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Abstracts: 602,679
Full Text Papers: 500,616
Authors: 279,008
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To date: 85,340,616
Last 12 months: 10,904,774
Last 30 days: 1,102,510

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SSRN eLibrary Search Results
JEL Code: C32
553,802 Total downloads
Showing Papers 461 - 510 of 3,725
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Incl. Electronic Paper Financial Shocks and the Real Economy in a Nonlinear World: A Survey of the Theoretical and Empirical Literature
Bank of Italy Occasional Paper No. 255
Andrea Silvestrini and Andrea Zaghini
Bank of Italy and Bank of Italy
Date Posted: April 18, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Measuring & Managing Financial Risks with Improved Alternatives Beyond Value-at-Risk (VaR)
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 17, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Innovations in the Crude Oil Market: Sentiment, Exploration and Production Methods
Tommie Murphy , Stephen Kelly and Khurshid Ahmad
Trinity College Dublin, School of Computer Science & Statistics , Trinity College Dublin and Trinity College (Dublin)
Date Posted: April 15, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper On the Stratonovich-Kalman-Bucy Filtering Algorithm Application for Accurate Characterization of Financial Time Series with Use of State-Space Model by Central Banks
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: April 15, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Private Debt Overhang and the Government Spending Multiplier: Evidence for the United States
CESifo Working Paper Series No. 5284
Marco Bernardini and Gert Peersman
Ghent University - Department of Financial Economics and Ghent University-Universiteit Gent - Department of Financial Economics
Date Posted: April 14, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area
CEIS Working Paper No. 340
Tommaso Proietti , Martyna Marczak and Gian Luigi Mazzi Sr.
University of Rome II - Department of Economics and Finance , University of Hohenheim and Eurostat
Date Posted: April 14, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Soft Power and Exchange Rate Volatility
IMF Working Paper No. 15/63
Serhan Cevik , Richard D. F. Harris and Fatih Yilmaz
International Monetary Fund (IMF) , University of Exeter - Business School and International Monetary Fund (IMF)
Date Posted: April 14, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Spillovers between Food and Energy Prices and Structural Breaks
CESifo Working Paper Series No. 5282
Alanoud Al-Maadid , Guglielmo Maria Caporale , Fabio Spagnolo and Nicola Spagnolo
Brunel University - Economics and Finance , Brunel University - Centre for Empirical Finance , Brunel University - Economics and Finance and Brunel University
Date Posted: April 14, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Real Exchange Rate and Economic Growth in China: A Cointegrated VAR Approach
China Economic Review, Forthcoming
Bo Tang
University of Sheffield - Department of Economics
Date Posted: April 13, 2015
Last Revised: April 14, 2015
Accepted Paper Series
1 downloads

Testing Long Memory in the Presence of Structural Breaks: An Application to Regional and National Housing Markets
Journal of Real Estate Finance and Economics, Vol. 50, No. 4, 2015
Geoffrey Ngene , Charles Asa Lambert and Ali F. Darrat
Mercer University - Eugene W. Stetson School of Business and Economics , Independent and Louisiana Tech University - College of Business
Date Posted: April 09, 2015
Accepted Paper Series

Incl. Electronic Paper Spillovers between Food and Energy Prices and Structural Breaks
DIW Berlin Discussion Paper No. 1466
Alanoud Al-Maadid , Guglielmo Maria Caporale , Fabio Spagnolo and Nicola Spagnolo
Brunel University - Economics and Finance , Brunel University - Centre for Empirical Finance , Brunel University - Economics and Finance and Brunel University
Date Posted: April 08, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models
DIW Berlin Discussion Paper No. 1464
Helmut Luetkepohl and Aleksei Netsunajev
German Institute for Economic Research (DIW Berlin) and Free University of Berlin (FUB)
Date Posted: April 08, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Advanced Idiosyncratic Risk and Multi-Factor Models
Jan Dash and Mario Bondioli
Bloomberg LP and Bloomberg LP
Date Posted: April 07, 2015
Working Paper Series
40 downloads

