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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
Papers Received in
  Last 12 months:
68,968

Paper Downloads:
To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C51
360,617 Total downloads
Showing Papers 401 - 450 of 1,829
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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
109 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
100 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
947 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
313 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
109 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
6144 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

Incl. Electronic Paper Candidate Model Choice in Feature-Based Model Combination
Mingyang Xu and Michael Golay
Massachusetts Institute of Technology (MIT) and affiliation not provided to SSRN
Date Posted: January 17, 2011
Working Paper Series
14 downloads

Incl. Electronic Paper Data-Guided Model Combination by Decomposition and Aggregation
Machine Learning, Vol. 63, No. 1, pp. 43-67
Mingyang Xu and Michael Golay
Massachusetts Institute of Technology (MIT) and affiliation not provided to SSRN
Date Posted: January 17, 2011
Accepted Paper Series
13 downloads

Incl. Electronic Paper Individual Shrinkage-Based Fuzzy Variable Selection
Mingyang Xu and Michael Golay
Massachusetts Institute of Technology (MIT) and affiliation not provided to SSRN
Date Posted: January 17, 2011
Working Paper Series
15 downloads

Incl. Electronic Paper Survey of Model Selection and Model Combination
Mingyang Xu and Michael Golay
Massachusetts Institute of Technology (MIT) and affiliation not provided to SSRN
Date Posted: January 17, 2011
Working Paper Series
37 downloads

Incl. Electronic Paper Bayesian Prior Elicitation in DSGE Models: Macro- vs. Micro-Priors
ECB Working Paper No. 1289
Marco J. Lombardi and Giulio Nicoletti
European Central Bank (ECB) and Bank of Italy
Date Posted: January 16, 2011
Working Paper Series
16 downloads

Incl. Electronic Paper Religion and Support for Democracy: A Comparative Study for Catholic and Muslim Countries
Politics and Religion (2012) 5 (2): 280-316.
Eduard J. Bomhoff and Man-Li Gu
Monash University Malaysia campus and Monash University Malaysia Campus
Date Posted: January 16, 2011
Last Revised: December 01, 2012
Working Paper Series
134 downloads

Incl. Electronic Paper Measuring Contemporaneous Correlation between Return Shock and Volatility Shock in an EGARCH Model
Minxian Yang
University of New South Wales - Australian School of Business - School of Economics
Date Posted: January 14, 2011
Working Paper Series
24 downloads

Incl. Electronic Paper A New Framework for Estimation of Quantile Treatment Effects: Nonseparable Disturbance in the Presence of Covariates
RAND Working Paper Series WR- 824-1
David Powell
RAND
Date Posted: January 13, 2011
Last Revised: February 09, 2013
Working Paper Series
66 downloads

Incl. Electronic Paper Euro Area Labour Markets: Different Reaction to Shocks?
ECB Working Paper No. 1284
Jan Bruha , Beatrice Pierluigi and Roberta Serafini
Czech National Bank (CNB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: January 11, 2011
Working Paper Series
36 downloads

Incl. Electronic Paper Introducing Linear Regression: An Example Using Basketball Statistics
Tom Arnold and Jonathan M. Godbey
University of Richmond - E. Claiborne Robins School of Business and Georgia State University - Department of Finance
Date Posted: January 09, 2011
Working Paper Series
324 downloads

Incl. Electronic Paper Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
Cem Cakmakli , Richard Paap and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Department of Econometrics , Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: January 09, 2011
Last Revised: January 16, 2011
Working Paper Series
70 downloads

Incl. Fee Electronic Paper Default and Recovery Risk Dependencies in a Simple Credit Risk Model
European Financial Management, Vol. 17, Issue 1, pp. 120-144, 2010
Benjamin Bade , Daniel Rsch and Harald Scheule
Leibniz University Hannover , affiliation not provided to SSRN and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: January 01, 2011
Accepted Paper Series
4 downloads

Incl. Electronic Paper Adaptive Market Timing with ETFs
Lewis A. Glenn
Creative Solutions Associates
Date Posted: December 29, 2010
Working Paper Series
210 downloads

Incl. Electronic Paper Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence
Banque de France Working Paper No. 77
Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: December 27, 2010
Working Paper Series
70 downloads

Incl. Electronic Paper Modelling and Forecasting the Global Financial Crisis: Initial Findings Using Heterosckedastic Log-Periodic Models
Economics Bulletin, Forthcoming

Date Posted: December 27, 2010
Accepted Paper Series
136 downloads

Incl. Electronic Paper Conditional Dependency of Financial Series: An Application of Copulas
Banque de France Working Paper No. 82
Michael Rockinger and Eric Jondeau
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne
Date Posted: December 26, 2010
Working Paper Series
51 downloads

Incl. Electronic Paper Goodness-of-Fit Tests for Copulas of Multivariate Time Series
Bruno Remillard
HEC Montreal
Date Posted: December 24, 2010
Working Paper Series
260 downloads

Incl. Electronic Paper Monetary Policy, Inflation and Unemployment in Defense of the Federal Reserve
Centre for Applied Macroeconomics Analysis Working Paper No. 37/2010
Nicolas Groshenny
Reserve Bank of New Zealand
Date Posted: December 24, 2010
Working Paper Series
26 downloads


 

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