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Abstracts: 598,761
Full Text Papers: 497,195
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SSRN eLibrary Search Results
JEL Code: C22
646,376 Total downloads
Showing Papers 481 - 530 of 3,988
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Incl. Electronic Paper The Turn-of-the-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model
International Journal of Economic Sciences and Applied Research, 7 (3): 43-61
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: March 25, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness
Sujay Mukhoti
IIM Indore
Date Posted: March 23, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Minimum Distance Estimation of Possibly Non-Invertible Moving Average Models
FRB Atlanta Working Paper No. 2013-11
Nikolay Gospodinov and Serena Ng
Federal Reserve Bank of Atlanta and Columbia University
Date Posted: March 22, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Dynamics of the Steel and Long-Term Equilibrium Hypothesis Across Leading Geo-Economic Players: Empirical Evidence for Supporting a Policy Formulation
Ceris Working Paper No. 02/2012
Mario Coccia
National Research Council of Italy (CNR)
Date Posted: March 22, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Estimating the New Keynesian Phillips Curve Using Expected Inflation from Financial Market Instruments
James Ross McCown and Ron Shaw
Toltec Group and Oklahoma City University
Date Posted: March 20, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Dissecting the Purchasing Managers’ Index:Are All Relevant Components Included? Are All Included Components Relevant?
KOF Working Paper No. 376
Boriss Siliverstovs
KOF Swiss Economic Institute
Date Posted: March 18, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper On the Selection of Common Factors for Macroeconomic Forecasting
CEIS Working Paper No. 332
Alessandro Giovannelli and Tommaso Proietti
University of Rome II and University of Rome II - Department of Economics and Finance
Date Posted: March 14, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Impact of Public Debt Burden on Economic Growth: Evidence from Bangladesh
Journal of Finance and Banking, Vol. 10, No. 1 & 2, June-December 2012, University of Dhaka, Bangladesh.
Md. Hashibul Hassan and Tahmina Akhter
Jagannath University and University of Dhaka
Date Posted: March 13, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper New Estimates of Time‐Varying Currency Betas: A Trivariate BEKK Approach
Prabhath Jayasinghe , Albert K.C. Tsui and Zhaoyong Zhang
University of Colombo - Department of Business Economics , National University of Singapore (NUS) - Department of Economics and Edith Cowan University - Faculty of Business and Law
Date Posted: March 13, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Short-Term Forecasting with Mixed-Frequency Data: A MIDASSO Approach
KOF Working Paper No. 375
Boriss Siliverstovs
KOF Swiss Economic Institute
Date Posted: March 10, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Return Predictability: Learning from the Cross-Section
Julien Penasse
ESSEC Business School
Date Posted: March 10, 2015
Working Paper Series
172 downloads

Incl. Electronic Paper Churn Analytics Using CognitiveObjects Platform
João Pires da Cruz and Rui M Monteiro
Closer, Consulting Ltd and Closer, Consulting Ltd.
Date Posted: March 07, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Identification Using Stability Restrictions
Econometrica, Forthcoming
Leandro M. Magnusson and Sophocles Mavroeidis
University of Western Australia and University of Oxford - Department of Economics
Date Posted: March 06, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Out-of-Sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model
Carlos Medel and Pablo M. Pincheira
University of Nottingham and School of Business, Adolfo Ibáñez University
Date Posted: March 05, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Relevance of Uncertainty on the Volatility and Trading Volume in the US Treasury Bond Futures Market
Bank of Finland Research Discussion Paper No. 4/2015
Helinä Laakkonen
Bank of Finland
Date Posted: March 04, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Are Prices Predictable in the Short Term?
Nhat Le
Vietnam National University of Ho Chi Minh City - School of Economics and Laws
Date Posted: March 02, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Are Daily Asset Prices Predictable in Some Degree?
Nhat Le
Vietnam National University of Ho Chi Minh City - School of Economics and Laws
Date Posted: March 02, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Assessing the CNH-CNY Pricing Differential: Role of Fundamentals, Contagion and Policy
BIS Working Paper No. 492
Michael Funke , Chang Shu , Xiaoqiang Cheng and Sercan Eraslan
University of Hamburg - Department of Economics , Bank for International Settlements (BIS) , Hong Kong Monetary Authority and University of Hamburg
Date Posted: March 02, 2015
Working Paper Series
17 downloads

International Stock Market Integration: Central and South Eastern Europe Compared
Economic Systems, Vol. 37, No. 1, 2013
Roman Horvath and Dragan Petrovski
Charles University in Prague and IOS and Independent
Date Posted: February 26, 2015
Accepted Paper Series

