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Full Text Papers: 573,698
Authors: 314,874
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Last 30 days: 864,754

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SSRN eLibrary Search Results
JEL Code: C32
637,305 Total downloads
Showing Papers 2,451 - 2,500 of 4,230
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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
3 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
18 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
2 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
22 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
2 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
1 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
9 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 21, 2016
Working Paper Series
38 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
4 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
3 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
3 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
4 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
36 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
8 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
16 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

Incl. Electronic Paper The Economics of State Fragmentation: Assessing the Economic Impact of Secession - Addendum
VIVES Discussion Paper 55
Jo Reynaerts and Jakob Vanschoonbeek
KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven, Faculty of Business and Economics (FEB)
Date Posted: July 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Credit Spreads, Economic Activity and Fragmentation
ECB Working Paper No. 1930
Roberto A. De Santis
European Central Bank (ECB) - Directorate General Economics
Date Posted: July 07, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Whose Inflation Is It Anyway? The Inflation Spillovers Between The Euro Area and Small Open Economies
National Bank of Poland Working Paper No. 223
Aleksandra Halka and Karol Szafranek
National Bank of Poland and National Bank of Poland
Date Posted: July 07, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Equity Fund Flows and Stock Market Returns in the US Before and After the Global Financial Crisis: A VAR-GARCH-in-mean Analysis
CESifo Working Paper Series No. 5932
Vassilios Babalos, Guglielmo Maria Caporale and Nicola Spagnolo
Department of Accounting & Finance, Technological Educational Institute of Peloponnese, Brunel University London - Department of Economics and Finance and Brunel University
Date Posted: July 06, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Excise Tax Changes and Their Impact on Gadam Sorghum Demand in Kenya
A paper prepared for the AAAE 2016 conference, Addis Ababa
Stephen Mailu and W. Mulinge
Kenya Agricultural and Livestock Research Organization and Kenya Agricultural Research Institute (KARI) - Kenya Agricultural and Livestock Research Organization
Date Posted: July 04, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Economic Policy Uncertainty and Housing Returns in Germany: Evidence from a Bootstrap Rolling Window
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 34, No. 1, 2016, pp. 43-61,
David Su, Xin Li, Oana-Ramona Lobonţ and Yanping Zhao
Ocean University of China, Peking University, West University of Timisoara and Ocean University of China
Date Posted: July 03, 2016
Accepted Paper Series
8 downloads

Incl. Electronic Paper Pricing Sovereign Credit Risk of an Emerging Market
ECB Working Paper No. 1924
Gonzalo Camba-Mendez, Konrad Kostrzewa, Anna Marszal and Dobromil Serwa
European Central Bank (ECB), NBP, Independent and National Bank of Poland
Date Posted: June 29, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Testing for Non-Fundamentalness
Mehdi Hamidi Sahneh
Universidad Carlos III de Madrid
Date Posted: June 28, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper A Mortality Model for Multi-Populations: A Semi-Parametric Approach
SFB 649 Discussion Paper 2016-023, Economic Risk, Berlin
Lei Fang, Wolfgang K. Härdle and Juhyun Park
Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE), Humboldt University of Berlin - Institute for Statistics and Econometrics and Lancaster University
Date Posted: June 27, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Measuring Spot Variance Spillovers When (Co)Variances are Time-Varying - The Case of Multivariate GARCH Models
Matthias R. Fengler and Helmut Herwartz
University of St. Gallen - School of Economics and Political Science and University of Kiel - Institute of Statistics and Econometrics
Date Posted: June 25, 2016
Working Paper Series
11 downloads

Time-Varying Mark-Up and the ECB Monetary Policy Transmission in a Highly Non Linear Framework
Forthcoming International Review of Economics and Finance, doi:10.1016/j.iref.2016.06.001
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Date Posted: June 25, 2016
Accepted Paper Series

Incl. Electronic Paper Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model
BAFFI CAREFIN Centre Research Paper No. 2016-23
Massimo Guidolin, Alexei G. Orlov and Manuela Pedio
Bocconi University - Department of Finance, Securities and Exchange Commission and Baffi Carefin Centre, Bocconi University
Date Posted: June 24, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Brexit or Bremain? Evidence from Bubble Analysis
Marco Bianchetti, Davide Emilio Galli, Camilla Ricci, Angelo Salvatori and Marco Scaringi
Intesa Sanpaolo - Financial and Market Risk Management, Dipartimento di Fisica, Università degli Studi di Milano, Intesa Sanpaolo-Financial and Market Risk Management, Dipartimento di Fisica, Università degli Studi di Milano and Dipartimento di Fisica, Università degli Studi di Milano
Date Posted: June 23, 2016
Working Paper Series
194 downloads

