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Full Text Papers: 398,250
Authors: 228,711
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SSRN eLibrary Search Results
JEL Code: C1
1,903,651 Total downloads
Showing Papers 3,021 - 3,070 of 8,648
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Incl. Fee Electronic Paper On the Statistical Identification of DSGE Models
CEPR Discussion Paper No. DP7176
Agostino Consolo , Carlo A. Favero and Alessia Paccagnini
Bocconi University , Bocconi University - Department of Finance and Bocconi University - Department of Economics
Date Posted: February 18, 2009
Working Paper Series
5 downloads

Incl. Electronic Paper On the Stability of Performance Measures Over Time
University of Padua Department of Statistical Sciences Working Paper No. 17
Giovanna Menardi and Francesco Lisi
University of Padua - Department of Statistical Sciences and University of Padua - Department of Statistical Sciences
Date Posted: January 09, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper On the Small Sample Properties of Dickey-Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates

Paulo M.M. Rodrigues and Antonio Rubia Serrano
Banco de Portugal and University of Alicante, Department of Financial Economics
Date Posted: July 18, 2004
Working Paper Series
105 downloads

Incl. Electronic Paper On the Significance of Demand and Inventory Smoothing Interventions in Supply Chain
CentER Discussion Paper Series No. 2010-126
Cannella Salvatore , Elena Ciancimino and J. Ashayeri
University of Seville , University of Seville and Tilburg University - Department of Econometrics & Operations Research
Date Posted: January 09, 2011
Working Paper Series
60 downloads

Incl. Electronic Paper On the Shape of Posterior Densities and Credible Sets in Instrumental Variable Regression Models with Reduced Rank: An Application of Flexible Sampling Methods using Neural Networks
CORE Discussion Paper No. 2005/29
Lennart F. Hoogerheide , Johan F. kaashoek and H. K. van Dijk
Vrije Universiteit Amsterdam - Dept. of Econometrics , Erasmus University Rotterdam (EUR) and Tinbergen Institute
Date Posted: January 27, 2006
Working Paper Series
49 downloads

Incl. Electronic Paper On the Sensitivity of Return to Schooling Estimates to Estimation Methods, Model Specification, and Influential Outliers if Identification is Weak
IZA Discussion Paper No. 3961
David A. Jaeger and Juliane Parys
City University of New York Graduate Center and University of Bonn
Date Posted: February 02, 2009
Working Paper Series
40 downloads

Incl. Electronic Paper On the Role of Risk in the Morningstar Rating for Mutual Funds
Francesco Lisi and Massimiliano Caporin
University of Padua - Department of Statistical Sciences and University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: May 22, 2009
Last Revised: October 12, 2009
Working Paper Series
104 downloads

Incl. Electronic Paper On the Role of Counterfactuals in Inferring Causal Effects of Treatments
IZA Discussion Paper No. 354
Jochen Kluve
Humboldt University of Berlin
Date Posted: September 14, 2001
Working Paper Series
138 downloads

Incl. Electronic Paper On the Robustness of Unit Root Tests in the Presence of Double Unit Roots
UCSD Department of Econ. Discussion Paper No. 2000-13
Niels Haldrup and Peter M. Lildholdt
Aarhus University, School of Economics and Management and Bank of England - Monetary Analysis
Date Posted: December 27, 2000
Working Paper Series
69 downloads

Incl. Electronic Paper On the Robustness of Robustness Checks of the Environmental Kuznets Curve Hypothesis
Marzio Galeotti , Matteo Manera and Alessandro Lanza
University of Milan - Department of Economics, Business and Statistics (DEAS) , University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and Fondazione Eni Enrico Mattei (FEEM), Milan
Date Posted: May 27, 2008
Working Paper Series
43 downloads

Incl. Electronic Paper On the Robustness of Robustness Checks of the Environmental Kuznets Curve
FEEM Working Paper No. 22.2006
Marzio Galeotti , Matteo Manera and Alessandro Lanza
University of Milan - Department of Economics, Business and Statistics (DEAS) , University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and Fondazione Eni Enrico Mattei (FEEM), Milan
Date Posted: February 15, 2006
Working Paper Series
105 downloads

