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JEL Code: C32
451,258 Total downloads
Showing Papers 251 - 300 of 3,074
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Market Regimes and Herding Behavior in Chinese A and B Shares
Mehmet Balcilar ,
Riza Demirer
and
Shawkat M. Hammoudeh
Date Posted: September 22, 201247 downloads
Nonparametric Predictive Regression Cowles Foundation Discussion Paper No. 1878
Ioannis Kasparis
,
Elena Andreou and
Peter C. B. Phillips
Date Posted: September 22, 2012
Loan Supply Shocks and the Business Cycle ECB Working Paper No. 1469
Luca Gambetti and
Alberto Musso
Date Posted: September 21, 201224 downloads
Analysis of Stock Indices and Their Impact on Market Index
Piyush Kumar Singh
and
Keyur B. Thaker
Date Posted: September 20, 2012Last Revised: October 22, 201276 downloads
Long Memory in German Energy Price Indices CESifo Working Paper Series No. 3935
Carlos Pestana Barros ,
Guglielmo Maria Caporale and
Luis A. Gil-Alana
Date Posted: September 20, 201216 downloads
Finite Sample Forecasting with Estimated Temporally Aggregated Linear Processes
Lyudmila Grigoryeva
and
Juan-Pablo Ortega
Date Posted: September 19, 2012Last Revised: October 31, 201222 downloads
Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range
Manabu Asai
Date Posted: September 19, 201229 downloads
Investor Herds and Regime-Switching: Evidence from Gulf Arab Stock Markets
Mehmet Balcilar ,
Riza Demirer
and
Shawkat M. Hammoudeh
Date Posted: September 18, 201226 downloads
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
Goodness C. Aye
,
Mehmet Balcilar ,
Rangan Gupta
,
Charl Jooste ,
Stephen M. Miller and
Zeynel Abidin Ozdemir
Date Posted: September 16, 2012Last Revised: December 04, 201216 downloads
In Search for a Credit Crunch in Germany Ruhr Economic Paper No. 361
Torsten Schmidt and
Lina Zwick
Date Posted: September 15, 201213 downloads
International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach Melbourne Institute Working Paper No. 18
Matthew Greenwood-Nimmo
,
Viet Hoang Nguyen and
Yongcheol Shin
Date Posted: September 15, 201217 downloads
VAR Analysis of the Determinants of the Foreigners’ Transactions in Istanbul Stock Exchange International Journal of Economics and Finance, Vol.4, No.10, pp. 180-191, October 2012
Ali Hepsen
and
Bora Ozkan
Date Posted: September 15, 201240 downloads
Debt Dynamics and the Relationship between Consumption and Cyclical Wealth Changes Economic Record, Vol. 88, Issue 282, pp. 330-340, 2012
Emmanuel De Veriman
and
Ashley Dunstan
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 14, 2012
Gold as an Inflation Hedge in a Time-Varying Coefficient Framework Ruhr Economic Paper No. 362
Joscha Beckmann
and
Robert Czudaj
Date Posted: September 13, 2012113 downloads
Automated Model Selection in Finance: General‐To‐Specific Modelling of the Mean and Volatility Specifications Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 5, pp. 716-735, 2012
Genaro Sucarrat
and
Alvaro Escribano
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 12, 2012
Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes
Taras Bodnar
and
Nikolaus Hautsch
Date Posted: September 12, 201270 downloads
Long-Run Trends or Short-Run Fluctuations – What Establishes the Correlation between Oil and Food Prices? Ruhr Economic Paper No. 357
Karoline Krätschell
and
Torsten Schmidt
affiliation not provided to SSRN
and
Rhine-Westphalia Institute for Economic Research (RWI)
Date Posted: September 12, 201234 downloads
Non-Linearity Induced Weak Instrumentation Cowles Foundation Discussion Paper No. 1872
Ioannis Kasparis
,
Peter C. B. Phillips and
Tassos Magdalinos
Date Posted: September 07, 201218 downloads
Effect of Decimalization on Market Equilibrium and Price Discovery
Surya Chelikani
Date Posted: September 06, 201227 downloads
Multivariate Volatility Models: An Application to IBOVESPA and Dow Jones Industrial Cuadernos de Economía, Vol. 31, No. 56, 2011,
Jorge Alberto Achcar
,
Edilberto Cepeda-Cuervo
and
Milton Barossi-Filho
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 06, 20128 downloads
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-11
Giuseppe Cavaliere ,
Anders Rahbek
and
A. M. Robert Taylor
affiliation not provided to SSRN
Date Posted: September 05, 20127 downloads
Revisiting Fiscal Sustainability: Panel Cointegration and Structural Breaks in OECD Countries ECB Working Paper No. 1465
Antonio Afonso and
João Tovar Jalles
Date Posted: September 05, 201263 downloads
Volatility, Correlation, and the Market Trend
Christoph Becker
and
Wolfgang M. Schmidt
Date Posted: September 05, 2012Last Revised: October 10, 2012160 downloads
Forecasting the Baltic Dry Index: A Markov Switching & Unobserved Components Analysis
Andreas G. Merikas
,
Anna Merika
and
Nikos Paltalidis
Date Posted: September 04, 2012
Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks
Andreas Dechert
Date Posted: September 04, 201264 downloads
Asset Allocation, Security Selection and Market Timing in Mutual Funds
Bjarte Espedal
affiliation not provided to SSRN
Date Posted: September 03, 2012Last Revised: September 10, 201244 downloads
Determining Historical Volatility in Emerging Markets Using Advanced GARCH Models
Bhaskar Sinha
Date Posted: September 03, 201236 downloads
