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Full Text Papers: 515,015
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SSRN eLibrary Search Results
JEL Code: C22
672,805 Total downloads
Showing Papers 401 - 450 of 4,097
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Incl. Electronic Paper Nonlinearities in the U.S. Wage Phillips Curve
Luiggi Donayre and Irina B. Panovska
University of Minnesota - Duluth and Lehigh University
Date Posted: July 29, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Rough Electricity: A New Fractal Multi-Factor Model of Electricity Spot Prices
Mikkel Bennedsen
University of Aarhus - Department of Economics and Business
Date Posted: July 29, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Booms, Busts and Behavioural Heterogeneity in Stock Prices
Tinbergen Institute Discussion Paper 15-088/II
Cars H. Hommes and Daan Laurens in 't Veld
University of Amsterdam - Amsterdam School of Economics (ASE) and University of Amsterdam - Department of Quantitative Economics, CeNDEF
Date Posted: July 28, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Seasonal Adjustment with and Without Revisions: A Comparison of X-13ARIMA-SEATS and CAMPLET
CAMA Working Paper No. 25/2015
Barend Abeln and Jan P. A. M. Jacobs
Independent and University of Groningen - Faculty of Economics and Business
Date Posted: July 25, 2015
Last Revised: July 27, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Optimum Weighting for the Least Squares Monte Carlo Approach to American Options Under the CEV Model
Jason Barden and Karl Jenkins
Cranfield University and Independent
Date Posted: July 25, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper It Ain't Over Till it's Over: A Global Perspective on the Great Moderation-Great Recession Interconnection
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 303
Fabio C. Bagliano
University of Turin - Department of Economics and Statistics
Date Posted: July 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Specification Testing in Hawkes Models
Tinbergen Institute Discussion Paper 15-086/III
Francine Gresnigt , Erik Kole and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: July 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation
Journal of the Operational Research Society (2015) 66, 1352–1362,
Chris Tofallis
University of Hertfordshire Business School
Date Posted: July 25, 2015
Accepted Paper Series
12 downloads

Incl. Electronic Paper From a Rise in B to a Fall in C? SVAR Analysis of Environmental Impact of Biofuels
LIOS Discussion Paper 371/2015
Pavel Ciaian , d'Artis Kancs , Giuseppe Piroli and Miroslava Rajcaniova
Catholic University of Leuven (KUL) - LICOS Center for Transition Economics , Catholic University of Leuven (KUL) - Faculty of Economics and Business - LICOS Centre for Institutions and Economic Performance , University of Naples Federico II and Slovak University of Agriculture
Date Posted: July 23, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Quantifying Crowd Size with Mobile Phone and Twitter Data
Federico Botta, Helen Susannah Moat and Tobias Preis, Quantifying crowd size with mobile phone and Twitter data. Royal Society Open Science 2, 150162 (2015). http://dx.doi.org/10.1098/rsos.150162
Federico Botta , Helen Susannah Moat and Tobias Preis
University of Warwick - Warwick Business School , University College London - Department of Civil, Environmental and Geomatic Engineering and Data Science Lab, Behavioural Science, Warwick Business School
Date Posted: July 21, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper China's Capital and 'Hot' Money Flows: An Empirical Investigation
HKIMR Working Paper No.16/2015
Tao Cai , Vinh Q.T. Dang and Jennifer Te Lai
Sun Yat-sen University , University of Macau and Guangdong University of Foreign Studies
Date Posted: July 21, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Forecasting Electricity Prices Using Exogenous Predictors
Stefan Feuerriegel and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: July 20, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Are Real Assets Priced Internationally? Evidence from the Art Market
Multinational Finance Journal, Vol. 2, No. 3, p. 167-187, 1998
Kenneth Wieand , Jeffrey Donaldson and Socorro Quintero
University of South Florida - College of Business Administration , University of Tampa - John H. Sykes College of Business and Oklahoma City University
Date Posted: July 17, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Sieve Semiparametric Two-Step GMM Under Weak Dependence
Cowles Foundation Discussion Paper No. 2012
Xiaohong Chen and Zhipeng Liao
Yale University - Cowles Foundation and University of California, Los Angeles (UCLA)
Date Posted: July 14, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Applied GARCH Ex-Ante Asset Pricing: US & Southeast Asian Portfolios
Jordan French
Stamford International University (Phetchaburi Campus)
Date Posted: July 11, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Shoe-Leather Costs in the Euro Area and the Foreign Demand for Euro Banknotes
ECB Working Paper No. 1824
Alessandro Calza and Andrea Zaghini
European Central Bank (ECB) and Bank of Italy
Date Posted: July 10, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Shoe-Leather Costs in the Euro Area and the Foreign Demand for Euro Banknotes
ECB Working Paper No. 1824
Alessandro Calza and Andrea Zaghini
European Central Bank (ECB) and Bank of Italy
Date Posted: July 10, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Estimating Time-Varying Beta-Coefficients: An Empirical Study of US & ASEAN Portfolios
Jordan French
Stamford International University (Phetchaburi Campus)
Date Posted: July 10, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Why Most Published Results on Unit Root and Cointegration are False
Hari S. Luitel and Gerry J. Mahar
Algoma University and Algoma University
Date Posted: July 10, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Confidence Bands for ROC Curves with Serially Dependent Data
Forthcoming in Journal of Business & Economic Statistics
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Nanjing University - School of Business
Date Posted: July 10, 2015
Accepted Paper Series
17 downloads

