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484,509
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JEL Code: C32
451,583 Total downloads
Showing Papers 281 - 330 of 3,077
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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
Eastern Mediterranean University
,
University of Pretoria
and
University of Nevada, Las Vegas - Department of Economics
Date Posted: August 31, 2012
Working Paper Series
15 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
Accepted Paper Series
Mean‐Plus‐Noise Factor Models: An Empirical Exploration
Japanese Economic Review, Vol. 63, Issue 3, pp. 289-309, 2012
Atsushi Inoue
North Carolina State University - Department of Agricultural & Resource Economics
Date Posted: August 30, 2012
Accepted Paper Series
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
Accepted Paper Series
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
Brunel University - Centre for Empirical Finance
,
ISAE, Istituto di Studi e Analisi Economica
and
affiliation not provided to SSRN
Date Posted: August 29, 2012
Working Paper Series
11 downloads
A Global Perspective on Inflation and Propagation Channels
ECB Working Paper No. 1462
Luca Gattini
,
Huw Pill
and
Ludger Schuknecht
European Union - European Investment Bank
,
affiliation not provided to SSRN
and
European Central Bank (ECB)
Date Posted: August 29, 2012
Working Paper Series
29 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
University of Colorado at Denver - Business School
,
The Chinese University of Hong Kong
and
Chinese University of Hong Kong (CUHK) - School of Hotel and Tourism Management
Date Posted: August 29, 2012
Accepted Paper Series
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
Griffith University - Department of Accounting, Finance and Economics
,
Griffith University - Griffith Business School
and
Griffith University - Department of Accounting, Finance and Economics
Date Posted: August 28, 2012
Working Paper Series
45 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
University of Melbourne
,
Melbourne Institute of Applied Economic and Social Research
and
University of Leeds - Leeds University Business School - Division of Economics
Date Posted: August 28, 2012
Last Revised: December 17, 2012
Accepted Paper Series
39 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
Monash University
,
Monash University
,
University of Western Australia
and
University of Technology, Sydney - UTS Business School
Date Posted: August 28, 2012
Working Paper Series
33 downloads
We Need Both Risk and Return: Evidence from Emerging Markets
Lokesh Atreja
affiliation not provided to SSRN
Date Posted: August 28, 2012
Working Paper Series
Reducing Confidence Bands for Simulated Impulse Responses
DIW Berlin Discussion Paper No. 1235
Helmut Luetkepohl
German Institute for Economic Research (DIW Berlin)
Date Posted: August 22, 2012
Working Paper Series
9 downloads
Regulatory Expenditures, Economic Growth and Jobs: A Reply to Comments
Phoenix Center Policy Perspective No. 12-01
George S. Ford
Phoenix Center for Advanced Legal & Economic Public Policy Studies
Date Posted: August 21, 2012
Accepted Paper Series
11 downloads
Sources of the Stock Price Fluctuations in Chinese Equity Market
European Journal of Finance, Forthcoming
Zhenhua Su
,
Jun Ma
and
Mark E. Wohar
Zhejiang University
,
University of Alabama - Department of Economics, Finance and Legal Studies
and
University of Nebraska at Omaha
Date Posted: August 21, 2012
Accepted Paper Series
32 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, 2012
Working Paper Series
56 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
National Bank of Denmark
Date Posted: August 20, 2012
Working Paper Series
14 downloads
Financial Structures and the Real Effects of Credit-Supply Shocks in Denmark 1922-2011
ECB Working Paper No. 1460
Kim Abildgren
National Bank of Denmark
Date Posted: August 20, 2012
Working Paper Series
29 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
University of New South Wales
,
Monash University
and
University of Texas at Arlington - Department of Accounting
Date Posted: August 19, 2012
Last Revised: January 08, 2013
Working Paper Series
98 downloads
Information Transmission Among World Major Gold Futures Markets: Evidence from High Frequency Synchronous Trading Data
Rapeesorn Fuangkasem
,
Pornchai Chunhachinda
and
Sarayut Nathaphan
Thammasat University - Thammasat Business School
,
Thammasat University
and
affiliation not provided to SSRN
Date Posted: August 19, 2012
Working Paper Series
49 downloads
Credit Spreads, Recovery Rates and Bond Portfolio Risk Measures in a Hybrid Credit Risk Model
Genevieve Gauthier
,
Mathieu Boudreault
and
Tommy Thomassin
HEC Montreal
,
University of Quebec at Montreal (UQAM)
and
HEC Montreal
Date Posted: August 17, 2012
Last Revised: December 08, 2012
Working Paper Series
104 downloads
Predictive Regression: An Improved Augmented Regression Method
25th Australasian Finance and Banking Conference 2012
Jae H. Kim
La Trobe University
Date Posted: August 17, 2012
Working Paper Series
60 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
Auckland University of Technology
,
Auckland University of Technology - Faculty of Business & Law
and
Auckland University of Technology - Faculty of Business & Law
Date Posted: August 16, 2012
Working Paper Series
80 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
Queen's University (Canada) - Department of Economics
Date Posted: August 14, 2012
Accepted Paper Series
Re-Examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal
DIW Berlin Discussion Paper No. 1232
Guglielmo Maria Caporale ,
Mauro Costantini
and
Antonio Paradiso
Brunel University - Centre for Empirical Finance
,
ISAE, Istituto di Studi e Analisi Economica
and
affiliation not provided to SSRN
Date Posted: August 13, 2012
Working Paper Series
15 downloads
Stock Returns and Trading Volume: Does the Size Matter?
