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Full Text Papers: 564,325
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SSRN eLibrary Search Results
JEL Code: C22
733,014 Total downloads
Showing Papers 481 - 530 of 4,318
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1 2 3 4 ... 87 | Next >
   


Incl. Electronic Paper A Semiparametric Intraday GARCH Model
Peter Malec
University of Cambridge - Faculty of Economics
Date Posted: May 28, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties
UNSW Business School Research Paper No. 2016-06
Luke Hartigan
University of New South Wales (UNSW), UNSW Business School, School of Economics
Date Posted: May 24, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Understanding the Sources of Macroeconomic Uncertainty
Barbara Rossi , Tatevik Sekhposyan and Matthieu Soupre
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) , Texas A&M University - Department of Economics and Universitat Pompeu Fabra
Date Posted: May 19, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Are Prices Predictable in the Short Term?
Nhat Le

Date Posted: May 16, 2016
Working Paper Series
82 downloads

Incl. Electronic Paper СТАТИСТИЧНЕ ВИВЧЕННЯ МИТНИХ ПЛАТЕЖІВ ДО ДЕРЖБЮДЖЕТУ УКРАЇНИ (Statistical Study of Customs Payments to the State Budget of Ukraine)
Alexander Shchitov , Nikolay Mormul , VM Rossochinsky and NG Navrotska
Ukrainian Academy of Customs , Ukrainian Academy of Customs , Ukrainian Academy of Customs and Ukrainian Academy of Customs
Date Posted: May 15, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Robustly Modelling the Scale and Shape Dynamics of Stock Return Distributions
Jim E. Griffin , Evangelia Mitrodima and Jaideep S. Oberoi
University of Kent , London School of Economics & Political Science (LSE) - Department of Statistics and University of Kent, Canterbury - School of Mathematics, Statistics and Actuarial Science
Date Posted: May 15, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Revisiting the Relationships Between Non-Renewable Energy Consumption, CO2 Emissions and Economic Growth in Iran
MPRA Paper No. 71124
Mohammad Nasre Esfahani and Ehsan Rasoulinezhad
Kharazmi (Tarbiat Moallem) University and Saint Petersburg State University, Students
Date Posted: May 15, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Adaptive Models and Heavy Tails
Bank of Italy Temi di Discussione (Working Paper) No. 1052
Davide Delle Monache and Ivan Petrella
Bank of Italy and Bank of England
Date Posted: May 12, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Brexit and Foreign Investment in the UK
Nigel Driffield and Michail Karoglou
University of Warwick - Warwick Business School and Aston University
Date Posted: May 07, 2016
Working Paper Series
75 downloads

Incl. Electronic Paper State Price Densities Implied from Weather Derivatives
SFB 649 Discussion Paper 2013-026
Wolfgang K. Härdle , Brenda López Cabrera and Huei-Wen Teng
Humboldt University of Berlin - Institute for Statistics and Econometrics , Humboldt University of Berlin and National Central University at Taiwan
Date Posted: May 06, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Lotto, How to Win? Skew Timing Strategies
Jian Chen , Yangshu Liu and Jun Tu
Xiamen University - School of Economics , Xiamen University - School of Management and Singapore Management University - Lee Kong Chian School of Business
Date Posted: May 04, 2016
Working Paper Series
66 downloads

Incl. Electronic Paper Asset Allocation in Chinese Stock Market: The Role of Return Predictability
Journal of Portfolio Management, Vol. 41, Chinese Special Issue, 2015
Jian Chen , Fuwei Jiang and Jun Tu
Xiamen University - School of Economics , Central University of Finance and Economics (CUFE) - School of Finance and Singapore Management University - Lee Kong Chian School of Business
Date Posted: May 04, 2016
Accepted Paper Series
21 downloads

