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JEL Code: C5
1,186,431 Total downloads
Showing Papers 351 - 400 of 6,019
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To Bridge, to Warp or to Wrap? A Comperative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood
Computational Statistics and Data Analysis, Forthcoming, TI Discussion Paper No. 09-017/4
David Ardia ,
Lennart F. Hoogerheide
and
H. K. van Dijk
Laval University - Département de Finance et Assurance
,
Vrije Universiteit Amsterdam - Dept. of Econometrics
and
Tinbergen Institute
Date Posted: February 26, 2009
Last Revised: July 30, 2012
Accepted Paper Series
65 downloads
To Aggregate or not to Aggregate? Euro Area Inflation Forecasting
ECB Working Paper No. 374
Nicholai Benalal
,
Juan Luis Diaz del Hoyo
,
Bettina Landau
,
Moreno Roma
and
Frauke Skudelny
European Central Bank (ECB)
,
European Central Bank (ECB)
,
European Central Bank (ECB)
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: December 03, 2004
Working Paper Series
85 downloads
Timing and Volatility Quantitative Model
Dmitry V. Baryshevsky
Financial Analysis Group
Date Posted: June 10, 2009
Last Revised: November 21, 2010
Working Paper Series
364 downloads
Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads
Dong Hwan Oh
and
Andrew J. Patton
Duke University - Department of Economics
and
Duke University - Department of Economics
Date Posted: May 24, 2013
Working Paper Series
34 downloads
Time-Varying Spot and Futures Oil Price Dynamics
DIW Berlin Discussion Paper No. 988
Guglielmo Maria Caporale ,
Davide Ciferri
and
Alessandro Girardi
London South Bank University
,
John Cabot University
and
National Institute of Statistics (ISTAT)
Date Posted: July 04, 2010
Working Paper Series
81 downloads
Time-Varying Spot and Futures Oil Price Dynamics
CESifo Working Paper Series No. 3015
Guglielmo Maria Caporale ,
Davide Ciferri
and
Alessandro Girardi
London South Bank University
,
John Cabot University
and
National Institute of Statistics (ISTAT)
Date Posted: April 21, 2010
Working Paper Series
296 downloads
Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets
Patrick Gagliardini ,
Elisa Ossola and
O. Scaillet
University of Lugano and Swiss Finance Institute
,
University of Lugano
and
University of Geneva - HEC
Date Posted: March 18, 2011
Last Revised: August 12, 2011
Working Paper Series
69 downloads
Time-Varying Risk Premium in Large Cross-Sectional Equidity Datasets
Swiss Finance Institute Research Paper No. 11-40
Patrick Gagliardini ,
Elisa Ossola and
O. Scaillet
University of Lugano and Swiss Finance Institute
,
University of Lugano
and
University of Geneva - HEC
Date Posted: December 13, 2011
Working Paper Series
91 downloads
Time-Varying Risk and Risk Premiums in Frontier Markets
Galin Todorov
and
Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics
and
Florida International University (FIU) - Department of Economics
Date Posted: February 27, 2012
Working Paper Series
48 downloads
Time-Varying Risk and Risk Premiums in Frontier Markets
Galin Todorov
and
Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics
and
Florida International University (FIU) - Department of Economics
Date Posted: October 22, 2011
Working Paper Series
71 downloads
Time-Varying Mixture GARCH Models and Asymmetric Volatility
Swiss Finance Institute Research Paper No. 13-04
Markus Haas
,
Jochen Krause ,
Marc S. Paolella
and
Sven C. Steude
Ludwig Maximilians University of Munich - Department of Statistics
,
University of Zurich - Department of Banking and Finance
,
University of Zurich
and
University of Zurich - Department of Banking and Finance
Date Posted: March 10, 2013
Working Paper Series
67 downloads
Time-Varying Hedge Ratios: A Principal-Agent Approach
Journal of Agricultural Economics, Forthcoming
John K. Kuwornu
,
W. Erno Kuiper ,
Joost M. E. Pennings
and
Matthew T.G. Meulenberg
Wageningen University and Research Center (WUR) - Economics of Consumers and Households
,
Wageningen UR
,
Maastricht University
and
Wageningen UR
Date Posted: October 04, 2005
Accepted Paper Series
127 downloads
Time-Varying Financial Spillovers from the US to Frontier Markets
Midwest Finance Association 2012 Annual Meetings Paper
Galin Todorov
and
Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics
and
Florida International University (FIU) - Department of Economics
Date Posted: May 31, 2011
Last Revised: September 29, 2011
Working Paper Series
48 downloads
Time-Varying Financial Spillovers from the US to Frontier Markets
Galin Todorov
and
Prasad Bidarkota
Florida International University (FIU) - Department of Economics
and
Florida International University (FIU)
Date Posted: February 27, 2012
Working Paper Series
21 downloads
Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering
Tinbergen Institute Discussion Paper 12-118/III
Monica Billio ,
Roberto Casarin ,
Francesco Ravazzolo and
H. K. van Dijk
Ca Foscari University of Venice - Department of Economics
,
University of Brescia - Department of Economics
,
Norges Bank
and
Tinbergen Institute
Date Posted: November 08, 2012
Working Paper Series
57 downloads
Time-Varying Betas Help in Asset Pricing:
The Threshold CAPM
Studies in Nonlinear Dynamics and Econometrics, Vol. 6, 2003
Aslihan Altay Salih
,
Mehmet Caner
and
Levent Akdeniz
Bilkent University - Faculty of Business Administration
,
North Carolina State University - Department of Economics
and
Bilkent University - Faculty of Business Administration