Incl. Electronic Paper On the Robustness of Least - Squares Monte Carlo (LSM) for Pricing American Derivatives
Review of Derivatives Research, Vol. 6, No. 2, 2003
Manuel Moreno and Javier F. Navas
University of Castilla-La Mancha and Pablo de Olavide University
Date Posted: November 20, 2007
Last Revised: December 07, 2007
Accepted Paper Series
427 downloads

Incl. Electronic Paper On the Robustness of Goodness-of-Fit Tests for Copulas
Gregor N. F. Weiss
TU Dortmund University
Date Posted: September 16, 2011
Last Revised: May 21, 2013
Working Paper Series
73 downloads

On the Relation Between the Shrinkage Effect and a Shrinkage Method
COMPUTATIONAL STATISTICS, Vol 12 No 2, March 26, 1997
Werner Vach
University of Freiburg
Date Posted: April 22, 1997
Accepted Paper Series

Incl. Electronic Paper On the Relation Between the Market Risk Premium and Market Volatility

Yufeng Han
University of Colorado at Denver - Business School
Date Posted: March 06, 2002
Working Paper Series
929 downloads

Incl. Electronic Paper On the Recursive Fitting of Subset Autoregressions - Financial and Economic Forecasting (chapter 1)
Jack H.W. Penm , Jammie H. Penm and R. Deane Terrell
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce , Independent and Australian National University (ANU) - National Graduate School of Management
Date Posted: December 19, 2002
Working Paper Series
80 downloads

Incl. Electronic Paper On the Reception of Haavelmo’s Econometric Thought
CHOPE Working Paper No. 2012-04
Kevin D. Hoover
Duke University - Departments of Economics and Philosophy
Date Posted: February 08, 2012
Last Revised: February 10, 2012
Working Paper Series
104 downloads

Incl. Electronic Paper On the Random Walk Characteristics of Stock Retuns in India
Artha Vijnana, Vol. LI, No. 1, pp 85-96, March 2009
Gourishankar S. Hiremath , Anver Sadat and Bandi Kamaiah V
Department of Economics, University of Hyderabad , University of Hyderabad and University of Hyderabad
Date Posted: March 08, 2011
Last Revised: March 10, 2011
Accepted Paper Series
22 downloads

Incl. Electronic Paper On the Properties of Regression Tests of Asset Return Predictability
Carlos Velasco and Seongman Moon
Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid - Department of Economics
Date Posted: September 24, 2010
Last Revised: March 15, 2011
Working Paper Series
48 downloads

On the Profit and Loss Distribution of Dynamic Hedging Strategies
International Journal of Theoretical and Applied Finance, Vol. 2, 1999, pp. 131-153
Sergei Esipov and Igor Vaysburd
Quant Isle Ltd. and JP Morgan Securities Inc.
Date Posted: February 02, 1999
Accepted Paper Series

Incl. Electronic Paper On the Profit and Loss Distribution of Dynamic Hedging Strategies
Discussion Paper Series No. 9899-03
Sergei Esipov and Igor Vaysburd
Quant Isle Ltd. and JP Morgan Securities Inc.
Date Posted: February 02, 1999
Working Paper Series
2404 downloads

On the Pricing of CDOs
CREDIT DERIVATIVES HANDBOOK, Chapter 11, P.U. Ali and G.N. Gregoriou, eds., pp. 229-258, McGraw-Hill
Raquel M. Gaspar and Thorsten Schmidt
Technical University of Lisbon (UTL) - Cemapre Research Center and Chemnitz University of Technology
Date Posted: July 04, 2008
Accepted Paper Series

Incl. Electronic Paper On the Presence of News in a Hybrid Model of the Yield Curve
Joshua Mark Davis
Pacific Investment Management Company (PIMCO)
Date Posted: May 25, 2008
Working Paper Series
49 downloads

Incl. Electronic Paper On the Prediction of Credit Ratings
Albert D. Metz
Moody's Investors Service
Date Posted: August 31, 2007
Working Paper Series
395 downloads

On the Predictability of Stock Returns: An Asset-Allocation Perspective
J. OF FINANCE, Vol. 51 No. 2, June 1996
Shmuel Kandel (deceased) and Robert F. Stambaugh
Deceased and University of Pennsylvania - The Wharton School
Date Posted: September 11, 1996
Accepted Paper Series

