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Full Text Papers: 569,689
Authors: 313,051
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Last 12 months: 12,878,777
Last 30 days: 920,118

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SSRN eLibrary Search Results
JEL Code: C5
1,768,153 Total downloads
Showing Papers 4,831 - 4,880 of 8,514
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1 2 3 4 ... 171 | Next >
   

Incl. Electronic Paper Leveraged ETF Options Implied Volatility Paradox: A Statistical Study
SFB 649 Discussion Paper 2016-004, Economic Risk, Berlin
Wolfgang K. Härdle , Sergey Nasekin and Zhiwu Hong
Humboldt University of Berlin - Institute for Statistics and Econometrics , Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE) and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: June 27, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Factorisable Sparse Tail Event Curves with Expectiles
SFB 649 Discussion Paper 2016-018, Economic Risk, Berlin
Wolfgang K. Härdle , Chen Huang and Shih-Kang Chao
Humboldt University of Berlin - Institute for Statistics and Econometrics , Humboldt-Universitat zu Berlin and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)
Date Posted: June 27, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Academic Ranking Scales in Economics: Prediction and Imputation
SFB 649 Discussion Paper 2016-020, Economic Risk, Berlin
Alona Zharova , Andrija Mihoci and Wolfgang K. Härdle
Humboldt-Universitat zu Berlin , C.A.S.E. and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: June 27, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Crix or Evaluating Blockchain Based Currencies
SFB 649 Discussion Paper 2016-021, Economic Risk, Berlin
Simon Trimborn and Wolfgang K. Härdle
Humboldt-Universitat zu Berlin and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: June 27, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper The New Hybrid Value at Risk Approach Based on the Extreme Value Theory
Estudios de Economia., Vol. 43, No. 1, 2016
Nikola Radivojevic , Milena Cvjetkovic and Saša Stepanov
Independent , University of Novi Sad - Faculty of Technical Sciences and Independent
Date Posted: June 27, 2016
Accepted Paper Series
2 downloads

Incl. Fee Electronic Paper Forecasting Macroeconomic Variables Under Model Instability
CEPR Discussion Paper No. DP11355
Davide Pettenuzzo and Allan G. Timmermann
Brandeis University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: June 27, 2016
Working Paper Series

Incl. Electronic Paper Spread, Volatility, and Volume Relationship in Financial Markets and Market Maker's Profit Optimization
Jack Sarkissian
Algostox Trading
Date Posted: June 26, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Measuring Spot Variance Spillovers When (Co)Variances are Time-Varying - the Case of Multivariate GARCH Models
Matthias R. Fengler and Helmut Herwartz
University of St. Gallen - School of Economics and Political Science and University of Kiel - Institute of Statistics and Econometrics
Date Posted: June 25, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Taking the One-Year Change from Another Angle
Michel M. Dacorogna , Alessandro Ferriero and David Krief
SCOR Switzerland , SCOR Global P&C SE Reinsurance (Zurich Branch) and Université Paris Diderot - Laboratoire de Probabilités et Modèles Aléatoires (LPMA)
Date Posted: June 25, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Electoral Laws, Political Institutions and Long-Run Development: Evidence from Latin America, 1800-2012
Rok Spruk
Universiteit Utrecht, Department of Economic and Social History
Date Posted: June 24, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Brexit or Bremain? Evidence from Bubble Analysis
Marco Bianchetti , Davide Emilio Galli , Camilla Ricci , Angelo Salvatori and Marco Scaringi
Intesa Sanpaolo - Financial and Market Risk Management , Dipartimento di Fisica, Università degli Studi di Milano , Intesa Sanpaolo-Financial and Market Risk Management , Dipartimento di Fisica, Università degli Studi di Milano and Dipartimento di Fisica, Università degli Studi di Milano
Date Posted: June 23, 2016
Working Paper Series
126 downloads

