Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
Papers Received in
  Last 12 months:
68,988

Paper Downloads:
To date: 65,953,402
Last 12 months: 11,186,475
Last 30 days: 1,057,634

CiteReader:  What's this?
Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links:
5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C51
360,478 Total downloads
Showing Papers 361 - 410 of 1,828
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Specification Analysis of Structural Credit Risk Models
AFA 2009 San Francisco Meetings Paper
Jing-Zhi Huang and Hao Zhou
Pennsylvania State University - University Park - Department of Finance and PBC School of Finance, Tsinghua University
Date Posted: March 13, 2008
Last Revised: July 22, 2009
Working Paper Series
650 downloads

Incl. Electronic Paper Specification Analysis of Affine Term Structure Models
Qiang Dai and Kenneth J. Singleton
University of North Carolina (UNC) at Chapel Hill - Finance Area and Stanford University-Graduate School of Business
Date Posted: November 26, 1998
Working Paper Series
1162 downloads

Incl. Electronic Paper Spatial Propagation of Macroeconomic Shocks in Europe
Hans Dewachter , Romain Houssa and Priscilla Toffano
Catholic University of Leuven (KUL) - Department of Economics , CRED & CEREFIM, University of Namur and KU Leuven
Date Posted: May 20, 2010
Working Paper Series
34 downloads

Incl. Electronic Paper Spatial GARCH: A Spatial Approach to Multivariate Volatility Modeling
Svetlana Borovkova and Rik Lopuhaa
Vrije Universiteit Amsterdam - Faculty of Economics and Business Administration and Delft University of Technology
Date Posted: November 17, 2012
Working Paper Series
51 downloads

Incl. Electronic Paper Spatial Competition in the Network Television Industry
GSIA Working Paper No. 2001-E19
Ronald L. Goettler and Ron Shachar
University of Chicago - Booth School of Business and Interdisciplinary Center (IDC) Herzliyah - Arison School of Business
Date Posted: July 23, 2001
Working Paper Series
411 downloads

Incl. Electronic Paper Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator
Cowles Foundation Discussion Paper No. 1500
Hannes Leeb and Benedikt M. Poetscher
Yale University - Department of Statistics and University of Vienna - Statistics
Date Posted: April 07, 2005
Working Paper Series
68 downloads

Incl. Electronic Paper Sparse and Robust Factor Modelling
Tinbergen Institute Discussion Paper TI 122/4
Christophe Croux and Peter Exterkate
KU Leuven - Faculty of Business and Economics (FBE) and University of Aarhus - CREATES
Date Posted: August 19, 2011
Last Revised: August 31, 2012
Working Paper Series
26 downloads

Incl. Electronic Paper Spain in the Euro: A General Equilibrium Analysis
Banco de Espana Working Paper No. 0927
Javier Andrés , Samuel Hurtado , Eva Ortega and Carlos Thomas
University of Valencia - Department of Economics , Banco de España , Bank of Spain, Research Department and Banco de España
Date Posted: January 20, 2010
Working Paper Series
30 downloads

Incl. Electronic Paper Southeastern Europe: Post-Crisis Prospects and Risks
Ferhat Camlica , Cuneyt Orman , Durukan Payzanoglu and Eray Yucel
Government of the Republic of Turkey - Central Bank of the Republic of Turkey , Central Bank of Turkey , affiliation not provided to SSRN and Central Bank of the Republic of Turkey
Date Posted: November 30, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper Sources of Over-Performance in Equity Markets: Mean Reversion, Common Trends and Herding
ISMA Centre Working Paper No. DP2003-08
Carol Alexander and Anca Dimitriu
University of Reading - ICMA Centre and University of Reading - ISMA Centre
Date Posted: July 27, 2003
Working Paper Series
590 downloads

