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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
Papers Received in
  Last 12 months:
68,973

Paper Downloads:
To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C51
360,162 Total downloads
Showing Papers 461 - 510 of 1,827
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Incl. Electronic Paper Revisiting the Fractional Cointegrating Dynamics of Implied-Realized Volatility Relation with Wavelet Band Spectrum Regression
Jozef Barunik and Michaela Barunikova
Charles University in Prague - Institute of Economic Studies and Academy of Sciences of the Czech Republic
Date Posted: August 24, 2012
Last Revised: February 18, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper Revisiting the Export-Output Nexus for Western Africa Countries: A Markov Switching Causality Approach
Applied Econometrics and International Development, Vol. 8, No. 1, 2008
Bedia F. Aka
affiliation not provided to SSRN
Date Posted: December 02, 2008
Accepted Paper Series
14 downloads

Incl. Electronic Paper Revisiting Models of the Demand for Intercity Passenger Travel and Their Application to the Brazilian Case
Newton de Castro
Universidade Federal do Rio de Janeiro (UFRJ) - Faculdade de Administracao e Ciencias Contabeis - FACC
Date Posted: September 26, 2009
Working Paper Series
30 downloads

Incl. Electronic Paper Review of Kent Osband's 'Iceberg Risk'
CWF Working Paper No. 03-04
Craig W. French
SportSafety Labs, LLC
Date Posted: May 27, 2003
Working Paper Series
415 downloads

Incl. Electronic Paper Review of John Cochrane's 'Asset Pricing'
CWF Working Paper No. 03-07
Craig W. French
SportSafety Labs, LLC
Date Posted: October 09, 2003
Working Paper Series
828 downloads

Incl. Electronic Paper Review of Econometric Models Applicable to Hedge Fund Returns Capturing Serial Correlation and Illiquidity
Ludovic Dubrana
Ecole Nationale des Ponts et Chaussées (ENPC)
Date Posted: November 26, 2011
Working Paper Series
68 downloads

Incl. Electronic Paper Reverse Engineering Financial Markets with Majority and Minority Games Using Genetic Algorithms
Swiss Finance Institute Research Paper No. 10-08
Judith Wiesinger , Didier Sornette and Jeffrey Satinover
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC) , Swiss Finance Institute and affiliation not provided to SSRN
Date Posted: February 20, 2010
Working Paper Series
343 downloads

Incl. Electronic Paper Returns and Volatility Asymmetries in Global Stock Markets
EFA 2002 Berlin Meetings Discussion Paper
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: July 13, 2002
Working Paper Series
358 downloads

Incl. Electronic Paper Rethinking Age-Period-Cohort Mortality Trend Models
UNSW Australian School of Business Research Paper No. 2011ACTL2009
Daniel H. Alai and Michael Sherris
Australian School of Business at UNSW and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: May 13, 2011
Last Revised: April 02, 2012
Accepted Paper Series
92 downloads

Incl. Electronic Paper Resurrecting the Conditional CAPM with Dynamic Conditional Correlations
Turan G. Bali and Robert F. Engle
Georgetown University - Robert Emmett McDonough School of Business and New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: March 23, 2009
Last Revised: February 27, 2012
Working Paper Series
215 downloads

Incl. Electronic Paper Resort Real Estate: Does Supply Prevent Appreciation?
Journal of Real Estate Research, Vol. 27, No. 1, 2006
William C. Wheaton
Massachusetts Institute of Technology (MIT) - Department of Economics
Date Posted: December 27, 2006
Accepted Paper Series
83 downloads

Incl. Electronic Paper Residential Mobility Decisions in Japan: Effects of Housing Equity Constraints and Income Shocks Under the Recourse Loan System
Miki Seko , Kazuto Sumita and Michio Naoi
Keio University - Faculty of Economics , Kanazawa Seiryo University and Tokyo University of Marine Science and Technology
Date Posted: August 20, 2010
Working Paper Series
31 downloads

