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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
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  Last 12 months: 		69,626

Paper Downloads:
To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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  References: 		239,806
Total References: 8,539,827
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Total Citation
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Papers with
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  Footnotes: 		78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: C5
1,186,263 Total downloads
Showing Papers 3,001 - 3,050 of 6,018
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Incl. Electronic Paper Automated Variable Selection in Vector Multiplicative Error Models
Fabrizio Cipollini
Universita di Firenze, Dipartimento di Statistica
Date Posted: February 02, 2009
Working Paper Series
51 downloads

Incl. Electronic Paper Market Liquidity as Dynamic Factors
 Marc Hallin , Hugues Pirotte , Charles Mathias and David Veredas
ECARES, Universite Libre de Bruxelles , Université Libre de Bruxelles - Solvay Brussels School of Economics and Management , Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management and Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Date Posted: February 02, 2009
Last Revised: November 01, 2009
Working Paper Series
280 downloads

Incl. Electronic Paper Modelling Loans to Non-Financial Corporations in the Euro Area
ECB Working Paper No. 989
 Christoffer Kok Sorensen , David Marques-Ibanez and Carlotta Rossi
European Central Bank (ECB) , European Central Bank (ECB) and Bank of Italy
Date Posted: February 02, 2009
Working Paper Series
84 downloads

Incl. Electronic Paper A Method for Detecting Structural Breaks and an Application to the Turkish Stock Market
METU Studies in Development, Vol. 27, No. 1-2, pp. 35-45, 2000
 Erdem Basci , Sidika Basci and Asad Zaman
Bilkent University - Department of Economics , ESTIM Forecasting Center and International Institute of Islamic Economics
Date Posted: January 31, 2009
Accepted Paper Series
80 downloads

Incl. Electronic Paper Estimating and Forecasting the Euro Area Monthly National Accounts from a Dynamic Factor Model
ECB Working Paper No. 953
 Elena Angelini , Marta Banbura and Gerhard Rünstler
European Central Bank (ECB) , European Central Bank and European Central Bank
Date Posted: January 31, 2009
Working Paper Series
63 downloads

Incl. Electronic Paper The Taylor Rule and Interval Forecast for Exchange Rates
FRB International Finance Discussion Paper No. 963
 Wang Jian and Jason Wu
affiliation not provided to SSRN and Board of Governors of the Federal Reserve System
Date Posted: January 29, 2009
Working Paper Series
80 downloads

Incl. Electronic Paper Questioning the Taylor Rule
 Rodrigo De-Losso
University of Sao Paulo (USP) - Department of Economics
Date Posted: January 28, 2009
Last Revised: September 28, 2012
Working Paper Series
6 downloads

Incl. Electronic Paper Simultaneous Equations Models Used in the Study of Some Issues Related to the Corruption and Performance of Services in the Public Health System
Theoretical and Applied Economics, 2009
 Tudorel Andrei , Ani I. Matei and Bogdan Oancea
affiliation not provided to SSRN , National School of Political Studies and Public Administration (NSPSPA) and Titulescu University
Date Posted: January 27, 2009
Last Revised: April 06, 2010
Accepted Paper Series
129 downloads

Incl. Electronic Paper The Effect of R&D Inputs and Outputs on the Relation Between the Uncertainty of Future Operating Performance and R&D Expenditures
Simon School Working Paper No. FR 09-05
 Shail Pandit , Charles E. Wasley and Tzachi Zach
University of Illinois at Chicago , University of Rochester - Simon School of Business and Ohio State University (OSU) - Fisher College of Business
Date Posted: January 27, 2009
Last Revised: January 02, 2010
Working Paper Series
305 downloads

Incl. Fee Electronic Paper Fiscal Readjustments in the United States: A Nonlinear Time-Series Analysis
Economic Inquiry, Vol. 47, Issue 1, pp. 34-54, January 2009
 Andrea Cipollini , Bassam Fattouh and Kostas Mouratidis
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics , University of London - School of Oriental and African Studies (SOAS) and Swansea University
Date Posted: January 26, 2009
Accepted Paper Series
2 downloads

