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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 566,342
Full Text Papers: 468,461
Authors: 262,596
Papers Received in
  Last 12 months:
63,646

Paper Downloads:
To date: 78,742,226
Last 12 months: 9,720,147
Last 30 days: 793,623

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Papers with
  Resolved
  References:
263,937
Total References: 9,064,481
Papers with Cites: 243,212
Total Citation
  Links:
6,006,875
Papers with
  Resolved
  Footnotes:
93,431
Total Footnotes: 9,185,839


SSRN eLibrary Search Results
JEL Code: C22
611,843 Total downloads
Showing Papers 401 - 450 of 3,853
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Incl. Electronic Paper The Retail Bank Interest Rate Pass-Through: The Case of the Euro Area During the Financial and Sovereign Debt Crisis
ECB Occasional Paper No. 155
Matthieu Darracq Paries , Diego Moccero , Elizaveta Krylova and Claudia Marchini
European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: September 20, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Two Greatest. Great Recession vs. Great Moderation
Banco de Espana Working Paper No. 1423
Maria Dolores Gadea Rivas , Ana Gómez-Loscos and Gabriel Perez-Quiros
University of Zaragoza , Bank of Spain and Bank of Spain
Date Posted: September 18, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Asset Pricing Model Conditional on Up and Down Market for Emerging Market: The Case of Pakistan
Nida Shah , Javed Ali Dars and Muhammad Arshad Haroon
Isra University , Isra University and Isra University
Date Posted: September 14, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper On the Conjugacy of Off-Line and On-Line Sequential Monte Carlo Samplers
National Bank of Belgium Working Paper No. 263
Arnaud Dufays
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)
Date Posted: September 13, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Institutional Investor Portfolio Allocation, Quantitative Easing and the Global Financial Crisis
Bank of England Working Paper No. 510
Michael Joyce , Zhuoshi Liu and Ian Tonks
Bank of England - Monetary Analysis , Bank of England - Monetary Analysis and University of Bath School of Management
Date Posted: September 13, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper Quantifying Randomness: A New Model for Momentum Trading
"Perspective-2014", National Conference on Innovations in Management Science, Shri Chimanbhai Patel Institute of Management and Research, 2014
Jay Desai
Shri Chimanbhai Patel Institute of Management & Research
Date Posted: September 13, 2014
Last Revised: September 14, 2014
Working Paper Series
50 downloads

Incl. Electronic Paper Is Risk Higher During Non-Trading Periods? Tail Risk Evidence from Overnight Market Returns
Christoph Riedel and Niklas Wagner
University of Passau and Passau University
Date Posted: September 12, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Model-Free Inference for Tail Risk Measures
Ke-Li Xu
Texas A&M University
Date Posted: September 11, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Reconsidering Moments-Based Estimators for ARCH Processes
Todd Prono
American University - Kogod School of Business
Date Posted: September 10, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Does Money Supply Growth Contain Predictive Power for Stock Returns?
David G. McMillan
University of Stirling
Date Posted: September 10, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Time-Varying Predictability for Stock Returns, Dividend Growth and Consumption Growth
David G. McMillan
University of Stirling
Date Posted: September 10, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper The Selection of the Best Estimation Model of the Composite Index on Stock Exchanges in Five ASEAN Countries Using Box Jenkins Method
I Made Surya Negara Sudirman and Ayu Darmayanti Jr.
Udayana University and Udayana University
Date Posted: September 09, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Real Exchange Rate and Growth in Zimbabwe: Does the Currency Regime Matter?
IZA Discussion Paper No. 8398
Zuzana Brixiova and Mthuli Ncube
International Monetary Fund (IMF) - European Department and BARBICAN Asset Management
Date Posted: September 06, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper On the Persistence of Cointegration in Pairs Trading
Matthew Clegg
Independent
Date Posted: September 05, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data
Tinbergen Institute Discussion Paper 14-119/III
Nalan Basturk , Pinar Ceyhan and H. K. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Tinbergen Institute
Date Posted: September 03, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
Tinbergen Institute Discussion Paper 14-118/III
Istvan Barra , Lennart F. Hoogerheide , Siem Jan Koopman and Andre Lucas
VU University Amsterdam , Vrije Universiteit Amsterdam - Dept. of Econometrics , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: September 02, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Do Oil Prices Predict Economic Growth? New Global Evidence
Energy Economics, Vol. 41, p. 137, January 2014
Wai Ching Poon
Monash University Malaysia
Date Posted: September 02, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper A Relative Entropy Approach to Stochastic Dominance Analysis
Thierry Post
Koc University - Graduate School of Business
Date Posted: September 02, 2014
Last Revised: September 15, 2014
Working Paper Series
35 downloads