Residential Mobility Decisions in Japan: Effects of Housing Equity Constraints and Income Shocks Under the Recourse Loan System
Journal of Real Estate Finance and Economics, Vol. 45, No. 1, 2012
Miki Seko , Kazuto Sumita and Michio Naoi
Keio University - Faculty of Economics , Kanazawa Seiryo University and Tokyo University of Marine Science and Technology
Date Posted: June 27, 2012
Accepted Paper Series

Incl. Electronic Paper Research Impacts and Correction of the Upward Biased CRSP Daily Equal-Weighted Index
Yuxing Yan
Hofstra University
Date Posted: March 20, 2007
Working Paper Series
194 downloads

Incl. Electronic Paper Resampling vs. Shrinkage for Benchmarked Managers
Michael Wolf
University of Zurich - Department of Economics Library
Date Posted: September 08, 2004
Working Paper Series
349 downloads

Reproducible Econometric Research
Working Paper 98-0101
Roger Koenker
University of Illinois at Urbana-Champaign - Department of Economics
Date Posted: February 25, 1998
Working Paper Series

Incl. Electronic Paper Religion and Support for Democracy: A Comparative Study for Catholic and Muslim Countries
Politics and Religion (2012) 5 (2): 280-316.
Eduard J. Bomhoff and Man-Li Gu
Monash University Malaysia campus and Monash University Malaysia Campus
Date Posted: January 16, 2011
Last Revised: December 01, 2012
Working Paper Series
134 downloads

Reliability of the Translog Cost Function: Some Theory & an Application to the Demand of Energy in French Manufacturing
CREST-INSEE Working Paper No. 9547
Sourour Baccar
Department of Quantitative Methods
Date Posted: November 01, 2008
Working Paper Series

Incl. Fee Electronic Paper Relationships Among Strategic Commodities and with Financial Variables: A New Look
Contemporary Economic Policy, Vol. 27, No. 2, pp. 251-264, April 2009
Shawkat M. Hammoudeh , Ramazan Sari and Bradley T. Ewing
Drexel University - Lebow College of Business , Middle East Technical University (METU) and Baylor University - Department of Economics
Date Posted: June 16, 2009
Accepted Paper Series
3 downloads

Incl. Electronic Paper Relating Stochastic Volatility Estimation Methods
Tinbergen Institute Discussion Paper No. 11-049/4
Charles S. Bos
VU University Amsterdam
Date Posted: March 04, 2011
Working Paper Series
47 downloads

Incl. Electronic Paper Regulation and Investment in Network Industries: Evidence from European Telecoms
ESMT Working Paper No. 09-004
Michal Grajek and Lars-Hendrik Röller
ESMT European School of Management and Technology and ESMT European School of Management and Technology
Date Posted: August 14, 2009
Working Paper Series
117 downloads

Regression Models With Mixed Sampling Frequencies
Elena Andreou , Eric Ghysels and Andros Kourtellos
University of Cyprus - Department of Economics , University of North Carolina (UNC) at Chapel Hill - Department of Economics and University of Cyprus - Department of Economics
Date Posted: November 20, 2007
Working Paper Series

Regression Coefficients and Autoregressive Order Shrinkage and Selection Via the Lasso
Journal of Royal Statistical Society, Series B, Vol. 69, pp. 63-78, 2007
Hansheng Wang , Guodong Li and Chih-Ling Tsai
Peking University - Guanghua School of Management , affiliation not provided to SSRN and University of California, Davis - Graduate School of Management
Date Posted: December 02, 2008
Accepted Paper Series

Incl. Electronic Paper Regime-Switching Models for Electricity Spot Prices: Introducing Heteroskedastic Base Regime Dynamics and Shifted Spike Distributions
IEEE Conference Proceedings, 6th International Conference on the European Energy Market, May 2009
Joanna Janczura and Rafal Weron
Hugo Steinhaus Center and Wroclaw University of Technology - Institute of Organization and Management
Date Posted: November 21, 2009
Accepted Paper Series
23 downloads

