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SSRN eLibrary Search Results
JEL Code: C32
633,280 Total downloads
Showing Papers 2,651 - 2,700 of 4,206
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Incl. Electronic Paper Testing for Non-Fundamentalness
Mehdi Hamidi Sahneh
Universidad Carlos III de Madrid
Date Posted: June 28, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper A Mortality Model for Multi-Populations: A Semi-Parametric Approach
SFB 649 Discussion Paper 2016-023, Economic Risk, Berlin
Lei Fang , Wolfgang K. Härdle and Juhyun Park
Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE) , Humboldt University of Berlin - Institute for Statistics and Econometrics and Lancaster University
Date Posted: June 27, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Measuring Spot Variance Spillovers When (Co)Variances are Time-Varying - the Case of Multivariate GARCH Models
Matthias R. Fengler and Helmut Herwartz
University of St. Gallen - School of Economics and Political Science and University of Kiel - Institute of Statistics and Econometrics
Date Posted: June 25, 2016
Working Paper Series
2 downloads

Time-Varying Mark-Up and the ECB Monetary Policy Transmission in a Highly Non Linear Framework
Forthcoming International Review of Economics and Finance, doi:10.1016/j.iref.2016.06.001
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Date Posted: June 25, 2016
Accepted Paper Series

Incl. Electronic Paper Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model
BAFFI CAREFIN Centre Research Paper No. 2016-23
Massimo Guidolin , Alexei G. Orlov and Manuela Pedio
Securities and Exchange Commission and Baffi Carefin Centre, Bocconi University
Date Posted: June 24, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Brexit or Bremain? Evidence from Bubble Analysis
Marco Bianchetti , Davide Emilio Galli , Camilla Ricci , Angelo Salvatori and Marco Scaringi
Intesa Sanpaolo - Financial and Market Risk Management , Dipartimento di Fisica, Università degli Studi di Milano , Intesa Sanpaolo-Financial and Market Risk Management , Dipartimento di Fisica, Università degli Studi di Milano and Dipartimento di Fisica, Università degli Studi di Milano
Date Posted: June 23, 2016
Working Paper Series
133 downloads

Incl. Electronic Paper Forecasting Economic Activity with Mixed Frequency Bayesian Vars
FRB of Chicago Working Paper No. WP-2016-5
Scott A. Brave , R. Andrew Butters and Alejandro Justiniano
Federal Reserve Bank of Chicago , Kelley School of Business, Indiana University and Federal Reserve Bank of Chicago
Date Posted: June 22, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Testing for Granger Causality in Large Mixed-Frequency Vars
Bundesbank Discussion Paper No. 45/2015
Thomas B. Götz , Alain Hecq and Stephan Smeekes
Deutsche Bundesbank , Maastricht University - Department of Economics and Maastricht University - Department of Quantitative Economics
Date Posted: June 21, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Do Speculative Traders Anticipate or Follow USD/EUR Exchange Rate Movements? New Evidence on the Efficiency of the Eur Currency Futures Market
Bundesbank Discussion Paper No. 41/2015
Oliver Hossfeld and Andreas Röthig
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper The Synchronization of European Credit Cycles
Bundesbank Discussion Paper No. 20/2015
Barbara Meller and Norbert Metiu
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Financial Frictions and Global Spillovers
Bundesbank Discussion Paper No. 04/2015
Norbert Metiu , Björn Hilberg and Michael Grill
Deutsche Bundesbank , Goethe University Frankfurt and European Central Bank (ECB)
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Forecast-Error-Based Estimation of Forecast Uncertainty When the Horizon is Increased
Bundesbank Discussion Paper No. 40/2014
Malte Knüppel
Deutsche Bundesbank - Research Centre
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Carry Funding and Safe Haven Currencies: A Threshold Regression Approach
Bundesbank Discussion Paper No. 34/2014
Oliver Hossfeld and Ronald MacDonald
Handelshochschule Leipzig (HHL) and University of Glasgow - Adam Smith Business School
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper The Multivariate Option Ipod Framework: Assessing Systemic Financial Risk
Bundesbank Discussion Paper No. 20/2014
Philipp Matros and Johannes Vilsmeier
affiliation not provided to SSRN and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Time Variation in Macro-Financial Linkages
Bundesbank Discussion Paper No. 13/2013
Esteban Prieto , Sandra Eickmeier and Massimiliano Giuseppe Marcellino
University of Tuebingen , Deutsche Bundesbank and European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Monetary Policy and the Oil Futures Market
Bundesbank Discussion Paper No. 35/2012
Sandra Eickmeier and Marco J. Lombardi
Deutsche Bundesbank and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Measuring Option Implied Degree of Distress in the Us Financial Sector Using the Entropy Principle
Bundesbank Discussion Paper No. 30/2012
Philipp Matros and Johannes Vilsmeier
University of Regensburg and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Identifying Time Variability in Stock and Interest Rate Dependence
Bundesbank Discussion Paper No. 24/2012
Michael Stein , Mevlud Islami and Jens Lindemann
University of Duisburg-Essen , Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper The Impact of Unconventional Monetary Policy on the Sovereign Bank Nexus within and Across EU Countries. A Time-Varying Conditional Correlation Analysis
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Date Posted: June 20, 2016
Last Revised: June 23, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Measuring Spillovers between the US and Emerging Markets
HKIMR Working Paper No.08/2016
Tom Fong , Ka-Fai Li and Angela Sze
Hong Kong Monetary Authority , Hong Kong Monetary Authority and Independent
Date Posted: June 20, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Link between Indian and Major Asian Stock Markets: An Empirical Study
Business Analyst, 36(2), 199-218
Gurmeet Singh
Unitedworld School of Business
Date Posted: June 20, 2016
Accepted Paper Series
7 downloads