Incl. Electronic Paper On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling
Tinbergen Institute Discussion Papers No. 2006-076/4
Michiel De Pooter , Rene Segers and H. K. van Dijk
Federal Reserve Board , Erasmus University Rotterdam (EUR) and Tinbergen Institute
Date Posted: September 10, 2006
Working Paper Series
154 downloads

Incl. Electronic Paper On the Population Density Distribution Across Space: A Probabilistic Approach
Ilenia Epifani and Rosella Nicolini
affiliation not provided to SSRN and Universitat Autònoma de Barcelona
Date Posted: June 29, 2011
Last Revised: October 21, 2012
Working Paper Series
13 downloads

Incl. Electronic Paper On the Phase Dependence in Time-Varying Correlations between Time-Series
Tinbergen Institute Discussion Paper 13-054/III
Francisco Blasques
VU University Amsterdam
Date Posted: April 06, 2013
Working Paper Series
12 downloads

On the Performance of the Ordinary Least Squares Method Under an Error Component Model
Metrika, Vol. 47, No. 3, June 1998
Parimal Mukhopadhyay and Rainer Schwabe
affiliation not provided to SSRN and Free University of Berlin (FUB) - Department of Mathematics and Computer Science
Date Posted: August 14, 1998
Accepted Paper Series

Incl. Electronic Paper On the Panel Unit Root Tests Using Nonlinear Instrumental Variables
Kyung So Im and M. Hashem Pesaran
University of Central Florida - College of Business Administration and University of Southern California
Date Posted: January 01, 2004
Working Paper Series
105 downloads

Incl. Electronic Paper On the Optimality of Multivariate S-Estimators
CentER Discussion Paper Series No. 2010-39
Christophe Croux , Catherine Dehon and Abdelilah Yadine
KU Leuven - Faculty of Business and Economics (FBE) , Université Libre de Bruxelles (ULB) and Université Libre de Bruxelles (ULB)
Date Posted: April 07, 2010
Working Paper Series
8 downloads

On the Number of Bootstrap Repetitions for Bootstrap Standard Errora, Confidence Intervals, and Tests
WP 1141R
Donald W. K. Andrews and Moshe Buchinsky
Yale University - Cowles Foundation and University of California, Los Angeles (UCLA) - Department of Economics
Date Posted: January 23, 1998
Working Paper Series

Incl. Electronic Paper On the Nonparametic Identification of Nonlinear Simultaneous Equations Models: Comment on B. Brown (1983) and Roehrig (1988)
Cowles Foundation Discussion Paper No. 1482; Stanford GSB Working Paper No. 1868
Steven Berry and C. Lanier Benkard
Yale University - Department of Economics and Stanford Graduate School of Business
Date Posted: October 20, 2004
Working Paper Series
52 downloads

Incl. Electronic Paper On the Non-Equilibrium Density of Geometric Mean Reversion
Zhaojun Yang and Christian-Oliver Ewald
Hunan University - School of Finance and Statistics and University of Glasgow
Date Posted: January 21, 2008
Last Revised: April 14, 2008
Working Paper Series
186 downloads

Incl. Electronic Paper On the New Transformation-based Approach to Value-at-Risk: An Application to Indian Stock Market
Indian Institute of Capital Markets 9th Capital Markets Conference Paper
Gobinda Prasad Samanta
Indian Institute of Technology (IIT), Bombay - Shailesh J. Mehta School of Management (SJM)
Date Posted: January 24, 2006
Working Paper Series
163 downloads

On the Natural Selection Rule in General Linear Models
METRIKA, Vol. 46, No. 1, August 1997
Naveen K. Bansal and Sudhir Gupta
Marquette University - Department of Mathematics, Statistics and Computer Science and Northern Illinois University
Date Posted: February 08, 1998
Accepted Paper Series

Incl. Electronic Paper On the Moments of Ratios of Quadratic Forms in Normal Random Variables
Yong Bao and Raymond Kan
Purdue University and University of Toronto - Rotman School of Management
Date Posted: February 08, 2012
Last Revised: March 18, 2013
Working Paper Series
51 downloads

