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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
Papers Received in
  Last 12 months:
68,942

Paper Downloads:
To date: 65,917,226
Last 12 months: 11,175,672
Last 30 days: 1,053,329

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238,981
Total References: 8,480,523
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Total Citation
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C1
1,881,721 Total downloads
Showing Papers 2,821 - 2,870 of 8,580
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Incl. Electronic Paper Autoregressive Conditional Tail Behavior and Results on Government Bond Yield Spreads
Niklas Wagner
Passau University
Date Posted: June 16, 2004
Working Paper Series
125 downloads

Incl. Electronic Paper Breaking the Curse of Dimensionality
Duke Economics Working Paper No. 00-13
Mark Coppejans
BlackRock
Date Posted: November 22, 2000
Working Paper Series
125 downloads

Incl. Electronic Paper Comparing Correlation Matrix Estimators Via Kullback-Leibler Divergence
Vanessa Mattiussi , Michele Tumminello , Giulia Iori and Rosario N. Mantegna
City University London - Department of Economics , Carnegie Mellon University - Department of Social and Decision Sciences , City University London - Department of Economics and Central European University
Date Posted: December 02, 2011
Working Paper Series
125 downloads

Incl. Electronic Paper Comparing Estimation Procedures for Stochastic Volatility Models of Short-Term Interest Rates
Ramaprasad Bhar and Damien Lee
University of New South Wales (UNSW) - School of Banking and Finance and University of New South Wales (UNSW)
Date Posted: July 16, 2008
Last Revised: November 13, 2009
Working Paper Series
125 downloads

Incl. Electronic Paper Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection
AFA 2012 Chicago Meetings Paper
Denitsa Stefanova and Redouane Elkamhi
VU University Amsterdam and University of Iowa - Henry B. Tippie College of Business
Date Posted: March 15, 2011
Working Paper Series
125 downloads

Incl. Electronic Paper Effective Empirical Characteristic Function Methods for Estimation of Affine Diffusions Using the Realized Variance
Alex Levin and Vladimir Khramtsov
Royal Bank of Canada and Royal Bank of Canada
Date Posted: January 30, 2012
Last Revised: June 13, 2012
Working Paper Series
125 downloads

Incl. Electronic Paper Estimating Demand for Differentiated Products with Continuous Choice and Variety-Seeking: An Application to the Puzzle of Uniform Pricing
Robert Stanton McMillan
Cauchy Capital
Date Posted: November 28, 2006
Working Paper Series
125 downloads

Incl. Electronic Paper Exchange Rate Volatility in a Target Zone: The Czech Experience

Georg Stadtmann and Katja Funke
WHU Otto Beisheim School of Management and WHU - Otto Beisheim School of Management
Date Posted: March 18, 2002
Working Paper Series
125 downloads

Incl. Electronic Paper Is it Better to Average Probabilities or Quantiles?
Darden Business School Working Paper No. 2066806
Kenneth C. Lichtendahl Jr. , Yael Grushka-Cockayne and Robert L. Winkler
University of Virginia - Darden School of Business , University of Virginia (UVA) - Darden School of Business and Duke University - Fuqua School of Business
Date Posted: May 25, 2012
Last Revised: September 29, 2012
Working Paper Series
125 downloads

Incl. Electronic Paper Modeling Autoregressive Conditional Skewness and Kurtosis with Multi-Quantile CAViaR
ECB Working Paper No. 957
Halbert L. White, Jr. , Tae-Hwan Kim and Simone Manganelli
University of California, San Diego (UCSD) - Department of Economics , University of Nottingham - School of Economics and European Central Bank (ECB)
Date Posted: November 20, 2008
Working Paper Series
125 downloads

Incl. Electronic Paper Non-Parametric Future Looking Value-at-Risk
Anders Wilhelmsson and Marcus Nossman
Lund University - Department of Economics and Lund University
Date Posted: February 05, 2011
Last Revised: February 27, 2011
Working Paper Series
125 downloads

Incl. Electronic Paper Non-Stationary Stock Returns and Time to Revise the Optimal Portfolio
Mindaugas Baltutis
University of Vienna - Department of Finance
Date Posted: April 30, 2009
Working Paper Series
125 downloads