Date Posted: June 19, 2006
Accepted Paper Series
239 downloads
Time-Variable and Nonlinear Phenomenon of Stock Market
Rongbin Wu
Individual Researcher
Date Posted: October 24, 2010
Last Revised: October 28, 2010
Working Paper Series
30 downloads
Time-Dependent and Time-Invariant Covariates Within a Proportional Hazards Model: A Financial Distress Application
Marc J. LeClere
Valparaiso University
Date Posted: May 27, 2002
Working Paper Series
390 downloads
Time-Deformation Modeling of Stock Returns Directed by Duration Processes
Econometric Reviews, Forthcoming
Dingan Feng
,
Peter X. K. Song
and
Tony S. Wirjanto
Independent
,
Independent
and
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: April 01, 2013
Accepted Paper Series
Time-Changed Lévy LIBOR Market Model: Pricing and Joint Estimation of the Cap Surface and Swaption Cube
Swiss Finance Institute Research Paper No. 12-23
Markus Leippold and
Jacob Stromberg
University of Zurich - Department of Banking and Finance
and
Swiss Finance Institute
Date Posted: May 24, 2012
Last Revised: May 22, 2013
Working Paper Series
137 downloads
Time Varying Parameters Bayesian Forecasting of Electricity Demand: The Italian Case
IEFE Working Paper No. 36
Margherita Grasso
University College London - Department of Economics
Date Posted: July 26, 2010
Working Paper Series
38 downloads
Time Varying Competition
K. Sudhir ,
Pradeep K. Chintagunta and
Vrinda Kadiyali
Yale University - Cowles Foundation
,
University of Chicago
and
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: June 24, 2004
Working Paper Series
199 downloads
Time to Reject the Privileging of Economic Theory Over Empirical Evidence? A Reply to Lawson (2009)
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 09-16
Katarina Juselius
University of Copenhagen - Department of Economics
Date Posted: September 03, 2009
Working Paper Series
77 downloads
Time Series Volatility Forecasts for Option Valuation and Risk Management
AFA 2008 New Orleans Meetings Paper
Louis H. Ederington and
Wei Guan
University of Oklahoma - Division of Finance
and
University of South Florida St. Petersburg
Date Posted: January 15, 2007
Last Revised: August 30, 2008
Working Paper Series
383 downloads
Time Series Properties of ARCH Processes with Persistent Covariates
Heejoon Han
and
Joon Park
Department of Economics, National University of Singapore
and
Seoul National University
Date Posted: November 30, 2006
Working Paper Series
79 downloads
Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series
Tinbergen Institute Discussion Paper No. TI 02-113/4
Siem Jan Koopman and
Charles S. Bos
VU University Amsterdam
and
VU University Amsterdam
Date Posted: January 06, 2003
Working Paper Series
231 downloads
Time Series Evidence on Education and Growth: The Case of Guatemala, 1951-2002
Revista de Analisis Economico, Vol. 19, No. 2, 2004
Josef Ludger Loening
University of Goettingen (Gottingen) - Ibero-America-Institute for Economic Research
Date Posted: August 22, 2008
Accepted Paper Series
68 downloads
Time Series Analysis for Prediction of Energy Prices on the Colombian Stock Exchange
Cuadernos de Economía, Vol. 27, No. 48, 2008,
Sergio Botero
and
Jovan Alfonso Cano
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: August 26, 2008
Accepted Paper Series
124 downloads
Time Scales in Futures Markets and Applications
Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Date Posted: November 05, 2011
Working Paper Series
46 downloads
Time Reversal Invariance in Finance
Gilles O. Zumbach
affiliation not provided to SSRN
Date Posted: August 10, 2007
Working Paper Series
321 downloads
Time Irreversibility and Business Cycle Asymmetry
JOURNAL OF MONEY, CREDIT, AND BANKING Vol 28 No 1 February 1995
James B. Ramsey and
Philip Rothman
New York University - Leonard N. Stern School of Business - Department of Economics
and
East Carolina University - Department of Economics
Date Posted: August 23, 1998
Accepted Paper Series
Time Horizon Sensitivity of the Forward Premium Puzzle
Kun Yang
PanAgora Asset Management
Date Posted: August 26, 2007
Last Revised: October 20, 2007
Working Paper Series
118 downloads
Time Distance, Spatial Interactions Discontinuity and European Space Global Concentration
Revue d'Economie Régionale et Urbaine, No. 1, pp. 7-26, 2006,
Stéphane Virol
University of Bordeaux IV - IFReDE-IERSO
Date Posted: December 06, 2006
Accepted Paper Series
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
Massimiliano Caporin and
Michael McAleer
University of Padova - Department of Economics and Management "Marco Fanno"
and
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: August 06, 2008
Last Revised: June 24, 2009
Working Paper Series
502 downloads
Threshold Autoregressive Modeling of Bond Series - Japanese Case
Journal of Investment Management and Financial Innovations, No. 4, 2006
Jinghong Li
New York State Banking Department
Date Posted: May 15, 2008
Accepted Paper Series
Threshold Autoregressions Under Near Integratedness
Jean-Yves Pitarakis
University of Southampton - Division of Economics
Date Posted: March 05, 2011
Working Paper Series
5 downloads
Three-Stage Semi-Parametric Estimation of T-Copulas: Asymptotics, Finite-Sample Properties and Computational Aspects
Computational Statistics and Data Analysis, Forthcoming
Date Posted: February 04, 2009
Accepted Paper Series
472 downloads
Three-Point-For-Win in Soccer: Are There Incentives for Match Fixing?
