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SSRN eLibrary Statistics:

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Abstracts: 484,056
Full Text Papers: 393,459
Authors: 226,593
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  Last 12 months:
68,998

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To date: 65,863,139
Last 12 months: 11,179,664
Last 30 days: 1,087,336

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Total References: 8,463,775
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5,708,794
Papers with
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  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: C32
450,704 Total downloads
Showing Papers 381 - 430 of 3,071
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Incl. Electronic Paper Are Business Cycles in the US and Emerging Economies Synchronized?
National Bank of Poland Working Paper No. 111
Piotr Krupa and Pawel Skrzypczynski
affiliation not provided to SSRN and National Bank of Poland
Date Posted: April 16, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper An Empirical Growth Model for Major Oil Exporters
IZA Discussion Paper No. 6468
Hadi Salehi Esfahani , Kamiar Mohaddes and M. Hashem Pesaran
University of Illinois at Urbana-Champaign , University of Cambridge - Faculty of Economics and Politics and University of Southern California
Date Posted: April 14, 2012
Working Paper Series
28 downloads

Incl. Electronic Paper Identifying the Substitution Effect of Temporary Agency Employment
IZA Discussion Paper No. 6471
Elke J. Jahn and Enzo Weber
Government of the Federal Republic of Germany - Institute for Employment Research (IAB) and University of Regensburg
Date Posted: April 14, 2012
Working Paper Series
20 downloads

Incl. Electronic Paper A Revisit to the Dependence Structure between Stock and Foreign Exchange Markets: A Dependence-Switching Copula Approach
Yi-Chiuan Wang , Jyh-Lin Wu and Yi-hao Lai
National Sun Yat-sen University , National Sun Yat-Sen University and Dayeh Universty
Date Posted: April 14, 2012
Working Paper Series
56 downloads

Incl. Electronic Paper Speculation in the Oil Market
FRB of St. Louis Working Paper No. 2011-027E
Luciana Juvenal and Ivan Petrella
Federal Reserve Bank of Saint Louis and Department of Economics, Mathematics and Statistics
Date Posted: April 13, 2012
Last Revised: July 26, 2012
Working Paper Series
53 downloads

Incl. Electronic Paper The Changing Role of Expectations in US Monetary Policy: A New Look Using the Livingston Survey
Banque de France Working Paper No. 376
Sheheryar Malik and Anindya Banerjee
Banque de France and European University Institute - Department of Economics
Date Posted: April 12, 2012
Working Paper Series
19 downloads

Incl. Electronic Paper R&D and Aggregate Fluctuations
World Bank Policy Research Working Paper No. 6017
Erhan Artuc and Panayiotis M. Pourpourides
World Bank and Cardiff University - Cardiff Business School
Date Posted: April 09, 2012
Working Paper Series
32 downloads

Incl. Electronic Paper An Empirical Growth Model for Major Oil Exporters
CESifo Working Paper Series No. 3780
Hadi Salehi Esfahani , Kamiar Mohaddes and M. Hashem Pesaran
University of Illinois at Urbana-Champaign , University of Cambridge - Faculty of Economics and Politics and University of Southern California
Date Posted: April 05, 2012
Working Paper Series
60 downloads

Incl. Electronic Paper Are REITs Real Estate? Evidence from International Sector Level Data
Swiss Finance Institute Research Paper No. 12-15
Martin Hoesli and Elias Oikarinen
University of Geneva - Graduate School of Business (HEC-Geneva) and Turku School of Economics - Department of Economics
Date Posted: April 05, 2012
Working Paper Series
359 downloads

Incl. Electronic Paper Timescale Betas and the Cross Section of Equity Returns: Framework, Application, and Implication for Interpreting the Fama-French Factors
Byoung Uk Kang , Francis Haeuck In and Tong Suk Kim
The Hong Kong Polytechnic University - School of Accounting and Finance , Monash University - Department of Accounting and Finance and Korea Advanced Institute of Science and Technology (KAIST)
Date Posted: April 05, 2012
Last Revised: February 06, 2013
Working Paper Series
88 downloads

Incl. Fee Electronic Paper Macro-Financial Linkages: Evidence from Country-Specific VARs
CEPR Discussion Paper No. DP8875
Paolo Guarda and Philippe Jeanfils
Banque Centrale du Luxembourg and National Bank of Belgium
Date Posted: April 04, 2012
Working Paper Series
3 downloads