Incl. Electronic Paper On Representative Trust
CentER Discussion Paper Series No. 2003-47
Charles Bellemare and Sabine Kröger
Laval University - Département d'Économique and Laval University - Département d'Économique
Date Posted: September 24, 2003
Working Paper Series
125 downloads

Incl. Electronic Paper Simulating Dependent Credit Migrations
Stefan Trueck
Macquarie University Sydney - Department of Economics
Date Posted: February 17, 2009
Working Paper Series
125 downloads

Incl. Electronic Paper Social Discounting Under Uncertainty: A Cross-Country Comparison
Cameron J. Hepburn , Phoebe Koundouri , Ekaterini Panopoulou and Theologos Pantelidis
London School of Economics, Grantham Research Institute , Athens University of Economics and Business - Department of International and European Economic Studies , University of Piraeus - Department of Statistics and Insurance Science and University of Macedonia - Department of Economics
Date Posted: September 05, 2006
Working Paper Series
125 downloads

Incl. Electronic Paper Sources of Economic Growth in East Asia: A Nonparametric Assessment
IMF Working Paper No. 02/13
Shigeru Iwata , Mohsin S. Khan and Hiroshi Murao
University of Kansas - Department of Economics , International Monetary Fund (IMF) and Aomori Public College - Department of Management & Economics
Date Posted: January 30, 2006
Working Paper Series
125 downloads

Incl. Electronic Paper The Angular Distribution of Asset Returns in Delay Space
Roger Koppl and Carlo Nardone
Whitman School of Management and CRS4 Center for Advanced Studies, Research and Development in Sardinia
Date Posted: April 13, 1997
Working Paper Series
125 downloads

Incl. Electronic Paper The Decline of Calendar Seasonality in the Australian Stock Exchange, 1958-2005
Andrew C. Worthington
Griffith University
Date Posted: October 29, 2008
Working Paper Series
125 downloads

Incl. Electronic Paper The Impact of Central Bank FX Interventions on Currency Components
Tinbergen Institute Discussion Paper No. 2005-103/4
Michel A. R. Beine , Charles S. Bos and Sébastien Laurent
University of Luxemburg , VU University Amsterdam and Maastricht University - Department of Quantitative Economics
Date Posted: November 11, 2005
Working Paper Series
125 downloads

Incl. Electronic Paper The Peer Performance of Hedge Funds
David Ardia and Kris Boudt
Laval University - Département de Finance et Assurance and KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: February 08, 2012
Last Revised: February 27, 2013
Working Paper Series
125 downloads

Incl. Electronic Paper The Puzzling Persistence of the Distance Effect on Bilateral Trade
Centro Studi Luca d'Agliano Working Paper No. 186, Sauder School of Business Working Paper
Anne-Celia Disdier and Keith Head
National Institute for Agricultural Research (INRA) - UMR Economie Publique and University of British Columbia (UBC) - Sauder School of Business
Date Posted: February 11, 2005
Working Paper Series
125 downloads

Incl. Electronic Paper VAR Forecasting Using Bayesian Variable Selection
Dimitris Korobilis
University of Glasgow
Date Posted: March 05, 2010
Last Revised: April 19, 2011
Working Paper Series
125 downloads

Incl. Electronic Paper Vector Autoregressions and Reduced Form Representations of DSGE Models
Banco de Espana Research Paper No. WP-0619
Federico Ravenna
HEC Montreal
Date Posted: September 06, 2006
Working Paper Series
125 downloads

Incl. Electronic Paper A Generalized Method of Moments Estimator for a Spatial Model with Moving Average Errors, with Application to Real Estate Prices
Bernard Fingleton
affiliation not provided to SSRN
Date Posted: April 27, 2006
Working Paper Series
124 downloads

Incl. Electronic Paper A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators
N150/02/05
Ekaterini Panopoulou
University of Piraeus - Department of Statistics and Insurance Science
Date Posted: April 01, 2005
Working Paper Series
124 downloads