Incl. Electronic Paper Chasing Volatility: A Persistent Multiplicative Error Model with Jumps
Massimiliano Caporin , Eduardo Rossi and Paolo Santucci de Magistris
University of Padova - Department of Economics and Management "Marco Fanno" , University of Pavia - Department of Political Economy and Quantitative Methods and University of Aarhus - CREATES
Date Posted: August 30, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Adaptive Quasi-Maximum Likelihood Estimation of GARCH Models with Student's T Likelihood
Communications in Statistics - Theory and Methods, Forthcoming
Xiaorui Zhu and Li Xie
Beijing University of Technology and Beijing University of Technology
Date Posted: August 30, 2014
Accepted Paper Series
12 downloads

Incl. Electronic Paper Stochastic Volatility of Financial Assets and Default Risk
Yuri A. Katz
S&P Capital IQ
Date Posted: August 29, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Growth, Bank Credit, and Inflation in Mexico: Evidence from an ARDL-Bounds Testing Approach
Latin American Economic Review, Vol. 23, No. 8 (2014)
Miguel A. Tinoco-Zermeño , Francisco Venegas-Martínez and Víctor Hugo Torres Preciado
Universidad de Colima , Instituto Tecnologico y de Estudios Superiores de Monterrey (ITESM) and Universidad de Colima
Date Posted: August 29, 2014
Last Revised: August 30, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Financial Bubble Implosion
Peter C. B. Phillips and Shu-Ping Shi
Yale University - Cowles Foundation and Macquarie University
Date Posted: August 28, 2014
Working Paper Series
23 downloads

Incl. Fee Electronic Paper Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day‐Of‐The‐Week Effect
International Review of Finance, Vol. 14, Issue 3, pp. 345-392, 2014
Ke Yang and Langnan Chen
South China Agricultural University - College of Economics & Management and Zhongshan University - Lingnan (University) College
Date Posted: August 28, 2014
Accepted Paper Series

Incl. Electronic Paper On the Existence of an Optimal Estimation Window for Risk Measures
Marcelo Brutti Righi and Paulo Sergio Ceretta
Universidade Federal de Santa Maria and Universidade Federal de Santa Maria
Date Posted: August 27, 2014
Working Paper Series
40 downloads

Incl. Electronic Paper Inflation Persistence in Inflation and Non-Inflation Targeting Countries: A Rolling Window, Fractional Integration Approach
Giorgio Canarella and Stephen M. Miller
California State University, Los Angeles - Department of Economics & Statistics and University of Nevada, Las Vegas - Department of Economics
Date Posted: August 27, 2014
Working Paper Series
3 downloads

A 'Time Series' Approach on the Chinese Exchange Rate Regime
Marco Mele Sr.
Luspio University - School of Political Sciences
Date Posted: August 27, 2014
Working Paper Series

Incl. Electronic Paper Outlier Detection in Structural Time Series Models: The Indicator Saturation Approach
CEIS Working Paper No. 325
Martyna Marczak and Tommaso Proietti
University of Hohenheim and University of Rome II - Department of Economics and Finance
Date Posted: August 24, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Analysis of the Impact of Fuel Subsidy Removal on Households and Sectors of Production in Ghana
Dennis Nchor
Mendel University
Date Posted: August 22, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Which Factors are Priced? An Application of the Fama French Three-Factor Model in Australia
Duc Hong Vo
Economic Regulation Authority
Date Posted: August 18, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Alternative Investments: Inflation Hedger or Mean-Variance Efficient?
Ghulame Rubbaniy , Muhammad Muzammal Murtaza , Khurram Shahzad and Abida Perveen
University of Central Punjab - UCP Business School , University of Central Punjab - UCP Business School , Vrije University - Faculty of Economics and Business Administration and National College of Business Administration & Economics
Date Posted: August 17, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper The Random Walk of High Frequency Trading
Eric M. Aldrich , Indra Heckenbach and Gregory Laughlin
University of California, Santa Cruz , University of California, Santa Cruz and University of California, Santa Cruz
Date Posted: August 17, 2014
Last Revised: September 16, 2014
Working Paper Series
135 downloads

