Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,677
Full Text Papers: 394,024
Authors: 226,879
Papers Received in
  Last 12 months: 		68,940

Paper Downloads:
To date: 66,000,865
Last 12 months: 11,189,348
Last 30 days: 1,046,661

CiteReader:  What's this?
Papers with
  Resolved
  References: 		238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links: 		5,722,240
Papers with
  Resolved
  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C5
1,172,019 Total downloads
Showing Papers 4,851 - 4,900 of 5,966
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper A Survey of Econometric Methods for Mixed-Frequency Data
Claudia Foroni and Massimiliano Giuseppe Marcellino
Independent and European University Institute
Date Posted: May 23, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Towards Estimating Extremal Serial Dependence Via the Bootstrapped Extremogram
University of Alberta School of Business Research Paper No. 203, Journal of Econometrics, Vol. 170, No. 1, 2012
 Richard A. Davis , Thomas Mikosch and Ivor Cribben
Columbia University , University of Copenhagen - Laboratory of Actuarial Mathematics and University of Alberta - Department of Finance and Statistical Analysis
Date Posted: May 23, 2013
Accepted Paper Series
1 downloads

Incl. Electronic Paper Estimating Extremal Dependence in Univariate and Multivariate Time Series via the Extremogram
University of Alberta School of Business Research Paper No. 202
 Richard A. Davis , Thomas Mikosch and Ivor Cribben
Columbia University , University of Copenhagen - Laboratory of Actuarial Mathematics and University of Alberta - Department of Finance and Statistical Analysis
Date Posted: May 23, 2013
Accepted Paper Series
1 downloads

Incl. Electronic Paper Quantifying Extreme Risks in Stock Markets: A Case of Former Yugoslavian States
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 26, No. 1, 2008, pp. 41-68,
 Sasa Zikovic
University of Rijeka - Faculty of Economics
Date Posted: May 22, 2013
Accepted Paper Series
1 downloads

Incl. Electronic Paper Causal Relationship between Wages and Prices in R. Macedonia: VECM Analysis
 Dushko Josheski
University Goce Delcev
Date Posted: May 22, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Global Financial Crisis and VaR Performance in Emerging Markets: A Case of EU Candidate States - Turkey and Croatia
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 27, No. 1, 2009, pp. 149-170,
 Sasa Zikovic and Bora Aktan
University of Rijeka - Faculty of Economics and Yasar University
Date Posted: May 22, 2013
Accepted Paper Series
3 downloads

Incl. Electronic Paper Forecasting Exchange Rates: An Investor Perspective
CESifo Working Paper Series No. 4238
 Michael Melvin , John Prins and Duncan D. Shand
BlackRock , BlackRock and BlackRock
Date Posted: May 22, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Is Online Newspaper Advertising Cannibalizing Print Advertising?
 Shrihari Sridhar and S. Sriram
Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration and University of Michigan at Ann Arbor - Marketing
Date Posted: May 22, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Productivity Growth and Price Regulation of Slovenian Water Distribution Utilities
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 28, No. 1, 2010, pp. 89-112,
 Massimo Filippini , Nevenka Hrovatin and Jelena Zorić
Swiss Federal Institute of Technology Zurich (ETH) , University of Ljubljana - Faculty of Economics University of Ljubljana and University of Ljubljana - Faculty of Economics University of Ljubljana
Date Posted: May 22, 2013
Accepted Paper Series
1 downloads

Incl. Electronic Paper Service Quality Variability and Termination Behavior
 S. Sriram , Pradeep K. Chintagunta and Puneet Manchanda
University of Michigan at Ann Arbor - Marketing , University of Chicago and University of Michigan - Ross School of Business
Date Posted: May 22, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper The Role of Energy in Economic Growth: The Case of Croatia
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 28, No. 1, 2010, pp. 35-60 ,
 Nela Vlahinić-Dizdarević and Sasa Zikovic
University of Rijeka - Faculty of Economics and University of Rijeka - Faculty of Economics
Date Posted: May 21, 2013
Accepted Paper Series
2 downloads

