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JEL Code: C13
355,791 Total downloads
Showing Papers 251 - 300 of 2,072
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The Impacts of Financial Policies on Inflation Rates in Sudan (1989-2010)
Issam A.W. Mohamed
Al-Neelain University - Department of Economics
Date Posted: April 14, 2012
Working Paper Series
45 downloads
Considerations on Partially Identified Regression Models
ZEW - Centre for European Economic Research Discussion Paper No. 12-024
Daniel Cerquera
,
Francois Laisney and
Hannes Ullrich
Centre for European Economic Research (ZEW)
,
Universite Louis Pasteur - BETA-Theme
and
University of Zurich - Faculty of Economics, Business Administration and Information Technology
Date Posted: April 12, 2012
Last Revised: April 17, 2012
Working Paper Series
8 downloads
Econometric Modeling of Exchange Rate Volatility and Jumps
Federal Reserve Bank of St. Louis Working Paper No. 2012-008A
Deniz Erdemlioglu
,
Sébastien Laurent and
Christopher J. Neely
University of Namur - FUNDP
,
Maastricht University - Department of Quantitative Economics
and
Federal Reserve Bank of St. Louis - Research Division
Date Posted: April 12, 2012
Working Paper Series
58 downloads
Emerging Market Betas and the Cross Section of Hedge Fund Returns
Mustafa O. Caglayan
and
Sevan Ulutas
Ozyegin University
and
Garanti Asset Management
Date Posted: April 09, 2012
Last Revised: April 17, 2012
Working Paper Series
115 downloads
R&D and Aggregate Fluctuations
World Bank Policy Research Working Paper No. 6017
Erhan Artuc
and
Panayiotis M. Pourpourides
World Bank
and
Cardiff University - Cardiff Business School
Date Posted: April 09, 2012
Working Paper Series
32 downloads
Equities' Exposures to Currencies: Beyond the Loglinear Model
Kris Boudt
KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: April 08, 2012
Last Revised: February 04, 2013
Working Paper Series
68 downloads
Empirical Pricing Kernel Estimation Using a Functional Gradient Descent Algorithm Based on Splines
Pirmin Meier
and
Francesco Audrino
University of St. Gallen
and
University of St. Gallen
Date Posted: April 05, 2012
Last Revised: December 17, 2012
Working Paper Series
68 downloads
Ripple Effects: Sarbanes Oxley’s Impact upon Investor Risk in a Global Economy
(Forthcoming: May), Vakkur, N. and Herrera, Z. (2012), Ripple Effects: Sarbanes Oxley's Impact upon Investor Risk in a Global Economy, Review of Accounting and Finance.
Nicholas V. Vakkur
and
Zulma J. Herrera
Trident University
and
Herrera-Vakkur Consulting
Date Posted: April 05, 2012
Accepted Paper Series
302 downloads
Common Drifting Volatility in Large Bayesian Vars
CEPR Discussion Paper No. DP8894
Andrea Carriero
,
Todd E. Clark and
Massimiliano Giuseppe Marcellino
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
,
Federal Reserve Bank of Cleveland
and
European University Institute
Date Posted: April 04, 2012
Working Paper Series
Lifetime Dependence Modelling Using a Truncated Multivariate Gamma Distribution
UNSW Australian School of Business Research Paper No. AIPAR 2012/3
Daniel H. Alai
,
Zinoviy Landsman
and
Michael Sherris
Australian School of Business at UNSW
,
University of Haifa, Department of Statistics
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: April 02, 2012
Last Revised: March 26, 2013
Working Paper Series
52 downloads
A Comparison of a Production Smoothing Model and a Dynamic Factor Demand Model with Inventories: Applications to French Industrial Sectors
Annales d'Economie et de Statistique, Vol. 46, pp. 141-160, 1997
Marga Peeters
De Nederlandsche Bank
Date Posted: April 01, 2012
Accepted Paper Series
11 downloads