Regime-Switching Factor Models in Which the Number of Factors Defines the Regime
Economics Letters, Forthcoming
Adriana S. Cordis and Chris Kirby
University of South Carolina Upstate - Johnson College of Business and Economics and UNC Charlotte - Belk College of Business
Date Posted: April 25, 2011
Accepted Paper Series

Incl. Electronic Paper Regime-Switching Factor Models in Which the Number of Factors Defines the Regime
Adriana S. Cordis and Chris Kirby
University of South Carolina Upstate - Johnson College of Business and Economics and UNC Charlotte - Belk College of Business
Date Posted: December 01, 2010
Last Revised: April 25, 2011
Working Paper Series
71 downloads

Regime-Shifts, Risk Premiums in the Term Structure, and the Business Cycle
Journal of Business and Economic Statistics, Vol. 22, pp. 396-409, 2004
Ravi Bansal , George Tauchen and Hao Zhou
Duke University and NBER , Duke University - Economics Group and PBC School of Finance, Tsinghua University
Date Posted: July 17, 2007
Accepted Paper Series

Incl. Electronic Paper Regime-Shifts, Risk Premiums in the Term Structure, and the Business Cycle
Duke University, Economics Working Paper
Ravi Bansal , George Tauchen and Hao Zhou
Duke University and NBER , Duke University - Economics Group and PBC School of Finance, Tsinghua University
Date Posted: June 26, 2003
Working Paper Series
399 downloads

Incl. Electronic Paper Regime-Shifts and Post-Float Inflation Dynamics of Australia
Economic Modelling, Vol. 28, 2011
Neil Dias Karunaratne
University of Queensland - School of Economics
Date Posted: June 30, 2012
Accepted Paper Series
7 downloads

Incl. Electronic Paper Regime Switching Models of Speculative Bubbles with Volume: An Empirical Investigation of the S&P 500 Composite Index
Chris Brooks and Apostolos Katsaris
University of Reading - ICMA Centre and Albourne Partners Limited
Date Posted: October 22, 2005
Working Paper Series
306 downloads

Incl. Electronic Paper Regime Switching Fractional Cointegration and Futures Hedging
Finance and Corporate Governance Conference 2010 Paper
Hsiang-Tai Lee
National Chi Nan University - Department of Finance
Date Posted: January 15, 2010
Last Revised: February 11, 2010
Working Paper Series
124 downloads

Incl. Electronic Paper Regime Dependent Conditional Volatility in the U.S. Equity Market
Larry Bauer
Memorial University of Newfoundland (MUN) - Faculty of Business Administration
Date Posted: August 30, 2006
Working Paper Series
86 downloads

Recreational Benefits from Improved Water Quality: A Random Utility Model of Swedish Seaside Recreation
Stockholm School of Economics, Working Paper Series in Economics and Finance, No 121
Mikael Sandstrom
Stockholm School of Economics - Department of Economics
Date Posted: July 11, 1997
Working Paper Series

Incl. Electronic Paper Recovering Portfolio Default Intensities Implied by CDO Quotes
Columbia University Center for Financial Engineering, Financial Engineering Report No. 2008-01
Rama Cont and Andreea Minca
Imperial College London and Cornell University - School of Operations Research and Industrial Engineering
Date Posted: March 13, 2008
Last Revised: October 02, 2010
Working Paper Series
1182 downloads

Incl. Electronic Paper Realized Volatility Risk
David E. Allen , Michael McAleer and Marcel Scharth
Edith Cowan University - School of Finance and Business Economics , Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Australian School of Business, University of New South Wales
Date Posted: December 11, 2009
Last Revised: January 25, 2010
Working Paper Series
240 downloads

Incl. Electronic Paper Realized Volatility and Multipower Variation
CREATES Research Paper 2009-49
Torben G. Andersen and Viktor Todorov
Northwestern University - Kellogg School of Management and Northwestern University
Date Posted: October 29, 2009
Working Paper Series
68 downloads

Incl. Electronic Paper Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models
Economic Research Initiatives at Duke (ERID) Working Paper No. 75
Viktor Todorov , George Tauchen and Iaryna Grynkiv
Northwestern University , Duke University - Economics Group and Duke University
Date Posted: October 06, 2010
Working Paper Series
48 downloads

