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SSRN eLibrary Statistics:

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Abstracts: 602,495
Full Text Papers: 500,441
Authors: 278,939
Papers Received in
  Last 12 months:
63,302

Paper Downloads:
To date: 85,310,528
Last 12 months: 10,899,744
Last 30 days: 1,111,731

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284,818
Total References: 9,075,753
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Total Citation
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6,036,513
Papers with
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  Footnotes:
94,530
Total Footnotes: 9,184,918


SSRN eLibrary Search Results
JEL Code: C5
1,508,581 Total downloads
Showing Papers 4,831 - 4,880 of 7,482
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Incl. Electronic Paper Medium-Term Forecasting of Euro-Area Macroeconomic Variables with DSGE and BVARX Models
Bank of Italy Occasional Paper No. 257
Lorenzo Burlon , Simone Emiliozzi , Alessandro Notarpietro and Massimiliano Pisani
Bank of Italy , Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: April 18, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Measuring & Managing Financial Risks with Improved Alternatives Beyond Value-at-Risk (VaR)
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 17, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper On the Stratonovich-Kalman-Bucy Filtering Algorithm Application for Accurate Characterization of Financial Time Series with Use of State-Space Model by Central Banks
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: April 15, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Real-Time Forecasting with a MIDAS VAR
BOFIT Discussion Paper No. 13/2015
Heiner Mikosch and Stefan Neuwirth
KOF Swiss Economic Institute and KOF Swiss Economic Institute
Date Posted: April 15, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation
CESifo Working Paper Series No. 5290
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Date Posted: April 14, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Forecasting Tail Risks
CESifo Working Paper Series No. 5286
Gianni De Nicolo and Marcella Lucchetta
International Monetary Fund and CESifo and University Ca' Foscari of Venice
Date Posted: April 14, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area
CEIS Working Paper No. 340
Tommaso Proietti , Martyna Marczak and Gian Luigi Mazzi Sr.
University of Rome II - Department of Economics and Finance , University of Hohenheim and Eurostat
Date Posted: April 14, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Determinants and Socioeconomic Impact of Remittances between Bangladesh and Italy: A Multivariate Analysis of Religion of Rural Households
International Research Journal of Business and Social Science
Kazi Abdul Mannan and L. J.
Southern Cross University, Australia and UCSI University - Faculty of Business & Information Science
Date Posted: April 14, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Speeding Up MCMC by Efficient Data Subsampling
Riksbank Research Paper Series No. 121, Sveriges Riksbank Working Paper Series No. 297
Matias Quiroz , Mattias Villani and Robert Kohn
Sveriges Riksbank - Research Division , Linkoping University and University of New South Wales - School of Economics and School of Banking and Finance
Date Posted: April 14, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper A Global Projection Model for Euro Area Large Economies
IMF Working Paper No. 15/50
Zoltan Jakab , Pavel Lukyantsau and Shengzu Wang
International Monetary Fund , International Monetary Fund (IMF) and International Monetary Fund (IMF) - Asia and Pacific Department
Date Posted: April 14, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Remittances and Macroeconomic Volatility in African Countries
IMF Working Paper No. 15/49
Ahmat Jidoud
International Monetary Fund (IMF)
Date Posted: April 14, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Lessons for Forecasting Unemployment in the United States: Use Flow Rates, Mind the Trend
FRB Atlanta Working Paper No. 2015-1
Brent H. Meyer and Murat Tasci
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Cleveland
Date Posted: April 13, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Evaluating Value-at-Risk Forecasts: A New Set of Multivariate Backtests
Dominik Wied , Gregor N. F. Weiss and Daniel Ziggel
TU Dortmund University , TU Dortmund University and Ruhr Universität Bochum
Date Posted: April 13, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Threshold Effect of Government Size on Economic Growth: Empirical Evidence from Japan and China
Su Dinh Thanh
University of Economics Ho Chi Minh City
Date Posted: April 11, 2015
Working Paper Series
11 downloads

What Determines the Yen Swap Spread?
International Review of Financial Analysis, Forthcoming
A. S. M. Sohel Azad , Jonathan A. Batten and Victor Fang
Deakin University , Monash University - Department of Accounting and Finance and Deakin University
Date Posted: April 11, 2015
Accepted Paper Series

