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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 567,927
Full Text Papers: 469,960
Authors: 263,245
Papers Received in
  Last 12 months:
63,561

Paper Downloads:
To date: 79,031,401
Last 12 months: 9,733,347
Last 30 days: 834,045

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  References:
264,783
Total References: 9,075,328
Papers with Cites: 244,951
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6,006,904
Papers with
  Resolved
  Footnotes:
93,780
Total Footnotes: 9,190,948


SSRN eLibrary Search Results
JEL Code: C51
409,705 Total downloads
Showing Papers 401 - 450 of 2,072
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Incl. Electronic Paper ‘Children of the HMM’: Modeling Longitudinal Customer Behavior at Hulu.Com
Eric M. Schwartz , Eric Bradlow , Peter Fader and Yao Zhang
University of Michigan, Stephen M. Ross School of Business , University of Pennsylvania - Marketing Department , University of Pennsylvania - Marketing Department and University of Pennsylvania - The Wharton School
Date Posted: August 04, 2011
Working Paper Series
604 downloads

Incl. Electronic Paper Анализ Факторов, Влияющих На Формирование Кредитного Портфеля Российских Банков (Econometrical Analysis of the Credit Portfolio Determinants in Russian Banks)
Financial Analithics: Problems and Solutions, 2013. No 45 (189). P. 32-42. (Финансовая аналитика. Проблемы и решения, № 45 (183), 2013, с. 32-42),
Olga N. Volkova and Sergei I. Gruzdev
The National Research University Higher School of Economics and National Research University Higher School of Economics
Date Posted: December 04, 2013
Accepted Paper Series
14 downloads

Incl. Electronic Paper Yield-Factor Volatility Models
Christophe Perignon and Daniel R. Smith
HEC Paris (Groupe HEC) - Finance Department and Queensland University of Technology - School of Economics and Finance
Date Posted: November 15, 2006
Working Paper Series
259 downloads

Yield Structures on the German Investment Markets: Estimate and Prognosis with the Help of a Portfolio Model
Kredit und Kapital, Vol. 27, No. 4, 1994
Martin Larch
European Union - Directorate General for Economic and Financial Affairs (DG ECFIN)
Date Posted: October 20, 2008
Accepted Paper Series

Incl. Electronic Paper Yield Curve Prediction for the Strategic Investor
ECB Working Paper No. 472
Carlos Bernadell , Joachim Coche and Ken Nyholm
European Central Bank - Risk Management Division , European Central Bank - Risk Management Division and European Central Bank (ECB) - Risk Management Division
Date Posted: May 28, 2005
Working Paper Series
596 downloads

Incl. Electronic Paper Yes, Libor Models can Capture Interest Rate Derivatives Skew: A Simple Modelling Approach

Eymen Errais and Fabio Mercurio
Stanford University and Bloomberg L.P.
Date Posted: March 10, 2005
Working Paper Series
611 downloads

Incl. Electronic Paper Yellow Cabs as Red Corpuscles
Timothy Savage and Huy T. Vo
Berkeley Research Group,LLC and Center for Urban Science & Progress New York Univeristy
Date Posted: October 16, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Wykorzystanie Modeli Z Parametrami Losowymi Do Konstrukcji Wskaźników Syntetycznych W Analizie Złożonych Procesów Ekonomicznych (The Use of Models with Randomly Varying Parameters for the Construction of Composite Indicators in the Analysis of Complex Economic Processes)
Statystyczna analiza porównawcza (1989), no 501; AE Wrocław; pp. 149-162,
Jozef Zbigniew Dziechciarz
Wroclaw University of Economics, Department of Econometrics
Date Posted: August 30, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Wishart Quadratic Term Structure Models
Les Cahiers du CREF of HEC Montreal Working Paper No. 03-10
Christian Gourieroux and Razvan Sufana
University of Toronto - Department of Economics and University of Toronto - Department of Economics
Date Posted: July 18, 2005
Working Paper Series
470 downloads

Incl. Electronic Paper Willingness to Pay for Rural Landscape Preservation: A Case Study in Mediterranean Agriculture
FEEM Working Paper No. 59.2000
Riccardo Scarpa and Gianni Cicia
University of Waikato - Management School and University of Naples Federico II - Dipartimento di Teoria e Storia dell' Economia Pubblica
Date Posted: August 15, 2000
Working Paper Series
280 downloads