Incl. Electronic Paper Sources of Innovation in the Estonian Forest and Wood Cluster
University of Tartu Economics and Business Working Paper No. 36-2005
Kadri Ukrainski and Urmas Varblane
University of Tartu - Faculty of Economics and Business Administration and University of Tartu - Faculty of Economics and Business Administration
Date Posted: July 18, 2005
Working Paper Series
125 downloads

Incl. Electronic Paper Sources of Economic Growth in Indonesia, 1966-2003
Applied Econometrics and International Development, Vol. 6, No. 2, 2006
Akhand Akhtar Hossain
University of Newcastle, Australia
Date Posted: August 22, 2008
Accepted Paper Series
84 downloads

Incl. Electronic Paper Sorting Out Sorts
Jonathan Berk
Stanford University - Graduate School of Business
Date Posted: July 02, 1997
Working Paper Series
117 downloads

Incl. Electronic Paper Some Statistical Tests and Experiments for Correlation of Financial Series
Nikolai Dokuchaev
Curtin University of Technology
Date Posted: November 02, 2009
Last Revised: November 04, 2009
Working Paper Series
62 downloads

Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives
International Journal of Forecasting, Forthcoming
Norman R. Swanson and Valentina Corradi
Rutgers University - Department of Economics and Queen Mary, University of London
Date Posted: September 07, 2003
Accepted Paper Series

Incl. Fee Electronic Paper Some Issues in Modeling and Forecasting Inflation in South Africa
CEPR Discussion Paper No. DP7183
Janine Aron and John Muellbauer
University of Oxford - Department of Economics and University of Oxford - Department of Economics
Date Posted: March 11, 2009
Working Paper Series
4 downloads

Incl. Electronic Paper Some Characteristics of the European Union's Economic Mechanism
György Simon Jr.
Corvinus University of Budapest
Date Posted: December 14, 2012
Last Revised: May 07, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Some Aspects of Economic Development of Serbia
György Simon Jr.
Corvinus University of Budapest
Date Posted: May 11, 2012
Last Revised: May 21, 2013
Working Paper Series
46 downloads

Incl. Electronic Paper Solution-Driven Specification of DSGE Models
Tinbergen Institute Discussion Paper No. TI 2013-062/III
Francisco Blasques
VU University Amsterdam
Date Posted: April 23, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Socio-Economic Development: Mathematical Models by Dr. VSRS
ATIJARAH, Journal of the Sharjah Chamber of Commerce & Industry, UAE, 2000-2002
Viswanatha Sankara Rama Subramaniam
Intellectual Consultants
Date Posted: January 01, 2006
Accepted Paper Series
178 downloads

Social Capital Formation and Intra Familial Correlation: A Social Panel Perspective
The Singapore Economic Review, Vol. 54, No. 3, pp. 473-488, August 2009
Michael Pfaffermayr and Janette Walde
University of Innsbruck - Department of Economics and University of Innsbruck
Date Posted: June 04, 2010
Accepted Paper Series

Incl. Electronic Paper Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity
Computational Economics, Forthcoming
Cathy W. S. Chen , Simon Lin and Philip L. H. Yu
Feng Chia University - Department of Statistics , Feng Chia University - Graduate Institute of Statistics & Actuarial Science and University of Hong Kong - Department of Statistics & Actuarial Science
Date Posted: May 02, 2011
Working Paper Series
61 downloads

Incl. Electronic Paper 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
University of St. Gallen and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Date Posted: August 18, 2008
Working Paper Series
71 downloads

Incl. Electronic Paper Smooth Dynamic Factor Analysis with Application to the U.S. Term Structure of Interest Rates
Journal of Applied Econometrics (Forthcoming), CREATES Research Paper 2009-39, Tinbergen Institute Discussion Paper 09-041/4
Borus Jungbacker , Siem Jan Koopman and Michel van der Wel
VU University Amsterdam - Department of Economics , VU University Amsterdam and Erasmus University Rotterdam
Date Posted: May 12, 2009
Last Revised: November 20, 2012
Accepted Paper Series
286 downloads

