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Full Text Papers: 520,462
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SSRN eLibrary Search Results
JEL Code: C5
1,584,085 Total downloads
Showing Papers 481 - 530 of 7,793
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Incl. Electronic Paper Econometric Estimation of Capital-Labor Substitution Elasticities for Ukrainian CGE Model
Maksym Chepeliev
National Academy of Sciences of Ukraine - Institute for Economics and Forecasting
Date Posted: September 02, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Mixing SABR Models for Negative Rates
Alexandre Antonov , Michael Konikov and Michael Spector
Numerix , Numerix and Numerix
Date Posted: September 02, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Linear Programming-Based Estimators in Nonnegative Autoregression
Journal of Banking and Finance, Forthcoming
Daniel P. A. Preve
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: September 01, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting
Econometrics, 3(3), pp. 610-632
Stanislav Anatolyev and Stanislav Khrapov
New Economic School and New Economic School (NES)
Date Posted: September 01, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Effect of Exogenous Oil Supply Shocks on Major ASEAN Countries
Ranjbar, A., & Pahlevan Sharif, S. (2014) The Effect of Exogenous Oil Supply Shocks on Major ASEAN Countries. Taylor’s Business Review, 4(1): 1–11.,
Amir Ranjbar and Saeed Pahlevan Sharif
University of Malaya (UM) - Faculty of Business & Accountancy and Taylor's Business School
Date Posted: August 31, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Financial Factors: Implications for Output Gaps
IMF Working Paper No. 15/153
Pau Rabanal and Marzie Taheri Sanjani
International Monetary Fund and International Monetary Fund (IMF)
Date Posted: August 31, 2015
Working Paper Series

Incl. Electronic Paper A Reduced-Form Model for Level-1 Limit Order Books
Tzu-Wei Yang and Lingjiong Zhu
University of Minnesota - Twin Cities - School of Mathematics and University of Minnesota
Date Posted: August 31, 2015
Last Revised: September 01, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Digital Options Under Asymmetric Lévy Processes
José Fajardo
Getulio Vargas Foundation
Date Posted: August 29, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets
Journal of Futures Markets, Forthcoming
Marcel Prokopczuk , Lazaros Symeonidis and Chardin Wese Simen
Leibniz University of Hannover - Faculty of Economics and Management , University of East Anglia (UEA) - Norwich Business School and University of Liverpool
Date Posted: August 28, 2015
Last Revised: August 31, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper The Impact of Covariance Misspecification in Risk-Based Portfolios
David Ardia , Guido Bolliger , Kris Boudt and Jean-Philippe Gagnon
Laval University - Département de Finance et Assurance , University of Neuchatel - Institut de l'Entreprise , Free University of Brussels (VUB) and Laval University - Département de Finance et Assurance
Date Posted: August 28, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Fama and French Factors and Their Regression Tendencies: Improving the Accuracy of Risk Assessments
Tim Drost
Duisenberg School of Finance
Date Posted: August 27, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper A Nonlinear New Keynesian Philips Curve: The Rotemberg vs Calvo Pricing
Sergey Ivashchenko
St. Petersburg Institute for Economics and Mathematics (Russian Academy of Sciences)
Date Posted: August 27, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption
ECB Working Paper No. 1843
Bruno Albuquerque and Georgi Krustev
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: August 26, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper The Accuracy of Forecasts Prepared for the Federal Open Market Committee
FEDS Working Paper No. 2015-062
Andrew C Chang and Tyler Hanson
Federal Reserve Board and Hopper
Date Posted: August 25, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Funding Translational Medicine via Public Markets: The Business Development Company
Sandra M Forman , Andrew W. Lo , Monica J. Shilling and Grace Sweeney
Proskauer Rose LLP , Massachusetts Institute of Technology (MIT) - Sloan School of Management , Proskauer Rose and Magyar & Bogle
Date Posted: August 25, 2015
Working Paper Series
10 downloads

Price Jump Risk in the US Housing Market
Journal of Real Estate Finance and Economics, 2015 Forthcoming
Robert I. Webb , Jian Yang and Jin Zhang
University of Virginia (UVA) - McIntire School of Commerce , University of Colorado at Denver - Business School and Independent
Date Posted: August 24, 2015
Accepted Paper Series

Incl. Electronic Paper Understanding Systematic Risk: A High-Frequency Approach
Markus Pelger
Stanford University - Management Science & Engineering
Date Posted: August 24, 2015
Last Revised: August 25, 2015
Working Paper Series
37 downloads