Incl. Electronic Paper Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects
University of St. Gallen Economics Discussion Paper No. 2008-04
Francesco Audrino
University of St. Gallen
Date Posted: February 18, 2008
Working Paper Series
277 downloads

Incl. Electronic Paper Realized Correlation Tick-By-Tick
University of St. Gallen, Department of Economics, Discussion Paper No. 2007-02
Francesco Audrino
University of St. Gallen
Date Posted: January 19, 2007
Working Paper Series
431 downloads

Incl. Electronic Paper Real Time Forecasts of Inflation: The Role of Financial Variables
Libero Monteforte and Gianluca Moretti
Bank of Italy and Bank of Italy
Date Posted: September 05, 2008
Working Paper Series
75 downloads

Incl. Electronic Paper Real Time Forecasts of Inflation: The Role of Financial Variables
Bank of Italy Temi di Discussione (Working Paper) No. 767
Libero Monteforte and Gianluca Moretti
Bank of Italy and Bank of Italy
Date Posted: October 29, 2010
Working Paper Series
58 downloads

Incl. Electronic Paper Real Time Forecasts of Inflation: The Role of Financial Variables
MEF Working Paper No. 6
Libero Monteforte and Gianluca Moretti
Bank of Italy and Bank of Italy
Date Posted: May 10, 2011
Working Paper Series
25 downloads

Incl. Fee Electronic Paper Real Time Econometrics
CEPR Discussion Paper No. 4402
M. Hashem Pesaran and Allan G. Timmermann
University of Southern California and University of California, San Diego (UCSD) - Department of Economics
Date Posted: July 01, 2004
Working Paper Series
18 downloads

Incl. Electronic Paper Real Time Econometrics
IZA Discussion Paper No. 1108; CESifo Working Paper Series No. 1169
M. Hashem Pesaran and Allan G. Timmermann
University of Southern California and University of California, San Diego (UCSD) - Department of Economics
Date Posted: April 22, 2004
Working Paper Series
370 downloads

Incl. Electronic Paper Real Estate Mutual Funds: Performance and Persistence
Journal of Real Estate Research, Vol. 26, No. 1, 2004
Crystal Yan Lin and Kenneth Yung
Eastern Illinois University - School of Business and Old Dominion University - Finance
Date Posted: January 04, 2007
Accepted Paper Series
354 downloads

Incl. Electronic Paper Real Estate and its Role in Asset Pricing
Sauder School of Business Working Paper
Cornelia Kullmann
University of British Columbia - Faculty of Commerce
Date Posted: November 30, 2001
Working Paper Series
1298 downloads

Rationing the Public Provision of Healthcare in the Presence of Private Supplements: Evidence from the Italian NHS
Journal of Health Economics, Vol. 28, No. 2, 2009
Daniele Fabbri and Chiara Monfardini
University of Bologna - Department of Economics and University of Bologna - Department of Economics
Date Posted: June 06, 2009
Accepted Paper Series

Incl. Electronic Paper Rationing the Public Provision of Healthcare in the Presence of Private Supplements: Evidence from the Italian NHS
Daniele Fabbri and Chiara Monfardini
University of Bologna - Department of Economics and University of Bologna - Department of Economics
Date Posted: December 08, 2006
Working Paper Series
93 downloads

Incl. Electronic Paper Rating Performance and Agency Incentives of Structured Finance Transactions
Paolo Baffi Centre Research Paper No. 2010-78
Daniel Roesch and Harald Scheule
Leibniz University Hannover and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: July 24, 2010
Last Revised: November 20, 2010
Working Paper Series
488 downloads

Incl. Electronic Paper Rating Performance and Agency Incentives of Structured Finance Transactions
Finlawmetrics 2010 Conference Paper
Daniel Roesch and Harald Scheule
Leibniz University Hannover and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: August 05, 2009
Last Revised: January 31, 2010
Working Paper Series
336 downloads


 

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