pan and Jiti Gao
School of Physical and Mathematical Sciences, Nanyang Technological University (NTU) and Monash University - Department of Econometrics & Business Statistics
Date Posted: July 20, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Oil Price Elasticities and Oil Price Fluctuations
FRB International Finance Discussion Paper No. 1173
Dario Caldara, Michele Cavallo and Matteo M. Iacoviello
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System - Division of Monetary Affairs and Federal Reserve Board - Trade and Financial Studies
Date Posted: July 19, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Financial Cyclical Factors and Growth: Insights from an Augmented Stochastic Solow Growth Model
Michael Donadelli, Giulia Livieri and Antonio Paradiso
Research Center SAFE - Goethe University Frankfurt, Scuola Normale Superiore and Ca Foscari University of Venice - Dipartimento di Economia
Date Posted: July 19, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Smile at Errors: A Discrete-Time Stochastic Volatility Framework for Pricing Options with Realized Measures
Giacomo Bormetti, Roberto Casarin, Fulvio Corsi and Giulia Livieri

Date Posted: July 19, 2016
Last Revised: July 28, 2016
Working Paper Series
53 downloads

Incl. Electronic Paper Family Firms and the Professional Manager Market
Hokuto Dazai, Takuji Saito, Zenichi Shishido and Noriyuki Yanagawa
Independent, Waseda University, Hitotsubashi University Graduate School of International Corporate Strategy and University of Tokyo - Faculty of Economics
Date Posted: July 19, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Japanese Corporate Governance from the Perspective of Family Firms
Hokuto Dazai, Takuji Saito, Zenichi Shishido and Noriyuki Yanagawa
Independent, Waseda University, Hitotsubashi University Graduate School of International Corporate Strategy and University of Tokyo - Faculty of Economics
Date Posted: July 19, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Mortality Effects of Temperature Changes in the United Kingdom
Malgorzata Seklecka, Athanasios A. Pantelous and Colin O'Hare
University of Liverpool - Institute of Financial and Actuarial Mathematics, Department of Mathematical Sciences, University of Liverpool and Monash University - Department of Econometrics & Business Statistics
Date Posted: July 18, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Economic Growth and Public and Private Investment Returns
ISEG-UL Working Paper No. 14/2016/DE/UECE
Antonio Afonso and Miguel St. Aubyn
University of Lisbon - ISEG (School of Economics and Management) and Technical University of Lisbon - ISEG (School of Economics and Management)
Date Posted: July 18, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Oil Prices and the Global Economy: Is it Different this Time Around?
USC-INET Research Paper No. 16-21
Kamiar Mohaddes and M. Hashem Pesaran
University of Cambridge - Faculty of Economics and Politics and USC Dornsife Institute for New Economic Thinking
Date Posted: July 11, 2016
Working Paper Series
110 downloads

Incl. Electronic Paper Estimating Jump-Diffusions Using Closed-Form Likelihood Expansions -- Online Supplementary Material
Chenxu Li and Dachuan Chen
Peking University and University of Illinois at Chicago
Date Posted: July 11, 2016
Working Paper Series
17 downloads

Current Account, Productivity and Terms of Trade Shocks in Norway
Applied Economics Letters, Vol. 18, No. 18, 2011
Cesar Sobrino
University of Turabo
Date Posted: July 11, 2016
Accepted Paper Series

Incl. Electronic Paper Macroeconomic Stress-Testing of Mortgage Default Rate Using a Vector Error Correction Model and Entropy Pooling
David Ardia, Anas Guerrouaz and Jeanne Rey
University of Neuchatel - Institute of Financial Analysis, Laval University - Département de Finance et Assurance and National Bank of Canada
Date Posted: July 09, 2016
Working Paper Series
25 downloads

Pricing Sovereign Credit Risk of an Emerging Market
ECB Working Paper No. 1924
Gonzalo Camba-Mendez, Konrad Kostrzewa, Anna Marszal (Mospan) and Dobromil Serwa
European Central Bank (ECB), NBP, National Bank of Poland and National Bank of Poland
Date Posted: July 08, 2016
Working Paper Series


 

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