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SSRN eLibrary Statistics:

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Abstracts: 484,343
Full Text Papers: 393,706
Authors: 226,701
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To date: 65,930,607
Last 12 months: 11,186,469
Last 30 days: 1,057,644

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SSRN eLibrary Search Results
JEL Code: C22
534,160 Total downloads
Showing Papers 461 - 510 of 3,421
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Incl. Electronic Paper Foreign Direct Investment and Technology Spillover: Evidence Across Indian Manufacturing Industries
Delhi School of Economics Centre for Development Economics Working Paper No. 207
Smruti Ranjan Behera , Pami Dua and Bishwanath Goldar
University of Delhi , University of Delhi - Delhi School of Economics and affiliation not provided to SSRN
Date Posted: March 03, 2012
Working Paper Series
35 downloads

Incl. Fee Electronic Paper Extracting Nonlinear Signals from Several Economic Indicators
CEPR Discussion Paper No. DP8865
Maximo Camacho , Gabriel Pérez-Quirós and Pilar Poncela
Autonomous University of Barcelona - Department of Economics , Bank of Spain and Independent University of Madrid
Date Posted: March 01, 2012
Working Paper Series

Incl. Fee Electronic Paper Markov-Switching Dynamic Factor Models in Real Time
CEPR Discussion Paper No. DP8866
Maximo Camacho , Gabriel Pérez-Quirós and Pilar Poncela
Autonomous University of Barcelona - Department of Economics , Bank of Spain and Independent University of Madrid
Date Posted: March 01, 2012
Working Paper Series
1 downloads

Incl. Electronic Paper Regional and Global Contagion in Real Estate Investment Trusts: The Case of the Financial Crisis of 2007-2009
George Milunovich and Stefan Trueck
Macquarie University - Department of Economics and Macquarie University
Date Posted: March 01, 2012
Working Paper Series
77 downloads

Incl. Electronic Paper Testing the Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Specification Analysis
Journal of International Money and Finance, Vol. 3, p. 357, 1984
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
9 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 Dynamic Copulas and Long Range Dependence
Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 89-111, 2011
Beatriz V.M. Mendes and Silvia Regina Costa Lopes
Universidade Federal do Rio de Janeiro (UFRJ) - Instituto de Matematica and University of Sao Paulo (USP) - Institute of Mathematics and Statistics (IME)
Date Posted: February 29, 2012
Accepted Paper Series
92 downloads

Incl. Electronic Paper Quantitative vs. Qualitative Criteria for Credit Risk Assessment
Frontiers in Finance and Economics, Vol. 8, No. 1, pp. 69-87, 2011
Manuel S. Ribeiro , Joaquim P. Pina , João Soares and Margarida Catalao Lopes
affiliation not provided to SSRN , New University of Lisbon , Technical University of Lisbon (UTL) and Technical University of Lisbon
Date Posted: February 29, 2012
Accepted Paper Series
227 downloads

Incl. Electronic Paper Spillovers to Low-Income Countries: Importance of Systemic Emerging Markets
IMF Working Paper No. NO.12/49
Raphael A. Espinoza , Sarwat Jahan and Era Dabla-Norris
International Monetary Fund (IMF) , affiliation not provided to SSRN and International Monetary Fund (IMF)
Date Posted: February 28, 2012
Working Paper Series
30 downloads

Incl. Electronic Paper An Empirical Analysis of Australian Gold Mining Firms
Dirk G. Baur
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: February 27, 2012
Working Paper Series
75 downloads

Incl. Electronic Paper Correlation in Commodity Futures and Equity Markets Around the World: Long-Run Trend and Short-Run Fluctuation
Xiaoming Li , Bing Zhang and Zhijie Du
Massey University - School of Economics and Finance (Albany) , Nanjing University - School of Management and Engineering and affiliation not provided to SSRN
Date Posted: February 26, 2012
Working Paper Series
235 downloads

