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Full Text Papers: 510,850
Authors: 283,633
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SSRN eLibrary Search Results
JEL Code: C1
2,474,138 Total downloads
Showing Papers 4,251 - 4,300 of 10,691
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Allowing for Jump Measurements in Volatility: A High-Frequency Financial Data Analysis of Individual Stocks
Bulletin of Economic Research, Forthcoming
Vassilios G. Papavassiliou
Queen's University Belfast
Date Posted: July 01, 2015
Accepted Paper Series

Incl. Electronic Paper A Process Analysis of Heuristic Use in Games Under Time Constraints
Leonidas Spiliopoulos , Andreas Ortmann and Le Zhang
Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Human Development , University of New South Wales - Australian School of Business and Curtin University - School of Economics and Finance
Date Posted: July 01, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests
Multinational Finance Journal, Vol. 10, No. 3/4, p. 179–221, 2006,
Marios Nerouppos , David Saunders , Costas Xiouros and Stavros A. Zenios
Cyprus International Institute of Management (CIIM) , University of Waterloo , University of Cyprus - Department of Public and Business Administration and University of Cyprus
Date Posted: June 30, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
Multinational Finance Journal, Vol. 10, No. 3/4, p. 153-177, 2006
Tim Brailsford , Jack H.W. Penm and R. Deane Terrell
Bond University , Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Date Posted: June 30, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Extreme Risk Spillover in Financial Markets: Evidence from the Recent Financial Crisis
Seoul Journal of Economics 28 (No. 2 2015): 171-198
Jungbin Hwang and Jae-Young Kim
University of California, San Diego and Seoul National University - Department of Economics
Date Posted: June 30, 2015
Accepted Paper Series
3 downloads

Relationship Analysis between Bank Risks and Probability of Default in ASEAN Banks
Tiffanny Brosnan and Viverita D.
Independent and Universitas Indonesia (UI) - Graduate School of Management Faculty of Economics and Business
Date Posted: June 30, 2015
Working Paper Series

Incl. Electronic Paper Accurate & Efficient Pricing of Arithmetic Average Asian Options within the Hull-White Method
Pratik Ramprasad
Department of Statistics, Rutgers University
Date Posted: June 30, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Stock Market Development and Economic Growth: Empirical Evidence from Kazakhstan
Evgeny Ilyukhin
Ulyanovsk State Technical University - The Institute of Aviation Technology and Management
Date Posted: June 29, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper A Tale of Two Averagings: Estimating the Integrated Volatility Using 'Pooled' High-Frequency Data
Zhi Liu , Xinbing Kong and Bingyi Jing
University of Macau , Soochow University and Hong Kong University of Science & Technology (HKUST)
Date Posted: June 29, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Performance of Alternative Price Forecast for Pakistan
Forman Journal of Economic Studies Vol. 8, 2012 (January–December) pp. 31-61,
Yasser Javed and Eatzaz Ahmad
Federal Urdu University of Arts, Science and Technology Islamabad, Students and Quaid-e-Azam University
Date Posted: June 29, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence
Furkan Emirmahmutoglu , Rangan Gupta , Stephen M. Miller and Tolga Omay
Gazi University , University of Pretoria - Department of Economics , University of Nevada, Las Vegas - Department of Economics and Cankaya University
Date Posted: June 28, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper The Income-Achievement Gap and Adult Outcome Inequality
FEDS Working Paper No. 2015-041
Eric Reed Nielsen
Federal Reserve Board
Date Posted: June 28, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Achievement Gap Estimates and Deviations from Cardinal Comparability
FEDS Working Paper No. 2015-040
Eric Reed Nielsen
Federal Reserve Board
Date Posted: June 28, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Meaning of Failed Replications: A Review and Proposal
Center for Global Development Working Paper No. 399