Incl. Electronic Paper Futures Commodities Prices and Media Coverage
ZEF- Discussion Papers on Development Policy No. 178
 Miguel Almanzar , Maximo A. Torero and Klaus von Grebmer
A member of the CGIAR Consortium - International Food Policy Research Institute (IFPRI) , International Food Policy Research Institute (IFPRI) and A member of the CGIAR Consortium - International Food Policy Research Institute (IFPRI)
Date Posted: May 21, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Economic Consequences of Moore's Law
 Rupert Macey-Dare
St. Cross College, Oxford
Date Posted: May 20, 2013
Last Revised: May 22, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Liquidity Issues in Indian Sovereign Bond Market
 Golaka C. Nath
Clearing Corporation of India
Date Posted: May 19, 2013
Last Revised: May 23, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Assessing Policy Reforms for Italy using ITEM and QUESTIII
CEIS Working Paper No. 280
 Barbara Annicchiarico , Fabio Di Dio , Francesco Felici and Francesco Nucci
University of Rome II - Department of Economics and Law , Consip S.p.a. , Government of the Italian Republic (Italy) - Ministry of Economy and Finance - Department of the Treasury and University of Rome I
Date Posted: May 19, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Forecasting Distress in European SME Portfolios
LSF Reseach Working Paper Series No 13-02
 Dimitra Michala , Theoharry Grammatikos and Sara Ferreira Filipe
Universite du Luxembourg - Luxembourg School of Finance , Universite du Luxembourg - Luxembourg School of Finance and Luxembourg School of Finance
Date Posted: May 18, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices
Tinbergen Institute Discussion Paper 13-068/III
 Eran Raviv , Kees E. Bouwman and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: May 18, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Inflation in the Great Recession and New Keynesian Models
FRB of New York Staff Report No. 618
 Marco Del Negro , Marc P. Giannoni and Frank Schorfheide
Federal Reserve Bank of New York , Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Date Posted: May 18, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper The Most Relevant Value Creation Indicator Under Competitive Dynamics of the Firm
 Chawki Mouelhi and Jacques Saint-Pierre
University of Quebec at Rimouski - Department of Management Sciences and Laval University
Date Posted: May 17, 2013
Working Paper Series
5 downloads

Under the Competitive Dynamics of the Firm: Which Value Creation Indicator is the Most Relevant?
Journal of Academy of Business and Economics, Volume 13, Number 1, 2013, pp. 35-50
 Chawki Mouelhi and Jacques Saint-Pierre
University of Quebec at Rimouski - Department of Management Sciences and Laval University
Date Posted: May 17, 2013
Accepted Paper Series

Incl. Electronic Paper Testing for Structural Breaks in Correlations: Does it Improve Value-at-Risk Forecasting?
 Tobias Berens , Gregor N. F. Weiss and Dominik Wied
University TU Dortmund , TU Dortmund University and University TU Dortmund
Date Posted: May 17, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Generalized Additive Modelling for Conditional Copulas
 Valérie Chavez-Demoulin and Thibault Vatter
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: May 16, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Quantifying Tail Risk with Bad Data
 Mattia Landoni and Ravi Sastry
Columbia Business School and SMU Cox School of Business
Date Posted: May 16, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Forecasting Fiscal Variables: Only a Strong Growth Plan Can Sustain the Greek Austerity Programs - Evidence from Simultaneous and Structural Models
 Nicholas Apergis and Arusha V. Cooray
University of Piraeus and University of Wollongong
Date Posted: May 16, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks
Crawford School Research Paper No. 22/2013
 Alfonso Mendoza Velazquez and Peter N. Smith
Centro de Investigación e Inteligencia Económica and University of York (UK) - Department of Economics and Related Studies
Date Posted: May 16, 2013
Last Revised: May 17, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Employment Reallocation and Unemployment Revisited: A Quantile Regression Approach
Quaderni DSE Working Paper No. 881
 Theodore Panagiotidis and Gianluigi Pelloni
Loughborough University - Department of Economics and University of Bologna - Faculty of Economics
Date Posted: May 15, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper A Sound Basel III Compliant Framework for Backtesting Credit Exposure Models
 Fabrizio Anfuso , Dimitris Karyampas and Andreas Nawroth
Credit Suisse AG , UBS AG and Credit Suisse AG
Date Posted: May 14, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Orthogonal Transformation of Coordinates in Copula M-GARCH Models - Bayesian Analysis for WIG20 Spot and Futures Returns
 Mateusz Pipien
Cracow University of Economics
Date Posted: May 14, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Oil Markets and Price Movements: A Survey of Models
 Hillard Huntington , Saud M. Al-Fattah , Zhuo Huang , Michael Gucwa and Ali Nouri
Stanford University - Energy Modeling Forum , King Abdullah Petroleum Studies and Research Center (KAPSARC) , Peking University , Stanford University - Huang Engineering Center and Stanford University - Huang Engineering Center
Date Posted: May 13, 2013
Last Revised: May 18, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Quantifying Wikipedia Usage Patterns Before Stock Market Moves
Scientific Reports, Vol. 3, pp. 1801; DOI:10.1038/srep01801 (2013)
 Helen Susannah Moat , Chester Curme , Adam Avakian , Dror Y. Kenett , H. Eugene Stanley and Tobias Preis
University College London - Department of Civil, Environmental and Geomatic Engineering , Boston University , Boston University , Boston University - Center for Polymer Studies , Boston University - Center for Polymer Studies and Warwick Business School - Behavioural Science Group
Date Posted: May 13, 2013
Accepted Paper Series
171 downloads

