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SSRN eLibrary Statistics:

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Abstracts: 484,096
Full Text Papers: 393,496
Authors: 226,618
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  Last 12 months: 		68,898

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To date: 65,871,789
Last 12 months: 11,172,344
Last 30 days: 1,065,092

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SSRN eLibrary Search Results
JEL Code: C51
360,062 Total downloads
Showing Papers 381 - 430 of 1,827
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Incl. Electronic Paper Inflation Variability and the Relationship between Inflation and Growth
Raghbendra Jha and Tu Dang
Australian National University (ANU) - Australia South Asia Research Centre (ASARC) and Australian National University (ANU)
Date Posted: April 22, 2011
Working Paper Series
57 downloads

Incl. Electronic Paper Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis
Journal of Forecasting, Forthcoming
 Cathy W. S. Chen , Richard H. Gerlach , Edward M.H. Lin and Wayne
Feng Chia University - Department of Statistics , University of Sydney , Graduate Institute of Applied Statistics, Feng Chia University and Feng Chia University - Graduate Institute of Statistics & Actuarial Science
Date Posted: April 21, 2011
Last Revised: May 29, 2011
Working Paper Series
124 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. Electronic Paper Statistical Modeling of Credit Default Swap Portfolios
 Rama Cont and Yu Hang (Gabriel) Kan
Imperial College London and Barclays Capital
Date Posted: April 14, 2011
Last Revised: April 25, 2011
Working Paper Series
675 downloads

Incl. Electronic Paper Forecasting the U.S. Term Structure of Interest Rates Using a Macroeconomic Smooth Dynamic Factor Model
International Journal of Forecasting, Forthcoming
 Siem Jan Koopman and Michel van der Wel
VU University Amsterdam and Erasmus University Rotterdam
Date Posted: April 12, 2011
Last Revised: December 10, 2012
Working Paper Series
120 downloads

Incl. Electronic Paper The ECB's New Multi-Country Model for the Euro Area: NMCM - Simulated with Rational Expectations
ECB Working Paper No. 1315
 Alistair Dieppe , Alberto Gonzalez Pandiella and Alpo Willman
European Central Bank (ECB) , European Central Bank (ECB) and affiliation not provided to SSRN
Date Posted: April 11, 2011
Working Paper Series
36 downloads

Incl. Electronic Paper The ECB's New Multi-Country Model for the Euro Area: NMCM - With Boundedly Rational Learning Expectations
ECB Working Paper No. 1316
 Alistair Dieppe , Alberto Gonzalez Pandiella , Stephen G. Hall and Alpo Willman
European Central Bank (ECB) , European Central Bank (ECB) , University of Leicester - Department of Economics and affiliation not provided to SSRN
Date Posted: April 11, 2011
Working Paper Series
39 downloads

Incl. Electronic Paper Trends and Correlates of Remittances to India
 Poonam Gupta and Karan Singh B.
affiliation not provided to SSRN and ICRIER
Date Posted: April 07, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper Performance Implications of Core and Complementary Pre-Entry Experience: The Role of Consumer Heterogeneity in Mobile Telephony
ESMT Working Paper No. 11-03 (R2)
 J.P. Eggers , Michal Grajek and Tobias Kretschmer
New York University (NYU) - Leonard N. Stern School of Business , ESMT European School of Management and Technology and Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
Date Posted: April 06, 2011
Last Revised: August 12, 2012
Working Paper Series
126 downloads

Incl. Electronic Paper Greek Meat Supply Response and Price Volatility in a Rational Expectations Framework: A Multivariate GARCH Approach
European Review of Agricultural Economics, Forthcoming
Anthony N. Rezitis and Konstantinos S. Stavropoulos
University of Western Greece - Department of Business Administration of Food and Agricultural Products and affiliation not provided to SSRN
Date Posted: April 04, 2011
Accepted Paper Series
22 downloads

