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JEL Code: C5
1,169,748 Total downloads
Showing Papers 501 - 550 of 5,952
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Three-Stage Semi-Parametric Estimation of T-Copulas: Asymptotics, Finite-Sample Properties and Computational Aspects Computational Statistics and Data Analysis, Forthcoming
Date Posted: February 04, 2009470 downloads
Are there any Reliable Leading Indicators for U.S. Inflation and GDP Growth? IGIER Working Paper No. 236
Massimiliano Giuseppe Marcellino ,
Anindya Banerjee and
Igor Masten
Date Posted: June 13, 2003468 downloads
Markov Switching Garch Models of Currency Crises in Southeast Asia PIER Working Paper No. 03-008
Celso Brunetti ,
Roberto S. Mariano ,
Chiara Scotti
and
Augustine H.H. Tan
Date Posted: April 04, 2003468 downloads
Using Options to Forecast LIBOR
Riccardo Cesari and
Lorenzo Sevini
Date Posted: September 11, 2004468 downloads
A Two-Mean Reverting-Factor Model of the Term Structure of Interest Rates Finance and Banking Discussion Paper 23
Manuel Moreno
Date Posted: February 05, 1997467 downloads
Dynamic Factor Models Journal of the German Statistical Society, Vol. 90, No. 1, pp. 27-40, 2006
Jörg Breitung
and
Sandra Eickmeier
Date Posted: November 30, 2005467 downloads
On the Aggregation of Local Risk Models for Global Risk Management Journal of Risk, Vol. 8, No. 1, 2005
Lisa R. Goldberg ,
Alec N. Kercheval
,
C. Greg Anderson
,
Guy Miller
and
Kathy Sorge
Date Posted: June 06, 2005466 downloads
Sensitivity of Safe Withdrawal Rates to Longevity, Market and Failure Risk Preferences with Implications for Asset Allocation
Adam Butler
,
Mike Philbrick
,
Rodrigo Gordillo
and
Michael Guan
Date Posted: March 10, 2013466 downloads
Simple Time-Varying Copula Estimation
Wolfgang Aussenegg and
Christian Cech
Date Posted: December 11, 2008Last Revised: June 26, 2009465 downloads
The Brazilian Business Cycle and Growth Cycle UC Riverside Economics Working Paper No. 2000
Marcelle Chauvet
Date Posted: December 19, 2000465 downloads
Agricultural Applications of Value-at-Risk Analysis: A Perspective University of Illinois, Office for Futures and Options Research Working Paper No. 98-04
Mark R. Manfredo and
Raymond M. Leuthold
Date Posted: September 24, 1998464 downloads
Conditional Coskewness and Asset Pricing
Daniel R. Smith
Date Posted: February 10, 2006Last Revised: March 10, 2008463 downloads
Data Mining for Overreaction in Financial Markets PROCEEDINGS OF THE IASTED INTERNATIONAL CONFERENCE ON SOFTWARE ENGINEERING AND APPLICATIONS (SEA), Phoenix, AZ, November 14-16, 2005, W.-T. Tsai and M.H. Hamza, eds., Vol. 467, pp. 28-35, ACTA Press, 2005
Ahmet Duran
and
Gunduz Caginalp
Date Posted: June 01, 2009Last Revised: June 05, 2009463 downloads
Financial Asset Returns, Market Timing, and Volatility Dynamics
Peter Christoffersen and
Francis X. Diebold
Date Posted: April 19, 2002463 downloads
Purchasing Power Parity: Evidence from a New Test Tilburg University, CentER Working Paper No. 1999-9
Franc J. G. M. Klaassen
Date Posted: July 19, 1999463 downloads
Switching Between Chartists And Fundamentalists: A Markov Regime-Switching Approach Working Paper 96-1
Robert Vigfusson
Date Posted: February 15, 1996463 downloads
Trade Linkages and Output-Multiplier Effects: A Structural VAR Approach with a Focus on Asia MIT Sloan Working Paper No. 4242-01
Kristin J. Forbes and
Tilak Abeysinghe
Date Posted: April 28, 2002463 downloads
Exploring Multifactor Models: Horse Races, Forecasts, and Bootstrap U of Toronto, Management Working Paper
Kevin Q. Wang
Date Posted: December 03, 2001462 downloads
Genetic Algorithm Estimation of Interest Rate Term Structure Banco de Espana Research Paper No. WP-0634
Ricardo Gimeno
and
Juan Miguel Nave
Date Posted: December 13, 2006460 downloads
Monetary Policy and Stock Market Boom-Bust Cycles ECB Working Paper No. 955
Lawrence J. Christiano ,
Cosmin L. Ilut
,
Roberto Motto
and
Massimo Rostagno
Date Posted: November 20, 2008459 downloads
Was NAFTA Behind the Mexican Export Boom (1994-2000)?
Daniel G. Garces-Diaz
affiliation not provided to SSRN
Date Posted: March 22, 2001459 downloads
Copula-Based Dependence Characteriztions and Modeling for Time Series Harvard Institute of Economic Research Discussion Paper No. 2094
Rustam Ibragimov
Date Posted: September 21, 2005458 downloads
Comparison of Volatility Measures: A Risk Management Perspective Universita' di Firenze, Dipartimento di Statistica G. Parenti Working Paper No. 2008-3
Christian T. Brownlees
and
Giampiero M. Gallo
Date Posted: December 12, 2007Last Revised: April 27, 2009456 downloads
Estimation of Jump-Diffusion Processes via Empirical Characteristic Functions FAME Research Paper No. 150
Michael Rockinger and
Maria Semenova
Date Posted: August 08, 2005456 downloads
Caught in the Housing Crash: Model Failure or Management Failure?