Incl. Electronic Paper Enhanced Optimal Portfolios - A Controlled Integration of Quantitative Predictors
25th Australasian Finance and Banking Conference 2012
Lars Kaiser , Aron Veress and Marco Josef Menichetti
University of Liechtenstein , University of Liechtenstein and affiliation not provided to SSRN
Date Posted: February 25, 2012
Last Revised: November 18, 2012
Working Paper Series
156 downloads

Incl. Electronic Paper Threshold Estimation from a Generated Auxiliary Regression: With an Application to U.S. Stock Returns
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: February 24, 2012
Last Revised: April 03, 2012
Working Paper Series
58 downloads

Incl. Electronic Paper A Unified Analysis of Emissions and Energy Market Interactions Across the EU
Mark Cummins , Patrick o'Shea and Kieran Lyons
Dublin City University Business School , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: February 23, 2012
Working Paper Series
59 downloads

Incl. Electronic Paper Efficient and Feasible Inference for the Components of Financial Variation Using Blocked Multipower Variation
Per A. Mykland , Neil Shephard and Kevin Sheppard
University of Chicago - Department of Statistics , University of Oxford - Oxford-Man Institute and University of Oxford - Department of Economics
Date Posted: February 21, 2012
Working Paper Series
123 downloads

Incl. Electronic Paper The Case for Higher Frequency Inflation Expectations
Giselle Guzman
Economic Alchemy LLC
Date Posted: February 21, 2012
Last Revised: June 08, 2012
Working Paper Series
25 downloads

PC-VAR Estimation of Vector Autoregressive Models
Open Journal of Statistics, 2012, 2, 251-259
Claudio Morana
Università di Milano Bicocca
Date Posted: February 18, 2012
Last Revised: August 29, 2012
Accepted Paper Series

Real Wages and the Business Cycle in Germany
Empirical Economics, 2012
Martyna Marczak and Thomas Beissinger
University of Hohenheim and University of Hohenheim
Date Posted: February 18, 2012
Accepted Paper Series

Incl. Electronic Paper Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity
Cowles Foundation Discussion Paper No. 1665RR
Donald W. K. Andrews and Patrik Guggenberger
Yale University - Cowles Foundation and University of California, Los Angeles (UCLA) - Department of Economics
Date Posted: February 17, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper The Missing Cycle in the HP Filter and the Measurement of Cyclically-Adjusted Budget Balances
Matthias F. Mohr
European Central Bank (ECB)
Date Posted: February 16, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Internet Search Behavior as an Economic Forecasting Tool: The Case of Inflation Expectations
The Journal of Economic and Social Measurement, Vol. 36, No. 3, December 2011
Giselle Guzman
Economic Alchemy LLC
Date Posted: February 14, 2012
Last Revised: October 31, 2012
Accepted Paper Series
119 downloads

Incl. Electronic Paper An Inflation Expectations Horserace
Giselle Guzman
Economic Alchemy LLC
Date Posted: February 14, 2012
Last Revised: June 13, 2012
Working Paper Series
24 downloads

Incl. Electronic Paper Using Sentiment Surveys to Predict GDP Growth and Stock Returns
THE MAKING OF NATIONAL ECONOMIC FORECASTS, Lawrence R. Klein, ed., Edward Elgar Publishing, 2009
Giselle Guzman
Economic Alchemy LLC
Date Posted: February 14, 2012
Last Revised: June 08, 2012
Accepted Paper Series
59 downloads

Incl. Electronic Paper Determinants of US Financial Fragility Conditions
Research in International Business and Finance, Forthcoming
Claudio Morana and Fabio C. Bagliano
Università di Milano Bicocca and University of Turin - Department of Economics and Statistics
Date Posted: February 12, 2012
Last Revised: August 29, 2012
Accepted Paper Series
44 downloads

Incl. Electronic Paper Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models
Banco de Espana Working Paper No. 1204
Rocio Alvarez , Maximo Camacho and Gabriel Perez-Quiros
Universidad de Alicante , Autonomous University of Barcelona - Department of Economics and Bank of Spain
Date Posted: February 12, 2012
Working Paper Series
21 downloads

