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Full Text Papers: 393,865
Authors: 226,776
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Last 12 months: 11,189,330
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SSRN eLibrary Search Results
JEL Code: C5
1,171,840 Total downloads
Showing Papers 401 - 450 of 5,963
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Incl. Electronic Paper The VIX, the Variance Premium and Stock Market Volatility
Geert Bekaert and Marie Hoerova
Columbia Business School - Finance and Economics and European Central Bank (ECB)
Date Posted: April 17, 2013
Working Paper Series
237 downloads

Incl. Electronic Paper The Value of Multivariate Model Sophistication: An Application to Pricing Dow Jones Industrial Average Options
CIRANO - Scientific Publications 2012s-05
 J. V. K. Rombouts , Lars Stentoft and Francesco Violante
HEC Montreal , HEC Montréal - Department of Finance and Maastricht University - Department of Economics
Date Posted: April 21, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper The Value of Intellectual Assets in Indian Pharmaceutical Industry: An Empirical Study of the Components of Market Value
 V. Kavida and N. Sivakoumar
Pondicherry University, Karaikal Campus - School of Management and Indira Gandhi College of Arts and Science
Date Posted: March 12, 2009
Working Paper Series
305 downloads

Incl. Electronic Paper The Value of Information in Reverse Logistics
ERIM Report Series Reference No. ERS-2004-053-LIS
 Michael E. Ketzenberg , E. van der Laan and Ruud Teunter
Colorado State University - Department of Management , Erasmus University Rotterdam (EUR) - Department of Decision and Information Sciences and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: September 27, 2004
Working Paper Series
451 downloads

The Value and Accounting Premium for South African-Listed Shares
Journal of Economic & Financial Sciences (JEF), Vol. 2, No. 2, pp. 187-202, October 2008
Jürgen Ernstberger , Christian Heinze and Oliver Vogler
University of Bochum , University of Regensburg and Ruhr Universität Bochum
Date Posted: December 30, 2008
Accepted Paper Series

Incl. Electronic Paper The Usefulness of Infra-Annual Government Cash Budgetary Data for Fiscal Forecasting in the Euro Area
ECB Working Paper No. 901
 Luca Onorante , Diego J. Pedregal , Javier J. Perez and Sara Signorini
European Central Bank (ECB) , University of Castilla-La Mancha , Bank of Spain - Research Department and HVB Milan - Global Economics & FI/FX Research
Date Posted: May 14, 2008
Working Paper Series
25 downloads

Incl. Fee Electronic Paper The Usefulness of Consumer Confidence in Forecasting Household Spending in Canada: A National and Regional Analysis
Economic Inquiry, Vol. 44, No. 1, pp. 185-197, 2006
 Andy C. C. Kwan and John A. Cotsomitis
Chinese University of Hong Kong (CUHK) and Concordia University, Quebec
Date Posted: June 05, 2006
Accepted Paper Series
26 downloads

Incl. Electronic Paper The Use of Survey Weights in Regression Analysis
Bank of Italy Temi di Discussione (Working Paper) No. 739
 Ivan Faiella
Bank of Italy
Date Posted: May 12, 2010
Working Paper Series
112 downloads

Incl. Electronic Paper The Use of Spreads in Forecasting Medium Term U.K Interest Rates
 Bahram Pesaran and G. Wright
University of East London - Department of Applied Economics and University of East London - Department of Applied Economics
Date Posted: October 25, 1997
Working Paper Series
156 downloads

The Use of Non-Normal Distributions in Quantifying Qualitative Survey Data
Economics Letters, Vol. 76, No. 1, pp. 101-107, June 2002
 James Mitchell
National Institute of Economic and Social Research (NIESR)
Date Posted: January 25, 2005
Accepted Paper Series

Incl. Electronic Paper The Use of Financial Spreads as Indicator Variables: Evidence for the U.K. and Germany
IMF Working Paper No. 94/31
 E.P. Davis and S.G.B. Henry
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: February 15, 2006
Working Paper Series
100 downloads