Incl. Electronic Paper A Classification Study of Carbon Assets into Commodities
 Takashi Kanamura
J-POWER
Date Posted: January 25, 2009
Working Paper Series
348 downloads

Incl. Electronic Paper Binary Regressions with Bounded Median Dependence
PIER Working Paper No. 09-003
 Xun Tang
Department of Economics, University of Pennsylvania
Date Posted: January 24, 2009
Working Paper Series
17 downloads

Incl. Electronic Paper Modeling and Forecasting a Firm's Financial Statements with a VAR-VECM Model
 Bernardus F. N. Van Doornik and Gustavo R. De Oliveira
Universidade de Brasilia and Universidade de Brasília (UnB)
Date Posted: January 24, 2009
Working Paper Series
560 downloads

Incl. Electronic Paper Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience
STOCK RETURNS: CYCLICALITY, PREDICTION, AND ECONOMIC CONSEQUENNCES, G. I. Ellison, ed., Nova Science Publishers, Inc., 4th Quarter 2009
 Giorgio Canarella , Stephen M. Miller and Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics , University of Nevada, Las Vegas - Department of Economics and California State University, Los Angeles
Date Posted: January 23, 2009
Last Revised: January 20, 2010
Accepted Paper Series
91 downloads

Incl. Electronic Paper Arbitrage-Free Construction of the Swaption Cube
 Simon Johnson and Bereshad Nonas
Commerzbank Corporates & Markets and Commerzbank Corporates & Markets
Date Posted: January 22, 2009
Working Paper Series
1990 downloads

Incl. Electronic Paper The Economic Value of Volatility Timing using a Range-Based Volatility Model
 Ray Y. Chou and Nathan Liu
Academia Sinica and Institute of Finance, National Chiao Tung University
Date Posted: January 22, 2009
Working Paper Series
170 downloads

Incl. Electronic Paper Comparing Forecast Performance of Exchange Rate Models
 Lillie Lam , Laurence Fung and Ip-wing Yu
Bank for International Settlements (BIS) , Hong Kong Monetary Authority and affiliation not provided to SSRN
Date Posted: January 21, 2009
Working Paper Series
151 downloads

Incl. Electronic Paper Pension Fund Strategy: DB versus DC
 Bushan K. Jomadar
Westminster Business School
Date Posted: January 20, 2009
Last Revised: April 27, 2009
Working Paper Series
134 downloads

Incl. Electronic Paper Marketing Models and the Lucas Critique
ERIM Report Series Reference No. ERS-2004-080-MKT
 Harald J. van Heerde , M. G. Dekimpe and William P. Putsis Jr.
Massey University , Catholic University of Leuven (KUL) - Department of Applied Economics and University of North Carolina (UNC) at Chapel Hill - Marketing Area
Date Posted: January 17, 2009
Working Paper Series
164 downloads

Incl. Electronic Paper A Framework for Stress Testing Banks' Credit Risk
The Journal of Risk Model Validation, Vol. 2, No. 1, pp. 3-23, Spring 2008
 Jim Wong , Ka-fai Choi and Tom Fong
Hong Kong Monetary Authority , Hong Kong Monetary Authority and Hong Kong Monetary Authority
Date Posted: January 15, 2009
Last Revised: March 04, 2009
Accepted Paper Series
764 downloads

Incl. Electronic Paper Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models
 Tom Fong and Chun Shan Wong
Hong Kong Monetary Authority and affiliation not provided to SSRN
Date Posted: January 15, 2009
Working Paper Series
430 downloads

Capital Market Volatility - An Econometric Analysis
 P. K. Mishra
Central University of Jharkhand
Date Posted: January 13, 2009
Working Paper Series