Incl. Electronic Paper The Empirical Investigation of Relationship between Return, Volume & Volatility in Indian Stock Market
IPE Journal of Management, 5(2), 89-107
Gurmeet Singh
Unitedworld School of Business
Date Posted: June 20, 2016
Accepted Paper Series
7 downloads

Incl. Electronic Paper Business, Housing and Credit Cycles
ECB Working Paper No. 1915
Gerhard Rünstler and Marente Vlekke
European Central Bank and CPB Netherlands Bureau of Economic Policy Analysis
Date Posted: June 19, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Exchange Rate Forecasting with DSGE Models
ECB Working Paper No. 1905
Michele Ca'Zorzi , Marcin Kolasa and Michał Rubaszek
European Central Bank (ECB) , National Bank of Poland and National Bank of Poland
Date Posted: June 18, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper An Estimation of the Deposit Insurance Premium from Bank CDS Spreads: An Application of the Structural Approach with a Normal Firm Value Diffusion Process
James Chen
Research137 LLC
Date Posted: June 16, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Real-Time State-Space Method for Computing Smoothed Estimates for Future Revisions of U.S. Monthly Chained CPI
CESifo Working Paper Series No. 5897
Peter A. Zadrozny
U.S. Bureau of Labor Statistics - Department of Labor
Date Posted: June 15, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Everything You Always Wanted to Know About Bitcoin Modelling But Were Afraid to Ask
Applied Econometrics, Forthcoming
Erik Nigmatullin , Vera Sukhanovskaya and Sergey Ivliev
Bocconi University , Perm State University and Perm State University
Date Posted: June 14, 2016
Accepted Paper Series
92 downloads

Incl. Electronic Paper Macroeconomic Consequences of the Real-Financial Nexus: Imbalances and Spillovers between China and the U.S
BOFIT Discussion Paper No. 2/2015
Ke Pang and Pierre L. Siklos
Wilfrid Laurier University and Wilfrid Laurier University - School of Business & Economics
Date Posted: June 13, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Extended Yule-Walker Identification of VARMA Models with Single- or Mixed-Frequency Data
CESifo Working Paper Series No. 5884
Peter A. Zadrozny
U.S. Bureau of Labor Statistics - Department of Labor
Date Posted: June 09, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Term Structure of Uncertainty in the Macroeconomy
Jaroslav Borovička and Lars Peter Hansen
New York University (NYU) - Department of Economics and University of Chicago - Department of Economics
Date Posted: June 09, 2016
Working Paper Series
47 downloads

Incl. Electronic Paper Risk Premium of Social Media Sentiment
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology - Wesley J. Howe School of Technology Management
Date Posted: June 09, 2016
Working Paper Series
69 downloads

