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1,169,821 Total downloads
Showing Papers 2,851 - 2,900 of 5,952
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Information Contents of QFIIs' Cascades in the Taiwan Stock Market
Hao Fang
,
Jehn-Yih Wong
,
Yu-Chun Wang
and
Ralph Lu
affiliation not provided to SSRN
and
Ming Chuan University - Finance
Date Posted: February 16, 200971 downloads
Institutional Forecasting: The Performance of Thin Virtual Stock Markets ERIM Report Series Reference No. ERS-2006-028-MKT
G.H. van Bruggen ,
Martin Spann ,
Gary L. Lilien and
Bernd Skiera
Date Posted: December 23, 200671 downloads
Integration of Stapled A-REIT, Stock and Bond Returns 23rd Australasian Finance and Banking Conference 2010 Paper
Jaime Li Ping Yong
Date Posted: August 24, 2010Last Revised: November 07, 201071 downloads
Learning-By-Doing or Habit Formation? Bank of Canada Working Paper No. 2005-15
Hafedh Bouakez
and
Takashi Kano
Date Posted: July 10, 200671 downloads
Least Squares Model Combining by Mallows Criterion
Xinyu Zhang
,
Alan T. K. Wan and
Guohua Zou
affiliation not provided to SSRN
,
City University of Hong Kong (CityUHK) - Department of Management
and
Chinese Academy of Sciences - Academy of Mathematics and Systems Science
Date Posted: September 23, 200871 downloads
Projecting Liberalism into a Realist World: David P. Forsythe and the Political Science of Human Rights
Todd Landman
Date Posted: August 02, 201171 downloads
Regime-Switching Factor Models in Which the Number of Factors Defines the Regime
Adriana S. Cordis and
Chris Kirby
Date Posted: December 01, 2010Last Revised: April 25, 201171 downloads
Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process University of St. Gallen, Department of Economics, Discussion Paper No. 2008-16
Francesco Audrino
and
Marcelo C. Medeiros
Date Posted: August 18, 200871 downloads
Term Structure Modeling with Structural Breaks: A Simple Arbitrage-Free Approach
Wachindra Bandara
and
Richard Munclinger
Date Posted: December 18, 2011Last Revised: November 19, 201271 downloads
Testing Cost Inefficiency under Free Entry in the Real Estate Brokerage Industry
Lu Han
and
Seung-Hyun Hong
Date Posted: August 06, 2008Last Revised: May 11, 201071 downloads
The 401(K) Story: Undertold or Oversold
Brooks Hamilton
Date Posted: January 02, 200871 downloads
What Determines Differences in Foreign Bank Efficiency? Australian Evidence 21st Australasian Finance and Banking Conference 2008 Paper
Jan-Egbert Sturm and
Barry Williams
Date Posted: August 13, 200871 downloads
A Simple Asymptotic Analysis of Residual-Based Statistics CentER Discussion Paper No. 2003-118
Elena Andreou and
Bas J. M. Werker
Date Posted: July 16, 200470 downloads
An Instrument Variable Model of the Impact of Financing on Performance of Small Businesses in Australia Pre-Global Financial Crisis — Firm Level Empirical Analysis Using ABS Business Longitudinal Data 2007 Finance and Corporate Governance Conference 2011 Paper
Yongqiang Li
,
Anona Fern Armstrong
and
Andrew Clarke
affiliation not provided to SSRN
Date Posted: December 01, 2010Last Revised: February 13, 201170 downloads
Analytic Approximations to GARCH Aggregated Returns Distributions with Applications to VaR and ETL ICMA Centre Discussion Papers in Finance DP 2011-08
Carol Alexander ,
Emese Lazar
and
Silvia Stanescu
Date Posted: May 13, 201170 downloads
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence Banque de France Working Paper No. 77
Eric Jondeau and
Michael Rockinger
Date Posted: December 27, 201070 downloads
Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes
Taras Bodnar
and
Nikolaus Hautsch
Date Posted: September 12, 201270 downloads
Determinants of Grades in Maths for Students in Economics
Lorenzo Cappellari ,
Claudio Lucifora and
Dario Pozzoli
Date Posted: April 30, 2008Last Revised: May 11, 200870 downloads
Does Correlation between Stock Returns Really Increase During Turbulent Period? Banque de France Working Paper No. 73
françois chesnay
and
Eric Jondeau
Date Posted: December 27, 201070 downloads
Dominating Randomness - Applications of State Contingent Stochastic Ordering Methods to the Clustering and Performance Measurement of Trading Strategies
Clemens Glaffig
Date Posted: December 22, 2010Last Revised: January 04, 201170 downloads
Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation IGIER Working Paper No. 306
George Kapetanios and
Massimiliano Giuseppe Marcellino
Date Posted: March 31, 200670 downloads
Long-Run Forecasting in Multicointegrated Systems U of Aarhus, Economics Working Paper No. 2002-15
Tom Engsted ,
Niels Haldrup and
Boriss Siliverstovs
Date Posted: December 04, 200270 downloads
Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
Cem Cakmakli
,
Richard Paap and
Dick J. C. van Dijk
Date Posted: January 09, 2011Last Revised: January 16, 201170 downloads
Modeling Spot Price Dependence in Australian Electricity Markets with Applications to Risk Management
Katja Ignatieva
and
Stefan Trueck
Date Posted: January 25, 201270 downloads
Modelling and Forecasting Short-Term Interest Rate Volatility: A Semiparametric Approach
Ai Jun Hou
and
Sandy Suardi
Date Posted: November 20, 2009Last Revised: November 25, 200970 downloads
Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos LSE STICERD Research Paper No. EM455
Oliver B. Linton and
Mototsugu Shintani
Date Posted: July 21, 200870 downloads
Oil Price Forecast Evaluation with Flexible Loss Functions FEEM Working Paper No. 91.2011
Andrea Bastianin
,
Matteo Manera ,
Anil Markandya and
Elisa Scarpa
Date Posted: January 25, 201270 downloads
Performance of Time-Varying Correlation Estimation Methods
Ahmet Karagozoglu
and
Michael Jacobs Jr.