Incl. Electronic Paper Caught in the Housing Crash: Model Failure or Management Failure?
 Gunter Löffler
University of Ulm - Department of Mathematics and Economics
Date Posted: January 13, 2009
Last Revised: October 10, 2011
Working Paper Series
458 downloads

Nowcasting Manufacturing Value Added for Cross-Country Comparison
Statistical Journal of the IAOS: Journal of the International Association of Official Statistics, Vol. 26, Nos. 1-2, pp. 15-20, 2009
 Kris Boudt , Valentin Todorov and Shyam Upadhyaya
Free University of Brussels (VUB) , affiliation not provided to SSRN and UNIDO
Date Posted: January 13, 2009
Last Revised: March 04, 2012
Accepted Paper Series

Incl. Electronic Paper Assessing Value at Risk With CARE, the Conditional Autoregressive Expectile Models
Journal of Econometrics, Forthcoming
 Chung-Ming Kuan , Jin-Huei Yeh and Yu-Chin Hsu
Department of Finance, National Taiwan University , National Central University and University of Missouri at Columbia - Department of Economics
Date Posted: January 12, 2009
Accepted Paper Series
132 downloads

Incl. Electronic Paper Application of ARCH-GARCH Models and Feed-Forward Neural Networks with Bayesian Regularization in Capital Asset Pricing Model: The Case of Two Stocks in Athens Exchange Stock Market
 Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: January 10, 2009
Working Paper Series
336 downloads

Incl. Electronic Paper Long Memory Versus Structural Breaks in Modeling and Forecasting Realized Volatility
Journal of International Money and Finance, Forthcoming
 Kyongwook Choi , Wei-Choun Yu and Eric Zivot
Ohio University - Department of Economics , Winona State University and University of Washington - Department of Economics
Date Posted: January 09, 2009
Last Revised: October 19, 2009
Accepted Paper Series
118 downloads

Incl. Electronic Paper Markov Switching and Long Memory: A Monte Carlo Analysis
Applied Economics Letters, Forthcoming
 Wei-Choun Yu
Winona State University
Date Posted: January 09, 2009
Accepted Paper Series
66 downloads

Incl. Electronic Paper A Simple Theory of Scientific Learning
 E. Glen Weyl
University of Chicago
Date Posted: January 08, 2009
Working Paper Series
74 downloads

Incl. Electronic Paper From Business Intelligence to Competitive Intelligence: Inferring Competitive Measures Using Augmented Site-Centric Data
 Eric Zheng , Peter Fader and Balaji Padmanabhan
University of Texas at Dallas , University of Pennsylvania - Marketing Department and University of South Florida - College of Business Administration
Date Posted: January 08, 2009
Last Revised: April 04, 2012
Working Paper Series
834 downloads

Incl. Electronic Paper Standard & Poor's Indices Versus Active Funds Scorecard, Mid Year 2008
 Srikant Dash and Rosanne Pane
Standard & Poor's and Standard & Poor's
Date Posted: January 08, 2009
Working Paper Series
76 downloads

Incl. Electronic Paper Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes
 Gurdip Bakshi , Dilip B. Madan and George Panayotov
University of Maryland - Robert H. Smith School of Business , University of Maryland - Robert H. Smith School of Business and Georgetown University - Robert Emmett McDonough School of Business
Date Posted: January 07, 2009
Working Paper Series
171 downloads

Incl. Electronic Paper Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans
HKIMR Working Paper No. 15/2008
 Harald Scheule
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: January 06, 2009
Working Paper Series
382 downloads

Incl. Electronic Paper Component-Driven Regime-Switching Volatility
 Jeff Fleming and Chris Kirby
Rice University - Jesse H. Jones Graduate School of Business and UNC Charlotte - Belk College of Business
Date Posted: January 05, 2009
Last Revised: October 25, 2012
Working Paper Series
107 downloads