Incl. Electronic Paper Adiabatic Genesis of Extreme Volatility Winter Regimes: Dynamic Moment Analysis of Non-Stationary Temperature Data for the Midwestern Natural Gas Market
 Cornelis A. Los and Jennifer Zhou
Alliant School of Management and Peters & Co., Ltd
Date Posted: March 31, 2011
Working Paper Series
16 downloads

Incl. Electronic Paper Credit Crisis and the Price of Gold: Evidence from a Forecast Based Modified Granger Causality Model
 Pavan Gadiraju
affiliation not provided to SSRN
Date Posted: March 31, 2011
Working Paper Series
163 downloads

Incl. Electronic Paper Non-Parametric and Semi-Parametric Asset Pricing
Economic Modeling, Vol. 28, No. 3, pp. 1150-1162, 2011
 Péter Erdos , Mihály Ormos and Dávid Zibriczky
Budapest University of Technology and Economics , Budapest University of Technology and Economics - Department of Finance and affiliation not provided to SSRN
Date Posted: March 27, 2011
Accepted Paper Series
58 downloads

Incl. Electronic Paper Model Selection Procedures and Their Error-Reduction Targets
 John R. Doyle
Cardiff University - Cardiff Business School
Date Posted: March 24, 2011
Last Revised: April 10, 2011
Working Paper Series
139 downloads

Incl. Electronic Paper Downturn Risk: Another View on the Current Financial Crisis
 Daniel Roesch and Harald Scheule
Leibniz University Hannover and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: March 19, 2011
Working Paper Series
290 downloads

Incl. Electronic Paper Pairing Market Risk and Credit Risk
 Isabel Figuerola-Ferretti and Ioannis G. Paraskevopoulos
Universidad Carlos III de Madrid - Department of Business Administration and Caja Madrid
Date Posted: March 19, 2011
Working Paper Series
53 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 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
68 downloads

Incl. Electronic Paper Analyzing Price Level in a Booming Economy: The Case of Azerbaijan
Economics Educational and Research Concortium, Working Paper No. 11/02E
 Hasanov Fakhri
Qafqaz Univeristy, Center for Socio-Economic Research
Date Posted: March 16, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection
AFA 2012 Chicago Meetings Paper
 Denitsa Stefanova and Redouane Elkamhi
VU University Amsterdam and University of Iowa - Henry B. Tippie College of Business
Date Posted: March 15, 2011
Working Paper Series
125 downloads

Incl. Fee Electronic Paper Viewpoint: An Extended Class of Instrumental Variables for the Estimation of Causal Effects (Une Classe Tendue De Variables Instrumentales Pour L'Estimation Des Effets De Causalit)
Canadian Journal of Economics/Revue canadienne d'economique, Vol. 44, Issue 1, pp. 1-51, 2011
 Karim Chalak and Halbert L. White, Jr.
affiliation not provided to SSRN and University of California, San Diego (UCSD) - Department of Economics
Date Posted: March 14, 2011
Accepted Paper Series
3 downloads

Incl. Electronic Paper Are Spectral Estimators Useful for Implementing Long-Run Restrictions in SVARs?
FEDS Working Paper No. 2010-09
 Elmar Mertens
Government of the United States of America - Division of Monetary Affairs
Date Posted: March 12, 2011
Working Paper Series
11 downloads

Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered
Journal of Economic Analysis and Policy, Vol. 11, No. 1
 Herman J. Bierens
Pennsylvania State University - College of the Liberal Arts - Department of Economic
Date Posted: March 09, 2011
Accepted Paper Series

Incl. Electronic Paper Measuring High-Frequency Causality between Returns, Realized Volatility and Implied Volatility
CIRANO Scientific Publication No. 2011s-27
 Jean-Marie Dufour , René Garcia and Abderrahim Taamouti
McGill University , EDHEC Business School and Universidad Carlos III de Madrid
Date Posted: March 07, 2011
Working Paper Series
108 downloads