Incl. Electronic Paper Value at Risk Models with Long Memory Features and Their Economic Performance
Evangelia Mitrodima and Jaideep S. Oberoi
London School of Economics & Political Science (LSE) - Department of Statistics and University of Kent, Canterbury - School of Mathematics, Statistics and Actuarial Science
Date Posted: August 24, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper The Macroeconomic Effects of Uncertainty Shocks: The Role of the Financial Channel
Aaron W Popp and Fang Zhang
California State University, Fullerton - Department of Economics and California State University, Fullerton - Department of Economics
Date Posted: August 24, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Do Macroeconomic Variables Affect Stock Returns in BRICS Markets? An ARDL Approach
Journal of Commerce & Accounting Research, Volume 4, Issue 2, April 2015
Vanita Tripathi and Arnav Kumar
University of Delhi India - Delhi School of Economics - Department of Commerce and University of Delhi - Delhi School of Economics - Department of Commerce
Date Posted: August 23, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Cryptocurrency Value Formation: An Empirical Analysis Leading to a Cost of Production Model for Valuing Bitcoin.
Adam Hayes
The New School - Department of Economics
Date Posted: August 22, 2015
Last Revised: August 24, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Forecasting the Term Structure of Interest Rates Near the Zero Bound - A New Era?
Stefan Trueck and Dennis Wellmann
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies and Macquarie University
Date Posted: August 21, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Conditional Heteroskedasticity in Long Memory Model 'FIMACH' for Return Volatilities in BRICS Equity Markets
Sabur Mollah and AMM Shahiduzzaman Quoreshi
Stockholm Business School and Blekinge Tekniska Högskola
Date Posted: August 20, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Principal Component Analysis of High Frequency Data
Chicago Booth Research Paper No. 15-39
Yacine Ait-Sahalia and Dacheng Xiu
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Date Posted: August 19, 2015
Last Revised: August 29, 2015
Working Paper Series
139 downloads

Incl. Electronic Paper Influenţa Preţului Petrolului Asupra Acţiunilor Listate La Bursa De Valori Bucureşti (The Influence of the Oil Price on Stocks Listed at the Bucharest Stock Exchange)
Impactul transformărilor socio-economice și tehnologice la nivel national, european si mondial; Nr.3/2015, Vol.3,
Madalina Oana Popescu
Romanian Academy - Institute for World Economy
Date Posted: August 19, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Designating Market Maker Behaviour in Limit Order Book Markets
Efstathios Panayi , Gareth William Peters , Jon Danielsson and Jean-Pierre Zigrand
University College London - Financial Computing and Analytics Group, Department of Computer Science , University College London - Department of Statistical Science , London School of Economics - Systemic Risk Centre and London School of Economics - Department of Finance and Financial Markets Group
Date Posted: August 19, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper The Effects of a Federal Tax Reform on the US Timber Sector
Resources for the Future Discussion Paper 15-37
Roger A. Sedjo and Brent Sohngen
Resources for the Future and Ohio State University (OSU) - Agricultural, Environmental & Development Economics
Date Posted: August 19, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Do Phillips Curves Conditionally Help to Forecast Inflation?
FRB of Philadelphia Working Paper No. FEDPWP15-16
Michael Dotsey , Shigeru Fujita and Tom Stark
Federal Reserve Bank of Philadelphia , Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Date Posted: August 19, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Short Term Inflation Forecasting: The M.E.T.A. Approach
Bank of Italy Temi di Discussione (Working Paper) No. 1016
Giacomo Sbrana , Andrea Silvestrini and Fabrizio Venditti
Neoma Business School , Bank of Italy and Bank of Italy
Date Posted: August 19, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper How Frequently Should We Re-Estimate DSGE Models?
Marcin Kolasa and Michał Rubaszek
National Bank of Poland and National Bank of Poland
Date Posted: August 19, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Identification of First-Price Auctions with Biased Beliefs
FEDS Working Paper No. 2015-056
Serafin Grundl and Yu Zhu
Board of Governors of the Federal Reserve System and University of Leicester - Department of Economics
Date Posted: August 19, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Every Cloud Has a Silver Lining. The Sovereign Crisis and Italian Potential Output
Bank of Italy Temi di Discussione (Working Paper) No. 1010
Andrea Gerali , Alberto Locarno , Alessandro Notarpietro and Massimiliano Pisani
Bank of Italy - Research Department , Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: August 19, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper The Equity Risk Premium: A Review of Models
FRB of New York Working Paper No. FEDNSR714
Fernando Duarte and Carlo Rosa
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: August 18, 2015
Working Paper Series
58 downloads

Incl. Fee Electronic Paper Comparing Indirect Inference and Likelihood Testing: Asymptotic and Small Sample Results
CEPR Discussion Paper No. DP10765
David Meenagh , Patrick Minford , Michael R. Wickens and Yongdeng Xu
Cardiff University Business School , Cardiff University Business School , University of Cardiff; Centre for Economic Policy Research (CEPR) and Cardiff University - Cardiff Business School - Economics Section
Date Posted: August 18, 2015
Working Paper Series

