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SSRN eLibrary Statistics:

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Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
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Last 12 months: 11,175,672
Last 30 days: 1,053,329

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  Footnotes: 		77,812
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SSRN eLibrary Search Results
JEL Code: C53
362,781 Total downloads
Showing Papers 461 - 510 of 2,082
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Are Freight Futures Markets Efficient? Evidence from Imarex
International Journal of Forecasting, Forthcoming
Lambros Goulas and George S. Skiadopoulos
Systemic Risk Management and University of Piraeus
Date Posted: November 26, 2011
Accepted Paper Series

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. Fee Electronic Paper Can Oil Prices Forecast Exchange Rates?
CEPR Discussion Paper No. DP8635
 Domenico Ferraro , Kenneth Rogoff and Barbara Rossi
Duke University - Department of Economics , Harvard University - Department of Economics and Universitat Pompeu Fabra - ICREA
Date Posted: November 24, 2011
Working Paper Series
2 downloads

Incl. Electronic Paper Spurious Dynamic Conditional Correlation
 Roland Füss , Thorsten W. Glück and Jan Mutl
University of St. Gallen , European Business School (EBS) Wiesbaden, Germany - Department of Finance, Accounting and Real Estate and affiliation not provided to SSRN
Date Posted: November 24, 2011
Last Revised: November 13, 2012
Working Paper Series
146 downloads

Optimality of the Riskmetrics Model
Finance Research Letters, Vol. 4, No. 3, 2007
 Gloria González-Rivera , Tae-Hwy Lee and Emre Yoldas
University of California, Riverside - Department of Economics , University of California, Riverside - Department of Economics and Federal Reserve Board
Date Posted: November 23, 2011
Last Revised: November 24, 2011
Accepted Paper Series

Incl. Electronic Paper Stock Return Prediction by History Mapping
 Eddy H. Verbiest
affiliation not provided to SSRN
Date Posted: November 23, 2011
Working Paper Series
158 downloads

A Multi-Actor Analysis of the QoE Environment
9th Conference of Telecommunications Internet and Media Techno Economics (CTTE) 2010, Ghent, Belgium, June 7-9, 2010
 Tobias Heger , Mario Kind and Thomas Monath
EIT ICT Labs Germany GmbH , Deutsche Telekom AG - Deutsche Telekom Laboratories and Independent
Date Posted: November 17, 2011
Working Paper Series

Incl. Electronic Paper Multivariate Asset Return Prediction with Mixture Models
Swiss Finance Institute Research Paper No. 11-52
 Marc S. Paolella
University of Zurich
Date Posted: November 11, 2011
Working Paper Series
204 downloads

Incl. Electronic Paper The Financial Stress Index: Identification of Systemic Risk Conditions
FRB of Cleveland Working Paper No. 11-30
 Mikhail V. Oet , Ryan Eiben , Timothy Bianco , Dieter Gramlich and Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of Cleveland , Indiana University Bloomington , Federal Reserve Banks - Federal Reserve Bank of Cleveland , Baden-Württemberg Cooperative State University and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: November 10, 2011
Last Revised: April 06, 2013
Accepted Paper Series
210 downloads

Incl. Electronic Paper Two Practical Algorithms for Solving Rational Expectations Models
FEDS Working Paper No. 2011-44
 Flint Brayton
Government of the United States of America - Macroeconomic and Quantitative Studies Section
Date Posted: November 10, 2011
Working Paper Series
22 downloads

Incl. Electronic Paper Measuring the Level and Uncertainty of Trend Inflation
FEDS Working Paper No. 2011-42
 Elmar Mertens
Government of the United States of America - Division of Monetary Affairs
Date Posted: November 09, 2011
Working Paper Series
18 downloads

Incl. Electronic Paper Forecasting GDP Growth in Times of Crisis: Private Sector Forecasts Versus Statistical Models
De Nederlandsche Bank Working Paper No. 320
 Jasper de Winter
De Nederlandsche Bank
Date Posted: November 08, 2011
Working Paper Series
51 downloads