Incl. Electronic Paper Monetary Policy with Diverse Private Expectations
CESifo Working Paper Series No. 5252
Mordecai Kurz , Maurizio Motolese , Giulia Piccillo and Howei Wu
National Bureau of Economic Research (NBER) , Catholic University of Milan , Utrecht University - Utrecht University School of Economics and Shanghai University of Finance and Economics
Date Posted: April 09, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Earning Surprise and Implied Volatility: Could New Information Increase Uncertainty?
Cai Zhu
Hong Kong University of Science & Technology - School of Business and Management
Date Posted: April 09, 2015
Last Revised: April 15, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Knight Reconsidered: 'Future of Finance Beyond Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World
Princeton Quant Trading Conference 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 08, 2015
Last Revised: April 15, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Identification and Estimation of Incomplete Information Games with Multiple Equilibria
Ruli Xiao
Indiana University
Date Posted: April 08, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Business Tendency Surveys and Macroeconomic Fluctuations
KOF Working Paper No. 378
Daniel Kaufmann and Rolf Scheufele
KOF Swiss Economic Institute and Halle Institute for Economic Research
Date Posted: April 08, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Exports and Domestic Demand Pressure: A Dynamic Panel Data Model for the Euro Area Countries
ECB Working Paper No. 1777
Elena Bobeica , Paulo Soares Esteves , Antonio Rua and Karsten Staehr
European Central Bank (ECB) , Bank of Portugal - Economic Research Department , Bank of Portugal - Economic Research Department and Tallinn University of Technology (TUT) - Department of Finance and Economics
Date Posted: April 07, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Exchange Rate Exposure of Chinese Firms at the Industry and Firm Level
Review of Development Economics, Forthcoming
Bo Tang
University of Sheffield - Department of Economics
Date Posted: April 07, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Utilizing Topographic Finance to Understand Volatility
Paul E. Cottrell and Francesco Ungolo
Independent and Independent
Date Posted: April 07, 2015
Working Paper Series
107 downloads

Incl. Electronic Paper Forecasting the Real Prices of Crude Oil: A Dynamic Model Averaging Approach
Yudong Wang , Chongfeng Wu and Li Yang
Shanghai Jiao Tong University (SJTU) , Shanghai Jiao Tong University (SJTU) - Aetna School of Management and UNSW Australia Business School, School of Banking and Finance
Date Posted: April 06, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper An Improved Accrual Model Incorporating Conditional Conservatism
Fox School of Business Research Paper No. 15-055
Sudipta Basu and Dmitri Byzalov
Temple University - Department of Accounting and Temple University - Fox School of Business and Management
Date Posted: April 06, 2015
Last Revised: April 14, 2015
Working Paper Series
53 downloads

Incl. Electronic Paper Effectiveness of Linear Extrapolation in Model-Free Implied Moment Estimation
Geul Lee
UNSW Australia Business School, School of Banking and Finance
Date Posted: April 06, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Search Personalization Using Machine Learning
Hema Yoganarasimhan
Foster School of Business, University of Washington
Date Posted: April 06, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Oil Price Forecastability and Economic Uncertainty
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 298
Stelios D. Bekiros , Rangan Gupta and Alessia Paccagnini
European University Institute - Economics Department (ECO) , University of Pretoria - Department of Economics and University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: April 06, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Deflationary Shocks and De-Anchoring of Inflation Expectations
Bank of Italy Occasional Paper No. 252
Fabio Busetti , Giuseppe Ferrero , Andrea Gerali and Alberto Locarno
Bank of Italy , Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: April 05, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper The Response of Stock Market Volatility to Futures-Based Measures of Monetary Policy Shocks
FRB Atlanta Working Paper No. 2014-14
Nikolay Gospodinov and Ibrahim Jamali
Federal Reserve Bank of Atlanta and American University of Beirut
Date Posted: April 04, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper GDPNow: A Model for GDP 'Nowcasting'
FRB Atlanta Working Paper 2014-7
Patrick C. Higgins
Federal Reserve Bank of Cleveland
Date Posted: April 04, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Volatilidade Dos Índices De Ações Mid-Large Cap E Small Cap: Uma Investigação A Partir De Modelos ARIMA/GARCH (Volatility of Stock Index Mid-Large Cap and Small Cap: An Investigation from ARIMA/GARCH Models)
Israel J S Felipe Sr., Anderson Luiz Mol Sr. and Franklin Sr.
Universidade Federal de Ouro Preto (UFOP) , Tribunal de Contas do Estado do Rio Grande do Norte and UNIFACEX
Date Posted: April 04, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper The Dynamics of Value Across Global Equity Markets: The Risk Contagion
Jan Novotny and Mayank Gupta
City University London - Faculty of Finance and Cass Business School City University London
Date Posted: April 03, 2015
Last Revised: April 07, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Systemic Risk in Interbanking Networks
SIAM Journal on Financial Mathematics. Forthcoming
Lijun Bo and Agostino Capponi
Xidian University and Columbia University
Date Posted: April 03, 2015
Accepted Paper Series
17 downloads