Incl. Electronic Paper An Empirical Assessment of the 2004 EU Merger Policy Reform
WZB Discussion Paper SP II 2010-16
Tomaso Duso , Klaus Peter Gugler and Florian Szücs
Duesseldorf Institute for Competition Economics (DICE) , Vienna University of Economics and Business Administration and Vienna University of Economics and Business Administration
Date Posted: December 08, 2010
Working Paper Series
124 downloads

Incl. Electronic Paper An Empirical Study to Build a Theoretical Framework that Can Determine Customer Satisfaction in Terms of People, Process & Physical Evidence
SERVICE MARKETING PRACTICES IN INDIA: CHANGING PARADIGMS, pp. 135-143, S. Saibaba, A. Santikary, P. K. Mohanty, eds., SSIM, 2012
Debabrata Das
West Bengal University of Technology - Bengal School Of Technology & Management
Date Posted: January 09, 2012
Last Revised: June 04, 2012
Accepted Paper Series
124 downloads

Incl. Electronic Paper Assessing Multivariate Predictors of Financial Market Movements: A Latent Factor Frame Work for Ordinal Data
Swiss Finance Institute Research Paper No. 08-45
Philippe Huber , O. Scaillet and Maria-Pia Victoria-Feser
University of Geneva - HEC , University of Geneva - HEC and University of Geneva - HEC
Date Posted: December 23, 2008
Working Paper Series
124 downloads

Incl. Electronic Paper Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis
Journal of Forecasting, Forthcoming
Cathy W. S. Chen , Richard H. Gerlach , Edward M.H. Lin and Wayne
Feng Chia University - Department of Statistics , University of Sydney , Graduate Institute of Applied Statistics, Feng Chia University and Feng Chia University - Graduate Institute of Statistics & Actuarial Science
Date Posted: April 21, 2011
Last Revised: May 29, 2011
Working Paper Series
124 downloads

Incl. Electronic Paper Currency Substitution and Inflation in Peru
IMF Working Paper No. 92/33
Liliana Rojas-Suarez
Center for Global Development
Date Posted: February 15, 2006
Working Paper Series
124 downloads

Incl. Electronic Paper Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?
Turan G. Bali , Linda Allen and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business , Baruch College, CUNY - Zicklin School of Business and Fordham University - School of Business
Date Posted: January 30, 2012
Last Revised: July 08, 2012
Working Paper Series
124 downloads

Incl. Electronic Paper Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
Riksbank Research Paper No. 16, Sveriges Riksbank Working Paper No. 177
Henrik Amilon
European Central Bank (ECB)
Date Posted: October 19, 2006
Working Paper Series
124 downloads

Incl. Electronic Paper Forecasting and Estimating Multiple Change-Point Models with an Unknown Number of Change Points
FRB of New York Staff Report No. 196
Simon Potter and Gary Koop
Federal Reserve Bank of New York and University of Leicester - Department of Economics
Date Posted: December 10, 2004
Working Paper Series
124 downloads

Incl. Electronic Paper Migration and Trade Policies: Symmetry or Paradox?
Jagdeep S. Bhandari
Florida Coastal School of Law
Date Posted: January 24, 2007
Working Paper Series
124 downloads

Incl. Electronic Paper Modeling Indivisible Demand
Sanghak Lee and Greg M. Allenby
University of Iowa - Department of Marketing and Ohio State University (OSU) - Department of Marketing and Logistics
Date Posted: April 17, 2011
Last Revised: April 16, 2012
Working Paper Series
124 downloads

Incl. Electronic Paper Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa
CIRPEE Working Paper 08-08
Yele Maweki Batana and Jean-Yves Duclos
affiliation not provided to SSRN and Laval University
Date Posted: June 03, 2008
Last Revised: June 25, 2009
Working Paper Series
124 downloads

Incl. Electronic Paper Reciprocal Trade Agreements in Gravity Models: A Meta-Analysis
TradeAG Working Paper No. 06/12
Maria Cipollina and Luca Salvatici
Università degli Studi del Molise and Università Roma Tre
Date Posted: December 13, 2006
Working Paper Series
124 downloads