Michael A. Clemens
Center for Global Development
Date Posted: June 27, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Estimation of VAR Using Copula and Extreme Value Theory
Multinational Finance Journal, Vol. 12, No. 3/4, p. 205-218, 2008
Luiz Koodi Hotta , Edimilson C. Lucas and Helder P. Palaro
University of Campinas (UNICAMP) - Department of Statistics , Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration and Independent
Date Posted: June 26, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper U.K. Stock Market Inefficiencies and the Risk Premium
Multinational Finance Journal, Vol. 11, No. 1/2, p. 97-122, 2007
Antonis Demos and George Vasillelis
Athens University of Economics and Business and University of London - Imperial College of Science, Technology and Medicine
Date Posted: June 26, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper Asymmetric Return and Volatility Responses to Composite News from Stock Markets
Multinational Finance Journal, Vol. 11, No. 3/4, p. 179-210, 2007
Thomas Chinan Chiang , Cathy W. S. Chen and Mike K. P. So
Drexel University - Department of Finance , Feng Chia University - Department of Statistics and Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management
Date Posted: June 26, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Higher-Order Terms in Bivariate Returns to International Stock Market Indices
Multinational Finance Journal, Vol. 12, No. 1/2, p. 127-155, 2008
Kirt C. Butler and Katsushi Okada
Michigan State University and Michigan State University
Date Posted: June 26, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper An Admissible Macro-Finance Model of the US Treasury Market.
Multinational Finance Journal, Vol. 13, No. 1/2, p. 1-38, 2009
Peter Spencer
University of York
Date Posted: June 26, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application
Multinational Finance Journal, Vol. 13, No. 3/4, p. 293-321, 2009
James McDonald , Richard A. Michelfelder and Panayiotis Theodossiou
Brigham Young University - Department of Economics , Rutgers, The State University of New Jersey - Rutgers University, Camden and Cyprus University of Technology
Date Posted: June 26, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper Minimum Distance Testing and Top Income Shares in Korea
Cowles Foundation Discussion Paper No. 2007
Jin Seo Cho , Myung-Ho Park and Peter C. B. Phillips
Yonsei University - Department of Economics , Korea Institute of Public Finance and Yale University - Cowles Foundation
Date Posted: June 26, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Heterogeneous Basket Options Pricing Using Analytical Approximations
Multinational Finance Journal, Vol. 15, No. 1/2, p. 47-85, 2011
Georges Dionne , Geneviève Gauthier , Nadia Ouertani and Nabil Tahani
HEC Montreal - Department of Finance , HEC Montreal - Department of Management Sciences , IESEG School of Management and York University - Atkinson School of Administrative Studies
Date Posted: June 25, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Edmond Malinvaud: A Tribute to His Contributions in Econometrics
Cowles Foundation Discussion Paper No. 2002
Peter C. B. Phillips
Yale University - Cowles Foundation
Date Posted: June 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Risk or Regulatory Capital? Bringing Distributions Back in the Foreground
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 18/WP/2015
Dominique Guegan and Bertrand Hassani
Universite Paris 1 Pantheon-Sorbonne and Université Paris I Panthéon-Sorbonne
Date Posted: June 25, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Spectral Stress VaR (SSVaR)
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 17/WP/2015
Dominique Guegan , Bertrand Hassani and Kehan Li
Universite Paris 1 Pantheon-Sorbonne , Université Paris I Panthéon-Sorbonne and Université Paris 1 Panthéon-Sorbonne
Date Posted: June 25, 2015
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Stochastic Volatility Models for the Brent Oil Futures Market: Forecasting and Extracting Conditional Moments
OPEC Energy Review, Vol. 39, Issue 2, pp. 184-221, 2015
Per Bjarte Solibakke
Høgskolen i Molde
Date Posted: June 24, 2015
Accepted Paper Series