Incl. Electronic Paper Five Issues in the Design of Income Support Mechanisms: The Case of Italy
IZA Discussion Paper No. 6059
 Ugo Colombino
University of Turin - Department of Economics
Date Posted: November 06, 2011
Working Paper Series
10 downloads

Incl. Electronic Paper Using Forecast Evaluation to Improve the Accuracy of the Greenbook Forecast
 Natsuki Arai
Johns Hopkins University - Zanvyl Krieger School of Arts and Sciences
Date Posted: November 06, 2011
Last Revised: May 01, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper WK1 Model: Prediction Intervals for Your Forecasts
 Martin Van Wunnik
affiliation not provided to SSRN
Date Posted: November 06, 2011
Working Paper Series
76 downloads

Incl. Electronic Paper Currency Hedging Strategies Using Dynamic Multivariate GARCH
 Chia-Lin Chang , Lydia González Serrano and Juan-Angel Jiménez-Martin
National Chung Hsing University - Department of Applied Economics, Department of Finance , Universidad Rey Juan Carlos and Complutense University of Madrid
Date Posted: November 02, 2011
Last Revised: February 14, 2012
Working Paper Series
336 downloads

Incl. Fee Electronic Paper Incorporating Theoretical Restrictions into Forecasting by Projection Methods
CEPR Discussion Paper No. DP8604
 Raffaella Giacomini and Giuseppe Ragusa
University of California, Los Angeles - Department of Economics and affiliation not provided to SSRN
Date Posted: November 01, 2011
Working Paper Series
6 downloads

Incl. Electronic Paper SAFE: An Early Warning System for Systemic Banking Risk
FRB of Cleveland Working Paper No. 11-29
 Mikhail V. Oet , Ryan Eiben , Timothy Bianco , Dieter Gramlich , Stephen J. Ong and Jing Wang
Federal Reserve Banks - Federal Reserve Bank of Cleveland , Indiana University Bloomington , Federal Reserve Banks - Federal Reserve Bank of Cleveland , Baden-Württemberg Cooperative State University , Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: November 01, 2011
Accepted Paper Series
123 downloads

Incl. Electronic Paper A Medium Scale Forecasting Model for Monetary Policy
FRB of Cleveland Working Paper No. 11-28
 Kenneth R. Beauchemin and Saeed Zaman
University of Colorado at Boulder - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: October 29, 2011
Working Paper Series
20 downloads

Incl. Electronic Paper Forecasting Health Expenditures: Short, Medium and Long (Long) Term
Journal of Health Care Finance, Vol. 26, No. 3, pp.56-72, Spring 2000
 Tom Getzen
Temple University - Fox School of Business and Management
Date Posted: October 29, 2011
Accepted Paper Series
42 downloads

Incl. Electronic Paper How Do Inflation Expectations Form? New Insights from a High-Frequency Survey
De Nederlandsche Bank Working Paper No. 283
 Gabriele Galati , Peter Heemeijer and Richhild Moessner
De Nederlandsche Bank , University of Amsterdam - Department of Quantitative Economics (KE) and Bank for International Settlements (BIS)
Date Posted: October 29, 2011
Working Paper Series
19 downloads

Incl. Electronic Paper Long-Run Forecasts of National Health Expenditure Growth
 Tom Getzen
Temple University - Fox School of Business and Management
Date Posted: October 29, 2011
Working Paper Series
55 downloads

Incl. Electronic Paper Economic Growth, Political Institutions, and Leadership Transitions
 Samuel W. Malone and Neila Cáceres
University of the Andes and affiliation not provided to SSRN
Date Posted: October 28, 2011
Last Revised: January 21, 2012
Working Paper Series
59 downloads

Incl. Electronic Paper Forecasting the Return Distribution Using High-Frequency Volatility Measures
 Jian Hua and Sebastiano Manzan
City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance and City University of New York, CUNY Baruch College, Zicklin School of Business
Date Posted: October 27, 2011
Last Revised: August 29, 2012
Working Paper Series
52 downloads

