Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 557,072
Full Text Papers: 459,876
Authors: 258,622
Papers Received in
  Last 12 months:
64,022

Paper Downloads:
To date: 77,424,413
Last 12 months: 9,695,516
Last 30 days: 665,628

CiteReader:  What's this?
Papers with
  Resolved
  References:
260,713
Total References: 9,009,750
Papers with Cites: 241,990
Total Citation
  Links:
5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,142,891


SSRN eLibrary Search Results
JEL Code: C5
1,365,715 Total downloads
Showing Papers 4,851 - 4,900 of 6,865
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Forecasting House Prices in the 50 States Using Dynamic Model Averaging and Dynamic Model Selection
International Journal of Forecasting, Forthcoming
Lasse Bork and Stig Vinther Møller
Aalborg University - Department of Business and Management and University of Aarhus - CREATES
Date Posted: July 29, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Evaluating Forecasts of a Vector of Variables: A German Forecasting Competition
Crawford School Research Paper No. 55/2014
Hans Christian Mueller , Tara M. Sinclair and H.O. Stekler
Independent , George Washington University - Department of Economics and George Washington University - Department of Economics
Date Posted: July 29, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Quest for Financial Stability in the Euro Area: The Role of Government Interventions
Renatas Kizys , Nikos Paltalidis and Konstantinos P. Vergos
Portsmouth Business School , Portsmouth Business School and University of Portsmouth
Date Posted: July 27, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Dynamical Signatures of Collective Quality Grading in a Social Activity: Attendance to Motion Pictures
Swiss Finance Institute Research Paper No. 14-45
Juan Valentin Escobar and Didier Sornette
Physics Dept. Universidad Autonoma Metropolitana-Iztapalapa and Swiss Finance Institute
Date Posted: July 26, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Score Driven Exponentially Weighted Moving Average and Value-at-Risk Forecasting
Tinbergen Institute Discussion Paper No. 14-092/IV/DSF77
Andre Lucas
VU University Amsterdam - Faculty of Economics and Business
Date Posted: July 26, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Regression-Based Monte Carlo Methods for Stochastic Control Models: Variable Annuities with Lifelong Guarantees
Yao Tung Huang and Yue Kuen Kwok
Hong Kong University of Science and Technology, Department of Mathematics and Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: July 26, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement
MIT Sloan Research Paper No. 5110-14
William B. Kinlaw , Mark Kritzman and David Turkington
State Street Global Exchange , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: July 26, 2014
Working Paper Series
8 downloads

Incl. Fee Electronic Paper The Dynamic Relations between Market Returns and Two Types of Risk with Business Cycles
Financial Review, Vol. 49, Issue 3, pp. 593-618, 2014
Xiaoquan Jiang and Bong‐Soo Lee
Florida International University (FIU) - Department of Finance and Florida State University
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Electronic Paper Does the Probability of Informed Trading Model Fit Empirical Data?
Quan Gan , Wang Chun Wei and David James Johnstone
University of Sydney - Discipline of Finance , AustralianSuper and University of Sydney - Discipline of Finance
Date Posted: July 26, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper A Bayesian Midas Approach to Modeling First and Second Moment Dynamics
Davide Pettenuzzo , Allan G. Timmermann and Rossen I. Valkanov
Brandeis University - Department of Economics , University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: July 26, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Electricity Futures Prices: Time Varying Sensitivity to Fundamentals
IEB Working Paper N. 2014/21
Stein-Erik Fleten , Ronald Huisman , Mehtap Kilic , Enrico Pennings and Sjur Westgaard
Norwegian University of Science and Technology (NTNU) , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Date Posted: July 25, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Construction of Value-at-Risk Forecasts Under Different Distributional Assumptions within a BEKK Framework
Manuela Braione and Nicolas K. Scholtes
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Date Posted: July 24, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Interpreting Financial Market Crashes as Earthquakes: A New Early Warning System for Medium Term Crashes
Tinbergen Institute Discussion Paper 14-067/III
Francine Gresnigt , Erik Kole and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: July 24, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Tests of Policy Ineffectiveness in Macroeconometrics
CESifo Working Paper Series No. 4871
M. Hashem Hashem Pesaran and Ron Smith
University of Southern California and Birkbeck College
Date Posted: July 23, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Empirical Evidence in Solow's Growth Model
Rafael Serrano Quintero
University of Seville - Department Economia Aplicada I
Date Posted: July 22, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper How Good Can Heuristic-Based Forecasts Be? A Comparative Performance of Econometric and Heuristic Models for UK and US Asset Returns
Massimo Guidolin and Alexei G. Orlov
Bocconi University - Department of Finance and Radford University - Department of Economics
Date Posted: July 22, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Panic Indicator for Measurements of Pessimistic Sentiments from Business News
International Business Research; Vol. 7, No. 5; 2014
Rodion Remorov
Independent
Date Posted: July 22, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities
Tinbergen Institute Discussion Paper 14-090/III
Anne Opschoor , Dick J. C. van Dijk and Michel van der Wel
VU University Amsterdam , Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam
Date Posted: July 22, 2014
Last Revised: July 23, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Feasibility Investigation of a Unified Trend-Stationarity Constrained-Autoregressive Test
Shlomo Zilca
Tel Aviv University, Faculty of Management
Date Posted: July 22, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Long Memory and Regime Switching in the Second Moment: A Simulation Study
Yanlin Shi and Kin-Yip Ho
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics
Date Posted: July 21, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Estimation of the Hurst Exponent by Randomizing Portfolio Coefficients
Aram Gushchyan
Russian Academy of National Economy and Public Administration under the President of the Russian Federation
Date Posted: July 21, 2014
Working Paper Series
36 downloads