Incl. Electronic Paper Contagion, Common Exposure, and Selection: Empirical Modeling of the Theories and Substance of Interdependence in Political Science
 Robert J. Franzese Jr. and Jude C. Hays
University of Michigan and University of Pittsburgh
Date Posted: January 05, 2009
Working Paper Series
121 downloads

Incl. Electronic Paper Memory Time-Varying Models for Weather Derivative Pricing
 Massimiliano Caporin and Juliusz Pres
University of Padova - Department of Economics and Management "Marco Fanno" and Szczecin University of Technology
Date Posted: January 05, 2009
Last Revised: December 16, 2009
Working Paper Series
142 downloads

Incl. Electronic Paper Benchmarking 130/30 Strategies
 Srikant Dash and Philip Murphy
Standard & Poor's and Standard & Poor's
Date Posted: January 04, 2009
Working Paper Series
134 downloads

Incl. Electronic Paper Capturing the Index Effect via Options
 Srikant Dash and Berlinda Liu
Standard & Poor's and Standard & Poor's
Date Posted: January 04, 2009
Working Paper Series
91 downloads

Incl. Electronic Paper Closed Funds & 12b-1 Fees
 Srikant Dash
Standard & Poor's
Date Posted: January 04, 2009
Working Paper Series
36 downloads

Incl. Electronic Paper Equal Weight Indexing - Five Years Later
 Srikant Dash and Keith Loggie
Standard & Poor's and Standard & Poor's
Date Posted: January 04, 2009
Working Paper Series
310 downloads

Incl. Electronic Paper Equity Duration - Updated Duration of the S&P 500
 David M. Blitzer , Srikant Dash and Philip Murphy
Standard & Poor's - Index Committee , Standard & Poor's and Standard & Poor's
Date Posted: January 04, 2009
Working Paper Series
348 downloads

Incl. Electronic Paper Levy-Based Interest Rate Derivatives: Change of Time Method and PIDEs
 Anatoliy V. Swishchuk
University of Calgary
Date Posted: January 04, 2009
Working Paper Series
177 downloads

Incl. Electronic Paper Linkages between Housing and Municipal Bond Markets
 Keith Loggie and Philip Murphy
Standard & Poor's and Standard & Poor's
Date Posted: January 04, 2009
Working Paper Series
74 downloads

Incl. Electronic Paper Multi-Factor Levy Models: Change of Time and Pricing of Financial and Energy Derivatives
 Anatoliy V. Swishchuk
University of Calgary
Date Posted: January 04, 2009
Working Paper Series
199 downloads

Incl. Electronic Paper S&P 500 Dividend Aristocrats
 Aye M. Soe
Standard & Poor's
Date Posted: January 04, 2009
Working Paper Series
363 downloads

Incl. Electronic Paper Volatility Arbitrage Indices - A Primer
 Keith Loggie
Standard & Poor's
Date Posted: January 04, 2009
Working Paper Series
577 downloads

Incl. Electronic Paper The Shrinking Index Effect - A Global Perspective
Standard & Poor's, pp. 1-14, November 2008
 Index and Portfolio Services, Standard & Poor's
Standard & Poor's
Date Posted: December 30, 2008
Accepted Paper Series
191 downloads

The Value and Accounting Premium for South African-Listed Shares
Journal of Economic & Financial Sciences (JEF), Vol. 2, No. 2, pp. 187-202, October 2008
Jürgen Ernstberger , Christian Heinze and Oliver Vogler
University of Bochum , University of Regensburg and Ruhr Universität Bochum
Date Posted: December 30, 2008
Accepted Paper Series

Evaluating Value-at-Risk Measures in Presence of Long Memory Conditional Volatility
Journal of Risk, Vol. 10, No. 3, 2008
 Massimiliano Caporin
University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: December 29, 2008
Accepted Paper Series

Incl. Electronic Paper Inflation and Industry Returns - A Global Perspective
 Junhua Lu
Standard & Poor's
Date Posted: December 29, 2008
Working Paper Series
158 downloads


 

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