Gunter Löffler
Date Posted: January 13, 2009Last Revised: October 10, 2011455 downloads
Uncovered Interest Rate Parity and the Term Structure Columbia Business School Working Paper; EFA 2002 Berlin Meetings Discussion Paper
Geert Bekaert ,
Min Wei and
Yuhang Xing
Date Posted: February 06, 2002455 downloads
Easy Volatility Investing
Tony Cooper
Date Posted: April 23, 2013454 downloads
Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market
Didier Sornette and
Wei-Xing Zhou
Date Posted: July 31, 2003454 downloads
Physical Market Determinants of the Price of Crude Oil and the Market Premium
Guillaume Chevillon
and
Christine Rifflart
Date Posted: February 23, 2007454 downloads
Term Structure and Roll Yield: Not Your Father’s Backwardation
Michael Mack Frankfurter
and
Davide Accomazzo
Date Posted: May 17, 2010Last Revised: June 15, 2010454 downloads
Disputing Limited Liability Northwestern University Law Review, Vol. 104, Temple University Legal Studies Research Paper No. 2009-38
Christina L. Boyd
and
David A. Hoffman
Date Posted: October 06, 2009Last Revised: June 04, 2010452 downloads
Modeling Stock Order Flows and Learning Market-Making from Data Technical Report CBCL Paper No. 217 / AI Memo No. 2002-009, M.I.T., Cambridge, MA
Adlar J. Kim
,
Christian R. Shelton
and
Tomaso Poggio
Date Posted: July 28, 2008451 downloads
The Value of Information in Reverse Logistics ERIM Report Series Reference No. ERS-2004-053-LIS
Michael E. Ketzenberg
,
E. van der Laan and
Ruud Teunter
Date Posted: September 27, 2004451 downloads
Estimating Network Effects and Compatibility in Mobile Telecommunications WZB Markets and Political Economy Working Paper No. SP II 2003-26, ESMT Working Paper No. 07-001
Michal Grajek
Date Posted: February 16, 2004450 downloads
Ohlson Model Testability: Empirical Tests Findings Brazilian Business Review, Vol. 1, No. 2, 2004
César Medeiros Cupertino and
Paulo Roberto B. Lustosa
Date Posted: April 23, 2005450 downloads
Technological Change in Economic Models of Environmental Policy: A Survey FEEM Working Paper No. 4.2002; ZEW Discussion Paper No. 01-62
Andreas Löschel
Date Posted: February 09, 2004449 downloads
Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Risk AFA 2007 Chicago Meetings Paper
Qiang Dai
,
Anh Le and
Kenneth J. Singleton
Date Posted: March 10, 2006448 downloads
The Macroeconomy and the Yield Curve: A Review of the Literature with Some New Evidence
Zeno Rotondi
Date Posted: April 13, 2005448 downloads
Pairing Market Risk and Credit Risk
Isabel Figuerola-Ferretti and
Ioannis Paraskevopoulos
Date Posted: March 09, 2010Last Revised: October 08, 2012447 downloads
Trade Openness and Economic Growth in Latin American Countries
Dr. Rajagopal
Date Posted: May 31, 2007447 downloads
Convergence and Divergence of Sovereign Bond Spreads: Theory and Facts from Latin America
Martin Grandes
Date Posted: March 04, 2002446 downloads
A Non-Linear Forecasting Model of GDP Growth
David N. DeJong ,
Roman Liesenfeld and
Jean-Francois Richard
Date Posted: August 13, 2003444 downloads
Modelling Sustainable International Tourism Demand to the Brazilian Amazon
Jose Angelo Divino and
Michael McAleer
Date Posted: March 18, 2009444 downloads
Tests of Long-Term Abnormal Performance: Analysis of Power
Alexander Nekrasov ,
Rajdeep Singh and
Pervin K. Shroff
Date Posted: March 23, 2009Last Revised: March 16, 2010443 downloads
A Modelling Framework for the Prices and Times of Trades Made on the New York Stock Exchange Nuffield College Working Paper W99-14
Tina Hviid Rydberg and
Neil Shephard
Date Posted: June 04, 1999442 downloads
Measuring the Systematic Risk of IPO's Using Empirical Bayes Estimates in the Thinly Traded Istanbul Stock Exchange International Journal of Business, Vol. 8, No. 3, 2003, Cass Business School Research Paper, CUBS Finance Working Paper No. 07
Yaz Gulnur Muradoglu ,
Asad Zaman and
Mehmet Orhan
Date Posted: August 19, 2003442 downloads
The Interpretation of Coefficients of the Vector Autoregressive Model IPEA Discussion Paper No. 1072
Elcyon C.R. Lima
Date Posted: February 20, 2005441 downloads
Bond Market Model
Roberto Baviera
Date Posted: April 29, 2005440 downloads
Convenience Yield-Based Pricing of Commodity Futures
Takashi Kanamura
Date Posted: February 11, 2009Last Revised: July 19, 2010440 downloads
Financial Crises and Bank Failures: A Review of Prediction Methods Bank of Finland Research Discussion Paper No. 35/2009
Yuliya S. Demyanyk and
Iftekhar Hasan
Date Posted: December 06, 2009440 downloads
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