Incl. Electronic Paper Bond Market Event Study Methods
Journal of Banking and Finance, Forthcoming
Louis H. Ederington , Wei Guan and Lisa Yang
University of Oklahoma - Division of Finance , University of South Florida St. Petersburg and University of Oklahoma - Division of Finance
Date Posted: June 24, 2015
Accepted Paper Series
12 downloads

Incl. Electronic Paper Granger Causality and Regime Inference in Bayesian Markov-Switching VARs
ECB Working Paper No. 1794
Matthieu Droumaguet , Anders Warne and Tomasz Wozniak
European University Institute , European Central Bank (ECB) and University of Melbourne - Department of Economics
Date Posted: June 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Collateral Damage? Micro-Simulation of Transaction Cost Shocks on the Value of Central Bank Collateral
ECB Working Paper No. 1793
alvise lennkh and Florian Walch
European Stability Mechanism and European Central Bank (ECB)
Date Posted: June 23, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Banking and Currency Crises: Differential Diagnostics for Developed Countries
ECB Working Paper No. 1810
Mark Joy , Marek Rusnak , Katerina Smidkova and Borek Vasicek
Bank of England , Czech National Bank (CNB) , Czech National Bank (deceased) and Czech National Bank (CNB)
Date Posted: June 23, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles
ECB Working Paper No. 1814
Halbert L. White, Jr. , Tae-Hwan Kim and Simone Manganelli
University of California, San Diego (UCSD) - Department of Economics , University of Nottingham - School of Economics and European Central Bank (ECB)
Date Posted: June 23, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper A Primer on Spurious Statistical Significance in Time Series Regressions
Economics Committee Newsletter, American Bar Association Section of Antitrust Law, Volume 14, Number 1, Spring 2015
Ai Deng
Bates White, LLC
Date Posted: June 22, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Shrinkage Estimation of Categorical Semiparametric Varying–Coefficient Models: Theory and an Application to Identify Factors Correlated with Body Mass Index
Bin Peng , Zhao Ren and Xiaohui Zhang
University of Technology, Sydney , University of Pittsburgh - Department of Statistics and Murdoch University
Date Posted: June 21, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper A Bayesian Time-Varying Approach to Risk Neutral Density Estimation
Roberto Casarin , German Molina and Enrique ter Horst
University Ca' Foscari of Venice - Department of Economics , Idalion Capital US LP and IESA
Date Posted: June 21, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Understanding the Impact of Microcredit Expansions: A Bayesian Hierarchical Analysis of 7 Randomised Experiments
Rachael Meager
Massachusetts Institute of Technology (MIT)
Date Posted: June 20, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Kernel Estimation of Copula Densities and Applications
Song LI and Param Silvapulle
Monash University - Faculty of Business and Economics and Monash University - Department of Econometrics & Business Statistics
Date Posted: June 20, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Conducting Long-Run Event Studies in Asia-Pacific Security Markets
Anupam Dutta and Seppo Pynnonen
University of Vaasa - Department of Mathematics and Statistics and University of Vaasa, Department of Mathematics and Statistics
Date Posted: June 20, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper An Anatomy of Industry Merger Waves
Daniele Bianchi and Carlo Chiarella
University of Warwick, Warwick Business School and CUNEF
Date Posted: June 20, 2015
Last Revised: June 30, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Pretest Estimation in the Random Parameters Logit Model
Advances in Econometrics, Volume 26, 107-136, 2010
Tong Zeng and R. Carter Hill
Georgia Southern University - Department of Finance and Economics and Louisiana State University, Baton Rouge - Department of Economics
Date Posted: June 19, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper A Simple Method for Uniform Subvector Inference of Linear Instrumental Variables Models
Yinchu Zhu
University of California, San Diego (UCSD) - Rady School of Management
Date Posted: June 19, 2015
Last Revised: June 25, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Updating Priest and Klein
USC CLASS Research Paper No. 15-21, USC Law Legal Studies Paper No. 15-17
Yoon-Ho Alex Lee and Daniel M. Klerman
USC Gould School of Law and USC Gould School of Law
Date Posted: June 19, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Risk and Risk Management in the Credit Card Industry
Florentin Butaru , Qingqing Chen , Brian J. Clark , Sanmay Das , Andrew W. Lo and Akhtar R. Siddique
Government of the United States of America - Office of the Comptroller of the Currency (OCC) , Government of the United States of America - Office of the Comptroller of the Currency (OCC) , Rensselaer Polytechnic Institute (RPI) , Washington University, St. Louis , Massachusetts Institute of Technology (MIT) - Sloan School of Management and Office of the Comptroller of the Currency - Enterprise Risk Analysis Division
Date Posted: June 16, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Testing for Sphericity in a Two-Way Error Components Panel Data Model
Econometric Reviews, Forthcoming
Guangyu Mao
School of Economics and Management, Beijing Jiaotong University
Date Posted: June 16, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Nonparametric Welfare Analysis for Discrete Choice
Econometrica, Vol. 83, No. 2, March 2015
Debopam Bhattacharya
Oxford University
Date Posted: June 13, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Testing for Structural Change Under Nonstationary Variances
Econometrics Journal, Forthcoming
Ke-Li Xu
Texas A&M University
Date Posted: June 12, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper CEO Duality and Corporate Stewardship: Evidence from Takeovers
Victor A. Ghazal
Grinnell College
Date Posted: June 12, 2015
Last Revised: June 30, 2015
Working Paper Series
84 downloads

Incl. Electronic Paper International Arbitration: Demographics, Precision and Justice
ICCA Congress Series No. 18, Legitimacy: Myths, Realities, Challenges, pp. 33-122, 2015
Susan D. Franck , James Freda , Kellen Lavin , Tobias A. Lehmann and Anne van Aaken
Washington and Lee University - School of Law , United Nations Office of the Special Representative to the Secretary-General on Sexual Violence in Conflict , Washington and Lee University , University of Saint Gallen - LS: School of Law and University of St. Gallen - Law Department
Date Posted: June 12, 2015
Last Revised: June 24, 2015
Accepted Paper Series
45 downloads

Incl. Electronic Paper The Wage Premium of Naturalized Citizenship
Esfandiar Maasoumi and Yifeng Zhu
Emory University and Department of Economics, Emory University
Date Posted: June 12, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Simple Granger Causality Tests for Mixed Frequency Data
Eric Ghysels , Jonathan B. Hill and Kaiji Motegi
University of North Carolina Kenan-Flagler Business School , University of North Carolina (UNC) at Chapel Hill – Department of Economics and Waseda University - Faculty of Political Science and Economics
Date Posted: June 12, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper On Long-Run Stock Returns after Corporate Events
James W. Kolari , Seppo Pynnonen and Ahmet M. Tuncez
Texas A&M University (TAMU) - Department of Finance , University of Vaasa, Department of Mathematics and Statistics and Texas A&M University (TAMU) - Department of Finance
Date Posted: June 12, 2015
Working Paper Series
26 downloads


 

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