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JEL Code: C51
360,131 Total downloads
Showing Papers 261 - 310 of 1,827
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Scenario Analysis in Charge of Model Selection
Péter Dobránszky
Date Posted: January 25, 2012Last Revised: February 15, 2012158 downloads
Systemic Risk in the Indian Financial System
Naval Bharti Verma
Date Posted: January 25, 2012153 downloads
Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State Economic Research Initiatives at Duke (ERID) Working Paper No. 118
A. Ronald Gallant ,
Han Hong and
Ahmed Khwaja
Date Posted: January 24, 201265 downloads
Diffusion and Geographical Equilibrium in Voter Turnout in the United States: 1920-2008
Stephen Coleman
Date Posted: January 13, 201223 downloads
A Survey of Systemic Risk Analytics U.S. Department of Treasury, Office of Financial Research No. 0001
Dimitrios Bisias
,
Mark D. Flood ,
Andrew W. Lo and
Stavros Valavanis
Date Posted: January 11, 2012Last Revised: January 13, 20121340 downloads
Empirical Identification of Perceived Congestion
Michael O'Hara
Date Posted: January 05, 20128 downloads
Obtención De Precios Implícitos Para Atributos Determinantes En La Valoración De Una Vivienda (Implicit Prices Associated to the Main Causal Attributes in Real Estate Valuation) Revista International Administración & Finanzas, Vol. 5, No. 3, pp. 41-54, 2012,
Julia M. Núñez Tabales
,
José Mª Caridad y Ocerin
,
Nuria Ceular Villamandos
and
Francisco José Rey Carmona
affiliation not provided to SSRN
and
Universidad Nacional de Córdoba
Date Posted: January 05, 201227 downloads
Efficient Estimation and Particle Filter for Max‐Stable Processes Journal of Time Series Analysis, Vol. 33, Issue 1, pp. 61-80, 2012
Tsuyoshi Kunihama and
Yasuhiro Omori
affiliation not provided to SSRN
and
University of Tokyo
Date Posted: December 28, 20112 downloads
A Behavioural Finance Approach with Fundamentalists and Chartists in the Gold Market
Dirk G. Baur
and
Kristoffer J. Glover
Date Posted: December 24, 2011169 downloads
Co-Movements between Carbon, Energy and Financial Markets: A Multivariate GARCH Approach
Nicolas Koch
Date Posted: December 22, 2011161 downloads
GMM Estimation with Noncausal Instruments Under Rational Expectations Helsinki Center of Economic Research Discussion Paper No. 343
Matthijs Lof
Date Posted: December 22, 201130 downloads
Modelling Trades-Through in a Limited Order Book Using Hawkes Processes Economics Discussion Paper No. 2011-32
Ioane Muni Toke
and
Fabrizio Pomponio
Date Posted: December 17, 201163 downloads
An Estimated DSGE Model: Explaining Variation in Term Premia Bank of England Working Paper No. 441
Martin M. Andreasen
Date Posted: December 15, 201122 downloads
Long Memory Dynamics for Multivariate Dependence Under Heavy Tails Tinbergen Institute Discussion Paper 11-175/5/DSF28
Pawel Janus ,
Siem Jan Koopman and
Andre Lucas
Date Posted: December 14, 201154 downloads
Time-Varying Risk Premium in Large Cross-Sectional Equidity Datasets Swiss Finance Institute Research Paper No. 11-40
Patrick Gagliardini ,
Elisa Ossola and
O. Scaillet
Date Posted: December 13, 201191 downloads
Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?
Chang-Jin Kim and
Yunjong Eo
Date Posted: December 12, 2011Last Revised: October 25, 201234 downloads
All Your Hedges in One Matrix
Antonio Dalessandro
Date Posted: December 08, 201180 downloads
Credit Migration Risk and Point in Time Credit Dynamics: A New Perspective for Credit Risk Management
Antonio Dalessandro
Date Posted: December 08, 2011147 downloads
Robust and Sparse Factor Modelling
Christophe Croux
and
Peter Exterkate
Date Posted: December 02, 201150 downloads
Demand Estimation with Selection Bias: A Dynamic Game Approach with an Application to the US Railroad Industry
Daniel Coublucq
Date Posted: November 30, 201118 downloads
Estimating and Predicting the Distribution of the Number of Visits to the Medical Doctor
Jing Dai
,
Walter Zucchini
and
Stefan Sperlich
affiliation not provided to SSRN
and
Université de Genève, Département des sciences économiques
Date Posted: November 29, 201165 downloads
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-Post Analysis Economics Bulletin, Forthcoming
Date Posted: November 29, 201172 downloads
The Strengths and Failures of Incentive Mechanisms in Notional Defined Contribution Pension Systems Quaderni DSE Working Paper No. 799
Angelo Marano
,
Carlo Mazzaferro
and
Marcello Morciano
Date Posted: November 29, 201141 downloads
Review of Econometric Models Applicable to Hedge Fund Returns Capturing Serial Correlation and Illiquidity
Ludovic Dubrana
Date Posted: November 26, 201168 downloads
Fixed Income Basic Notions and Randomization
Ilya I. Gikhman
Date Posted: November 25, 201173 downloads
Estimating Causal Installed-Base Effects: A Bias-Correction Approach NET Institute Working Paper No. 11-22
Sridhar Narayanan and
Harikesh Nair
Date Posted: November 24, 201123 downloads
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 21, MIT Sloan Research Paper No. 4774-10, AFA 2011 Denver Meetings Paper, CAREFIN Research Paper No. 12/2010
