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JEL Code: C52
286,225 Total downloads
Showing Papers 251 - 300 of 1,696
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Estimating the Term Structure of Government Securities in Turkey Bogazici Univeristy Economics Working Paper No. ISS/EC-2004-03
C. Emre Alper ,
Aras Akdemir
and
Kazim Kazimov
Date Posted: August 22, 2004302 downloads
Misleading Heuristics for Moderated Multiple Regression Models Journal of Marketing Research, Vol. 38, pp. 100-109, February 2001
Julie R. Irwin and
Gary McClelland
Date Posted: February 11, 2009302 downloads
Should Legal Empiricists Go Bayesian? Stanford Law and Economics Olin Working Paper No. 342
Jeff Strnad
Date Posted: June 05, 2007302 downloads
The Role of Correlation Dynamics in Sector Allocation
Elena Kalotychou
,
Sotiris K. Staikouras and
Zhao Gang
Date Posted: May 25, 2012Last Revised: November 06, 2012301 downloads
Inference in Incomplete Models
Alfred Galichon
and
Marc Henry
Date Posted: February 28, 2006299 downloads
Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility UNSW Australian School of Business Research Paper No. 2009ACTL08
Michael Sherris
and
Carolyn Njenga
Date Posted: August 20, 2009Last Revised: April 12, 2011296 downloads
New Evidence of Asymmetric Dependence Structures in International Equity Markets Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Tatsuyoshi Okimoto
Date Posted: February 21, 2007295 downloads
Nonlinear Impulse Response Functions FRB of New York Staff Report No. 65
Simon Potter
Date Posted: July 21, 1999294 downloads
How Sure Are We About Purchasing Power Parity? Panel Evidence With the Null of Stationary Real Exchange Rates
Biing-Shen Kuo and
Anne Mikkola
Date Posted: July 19, 2000293 downloads
STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US FEEM Working Paper No. 43.2003
Giorgio Busetti
and
Matteo Manera
Date Posted: June 26, 2003292 downloads
Diffusion of ISO 9000 Standards and International Trade WZB, Markets and Political Economy Working Paper No. SP II 2004-16
Michal Grajek
Date Posted: January 19, 2005291 downloads
On BIC's Selection Consistency for Discriminant Analysis
Qiong Zhang
and
Hansheng Wang
affiliation not provided to SSRN
and
Peking University - Guanghua School of Management
Date Posted: November 24, 2008Last Revised: October 13, 2009288 downloads
A New Marked Point Process Model for the Federal Funds Rate Target: Methodology and Forecast Evaluation
Joachim Grammig and
Kerstin Kehrle
Date Posted: March 13, 2006287 downloads
A Class of Nonlinear Stochastic Volatility Models Univ. of Auckland, Economics Working Paper No. 229
Jun Yu and
Zhenlin Yang
Date Posted: May 04, 2002286 downloads
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models CEMFI Working Paper No. 0306
Gabriele Fiorentini ,
Enrique Sentana and
Giorgio Calzolari
Date Posted: April 19, 2003286 downloads
Credit Spread Changes within Switching Regimes Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Olfa Maalaoui Chun ,
Georges Dionne and
Pascal Francois
Date Posted: February 12, 2009Last Revised: March 11, 2013285 downloads
Jumps and Stochastic Volatility in Oil Prices: Time Series Evidence
Karl Larsson
and
Marcus Nossman
Date Posted: January 16, 2010284 downloads
t-Statistics for Weighted Means in Credit Risk Modelling Journal of Risk Finance, Forthcoming
Alec N. Kercheval
,
Lisa R. Goldberg and
Kiseop Lee
Date Posted: May 19, 2005283 downloads
Assessing Portfolio Credit Risk Changes in a Sample of EU Large and Complex Banking Groups in Reaction to Macroeconomic Shocks ECB Working Paper No. 1002
Olli Castren
,
Trevor Fitzpatrick
and
Matthias Sydow
Date Posted: March 08, 2008280 downloads
Regulatory Evaluation of Value-At-Risk Models FRB of New York Staff Report No. 33
Jose A. Lopez
Date Posted: November 09, 2006280 downloads
Volatility Jumps Economic Research Initiatives at Duke (ERID) Working Paper No. 3
Viktor Todorov
and
George Tauchen
Date Posted: July 31, 2008279 downloads
When Market Illiquidity Generates Volume
Serge Darolles
,
Gaëlle Le Fol
and
Gulten Mero
Date Posted: December 08, 2008Last Revised: July 19, 2011279 downloads
CDXIG Index, VIX and the Swap Curve Slope: A Study in Cross-Market Statistical Arbitrage
Pavan Gadiraju
affiliation not provided to SSRN
Date Posted: October 07, 2008277 downloads
No One True Path: Uncovering the Interplay between Geography, Institutions, and Fractionalization in Economic Development Journal of Applied Econometrics, Vol. 25, No. 7, 2010.