Incl. Electronic Paper A One-Step Test for the Presence of Multiple Cointegrating Vectors
Muhammad Asali
International School of Economics at TSU
Date Posted: April 04, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper Persistence and Cycles in US Hours Worked
CESifo Working Paper Series No. 3767
Guglielmo Maria Caporale and Luis A. Gil-Alana
Brunel University - Centre for Empirical Finance and University of Navarra - Department of Economics
Date Posted: April 04, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper A Comparison of a Production Smoothing Model and a Dynamic Factor Demand Model with Inventories: Applications to French Industrial Sectors
Annales d'Economie et de Statistique, Vol. 46, pp. 141-160, 1997
Marga Peeters
De Nederlandsche Bank
Date Posted: April 01, 2012
Accepted Paper Series
11 downloads

Incl. Electronic Paper Can We Rely Upon Fiscal Policy Estimates in Countries with Unreported Production of 15 Percent (or More) of GDP?
Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No.1
Raffaella Basile , Bruno Chiarini and Elisabetta Marzano
Ministry of Economy and Finance, Department of the Treasury, Economic and Financial Analysis and Planning Directorate , University of Naples, Parthenope and Parthenope University - Department of Economic Studies (DES)
Date Posted: April 01, 2012
Last Revised: July 31, 2012
Accepted Paper Series
10 downloads

Incl. Electronic Paper Effects of Global Liquidity on Commodity and Food Prices
DIW Berlin Discussion Paper No. 1199
Ansgar Hubertus Belke , Ingo G. Bordon and Ulrich Volz
University of Duisburg-Essen - Department of Economics , University of Duisburg-Essen and University of London - School of Oriental and African Studies (SOAS) - Economics
Date Posted: April 01, 2012
Working Paper Series
45 downloads

Incl. Electronic Paper Persistence and Cycles in US Hours Worked
DIW Berlin Discussion Paper No. 1200
Guglielmo Maria Caporale and Luis A. Gil-Alana
Brunel University - Centre for Empirical Finance and University of Navarra - Department of Economics
Date Posted: April 01, 2012
Working Paper Series
9 downloads

Incl. Electronic Paper Stock Market Co-Movement in Latin America
Vitor Leone
Nottingham Business School
Date Posted: April 01, 2012
Last Revised: May 22, 2012
Working Paper Series
62 downloads

Incl. Electronic Paper How Have the Turkish Post-2001 Stabilization Reforms Impacted on the Conditional Correlation between the Turkish and the Main Foreign Stock Markets?
Sukriye Tuysuz
affiliation not provided to SSRN
Date Posted: March 31, 2012
Working Paper Series
16 downloads

Incl. Electronic Paper Modelling Loans to Non-Financial Corporations in the Euro Area
Bank of Italy Temi di Discussione (Working Paper) No. 857
Christoffer Kok Sorensen , David Marques-Ibanez and Carlotta Rossi
European Central Bank (ECB) , European Central Bank (ECB) and Bank of Italy
Date Posted: March 30, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Effects of Global Liquidity on Commodity and Food Prices
Ansgar Hubertus Belke , Ingo G. Bordon and Ulrich Volz
University of Duisburg-Essen - Department of Economics , University of Duisburg-Essen and University of London - School of Oriental and African Studies (SOAS) - Economics
Date Posted: March 29, 2012
Working Paper Series
13 downloads

Incl. Electronic Paper The Impact of Monetary Policy Shocks on Commodity Prices
Bank of Italy Temi di Discussione Working Paper No. 851
Alessio Anzuini , Marco J. Lombardi and Patrizio Pagano
Bank of Italy , European Central Bank (ECB) and Bank of Italy
Date Posted: March 29, 2012
Working Paper Series
114 downloads

Incl. Electronic Paper Impacts of Real Effective Exchange Rate on Sudan Macroeconomic Variables
Issam A.W. Mohamed and Hamza Ibrahim Hamza
Al-Neelain University - Department of Economics and affiliation not provided to SSRN
Date Posted: March 27, 2012
Last Revised: June 15, 2012
Working Paper Series
83 downloads