Structural Breaks in Public Finances in Central and Eastern European Countries
Economic Systems, Vol. 37, No. 1, 2013
Astrid Loretta Ayala and Szabolcs Blazsek
Francisco Marroquin University - School of Business and Francisco Marroquin University
Date Posted: February 26, 2015
Accepted Paper Series

Incl. Electronic Paper In-Sample Bounds for Time-Varying Parameters of Observation Driven Models
Tinbergen Institute Discussion Paper 15-027/III
Francisco Blasques , Siem Jan Koopman , Katarzyna Lasak and Andre Lucas
VU University Amsterdam , VU University Amsterdam , VU Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: February 24, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper The Franc Shock and Swiss GDP: How Long Does it Take to Start Feeling the Pain?
KOF Working Paper No. 373
Boriss Siliverstovs
KOF Swiss Economic Institute
Date Posted: February 22, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Industry Interdependencies and Cross-Industry Return Predictability
David Rapach , Jack Strauss , Jun Tu and Guofu Zhou
Saint Louis University - John Cook School of Business , University of Denver - Reiman School of Finance , Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Date Posted: February 19, 2015
Working Paper Series
66 downloads

Incl. Electronic Paper Forecasting Chinese Stock Market: The Role of International Volatility Risk
Jian Chen , Fuwei Jiang , Yangshu Liu and Jun Tu
Xiamen University - School of Economics , Central University of Finance and Economics (CUFE) - School of Finance , Xiamen University - School of Management and Singapore Management University - Lee Kong Chian School of Business
Date Posted: February 17, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Firm Incentives, Institutional Factors and Accounting Quality: The IFRS Adoption in Brazil
Ana Gisbert and Bruno Meirelles Salotti
Universidad Autónoma de Madrid and FEA-USP
Date Posted: February 16, 2015
Working Paper Series
57 downloads

Incl. Electronic Paper Is the Ex-Ante Equity Risk Premium Always Positive? Evidence from a New Conditional Expectations Model
Khoa T. Hoang
University of Queensland
Date Posted: February 14, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Fundamental Relations between Market and Accounting Values
Victoria J. Clout , Michael Falta and Roger J. Willett
University of New South Wales, UNSW Business School , University of Otago and University of Tasmania
Date Posted: February 14, 2015
Working Paper Series
96 downloads

Incl. Electronic Paper A Study of Causality and Co- Integration Effect Among the BRICS Countries Stock Exchanges - A Relationship Study
Singh, R. P., & Gandhi, M. (2014). A Study of Causality and Co- Integration effect among the BRICS Countries Stock Exchanges- A relationship study. Business Rethinking in 21st Century (pp. 435-447). New Delhi: Shree Publisher & Distributor.
Raman Preet Singh and Monika Gandhi
Vivekananda Institute of Professional Studies (VIPS) and Vivekananda Institute of Professional, Students
Date Posted: February 11, 2015
Accepted Paper Series
17 downloads

Incl. Electronic Paper The Informational Content of SMP Deposit Auctions in Forecasting Short-Term Repurchase Agreement Interest Rates (Dissertation)
Kostas Vladimirou Kalevras
Athens University of Economics and Business, Department of Economics, Students
Date Posted: February 11, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Asymptotics for Parametric GARCH-in-Mean Models
University of Heidelberg, Department of Economics, Discussion Paper No. 579
Christian Conrad and Enno Mammen
University of Heidelberg - Faculty of Economics and Social Studies and University of Mannheim - Department of Economics
Date Posted: February 10, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Unbalanced Regressions and the Predictive Equation
Daniela Osterrieder , Daniel Ventosa-Santaulària and J. Eduardo Vera-Valdes
Rutgers Business School , CIDE and CREATES
Date Posted: February 04, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Medición Del Tipo De Cambio Real: Una Comparación De Las Medidas Oficiales En México (Measuring the Real Exchange Rate: A Comparison of Official Measures in Mexico
Revista de Economía, Vol. XXX, Núm. 80 pp. 37-62, 2013,
Martín Alberto Rodríguez Brindis
Universidad Anáhuac Oaxaca (UA)
Date Posted: February 04, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper From Galloping Inflation to Price Stability in Steps: Israel 1985-2013
Rafi Melnick and Till Strohsal
Interdisciplinary Center Herzliya and Free University of Berlin (FUB)
Date Posted: February 03, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Forecasting Equity Returns by Predicting Value and Growth Separately
Bjarte Espedal and Ke Tian
Massachusetts Institute of Technology (MIT) - Massachusetts Institute of Technology, Sloan School of Management, Students and Massachusetts Institute of Technology (MIT) - Massachusetts Institute of Technology, Sloan School of Management, Students
Date Posted: February 03, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Flogarch: Realizing Long Memory and Asymmetries in Returns Volatility
Harry Vander Elst
Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management
Date Posted: February 02, 2015
Working Paper Series
48 downloads