King of Betas: CAPM Uses in USA & ASEAN
Jordan French
Stamford International University (Phetchaburi Campus)
Date Posted: July 09, 2015
Working Paper Series

Incl. Electronic Paper High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities
Multinational Finance Journal, Vol. 4, No. 3/4, p. 247-267, 2000
Richard Baillie , Aydin A. Cecen and Young Wook Han
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management , Central Michigan University and Hallym University
Date Posted: July 08, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
Multinational Finance Journal, Vol. 4, No. 3/4, p. 159-179, 2000
Torben G. Andersen , Tim Bollerslev , Francis X. Diebold and Paul Labys
Northwestern University - Kellogg School of Management , Duke University - Finance , University of Pennsylvania - Department of Economics and Charles River Associates (CRA) - Utah Office
Date Posted: July 08, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper Nonlinear Noise Estimation in International Capital Markets
Multinational Finance Journal, Vol. 6, No. 1, p. 43-63, 2002
Costas Siriopoulos and Alexandros Leontitsis
University of Patras - Business Administration and University of Ioannina - Department of Education
Date Posted: July 08, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis
CESifo Working Paper Series No. 5407
Guglielmo Maria Caporale , Juncal Cunado , Luis A. Gil-Alana and Rangan Gupta
Brunel University - Centre for Empirical Finance , University of Navarra - Faculty of Economics , University of Navarra - Department of Economics and University of Pretoria - Department of Economics
Date Posted: July 06, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Adaptive LASSO Estimation for ARDL Models with GARCH Innovations
Marcelo C. Medeiros and Eduardo F Mendes
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and UNSW Australia Business School, School of Economics
Date Posted: July 05, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper L_1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations
Marcelo C. Medeiros and Eduardo F Mendes
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and UNSW Australia Business School, School of Economics
Date Posted: July 04, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Hay Una Burbuja Inmobiliaria En Bogotá? Un Estudio Por Segmentos De Mercado (Is There a Housing Bubble in Bogota? A Market Segment Study)
Revista de Economía Institucional Vol. 17, 32, primer semestre de 2015,
Vanessa Cediel Sánchez and Carlos Velasquez Vega
Government of the Republic of Colombia and Government of the Republic of Colombia
Date Posted: July 04, 2015
Accepted Paper Series
1 downloads

The Link between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing
Econometric Reviews, 2010
Esfandiar Maasoumi and Marcelo C. Medeiros
Emory University and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Date Posted: July 03, 2015
Accepted Paper Series

Incl. Electronic Paper A Stochastic Dominance Approach to Financial Risk Management Strategies
Journal of Econometrics, Forthcoming
Chia-Lin Chang , Juan-Angel Jiménez-Martin , Esfandiar Maasoumi and Teodosio Perez Amaral
National Chung Hsing University - Department of Applied Economics, Department of Finance , Complutense University of Madrid , Emory University and Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: July 02, 2015
Accepted Paper Series
32 downloads

Incl. Electronic Paper Monitoring Stationarity and Cointegration
Martin Wagner and Dominik Wied
TU Dortmund University and TU Dortmund University
Date Posted: July 01, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Defining and Dating Bull and Bear Markets: Two Centuries of Evidence
Multinational Finance Journal, Vol. 10, No. 1/2, p. 81-116, 2006
Liliana Gonzalez , Philip Hoang , John G. Powell and Shi Jing
ESSEC Business School - Finance Department , Australian National University (ANU) , Massey University - Department of Finance Banking and Property and Jiangxi University of Finance and Economics
Date Posted: July 01, 2015
Accepted Paper Series
301 downloads

Incl. Electronic Paper Endogenous Derivation and Forecast of Lifetime PDs
Volodymyr Perederiy
Postbank / Deutsche Bank Group
Date Posted: June 30, 2015
Last Revised: July 14, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Performance of Alternative Price Forecast for Pakistan
Forman Journal of Economic Studies Vol. 8, 2012 (January–December) pp. 31-61,
Yasser Javed and Eatzaz Ahmad
Federal Urdu University of Arts, Science and Technology Islamabad, Students and Quaid-e-Azam University
Date Posted: June 29, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology Across the U.S. States
Nicholas Apergis , Christina Christou , Rangan Gupta and Stephen M. Miller
Northumbria University - Economics Department , University of Piraeus , University of Pretoria - Department of Economics and University of Nevada, Las Vegas - Department of Economics
Date Posted: June 28, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Stationary Component in Stock Prices: A Reappraisal of Empirical Findings
Multinational Finance Journal, Vol. 11, No. 3/4, p. 287-322, 2007
Haitham A Al-Zoubi and Aktham Issa Maghyereh
Alfaisal University and Hashemite University - Department of Finance and Banking
Date Posted: June 26, 2015
Accepted Paper Series
12 downloads