Incl. Electronic Paper Stochastic Seasonality, Contemporaneous Inference, and Forecasting in the Presence of Extreme Weather
Jerry Nickelsburg and Wei-Choun Yu
UCLA Anderson Forecast and Winona State University
Date Posted: July 21, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper ‘Spirituality-Biodiversity’ versus ‘Indifference-Engagement’. Heritage, Contemporary Challenge, Perspective Qvo Vadis Homine_2050_? Creative Partnership
International Journal of Sociology Study Volume 2 Issue 1, March 2014
Nicolae Bulz
Victoria University of Technology - Center for Strategic Economic Studies (CSES)
Date Posted: July 21, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper ICT and Non-ICT Investments: Short and Long Run Macro Dynamics
Quaderni - Working Paper DSE N° 956,
Fabio Bacchini , Maria Elena Bontempi , Roberto Golinelli and Cecilia Jona Lasinio
Italian Statistical Institute , University of Bologna - Department of Economics , University of Bologna - Department of Economics and Italian Statistical Institute
Date Posted: July 18, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs
Tinbergen Institute Discussion Paper 14-089/I
Matthias Weber , Martin Schumacher and Harald Binder
University of Amsterdam - Center for Research in Experimental Economics and Political Decision-Making (CREED) , University Medical Center Freiburg and University Medical Center Johannes Gutenberg University
Date Posted: July 16, 2014
Last Revised: July 18, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Global Diversification Benefits: Empirical Evidence from Frontier Emerging Markets
Mayank Gupta
Cass Business School City University London
Date Posted: July 15, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects
Ines Chaieb , Vihang R. Errunza and Rajna Gibson
University of Geneva and Swiss Finance Institute , McGill University - Desautels Faculty of Management and University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: July 15, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland
Swiss Finance Institute Research Paper No. 14-44
Diego Ardila , Dorsa Sanadgol , Peter Cauwels and Didier Sornette
ETH Zurich , ETH Zurich , ETH Zürich and Swiss Finance Institute
Date Posted: July 12, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
CAMA Working Paper No. 51/2014
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: July 12, 2014
Last Revised: July 21, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates
William D. Larson
Government of the United States of America - Bureau of Economic Analysis (BEA)
Date Posted: July 12, 2014
Working Paper Series
6 downloads

Structural Breaks in Volatility Spillovers between International Financial Markets: Contagion or Mere Interdependence?
Journal of Banking and Finance, Forthcoming
Robert Maderitsch and Robert Jung
University of Hohenheim - Faculty of Business, Economics and Social Sciences and University of Hohenheim - Institute of Economics
Date Posted: July 12, 2014
Accepted Paper Series

Incl. Electronic Paper FVA, The Fake Debate: Why Are They Still Debating?
Christian Kamtchueng
Barclays Capital
Date Posted: July 11, 2014
Last Revised: July 15, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Wide Volatility Spillover Networks
Yoel Furman
University of Oxford - Oxford-Man Institute of Quantitative Finance
Date Posted: July 11, 2014
Last Revised: July 18, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Forecasting Chinese GDP Growth with Mixed Frequency Data: Which Indicators to Look at?
KOF Working Paper No. 359
Heiner Mikosch and Ying Zhang
KOF Swiss Economic Institute and Partners Group
Date Posted: July 11, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences
ECB Working Paper No. 1688
Lucia Alessi , Eric Ghysels , Luca Onorante , Richard W. Peach and Simon Potter
European Central Bank (ECB) , University of North Carolina Kenan-Flagler Business School , European Central Bank (ECB) , Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: July 11, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Structural Labor Supply Models and Wage Exogeneity
ZEW - Centre for European Economic Research Discussion Paper No. 14-040
Max Loeffler , Andreas Peichl and Sebastian Siegloch
Centre for European Economic Research (ZEW) , Centre for European Economic Research (ZEW) and Institute for the Study of Labor (IZA)
Date Posted: July 10, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Corporate Governance: Behavioral Approach and Cognitive Mapping Technique
Contemporary Economics, Vol. 8, No. 2, pp. 229-242, 2014
Garoui Nassreddine and Jarboui Anis
Independent and University of Sfax - Faculty of Economics and Management (FSEGS)
Date Posted: July 10, 2014
Accepted Paper Series
10 downloads