Incl. Electronic Paper Forecasting Economic Activity with Mixed Frequency Bayesian Vars
FRB of Chicago Working Paper No. WP-2016-5
Scott A. Brave , R. Andrew Butters and Alejandro Justiniano
Federal Reserve Bank of Chicago , Kelley School of Business, Indiana University and Federal Reserve Bank of Chicago
Date Posted: June 22, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Credit Risk Interconnectedness: What Does the Market Really Know?
Bundesbank Discussion Paper No. 09/2016
Puriya Abbassi , Christian T. Brownlees , Christina Hans and Natalia Podlich
Deutsche Bundesbank , Universitat Pompeu Fabra - Department of Economics and Business , Universitat Pompeu Fabra - Department of Economics and Business and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Heterogeneity in Euro-Area Monetary Policy Transmission: Results from a Large Multi-Country Bvar Model
Bundesbank Discussion Paper No. 03/2016
Martin Mandler , Michael Scharnagl and Ute B. Volz
University of Giessen - Department of Economics , Deutsche Bundesbank and affiliation not provided to SSRN
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper A Macroeconomic Reverse Stress Test
Bundesbank Discussion Paper No. 30/2015
Peter Grundke and Kamil Pliszka
University Osnabrück, Chair of Banking and Finance and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Updating the Option Implied Probability of Default Methodology
Bundesbank Discussion Paper No. 43/2014
Johannes Vilsmeier
Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Forecast-Error-Based Estimation of Forecast Uncertainty When the Horizon is Increased
Bundesbank Discussion Paper No. 40/2014
Malte Knüppel
Deutsche Bundesbank - Research Centre
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Midas and Bridge Equations
Bundesbank Discussion Paper No. 26/2014
Christian Schumacher
Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Inflation, Deflation, and Uncertainty: What Drives Euro Area Option-Implied Inflation Expectations and are They Still Anchored in the Sovereign Debt Crisis?
Bundesbank Discussion Paper No. 24/2014
Michael Scharnagl and Jelena Stapf
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Analyzing Business and Financial Cycles Using Multi-Level Factor Models
Bundesbank Discussion Paper No. 11/2014
Sandra Eickmeier and Jörg Breitung
Deutsche Bundesbank and University of Cologne
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Interest Rate Risk and the Swiss Solvency Test
Bundesbank Discussion Paper No. 41/2013
Armin Eder , Sebastian Keiler and Hannes Pichl
Helvetia Versicherungen , Deutsche Bundesbank and Helvetia Versicherungen
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Households' Disagreement on Inflation Expectations and Socioeconomic Media Exposure in Germany
Bundesbank Discussion Paper No. 27/2013
Jan-Oliver Menz and Philipp Poppitz
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Restructuring Counterparty Credit Risk
Bundesbank Discussion Paper No. 14/2013
Claudio Albanese , Damiano Brigo and Frank Oertel
Global Valuation , Imperial College London - Department of Mathematics and Deloitte, FSI Assurance - Quantitative Services & Valuation
Date Posted: June 21, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts
Bundesbank Discussion Paper No. 11/2013
Malte Knüppel and Guido Schultefrankenfeld
Deutsche Bundesbank - Research Centre and Economist
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Sovereign Default Swap Market Efficiency and Country Risk in the Eurozone
Bundesbank Discussion Paper No. 08/2013
Yalin Gündüz and Orcun Kaya
affiliation not provided to SSRN and Goethe University Frankfurt
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Identifying Time Variability in Stock and Interest Rate Dependence
Bundesbank Discussion Paper No. 24/2012
Michael Stein , Mevlud Islami and Jens Lindemann
University of Duisburg-Essen , Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Towards an Explanation of Cross-Country Asymmetries in Monetary Transmission
Bundesbank Discussion Paper No. 07/2012
Georgios Georgiadis
European Central Bank
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Selected Research Methods
Paul E. Cottrell
Independent
Date Posted: June 21, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper On the Evaluation of Probability Forecasts: An Application to Qualitative Choice Models
Forthcoming at the 2016 Agricultural & Applied Economics Association Annual Meeting, Boston, Massachusetts, July 31-August 2
Senarath Dharmasena , David Bessler and Oral Capps Jr.
Texas A&M University - Department of Agricultural Economics , Texas A&M University, College Station - Department of Agricultural Economics and Texas A&M University - Department of Agricultural Economics
Date Posted: June 20, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?
Energy Policy, Forthcoming

Date Posted: June 20, 2016
Accepted Paper Series
23 downloads

Incl. Fee Electronic Paper A Structural Model of Electoral Accountability
CEPR Discussion Paper No. DP11331
S. Borağan Aruoba , Allan Drazen and Razvan Vlaicu
University of Maryland - Department of Economics , University of Maryland - Department of Economics and Inter-American Development Bank (IDB)
Date Posted: June 20, 2016
Working Paper Series