Incl. Electronic Paper The Split Population Logit (SPopLogit): Modeling Measurement Bias in Binary Data
 Andreas Beger , Jacqueline H.R. DeMeritt , Wonjae Hwang and Will H. Moore
Duke University , University of North Texas , affiliation not provided to SSRN and Florida State University - Department of Political Science
Date Posted: March 05, 2011
Working Paper Series
93 downloads

Incl. Electronic Paper Relating Stochastic Volatility Estimation Methods
Tinbergen Institute Discussion Paper No. 11-049/4
 Charles S. Bos
VU University Amsterdam
Date Posted: March 04, 2011
Working Paper Series
47 downloads

Incl. Electronic Paper Securitization Rating Performance and Agency Incentives
 Daniel Roesch and Harald Scheule
Leibniz University Hannover and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: March 01, 2011
Working Paper Series
84 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 Bankruptcy Prediction Revisited: Non-Traditional Ratios and Lasso Selection
 Volodymyr Perederiy
European University Viadrina Frankfurt (Oder) - Department of Economics
Date Posted: February 23, 2011
Working Paper Series
250 downloads

Incl. Electronic Paper The Contribution of Education Investment to Agricultural Development in Vietnam
 Cuong Do-Tat and Anh Ngoc Thi Ngo
University of Canberra - Faculty of Business and Government and affiliation not provided to SSRN
Date Posted: February 22, 2011
Working Paper Series
19 downloads

Incl. Electronic Paper To Sell or Not to Sell: List Price, Transaction Price and Marketing Time in the Housing Market
 Paul E. Carrillo
George Washington University - Department of Economics
Date Posted: February 17, 2011
Working Paper Series
34 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 An Alternative Bayesian Approach to Structural Breaks in Time Series Models
Tinbergen Institute Discussion Paper 11-023/4
 Sjoerd van den Hauwe , Richard Paap and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: February 10, 2011
Working Paper Series
103 downloads

Incl. Electronic Paper Optimal Portfolio Choice in the Presence of Domestic Systemic Risk: Empirical Evidence from Stock Markets
Decisions in Economics and Finance, Vol. 34, No. 2, pp. 141-168, 2011
 Marcel Prokopczuk
Zeppelin University - Institute of Corporate Management & Economics
Date Posted: February 10, 2011
Last Revised: January 30, 2012
Accepted Paper Series
105 downloads

Incl. Electronic Paper High and Low Frequency Correlations in Global Equity Markets
 Robert F. Engle and Jose Gonzalo Rangel
New York University - Leonard N. Stern School of Business - Department of Economics and Goldman Sachs Group, Inc. - Global Investment Research
Date Posted: February 09, 2011
Working Paper Series
133 downloads

Incl. Electronic Paper Value-at-Risk Model Risk
 Carol Alexander and José María Sarabia
University of Reading - ICMA Centre and University of Cantabria - Department of Economics
Date Posted: February 09, 2011
Working Paper Series
487 downloads

Incl. Electronic Paper The Factor-Spline-GARCH Model for High- and Low-Frequency Correlations
Journal of Business and Economic Statistics, Vol. 30, No. 1, pp. 109-124, 2012
 Jose Gonzalo Rangel and Robert F. Engle
Goldman Sachs Group, Inc. - Global Investment Research and New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: February 07, 2011
Last Revised: May 06, 2012
Accepted Paper Series
174 downloads

Incl. Electronic Paper Econometrics of Asset Pricing: Methodological Review and Empirical Exercise
 Martin Lozano
Post Doctoral Research Fellow
Date Posted: February 04, 2011
Working Paper Series
117 downloads

Incl. Electronic Paper Trade-Offs Between Efficiency and Robustness in the Empirical Evaluation of Asset Pricing Models
 Ian Garrett , Stuart Hyde and Martin Lozano
Manchester Business School , University of Manchester - Manchester Business School and Post Doctoral Research Fellow
Date Posted: February 04, 2011
Last Revised: November 26, 2011
Working Paper Series
98 downloads