Disentangling Corn Price Volatility: The Role of Global Demand, Speculation, and Energy
Journal of Applied and Agricultural Economics, 2012
Lihong Lu McPhail , Xiaodong Du and Andrew Muhammad
affiliation not provided to SSRN , affiliation not provided to SSRN and U.S. Department of Agriculture - Economic Research Service
Date Posted: March 26, 2012
Accepted Paper Series

Incl. Electronic Paper Discretionary Policy Interactions and the Fiscal Theory of the Price Level: A SVAR Analysis on French Data
Jérôme Creel , Paola Monperrus-Veroni and Francesco Saraceno
Research Department, OFCE (French Observatory of Economic Conditions) , Observatoire Francais des Conjonctures Economiques (OFCE) and Observatoire Francais des Conjonctures Economiques, Paris (OFCE)
Date Posted: March 25, 2012
Working Paper Series
10 downloads

Incl. Electronic Paper Measuring the Natural Yield Curve
National Bank of Poland Working Paper No. 108
Michal Brzoza-Brzezina and Jacek Kotlowski
National Bank of Poland and Warsaw School of Economics, Institute of Econometrics
Date Posted: March 24, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper Using Global VAR Models for Scenario-Based Forecasting and Policy Analysis
The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis (F. di Mauro and M.H. Pesaran eds.), Forthcoming.
Matthew Greenwood-Nimmo , Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne , Melbourne Institute of Applied Economic and Social Research and University of Leeds - Leeds University Business School - Division of Economics
Date Posted: March 23, 2012
Last Revised: July 14, 2012
Working Paper Series
129 downloads

Incl. Electronic Paper Haavelmo's Probability Approach and the Cointegrated VAR
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-01
Katarina Juselius
University of Copenhagen - Department of Economics
Date Posted: March 22, 2012
Accepted Paper Series
23 downloads

Incl. Electronic Paper Market Risk of Developed and Developing Countries During the Global Financial Crisis
Bülent Köksal and Mehmet Orhan
Ipek University - Department of Economics and Fatih University - Department of Economics
Date Posted: March 22, 2012
Working Paper Series
39 downloads

Incl. Electronic Paper Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging
Tinbergen Institute Discussion Paper No. 12-025/4
Rodney W. Strachan and H. K. van Dijk
Australian National University (ANU) - Research School of Economics and Tinbergen Institute
Date Posted: March 21, 2012
Working Paper Series
8 downloads

Incl. Electronic Paper Pitfalls in Backtesting Historical Simulation VAR Models
Center for Applied Economics and Policy Research Working Paper No. 2012-003
Juan Carlos Escanciano and Pei Pei
Indiana University Bloomington - Department of Economics and Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development
Date Posted: March 21, 2012
Working Paper Series
179 downloads

Probabilistic Forecasting of Output Growth, Inflation and the Balance of Trade in a GVAR Framework
Journal of Applied Econometrics, Forthcoming
Matthew Greenwood-Nimmo , Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne , Melbourne Institute of Applied Economic and Social Research and University of Leeds - Leeds University Business School - Division of Economics
Date Posted: March 21, 2012
Accepted Paper Series

Incl. Electronic Paper The Investigation of Relationship between Stock Markets and Maritime Markets
Global Business and Technology Association Conference, 2009
Oral Erdogan , Kenan Tata , Mehmet Hakan Sengoz and Burhan Can Karahasan
Istanbul Bilgi University Department of Business Administration , Turkon Holding , Istanbul Bilgi University and Okan University
Date Posted: March 21, 2012
Last Revised: June 06, 2012
Accepted Paper Series
79 downloads

Incl. Electronic Paper Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications
Ying Chen and Linlin Niu
Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE) and Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: March 20, 2012
Working Paper Series
76 downloads

Incl. Electronic Paper Risk Management and Portfolio Budgeting Based on ARMA-GARCH Non-Gaussian Multivariate Model
Nima Nooshi , Young Shin Kim , Svetlozar Rachev and Frank J. Fabozzi
Karlsruhe Institute of Technology , University of Karlsruhe , University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie and EDHEC Business School
Date Posted: March 18, 2012
Working Paper Series
133 downloads

Incl. Electronic Paper Two-Stage Portfolio Optimization with Higher-Order Conditional Measures of Risk
Sitki Gulten and Andrzej Ruszczynski
Rutgers, The State University of New Jersey - Rutgers Business School, Newark & New Brunswick and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Date Posted: March 17, 2012
Last Revised: May 05, 2013
Working Paper Series
98 downloads