Testing Weak Cross-Sectional Dependence in Large Panels
IZA Discussion Paper No. 6432
M. Hashem Pesaran
University of Southern California
Date Posted: March 31, 2012
Working Paper Series
22 downloads
Riding on a Non-Gaussian Smile
Midwest Finance Association 2013 Annual Meeting Paper
Sofiane Aboura
,
Sébastien Valeyre
and
Niklas Wagner
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
,
John Locke Investments
and
Passau University
Date Posted: March 30, 2012
Last Revised: January 25, 2013
Working Paper Series
86 downloads
An Extended Model for Estimating Discretionary Loan Loss Provisions in Brazilian Banks
Jose Alves Dantas
and
Paulo Roberto B. Lustosa
Central Bank of Brazil
and
University of Brasilia
Date Posted: March 29, 2012
Last Revised: April 26, 2012
Working Paper Series
50 downloads
A Social Disclosure Index for Assessing Social Programmes in Brazilian Listed Firms
Rodrigo S. Gonçalves
,
Elionor F.J. Weffort
and
Jorge K. Niyama
University of Brasília (UnB) - Department of Accounting
,
Fundação Escola de Comércio Álvares Penteado (FECAP)
and
University of Brasília (UnB) - Department of Accounting
Date Posted: March 28, 2012
Last Revised: October 01, 2012
Working Paper Series
Estimating Networks: Lasso for Spatial Weights
Pedro Carvalho Loureiro Souza
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Date Posted: March 27, 2012
Last Revised: April 05, 2013
Working Paper Series
Bayesian Analysis in Moment Inequality Models
Yuan Liao
and
Wenxin Jiang
University of Maryland
and
affiliation not provided to SSRN
Date Posted: March 26, 2012
Working Paper Series
10 downloads
Expansion of Lévy Process Functionals and its Application in Statistical Estimation
Jiti Gao and
Chaohua Dong
Monash University - Department of Econometrics & Business Statistics
and
Monash University - Department of Econometrics and Business Statistics
Date Posted: March 22, 2012
Working Paper Series
8 downloads
Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models
Jiti Gao
Monash University - Department of Econometrics & Business Statistics
Date Posted: March 22, 2012
Last Revised: September 12, 2012
Working Paper Series
19 downloads
Solving Replication Problems in Complete Market by Orthogonal Series Expansion
Jiti Gao and
Chaohua Dong
Monash University - Department of Econometrics & Business Statistics
and
Monash University - Department of Econometrics and Business Statistics
Date Posted: March 22, 2012
Last Revised: April 15, 2012
Working Paper Series
15 downloads
A Forward-Looking Model of the Term Structure of Interest Rates
Albert Lee Chun
Copenhagen Business School
Date Posted: March 20, 2012
Last Revised: April 02, 2013
Working Paper Series
18 downloads
Reconstructing High Dimensional Dynamic Distributions from Distributions of Lower Dimension
Stanislav Anatolyev ,
Renat Khabibullin
and
Artem Prokhorov
New Economic School
,
Barclays Capital
and
Concordia University, Quebec - Department of Economics
Date Posted: March 20, 2012
Working Paper Series
18 downloads
Downside Risk and Long-Horizon Stock Return Reversals
Nikolaos T. Artavanis
and
Gregory B. Kadlec
Virginia Polytechnic Institute & State University - Pamplin College of Business
and
Virginia Polytechnic Institute & State University - Pamplin College of Business
Date Posted: March 18, 2012
Last Revised: January 28, 2013
Working Paper Series
94 downloads
Common Drifting Volatility in Large Bayesian VARs
FRB of Cleveland Working Paper No. 12-06
Andrea Carriero
,
Todd E. Clark and
Massimiliano Giuseppe Marcellino
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
,
Federal Reserve Bank of Cleveland
and
European University Institute
Date Posted: March 18, 2012