Incl. Electronic Paper Will Technology Innovation Result in Bank Runs? - A New Prospective of Bank Runs
Jie Liu
Tsinghua University - School of Economics & Management
Date Posted: June 22, 2013
Working Paper Series
96 downloads

Incl. Electronic Paper Wide Volatility Spillover Networks
Yoel Furman
University of Oxford - Oxford-Man Institute of Quantitative Finance
Date Posted: July 11, 2014
Last Revised: August 06, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Why is it So Difficult to Find an Effect of Exchange Rate Risk on Trade?
CentER Working Paper No. 1999-73
Franc J. G. M. Klaassen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Date Posted: February 02, 2000
Working Paper Series
264 downloads

Incl. Electronic Paper Why Do Simple Logit CVM Models Often Work Well In Spite Of Misspecification?
Michael Creel
Autonomous University of Barcelona
Date Posted: January 03, 1998
Working Paper Series
98 downloads

Incl. Electronic Paper Why Do Households Concentrate Their Wealth in Housing?
Journal of Real Estate Research Vol. 26, No. 4, 2004
John D. Benjamin , Peter T. Chinloy and G. Donald Jud
American University - Kogod School of Business , American University - Department of Finance and Real Estate and University of North Carolina (UNC) at Greensboro - Department of Finance
Date Posted: December 28, 2006
Accepted Paper Series
123 downloads

Incl. Electronic Paper Why are Stock Returns and Volatility Negatively Correlated?
Jinho Bae , Chang-Jin Kim and Charles R. Nelson
Konkuk University , Korea University and Dept of Economics
Date Posted: September 23, 2004
Working Paper Series
440 downloads

Incl. Electronic Paper Why and How to Construct a Genuine Belgian Price Index of House Sales
CES Discussion Paper No. 05.15
André Decoster and Kris De Swerdt
KU Leuven - Center for Economic Studies and KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: September 28, 2005
Working Paper Series
66 downloads

Incl. Electronic Paper Who Leaves and When? – Selective Outmigration of Immigrants from Germany
SOEPpaper No. 490
Torben Kuhlenkasper and Max Friedrich Steinhardt
affiliation not provided to SSRN and Hamburg Institute of International Economics (HWWI)
Date Posted: October 26, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Which Parametric Model for Conditional Skewness?
European Journal of Finance, Forthcoming
Bruno Feunou , Mohammad R. Jahan-Parvar and Roméo Tédongap
Bank of Canada , Board of Governors of the Federal Reserve System (FRB) and Swedish House of Finance
Date Posted: March 09, 2007
Last Revised: December 11, 2013
Accepted Paper Series
190 downloads

Incl. Electronic Paper Which Moments to Match?
A. Ronald Gallant and George Tauchen
Duke University - Fuqua School of Business, Economics Group and Duke University - Economics Group
Date Posted: March 13, 1998
Working Paper Series
976 downloads

Incl. Electronic Paper Which Brands Gain Share from Which Brands? Inference from Store-Level Scanner Data
Tinbergen Institute Discussion Paper No. 2003-079/4
R.D. van Oest and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: November 18, 2003
Working Paper Series
218 downloads

Incl. Electronic Paper Where Did the Trade Liberalization Drive Latin American Economy: A Cross Section Analysis
Applied Econometrics and International Development, Vol. 6, No. 2, 2006
Dr. Rajagopal
Graduate School of Administration and Management (EGADE), Monterrey Institute of Technology and Higher Education (ITESM) - Mexico City Campus
Date Posted: August 22, 2008
Accepted Paper Series
21 downloads

Incl. Electronic Paper When Variance Risk Has Two Prices: Evidence from the Equity and Option Markets
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Laurent Barras and Aytek Malkhozov
McGill University - Desautels Faculty of Management and McGill University
Date Posted: June 06, 2014
Last Revised: September 26, 2014
Working Paper Series
54 downloads

When the U.S. Sneezes the World Catches Cold: Are Worldwide Stock Markets Stable?
Applied Financial Economics, Vol. 22, No. 23, 2012
Sandy Suardi
La Trobe University
Date Posted: November 02, 2012
Accepted Paper Series