Incl. Electronic Paper Forecasting VAR Models in the Presence of Regime Shifts in Variance and Egarch Effects
Yiannis Dendramis , Giles E. Spungin and Elias Tzavalis
Athens University of Economics and Business - Department of Economics , affiliation not provided to SSRN and Athens University of Economics and Business - Department of Economics
Date Posted: February 12, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Markov-Switching Dynamic Factor Models in Real Time
Banco de Espana Working Paper No. 1205
Maximo Camacho , Gabriel Perez-Quiros and Pilar Poncela
Autonomous University of Barcelona - Department of Economics , Bank of Spain and Independent University of Madrid
Date Posted: February 12, 2012
Working Paper Series
84 downloads

Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation
Journal of Banking and Finance, 2013, 37, 206-226
Claudio Morana
Università di Milano Bicocca
Date Posted: February 12, 2012
Last Revised: December 13, 2012
Accepted Paper Series

Incl. Electronic Paper Robust Score and Portmanteau Tests of Volatility Spillover
Mike Aguilar and Jonathan B. Hill
University of North Carolina (UNC) at Chapel Hill - Department of Economics and University of North Carolina (UNC) at Chapel Hill – Department of Economics
Date Posted: February 12, 2012
Last Revised: May 14, 2013
Working Paper Series
28 downloads

Incl. Fee Electronic Paper Testing for Fractional Integration Versus Short Memory with Structural Breaks*
Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 2, pp. 278-305, 2012
Laura Mayoral
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Date Posted: February 10, 2012
Accepted Paper Series
1 downloads

Incl. Electronic Paper Rethinking the Efficient Markets Hypothesis
Nhat Le
affiliation not provided to SSRN
Date Posted: February 08, 2012
Working Paper Series
79 downloads

Incl. Electronic Paper The Peer Performance of Hedge Funds
David Ardia and Kris Boudt
Laval University - Département de Finance et Assurance and KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: February 08, 2012
Last Revised: February 27, 2013
Working Paper Series
125 downloads

Does Tariff Liberalization Promote Trade? Latin American Countries in the Long-Run (1900-2000)
Global Economy Journal, Vol. 8, No. 4, Article 2
Silvia Nenci and Carlo Pietrobelli
University of Rome III - Department of Economics and Centro di Ricerca sull'Economia delle Istituzioni (CREI) (Research Center on Economics of Institutions)
Date Posted: February 07, 2012
Accepted Paper Series

Incl. Electronic Paper Extracting Non-Linear Signals from Several Economic Indicators
Banco de Espana Working Paper No. 1202
Maximo Camacho , Gabriel Perez-Quiros and Pilar Poncela
Autonomous University of Barcelona - Department of Economics , Bank of Spain and Independent University of Madrid
Date Posted: February 07, 2012
Working Paper Series
42 downloads

Incl. Electronic Paper Short-Run Forecasting of the Euro-Dollar Exchange Rate with Economic Fundamentals
Banco de Espana Working Paper No. 1203
Marcos Dal Bianco , Maximo Camacho and Gabriel Perez-Quiros
affiliation not provided to SSRN , Autonomous University of Barcelona - Department of Economics and Bank of Spain
Date Posted: February 07, 2012
Working Paper Series
55 downloads

Tariff Liberalization and the Growth of World Trade: A Comparative Historical Analysis of the Multilateral Trading System
The World Economy, Vol. 34, No. 10, pp. 1809-1835, 2011
Silvia Nenci
University of Rome III - Department of Economics
Date Posted: February 07, 2012
Accepted Paper Series

Incl. Electronic Paper Does Purchasing Power Parity Hold in Thailand?
International Journal of Applied Economics and Econometrics, Vol. 17, No. 3, pp. 268-280, 2009
Komain Jiranyakul and Bala Batavia
National Institute of Development Administration and DePual University
Date Posted: February 05, 2012
Last Revised: February 20, 2012
Accepted Paper Series
39 downloads