Accepted Paper Series
7 downloads
Common Errors: How to (and Not to) Control for Unobserved Heterogeneity
AFA 2013 San Diego Meetings Paper
Todd A. Gormley
and
David A. Matsa
University of Pennsylvania - The Wharton School
and
Northwestern University - Kellogg School of Management
Date Posted: March 17, 2012
Last Revised: October 20, 2012
Working Paper Series
728 downloads
Anchoring Credit Default Swap Spreads to Firm Fundamentals
Jennie Bai and
Liuren Wu
Federal Reserve Bank of New York
and
City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: March 15, 2012
Working Paper Series
49 downloads
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
Turan G. Bali ,
Nusret Cakici and
Robert Whitelaw
Georgetown University - Robert Emmett McDonough School of Business
,
Fordham University - Graduate School of Business
and
New York University
Date Posted: March 15, 2012
Working Paper Series
52 downloads
Liquidity Shocks and Stock Market Reactions
Turan G. Bali ,
Lin Peng ,
Yannan Shen
and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
Baruch College/CUNY - Zicklin School of Business
,
CUNY Baruch College
and
Fordham University - School of Business
Date Posted: March 15, 2012
Last Revised: July 03, 2012
Working Paper Series
80 downloads
Empirical Evidence Against CAPM: Relating Alphas and Returns to Betas
Mayur Agrawal
,
Debabrata Mohapatra
and
Ilya Pollak
Purdue University
,
Purdue University
and
Purdue University
Date Posted: March 14, 2012
Last Revised: March 24, 2012
Working Paper Series
169 downloads
Non-Parametric Prediction of the Mid-Price Dynamics in a Limit Order Book
Deepan Palguna
and
Ilya Pollak
Purdue University - School of Electrical and Computer Engineering, Purdue University
and
Purdue University
Date Posted: March 14, 2012
Last Revised: January 17, 2013
Working Paper Series
219 downloads
Book-to-Market and the Cross-Section of Expected Returns in International Stock Markets
Turan G. Bali ,
Nusret Cakici and
Frank J. Fabozzi
Georgetown University - Robert Emmett McDonough School of Business
,
Fordham University - Graduate School of Business
and
EDHEC Business School
Date Posted: March 13, 2012
Last Revised: March 19, 2012
Working Paper Series
138 downloads
Liquidity Shocks and Stock Market Reactions
Fordham University Schools of Business Research Paper No. 2020476
Turan G. Bali ,
Lin Peng ,
Yannan Shen
and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
Baruch College/CUNY - Zicklin School of Business
,
CUNY Baruch College
and
Fordham University - School of Business
Date Posted: March 13, 2012
Last Revised: July 09, 2012
Working Paper Series
422 downloads
Keep it Simple: Dynamic Bond Portfolios Under Parameter Uncertainty
Peter Feldhütter
,
Linda Sandris Larsen ,
Claus Munk and
Anders B. Trolle
London Business School
,
University of Southern Denmark
,
Copenhagen Business School
and
Ecole Polytechnique Fédérale de Lausanne
Date Posted: March 12, 2012
Last Revised: November 16, 2012
Working Paper Series
88 downloads
Nonlinear Forecasting Using a Large Number of Predictors
Rivista Italiana degli Economisti, Vol. 1, April 2012
Alessandro Giovannelli
University of Rome II
Date Posted: March 12, 2012
Accepted Paper Series
Decomposing the Composition Effect
IZA Discussion Paper No. 6397
Christoph Rothe
affiliation not provided to SSRN
Date Posted: March 10, 2012
Working Paper Series
20 downloads
Estimating Retail Demand with Poisson Mixtures and Out-of-Sample Likelihood
Applied Stochastic Models in Business and Industry, Forthcoming
Howard Hao-Chun Chuang
and
Rogelio Oliva
College of Commerce, National Chengchi University
and
Texas A&M University
Date Posted: March 07, 2012