Incl. Fee Electronic Paper Testing Macro Models by Indirect Inference: A Survey for Users
CEPR Discussion Paper No. DP10766
Vo Phuong Mai Le , David Meenagh , Patrick Minford , Michael R. Wickens and Yongdeng Xu
Cardiff University - Cardiff Business School , Cardiff University Business School , Cardiff University Business School , University of Cardiff; Centre for Economic Policy Research (CEPR) and Cardiff University - Cardiff Business School - Economics Section
Date Posted: August 18, 2015
Working Paper Series

Incl. Electronic Paper Forecasting
Encyclopedia of Operations Research and Management Science, Forthcoming
Andreas Graefe , Kesten C. Green and J. Scott Armstrong
Ludwig Maximilians University of Munich - Department of Communication Science and Media Research , University of South Australia - UniSA Business School and University of Pennsylvania - Marketing Department
Date Posted: August 18, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Forecasting Principles
M. Lovric, International Encyclopedia on Statistical Science (2010)
Kesten C. Green , Andreas Graefe and J. Scott Armstrong
University of South Australia - UniSA Business School , Ludwig Maximilians University of Munich - Department of Communication Science and Media Research and University of Pennsylvania - Marketing Department
Date Posted: August 18, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Supplementary Material for 'The Tradability Premium on the S&P 500 Index'
Peng Xu , Christian Gourieroux and Joann Jasiak
ESSEC Business School , University of Toronto - Department of Economics and York University - Department of Economics
Date Posted: August 18, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Stock Price Informativeness and Output Growth: Some Evidence from Emerging Economies
Fang Chin Cheng and Ferdinand A. Gul
University of New South Wales and Monash University
Date Posted: August 17, 2015
Last Revised: August 26, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper A New Monthly Indicator of Global Real Economic Activity
FRB of Dallas Working Paper No. FEDDGW244
Francesco Ravazzolo and Joaquin L. Vespignani
Norges Bank and University of Tasmania - School of Economics and Finance
Date Posted: August 17, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Market Beliefs About the UK Monetary Policy Lift-Off Horizon: A No-Arbitrage Shadow Rate Term Structure Model Approach
Bank of England Working Paper No. 541
Martin M. Andreasen and Andrew Meldrum
University of Aarhus and Independent
Date Posted: August 16, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Golden Rule of Forecasting Rearticulated: Forecast Unto Others as You Would Have Them Forecast Unto You
Kesten C. Green , J. Scott Armstrong and Andreas Graefe
University of South Australia - UniSA Business School , University of Pennsylvania - Marketing Department and Ludwig Maximilians University of Munich - Department of Communication Science and Media Research
Date Posted: August 15, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Simple Versus Complex Forecasting: The Evidence
Kesten C. Green and J. Scott Armstrong
University of South Australia - UniSA Business School and University of Pennsylvania - Marketing Department
Date Posted: August 15, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version
PIER Working Paper No. 15-027
Francis DiTraglia
University of Pennsylania
Date Posted: August 14, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Nonlinear Decision Weights or Skewness Preference? A Model Competition
Leonidas Spiliopoulos and Ralph Hertwig
Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Human Development and Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Human Development
Date Posted: August 13, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Forecasts from Reduced-Form Models Under the Zero-Lower-Bound Constraint
FRB of Cleveland Working Paper No. FEDCWP1512
Mehmet Pasaogullari
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: August 13, 2015
Working Paper Series

Incl. Electronic Paper Lessons for Forecasting Unemployment in the U.S.: Use Flow Rates, Mind the Trend
FRB of Cleveland Working Paper No. FEDCWP1502
Brent Meyer and Murat Tasci
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Cleveland
Date Posted: August 13, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Clustering Huge Number of Financial Time Series: A Panel Data Approach with High-Dimensional Predictors and Factor Structures
Tomohiro Ando and Jushan Bai
Melbourne Business School and Columbia University
Date Posted: August 13, 2015
Last Revised: August 16, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper What Broke First? Characterizing Sources of Structural Change Prior to the Great Recession
Riksbank Research Paper Series No. 125, Sveriges Riksbank Working Paper Series No. 301
Isaiah Hull
Sveriges Riksbank
Date Posted: August 13, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Bayesian Model Comparison for Time-Varying Parameter VARs with Stochastic Volatility
CAMA Working Paper No. 32/2015
Joshua C. C. Chan and Eric Eisenstat
Australian National University (ANU) and University of Bucharest
Date Posted: August 12, 2015
Last Revised: August 14, 2015
Working Paper Series
6 downloads


 

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