Incl. Electronic Paper The Demand and Supply Model of Housing: Evidence from the Turkish Housing Market
Yusuf Varli and Orhan Erdem
Borsa İstanbul - Research Dept. and Borsa Istanbul- Research Dept.
Date Posted: August 15, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Quantifying the Semantics of Search Behavior Before Stock Market Moves
Proceedings of the National Academy of Sciences 111, 11600-11605; DOI:10.1073/pnas.1324054111 (2014)
Chester Curme , Tobias Preis , H. Eugene Stanley and Helen Susannah Moat
Boston University , Warwick Business School - Behavioural Science Group , Boston University - Center for Polymer Studies and University College London - Department of Civil, Environmental and Geomatic Engineering
Date Posted: August 14, 2014
Accepted Paper Series
61 downloads

Incl. Electronic Paper The Turn-of-The-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model
Eleftherios Giovanis
IMT Lucca Institute for Advanced Studies
Date Posted: August 12, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Optimal Formulations for Nonlinear Autoregressive Processes
Tinbergen Institute Discussion Paper 14-103/III
Francisco Blasques , Siem Jan Koopman and Andre Lucas
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: August 11, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test
Melbourne Institute Working Paper No. 18/14
Efrem Castelnuovo and Luca Fanelli
Melbourne Institute and Department of Economics and Universita di Bologna
Date Posted: August 09, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Interdependencies and Causalities in Coupled Financial Networks
Irena Vodenska , Hideaki Aoyama , Yoshi Fujiwara , Hiroshi Iyetomi , Yuta Arai and H. Eugene Stanley
Boston University Metropolitan College , Kyoto University , University of Hyogo , Niigata University , Niigata University and Boston University - Center for Polymer Studies
Date Posted: August 08, 2014
Working Paper Series
37 downloads

Incl. Electronic Paper Windfall Gains or Eco-Innovation? ‘Green' Evolution in the Swedish Innovation System
Max Rånge and Mikael Sandberg
Halmstad University and Halmstad University
Date Posted: August 08, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper 150 Years of Italian Co2 Emissions and Economic Growth
CEIS Working Paper No. 320
Barbara Annicchiarico , Anna Rita Bennato and Emilio Zanetti Chini
University of Rome II - Department of Economics and Law , Centre for Competition Policy, University of East Anglia and University of Rome II - Department in Economics, Law and Institutions
Date Posted: August 08, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Exponential Smoothing, Long Memory and Volatility Prediction
CEIS Working Paper No. 319
Tommaso Proietti
University of Rome II - Department of Economics and Finance
Date Posted: August 05, 2014
Working Paper Series
55 downloads

Incl. Electronic Paper Impact of Exchange Rate on Balance of Payment: An Investigation from Pakistan
Research Journal of Finance and Accounting, Vol. 5, No.13, 2014, ISSN: 2222-1697
Ahmad Nawaz , Ahmed Rizwan Raheem , Imamuddin Khoso , Rana Imroze Palwishah and Unaib Raza
Indus University , Indus University , University of Sindh , Indus University and Indus University
Date Posted: August 04, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper Assessment of Uncertainty in High Frequency Data: The Observed Asymptotic Variance
Per A. Mykland and Lan Zhang
University of Chicago - Department of Statistics and University of Illinois at Chicago - Department of Finance
Date Posted: August 04, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Do Exchange Rates Really Help Forecasting Commodity Prices?
Lasse Bork and Pablo Rovira Kaltwasser
Aalborg University - Department of Business and Management and Catholic University of Leuven (KUL)
Date Posted: July 30, 2014
Last Revised: August 21, 2014
Working Paper Series
34 downloads

Incl. Electronic Paper A Simple Modification of the Busetti-Harvey Stationarity Tests with Structural Breaks at Unknown Time
Anton Skrobotov
Russian Presidential Academy of National Economy and Public Administration
Date Posted: July 29, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Supply and Demand Shocks in the Oil Market and their Predictive Power
Avihai (Avi) Rapaport
University of Chicago - Booth School of Business
Date Posted: July 27, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Changing Point and Parameter Instability with Heteroskedastic Models
Mumtaz Ahmed , Gulfam Haider and Asad Zaman
Department of Management Sciences, COMSATS Institute of Information Technology Islamabad, Pakistan , International Islamic University, Islamabad and Pakistan Institute of Development Economics
Date Posted: July 27, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Construction of Value-at-Risk Forecasts Under Different Distributional Assumptions within a BEKK Framework
Manuela Braione and Nicolas K. Scholtes
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Date Posted: July 24, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Rejoinder: A Note on Wavelet Correlation and Cointegration
Chee Kian Leong
University of Nottingham, Ningbo China
Date Posted: July 24, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand
Komain Jiranyakul
National Institute of Development Administration
Date Posted: July 21, 2014
Last Revised: August 12, 2014
Working Paper Series
11 downloads


 

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