Last Revised: May 03, 2013
Accepted Paper Series
10 downloads
Estimating a Banking-Macro Model for Europe Using a Multi-Regime VAR
Willi Semmler Sr. and
Stefan Mittnik
The New School - Department of Economics
and
University of Kiel - Institute of Statistics & Econometrics
Date Posted: February 27, 2012
Working Paper Series
40 downloads
Bayesian Analysis of the Censored Regression Model with an AEPD Error Term
Cheng Gao
and
Hiroki Tsurumi
Rutgers University, Department of Economics
and
Rutgers University
Date Posted: February 24, 2012
Working Paper Series
44 downloads
Threshold Estimation from a Generated Auxiliary Regression: With an Application to U.S. Stock Returns
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: February 24, 2012
Last Revised: April 03, 2012
Working Paper Series
58 downloads
The Joint Cross Section of Stocks and Options
Georgetown McDonough School of Business Research Paper No. 2012-10
Andrew Ang ,
Turan G. Bali and
Nusret Cakici
Columbia Business School - Finance and Economics
,
Georgetown University - Robert Emmett McDonough School of Business
and
Fordham University - Graduate School of Business
Date Posted: February 22, 2012
Last Revised: November 01, 2012
Working Paper Series
274 downloads
Efficient and Feasible Inference for the Components of Financial Variation Using Blocked Multipower Variation
Per A. Mykland ,
Neil Shephard and
Kevin Sheppard
University of Chicago - Department of Statistics
,
University of Oxford - Oxford-Man Institute
and
University of Oxford - Department of Economics
Date Posted: February 21, 2012
Working Paper Series
123 downloads
Meandian: A Measure of Location Based on Signed Rank of Deviations
John R. Doyle
Cardiff University - Cardiff Business School
Date Posted: February 21, 2012
Last Revised: March 06, 2012
Working Paper Series
119 downloads
The Case for Higher Frequency Inflation Expectations
Giselle Guzman
Economic Alchemy LLC
Date Posted: February 21, 2012
Last Revised: June 08, 2012
Working Paper Series
25 downloads
The Indirect Continuum-GMM Estimation
Rachidi Kotchoni
University of Montréal - Department of Economics
Date Posted: February 21, 2012
Working Paper Series
37 downloads
Concept-Based Bayesian Model Averaging and Growth Empirics
CentER Discussion Paper Series No. 2012-017
J.R. Magnus and
Wendun Wang
Tilburg University, CentER
and
Tilburg University, CentER
Date Posted: February 17, 2012
Working Paper Series
24 downloads
The Missing Cycle in the HP Filter and the Measurement of Cyclically-Adjusted Budget Balances
Matthias F. Mohr
European Central Bank (ECB)
Date Posted: February 16, 2012
Working Paper Series
12 downloads
Internet Search Behavior as an Economic Forecasting Tool: The Case of Inflation Expectations
The Journal of Economic and Social Measurement, Vol. 36, No. 3, December 2011
Giselle Guzman
Economic Alchemy LLC
Date Posted: February 14, 2012
Last Revised: October 31, 2012
Accepted Paper Series
119 downloads
An Inflation Expectations Horserace
Giselle Guzman
Economic Alchemy LLC
Date Posted: February 14, 2012
Last Revised: June 13, 2012
Working Paper Series
24 downloads
Multilateral Environmental Agreements Up to 2050: Are They Sustainable Enough?
Ifo Working Paper No. 98
Christoph Jessberger
Bauhaus Luftfahrt e.V.
Date Posted: February 14, 2012
Working Paper Series
70 downloads
Using Sentiment Surveys to Predict GDP Growth and Stock Returns
THE MAKING OF NATIONAL ECONOMIC FORECASTS, Lawrence R. Klein, ed., Edward Elgar Publishing, 2009
Giselle Guzman
Economic Alchemy LLC
Date Posted: February 14, 2012
Last Revised: June 08, 2012
Accepted Paper Series
59 downloads
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