Incl. Electronic Paper The Use (and Abuse) of Meta-Analysis in Environmental and Natural Resource Economics: An Assessment
 Jon P. Nelson and Peter E. Kennedy
Pennsylvania State University - College of the Liberal Arts - Department of Economic and Simon Fraser University (SFU) - Department of Economics
Date Posted: April 08, 2008
Last Revised: April 26, 2009
Working Paper Series
248 downloads

Incl. Electronic Paper The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields
Swiss Finance Institute Research Paper No. 11-05
 Kun Guo , Wei-Xing Zhou , Si-Wei Cheng and Didier Sornette
Chinese Academy of Sciences (CAS) , East China University of Science and Technology - School of Business , Chinese Academy of Sciences (CAS) and Swiss Finance Institute
Date Posted: February 17, 2011
Working Paper Series
270 downloads

Incl. Electronic Paper The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Specification Analysis with Application to France, Italy, Japan, the United Kingdom and West Germany
European Economic Review, Vol. 30, p. 365, 1986
 Allan Gregory and Thomas H. McCurdy
Queen's University and University of Toronto - Rotman School of Management
Date Posted: March 01, 2012
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Ultimate Irrelevance Proposition in Finance?
 George Andrew Karolyi
Cornell University - Johnson Graduate School of Management
Date Posted: April 16, 2011
Working Paper Series
312 downloads

Incl. Electronic Paper The Transmission of Monetary Policy via Announcement Effects
UC Davis Working Paper No. 99-06
 Selva Demiralp and Oscar Jorda
Koc University - Department of Economics and University of California, Davis - Department of Economics
Date Posted: October 12, 1999
Working Paper Series
190 downloads

Incl. Fee Electronic Paper The Transmission Mechanism in a Changing World
CEPR Discussion Paper No. 4014
 Michael J. Artis , Ana Beatriz Galvão and Massimiliano Giuseppe Marcellino
University of Manchester - Institute for Political & Economic Governance (IPEG) , Queen Mary, University of London and European University Institute
Date Posted: September 26, 2003
Working Paper Series
16 downloads

Incl. Electronic Paper The Transfer Problem in the Euro Area: A Cointegration Analysis
 Alessandro Girardi and Paolo Paesani
National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Date Posted: November 04, 2005
Working Paper Series
58 downloads

Incl. Electronic Paper The Time-Varying Leading Properties of the High Yield Spread in the United States
 Pierangelo De Pace and Kyle D. Weber
Pomona College - Department of Economics and Pomona College - Department of Economics
Date Posted: October 10, 2012
Last Revised: February 24, 2013
Working Paper Series
32 downloads

The Theory Basis and Practice of Econometric Diagnosis
Nankai University Economics Working Paper No.98-01
 Jinwen Zhao
Dongbei University of Finance and Economics (DUFE) - Department of Statistics
Date Posted: October 20, 2003
Working Paper Series

Incl. Electronic Paper The Term Structure of Variance Swaps, Risk Premia and the Expectation Hypothesis
 Yacine Ait-Sahalia , Mustafa Karaman and Loriano Mancini
Princeton University - Department of Economics , University of Zurich - Swiss Banking Institute (ISB) and Ecole Polytechnique Fédérale de Lausanne
Date Posted: August 27, 2012
Working Paper Series
348 downloads

Incl. Electronic Paper The Term Structure of Real Rates and Expected Inflation
EFA 2004 Maastricht Meetings Paper No. 1220; AFA 2004 San Diego Meetings
 Geert Bekaert and Andrew Ang
Columbia Business School - Finance and Economics and Columbia Business School - Finance and Economics
Date Posted: July 16, 2003
Working Paper Series
1313 downloads

Incl. Fee Electronic Paper The Term Structure of Inflation Expectations
CEPR Discussion Paper No. DP6809
 Mikhail Chernov and Philippe Mueller
London School of Economics and London School of Economics & Political Science (LSE) - Department of Finance
Date Posted: June 12, 2008
Working Paper Series
9 downloads

Incl. Electronic Paper The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
 Michael McAleer
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: March 06, 2009
Working Paper Series
846 downloads

