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Abstracts: 484,272
Full Text Papers: 393,643
Authors: 226,678
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To date: 65,917,226
Last 12 months: 11,175,672
Last 30 days: 1,053,329

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5,722,240
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77,812
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SSRN eLibrary Search Results
JEL Code: C5
1,170,604 Total downloads
Showing Papers 5,051 - 5,100 of 5,953
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Incl. Electronic Paper Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?
Cowles Foundation Discussion Paper No. 1444
Hannes Leeb and Benedikt M. Poetscher
Yale University - Department of Statistics and University of Vienna - Statistics
Date Posted: November 26, 2003
Working Paper Series
54 downloads

Conditional Skewness Modelling for Stock Returns
Applied Economics Letters, Vol. 10, pp. 725-728, 2003
Kurt Brannas and Niklas Nordman
University of Umea - Department of Economics and University of Umea
Date Posted: November 25, 2003
Accepted Paper Series

Incl. Electronic Paper Efficiencies and Unobserved Heterogeneity in Turkish Banking: 1990-2000
Rice University Working Paper
Mahmoud El-Gamal and Hulusi Inanoglu
Rice University - Department of Economics and U.S. Treasury - Comptroller of the Currency
Date Posted: November 24, 2003
Working Paper Series
345 downloads

Incl. Electronic Paper CAPM Over the Long-Run: 1926-2001
AFA 2004 San Diego Meetings
Andrew Ang and Joseph Chen
Columbia Business School - Finance and Economics and University of California, Davis - Graduate School of Management
Date Posted: November 23, 2003
Working Paper Series
2767 downloads

Incl. Electronic Paper Forecasting U.S. Inflation by Bayesian Model Averaging
FRB International Finance Discussion Paper No. 780
Jonathan H. Wright
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Date Posted: November 22, 2003
Working Paper Series
642 downloads

Incl. Electronic Paper The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets
University of Bonn ZEI Working Paper No. B02-20
Bernd Hayo and Ali M. Kutan
University of Marburg - Faculty of Economics and Business Administration and Southern Illinois University at Edwardsville
Date Posted: November 22, 2003
Working Paper Series
144 downloads

Incl. Electronic Paper Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad
William Davidson Institute Working Paper No. 622
Juraj Valachy and Evzen Kocenda
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: November 22, 2003
Working Paper Series
123 downloads

Incl. Electronic Paper Playing on Profits Cycle?

Dmitry V. Baryshevsky
Financial Analysis Group
Date Posted: November 21, 2003
Working Paper Series
94 downloads

Incl. Electronic Paper Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models
AFA 2004 San Diego Meetings
Xiaohong Chen and Sydney C. Ludvigson
Yale University - Cowles Foundation and New York University - Department of Economics
Date Posted: November 20, 2003
Working Paper Series
216 downloads

Incl. Electronic Paper Testing the Stability of the 2000-2003 US Stock Market 'Antibubble'
Wei-Xing Zhou and Didier Sornette
East China University of Science and Technology - School of Business and Swiss Finance Institute
Date Posted: November 20, 2003
Working Paper Series
197 downloads

Incl. Fee Electronic Paper Microeconomic Sources of Equity Risk
CEPR Discussion Paper No. 4070
Michael R. Wickens
University of York (UK) - Department of Economics and Related Studies
Date Posted: November 19, 2003
Working Paper Series
20 downloads

Incl. Electronic Paper Bayesian Model Averaging and Exchange Rate Forecasts
FRB International Finance Discussion Paper No. 779
Jonathan H. Wright
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Date Posted: November 18, 2003
Working Paper Series
335 downloads

Incl. Electronic Paper Which Brands Gain Share from Which Brands? Inference from Store-Level Scanner Data
Tinbergen Institute Discussion Paper No. 2003-079/4
R.D. van Oest and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: November 18, 2003
Working Paper Series
217 downloads

Incl. Electronic Paper Coexceedances in Financial Markets - A Quantile Regression Analysis of Contagion
University of Tuebingen Economics Discussion Paper No. 253
Dirk G. Baur and Niels Schulze
University of Technology, Sydney (UTS) - School of Finance and Economics and Deutsche Bundesbank - Financial Stability Department
Date Posted: November 17, 2003
Working Paper Series
334 downloads

Incl. Electronic Paper Misspecification in Linear Spatial Regression Models
Tinbergen Institute Discussion Papers No. 2003-081/3
Raymond J.G.M. Florax and Peter Nijkamp
Purdue University and VU University of Amsterdam - Department of Spatial Economics
Date Posted: November 17, 2003
Working Paper Series
366 downloads

Incl. Electronic Paper Valuing Customers
Journal of Marketing Research, pp. 7-18, February 2004, HBS Marketing Research Paper No. 03-08
Sunil Gupta , Donald R. Lehmann and Jennifer Ames Stuart
Harvard Business School , Columbia Business School - Marketing and Novartis International
Date Posted: November 13, 2003
Last Revised: July 27, 2011
Accepted Paper Series
3109 downloads