Incl. Electronic Paper Tipo De Cambio E Inflación En México: Evidencia Del Mecanismo De Transmisión De Precios (Exchange Rate and Inflation in Mexico: Evidence of the Mechanism of Transmission of Prices)
Martín Alberto Rodríguez Brindis
Universidad Anáhuac Oaxaca (UA)
Date Posted: April 07, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Oil Price Forecastability and Economic Uncertainty
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 298
Stelios D. Bekiros , Rangan Gupta and Alessia Paccagnini
European University Institute - Economics Department (ECO) , University of Pretoria - Department of Economics and University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: April 06, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Information Flows Across Wheat Futures Markets
Chris Motengwe and Ángel Pardo Tornero
University of the Witwatersrand and University of Valencia - Department of Financial Economics
Date Posted: April 06, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper The Response of Stock Market Volatility to Futures-Based Measures of Monetary Policy Shocks
FRB Atlanta Working Paper No. 2014-14
Nikolay Gospodinov and Ibrahim Jamali
Federal Reserve Bank of Atlanta and American University of Beirut
Date Posted: April 04, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis
FRB Atlanta Working Paper No. 2014-6
Mark J. Jensen and John M. Maheu
Federal Reserve Bank of Atlanta and McMaster University - Michael G. DeGroote School of Business
Date Posted: April 04, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models
FRB Atlanta Working Paper No. 2014-21
Daniel F. Waggoner , Hongwei Wu and Tao Zha
Federal Reserve Bank of Atlanta , Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: April 04, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Optimal Sup-Norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation
Cowles Foundation Discussion Paper No. 1923R
Xiaohong Chen and Timothy Christensen
Yale University - Cowles Foundation and New York University (NYU) - Department of Economics
Date Posted: April 03, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper An Automatic Leading Indicator, Variable Reduction and Variable Selection Methods Using Small and Large Datasets: Forecasting the Industrial Production Growth for Euro Area Economies
ECB Working Paper No. 1773
Gonzalo Camba-Mendez , George Kapetanios , Fotis Papailias and Martin R. Weale
European Central Bank (ECB) , University of London - Queen Mary College - Department of Economics , quantf research and National Institute of Economic and Social Research (NIESR)
Date Posted: April 02, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Expectation-Driven Cycles: Time-Varying Effects
ECB Working Paper No. 1776
Antonello D'Agostino and Caterina Mendicino
Central Bank and Financial Services Authority of Ireland and Bank of Portugal
Date Posted: April 02, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Time-Series Linkages between US Fiscal Policy and Asset Prices
Ghassen El Montasser , Rangan Gupta , Charl Jooste and Stephen M. Miller
University of Manouba , University of Pretoria - Department of Economics , Government of the Republic of South Africa - South Africa National Treasury and University of Nevada, Las Vegas - Department of Economics
Date Posted: April 02, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Эффект Переноса Процентных Ставок в России. Влияние Монетарной Политики На Объемы Банковского Кредитования (Credit Channel of Monetary Policy Transmission in Russia)
Elena Leontyeva and Yuri Perevyshin
Russian Presidential Academy of National Economy and Public Administration (RANEPA) and RANEPA
Date Posted: April 02, 2015
Last Revised: April 03, 2015
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Rare Events, Financial Crises, and the Cross-Section of Asset Returns
CEPR Discussion Paper No. DP10520
Francesco Bianchi
Duke University
Date Posted: April 01, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Measuring the Connectedness of the Global Economy
Melbourne Institute Working Paper No. 7/15
Matthew Greenwood-Nimmo , Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne , Melbourne Institute of Applied Economic and Social Research and University of York (UK) - Department of Economics and Related Studies
Date Posted: March 30, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
FRB Atlanta Working Paper No. 2014-1
Jonas Arias , Juan Francisco Rubio-Ramirez and Daniel F. Waggoner
Board of Governors of the Federal Reserve System (FRB) , Duke University - Department of Economics and Federal Reserve Bank of Atlanta
Date Posted: March 30, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Copula Modelling of Dependence in Multivariate Time Series
International Journal of Forecasting, Forthcoming
Michael S. Smith
University of Melbourne - Melbourne Business School
Date Posted: March 30, 2015
Working Paper Series
10 downloads

Incl. Fee Electronic Paper The Effects of Monetary Policy Shocks in the USA: A Forecast‐Augmented VAR Approach
Australian Economic Papers, Vol. 53, Issue 3-4, pp. 139-152, 2014
Rokon Bhuiyan
Queen's University (Canada) - Department of Economics
Date Posted: March 30, 2015
Accepted Paper Series

Incl. Electronic Paper Can a Data-Rich Environment Help Identify the Sources of Model Misspecification?
Bank of England Working Paper No. 527
Francesca Monti
Bank of England
Date Posted: March 29, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Forecasting Moscow Ambulance Trips
Higher School of Economics Research Paper No. WP BRP 36/STI/2015
Filipp Bykov and Vladimir A. Gordin
Hydrometeorological Center of Russia and National Research University Higher School of Economics
Date Posted: March 29, 2015
Last Revised: April 05, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Mapping Korea's International Linkages Using Generalised Connectedness Measures
Bank of Korea WP 2014-16
Hail Park and Yongcheol Shin
Bank of Korea - Economic Research Institute and University of York (UK) - Department of Economics and Related Studies
Date Posted: March 28, 2015
Working Paper Series
4 downloads