Incl. Electronic Paper The Temporal and Spatial Dimensions of Price Search: Insights from Matching Household Survey and Purchase Data
Journal of Marketing Research, Vol. 45, No. 2, pp. 226-240, April 2008
 Dinesh K. Gauri , K. Sudhir and Debabrata Talukdar
Syracuse University , Yale University - Cowles Foundation and State University of New York at Buffalo - School of Management
Date Posted: January 02, 2007
Last Revised: August 08, 2008
Accepted Paper Series
144 downloads

Incl. Electronic Paper The Telescoping Overlap Problem in Options Data
AFA 2002 Atlanta Meetings
 Charlotte Strunk Hansen , Nagpurnanand R. Prabhala and Bent Jesper Christensen
Platinum Grove Asset Management L.P. , University of Maryland - Robert H. Smith School of Business and University of Aarhus - Department of Economics
Date Posted: December 20, 2001
Working Paper Series
299 downloads

Incl. Electronic Paper The Taylor Rule and Interval Forecast for Exchange Rates
FRB International Finance Discussion Paper No. 963
 Wang Jian and Jason Wu
affiliation not provided to SSRN and Board of Governors of the Federal Reserve System
Date Posted: January 29, 2009
Working Paper Series
79 downloads

Incl. Electronic Paper The Taxation of Multinationals: Firm Level Evidence for Belgium
LICOS Discussion Paper No. 160/2005
 Hylke Vandenbussche and Chang Tan
Université Catholique de Louvain, IRES, CORE, LICOS-KUL and CEPR and Catholic University of Leuven (KUL)
Date Posted: December 16, 2005
Working Paper Series
56 downloads

Incl. Electronic Paper The Systemic Risk of Energy Markets
 Diane Pierret
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: April 07, 2013
Working Paper Series
33 downloads

Incl. Electronic Paper The Structure of a Retail Lease
Journal of Real Estate Research, Vol. 26, No. 2, 2004
 John D. Benjamin and Peter T. Chinloy
American University - Kogod School of Business and American University - Department of Finance and Real Estate
Date Posted: January 03, 2007
Accepted Paper Series
273 downloads

Incl. Electronic Paper The Strengths and Failures of Incentive Mechanisms in Notional Defined Contribution Pension Systems
Quaderni DSE Working Paper No. 799
 Angelo Marano , Carlo Mazzaferro and Marcello Morciano
Ministry of labour and social policies , University of Bologna - Department of Economics and University of Essex - Institute for Social and Economic Research (ISER)
Date Posted: November 29, 2011
Working Paper Series
41 downloads

Incl. Electronic Paper The StoNED Age: The Departure into a New Era of Efficiency Analysis? – A Monte Carlo Comparison of StoNED and the 'Oldies' (SFA and DEA)
Ruhr Economic Paper No. 394
 Mark Andor and Frederik Hesse
Rhine-Westphalia Institute for Economic Research (RWI-Essen) and University of Münster - Finance Center
Date Posted: January 28, 2013
Working Paper Series
13 downloads

Incl. Fee Electronic Paper The Stochastic Seasonal Behaviour of Natural Gas Prices
European Financial Management, Vol. 18, Issue 3, pp. 410-443, 2012
 Andrés García Mirantes , Javier Población and Gregorio Serna
affiliation not provided to SSRN , affiliation not provided to SSRN and University of Castilla, La Mancha
Date Posted: May 19, 2012
Accepted Paper Series

Incl. Electronic Paper The Statistics of Cross-Sectional Information Coefficient
 Zhuanxin Ding
Analytic Investors
Date Posted: May 02, 2011
Last Revised: September 21, 2011
Working Paper Series
254 downloads

Incl. Electronic Paper The Statistical Properties of the Maximum Drawdown in Financial Time Series
 Alessandro Casati and Serge Tabachnik
Antares Technologies and Antares Technologies
Date Posted: May 02, 2012
Last Revised: May 15, 2013
Working Paper Series
283 downloads

Incl. Electronic Paper The Stability of Interest Rate Processes
Working Paper Number 97-13
 Robert R. Bliss and David C. Smith
Wake Forest University - Schools of Business and University of Virginia (UVA) - McIntire School of Commerce
Date Posted: February 23, 1998
Working Paper Series
163 downloads