Azhar Assan
and
Sony Thomas
Indian Institute of Management (IIM), Kozhikode
and
Indian Institute of Management (IIM), Kozhikode
Date Posted: August 11, 2012
Last Revised: September 04, 2012
Working Paper Series
Exchange Rate Pass Through to Prices in Maldives
IMF Working Paper No. 12/126
Iyabo Masha
and
Chanho Park
International Monetary Fund (IMF)
and
International Monetary Fund (IMF)
Date Posted: August 09, 2012
Working Paper Series
28 downloads
Dynamics of the Co-Movement between Stock and Maritime Markets
International Review of Economics & Finance, Forthcoming
Oral Erdogan
,
Kenan Tata
,
Burhan Can Karahasan and
Mehmet Hakan Sengoz
Istanbul Bilgi University Department of Business Administration
,
Turkon Holding
,
Okan University
and
Istanbul Bilgi University
Date Posted: August 08, 2012
Accepted Paper Series
55 downloads
Efficient Estimation of Some Elliptical Copula Regression Models through Scale Mixtures of Normal
Nuttanan Wichitaksorn
,
Richard H. Gerlach
and
Boris Choy
affiliation not provided to SSRN
,
University of Sydney
and
The University of Sydney Business School
Date Posted: August 07, 2012
Working Paper Series
44 downloads
The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums
Daniela Osterrieder and
Peter C. Schotman
CREATES
and
Maastricht University
Date Posted: August 03, 2012
Working Paper Series
71 downloads
'Crude Oil Price Velocity & Stock Market Ripple' - A Comparative Study of BSE with NYSE & LSE
Kirti Khanna and
Nidhi Sharma
Dayalbagh Educational Institute
and
Dayalbagh Educational Institute
Date Posted: August 02, 2012
Working Paper Series
66 downloads
Output Growth and Its Volatility: The Gold Standard through the Great Moderation
Wen-Shwo Fang
and
Stephen M. Miller
Feng Chia University - Department of Economics
and
University of Nevada, Las Vegas - Department of Economics
Date Posted: August 02, 2012
Working Paper Series
22 downloads
Fundamental Problems with Nonfundamental Shocks
DIW Berlin Discussion Paper No. 1230
Helmut Luetkepohl
German Institute for Economic Research (DIW Berlin)
Date Posted: August 01, 2012
Working Paper Series
18 downloads
Nonlinear Volatility Models in Economics: Smooth Transition and Neural Network Augmented GARCH, APGARCH, FI-GARCH and FIAGARCH Models
Melike Bildirici
and
Ozgur Omer Ersin
Yildiz Technical University
and
Beykent University - Department of Economics
Date Posted: July 29, 2012
Last Revised: August 09, 2012
Working Paper Series
48 downloads
Forecasting Interest Rates with Shifting Endpoints
Tinbergen Institute Discussion Paper 12-076/4
Dick J. C. van Dijk ,
Siem Jan Koopman ,
Michel van der Wel
and
Jonathan H. Wright
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
,
VU University Amsterdam
,
Erasmus University Rotterdam
and
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Date Posted: July 27, 2012
Last Revised: April 17, 2013
Working Paper Series
101 downloads
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries
FRB International Finance Discussion Paper No. 1050
Lutz Kilian and
Robert Vigfusson
University of Michigan at Ann Arbor - Department of Economics
and
Federal Reserve Board - Trade and Quantitative Studies
Date Posted: July 25, 2012
Working Paper Series
Price Discovery in European Energy Markets
John Swieringa
Australian National University (ANU)
Date Posted: July 24, 2012
Last Revised: September 06, 2012
Working Paper Series
39 downloads
On the Stochastic Properties of Carbon Futures Prices
Julien Chevallier
and
Benoît Sévi
University of Paris 8 Vincennes-Saint Denis
and
Aix-Marseille University - Aix-Marseille School of Economics
Date Posted: July 23, 2012
Last Revised: October 21, 2012
Working Paper Series
83 downloads
An Empirical Study of Credit Shock Transmission in a Small Open Economy