Date Posted: June 23, 2008Last Revised: February 15, 201070 downloads
Predictive Ability of Business Cycle Indicators Under Test: A Case Study for the Euro Area Industrial Production CESifo Working Paper Series No. 3158
Kai Carstensen ,
Klaus Wohlrabe
and
Christina Ziegler
Date Posted: August 17, 201070 downloads
Productivity, Investment, and Current Accounts: Reassessing the Evidence FRB International Finance Discussion Paper No. 742
Jaime Marquez
Date Posted: March 03, 200370 downloads
Style of Practice and Assortative Mating: A Recursive Probit Analysis of Cesarean Section Scheduling in Italy
Daniele Fabbri
and
Chiara Monfardini
Date Posted: March 01, 2006Last Revised: June 19, 200970 downloads
Testing Conditional Independence via Rosenblatt Transforms PIER Working Paper No. 07-026
Kyungchul Song
Date Posted: September 07, 200770 downloads
The Conquest of South American Inflation FRB of Atlanta Working Paper No. 2006-20
Thomas J. Sargent ,
Noah Williams
and
Tao A. Zha
Date Posted: November 26, 200670 downloads
The Effect of Past and Future Economic Fundamentals on Spending and Pricing Behavior in the FRB/US Macroeconomic Model FRB FEDS Discussion Paper No. 2001-12
Peter von zur Muehlen
Date Posted: March 19, 200170 downloads
The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution IMF Working Paper No. 00/194
Woon Gyu Choi
Date Posted: February 06, 200670 downloads
The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums
Daniela Osterrieder and
Peter C. Schotman
Date Posted: August 03, 201270 downloads
Time-Varying Risk and Risk Premiums in Frontier Markets
Galin Todorov
and
Prasad V. Bidarkota
Date Posted: October 22, 201170 downloads
What Explains Risk Premia in Crude Oil Futures? Bank of Finland Research Discussion Paper No. 2/2011
Marko Melolinna
Date Posted: February 17, 201170 downloads
A Re-examination of Causality Relationships in Australian Wage Inflation and Minimum Award Rates - Using Multivariate Subset Autoregressive Modelling with Constraints - Financial and Economic Forecasting (chapter 11)
Jack H.W. Penm ,
Jammie H. Penm and
R. Deane Terrell
Date Posted: February 24, 200369 downloads
A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transitions
Nicholas M. Kiefer
and
C. Erik Larson
Date Posted: January 12, 200769 downloads
Causal Relations via Econometrics International Econometric Review, Vol 2, No. 1, p 36-56, April 2010
Asad Zaman
Date Posted: April 07, 2009Last Revised: September 03, 201269 downloads
Comparing Forecasting Methods: Why Do Traditional Macroeconometric Models Remain Popular?
Daniel Bachman
affiliation not provided to SSRN
Date Posted: January 16, 201169 downloads
Do Ifo Indicators Help Explain Revisions in German Industrial Production? CESifo Working Paper Series No. 1205
Jan P. A. M. Jacobs and
Jan-Egbert Sturm
Date Posted: July 12, 200469 downloads
Import-Reducing Effect of Trade Barriers: A Cross-Country Investigation IMF Working Paper No. 01/216
Qing Wang
Date Posted: February 12, 200669 downloads
Liquidity, Volatility, and Flights to Safety in the U.S. Treasury Market: Evidence from a New Class of Dynamic Order Book Models FRB of New York Staff Report No. 590
Robert F. Engle ,
Michael J. Fleming ,
Eric Ghysels and
Giang Nguyen
Date Posted: January 02, 201369 downloads
Modelling Wages and Prices in Australia
Gunnar Bardsen ,
Stan Hurn and
Zoë McHugh
Date Posted: November 02, 200569 downloads
Realized Wavelet Jump-GARCH Model: Can Time-Frequency Decomposition of Volatility Improve its Forecasting?
Jozef Barunik and
Lukas Vacha
Date Posted: May 31, 2012Last Revised: February 12, 201369 downloads
The Frequency of Price Adjustment and New Keynesian Business Cycle Dynamics Federal Reserve Bank of San Francisco Working Paper Series 2006-22
Richard Dennis
Date Posted: July 30, 200769 downloads
A Discrete Multivariate Mean Value Theorem with Applications CentER Discussion Paper No. 2006-106
Dolf Talman and
Zaifu Yang
Date Posted: November 20, 200668 downloads
Are International Equity Market Returns Predictable?
Sungju Chun
Date Posted: October 30, 200968 downloads
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