Incl. Electronic Paper When Does it Hurt? The Exchange Rate 'Pain Threshold' for German Exports
Ansgar Hubertus Belke , Matthias Göcke and Martin Günther
University of Duisburg-Essen - Department of Economics , University of Muenster - Faculty of Economics and Justus-Liebig-University of Giessen - Department of Business Administration and Economics
Date Posted: May 05, 2010
Working Paper Series
22 downloads

Incl. Electronic Paper When Does it Hurt? The Exchange Rate 'Pain Threshold' for German Exports
DIW Berlin Discussion Paper No. 943
Ansgar Hubertus Belke , Matthias Göcke and Martin Günther
University of Duisburg-Essen - Department of Economics , University of Muenster - Faculty of Economics and affiliation not provided to SSRN
Date Posted: November 06, 2009
Working Paper Series
35 downloads

Incl. Electronic Paper When Can Given European Call Prices be Met by a Martingale? An Answer Based on the Building of a Markov Chain Model
Laurent Cousot
BNP Paribas
Date Posted: July 11, 2005
Working Paper Series
281 downloads

Incl. Fee Electronic Paper What's News in Business Cycles
CEPR Discussion Paper No. DP8984
Stephanie Schmitt-Grohé and Martin Uribe
Columbia University - Graduate School of Arts and Sciences - Department of Economics and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Date Posted: September 28, 2012
Working Paper Series
3 downloads

Incl. Fee Electronic Paper What's News in Business Cycles
CEPR Discussion Paper No. DP7201
Stephanie Schmitt-Grohé and Martin Uribe
Columbia University - Graduate School of Arts and Sciences - Department of Economics and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Date Posted: March 11, 2009
Working Paper Series
5 downloads

Incl. Electronic Paper What's Beneath the Surface? Option Pricing with Multifrequency Latent States
HEC Paris Research Paper No. 969/2013
Laurent E. Calvet , Marcus Fearnley , Adlai J. Fisher and Markus Leippold
HEC Paris (Groupe HEC) - Finance Department , HEC Paris - Department of Finance , University of British Columbia (UBC) - Sauder School of Business and University of Zurich - Department of Banking and Finance
Date Posted: November 07, 2012
Last Revised: April 04, 2013
Working Paper Series
270 downloads

Incl. Electronic Paper What You Match Does Matter: The Effects of Data on DSGE Estimation
Pablo Guerrón-Quintana
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Date Posted: July 05, 2007
Working Paper Series
79 downloads

Incl. Electronic Paper What Moves Stock Prices? Evidence that UK Stock Prices Deviate from Fundamentals
David E. Allen and Wenling Joey Yang
University of South Australia and Securities Industry Research Centre of Asia Pacific (SIRCA)
Date Posted: December 11, 2000
Working Paper Series
507 downloads

Incl. Electronic Paper What Makes Them Click: Empirical Analysis of Consumer Demand for Search Advertising
Przemyslaw Jeziorski and Ilya R. Segal
University of California, Berkeley - Haas School of Business and Stanford University
Date Posted: June 11, 2009
Last Revised: August 10, 2012
Working Paper Series
225 downloads

Incl. Electronic Paper What Do We Gain by Being Discrete? An Introduction to the Econometrics of Discrete Decision Processes
FEEM Working Paper No. 22.2001
Paola Rota
University of Brescia - Department of Economics
Date Posted: July 09, 2001
Working Paper Series
167 downloads

What Are the Effects of Monetary Policy on Output? : Results from an Agnostic Identification Procedure
Tilburg University, CentER Working Paper No. 1999-28
Harald Uhlig
University of Chicago - Department of Economics
Date Posted: February 18, 2000
Working Paper Series

Incl. Electronic Paper Welfare-Based Monetary Policy Rules in an Estimated DSGE Model of the US Economy
ECB Working Paper No. 613
Michel Juillard , Philippe D. Karam , Douglas Laxton and Paolo A. Pesenti
CEPREMAP , International Monetary Fund (IMF) , International Monetary Fund (IMF) - Research Department and Federal Reserve Bank of New York
Date Posted: May 22, 2006
Working Paper Series
213 downloads

