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1,169,369 Total downloads
Showing Papers 261 - 310 of 5,951
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Are Economic Fundamentals Unable to Explain Current European Benchmark Yields? Empirical Evidence from a Continuous Time Affine Term Structure Model Aestimatio, The IEB International Journal of Finance, 2013. 6: 2-27
Vicente Jakas
and
Mario Jakas
Date Posted: February 01, 20138 downloads
Forecasting the Fiber Penetration According to the Copper Access Regulation
François Jeanjean
Date Posted: February 01, 201325 downloads
Macroeconomic Forecasting During the Great Recession: The Return of Non-Linearity? CEPR Discussion Paper No. DP9313
Laurent Ferrara
,
Massimiliano Giuseppe Marcellino and
Matteo Mogliani
Date Posted: February 01, 20134 downloads
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility CEPR Discussion Paper No. DP9312
Andrea Carriero
,
Todd E. Clark and
Massimiliano Giuseppe Marcellino
Date Posted: February 01, 20132 downloads
Copula-Based Pairs Trading Strategy
Wenjun Xie
and
Yuan Wu
Date Posted: January 31, 2013Last Revised: April 15, 2013304 downloads
In Defense of Early Warning Signals Banque de France Working Paper No. 420
Matthieu Bussière
Date Posted: January 31, 201316 downloads
Modelling Systemic Price Cojumps with Hawkes Factor Models
Giacomo Bormetti
,
Lucio Maria Calcagnile
,
Michele Treccani
,
Stefano Marmi and
Fabrizio Lillo
Date Posted: January 31, 2013Last Revised: March 12, 201330 downloads
Ambiguity in the Cross-Section of Expected Returns: An Empirical Assessment
Julian Thimme
and
Clemens Völkert
affiliation not provided to SSRN
Date Posted: January 31, 2013Last Revised: February 20, 201323 downloads
Bayesian Estimation of Asymmetric Jump-Diffusion Processes
Samuel J. Frame
and
Cyrus A. Ramezani
Date Posted: January 31, 201326 downloads
The Effect of Quality Differentials on Integration of the Seaborne Thermal Coal Market The International Journal of Business and Finance Research, v. 7 (1) p. 101-120
Jason West
Date Posted: January 29, 201319 downloads
Causality Relationship between Macroeconomic Variables and Stock Market Development: Evidence from Bahrain The International Journal of Business and Finance Research, v. 7 (1) p. 69-84
Hisham Handal Abdelbaki
Date Posted: January 29, 201372 downloads
A Dynamic Default Dependence Model Bank of Italy Temi di Discussione (Working Paper) No. 892
Sara Cecchetti
and
Giovanna Nappo
Date Posted: January 29, 201323 downloads
Convenience Yields in Bulk Commodities: The Case of Thermal Coal The International Journal of Business and Finance Research, v. 6 (4) p. 33-44
Jason West
Date Posted: January 29, 201321 downloads
The Predictive Power of Google Searches in Forecasting Unemployment Bank of Italy Temi di Discussione (Working Paper) No. 891
Francesco D'Amuri
and
Juri Marcucci
Date Posted: January 29, 201332 downloads
Forecasting Real Estate Business: Empirical Evidence from the Canadian Market Global Journal of Business Research, v. 7 (3) pp. 1-14, 2013
Vijay Kumar Vishwakarma
Date Posted: January 29, 201326 downloads
International Volatility Transmission of REIT Returns The International Journal of Business and Finance Research, v. 6 (3) p. 41-51, 2012
Deqing Diane Li
,
Yingchou Lin
and
John Jin
Date Posted: January 29, 201313 downloads
Integration of Key Worldwide Money Market Interest Rates and the Federal Funds Rate: An Empirical Investigation The International Journal of Business and Finance Research, v. 6 (4) p.125-138
Krishna M. Kasibhatla
Date Posted: January 29, 201319 downloads
Analysis of Extreme Dependence between Istanbul Stock Exchange and Oil Returns The International Journal of Business and Finance Research, v. 6 (4) p. 113-124
Gözde Ünal
and
Derya Korman
Date Posted: January 29, 201323 downloads
Forecasting Term Structure of Libor Swap Rates The International Journal of Business and Finance Research, v. 6 (4) p. 87-100
Mei-Mei Kuo
,
Shih-Wen Tai
and
Bing-Huei Lin
Date Posted: January 29, 201331 downloads
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model European Financial Management, Vol. 19, Issue 1, pp. 153-179, 2013
Lorella Fatone ,
Francesca Mariani
,
Maria Cristina Recchioni
and
Francesco Zirilli
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 29, 2013
Long-Term Prior Return Patterns in Stock Returns: Evidence from Emerging Markets The International Journal of Business and Finance Research, v. 7 (2) p. 53-78
Sanjay Sehgal
,
Sakshi Jain
and
Laurence Porteu de la Morandiere
Date Posted: January 28, 201343 downloads
The StoNED Age: The Departure into a New Era of Efficiency Analysis? – A Monte Carlo Comparison of StoNED and the 'Oldies' (SFA and DEA) Ruhr Economic Paper No. 394
Mark Andor
and
Frederik Hesse
Date Posted: January 28, 201313 downloads
Coexceedance in the US and the UK Stock Markets: An Analysis of Contagion During the 2007-2009 Financial Crisis
Thanaset Chevapatrakul
and
Kai-Hong Tee
Date Posted: January 27, 201314 downloads
Different Levels of Corporate Governance and the Ohlson Valuation Framework: The Case of Brazil Corporate Ownership & Control, Volume 9, Issue 2, 2012
