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1,186,269 Total downloads
Showing Papers 301 - 350 of 6,018
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The Effect of Endogenous Right-to-Work Laws on Business and Economic Conditions in the United States: A Multivariate Approach Review of Law and Economics, Vol. 5, No. 1, pp. 595-614, 2009
Lonnie K. Stevans
Date Posted: November 07, 2007Last Revised: February 23, 2011671 downloads
Stochastic Risk Premiums, Stochastic Skewness in Currency Options, and Stochastic Discount Factors in International Economies Robert H. Smith School Research Paper No. RHS 06-154
Peter Carr ,
Liuren Wu and
Gurdip Bakshi
Date Posted: May 09, 2005Last Revised: February 13, 2011668 downloads
Easy Volatility Investing
Tony Cooper
Date Posted: April 23, 2013667 downloads
Testing Exogeneity in the Bivariate Probit Model: A Monte Carlo Study
Chiara Monfardini and
Rosalba Radice
Date Posted: February 28, 2006666 downloads
On the Expected Performance of Market Timing Strategies
Winfried G. Hallerbach
Date Posted: July 16, 2011Last Revised: August 11, 2011665 downloads
Forecasting Power of Implied Volatility: Evidence from Individual Equities
Jonathan M. Godbey
and
James W. Mahar
Date Posted: August 01, 2005661 downloads
Algorithmic Exposure and CVA for Exotic Derivatives
Alexandre Antonov
,
Serguei Issakov
and
Serguei Mechkov
Date Posted: November 18, 2011Last Revised: April 14, 2012660 downloads
A Statistical Arbitrage FX Trading System Based on Short Term FX Volatility Swings Forecasting with Institutional Data on JPY Based Investment Flows Into US Markets
Pavan Gadiraju
affiliation not provided to SSRN
Date Posted: July 20, 2009Last Revised: October 01, 2009657 downloads
Private Benefits, Block Transaction Premiums and Ownership Structure
Alessandro Sembenelli and
Giovanna Nicodano
Date Posted: April 03, 2000657 downloads
Value at Risk: Issues and Implementation in Forex Market in India
Golaka C. Nath
and
Y. V. Reddy
Date Posted: December 03, 2003657 downloads
Estimating the Intertemporal Capital Asset Pricing Model with Cross-Sectional Consistency
Turan G. Bali and
Liuren Wu
Date Posted: March 16, 2005655 downloads
Getting the Most Out of Macroeconomic Information for Predicting Stock Returns and Volatility Tinbergen Institute Discussion Paper 2010-115/4
Cem Cakmakli
and
Dick J. C. van Dijk
Date Posted: November 25, 2010653 downloads
Specification Analysis of Structural Credit Risk Models AFA 2009 San Francisco Meetings Paper
Jing-Zhi Huang and
Hao Zhou
Date Posted: March 13, 2008Last Revised: July 22, 2009653 downloads
The Risk-Adjusted Return Theory
Rocky Roland
and
George Xiang
Date Posted: April 12, 2004652 downloads
Financial Market Liquidity and the Distribution of Prices
Ian Domowitz and
Mahmoud El-Gamal
Date Posted: November 01, 1999648 downloads
Forecasting U.S. Inflation by Bayesian Model Averaging FRB International Finance Discussion Paper No. 780
Jonathan H. Wright
Date Posted: November 22, 2003642 downloads
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information
Michiel De Pooter ,
Francesco Ravazzolo and
Dick J. C. van Dijk
Date Posted: March 04, 2007Last Revised: May 04, 2010642 downloads
An Evaluation Framework for Alternative VaR Models EFA 2002 Berlin Meetings Discussion Paper
Dennis Bams ,
Thorsten Lehnert and
Christian C. P. Wolff
Date Posted: January 21, 2002640 downloads
Optimal Advertising and Promotion Budgets in Dynamic Markets with Brand Equity as a Mediating Variable Management Science, Forthcoming
S. Sriram and
Manohar U. Kalwani
Date Posted: July 03, 2006640 downloads
Stochastic Nonparametric Envelopment of Data: Combining Virtues of SFA and DEA in a Unified Framework
MTT Discussion Paper No. 3/2006
Timo Kuosmanen
Date Posted: June 02, 2006639 downloads
Estimating Firm-specific Long-term Growth Rate and Cost of Capital
Rong Huang
,
Ramachandra (Ram) Natarajan and
Suresh Radhakrishnan
Date Posted: May 17, 2005638 downloads
Leverage and Volatility Feedback Effects in High-Frequency Data
Tim Bollerslev ,
Julia Litvinova
and
George Tauchen
Date Posted: August 18, 2005636 downloads
A Supervisory Perspective on Insider Trading: Estimating the Value of the Information CONSOB, Quaderni di Finanza n. 2000-45
Marcello Minenna
Date Posted: April 03, 2001634 downloads
Application of Garch Models in Forecasting the Volatility of Agricultural Commodities
Olivier Matringe
and
Tony Guida
Date Posted: December 27, 2005634 downloads
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? ECB Working Paper No. 195
Atsushi Inoue and
Lutz Kilian
Date Posted: February 27, 2003634 downloads
Product Differentiation and Mergers in the Carbonated Soft Drink Industry University of Chicago GSB Working Paper
Jean-Pierre H. Dube
Date Posted: September 04, 2003634 downloads
An Empirical Evaluation of Non-Linear Trading Rules FEDEA Working Paper No. 2001-16
Julián Andrada Félix ,
Fernando Fernández Rodríguez ,
María Dolores García Artiles and
Simón Sosvilla Rivero
Date Posted: October 12, 2001633 downloads
Stochastic Volatility Models: Conditional Normality Versus Heavy-Tailed Distributions
Roman Liesenfeld and
Robert Jung
Date Posted: December 30, 1997633 downloads
The Behaviour of Implied Volatility Surface: Evidence from Crude Oil Futures Options
Amine Bouden
Date Posted: September 15, 2006632 downloads
Identification Of Standard Auction Models MIT Dept. of Economics Working Paper No. 00-18
Susan Athey and
Philip A. Haile
Date Posted: August 21, 2000631 downloads
Is the Value Premium Predictable in Real Time?