Incl. Electronic Paper Gold and Silver Prices, Long-Run and Short-Run Association
Arev Hambardzumyan
Independent
Date Posted: January 31, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Modeling Time Series with Both Permanent and Transient Components Using the Partially Autoregressive Model
Matthew Clegg
Independent
Date Posted: January 30, 2015
Working Paper Series
46 downloads

The Properties of Realized Correlation: Evidence from the French, German and Greek Equity Markets
The Quarterly Review of Economics and Finance, Vol. 50, pp. 273-290, 2010

Date Posted: January 29, 2015
Accepted Paper Series

Incl. Electronic Paper A New Class of Bivariate Threshold Cointegration Models
Biqing Cai , Jiti Gao and Dag Tjostheim
University of Bergen , Monash University - Department of Econometrics & Business Statistics and University of Bergen - Faculty of Mathematics and Natural Sciences
Date Posted: January 29, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper On-Line Learning and Forecast Combination in Unbalanced Panels
Econometric Reviews, Forthcoming
Kajal Lahiri , Huaming Peng and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics , State University of New York (SUNY) at Albany - Department of Economics and Towson University - Department of Economics
Date Posted: January 29, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Potential Output Variations and Inflation Dynamics after the Great Recession
Yu-Fan Huang and Sui Luo
Capital University of Economics and Business, ISEM and Capital University of Economics and Business
Date Posted: January 29, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Evidence of Stock Returns and Abnormal Trading Volume: A Quantile Regression Approach
Cathy W. S. Chen , Mike K. P. So and Thomas Chinan Chiang
Feng Chia University - Department of Statistics , Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management and Drexel University - Department of Finance
Date Posted: January 28, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper Stock Market Development and Economic Growth in India: An Empirical Analysis
Srinivasan P. and Karthigai P. (2014), Stock Market Development and Economic Growth in India: An Empirical Analysis, International Journal of Finance & Banking Studies, 5(3), 361-375.
P. Srinivasan and Karthigai Prakasam
Xavier Institute of Management & Entrepreneurship, Bangalore and Christ University, Bangalore
Date Posted: January 27, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Climatic Conditions and Productivity: An Impact Evaluation in Pre-Industrial England
Stéphane Auray , Aurélien Eyquem and Frédéric Jouneau-Sion
CREST-Ensai , University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE) and University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Date Posted: January 27, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Energy Consumption and GDP in Italy: Cointegration and Causality Analysis
Environment, Development and Sustainability, 17, 1, 137-153, ISSN: 1387-585X
Cosimo Magazzino
University of Rome III
Date Posted: January 26, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Microeconomic Models with Latent Variables: Applications of Measurement Error Models in Empirical Industrial Organization and Labor Economics
Yingyao Hu
Johns Hopkins University - Department of Economics
Date Posted: January 26, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Spillovers from the US to Stock Markets in Asia: A Quantile Regression Approach
Robert Maderitsch
University of Hohenheim - Faculty of Business, Economics and Social Sciences
Date Posted: January 25, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Navigating Beyond the Credit Triangle
Yuri A. Katz
S&P Capital IQ
Date Posted: January 24, 2015
Last Revised: February 17, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Spatio-Temporal Analysis of Romania's Rural Population Access to Sanitation Services in the Context of EU Accession
Mihai et al. - 12th International Multidisciplinary Scientific GeoConference, Conference Proceedings, vol 5, pp.787-792, ISSN 1314-2704 (DOI: 10.5593/sgem2012/s20.v5106)
Florin Constantin Mihai , Liviu Apostol , Andreea Lamasanu and Andreea Ghiurca
Alexandru Ioan Cuza University - Department of Geography , Alexandru Ioan Cuza University - Department of Geography , Alexandru Ioan Cuza University - Department of Geography and Alexandru Ioan Cuza University - Department of Geography
Date Posted: January 23, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Hipótesis De Fisher Y Cambio De Régimen En Colombia: 1990-2010 (Fisher Effect and Regimen Shift in Colombia: 1990-2010)
Finanzas y Política Económica, Facultad de Economía, Vol. 3 (2), pp. 27-40, 2011,
Madeleine Gil Ángel and Jacobo Alberto Campo Robledo
Universidad Catolica de Colombia and Universidad Catolica de Colombia
Date Posted: January 21, 2015
Accepted Paper Series
2 downloads


 

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