Incl. Electronic Paper Big Data is a Big Deal But How Much Data Do We Need?
IZA Discussion Paper No. 9988
Nikos Askitas
Institute for the Study of Labor (IZA)
Date Posted: June 20, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy Svars
FEDS Working Paper No. 2016-049
Dario Caldara and Edward Herbst
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Date Posted: June 20, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Partial Independence in Nonseparable Models
Matthew A. Masten and Alexandre Poirier
Duke University - Department of Economics and University of Iowa - Department of Economics
Date Posted: June 20, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?
DIW Berlin Discussion Paper No. 1588
Guglielmo Maria Caporale , Nazif Catik , Mohamad Husam Helmi , Faek Menla Ali and Coskun Akdeniz
Brunel University - Centre for Empirical Finance , Ege University Department of Economics , Brunel University London , Brunel University - Economics and Finance Department and Ege University - Department of Economics
Date Posted: June 19, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper An Evaluation of the nFTK. Technical Appendix
Lei Shu , Bertrand Melenberg and J. M. Schumacher
Tilburg University, Students , Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
Date Posted: June 18, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Pricing VIX Options with Multifactor Stochastic Volatility
Pascal Marco Caversaccio
University of Zurich - Department of Banking and Finance
Date Posted: June 15, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach
Matteo Bonato , Riza Demirer , Rangan Gupta and Christian Pierdzioch
Southern Illinois University Edwardsville - Department of Economics & Finance , University of Pretoria - Department of Economics and University of the German Federal Armed Forces - Department of Economics
Date Posted: June 15, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Predicting RMB Exchange Rate Out-Of-Sample: Can Offshore Markets Beat Random Walk?
Sichong Chen and Qiyuan Xu
School of Finance, Zhongnan University of Economics and Law and Chinese Academy of Social Sciences (CASS) - Institute of World Economics & Politics
Date Posted: June 15, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Real-Time State-Space Method for Computing Smoothed Estimates for Future Revisions of U.S. Monthly Chained CPI
CESifo Working Paper Series No. 5897
Peter A. Zadrozny
U.S. Bureau of Labor Statistics - Department of Labor
Date Posted: June 15, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Rig Rates and Drilling Speed: Reinforcing Effects
CESifo Working Paper Series No. 5895
Petter Osmundsen and Kristin Helen Roll
University of Stavanger and University of Stavanger
Date Posted: June 15, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Does the Listing Price Matter? Theory and Evidence from a Natural Experiment in Real Estate.
Anders Eskil Österling
Stockholm University
Date Posted: June 14, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Forecasting Inflation with Online Prices
Diego Aparicio and Manuel I. Bertolotto
Universidad de San Andrés
Date Posted: June 14, 2016
Last Revised: June 22, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Everything You Always Wanted to Know About Bitcoin Modelling But Were Afraid to Ask
Applied Econometrics, Forthcoming
Erik Nigmatullin , Vera Sukhanovskaya and Sergey Ivliev
Bocconi University , Perm State University and Perm State University
Date Posted: June 14, 2016
Accepted Paper Series
89 downloads

Incl. Electronic Paper Research Methods in Quantitative Finance
Paul E. Cottrell
Independent
Date Posted: June 14, 2016
Working Paper Series
92 downloads

Asymmetric Networks of Global Volatility Spillovers
First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015
Zihui Yang and Yinggang Zhou
Sun Yat Sen University - Lingnan College and Xiamen University - Department of Finance
Date Posted: June 14, 2016
Working Paper Series

Incl. Electronic Paper Fractional Black-Scholes Option Pricing, Volatility Calibration and Implied Hurst Exponents
Emlyn James Flint and Eben Mare
Peregrine Securities and Independent
Date Posted: June 13, 2016
Working Paper Series
36 downloads

Incl. Electronic Paper Professor Schneider's Shadow Economy: What Do We Really Know? A Rejoinder
Forthcoming in the Journal of Tax Administration, (2016 Vol. 2 No.2).
Edgar L. Feige

Date Posted: June 13, 2016
Accepted Paper Series
2 downloads

Incl. Electronic Paper Realised Variance Forecasting Under Box-Cox Transformations
Nicholas Taylor
University of Bristol - School of Economics, Finance and Management
Date Posted: June 13, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper Joint Prediction Bands for Macroeconomic Risk Management
Norges Bank Working Paper 07/2016
Q. Farooq Akram , Andrew Binning and Junior Maih
Norges Bank - Research Department , Norges Bank and Norges Bank
Date Posted: June 12, 2016
Accepted Paper Series
12 downloads


 

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