Talles Vianna Brugni ,
Alfredo Sarlo Neto
,
Patricia Maria Bortolon
and
Antônio Oscar Santos Góes
Date Posted: January 27, 201319 downloads
Psychological Influence on Women's Financial Investments
José Fajardo and
Sandra Blanco
Date Posted: January 25, 2013Last Revised: May 13, 201326 downloads
Are Commodity Prices Driven by Fundamentals? Economic Notes, Vol. 42, Issue 1, pp. 19-46, 2013
Emanuele de Meo
affiliation not provided to SSRN
Date Posted: January 24, 2013
Price Discovery and Asymmetric Volatility Spillovers in Indian Spot-Futures Gold Markets International Journal of Economic Sciences and Applied Research, 5 (3): 65-80, December 2012
P. Srinivasan and
P. Ibrahim
Date Posted: January 23, 201334 downloads
Non-Tradable S&P 500 Index and the Pricing of Its Traded Derivatives
Christian Gourieroux ,
Joann Jasiak and
Peng Xu
Date Posted: January 23, 201318 downloads
Simultaneous Equation Systems with Heteroskedasticity: Identification, Estimation, and Stock Price Elasticities
George Milunovich
and
Minxian Yang
Date Posted: January 22, 201315 downloads
Quality of the Administration of Value-Added Tax in OECD Countries and Russia
Alexander Knobel
,
Sergei Germanovich Sinelnikov-Murylev
and
Ilya Sokolov
Date Posted: January 20, 201337 downloads
Modeling Terror Attacks: A Cross-National, Out-of-Sample Study R. Caruso & A. Locatelli (eds.) Understanding Terrorism: A Socio-Economic Perspective, Blingby: Emerald Group Publishing, Forthcoming
Ryan Bakker
,
Daniel W. Hill Jr.
and
Will H. Moore
Date Posted: January 19, 2013Last Revised: March 28, 201321 downloads
Forecast Combination for U.S. Recessions with Real-Time Data
Laurent Pauwels
and
Andrey L. Vasnev
Date Posted: January 19, 2013Last Revised: April 10, 201331 downloads
The Role of Disaggregation of Earnings in Stock Valuation and Earnings Forecasting
Pengguo Wang
Date Posted: January 19, 201375 downloads
The Rise and Fall of Technical Trading Rule Success
Nicholas Taylor
Date Posted: January 18, 2013Last Revised: February 08, 2013359 downloads
A Generalized Dynamic Factor Model for Panel Data: Estimation with a Two-Cycle Conditional Expectation-Maximization Algorithm University of Massachusetts at Amherst Department of Resource Economics Working Paper No. 2013-1
Nikolaos Zirogiannis and
Yorghos Tripodis
Date Posted: January 18, 201320 downloads
Fiscal Multipliers and the State of the Economy IMF Working Paper No. 12/286
Anja Baum
,
Marcos Poplawski-Ribeiro and
Anke Weber
Date Posted: January 18, 201394 downloads
Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence UNSW Australian School of Business Research Paper No. 2013ACTL02
Severine Gaille
and
Michael Sherris
Date Posted: January 17, 2013Last Revised: January 31, 201328 downloads
Foreign Technology: Value Added and Factor Productivity of Foreign Affiliates and Local Units – Case of Automobile Ancillary Industry Abhigyan, Vol. XVII, No. 1, pp. 27-38, January-March 1999
Pawan K. Chugan
Date Posted: January 16, 20139 downloads
Determinants of Volatile Commodity Prices
Vijay Kumar Varadi
Date Posted: January 16, 2013Last Revised: January 17, 201392 downloads
Using Internet Data to Account for Special Events in Economic Forecasting Ruhr Economic Paper No. 382
Torsten Schmidt and
Simeon Vosen
Date Posted: January 15, 201320 downloads
Estimating the Price Elasticity of Beer: Meta-Analysis of Data with Heterogeneity, Dependence, and Publication Bias
Jon P. Nelson
Date Posted: January 14, 201329 downloads
Real-Time Properties of the Federal Reserve's Output Gap FEDS Working Paper No. 2012-86
Rochelle M. Edge and
Jeremy B. Rudd
Date Posted: January 13, 20139 downloads
Volatility Dependent Nonlinear Relationship between the Interest Rates and Exchange Rates
Arif Orcun Soylemez
Date Posted: January 13, 201333 downloads
Can Volatility Predict Future Stock Returns?
Arif Orcun Soylemez
Date Posted: January 13, 201377 downloads
Comparing the Carry Trade Information Contents of Three Different Volatility Measures
Arif Orcun Soylemez
Date Posted: January 13, 201323 downloads
Financial Stress and Economic Dynamics: The Transmission of Crises
Kirstin Hubrich and
Robert J. Tetlow
Date Posted: January 12, 201315 downloads
Application of Stationary Wavelet Support Vector Machines for the Prediction of UK Economic Recession and Expansion Periods
Eleftherios Giovanis
Date Posted: January 12, 201339 downloads
A Non-Linear Stochastic Frontier Model
Aljar Meesters
Date Posted: January 12, 201313 downloads
Nonlinearity in Cap-and-Trade Systems: The EUA Price and its Fundamentals ZEW - Centre for European Economic Research Discussion Paper No. 13-001
Benjamin Johannes Lutz
,
Uta Pigorsch
and
Waldemar Rotfuss
Date Posted: January 12, 201323 downloads
Bayesian Graphical Models for Structural Vector Autoregressive Processes University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 36/WP/2012
Daniel Felix Ahelegbey
,
Monica Billio and
Roberto Casarin
Date Posted: January 11, 201362 downloads
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