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484,893
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226,992
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69,000
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JEL Code: C32
451,799 Total downloads
Showing Papers 421 - 470 of 3,077
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Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates
CESifo Working Paper Series No. 1734
Guglielmo Maria Caporale and
Luis A. Gil-Alana
London South Bank University
and
University of Navarra - Department of Economics
Date Posted: June 13, 2006
Working Paper Series
105 downloads
'Crude Oil Price Velocity & Stock Market Ripple' - A Comparative Study of BSE with NYSE & LSE
Kirti Khanna and
Nidhi Sharma
Dayalbagh Educational Institute
and
Dayalbagh Educational Institute
Date Posted: August 02, 2012
Working Paper Series
66 downloads
'Market Neutral' Strategy between Telecom Arg and Nortel Inversora
Juan Ledesma Padilla
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: September 20, 2007
Working Paper Series
183 downloads
'Ripple Effects' and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix
The Annals of Regional Science, 48(3), June 1012
Rangan Gupta
and
Stephen M. Miller
University of Pretoria
and
University of Nevada, Las Vegas - Department of Economics
Date Posted: January 23, 2009
Last Revised: February 04, 2013
Accepted Paper Series
35 downloads
'The Bigger They Are, The Harder They Fall': Retail Price Differences Across U.S. Cities
Journal of International Economics
Paul G.J. O'Connell and
Shang-Jin Wei
FDO Partners, LLC
and
Columbia Business School - Finance and Economics
Date Posted: November 03, 2000
Accepted Paper Series
'The Bigger They Are, The Harder They Fall': Retail Price Differences Across U.S. Cities
Journal of International Economics
Paul G.J. O'Connell and
Shang-Jin Wei
FDO Partners, LLC
and
Columbia Business School - Finance and Economics
Date Posted: November 03, 2000
Working Paper Series
94 downloads
(Re)correlation: A Markov Switching Multifractal Model with Time Varying Correlations
Julien Idier
Banque de France - Centre de Recherche
Date Posted: March 30, 2010
Working Paper Series
116 downloads
A 'Hybrid' Monetary Policy Model: Evidence from the Euro Area
Jean-Guillaume Sahuc
Banque de France - Centre de Recherche
Date Posted: December 16, 2001
Case and Teaching Paper Series
135 downloads
A 'Hybrid' Monetary Policy Model: Evidence from the Euro Area
Applied Economics Letters, Vol. 9, pp. 949-955, 2002
Jean-Guillaume Sahuc
Banque de France - Centre de Recherche
Date Posted: January 16, 2003
Accepted Paper Series
A Bayesian Analysis of a Variance Decomposition for Stock Returns
Sauder School of Business Working Paper
Burton Hollifield ,
Kai Li and
Gary Koop
Carnegie Mellon University - David A. Tepper School of Business
,
University of British Columbia (UBC) - Sauder School of Business
and
University of Leicester - Department of Economics
Date Posted: November 19, 2002
Working Paper Series
280 downloads
A Bayesian Approach to Counterfactual Analysis of Structural Change
FRB St. Louis Working Paper No. 2004-014C
Chang-Jin Kim ,
James Morley and
Jeremy Piger
Korea University
,
University of New South Wales
and
University of Oregon - Department of Economics
Date Posted: July 28, 2005
Working Paper Series
96 downloads
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models
Chang-Jin Kim and
Charles R. Nelson
Korea University
and
Dept of Economics
Date Posted: March 12, 1999
Working Paper Series
270 downloads
A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu
UCSD Economics Discussion Paper 98-09
Clive W. J. Granger ,
Bwo-Nung Huang and
Chin Wei Yang
University of California, San Diego (UCSD) - Department of Economics
,
National Chung Cheng University
and
Clarion University - Department of Economics
Date Posted: August 20, 1998
Working Paper Series
A Bivariate Integer Valued Allocation Model for Guest Nights
in Hotels and Cottages
Umea Economic Studies Working Paper No. 547
Kurt Brannas and
Jonas Nordstrom
University of Umea - Department of Economics
and
University of Umea - Department of Economics
Date Posted: March 07, 2001
Working Paper Series
141 downloads
A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression
Selva Demiralp ,
Kevin D. Hoover and
Stephen J. Perez
Koc University - Department of Economics
,
Duke University - Departments of Economics and Philosophy
and
California State University, Sacramento - Department of Economics
Date Posted: April 02, 2006
Working Paper Series
135 downloads
A Classical Partial Disequilibrium Model of the Gas Shipping Markets
Steve Engelen
and
Wout Dullaert
affiliation not provided to SSRN
and
University of Antwerp - Institute of Transport and Maritime Management Antwerp (ITMMA)
Date Posted: February 23, 2012
Last Revised: February 26, 2012
Working Paper Series
82 downloads
A Closer Look at the EPPS Effect
U of Siena Dept. of Economics Working Paper No. 335
Roberto Renò
University of Siena - Department of Economics
Date Posted: October 16, 2002
Working Paper Series
203 downloads
A Comment on 'the Information Content of Earnings and Prices: A Simultaneous Equations Approach' by W.H. Beaver, M.L. Mcanally, and C.H. Stinson (1997)