Rob Bauer and
R. Molenaar
Date Posted: September 18, 2002630 downloads
Interest Rate Modelling Framework in Discrete Rolling Spot Measure
Alexandre Antonov
and
Han Lee
Date Posted: March 25, 2004627 downloads
Performance Analysis of Pairs Trading Strategy Utilizing High Frequency Data with an Application to KOSPI 100 Equities
Kangwhee Kim
affiliation not provided to SSRN
Date Posted: August 21, 2011627 downloads
A Comparison of Fixed Income Valuation Models: Pricing and Econometric Analysis of Interest Rate Derivatives
Michael Jacobs Jr.
Date Posted: June 25, 2007625 downloads
A Monthly Indicator of Brazilian GDP UCR Department of Economics Working Paper
Marcelle Chauvet
Date Posted: January 23, 2001622 downloads
A Case of Empirical Reverse Engineering: Estimation of the Pricing Kernel AFA New Orleans 2001
Mikhail Chernov
Date Posted: September 30, 2000621 downloads
Estimation of Continuous Time Models for Stock Returns and Interest Rates
A. Ronald Gallant and
George Tauchen
Date Posted: May 12, 1997621 downloads
International Evidence on GFC-Robust Forecasts for Risk Management Under the Basel Accord
Michael McAleer ,
Juan-Angel Jiménez-Martin
and
Teodosio Perez Amaral
Date Posted: January 16, 2011619 downloads
A User’s Guide to the Cornish Fisher Expansion
Didier Maillard
Date Posted: February 02, 2012Last Revised: February 08, 2012618 downloads
Implied Volatility of Interest Rate Options: An Empirical Application of the Market Model
Charlotte Christiansen and
Charlotte Strunk Hansen
Date Posted: December 09, 1999617 downloads
The Alpha Factor Asset Pricing Model: A Parable
Wayne E. Ferson ,
Sergei Sarkissian and
Timothy T. Simin
Date Posted: June 29, 2005616 downloads
Inference on Quantile Regression Process, An Alternative MIT Department of Economics Working Paper No. 02-12
Victor Chernozhukov
Date Posted: March 19, 2002614 downloads
Does the Yield Spread Predict Recessions in the Euro Area? International Finance, Vol. 8, No. 2, pp. 263-301, Summer 2005, ECB Working Paper No. 294
Fabio Moneta
Date Posted: April 16, 2004613 downloads
Forecasting the Equity Risk Premium: The Role of Technical Indicators Federal Reserve Bank of St.ouis Working Paper No. 2010-008G
Christopher J. Neely ,
David E. Rapach ,
Jun Tu
and
Guofu Zhou
Date Posted: March 11, 2010Last Revised: May 15, 2013613 downloads
New Evidence on the Green Building Rent and Price Premium
Franz Fuerst
and
Patrick M. McAllister
Date Posted: April 05, 2009Last Revised: June 22, 2012612 downloads
A Front Office and Risk Management Tool for Pricing OTC
Derivatives
Luca Cazzulani ,
Vladimiro Ceci and
Luca Lotti
Date Posted: September 18, 2001610 downloads
Estimating the Wishart Affine Stochastic Correlation Model Using the Empirical Characteristic Function
José Da Fonseca ,
Martino Grasselli
and
Florian Ielpo
Date Posted: December 06, 2007Last Revised: August 13, 2012610 downloads
Unobserved Heterogeneity in Models of Competing Mortgage Termination
John M. Clapp ,
Xudong An
and
Yongheng Deng
Date Posted: March 05, 2004610 downloads
On the Factors Influencing Return-earnings Relationship
Reza Espahbodi
Date Posted: November 03, 2000609 downloads
Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson-Siegel Model with Time-Varying Parameters Tinbergen Institute Discussion Paper No. 07-095/4, Journal of Business and Economic Statistics, Vol. 28, No. 3, pp. 329-343, 2010
Siem Jan Koopman ,
Max Mallee
and
Michel van der Wel
Date Posted: December 10, 2007Last Revised: August 15, 2011607 downloads
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