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393,643
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1,881,721 Total downloads
Showing Papers 2,821 - 2,870 of 8,580
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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
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
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
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
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
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
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
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
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
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
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
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
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
Simulating Dependent Credit Migrations
Stefan Trueck
Macquarie University Sydney - Department of Economics
Date Posted: February 17, 2009
Working Paper Series
125 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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