Incl. Electronic Paper Structural Heterogeneity or Asymmetric Shocks? Poland and the Euro Area Through the Lens of a Two-Country DSGE Model
National Bank of Poland Working Paper No. 49
 Marcin Kolasa
National Bank of Poland
Date Posted: February 03, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper Everything You Always Wanted to Know About Log Periodic Power Laws for Bubble Modelling But Were Afraid to Ask
European Journal of Finance, Forthcoming
 Petr Geraskin
National Research University Higher School of Economics
Date Posted: February 01, 2011
Accepted Paper Series
941 downloads

Incl. Electronic Paper Fractionally Integrated Models for Volatility: A Review - Empirical Appendix: Some Examples with R Interfaced with the Ox Package G@RCH
Date Posted: February 01, 2011
Working Paper Series
312 downloads

Fractionally Integrated Models for Volatility: A Review
NONLINEAR FINANCIAL ECONOMETRICS: MARKOV SWITCHING MODELS, PERSISTENCE AND NONLINEAR COINTEGRATION, pp. 104-123, Palgrave Macmillan, 2011
Date Posted: January 31, 2011
Accepted Paper Series

Incl. Electronic Paper Seeing Through the Eyes of Others: Dissonance Within and Across Trading Rooms
HANDBOOK OF THE SOCIOLOGY OF FINANCE, K. Knorr-Cetina & A. Preda, Oxford University Press, 2011
 Daniel Beunza and David Stark
London School of Economics & Political Science (LSE) - Department of Management and Columbia University
Date Posted: January 31, 2011
Accepted Paper Series
108 downloads

Incl. Electronic Paper Semi-Parametric Estimation of Portfolio Large Losses
 Alexandra Dias
University of Leicester School of Management
Date Posted: January 30, 2011
Working Paper Series
108 downloads

Incl. Electronic Paper Assessing Alternative Global Equity Investment Frameworks
 Xi Li
Hong Kong University of Science & Technology (HKUST)
Date Posted: January 27, 2011
Working Paper Series
310 downloads

Incl. Electronic Paper Cordon Pricing Consistent with the Physics of Overcrowding
TRANSPORTATION AND TRAFFIC THEORY 2009: GOLDEN JUBILEE, pp. 219-240, William H. K. Lam, S. C. Wong and Hong K. Lo, eds., Springer, 2009, Eighteenth International Symposium on Transportation and Traffic Theory, July 2009
 Nikolas Geroliminis and David Matthew Levinson
EPFL and University of Minnesota - Twin Cities
Date Posted: January 27, 2011
Accepted Paper Series
8 downloads

Incl. Electronic Paper The Exchange of Flow Toxicity
The Journal of Trading, Vol. 6, No. 2, pp. 8-13, Spring 2011, Johnson School Research Paper Series No. 10-2011
 David Easley , Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics , Hess Energy Trading Company and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: January 27, 2011
Last Revised: February 27, 2012
Accepted Paper Series
6141 downloads

Incl. Fee Electronic Paper Exchange Rate Pass-Through and Monetary Policy in South Africa
CEPR Discussion Paper No. DP8153
 Janine Aron , Greg Farrell , John Muellbauer and Peter J. N. Sinclair
University of Oxford - Department of Economics , affiliation not provided to SSRN , University of Oxford - Department of Economics and University of Birmingham - Department of Economics
Date Posted: January 18, 2011
Working Paper Series
2 downloads

Incl. Electronic Paper Adaptive Fuzzy Mixture of Local Feature Models
 Mingyang Xu and Michael Golay
Massachusetts Institute of Technology (MIT) and affiliation not provided to SSRN
Date Posted: January 17, 2011
Working Paper Series
21 downloads


 

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