Oleksandr Shepotylo
Kyiv School of Economics (KSE)
Date Posted: August 03, 2010
Working Paper Series
331 downloads
Three Tools for Forecasting Federal Elections: Lessons from 2001
Stanford GSB Research Paper No. 1723
Justin Wolfers and
Andrew Leigh
University of Michigan at Ann Arbor - Department of Economics
and
Australian National University - Economics Program, Research School of Social Sciences
Date Posted: April 01, 2002
Working Paper Series
545 downloads
Three Attempts at Inflation Forecasting in Pakistan
IMF Working Paper No. 05/105
Madhavi Bokil
and
Axel Schimmelpfennig
affiliation not provided to SSRN
and
International Monetary Fund (IMF)
Date Posted: March 03, 2006
Working Paper Series
355 downloads
This is What the US Leading Indicators Lead
ECB Working Paper No. 27
Maximo Camacho
and
Gabriel Perez-Quiros
Autonomous University of Barcelona - Department of Economics
and
Bank of Spain
Date Posted: December 03, 2002
Working Paper Series
119 downloads
Theory and Refinement of the Enhanced-PPP Model for Equilibrium Exchange Rates
---- With Estimates for Valuations of Dollar, Yuan and Others
Gene Hsin Chang
University of Toledo
Date Posted: February 06, 2012
Last Revised: March 21, 2012
Working Paper Series
77 downloads
Theory and Inference for a Markov Switching GARCH Model
CORE Discussion Paper No. 2007/55
Luc Bauwens ,
Arie Preminger
and
J. V. K. Rombouts
Université catholique de Louvain
,
University of Haifa - Department of Economics
and
HEC Montreal
Date Posted: September 06, 2007
Working Paper Series
205 downloads
Theoretical and Practical Arguments for Modeling Labor Supply as a Choice Among Latent Jobs
CESifo Working Paper Series No. 3708
John K. Dagsvik ,
Zhiyang Jia ,
Tom Kornstad
and
Thor O. Thoresen
Statistics Norway
,
affiliation not provided to SSRN
,
Statistics Norway
and
Statistics Norway - Research Department
Date Posted: January 26, 2012
Working Paper Series
18 downloads
The Yield Spread Puzzle and the Information Content of SPF Forecasts
CESifo Working Paper Series No. 3949
Kajal Lahiri ,
George Monokroussos
and
Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
,
State University of New York at Albany, College of Arts and Sciences, Economics
and
SUNY at Albany, College of Arts and Sciences, Economics
Date Posted: October 04, 2012
Working Paper Series
17 downloads
The Yield Spread Puzzle and the Information Content of SPF Forecasts
Economics Letters, Forthcoming
Kajal Lahiri ,
George Monokroussos
and
Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
,
State University of New York at Albany, College of Arts and Sciences, Economics
and
State University of New York (SUNY) at Albany - Department of Economics
Date Posted: November 05, 2012
Accepted Paper Series
8 downloads
The Yield Curve: A Methodological Review and New Approximations for Estimation
Cuadernos de Economía, Vol. 27, No. 48, 2008,
Juan Camilo Santana
Stanford Bolsa & Banca Comisionista de Bolsa S.A.
Date Posted: August 27, 2008
Accepted Paper Series
228 downloads
The Yield Curve as a Predictor of U.S. Recessions
Current Issues in Economics and Finance, Vol. 2, No. 7, June 1996
Arturo Estrella and
Frederic S. Mishkin
Rensselaer Polytechnic Institute
and
Columbia Business School - Finance and Economics
Date Posted: July 21, 2007
Working Paper Series
510 downloads
The Yield Curve as a Predictor and Emerging Economies
ECB Working Paper No. 691
Arnaud Mehl
European Central Bank (ECB)
Date Posted: December 01, 2006
Working Paper Series
127 downloads
The World Capital Markets' Perception of Sustainability and the Impact of the Financial Crisis
Kerstin Lopatta
and
Thomas Kaspereit
University of Oldenburg - Accounting and Corporate Governance
and
University of Oldenburg - Accounting and Corporate Governance
Date Posted: December 24, 2011
Last Revised: January 28, 2012
Working Paper Series
69 downloads
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