Time-Varying Effects of Housing and Stock Returns on U.S. Consumption
Journal of Real Estate Finance and Economics, Vol. 50, No. 3, 2015
Beatrice D. Simo-Kengne , Stephen M. Miller , Rangan Gupta and Goodness C. Aye
University of Pretoria - Department of Economics , University of Nevada, Las Vegas - Department of Economics , University of Pretoria - Department of Economics and University of Pretoria - Department of Economics
Date Posted: March 28, 2015
Accepted Paper Series

Incl. Electronic Paper Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea
Bank of Korea WP 2013-26
Hyun Hak Kim
Bank of Korea
Date Posted: March 27, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Aggregate Asset Growth and Expected Stock Returns
Min S. Kim
University of New South Wales
Date Posted: March 27, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper An Investigation of the Lead-Lag Relationship between the VIX Index and the VIX Futures on the S&P500
International Journal of Science, Innovation and New Technology, Vol. 1, No. 11, 43-56
Sotirios Karagiannis
University of Peloponnese
Date Posted: March 24, 2015
Accepted Paper Series
34 downloads

Incl. Electronic Paper Effects of Macroeconomic Uncertainty on the Stock and Bond Markets
Hossein Asgharian , Charlotte Christiansen and Ai Jun Hou
Lund University - Department of Economics , Aarhus University - CREATES and Stockholm University, Business School
Date Posted: March 24, 2015
Last Revised: March 26, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains
FRB Atlanta Working Paper 2013-05
Nikolay Gospodinov and Damba Lkhagvasuren
Federal Reserve Bank of Atlanta and Concordia University, Quebec
Date Posted: March 22, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Intraday Stock Price Dependence Using Dynamic Discrete Copula Distributions
Tinbergen Institute Discussion Paper 15-037/III/DSF90
Siem Jan Koopman , Rutger Lit and Andre Lucas
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: March 21, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Linkages between the US and European Stock Markets: A Fractional Cointegration Approach
Guglielmo Maria Caporale , Luis A. Gil-Alana and C. James Orlando
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics and University of Navarra - School of Economics
Date Posted: March 20, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Disentangling Loan Demand and Supply Shocks in Russia
BOFIT Discussion Paper No. 8/2015
Elena Deryugina , Olga Kovalenko , Irina Pantina and Alexey A. Ponomarenko
Bank of Russia , Central Bank of Russia , Bank of Russia and Central Bank of Russia
Date Posted: March 20, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean
CAMA Working Paper No. 8/2015
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: March 19, 2015
Last Revised: March 20, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Modelling Airline Costs Using Short Straddles
Tumellano Sebehela
Sebehela Inc
Date Posted: March 17, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility
CAMA Working Paper No. 6/2015
Elmar Mertens and James M. Nason
Government of the United States of America - Division of Monetary Affairs and North Carolina State University - Department of Economics
Date Posted: March 16, 2015
Last Revised: March 18, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Real or Nominal Variables, Does it Matter for the Impulse Response?
Peter Reusens and Christophe Croux
Katholieke Universiteit Leuven - Faculty of Business and Economics (FBE) and KU Leuven - Faculty of Business and Economics (FEB)
Date Posted: March 15, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates
DIW Berlin Discussion Paper No. 1455
Helmut Luetkepohl and George Milunovich
German Institute for Economic Research (DIW Berlin) and Macquarie University - Department of Economics
Date Posted: March 12, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Economic Effects of Eliminating Texas' Business Margin Tax
Texas Public Policy Foundation, pp. 1-20, March 2015
Vance Ginn and Talmadge Heflin
Texas Public Policy Foundation and Texas Public Policy Foundation
Date Posted: March 10, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Efficient SABR Simulation Schemes Revisited
Kyle Haven
Aozora Bank
Date Posted: March 10, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Timing Law School
Frank McIntyre and Michael Simkovic
Rutgers Business School Newark and New Brunswick and Seton Hall Law School
Date Posted: March 08, 2015
Last Revised: April 05, 2015
Working Paper Series
476 downloads

Incl. Electronic Paper Long-Run International Diversification
Thomas Conlon , John Cotter and Ramazan Gencay
University College Dublin , University College Dublin and Simon Fraser University
Date Posted: March 05, 2015
Working Paper Series
45 downloads


 

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