Incl. Electronic Paper The Inflation-Output Trade-Off: Is the Phillips Curve symmetric? A Policy Lesson from New Zealand
Reserve Bank of New Zealand Discussion Paper No G97/2
Weshah A. Razzak
affiliation not provided to SSRN
Date Posted: November 10, 2003
Working Paper Series
135 downloads

Incl. Electronic Paper Essays on Vietnam's Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium
Economic Studies Review, Vol. 43, Nos. 6-8, June-August 2003
Quan Hoang Vuong
Solvay Brussels School of Economics and Management, Centre Emile Bernheim (University of Brussels)
Date Posted: November 10, 2003
Accepted Paper Series
481 downloads

Incl. Electronic Paper Statistical Models for Company Growth
Matthieu Wyart and Jean-Philippe Bouchaud
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) and Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Date Posted: November 09, 2003
Working Paper Series
146 downloads

Discounting the Distant Future: How Much Do Uncertain Rates Increase Valuations?
Journal of Environmental Economics and Management, Forthcoming
Richard G. Newell and William A. Pizer
Duke University - Nicholas School of Environment and Duke University
Date Posted: November 09, 2003
Accepted Paper Series

Incl. Electronic Paper The Error of Prediction for a Simultaneous Equation Model
ERIM Report Series Reference No. ERS-2003-080-ORG
Alexander Gorobets
Erasmus Research Institute of Management (ERIM)
Date Posted: November 06, 2003
Working Paper Series
99 downloads

Incl. Electronic Paper Model-Free Impulse Responses
UC Davis Working Paper No. 03-08
Oscar Jorda
University of California, Davis - Department of Economics
Date Posted: November 06, 2003
Working Paper Series
158 downloads

Incl. Electronic Paper The Macroeconomy and the Yield Curve: A Nonstructural Analysis
PIER Working Paper No. 03-024
Francis X. Diebold , Glenn D. Rudebusch and S. Boragan Aruoba
University of Pennsylvania - Department of Economics , Federal Reserve Bank of San Francisco and University of Maryland - Department of Economics
Date Posted: October 28, 2003
Working Paper Series
376 downloads

Incl. Electronic Paper Macroeconomic Instability, Capital Accumulation and Growth: The Case of Turkey 1963-1999
Bilkent University Working Paper No. 02-05
Mustafa Ismihan , Kivilcim Metin-Ozcan and Aysit Tansel
Middle East Technical University (METU) - Department of Economics , Bilkent University and Middle East Technical University (METU) - Department of Economics
Date Posted: October 28, 2003
Working Paper Series
129 downloads

Incl. Electronic Paper Discrete versus Continuous State Switching Models for Portfolio Credit Risk
Tinbergen Institute Discussion Paper No. 2003-075/2
Pieter Klaassen and Andre Lucas
ABN-Amro Bank, The Netherlands and VU University Amsterdam - Faculty of Economics and Business
Date Posted: October 28, 2003
Working Paper Series
223 downloads

Incl. Electronic Paper A Comparison of Two Alternative Approaches to Modeling Level Shifts in the Presence of Outliers
Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics
Date Posted: October 27, 2003
Working Paper Series
47 downloads

Incl. Electronic Paper Learning, Inflation Expectations and Optimal Monetary Policy
Bank of Finland Discussion Paper No. 20/2003
Eric Schaling
Rand Afrikaans University - Department of Economics
Date Posted: October 22, 2003
Working Paper Series
80 downloads

Incl. Fee Electronic Paper Properties of Optimal Forecasts
CEPR Discussion Paper No. 4037
Andrew J. Patton and Allan G. Timmermann
Duke University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: October 22, 2003
Working Paper Series
32 downloads

Incl. Electronic Paper On Comparing the Accuracy of Default Predictions in the Rating Industry
Empirical Economics, Vol. 34, No. 2, pp. 343-356, March 2008
Andre Guettler and Walter Kraemer
University of Ulm - Department of Mathematics and Economics and University of Dortmund - Department of Statistics
Date Posted: October 21, 2003
Last Revised: September 17, 2009
Accepted Paper Series
531 downloads

The Theory Basis and Practice of Econometric Diagnosis
Nankai University Economics Working Paper No.98-01
Jinwen Zhao
Dongbei University of Finance and Economics (DUFE) - Department of Statistics
Date Posted: October 20, 2003
Working Paper Series

Incl. Electronic Paper Determinants of Civil Rights Filings in Federal District Court by Jail and Prison Inmates
Harvard Law School, Public Law Working Paper No. 79; and KSG Working Paper No. RWP03-043
Anne Morrison Piehl and Margo Schlanger
Rutgers University - Department of Economics and University of Michigan Law School
Date Posted: October 17, 2003
Working Paper Series
91 downloads

Incl. Electronic Paper Testing for Seasonal Unit Roots with Temporally Aggregated Time Series
University of Aarhus Economics Working Paper No. 2003-16
Gabriel Pons
University of Aarhus - Department of Economics
Date Posted: October 16, 2003
Working Paper Series
51 downloads