Incl. Electronic Paper Forecasting Economic Activity with Mixed Frequency Bayesian Vars
FRB of Chicago Working Paper No. WP-2016-5
Scott A. Brave, R. Andrew Butters and Alejandro Justiniano
Federal Reserve Bank of Chicago, Kelley School of Business, Indiana University and Federal Reserve Bank of Chicago
Date Posted: June 22, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Testing for Granger Causality in Large Mixed-Frequency VARs
Bundesbank Discussion Paper No. 45/2015
Thomas B. Götz, Alain Hecq and Stephan Smeekes
Deutsche Bundesbank, Maastricht University - Department of Economics and Maastricht University - Department of Quantitative Economics
Date Posted: June 21, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Do Speculative Traders Anticipate or Follow USD/EUR Exchange Rate Movements? New Evidence on the Efficiency of the Eur Currency Futures Market
Bundesbank Discussion Paper No. 41/2015
Oliver Hossfeld and Andreas Röthig
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper The Synchronization of European Credit Cycles
Bundesbank Discussion Paper No. 20/2015
Barbara Meller and Norbert Metiu
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Financial Frictions and Global Spillovers
Bundesbank Discussion Paper No. 04/2015
Norbert Metiu, Björn Hilberg and Michael Grill
Deutsche Bundesbank, Goethe University Frankfurt and European Central Bank (ECB)
Date Posted: June 21, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Forecast-Error-Based Estimation of Forecast Uncertainty When the Horizon is Increased
Bundesbank Discussion Paper No. 40/2014
Malte Knüppel
Deutsche Bundesbank - Research Centre
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Carry Funding and Safe Haven Currencies: A Threshold Regression Approach
Bundesbank Discussion Paper No. 34/2014
Oliver Hossfeld and Ronald MacDonald
Handelshochschule Leipzig (HHL) and University of Glasgow - Adam Smith Business School
Date Posted: June 21, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper The Multivariate Option Ipod Framework: Assessing Systemic Financial Risk
Bundesbank Discussion Paper No. 20/2014
Philipp Matros and Johannes Vilsmeier
affiliation not provided to SSRN and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Time Variation in Macro-Financial Linkages
Bundesbank Discussion Paper No. 13/2013
Esteban Prieto, Sandra Eickmeier and Massimiliano Giuseppe Marcellino
University of Tuebingen, Deutsche Bundesbank and European University Institute
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Monetary Policy and the Oil Futures Market
Bundesbank Discussion Paper No. 35/2012
Sandra Eickmeier and Marco J. Lombardi
Deutsche Bundesbank and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: June 21, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Measuring Option Implied Degree of Distress in the Us Financial Sector Using the Entropy Principle
Bundesbank Discussion Paper No. 30/2012
Philipp Matros and Johannes Vilsmeier
University of Regensburg and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Identifying Time Variability in Stock and Interest Rate Dependence
Bundesbank Discussion Paper No. 24/2012
Michael Stein, Mevlud Islami and Jens Lindemann
University of Duisburg-Essen, Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The Impact of Unconventional Monetary Policy on the Sovereign Bank Nexus within and Across EU Countries. A Time-Varying Conditional Correlation Analysis
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Date Posted: June 20, 2016
Last Revised: June 23, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Measuring Spillovers between the US and Emerging Markets
HKIMR Working Paper No.08/2016
Tom Fong, Ka-Fai Li and Angela Sze
Hong Kong Monetary Authority, Hong Kong Monetary Authority and Independent
Date Posted: June 20, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Link between Indian and Major Asian Stock Markets: An Empirical Study
Business Analyst, 36(2), 199-218
Gurmeet Singh
Unitedworld School of Business
Date Posted: June 20, 2016
Accepted Paper Series
16 downloads

Incl. Electronic Paper The Empirical Investigation of Relationship between Return, Volume & Volatility in Indian Stock Market
IPE Journal of Management, 5(2), 89-107
Gurmeet Singh
Unitedworld School of Business
Date Posted: June 20, 2016
Accepted Paper Series
13 downloads

Incl. Electronic Paper Business, Housing and Credit Cycles
ECB Working Paper No. 1915
Gerhard Rünstler and Marente Vlekke
European Central Bank and CPB Netherlands Bureau of Economic Policy Analysis
Date Posted: June 19, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Exchange Rate Forecasting with DSGE Models
ECB Working Paper No. 1905
Michele Ca'Zorzi, Marcin Kolasa and Michał Rubaszek
European Central Bank (ECB), National Bank of Poland and National Bank of Poland
Date Posted: June 18, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper An Estimation of the Deposit Insurance Premium from Bank CDS Spreads: An Application of the Structural Approach with a Normal Firm Value Diffusion Process
James Chen
Research137 LLC
Date Posted: June 16, 2016
Working Paper Series
11 downloads


 

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