Incl. Electronic Paper Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study
Applied Financial Economics, Forthcoming
Carluccio Bianchi , Maria Elena De Giuli and Mario Maggi
affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: September 20, 2011
Last Revised: December 23, 2011
Accepted Paper Series
90 downloads

Sliced Regression for Dimension Reduction
Journal of the American Statistical Association, Vol. 103, pp. 811-821, 2008
Hansheng Wang and Yingcun Xia
Peking University - Guanghua School of Management and affiliation not provided to SSRN
Date Posted: December 02, 2008
Accepted Paper Series

Incl. Electronic Paper Single Beta Models and Currency Futures Prices
Economic Record, Vol. 68, p. 117, 1992
Thomas H. McCurdy and Ieuan G. Morgan
University of Toronto - Rotman School of Management and Queen's School of Business
Date Posted: February 29, 2012
Accepted Paper Series
14 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
128 downloads

Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges
Umea Economic Studies Paper No. 725
Kurt Brannas , Jan G. De Gooijer , Carl Lönnbark and Albina Soultanaeva
University of Umea - Department of Economics , University of Amsterdam - Department of Quantitative Economics (KE) , University of Umea and University of Umea - Department of Economics
Date Posted: October 18, 2009
Working Paper Series

Incl. Electronic Paper Simulation Study on Estimation Bias in Spatial Lag Model from Omitted Variable Correlated with Regressors
Takahisa Yokoi
Tohoku University - Graduate School of Information Sciences
Date Posted: November 10, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper Simulation of Historical Time Series Using MPRE, A Focus on Correlation in Squared Returns
Proceedings of the International Conference on Mathematics, Business and Economics 2011 IASI ROMANIA
Alexandre Pantanella and Massimiliano Frezza
University of Cassino and affiliation not provided to SSRN
Date Posted: July 16, 2011
Last Revised: July 20, 2011
Accepted Paper Series
22 downloads

Incl. Electronic Paper Simulation Methods for Levy-Driven CARMA Stochastic Volatility Models
George Tauchen and Viktor Todorov
Duke University - Economics Group and Duke University
Date Posted: August 24, 2005
Working Paper Series
265 downloads

Incl. Electronic Paper Simulation Based Estimation of Discrete Sequential Move Games of Perfect Information
Yafeng Wang and Brett Graham
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE) and affiliation not provided to SSRN
Date Posted: June 09, 2010
Working Paper Series
15 downloads

Incl. Electronic Paper Simulating Fundamental Analysis of a Firm Using a VECX Model
Jose Bonifacio De Araujo Jr. and Bernardus F. N. Van Doornik
University of Brasilia and Universidade de Brasilia
Date Posted: February 28, 2011
Working Paper Series
103 downloads

Incl. Electronic Paper Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators
IZA Discussion Paper No. 3039
Mark B. Stewart and Wiji Arulampalam
University of Warwick - Department of Economics and University of Warwick - Department of Economics
Date Posted: October 10, 2007
Working Paper Series
236 downloads

Incl. Electronic Paper Simple Time-Varying Copula Estimation
Wolfgang Aussenegg and Christian Cech
Vienna University of Technology and University of Applied Sciences BFI Vienna
Date Posted: December 11, 2008
Last Revised: June 26, 2009
Working Paper Series
467 downloads

Incl. Electronic Paper Simple Robust Linkages between CDS and Equity Options
Peter Carr and Liuren Wu
New York University (NYU) - Courant Institute of Mathematical Sciences and City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: March 25, 2008
Working Paper Series
684 downloads

Incl. Electronic Paper Simple Robust Hedging with Nearby Contracts
Liuren Wu and Jingyi Zhu
City University of New York, CUNY Baruch College - Zicklin School of Business and University of Utah
Date Posted: November 02, 2010
Working Paper Series
272 downloads