David E. Allen ,
Stuart N. Cruickshank and
Nigel Morkel-Kingsbury
Edith Cowan University - School of Finance and Business Economics
,
Edith Cowan University - School of Finance and Business Economics
and
Monash University Dept Accounting & Finance
Date Posted: May 17, 1999
Working Paper Series
575 downloads
A Common Factor Analysis for the US and the German Stock Markets During Overlapping Trading Hours
Journal of International Financial Markets, Institutions and Money, Forthcoming
Michael Flad
and
Robert Jung
Goethe University Frankfurt - Department of Finance
and
University of Hohenheim - Institute of Economics
Date Posted: August 13, 2007
Accepted Paper Series
169 downloads
A Common Trends Model of UK Core Inflation
Empirical Economics, Vol. 28, pp. 157-72, 2003
Fabio C. Bagliano and
Claudio Morana
University of Turin - Department of Economics and Statistics
and
Università di Milano Bicocca
Date Posted: May 13, 2002
Accepted Paper Series
A Comparative Study of Forward Rate Unbiased Hypothesis in Tunisian and Indian Foreign Exchange Markets
Rohit Vishal Kumar
and
Dhekra Azouzi
Xavier Institute of Social Service
and
affiliation not provided to SSRN
Date Posted: January 16, 2011
Last Revised: January 30, 2011
Working Paper Series
75 downloads
A Comparative Study Of Two Convolution-Type Estimators Of The Marginal Density Of Moving Average Processes
Computational Statistics, Vol. 14, Iss. 3
Ángeles Saavedra and
Ricardo Cao
University of Vigo
and
University of Coruña
Date Posted: October 27, 1999
Accepted Paper Series
A Comparative Study on Calendar Effects: Greece vs Bulgaria
International Journal of Economic Research, Forthcoming
Andreas G. Georgantopoulos and
Anastasios Tsamis
Panteion University of Athens - Panteion University of Political and Social Sciences
and
Panteion University of Athens
Date Posted: May 20, 2012
Accepted Paper Series
A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988
ZEW - Centre for European Economic Research Discussion Paper No. 08-007
Atilim Seymen
affiliation not provided to SSRN
Date Posted: February 06, 2008
Last Revised: August 14, 2008
Working Paper Series
16 downloads
A Comparison of a Production Smoothing Model and a Dynamic Factor Demand Model with Inventories: Applications to French Industrial Sectors
Annales d'Economie et de Statistique, Vol. 46, pp. 141-160, 1997
Marga Peeters
De Nederlandsche Bank
Date Posted: April 01, 2012
Accepted Paper Series
11 downloads
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series
IGIER Working Paper No. 285
Massimiliano Giuseppe Marcellino ,
James H. Stock and
Mark W. Watson
European University Institute
,
Harvard University - Department of Economics
and
Princeton University - Woodrow Wilson School of Public and International Affairs
Date Posted: April 13, 2005
Working Paper Series
99 downloads
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series
CEPR Discussion Paper No. 4976
Massimiliano Giuseppe Marcellino ,
James H. Stock and
Mark W. Watson
European University Institute
,
Harvard University - Department of Economics
and
Princeton University - Woodrow Wilson School of Public and International Affairs
Date Posted: August 01, 2005
Working Paper Series
15 downloads
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions
U of London Queen Mary Economics Working Paper No. 489
George Kapetanios and
Massimiliano Giuseppe Marcellino
University of London - Queen Mary College - Department of Economics
and
European University Institute
Date Posted: May 12, 2003
Working Paper Series
244 downloads
A Comparison of Methods for Seasonal Adjustment of the Monetary Aggregates
Bank of England Working Paper No. 44
Marco Bianchi
Citibank, N.A. - Asset Management Group, London
Date Posted: April 14, 1998
Working Paper Series
A Comparison Of The Forecast Performance of Markov-Switching and Threshold Autoregressive Models of US GNP
The Econometrics Journal, Vol. 1, 1998
Michael P. Clements and
Hans-Martin Krolzig
University of Warwick - Department of Economics
and
Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: April 09, 1999
Accepted Paper Series
A Comprehensive Model on the Euro Overnight Rate
ECB Working Paper No. 207
Flemming Reinhardt Würtz
European Central Bank (ECB)
Date Posted: February 06, 2003
Working Paper Series
143 downloads
A Computational Method for Estimating Continuum Factor Models
Computational Statistics, Vol. 12, No.4 (1997)
Sara Sjostedt and
Anders Barrlund
University of Umea - Department Of Computing Science
and
University of Umea - Department Of Computing Science
Date Posted: March 02, 1998
Accepted Paper Series
A Conditional Multi-Asset Intertemporal CAPM with Switching Prices of Risk
Lorenzo Cappiello
European Central Bank (ECB)
Date Posted: November 21, 2000
Working Paper Series
525 downloads
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market
University of Copenhagen Finance Working Paper No. 2004/03
Nikolaus Hautsch and
Tony Hall
Humboldt-Universität zu Berlin
and
University of Technology, Sydney
Date Posted: June 14, 2005
Working Paper Series
528 downloads
A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
Applied Economics, Forthcoming
Maria Elena De Giuli
,
Mario Maggi
,
Carluccio Bianchi
and
Alessandro Carta Sr.