Incl. Electronic Paper General Linear Formulations of Stochastic Dominance Criteria: With an Analysis of Stock Market Portfolio Efficiency
Thierry Post and Milos Kopa
Koc University - Graduate School of Business and Charles University in Prague - Faculty of Mathematics and Physics
Date Posted: February 04, 2012
Last Revised: December 16, 2012
Working Paper Series
200 downloads

Incl. Electronic Paper The Relationship between Temperature and CO2 Emissions: Evidence from a Short and Very Long Dataset
David G. McMillan and Mark E. Wohar
University of Stirling and University of Nebraska at Omaha
Date Posted: January 31, 2012
Working Paper Series
49 downloads

A Direct Test of the Endogeneity of Money: Implications for Gulf Cooperation Council (GCC) Countries
Economic Modelling, Vol. 29, 2012
Bedri Kamil Onur Tas and Selahattin Togay
TOBB University of Economics and Technology - Department of Economics and Gazi University
Date Posted: January 30, 2012
Accepted Paper Series

Incl. Electronic Paper Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?
Turan G. Bali , Linda Allen and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business , Baruch College, CUNY - Zicklin School of Business and Fordham University - School of Business
Date Posted: January 30, 2012
Last Revised: July 08, 2012
Working Paper Series
124 downloads

Incl. Electronic Paper Time-Varying Sparsity in Dynamic Regression Models
Maria Kalli and Jim E. Griffin
Canterbury Christ Church University College - Business School and University of Kent
Date Posted: January 30, 2012
Working Paper Series
177 downloads

Incl. Electronic Paper Food, Energy and Environment: Is Bioenergy the Missing Link?
LICOS Discussion Paper No. 292/2011
Pavel Ciaian and d'Artis Kancs
Catholic University of Leuven (KUL) - LICOS Center for Transition Economics and Catholic University of Leuven (KUL) - Faculty of Economics and Business - LICOS Centre for Institutions and Economic Performance
Date Posted: January 29, 2012
Working Paper Series
43 downloads

Incl. Electronic Paper The European Way Out of Recession
Banque de France Working Paper No. 360
Frederique Bec , Othman Bouabdallah and Laurent Ferrara
Banque de France , Banque de France and Banque de France
Date Posted: January 27, 2012
Working Paper Series
16 downloads

Incl. Electronic Paper Modeling Asymmetry and Persistence Under the Impact of Sudden Changes in the Volatility of the Indian Stock Market
Dilip Kumar and Srinivasan Maheswaran
Institute for Financial Management and Research (IFMR) and IFMR
Date Posted: January 25, 2012
Working Paper Series
48 downloads

The Dynamics of Relationship between Money and Income in India
Vidwat: The Indian Journal of Management, Vol.4, No.1, pp.3-10, 2011
P. K. Mishra
Central University of Jharkhand
Date Posted: January 23, 2012
Accepted Paper Series

Incl. Electronic Paper Breaking Monte Carlo - Industry Standard Option Model Limits - Implications for Investors and Corporate Finance - Addendum - Equilibrium Option Pricing
M. A. Gumport
MG Holdings/SIP
Date Posted: January 22, 2012
Working Paper Series
30 downloads

The Cointegration and Causality between Tax Revenue and Economic Growth in India
IASMS Journal of Business Spectrum, Vol. 4, No. 2, pp. 124-134, 2011
P. K. Mishra
Central University of Jharkhand
Date Posted: January 22, 2012
Accepted Paper Series

Incl. Electronic Paper Detecting Bubbles in the Hong Kong Residential Property Market: An Explosive-Pattern Approach
Hong Kong Institute for Monetary Research Working Paper No. 1/2012
Matthew S. Yiu and Lu Jin
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Hong Kong Monetary Authority
Date Posted: January 21, 2012
Working Paper Series
55 downloads

Incl. Electronic Paper Modeling Effects of Foreign Direct Investment on Macroeconomic Variables in Sudan
Issam A.W. Mohamed and Magdy Alamin
Al-Neelain University - Department of Economics and affiliation not provided to SSRN
Date Posted: January 21, 2012
Last Revised: April 15, 2012
Working Paper Series
226 downloads


 

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