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484,173
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393,564
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226,645
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JEL Code: C51
360,162 Total downloads
Showing Papers 461 - 510 of 1,827
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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