Incl. Electronic Paper Chinese Stock Market Volatility and the Role of U.S. Economic Variables
Pacific-Basin Finance Journal, Forthcoming
Jian Chen , Fuwei Jiang , Hongyi Li and Weidong Xu
Xiamen University - School of Economics , Central University of Finance and Economics (CUFE) - School of Finance , The Chinese University of Hong Kong and Zhejiang University - School of Management
Date Posted: May 04, 2016
Accepted Paper Series
14 downloads

Incl. Electronic Paper Macroeconomic Determinants of Stock Market Betas
Mariano Gonzalez , Juan M. Nave and Gonzalo Rubio
Universidad San Pablo CEU , Universidad de Castilla - La Mancha and Universidad CEU Cardenal Herrera
Date Posted: May 03, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper 우리나라 재정정책의 유효성에 관한 연구 (On the Efficacy of Fiscal Policy in Korea During 1979~2000)
KDI Journal of Economic Policy 2007, 29(2) 1-40
Seok-Kyun Hur
Korea Development Institute (KDI)
Date Posted: May 03, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Trend, Mean-Reversion or Random Walk? A Statistical Analysis of Price Behavior in Major Markets
Theo Athanasiadis
Ramsey Quantitative Systems, Inc. (RQSI)
Date Posted: May 02, 2016
Last Revised: May 11, 2016
Working Paper Series
255 downloads

Incl. Electronic Paper GARCH Forecasting Performance Under Different Distribution Assumptions
Journal of Forecasting, pp. 561-578. Wiley, 2006
Anders Wilhelmsson
Lund University - Department of Economics
Date Posted: April 30, 2016
Accepted Paper Series
7 downloads

Incl. Electronic Paper Non-Linearity in the Dividend Yield: A Comparison of the US and Japan
Andreas Humpe
University of St. Andrews
Date Posted: April 30, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper The Dynamic Black-Litterman Approach to Asset Allocation
Bank of England Working Paper No. 596
Richard D. F. Harris , Evarist Stoja and Linzhi Tan
University of Exeter - Business School , University of Bristol and Nottingham Trent University - Department of Accounting and Finance
Date Posted: April 30, 2016
Working Paper Series
70 downloads

Incl. Electronic Paper Does Daylight Savings Time Save Energy? Evidence from Ontario
Nicholas Rivers
University of Ottawa - Graduate School of Public and International Affairs
Date Posted: April 30, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Determinants of Profitability of Islamic Banking Industry: An Evidence from Pakistan
Business & Economic Review, 6 (2). 27-46, 2014
Muhammad Mahmood Shah Khan , Farrukh Ijaz and Ejaz Aslam
(UMT) University of Management and Technology (Pakistan) , University of Management and Technology and (UMT) University of Management and Technology (Pakistan), Students
Date Posted: April 28, 2016
Accepted Paper Series
12 downloads

Incl. Electronic Paper Implied Volatility Around the World: Geographical Markets and Asset Classes
CERGE-EI Working Paper Series No. 562
Julian P. Velev , Brian C. Payne , Jiri Tresl and Wilfredo Toledo
University of Puerto Rico , US Air Force Academy , University of Nebraska at Lincoln and University of Puerto Rico
Date Posted: April 28, 2016
Working Paper Series
47 downloads

Incl. Electronic Paper Identification and Estimation of the Environmental Kuznets Curve: Pairwise Differencing to Deal with Nonlinearity and Nonstationarity
CESifo Working Paper Series No. 5837
Suphi Sen and Bertrand Melenberg
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and Tilburg University - Center for Economic Research (CentER)
Date Posted: April 27, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Testing for Strict Exogeneity in Fixed-Effects Panel Models When n and T are Large
Alexander Mayer
WHU - Otto Beisheim School of Management
Date Posted: April 26, 2016
Last Revised: May 11, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Sequential Monte Carlo Sampling for State Space Models
Mario V. Wuthrich
RiskLab, ETH Zurich
Date Posted: April 25, 2016
Working Paper Series
29 downloads