Incl. Electronic Paper An Automatic Leading Indicator, Variable Reduction and Variable Selection Methods Using Small and Large Datasets: Forecasting the Industrial Production Growth for Euro Area Economies
ECB Working Paper No. 1773
Gonzalo Camba-Mendez , George Kapetanios , Fotis Papailias and Martin R. Weale
European Central Bank (ECB) , University of London - Queen Mary College - Department of Economics , quantf research and National Institute of Economic and Social Research (NIESR)
Date Posted: April 02, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper On the Tracking and Replication of Hedge Fund Optimal Investment Portfolio Strategies in Global Capital Markets in Presence of Nonlinearities, Applying Bayesian Filters: 1. Stratanovich – Kalman – Bucy Filters for Gaussian Linear Investment Returns Distribution and 2. Particle Filters for Non-Gaussian Non-Linear Investment Returns Distribution
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: April 02, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Housing Market Dynamics: Any News?
ECB Working Paper No. 1775
Sandra Gomes and Caterina Mendicino
Bank of Portugal and Bank of Portugal
Date Posted: April 02, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Firms in Input and Output Networks
Maria-Augusta Miceli
University of Rome "Sapienza"
Date Posted: April 02, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Real-Time Forecasting with a MIDAS VAR
KOF Working Paper No. 377
Heiner Mikosch and Stefan Neuwirth
KOF Swiss Economic Institute and KOF Swiss Economic Institute
Date Posted: April 02, 2015
Last Revised: April 05, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Determinants of Remittances in Rural Bangladesh: An Econometric Analysis of the Educational Attainments of the Household Members
Research Journal of Social Science & Management, RJSSM: Volume 4, Number 12, April 2015, CASE Research Paper
Kazi Abdul Mannan and Khandaker Mursheda Farhana
Southern Cross University, Australia and Migration Research, Development and Society of Bangladesh
Date Posted: April 02, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory. Online Appendix.
Riccardo Colacito , Eric Ghysels , Jinghan Meng and Wasin Siwasarit
University of North Carolina Kenan-Flagler Business School , University of North Carolina Kenan-Flagler Business School , Universitiy of Hong Kong and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: April 02, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Do Phillips Curves Conditionally Help to Forecast Inflation?
FRB of Philadelphia Working Paper No. 15-16
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: April 02, 2015
Working Paper Series
50 downloads

Regulation of Information & Communications Technology (ICT) Sector: An Empirical Analysis
James Alleman and Paul Rappoport
University of Colorado at Boulder - College of Engineering and Applied Science and Temple University - Department of Economics
Date Posted: April 01, 2015
Working Paper Series

Incl. Electronic Paper Identification and Estimation in First-Price Auctions with Risk-Averse Bidders and Selective Entry
Matthew L. Gentry , Tong Li and Jingfeng Lu
London School of Economics and Political Science - Department of Economics , Vanderbilt University and National University of Singapore (NUS) - Department of Economics
Date Posted: April 01, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Role of News in Commodity Markets
Svetlana Borovkova
Vrije Universiteit Amsterdam - Faculty of Economics and Business Administration
Date Posted: April 01, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper 통화정책 효과의 지역적 차이 (The Differential Regional Effects of Monetary Policy: The Korea Case)
Bank of Korea WP 2015-4
Ki-Ho Kim
Independent
Date Posted: March 31, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Carbon Price Formation: Choosing Factors and Developing EUA Price Model
Oleksandr Andriiko and Oleksandr Sushchenko
Kyiv National Economic University (KNEU) and Kyiv National Economic University
Date Posted: March 31, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Technical Analysis of Indian Financial Market with the Help of Technical Indicators
International Journal of Science and Research (IJSR), ISSN (Online): 2319-7064 Index Copernicus Value (2013): 6.14 | Impact Factor (2013): 4.438
Mohd Naved
Noida International University
Date Posted: March 31, 2015
Accepted Paper Series
400 downloads

Incl. Electronic Paper Measuring the Connectedness of the Global Economy
Melbourne Institute Working Paper No. 7/15
Matthew Greenwood-Nimmo , Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne , Melbourne Institute of Applied Economic and Social Research and University of York (UK) - Department of Economics and Related Studies
Date Posted: March 30, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Forecasting with Temporally Aggregated Demand Signals in a Retail Supply Chain
Jin, Yao, Williams, Brent, Tokar, Travis, and Matthew Waller, "Forecasting with Temporally Aggregated Demand Signals in a Retail Supply Chain," Journal of Business Logistics, Forthcoming.
Yao Jin , Brent D Williams , Tokar Travis and Matthew A Waller
Miami University of Ohio , University of Arkansas - Sam M. Walton College of Business , Texas Christian University and University of Arkansas - Sam M. Walton College of Business
Date Posted: March 30, 2015
Last Revised: March 31, 2015
Accepted Paper Series
12 downloads


 

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