Incl. Electronic Paper Financial Services to the Unbanked: The Case of the Mzansi Intervention in South Africa
Contemporary Economics, Vol. 8, No. 2, pp. 191-206, 2014
Philip Kostov , Thankom Gopinath Arun and Samuel Kobina Annim
University of Central Lancashire , University of Central Lancashire and University of Central Lancashire - Lancashire Business School
Date Posted: July 10, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Liquidity Premium and Return Predictability in U.S. Inflation-Linked Bonds Market
Karoll Gomez
Toulouse School of Economics
Date Posted: July 09, 2014
Last Revised: July 10, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Public Information Arrival and Stock Return Volatility: Evidence from News Sentiment and Markov Regime-Switching Approach
Yanlin Shi , Kin-Yip Ho and Wai-Man (Raymond) Liu
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics , The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and School of Finance, Actuarial Studies & Applied Statistics, Australian National University
Date Posted: July 08, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Modelling High-Frequency Volatility with Three-State FIGARCH Models
Yanlin Shi and Kin-Yip Ho
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics
Date Posted: July 08, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Can We Distinguish Regime Switching from Long Memory? A Simulation Evidence
Yanlin Shi
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics
Date Posted: July 08, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Selected Macroeconomic Variables and Stock Market Movements: Empirical Evidence from Thailand
Contemporary Economics, Vol. 8, No. 2; Pages 154-174, 2014
Joseph Ato Forson and Jakkaphong Janrattanagul
National Institute of Development Administration (NIDA), Graduate School of Public Administration and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: July 07, 2014
Accepted Paper Series
7 downloads

Are There Rational Bubbles in Reits? New Evidence from a Complex Systems Approach
Journal of Real Estate Finance and Economics, Vol. 49, No. 2, 2014
Maximilian Brauers and Joachim Zietz
EBS Universität für Wirtschaft und Recht - EBS Business School - Real Estate Management Institute and Middle Tennessee State University - Jennings A. Jones College of Business
Date Posted: July 07, 2014
Accepted Paper Series

Incl. Electronic Paper Structural Labor Supply Models and Wage Exogeneity
IZA Discussion Paper No. 8281
Max Loeffler , Andreas Peichl and Sebastian Siegloch
Centre for European Economic Research (ZEW) , Centre for European Economic Research (ZEW) and Institute for the Study of Labor (IZA)
Date Posted: July 05, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Density Characteristics and Density Forecast Performance: A Panel Analysis
ECB Working Paper No. 1679
Geoff Kenny , Thomas Kostka and Federico Masera
European Central Bank (ECB) , European Central Bank (ECB) and Universidad Carlos III de Madrid
Date Posted: July 05, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The VIX, the Variance Premium and Stock Market Volatility
ECB Working Paper No. 1675
Geert Bekaert and Marie Hoerova
Columbia Business School - Finance and Economics and European Central Bank (ECB)
Date Posted: July 04, 2014
Working Paper Series
36 downloads

Incl. Electronic Paper ECB Monetary Policy Surprises: Identification through Cojumps in Interest Rates
ECB Working Paper No. 1674
Lars Winkelmann , Markus Bibinger and Tobias Linzert
Free University of Berlin (FUB) , Humboldt University of Berlin and European Central Bank (ECB)
Date Posted: July 04, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Optimal Level of Government Debt - Matching Wealth Inequality and the Fiscal Sector
ECB Working Paper No. 1665
Edgar Vogel
European Central Bank
Date Posted: July 03, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper A Multiple Testing Approach to the Regularisation of Large Sample Correlation Markets
CESifo Working Paper Series No. 4834
Natalia Bailey , M. Hashem Hashem Pesaran and L. Vanessa Smith
Queen Mary University of London , University of Southern California and University of York
Date Posted: July 03, 2014
Working Paper Series
6 downloads


 

1 2 3 4 ... Last | Next >


 

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo4 in 6.703 seconds