Incl. Electronic Paper Federal Minimum Wage Hikes Do Reduce Teenage Employment: The Time Series Effects of Minimum Wages in the US Revisited
IZA Discussion Paper No. 9864
Stephen Bazen and Vêlayoudom Marimoutou
Aix-Marseille University - Aix-Marseille School of Economics and Université de la Mediterraneé
Date Posted: April 25, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Does Higher Frequency Data Always Help to Forecast Longer-Horizon Volatility?
Ben G. Charoenwong and Guanhao Feng
University of Chicago, Booth School of Business, Students and University of Chicago, Booth School of Business, Students
Date Posted: April 25, 2016
Last Revised: May 02, 2016
Working Paper Series
62 downloads

Incl. Electronic Paper Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area
Tinbergen Institute Discussion Paper 16-029/III
Gabriele Galati , Irma Hindrayanto , Siem Jan Koopman and Marente Vlekke
De Nederlandsche Bank , De Nederlandsche Bank , VU University Amsterdam and CPB Netherlands Bureau of Economic Policy Analysis
Date Posted: April 25, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Bayesian Dynamic Modeling of High-Frequency Integer Price Changes
Tinbergen Instituut 16-028/III
Istvan Barra and Siem Jan Koopman
VU University Amsterdam and VU University Amsterdam
Date Posted: April 24, 2016
Working Paper Series
49 downloads

Incl. Electronic Paper The Predictive Power of Dividend Yields for Future Inflation: Money Illusion or Rational Causes?
Tom Engsted and Thomas Quistgaard Pedersen
University of Aarhus - CREATES and University of Aarhus - CREATES
Date Posted: April 23, 2016
Last Revised: April 26, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Trends in the South African Hedging Space Part II: Measuring Risk and Finding Return
Peregrine Securities 2013
Emlyn James Flint , Anthony J. Seymour and Florence Chikurunhe
Peregrine Securities , University of Cape Town (UCT) and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper The Cost of a Free Lunch: Dabbling in Diversification
Peregrine Securities, 2015
Emlyn James Flint , Florence Chikurunhe and Anthony J. Seymour
Peregrine Securities , Peregrine Securities and University of Cape Town (UCT)
Date Posted: April 22, 2016
Last Revised: April 28, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper A Guide to South African Volatility: Understanding, Modelling, Investing & Hedging
Peregrine Securities, 2014
Emlyn James Flint , Florence Chikurunhe and Anthony J. Seymour
Peregrine Securities , Peregrine Securities and University of Cape Town (UCT)
Date Posted: April 22, 2016
Last Revised: April 28, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Adapting to Market Regimes with Timed Hedging
Peregrine Securities, 2014
Emlyn James Flint , Anthony J. Seymour and Florence Chikurunhe
Peregrine Securities , University of Cape Town (UCT) and Peregrine Securities
Date Posted: April 22, 2016
Last Revised: April 28, 2016
Working Paper Series
29 downloads

Incl. Electronic Paper Future Inequality in Carbon Dioxide Emissions and the Projected Impact of Abatement Proposals
World Bank Policy Research Working Paper No. 2084
Mark T. Heil and Quentin T. Wodon
EPA Headquarters and World Bank
Date Posted: April 20, 2016
Working Paper Series
73 downloads

Incl. Electronic Paper NPAs of Indian Commercial Banks: An Empirical Study
LBS Journal of Management and Research, 13(2), 48-58, 2015, Journal DOI: 10.5958/0974-1852.2015.00012.7.
Gurmeet Singh
Unitedworld School of Business
Date Posted: April 19, 2016
Accepted Paper Series
6 downloads

Dynamics of U.S. State Cigarette Consumption: Evidence from Panel Error Correction Modeling
Atlantic Economic Journal, Vol. 42, No. 1, pp. 3-20, 2014
Rajeev K. Goel
Illinois State University - Department of Economics
Date Posted: April 19, 2016
Accepted Paper Series