Incl. Electronic Paper Exchange Rate Dynamics, Expectations, and Monetary Policy
Bundesbank Series 1 Discussion Paper No. 2011,18
Qianying Chen
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper User Costs of Housing When Households Face a Credit Constraint: Evidence for Germany
Bundesbank Series 1 Discussion Paper No. 2010,12
Tobias Dümmler and Stephan Kienle
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper What Can Emu Countries' Sovereign Bond Spreads Tell Us About Market Perceptions of Default Probabilities During the Recent Financial Crisis?
Bundesbank Series 1 Discussion Paper No. 2010,11
Niko Dötz and Christoph A. Fischer
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Trend and Cycle Features in German Residential Investment Before and after Reunification
Bundesbank Series 1 Discussion Paper No. 2010,10
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Empirical Simultaneous Confidence Regions for Path-Forecasts
Bundesbank Series 1 Discussion Paper No. 2010,06
Òscar Jordà , Malte Knüppel and Massimiliano Giuseppe Marcellino
Federal Reserve Banks - Federal Reserve Bank of San Francisco , Deutsche Bundesbank - Research Centre and European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Loan Supply in Germany During the Financial Crisis
Bundesbank Series 1 Discussion Paper No. 2010,05
Ulrike Busch , Michael Scharnagl and Jan Scheithauer
Deutsche Bundesbank , Deutsche Bundesbank and Goethe University Frankfurt
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Efficient Estimation of Forecast Uncertainty Based on Recent Forecast Errors
Bundesbank Series 1 Discussion Paper No. 2009,28
Malte Knüppel
Deutsche Bundesbank - Research Centre
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Money and Monetary Policy Transmission in the Euro Area: Evidence from Favar- and VAR Approaches
Bundesbank Series 1 Discussion Paper No. 2009,18
Barno Blaes
Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper What Macroeconomic Shocks Affect the German Banking System? Analysis in an Integrated Micro-Macro Model
Bundesbank Series 2 Discussion Paper No. 2009,15
Sven Blank and Jonas Dovern
Deutsche Bundesbank - Research Centre and Kiel Institute for the World Economy
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Global Business Cycles: Convergence or Decoupling?
Bundesbank Series 1 Discussion Paper No. 2008,17
M. Ayhan Kose , Christopher Otrok and Eswar S. Prasad
Development Prospects Group at the World Bank , University of Missouri and Cornell University - Dyson School of Applied Economics and Management
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Time-Varying Contributions by the Corporate Bond and CDS Markets to Credit Risk Price Discovery
Bundesbank Series 2 Discussion Paper No. 2007,08
Niko Dötz
Deutsche Bundesbank - Economics Department
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper How to Treat Benchmark Revisions? The Case of German Production and Orders Statistics
Bundesbank Series 1 Discussion Paper No. 2006,38
Thomas Knetsch and Hans-Eggert Reimers
Deutsche Bundesbank - Economics Department and Hochschule Wismar
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Do Monetary Indicators (Still) Predict Euro Area Inflation?
Bundesbank Series 1 Discussion Paper No. 2006,18
Boris Hofmann
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Short-Run and Long-Run Comovement of GDP and Some Expenditure Aggregates in Germany, France and Italy
Bundesbank Series 1 Discussion Paper No. 2005,39
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor Model
Bundesbank Series 1 Discussion Paper No. 2005,20
Sandra Eickmeier and Jörg Breitung
Deutsche Bundesbank and University of Bonn
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Common Stationary and Non-Stationary Factors in the Euro Area Analyzed in a Large-Scale Factor Model
Bundesbank Series 1 Discussion Paper No. 2005,02
Sandra Eickmeier
Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper The Reliability of Canadian Output Gap Estimates
Bundesbank Series 1 Discussion Paper No. 2004,29
Jean-Philippe Cayen and Simon van Norden
affiliation not provided to SSRN and HEC Montreal - Department of Finance
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Business Cycle Transmission from the US to Germany: A Structural Factor Approach
Bundesbank Series 1 Discussion Paper No. 2004,12
Sandra Eickmeier
Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey
Bundesbank Series 1 Discussion Paper No. 2004,10
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Date Posted: June 08, 2016
Working Paper Series
1 downloads


 

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