CIRANO - Scientific Publications 2012s-16
Nathan Bedock
and
Dalibor Stevanovic
HEC Montreal - Institute of Applied Economics
and
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Date Posted: July 18, 2012
Working Paper Series
4 downloads
The Information Content of Retail Investors' Order Flow
Ingmar Nolte
and
Sandra Nolte (Lechner)
Warwick Business School - Finance Group - Financial Econometrics Research Centre
and
University of Leicester School of Management
Date Posted: July 18, 2012
Working Paper Series
72 downloads
Inflation Targeting, Credibility and Non-Linear Taylor Rules
MAGKS Joint Discussion Paper Series in Economics 35-2012
Matthias Neuenkirch
and
Peter Tillmann
RWTH Aachen University - School of Economics and Business Administration
and
Swiss National Bank
Date Posted: July 16, 2012
Last Revised: May 13, 2013
Working Paper Series
37 downloads
Arbitrage, Market Definition and Monitoring a Time Series Approach
Simon P. Burke
and
John Hunter
Henley Business School
and
Brunel University - School of Social Science
Date Posted: July 15, 2012
Last Revised: August 02, 2012
Working Paper Series
14 downloads
Modeling the Dynamics of Correlations Among Implied Volatilities
Robert F. Engle and
Stephen Figlewski
New York University - Leonard N. Stern School of Business - Department of Economics
and
New York University - Stern School of Business
Date Posted: July 15, 2012
Working Paper Series
297 downloads
Does Federal Funds Futures Rate Contain Information About the Treasury Bill Rate?
N. Kundan Kishor
and
Hardik A. Marfatia
University of Wisconsin - Milwaukee
and
University of Wisconsin - Milwaukee
Date Posted: July 14, 2012
Working Paper Series
26 downloads
Heuristic Model Selection for Leading Indicators in Russia and Germany
MAGKS Papers on Economics 201101
Ivan Savin
and
Peter Winker
DFG Research Training Program "The Economics of Innovative Change", Friedrich Schiller University and the Max Planck Institute of Economics
and
University of Giessen - Department of Economics
Date Posted: July 12, 2012
Working Paper Series
19 downloads
Liquidity Needs, Private Information, Feedback Trading: Verifying Motives to Trade
National Bank of Poland Working Paper No. 119
Bartosz Gebka
and
Dobromil Serwa
University of Newcastle Business School
and
National Bank of Poland
Date Posted: July 10, 2012
Working Paper Series
30 downloads
Euro Money Market Spreads During the 2007-? Financial Crisis
ECB Working Paper No. 1437
Nuno Cassola
and
Claudio Morana
European Central Bank (ECB)
and
Università di Milano Bicocca
Date Posted: July 09, 2012
Working Paper Series
44 downloads
Inclusive Growth Strategies for Pakistan ─ Myth or Reality for Policymakers!
Syed Muhammad Atif
and
Sardar Mohazzam
University of Sydney - School of Economics
and
Government and Public Policy Department, National Defense University, Islamabad
Date Posted: July 08, 2012
Last Revised: August 16, 2012
Working Paper Series
105 downloads
Capitalisation Effects in Forecasting UK Stock Returns
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: July 07, 2012
Last Revised: August 01, 2012
Working Paper Series
27 downloads
Is Monetary Policy in the New EU Member States Asymmetric?
Economic Systems, Vol. 36, No. 2, 2012
Bořek Vašíček
Czech National Bank (CNB)
Date Posted: July 06, 2012
Accepted Paper Series
Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study
Eratalay M.H., Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study, p. 50, 2012
, European University of Saint Petersburg (EUSP) - Economics Department Working Paper Ec-04/12
M. Hakan Eratalay
European University at Saint Petersburg (EUSP) - Economics Department
Date Posted: July 02, 2012
Last Revised: December 10, 2012
Working Paper Series
23 downloads
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