Incl. Electronic Paper On the Long-Run Holding Returns of Japanese Stocks: Individual Stocks vs. Portfolios
23rd Australasian Finance and Banking Conference 2010 Paper
Keiichi Kubota , Toshifumi Tokunaga and Kenji Wada
Chuo University - Graduate School of Strategic Management , Musashi University - Department of Finance and Keio University - Faculty of Business & Commerce
Date Posted: August 23, 2010
Working Paper Series
33 downloads

Incl. Electronic Paper On the Long-Run Determinants of Real Exchange Rates for Developing Countries: Evidence from Africa, Latin America and Asia
William Davidson Institute Working Paper No. 571
Imed Drine and Christophe Rault
University of Paris 1 Pantheon-Sorbonne - Equipe Universitaire de Recherche en Economie Quantitative (EUREQUA) and University of Orleans
Date Posted: June 12, 2003
Working Paper Series
244 downloads

Incl. Electronic Paper On the Informational Content of Asset Prices
Demosthenes N. Tambakis
Pembroke College, Cambridge
Date Posted: October 27, 2000
Working Paper Series
159 downloads

Incl. Electronic Paper On the Independence of the Standardized One-Step-Ahead Prediction Errors in ARCH Models
Proceedings of the 7th Hellenic-European Conference on Computer Mathematics and its Applications HERCMA 2005
Stavros Antonios Degiannakis and Evdokia Xekalaki
University of Portsmouth and Athens University of Economics and Business
Date Posted: October 12, 2005
Working Paper Series
37 downloads

On the Independence and Identical Distribution of Points in Tennis
Tilburg University, Center for Economic Research, Discussion Paper Series No. 1998-53
Franc J. G. M. Klaassen and J.R. Magnus
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and Tilburg University, CentER
Date Posted: December 18, 1998
Working Paper Series

Incl. Electronic Paper On the Impossibility of Events of Zero Probability
Theory and Decision, Vol. 23, No. 2, 1987
Asad Zaman
International Institute of Islamic Economics
Date Posted: January 02, 2009
Last Revised: January 30, 2009
Accepted Paper Series
59 downloads

Incl. Electronic Paper On the Impossibility of Efficiency in Production
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Date Posted: February 10, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper On the Impact of Heavy-Tailed Returns to Popular Risk Measures: Evidence from Global Indices
Fotios Harmantzis and Linyan Miao
FX Concepts and Stevens Institute of Technology
Date Posted: June 17, 2005
Working Paper Series
249 downloads

Incl. Electronic Paper On the Identification of the Costs of Simultaneous Search
IESE Business School Working Paper No. 867
Matthijs R. Wildenbeest and Zsolt Sandor
Indiana University - Kelley School of Business and University of Groningen
Date Posted: July 21, 2010
Working Paper Series
27 downloads

On the Identification of Fiscal Policy Behavior
CAEPR Working Paper No. 026-2008
Bing Li
Indiana University Bloomington - Department of Economics
Date Posted: February 26, 2009
Last Revised: March 25, 2009
Working Paper Series
110 downloads

Incl. Electronic Paper On the Heterogeneity Bias of Pooled Estimators in Stationary VAR Specifications
IMF Working Paper No. 03/73
Alessandro Rebucci
Inter-American Development Bank (IDB)
Date Posted: January 29, 2006
Working Paper Series
49 downloads

Incl. Electronic Paper On the Hansen-Jagannathan Distance with a No-Arbitrage Constraint
Nikolay Gospodinov , Cesare Robotti and Raymond Kan
Concordia University, Quebec - Department of Economics , Federal Reserve Bank of Atlanta and University of Toronto - Rotman School of Management
Date Posted: January 13, 2010
Last Revised: April 02, 2012
Working Paper Series
62 downloads

Incl. Electronic Paper On the Fit and Forecasting Performance of New Keynesian Models
ECB Working Paper No. 491, FRB of Atlanta Working Paper No. 2004-37
Marco Del Negro , Frank Schorfheide , Frank Smets and Rafael Wouters
Federal Reserve Bank of New York , University of Pennsylvania - Department of Economics , European Central Bank (ECB) and National Bank of Belgium
Date Posted: February 11, 2005
Working Paper Series
266 downloads


 

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