Incl. Electronic Paper Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs
DIW Berlin Discussion Paper No. 1195
Helmut Luetkepohl and Aleksei Netsunajev
German Institute for Economic Research (DIW Berlin) and affiliation not provided to SSRN
Date Posted: March 15, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Empirical Evidence Against CAPM: Relating Alphas and Returns to Betas
Mayur Agrawal , Debabrata Mohapatra and Ilya Pollak
Purdue University , Purdue University and Purdue University
Date Posted: March 14, 2012
Last Revised: March 24, 2012
Working Paper Series
167 downloads

Incl. Electronic Paper On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation
University of Heidelberg, Department of Economics Discussion Paper No. 525
Christian Conrad , Karin Loch and Daniel Rittler
University of Heidelberg - Faculty of Economics and Social Studies , University of Heidelberg - Faculty of Economics and Social Studies and University of Heidelberg - Alfred Weber Institute for Economics
Date Posted: March 14, 2012
Working Paper Series
121 downloads

The London 2012 Olympic Games Announcement Effect on London Stock Exchange
Journal of Economic Studies, Forthcoming
Dimitrios Asteriou , Aristeidis Samitas and Dimitris Kenourgios
Hellenic Open University , University of the Aegean and University of Athens - Faculty of Economics
Date Posted: March 14, 2012
Accepted Paper Series

Foreign and Domestic Growth Drivers in Eastern Europe
Economic Systems, Vol. 35, No. 4, 2011
Enzo Weber
University of Regensburg
Date Posted: March 13, 2012
Accepted Paper Series

Incl. Electronic Paper Swedish Financial Sector Integration with Baltic Stock Markets - A Cointegration Approach
Paulius Kazukauskas
affiliation not provided to SSRN
Date Posted: March 13, 2012
Working Paper Series
25 downloads

The Impact of Macro News on Volatility of Stock Exchanges
Barbara Bedowska-Sojka
Poznan University of Economics - Faculty of Informatics and Electronic Economy
Date Posted: March 11, 2012
Working Paper Series

Incl. Electronic Paper The Jumps in the Stock Returns: The Evidence from the Polish Stock Market
Barbara Bedowska-Sojka
Poznan University of Economics - Faculty of Informatics and Electronic Economy
Date Posted: March 11, 2012
Working Paper Series
50 downloads

Incl. Electronic Paper Cointegrated VARMA Models and Forecasting US Interest Rates
Christian Kascha and Carsten Trenkler
affiliation not provided to SSRN and University of Mannheim
Date Posted: March 09, 2012
Working Paper Series
32 downloads

Incl. Electronic Paper Monetary Policy Analysis Based on Lasso-Assisted Vector Autoregression (Lavar)
Jiahan Li
University of Notre Dame
Date Posted: March 08, 2012
Working Paper Series
79 downloads

Incl. Electronic Paper What Can EMU Countries’ Sovereign Bond Spreads Tell Us About Market Perceptions of Default Probabilities During the Recent Financial Crisis?
Deutsche Bundesbank Discussion Paper No. 11/2010
Christoph A. Fischer and Niko Dötz
Deutsche Bundesbank and Deutsche Bundesbank - Economics Department
Date Posted: March 08, 2012
Working Paper Series
56 downloads

Incl. Electronic Paper Convergence and Cointegration
Alfredo García-Hiernaux and David E. Guerrero
Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics) and Universidad Complutense de Madrid (UCM) - Colegio Universitario de Estudios Financieros (CUNEF)
Date Posted: March 04, 2012
Last Revised: November 14, 2012
Working Paper Series
41 downloads

Incl. Electronic Paper Revisiting the Out-of-Sample Exchange Rate Predictability in the Monetary Model
Hsiu-Hsin Ko
affiliation not provided to SSRN
Date Posted: March 04, 2012
Working Paper Series
9 downloads

Incl. Electronic Paper Day of the Week Effect on VIX: A Parsimonious Representation
Maria T. Gonzalez-Perez and David E. Guerrero
Universidad Complutense de Madrid - Colegio Universitario de Estudios Financieros (CUNEF) and Universidad Complutense de Madrid (UCM) - Colegio Universitario de Estudios Financieros (CUNEF)
Date Posted: March 03, 2012
Last Revised: April 13, 2012
Working Paper Series
177 downloads


 

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