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JEL Code: C32
450,704 Total downloads
Showing Papers 381 - 430 of 3,071
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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