Chih Ming Tan
Date Posted: December 03, 2004Last Revised: April 24, 2011277 downloads
VaR and Intra-Day Volatility Forecasting: The Case of the Athens Stock Exchange Managerial Finance, 2006
Timotheos Angelidis
and
Stavros Antonios Degiannakis
Date Posted: November 01, 2005276 downloads
Beta Regimes for the Yield Curve
Francesco Audrino
and
Enrico G. De Giorgi
Date Posted: May 20, 2005275 downloads
A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function IZA Discussion Paper No. 2712
Atanas Christev
and
Allen M. Featherstone
Date Posted: April 21, 2007272 downloads
An Empirical Study of the Returns on Defaulted Debt and the Discount Rate for Loss-Given-Default
Michael Jacobs Jr.
Date Posted: June 24, 2009Last Revised: February 15, 2010272 downloads
The Structure of a Retail Lease Journal of Real Estate Research, Vol. 26, No. 2, 2004
John D. Benjamin and
Peter T. Chinloy
Date Posted: January 03, 2007272 downloads
Alternative Approaches to Evaluation in Empirical Microeconomics IZA Discussion Paper No. 3800
Richard W. Blundell and
Monica Costa Dias
Date Posted: November 11, 2008268 downloads
Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate
Sutthisit Jamdee
and
Cornelis A. Los
Date Posted: March 07, 2005266 downloads
Predicting Agri-Commodity Prices: An Asset Pricing Approach
Yu-Chin Chen ,
Kenneth Rogoff and
Barbara Rossi
Date Posted: May 28, 2010265 downloads
Simulation Methods for Levy-Driven CARMA Stochastic Volatility Models
George Tauchen and
Viktor Todorov
Date Posted: August 24, 2005265 downloads
Distributions of Error Correction Tests for Cointegration FRB International Finance Working Paper No. 655
Neil R. Ericsson and
James G. MacKinnon
Date Posted: August 11, 2000264 downloads
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities CREATES Research Paper 2007-16
Tim Bollerslev ,
Michael S. Gibson and
Hao Zhou
Date Posted: June 23, 2008Last Revised: September 25, 2009262 downloads
Price Discovery in the U.S. Stock and Stock Options Markets: A Portfolio Approach
Richard Holowczak ,
Yusif Simaan and
Liuren Wu
Date Posted: December 15, 2006262 downloads
Modelling Portfolio Risks with Time-Dependent Default Rates in Venture Capital
Andreas Kemmerer ,
Jan Rietzschel
and
Henry Schoenball
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: October 14, 2007259 downloads
Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework FRB of San Francisco Working Paper No. 2004-03
Miguel A. Ferreira and
Jose A. Lopez
Date Posted: December 08, 2003255 downloads
Bound and Collapse Bayesian Reject Inference for Credit Scoring
Gongyue Chen
and
Thomas B. Astebro
Date Posted: August 22, 2004Last Revised: March 03, 2013253 downloads
Comprehensive Benchmark Revisions for The Conference Board Leading Economic Index® for the United States The Conference Board Economics Program Working Paper No. 11-06
Ataman Ozyildirim ,
Gad Levanon
,
Brian Schaitkin
and
Justyna Zabinska-La Monica
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
The Conference Board
Date Posted: January 05, 2012253 downloads
Correlation in Corporate Defaults: Contagion or Conditional Independence?
David Lando and
Mads Stenbo Nielsen
Date Posted: March 21, 2008252 downloads
Common Risk Factors in the US and UK Interest Rate Swap Markets: Evidence From a Non-linear Vector Autoregression Approach Brunel University Working Paper
Costas Milas and
Ilias Lekkos
Date Posted: February 27, 2002251 downloads
Forecasting One-Day-Ahead VaR and Intra-Day Realized Volatility in the Athens Stock Exchange Market Managerial Finance, 2005
Timotheos Angelidis
and
Stavros Antonios Degiannakis
Date Posted: September 12, 2005251 downloads
Bankruptcy Prediction Revisited: Non-Traditional Ratios and Lasso Selection
Volodymyr Perederiy
Date Posted: February 23, 2011250 downloads
Finite Sample Properties of Tests of the Epstein-Zin Asset Pricing Model
David C. Smith
Date Posted: December 11, 1998247 downloads
Identification, Estimation And Testing Of Conditionally Heteroskedastic Factor Models CEMFI Working Paper 9709
Gabriele Fiorentini and
Enrique Sentana
Date Posted: February 02, 1998247 downloads
On the Impact of Heavy-Tailed Returns to Popular Risk Measures: Evidence from Global Indices
Fotios Harmantzis
and
Linyan Miao
Date Posted: June 17, 2005246 downloads
Assortment Variety: Attribute -- Versus Product Based Tilburg University Center for Economic Research
Erica van Herpen and
Rik Pieters
Date Posted: January 01, 2001245 downloads
Testing a Three - State Model in Currency Derivative Markets Journal of Risk, Vol. 4, No. 3, 2002
Ako Doffou
Date Posted: November 19, 2007245 downloads
CDOs and the Financial Crisis: Credit Ratings and Fair Premia EFA 2011
Marcin Wojtowicz
Date Posted: March 13, 2010Last Revised: November 19, 2012243 downloads
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