Incl. Electronic Paper Web 2.0: Nothing Changes... but Everything is Different
Communications & Strategies, No. 65, p. 91, 2007
Eric Barbry
Cabinet Alain Bensoussan
Date Posted: August 24, 2007
Accepted Paper Series
864 downloads

Incl. Electronic Paper Was There a 'Greenspan Conundrum' in the Euro Area?
INSEE Working Paper n°G2013/10,
Gildas Lame
French Ministry of Finance
Date Posted: April 05, 2013
Last Revised: October 07, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Was NAFTA Behind the Mexican Export Boom (1994-2000)?
Daniel G. Garces-Diaz
affiliation not provided to SSRN
Date Posted: March 22, 2001
Working Paper Series
484 downloads

Incl. Electronic Paper Was Japan's Real Interest Rate Really Too High During the 1990s? The Role of the Zero Interest Rate Bound and Other Factors
UC Santa Cruz International Economics Working Paper No. 03-21
Hiro Ito
Portland State University - Department of Economics
Date Posted: April 14, 2004
Working Paper Series
164 downloads

Incl. Electronic Paper Wages, Training, and Job Turnover in a Search-Matching Model
IZA Discussion Paper No. 223
Michael Rosholm and Michael Svarer
University of Aarhus - Department of Economics and University of Aarhus - Department of Economics
Date Posted: December 04, 2000
Working Paper Series
210 downloads

Incl. Electronic Paper Wages, Productivity and Human Capital in the European Union: Econometric Models and Comparison with the USA 1985-2005
Applied Econometrics and International Development, Vol. 7, No. 1, 2007
Maria-Carmen Guisan and E. Aguayo
University of Santiago de Compostela and Universidade de Santiago de Compostela
Date Posted: August 24, 2008
Accepted Paper Series
78 downloads

Incl. Electronic Paper Wage and Price Dynamics in Portugal
ECB Working Paper No. 945
Carlos Robalo Marques
Bank of Portugal - Economic Research Department
Date Posted: September 23, 2009
Working Paper Series
20 downloads

Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach
Computational Statistics & Data Analysis, Vol. 52, No. 6, pp. 3011-3026, 2008
Giampiero M. Gallo and Edoardo Otranto
Universita' di Firenze - Dipartimento di Statistica, Informatica, Applicazioni "G.Parenti" and University of Messina
Date Posted: April 30, 2009
Accepted Paper Series

Incl. Electronic Paper Volatility Jumps
Economic Research Initiatives at Duke (ERID) Working Paper No. 3
Viktor Todorov and George Tauchen
Northwestern University and Duke University - Economics Group
Date Posted: July 31, 2008
Working Paper Series
291 downloads

Incl. Electronic Paper Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Tim Bollerslev , Natalia Sizova and George Tauchen
Duke University - Finance , Rice University and Duke University - Economics Group
Date Posted: February 22, 2009
Working Paper Series
164 downloads

Incl. Electronic Paper Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Economic Research Initiatives at Duke (ERID) Working Paper No. 35
Tim Bollerslev , Natalia Sizova and George Tauchen
Duke University - Finance , Rice University and Duke University - Economics Group
Date Posted: April 14, 2010
Last Revised: May 06, 2010
Working Paper Series
186 downloads

Incl. Electronic Paper Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Economic Research Initiatives at Duke (ERID) Working Paper No. 73
Tim Bollerslev , George Tauchen and Natalia Sizova
Duke University - Finance , Duke University - Economics Group and Rice University
Date Posted: October 07, 2010
Working Paper Series
107 downloads

Incl. Electronic Paper Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
University of St. Gallen Department of Economics and Political Science Discussion Paper No. 2011-38
Francesco Audrino and Yujia Hu
University of St. Gallen and University of St. Gallen
Date Posted: October 05, 2011
Working Paper Series
76 downloads

Incl. Electronic Paper Volatility Forecasting with Double Markov Switching GARCH Models
Cathy W. S. Chen , Mike K. P. So and Edward M.H. Lin
Feng Chia University - Department of Statistics , Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management and Graduate Institute of Applied Statistics, Feng Chia University
Date Posted: May 27, 2009
Working Paper Series
181 downloads


 

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