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: April 08, 2008
Last Revised: December 23, 2011
Accepted Paper Series
545 downloads
A Corrected Value-at-Risk Predictor
Applied Economics Letters, Forthcoming
Carl Lönnbark
University of Umea
Date Posted: October 18, 2009
Accepted Paper Series
A Cost-Benefit Analysis of Basel III: Some Evidence from the UK
Meilan Yan
,
Max J.B. Hall
and
Paul Turner
Loughborough University
,
Loughborough University - Department of Economics
and
Loughborough University - Department of Economics
Date Posted: August 21, 2011
Last Revised: September 27, 2011
Working Paper Series
257 downloads
A Critical Note on Delta-CoVaR
Manfred Jaeger-Ambrozewicz
Hochschule für Technik und Wirtschaft Berlin
Date Posted: February 02, 2013
Working Paper Series
64 downloads
A Critical Note on the Forecast Error Variance Decomposition
ZEW - Centre for European Economic Research Discussion Paper No. 08-065
Atilim Seymen
Centre for European Economic Research (ZEW)
Date Posted: September 11, 2008
Working Paper Series
117 downloads
A Critical Review of the Filtering Techniques for the for the Real Economic Cycles Theory
Cuadernos de Economía, Vol. 29, No. 53, 2010,
Fredy Vásquez Bedoya
,
Sergio Iván Restrepo Ochoa
and
John Fernando Lopera
Universidad de Antioquia
,
Universidad de Antioquia
and
Universidad de Antioquia
Date Posted: September 27, 2011
Accepted Paper Series
12 downloads
A Detailed Investigation of the Disposition Effect and Individual Trading Behavior: A Panel Survival Approach
Ingmar Nolte
Warwick Business School - Finance Group - Financial Econometrics Research Centre
Date Posted: June 26, 2006
Last Revised: June 20, 2011
Working Paper Series
387 downloads
A Difference Estimator for Testing Equality of Variances for Paired Time Series
Journal of Time Series Analysis, Vol. 19, pp. 285-290, 1998
Bruce Cooil
and
Luke Froeb
Vanderbilt University - Statistics
and
Vanderbilt University - Strategy and Business Economics
Date Posted: July 06, 2008
Accepted Paper Series
A Dynamic Analysis of France's External Trade
Giuseppe Carone
and
Tassos Belessiotis
European Commission - DG ECFIN
and
affiliation not provided to SSRN
Date Posted: April 08, 2011
Working Paper Series
A Dynamic Analysis of the Integration of the Australian Stock Market with Those of Its Trading Partners
25th Australasian Finance and Banking Conference 2012
Sudharshan Reddy Paramati
,
Rakesh Gupta and
Eduardo Roca
Griffith University - Department of Accounting, Finance and Economics
,
Griffith University - Griffith Business School
and
Griffith University - Department of Accounting, Finance and Economics
Date Posted: August 28, 2012
Working Paper Series
45 downloads
A Dynamic Asset Pricing Model with Time-Varying Idiosyncratic Risk
Paskalis Glabadanidis
University of Adelaide Business School
Date Posted: December 08, 2004
Working Paper Series
219 downloads
A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League
Tinbergen Institute Discussion Paper 12-099/III
Siem Jan Koopman and
Rutger Lit
VU University Amsterdam
and
VU University Amsterdam
Date Posted: October 01, 2012
Working Paper Series
63 downloads
A Dynamic Copula Approach to Recovering The Index Implied Volatility Skew
Journal of Financial Econometrics, 10(3), 457-493, 2012
Matthias R. Fengler
,
Helmut Herwartz and
Christian Björn-Ole Werner
University of St. Gallen - School of Economics and Political Science
,
University of Kiel - Institute of Statistics and Econometrics
and
Derivatives Trading, Macquarie Structured Products & Exotics Macquarie Capital (Europe) Limited
Date Posted: September 05, 2011
Last Revised: May 01, 2013
Accepted Paper Series
A Dynamic Factor Analysis of Financial Contagion in Asia
Queen Mary Economics Working Paper No. 498
Andrea Cipollini
and
George Kapetanios
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
and
University of London - Queen Mary College - Department of Economics
Date Posted: October 09, 2003
Working Paper Series
299 downloads
A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy
FEDS Working Paper No. 2012-32
Marcelle Chauvet and
Zeynep Senyuz
University of California
and
Federal Reserve Board
Date Posted: June 27, 2012
Working Paper Series
39 downloads
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
Tinbergen Institute Discussion Paper 10-032/2
Drew Creal
,
Siem Jan Koopman and
Andre Lucas
University of Chicago - Booth School of Business - Econometrics and Statistics
,
VU University Amsterdam
and
VU University Amsterdam - Faculty of Economics and Business
Date Posted: March 24, 2010
Last Revised: October 14, 2010
Working Paper Series
111 downloads
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