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
Mehmet Balcilar ,
Rangan Gupta
and
Stephen M. Miller
Date Posted: August 31, 201215 downloads
A Revisit to the Stationarity of OECD Inflation: Evidence from Panel Unit‐Root Tests and the Covariate Point Optimal Test Japanese Economic Review, Vol. 63, Issue 3, pp. 380-396, 2012
Ching-Chuan Tsong ,
Cheng-Feng Lee and
Chien-Chiang Lee
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
National Sun Yat-Sen University - Department of Finance
Date Posted: August 30, 2012
Mean‐Plus‐Noise Factor Models: An Empirical Exploration Japanese Economic Review, Vol. 63, Issue 3, pp. 289-309, 2012
Atsushi Inoue
Date Posted: August 30, 2012
The Nicholson Blowfly Experiments: Some History and EDA Journal of Time Series Analysis, Vol. 33, Issue 5, pp. 718-723, 2012
David R. Brillinger
affiliation not provided to SSRN
Date Posted: August 30, 2012
Re-Examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal CESifo Working Paper Series No. 3897
Guglielmo Maria Caporale ,
Mauro Costantini
and
Antonio Paradiso
affiliation not provided to SSRN
Date Posted: August 29, 201211 downloads
A Global Perspective on Inflation and Propagation Channels ECB Working Paper No. 1462
Luca Gattini
,
Huw Pill
and
Ludger Schuknecht
affiliation not provided to SSRN
and
European Central Bank (ECB)
Date Posted: August 29, 201229 downloads
Asymmetric Correlation and Volatility Dynamics Among Stock, Bond, and Securitized Real Estate Markets Journal of Real Estate Finance and Economics, Vol. 45, No. 2, 2012
Jian Yang
,
Yinggang Zhou
and
Wai Kin Leung
Date Posted: August 29, 2012
A Dynamic Analysis of the Integration of the Australian Stock Market with Those of Its Trading Partners 25th Australasian Finance and Banking Conference 2012
Sudharshan Reddy Paramati
,
Rakesh Gupta and
Eduardo Roca
Date Posted: August 28, 201244 downloads
International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach Journal of Market Economy 41(3), pp. 15-64.
Matthew Greenwood-Nimmo
,
Viet Hoang Nguyen and
Yongcheol Shin
Date Posted: August 28, 2012Last Revised: December 17, 201239 downloads
Modelling Sovereign Ratings Impacts on Stock Return Distributions within a Multivariate Regime Switching Long Memory Framework 25th Australasian Finance and Banking Conference 2012
Hung Xuan Do
,
Robert Darren Brooks
,
Sirimon Treepongkaruna
and
Eliza Wu
Date Posted: August 28, 201233 downloads
We Need Both Risk and Return: Evidence from Emerging Markets
Lokesh Atreja
affiliation not provided to SSRN
Date Posted: August 28, 2012
Reducing Confidence Bands for Simulated Impulse Responses DIW Berlin Discussion Paper No. 1235
Helmut Luetkepohl
Date Posted: August 22, 20129 downloads
Regulatory Expenditures, Economic Growth and Jobs: A Reply to Comments Phoenix Center Policy Perspective No. 12-01
George S. Ford
Date Posted: August 21, 201211 downloads
Sources of the Stock Price Fluctuations in Chinese Equity Market European Journal of Finance, Forthcoming
Zhenhua Su
,
Jun Ma
and
Mark E. Wohar
Date Posted: August 21, 201232 downloads
Understanding Housing Market Volatility
Joseph Fairchild
,
Jun Ma
and
Shu Wu
affiliation not provided to SSRN
,
University of Alabama - Department of Economics, Finance and Legal Studies
and
The University of Kansas - Department of Economics
Date Posted: August 21, 201256 downloads
Business Cycles, Monetary Transmission and Shocks to Financial Stability: Empirical Evidence from a New Set of Danish Quarterly National Accounts 1948-2010 ECB Working Paper No. 1458
Kim Abildgren
Date Posted: August 20, 201214 downloads
Financial Structures and the Real Effects of Credit-Supply Shocks in Denmark 1922-2011 ECB Working Paper No. 1460
Kim Abildgren
Date Posted: August 20, 201229 downloads
Stock Price Informativeness, Analyst Coverage and Economic Growth: Evidence from Emerging Markets 25th Australasian Finance and Banking Conference 2012
Fang-Chin Cheng ,
Ferdinand A. Gul and
Bin Srinidhi
Date Posted: August 19, 2012Last Revised: January 08, 201397 downloads
Information Transmission Among World Major Gold Futures Markets: Evidence from High Frequency Synchronous Trading Data
Rapeesorn Fuangkasem
,
Pornchai Chunhachinda
and
Sarayut Nathaphan
affiliation not provided to SSRN
Date Posted: August 19, 201249 downloads
Credit Spreads, Recovery Rates and Bond Portfolio Risk Measures in a Hybrid Credit Risk Model
Genevieve Gauthier
,
Mathieu Boudreault
and
Tommy Thomassin
Date Posted: August 17, 2012Last Revised: December 08, 2012104 downloads
Predictive Regression: An Improved Augmented Regression Method 25th Australasian Finance and Banking Conference 2012
Jae H. Kim
Date Posted: August 17, 201260 downloads
Contemporaneous Spill-Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices 25th Australasian Finance and Banking Conference 2012
Ihsan Badshah ,
Bart Frijns
and
Alireza Tourani Rad
Date Posted: August 16, 201280 downloads
Monetary Transmission Mechanisms in a Small Open Economy: A Bayesian Structural VAR Approach (Mécanismes De Transmission Monétaire Dans Une Petite Économie Ouverte: Une Approche Structurelle VAR Bayesienne) Canadian Journal of Economics/Revue canadienne d'économique, Vol. 45, Issue 3, pp. 1037-1061, 2012,
Rokon Bhuiyan
Date Posted: August 14, 2012
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