The Stability of German Money Demand: Not Just a Myth
Empirical Economics, Vol. 23, Issue 3, 1998
 Michael Scharnagl
Deutsche Bundesbank
Date Posted: November 09, 1998
Accepted Paper Series

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 The Speed of Adjustment to Demand Shocks: A Markov-Chain Measurement Using Micro Panel Data
KOF Working Paper Series No. 170
 Christian Müller and Eva M. Kberl
Swiss Federal Institute of Technology Zurich - Swiss Economic Institute and Swiss Federal Institute of Technology Zurich - Swiss Institute for Business Cycle Research
Date Posted: July 03, 2007
Working Paper Series
52 downloads

Incl. Electronic Paper The Spatial Probit Model of Interdependent Binary Outcomes: Estimation, Interpretation, and Presentation
 Robert J. Franzese Jr. and Jude C. Hays
University of Michigan and University of Pittsburgh
Date Posted: April 07, 2008
Working Paper Series
389 downloads

The Sovereignty Option: The Quebec Referendum and Market Views on the Canadian Dollar
Board of Governors of the Federal Reserve System International Finance Disc. Paper 555
 Michael P. Leahy and Charles P. Thomas
Board of Governors of the Federal Reserve System and Federal Reserve Board
Date Posted: October 17, 1996
Working Paper Series

Incl. Electronic Paper The Sources of Unemployment Fluctuations: An Empirical Application to the Italian Case
ECB Working Paper No. 29
 Silvia Fabiani , Alberto Locarno , Giampaolo Oneto and Paolo Sestito
Bank of Italy , Bank of Italy , Istituto Nazionale di Statistica and Bank of Italy
Date Posted: July 24, 2003
Working Paper Series
78 downloads

Incl. Electronic Paper The Sources of China's Economic Growth: 1952-1998

 Zijian Wang and Jiegen Wei
Stockholm University - Center for Pacific Asia Studies (CPAS) and Göteborg University - Department of Economics
Date Posted: December 08, 2004
Working Paper Series
405 downloads

Incl. Electronic Paper The Simple Econometrics of Tail Dependence
De Nederlandsche Bank Working Paper No. 296
 Maarten R.C. van Oordt and Chen Zhou
De Nederlandsche Bank and De Nederlandsche Bank
Date Posted: October 31, 2011
Working Paper Series
74 downloads

Incl. Electronic Paper The Shrinking Index Effect - A Global Perspective
Standard & Poor's, pp. 1-14, November 2008
 Index and Portfolio Services, Standard & Poor's
Standard & Poor's
Date Posted: December 30, 2008
Accepted Paper Series
191 downloads

Incl. Electronic Paper The Shadow Economy in OECD Countries: Panel-Data Evidence
DIW Berlin Discussion Paper No. 1122
 Konstantin A. Kholodilin and Ulrich Thiessen
German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Date Posted: June 06, 2011
Working Paper Series
74 downloads

Incl. Electronic Paper The Sentiment of the Fed
Swiss Finance Institute Research Paper No. 13-01
 Michel Fuksa and Didier Sornette
AGH University of Science and Technology and Swiss Finance Institute
Date Posted: February 02, 2013
Working Paper Series
46 downloads

Incl. Electronic Paper The Sensitivity of Implied Volatility to Expectations of Jumps in Volatility: An Explanation to the Illusory Bias in Implied Volatility as a Forecast
EFMA 2001 Lugano Meetings
Date Posted: March 21, 2001
Working Paper Series
478 downloads

Incl. Electronic Paper The Sense and Non-Sense of Holdout Sample Validation in the Presence of Endogeneity
Marketing Science, Vol. 30, No. 6, pp. 1115-1122, November-December 2011
 Peter Ebbes , Dominik Papies and Harald J. van Heerde
HEC Paris (Groupe HEC) - Marketing , University of Hamburg and University of Waikato. Management School
Date Posted: July 07, 2010
Last Revised: April 16, 2013
Accepted Paper Series
165 downloads

Incl. Electronic Paper The Selection of Cabinet Ministers in the Australian Federal Parliament
 Michael Coleman Dalvean
Australian National University - School of Politics and International Relations
Date Posted: February 27, 2013
Working Paper Series
5 downloads


 

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