Incl. Electronic Paper Simple Robust Hedging with Nearby Contracts
Liuren Wu and Jingyi Zhu
City University of New York, CUNY Baruch College - Zicklin School of Business and University of Utah
Date Posted: March 19, 2011
Working Paper Series
83 downloads

Incl. Electronic Paper Simple 3-step Censored Quantile Regression and Extramarital Affairs
MIT Dept. of Economics Working Paper No. 01-20
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Duke University - Department of Economics
Date Posted: June 13, 2001
Working Paper Series
296 downloads

Incl. Electronic Paper Shrinkage Tuning Parameter Selection with a Diverging Number of Parameters
Journal of Royal Statistical Society, Series B, Forthcoming
Hansheng Wang , Bo Li and Chenlei Leng
Peking University - Guanghua School of Management , Tsinghua University - School of Economics & Management and affiliation not provided to SSRN
Date Posted: December 02, 2008
Accepted Paper Series
262 downloads

Incl. Electronic Paper Short-Term Persistence in Mutual Funds Performance: Evidence from India
10th Capital Markets Conference, Indian Institute of Capital Markets
Sanjay Sehgal and Manoj Jhanwar
University of Delhi - Department of Financial Studies and affiliation not provided to SSRN
Date Posted: February 13, 2007
Working Paper Series
929 downloads

Incl. Electronic Paper Short-Term Momentum Patterns in Stock and Sectoral Return: Evidence from India
22nd Australasian Finance and Banking Conference 2009
Sanjay Sehgal and Sakshi Jain
University of Delhi - Department of Financial Studies and Sakshi Jain
Date Posted: August 16, 2009
Working Paper Series
240 downloads

Incl. Electronic Paper Short-Term Forecasting of International Tourist Arrivals to Sri Lanka: Comparative Evidence Using Exponential Smoothers
6th International Conference on Management and Finance, 2011
Nisantha Kurukulasooriya and Lelwala E. I.
University of Ruhuna and affiliation not provided to SSRN
Date Posted: March 08, 2012
Accepted Paper Series
14 downloads

Incl. Electronic Paper Shocks, Structures or Monetary Policies? The Euro Area and US After 2001
ECB Working Paper No. 774
Lawrence J. Christiano , Roberto Motto and Massimo Rostagno
Northwestern University , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: July 11, 2007
Working Paper Series
100 downloads

Incl. Electronic Paper Shock Responses of Rural Households in Indonesia: A Multinomial Logit Analysis
Francesca Modena and Christopher L. Gilbert
University of Trento - Department of Economics and University of Trento - Department of Economics
Date Posted: February 14, 2011
Working Paper Series
30 downloads

Incl. Electronic Paper Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis
Matthew Greenwood-Nimmo and Yongcheol Shin
University of Melbourne and University of Leeds - Leeds University Business School - Division of Economics
Date Posted: April 17, 2011
Last Revised: February 07, 2012
Working Paper Series
63 downloads

Incl. Fee Electronic Paper Shifting Credit Standards and the Boom and Bust in US House Prices
CEPR Discussion Paper No. DP8361
John V. Duca , John Muellbauer and Anthony Murphy
Federal Reserve Bank of Dallas , University of Oxford - Department of Economics and affiliation not provided to SSRN
Date Posted: May 04, 2011
Working Paper Series
7 downloads

Incl. Electronic Paper Shape Factors and Cross-Sectional Risk
Andrea Roncoroni , Stefano Galluccio and Paolo Guiotto
ESSEC Business School , BNP Paribas Fixed Income and affiliation not provided to SSRN
Date Posted: December 14, 2005
Last Revised: March 29, 2010
Working Paper Series
306 downloads

Sequential Conditional Correlations: Inference and Evaluation
Journal of Econometrics, Vol. 153, No. 2, pp. 122-132, December 2009
Alessandro Palandri
Warwick Business School
Date Posted: September 26, 2005
Last Revised: November 06, 2009
Accepted Paper Series


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo6 in 3.329 seconds