Incl. Electronic Paper Incorporating Model Uncertainty and Model Instability in Forecasting Bond Risk Premia and Term Structure of Government Bond Yield – A Bayesian Model Averaging Approach
 Hao (David) Zhou
State Street Corporation - State Street Investment Analytics
Date Posted: October 27, 2011
Last Revised: September 10, 2012
Working Paper Series
110 downloads

Alternative Regime Switching Models for Forecasting Inflation
Journal of Forecasting, Vol. 20, pp. 21-35, 2001
 Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics
Date Posted: October 24, 2011
Accepted Paper Series

Do Fluctuations in U.S. Inflation Rates Reflect Infrequent Large Shocks or Frequent Small Shocks?
The Review of Economics and Statistics, Vol. 85, No. 3, pp. 765-771, August 2003
 Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics
Date Posted: October 24, 2011
Accepted Paper Series

Incl. Electronic Paper Variable Selection, Estimation and Inference for Multi-Period Forecasting Problems
De Nederlandsche Bank Working Paper No. 250
 M. Hashem Pesaran , Andreas Pick and Allan G. Timmermann
University of Southern California , Erasmus University Rotterdam (EUR) - Department of Econometrics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: October 24, 2011
Working Paper Series
27 downloads

Incl. Electronic Paper No Predictable Components in G7 Stock Returns
 Prasad V. Bidarkota and Khurshid M. Kiani
Florida International University (FIU) - Department of Economics and affiliation not provided to SSRN
Date Posted: October 23, 2011
Working Paper Series
11 downloads

Incl. Electronic Paper No Predictable Components in G7 Stock Returns
 Prasad V. Bidarkota and Khurshid M. Kiani
Florida International University (FIU) - Department of Economics and affiliation not provided to SSRN
Date Posted: October 21, 2011
Last Revised: October 23, 2011
Working Paper Series
35 downloads

Incl. Electronic Paper The Power of Weather
De Nederlandsche Bank Working Paper No. 236
 Christian Huurman , Francesco Ravazzolo and Chen Zhou
Financial Engineering Associates , Norges Bank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: October 20, 2011
Working Paper Series
8 downloads

Incl. Electronic Paper The Relative Valuation of US Equities at Bear Market Bottoms: A Perspective on the Equity Risk Premium
 Robert A. Weigand and Robert R. Irons
Washburn University School of Business and Brennan School of Business, Dominican University
Date Posted: October 20, 2011
Working Paper Series
136 downloads

Incl. Electronic Paper The Predictability of Aggregate Japanese Stock Returns: Implications of Dividend Yield
International Review of Economics and Finance, Forthcoming
 Sichong Chen
Zhongnan University of Economics and Law
Date Posted: October 19, 2011
Accepted Paper Series
63 downloads

Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility
 Kevin Sheppard and Andrew J. Patton
University of Oxford - Department of Economics and Duke University - Department of Economics
Date Posted: October 15, 2011
Working Paper Series

Incl. Electronic Paper A Simulated Test Marketing Model for Emerging Markets: Key Principles
 Nikolay Y. Korotkov
Oxford Brookes University - Business School
Date Posted: October 13, 2011
Working Paper Series
67 downloads

Incl. Electronic Paper Advertising Pre-Testing in Simulated Test Marketing
 Nikolay Y. Korotkov
Oxford Brookes University - Business School
Date Posted: October 12, 2011
Working Paper Series
79 downloads

Incl. Electronic Paper Forecasting New Product Awareness in Simulated Test Marketing: The Approach for Emerging Markets
 Nikolay Y. Korotkov
Oxford Brookes University - Business School
Date Posted: October 12, 2011
Working Paper Series
116 downloads

Incl. Electronic Paper Simulated Test Marketing in Emerging Markets: Some Empirical Evidence from Russia
 Nikolay Y. Korotkov and Nicoletta Occhiocupo
Oxford Brookes University - Business School and Oxford Brookes University - Business School
Date Posted: October 12, 2011
Working Paper Series
90 downloads