Incl. Electronic Paper The Estimation of Effects of Subprime Mortgage for Improving the Farmland Pension System Using Intervention Time Series Model
Journal of the Korean Urban Management Association, 2015. 28(2): 55-84
Deokho Cho
Daegu University - Department of Public Administration
Date Posted: April 14, 2016
Accepted Paper Series
4 downloads

Government Size and Economic Growth in Italy: A Time-Series Analysis
European Scientific Journal, 12, 7, 149-169, DOI: 10.19044/esj.2016.v12n7p149, ISSN: 1857-7431
Cosimo Magazzino and Francesco Forte
University of Rome III and University of Rome I
Date Posted: April 14, 2016
Last Revised: May 19, 2016
Accepted Paper Series

Incl. Electronic Paper Getting the Most out of Macroeconomic Information for Predicting Stock Returns
Cem Cakmakli and Dick J. C. van Dijk
Koc University - Department of Economics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: April 13, 2016
Working Paper Series
201 downloads

Incl. Electronic Paper Autoregressive Conditional Parameter Model with Heteroskedastic Regressors
Fengbin Lu and Shouyang Wang
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Date Posted: April 12, 2016
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Forecasting US Inflation Using Dynamic General‐To‐Specific Model Selection
Bulletin of Economic Research, Vol. 68, Issue 2, pp. 151-167, 2016
George Bagdatoglou , Alexandros Kontonikas and Mark E. Wohar
Timberlake Consultants , University of Glasgow - Department of Economics and University of Nebraska at Omaha
Date Posted: April 11, 2016
Accepted Paper Series

Incl. Electronic Paper Asset Price Momentum and Monetary Policy: Time Varying Parameter Estimation of Taylor Rules
Applied Economics, Forthcoming
Ramaprasad Bhar and A. (Tassos) G. Malliaris
UNSW Australia Business School, School of Banking and Finance and Loyola University of Chicago - Department of Economics
Date Posted: April 11, 2016
Accepted Paper Series
26 downloads

Incl. Electronic Paper Brexit and Likely Implications for Ireland
Patricia McGrath
Independent
Date Posted: April 09, 2016
Working Paper Series
60 downloads

Incl. Electronic Paper Protective Asset Allocation (PAA): A Simple Momentum-Based Alternative for Term Deposits
Wouter J. Keller and Jan Willem Keuning
Flex Capital BV and TrendXplorer
Date Posted: April 08, 2016
Last Revised: April 13, 2016
Working Paper Series
546 downloads

Incl. Electronic Paper Working and Efficiency of Orissa State Electricity Board (OSEB): A Factor Analytic Study
Strategy: The Journal for Management Development (Management Research Journal of Berhampur University) ISSN # 0973-2977
Rabi N. Subudhi
KIIT University - School of Management
Date Posted: April 08, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Nonstationary Nonlinear Quantile Regression
Yoshimasa Uematsu
The Institute of Statistical Mathematics
Date Posted: April 08, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper A Machine-Learning Analysis of the Rationality of Aggregate Stock-Market Forecasts
Christian Pierdzioch and Marian Risse
University of the German Federal Armed Forces - Department of Economics and University of the German Federal Armed Forces - Helmut Schmidt Universität
Date Posted: April 06, 2016
Working Paper Series
35 downloads

Incl. Electronic Paper Comparison of Islamic and Conventional Bank Stocks by Value-at-Risk Method
Nursultan Abdrashev
Moscow State University - Faculty of Economics
Date Posted: April 05, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Concentration on the Few? R&D and Innovation in German Firms 2001 to 2013
ZEW - Centre for European Economic Research Discussion Paper No. 16-005
Christian Rammer and Torben Schubert
Centre for European Economic Research (ZEW) - Industrial Economics and International Management Research and Fraunhofer Institut für Systemtechnik und Innovationsforschung
Date Posted: April 05, 2016
Working Paper Series
14 downloads


 

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