Incl. Electronic Paper Asymmetric Return and Volatility Responses to Composite News from Stock Markets
Multinational Finance Journal, Vol. 11, No. 3/4, p. 179-210, 2007
Thomas Chinan Chiang , Cathy W. S. Chen and Mike K. P. So
Drexel University - Department of Finance , Feng Chia University - Department of Statistics and Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management
Date Posted: June 26, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Value-at-Risk for Greek Stocks
Multinational Finance Journal, Vol. 12, No. 1/2, p. 67-104, 2008
Timotheos Angelidis and Alexandros Benos
University of Peloponnese - Department of Economics and National Bank of Greece
Date Posted: June 26, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Towards Decoding Currency Volatilities
Multinational Finance Journal, Vol. 13, No. 1/2, p. 103-134, 2009
Dieter Johannes Jüttner and wayne Leung
Macquarie University and Macquarie University
Date Posted: June 26, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper Testing Mean Stability of Heteroskedastic Time Series
Cowles Foundation Discussion Paper No. 2006
Violetta Dalla , Liudas Giraitis and Peter C. B. Phillips
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) , Queen Mary and Yale University - Cowles Foundation
Date Posted: June 26, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Pitfalls and Possibilities in Predictive Regression
Cowles Foundation Discussion Paper No. 2003
Peter C. B. Phillips
Yale University - Cowles Foundation
Date Posted: June 25, 2015
Working Paper Series
60 downloads

Incl. Electronic Paper Improving the Robustness of Operational Risk Modeling Through External Data Scaling
Azamat Abdymomunov and Filippo Curti
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Richmond
Date Posted: June 25, 2015
Working Paper Series
16 downloads

Incl. Fee Electronic Paper On the Dynamics of Indian GDP, Crude Oil Production and Imports
OPEC Energy Review, Vol. 39, Issue 2, pp. 162-183, 2015
Aviral Kumar Tiwari
IFHE University (ICFAI) - Faculty of Management
Date Posted: June 24, 2015
Accepted Paper Series

Incl. Electronic Paper What Has Driven Inflation Dynamics in the Euro Area, the United Kingdom and the United States
ECB Working Paper No. 1802
Marko Melolinna
Bank of Finland - Monetary Policy
Date Posted: June 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Commodity Returns Co-Movements: Fundamentals or 'Style' Effect?
Charlot Philippe , Olivier Darné and Zakaria Moussa
Universities of Marseille , University of Nantes - Faculty of Business and Economics and University of Nantes - LEMNA
Date Posted: June 21, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper External Debt and Foreign Private Investment in Nigeria: A Test for Causality
African Economic and Business Review Vol. 4 No. 1, Spring 2006, 1109-5609
Rufus A Ajisafe , M. L. Nassar , O. Fatokun , Ismail Soile and Olajide K. Gidado
Obafemi Awolowo University - Department of Economics , Independent , Independent , University of Dundee - Centre for Energy, Petroleum and Mineral Law & Policy (CEPMLP) and Olabisi Onabanjo University
Date Posted: June 20, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Energy-Economy Nexus in Indonesia: A Bivariate Cointegration Analysis
Asian Journal of Empirical Research 2(6): 205-218
Ismail Soile
University of Dundee - Centre for Energy, Petroleum and Mineral Law & Policy (CEPMLP)
Date Posted: June 20, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Impact of Gasoline Subsidy Removal on the Transportation Sector in Nigeria
Ismail O. Soile, Hezekiah Tsaku, and Bilikisu Musa Yar'Adua, “The Impact of Gasoline Subsidy Removal on the Transportation Sector in Nigeria.” American Journal of Energy Research, vol. 2, no. 3 (2014): 60-66. doi: 10.12691/ajer-2-3-3.,
Ismail Soile , Hezekiah Tsaku and Bilikisu Musa-Yar'Adua
University of Dundee - Centre for Energy, Petroleum and Mineral Law & Policy (CEPMLP) , University of Dundee and University of Dundee
Date Posted: June 20, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper An Anatomy of Industry Merger Waves
Daniele Bianchi and Carlo Chiarella
University of Warwick, Warwick Business School and CUNEF
Date Posted: June 20, 2015
Last Revised: June 30, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper Implementación del Modelo LWR en MATLAB para la movilidad en Bogotá (LWR Model Implementation in MATLAB for Mobility in Bogota)
Juan David Páez and Francisco González Buitrago
National University of Colombia and National University of Colombia
Date Posted: June 19, 2015
Working Paper Series
3 downloads


 

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