Incl. Electronic Paper Stylized Facts and Dynamic Modeling of High-Frequency Data on Precious Metals
 Massimiliano Caporin , Angelo Ranaldo and Gabriel G. Velo
University of Padova - Department of Economics and Management "Marco Fanno" , University of St. Gallen and University of Padua - Department of Economics
Date Posted: May 13, 2013
Working Paper Series
45 downloads

Incl. Electronic Paper International Sales Modeling with Price and Trade Investment
 Jose M. Pinheiro
Universidade de Coimbra - Faculty of Economics
Date Posted: May 13, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper New Warrant Issues Valuation with Leverage and Noisy Equity Values
 Jean-Guy Simonato
HEC Montréal
Date Posted: May 12, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Factor-Augmented VARMA Models with Macroeconomic Applications
 Jean-Marie Dufour and Dalibor Stevanovic
McGill University and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Date Posted: May 12, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Somatic Portfolio Theory: When Emotions Lead to Economic Efficiency
 Pierpaolo Uberti , Caterina Lucarelli and Gianni Brighetti
University of Genoa - Department of Economics and Quantitative Methods (DIEM) , Università Politecnica delle Marche and University of Bologna
Date Posted: May 11, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper The Future of Oil: Geology Versus Technology
IMF Working Paper No. 12/109
 Jaromír Beneš , Marcelle Chauvet , Ondra Kamenik , Michael Kumhof , Douglas Laxton , Susanna Mursula and Jack Selody
International Monetary Fund (IMF) , University of California , International Monetary Fund (IMF) , International Monetary Fund (IMF) , International Monetary Fund (IMF) - Research Department , International Monetary Fund (IMF) and affiliation not provided to SSRN
Date Posted: May 11, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro Area SPF
ECB Working Paper No. 1540
 Geoff Kenny , Thomas Kostka and Federico Masera
European Central Bank (ECB) , European Central Bank (ECB) and Universidad Carlos III de Madrid
Date Posted: May 11, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Prediction Using Several Macroeconomic Models
ECB Working Paper No. 1537
 Gianni Amisano and John Geweke
European Central Bank (ECB) and University of Technology Sydney - Economics Discipline Group
Date Posted: May 11, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Predictive Likelihood Comparisons with DSGE and DSGE-VAR Models
ECB Working Paper No. 1536
 Anders Warne , Günter Coenen and Kai Philipp Christoffel
European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: May 11, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Obtaining and Predicting the Bounds of Realized Correlations
 Lidan Grossmass
University of Konstanz
Date Posted: May 10, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Problems of Sample-Selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis
Yale Economics Department Working Paper No. 114, Yale University Economic Growth Center Discussion Paper No. 1023
 Howard Bodenhorn , Timothy W. Guinnane and Thomas A. Mroz
Clemson University - College of Business and Behavioral Science , Yale University - Department of Economics and Clemson University
Date Posted: May 09, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper The Pharmacological Channel Revisited: Alcohol Sales Restrictions and Crime in Bogotá
Documento CEDE No. 2013-20
 Joao De Mello , Daniel Mejia and Lucia Suarez
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics , Universidad de los Andes, Colombia - Department of Economics and Universidad de los Andes, Colombia - Department of Economics
Date Posted: May 09, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Predicting the Distribution of Stock Returns: Statistical Evaluation and Value at Risk Analysis
 Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: May 08, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Structural Estimation of Pairwise Stable Networks: An Application to Social Networks in Rural India
 Jun Sung Kim
Cornell University - Department of Economics
Date Posted: May 08, 2013
Last Revised: May 22, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Combination Schemes for Turning Point Predictions
Norges Bank Working Paper 2012/04
 Monica Billio , Roberto Casarin , Francesco Ravazzolo and H. K. van Dijk
Ca Foscari University of Venice - Department of Economics , University of Brescia - Department of Economics , Norges Bank and Tinbergen Institute
Date Posted: May 07, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility
Norges Bank Working Paper 2012/09
 Todd E. Clark and Francesco Ravazzolo
Federal Reserve Bank of Cleveland and Norges Bank
Date Posted: May 07, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Semi Markov Model for Market Microstructure
 Pietro Fodra and Huyên Pham
Université Paris VII Denis Diderot and Université Paris VII Denis Diderot
Date Posted: May 06, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper Weather & SAD Induced Mood Effects on the Financial Market
 Manfred Frühwirth and Leopold Sögner
Vienna University of Economics and Business and Institute for Advanced Studies (IHS)
Date Posted: May 05, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Local and Global Illiquidity Effects in the Balkans Frontier Markets
 George Milunovich and Jelena Minovic
Macquarie University - Department of Economics and Institute of Economic Sciences Belgrade
Date Posted: May 04, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper A Latent Dynamic Factor Approach to Forecasting Multivariate Stock Market Volatility
 Bastian Gribisch
University of Cologne
Date Posted: May 04, 2013
Working Paper Series
11 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo4 in 6.470 seconds