Monica Billio ,
Andrew W. Lo ,
Mila Getmansky and
Loriana Pelizzon
Date Posted: November 23, 2011Last Revised: April 25, 20123244 downloads
Stock Return Prediction by History Mapping
Eddy H. Verbiest
affiliation not provided to SSRN
Date Posted: November 23, 2011158 downloads
Multivariate Asset Return Prediction with Mixture Models Swiss Finance Institute Research Paper No. 11-52
Marc S. Paolella
Date Posted: November 11, 2011203 downloads
Estimation of Equicorrelated Diffusions from Incomplete Data
Robert A. Jones
and
Mohammad Zanganeh
Date Posted: November 10, 201132 downloads
Developing Price Discovery Measures Within a Volatility-Based Model (Second Draft)
Guangli Lu
and
Lei Liu
Date Posted: November 09, 2011Last Revised: September 03, 2012135 downloads
Measuring and Predicting Heterogeneous Recessions Tinbergen Institute Discussion Paper No. 2011-154/4
Cem Cakmakli
,
Richard Paap and
Dick J. C. van Dijk
Date Posted: November 03, 201143 downloads
An Efficient Minimum Distance Estimator for DSGE Models Bank of England Working Paper No. 439
Konstantinos Theodoridis
Date Posted: November 01, 201118 downloads
Stress-Testing Credit Risk Parameters: An Application to Retail Loan Portfolios Journal of Risk Model Validation, Vol. 1, No. 1, pp. 55-75, 2007
Daniel Roesch
and
Harald Scheule
Date Posted: November 01, 2011431 downloads
Impact of Currency Depreciation on Trade Balance: A Case Study on Papua New Guinea Journal of Pacific Studies, Vol. 31, No. 1, pp. 117-140, 2011
Prof. Ravinder Rena ,
Muhammad Irfan Chani and
Muhammad Shahabz
affiliation not provided to SSRN
Date Posted: October 30, 2011
Unintended Nutrition Consequences: Firm Responses to the Nutrition Labeling and Education Act Marketing Science, Forthcoming
Christine Moorman ,
Joel C. Huber and
Rosellina Ferraro
Date Posted: October 29, 2011Last Revised: January 19, 2012
Identifying Multiple Regimes in the Model of Credit to Households
Dobromil Serwa
Date Posted: October 27, 201110 downloads
Explaining Money Demand in China During the Transition from a Centrally Planned to a Market-Based Monetary System BOFIT Discussion Paper No. 27/2011
Anne Laure Delatte
,
Julien Fouquau
and
Carsten A. Holz
Date Posted: October 25, 201147 downloads
Parameter Identification in an Estimated New Keynesian Open Economy Model Riksbank Research Paper Series No. 82, Sveriges Riksbank Working Paper Series No. 251
Malin Adolfson and
Jesper Linde
Date Posted: October 25, 201126 downloads
Overconfident Individual Day Traders: Evidence from the Taiwan Futures Market Journal of Banking and Finance, Forthcoming, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Wei-Yu Kuo
and
Tse-Chun Lin
Date Posted: October 14, 2011Last Revised: April 22, 2013110 downloads
Volatility Activity: Specification and Estimation Economic Research Initiatives at Duke (ERID) Working Paper No. 114
Viktor Todorov
,
George Tauchen and
Iaryna Grynkiv
Date Posted: October 13, 2011125 downloads
Using Option Prices to Infer Overpayments and Synergies in M&A Transactions Vanderbilt Owen Graduate School of Management Research Paper No. 2012-02
Kathryn Barraclough
,
David T. Robinson ,
Tom Smith and
Robert E. Whaley
Date Posted: October 12, 2011Last Revised: December 12, 2012204 downloads
Inverse Realized Laplace Transforms for Nonparametric Volatility Estimation in Jump-Diffusions Economic Research Initiatives at Duke (ERID) Working Paper No. 112
Viktor Todorov
and
George Tauchen
Date Posted: October 12, 201157 downloads
Volatility Forecasting: Downside Risk, Jumps and Leverage Effect University of St. Gallen Department of Economics and Political Science Discussion Paper No. 2011-38
Francesco Audrino
and
Yujia Hu
Date Posted: October 05, 201162 downloads
Modelling Issues in Kernel Ridge Regression Tinbergen Institute Discussion Paper No. 11-138/4
Peter Exterkate
Date Posted: September 30, 201161 downloads
The Indirect Impact of Price Deals on Households - Purchase Decisions Through the Formation of Expected Future Prices Journal of Retailing, 88(1), March 2012, 88-101
Qin Zhang
and
Chakravarthi Narasimhan
Date Posted: September 30, 2011Last Revised: November 02, 201262 downloads
Heteroskedasticity-Robust Cp Model Averaging
Qingfeng Liu
and
Ryo Okui
Date Posted: September 23, 2011Last Revised: September 24, 2012123 downloads
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study Applied Financial Economics, Forthcoming
Carluccio Bianchi
,
Maria Elena De Giuli
and
Mario Maggi
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 20, 2011Last Revised: December 23, 201190 downloads
GMM Estimation with Non‐Causal Instruments Oxford Bulletin of Economics and Statistics, Vol. 73, Issue 5, pp. 581-592, 2011
Markku Lanne and
Pentti Saikkonen
Date Posted: September 16, 20113 downloads
A Model for Vast Panels of Volatilities
David Veredas and
Matteo Luciani
Date Posted: September 14, 2011Last Revised: March 29, 2012237 downloads
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