Incl. Electronic Paper How do Inflation Expectations Form? New Insights from a High-Frequency Survey
BIS Working Paper No. 349
 Gabriele Galati , Peter Heemeijer and Richhild Moessner
De Nederlandsche Bank , University of Amsterdam - Department of Quantitative Economics (KE) and Bank for International Settlements (BIS)
Date Posted: October 10, 2011
Last Revised: October 11, 2011
Working Paper Series
26 downloads

Incl. Electronic Paper Some Lessons From the Financial Crisis for the Economic Analysis
ECB Occasional Paper No. 130
 Geoff Kenny and Julian Benedict Morgan
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: October 10, 2011
Working Paper Series
104 downloads

Incl. Electronic Paper A New Keynesian Model with Diverse Beliefs
 Mordecai Kurz
National Bureau of Economic Research (NBER)
Date Posted: October 05, 2011
Working Paper Series
60 downloads

Incl. Electronic Paper Trend-Cycle Decomposition of Output and Euro Area Inflation Forecasts: A Real-Time Approach Based on Model Combination
ECB Working Paper No. 1384
 Pierre Guerin , Laurent Maurin and Matthias Mohr
affiliation not provided to SSRN , European Central Bank (ECB) - Directorate General Economics and affiliation not provided to SSRN
Date Posted: October 05, 2011
Working Paper Series
24 downloads

Incl. Electronic Paper Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
University of St. Gallen Department of Economics and Political Science Discussion Paper No. 2011-38
 Francesco Audrino and Yujia Hu
University of St. Gallen and University of St. Gallen
Date Posted: October 05, 2011
Working Paper Series
62 downloads

Incl. Electronic Paper Do Experts Incorporate Statistical Model Forecasts and Should They?
Tinbergen Institute Discussion Paper 11-141/4
 Rianne Legerstee , Philip Hans Franses and Richard Paap
Erasmus University Rotterdam (EUR) - Department of Econometrics , Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: October 04, 2011
Working Paper Series
20 downloads

Incl. Electronic Paper Zonal Supply Curve Estimation in Transmission-Constrained Electricity Markets
 Mostafa Sahraei-Ardakani , Seth Blumsack and Andrew N. Kleit
The Pennsylvania State University , Pennsylvania State University and Pennsylvania State University - Department of Energy and Mineral Engineering
Date Posted: October 03, 2011
Working Paper Series
30 downloads

Incl. Electronic Paper Amicus Brief: In Re Lyondell Chemical Company
 Michael Simkovic
Seton Hall Law School
Date Posted: October 02, 2011
Working Paper Series
62 downloads

Incl. Electronic Paper Forecasting Inflation Using Commodity Price Aggregates
 Yu-Chin Chen , Stephen J. Turnovsky and Eric Zivot
University of Washington - Department of Economics , University of Washington - Institute for Economic Research and University of Washington - Department of Economics
Date Posted: October 01, 2011
Working Paper Series
231 downloads

Incl. Electronic Paper Forecasting the Intraday Market Price of Money
Norges Bank Working Paper No. 2011/06
 Andrea Monticini and Francesco Ravazzolo
Catholic University of the Sacred Heart of Milan - Institute of Economy and Finance and Norges Bank
Date Posted: September 30, 2011
Working Paper Series
23 downloads

Incl. Electronic Paper Modelling Issues in Kernel Ridge Regression
Tinbergen Institute Discussion Paper No. 11-138/4
 Peter Exterkate
University of Aarhus - CREATES
Date Posted: September 30, 2011
Working Paper Series
61 downloads

Incl. Electronic Paper Nowcasting GDP in Real-Time: A Density Combination Approach
Norges Bank Working Paper No. 2011/11
 Knut Are Aastveit , Karsten R. Gerdrup , Anne Sofie Jore and Leif Anders Thorsrud
University of Oslo - Department of Economics , Central Bank of Norway , affiliation not provided to SSRN and BI Norwegian Business School
Date Posted: September 30, 2011
Working Paper Series
25 downloads


 

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