Incl. Electronic Paper Risk and Beta Anatomy in the Hedge Fund Industry
EMFI Working Paper No. 1 - 2009, The European Journal of Finance, Forthcoming, DOI:10.1080/1351847X.2011.649216
Roberto Savona
University of Brescia
Date Posted: April 02, 2010
Working Paper Series
124 downloads

Incl. Electronic Paper A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables
IZA Discussion Paper No. 2126
Markus Froelich
Universität Mannheim, Chair of Econometrics
Date Posted: May 17, 2006
Working Paper Series
123 downloads

Incl. Electronic Paper Does Patenting Increase the Private Incentives to Innovate? A Microeconometric Analysis
University of Evry, EPEE Working Paper No. 04-12
Emmanuel Duguet and Claire Lelarge
ERUDITE and National Institute of Statistics and Economic Studies (INSEE) - Laboratory of Microeconometrics
Date Posted: October 06, 2004
Working Paper Series
123 downloads

Incl. Electronic Paper Estimating Dynamic Discrete-Choice Games of Incomplete Information
Michael Egesdal , Zhenyu Lai and Che-Lin Su
Harvard University - Department of Economics , Harvard University - Department of Economics and University of Chicago Booth School of Business
Date Posted: October 06, 2012
Last Revised: October 25, 2012
Working Paper Series
123 downloads

Incl. Electronic Paper Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad
William Davidson Institute Working Paper No. 622
Juraj Valachy and Evzen Kocenda
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: November 22, 2003
Working Paper Series
123 downloads

Incl. Electronic Paper Failure to Launch in Two-Sided Markets: A Study of the U.S. Video Game Market
Yiyi Zhou
SUNY at Stony Brook
Date Posted: October 19, 2012
Last Revised: May 05, 2013
Working Paper Series
123 downloads

Incl. Electronic Paper Goodness-of-Fit Tests in Nonparametric Regression
CentER Discussion Paper No. 2006-79
John H. J. Einmahl and Ingrid van Keilegom
Tilburg University - Department of Econometrics & Operations Research and Catholic University of Louvain (UCL) - School of Statistics
Date Posted: July 23, 2004
Working Paper Series
123 downloads

Incl. Electronic Paper Inequality and the GB2 Income Distribution
IZA Discussion Paper No. 2831
Stephen P. Jenkins
London School of Economics & Political Science (LSE) - Department of Social Policy and Administration
Date Posted: July 02, 2007
Working Paper Series
123 downloads

Incl. Electronic Paper Investment Horizon Effects in the Presence of Estimation Risk: The Case of Hungary
Central European University, Economics Working Paper No. 5/2002
Viktor Todorov
Duke University
Date Posted: January 28, 2003
Working Paper Series
123 downloads

Incl. Electronic Paper Monetary Policy Analysis in a Small Open Economy Using Bayesian Cointegrated Structural VARs
ECB Working Paper No. 296
Mattias Villani and Anders Warne
Sveriges Riksbank - Research Division and affiliation not provided to SSRN
Date Posted: April 16, 2004
Working Paper Series
123 downloads

Incl. Electronic Paper Providing Intuition to the Fieller Method with Two Geometric Representations using STATA and EVIEWS
Joe Hirschberg and Jenny N. Lye
University of Melbourne - Department of Economics and University of Melbourne - Department of Economics
Date Posted: April 06, 2007
Working Paper Series
123 downloads

Incl. Electronic Paper Quantifying Trading Behavior in Financial Markets Using Google Trends
Scientific Reports, Vol. 3, pp. 1684; DOI:10.1038/srep01684 (2013)
Tobias Preis , Helen Susannah Moat and H. Eugene Stanley
Warwick Business School - Behavioural Science Group , University College London - Department of Civil, Environmental and Geomatic Engineering and Boston University - Center for Polymer Studies
Date Posted: May 04, 2013
Accepted Paper Series
123 downloads

Incl. Electronic Paper Regional Unemployment and Productivity in Europe and the US

Roberto Basile and Luca De Benedictis
Second University of Naples and Università degli Studi di Macerata - Department of Economic & Financial Institutions (DIEF)
Date Posted: April 26, 2004
Working Paper Series
123 downloads


 

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