Incl. Fee Electronic Paper Identification, Weak Instruments, and Statistical Inference in Econometrics
Canadian Journal of Economics, Vol. 36, pp. 767-808, November 2003
Jean-Marie Dufour
University of Montreal - Department of Economics
Date Posted: October 16, 2003
Accepted Paper Series
27 downloads

Incl. Electronic Paper Individual Mortality and Macro Economic Conditions from Birth to Death
CEIS Tor Vergata - Research Paper Series No. 42; IZA Discussion Paper No. 930; Tinbergen Institute Working Paper No. 03-072/3
Maarten Lindeboom , France Portrait and Gerard J. van den Berg
Vrije Universiteit Amsterdam , VU University Amsterdam - Department of Economics and VU University Amsterdam - Department of Economics
Date Posted: October 13, 2003
Working Paper Series
132 downloads

Incl. Electronic Paper Signal Extraction Can Generate Volatility Clusters From IID Shocks
Prasad V. Bidarkota and J. Huston Mcculloch
Florida International University (FIU) - Department of Economics and Ohio State University
Date Posted: October 12, 2003
Working Paper Series
64 downloads

Incl. Electronic Paper Review of John Cochrane's 'Asset Pricing'
CWF Working Paper No. 03-07
Craig W. French
SportSafety Labs, LLC
Date Posted: October 09, 2003
Working Paper Series
828 downloads

Incl. Electronic Paper A Dynamic Factor Analysis of Financial Contagion in Asia
Queen Mary Economics Working Paper No. 498
Andrea Cipollini and George Kapetanios
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics and University of London - Queen Mary College - Department of Economics
Date Posted: October 09, 2003
Working Paper Series
299 downloads

Incl. Electronic Paper Partial Adjustment As Optimal Response in a Dynamic Brainard Model
University of Washington Economics Working Paper No. UWEC-2003-20
Richard Startz
UCSB
Date Posted: October 07, 2003
Working Paper Series
62 downloads

Incl. Electronic Paper Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies
Anderson School of Management Working Paper and UNC Department of Economics Working Paper
Eric Ghysels , Pedro Santa-Clara and Rossen I. Valkanov
University of North Carolina (UNC) at Chapel Hill - Department of Economics , Nova School of Business and Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: October 05, 2003
Working Paper Series
579 downloads

Incl. Electronic Paper Temporal Aggregation of the Returns of a Stock Index Series
Umea Economic Studies Working Paper No. 614
Kurt Brannas
University of Umea - Department of Economics
Date Posted: October 03, 2003
Working Paper Series
73 downloads

Incl. Electronic Paper What is Hidden in the Fed's Model? The second Approximation

Dmitry V. Baryshevsky
Financial Analysis Group
Date Posted: October 03, 2003
Working Paper Series
250 downloads

Incl. Electronic Paper Growth and Risk: Methodology and Micro Evidence
Tinbergen Institute Discussion Paper No. 2003-068/2
Chris Elbers , Jan Willem Gunning and Bill H. Kinsey
VU University Amsterdam - Faculty of Economics and Business Administration , VU University Amsterdam - Faculty of Economics and Business Administration and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: October 02, 2003
Working Paper Series
117 downloads

A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility
Journal of Financial Econometrics, Vol. 1, No. 3, Winter 2003
Jeff Fleming and Chris Kirby
Rice University - Jesse H. Jones Graduate School of Business and UNC Charlotte - Belk College of Business
Date Posted: October 01, 2003
Accepted Paper Series

Incl. Electronic Paper A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility
Rice University and University of Texas at Dallas Working Paper
Jeff Fleming and Chris Kirby
Rice University - Jesse H. Jones Graduate School of Business and UNC Charlotte - Belk College of Business
Date Posted: October 01, 2003
Working Paper Series
866 downloads

Cross-sectional profitability of Namibian formal small-scale mining firms in 1990
Small Business Economics, Vol. 11, No. 1, August 1998
Voxi Heinrich S. Amavilah
REEPS
Date Posted: September 29, 2003
Accepted Paper Series

The Decision Usefulness of Reported Cash Flow and Accrual Information in a Behavioural Field Experiment
Accounting and Business Research, Vol. 33, No. 2, pp. 123-135, 2003
Divesh Sharma and Errol R. Iselin
Florida International University and Griffith University, Nathan Campus
Date Posted: September 28, 2003
Accepted Paper Series

Estimating Discrete Joint Probability Distributions for Demographic Characteristics at the Store Level Given Store Level Marginal Distributions and a City-Wide Joint Distribution
Economic Analysis Group Working Paper No. 03-12
Charles J. Romeo
U.S. Department of Justice - Economic Analysis Group
Date Posted: September 26, 2003
Working Paper Series

Incl. Fee Electronic Paper The Transmission Mechanism in a Changing World
CEPR Discussion Paper No. 4014
Michael J. Artis , Ana Beatriz Galvão and Massimiliano Giuseppe Marcellino
University of Manchester - Institute for Political & Economic Governance (IPEG) , Queen Mary, University of London and European University Institute
Date Posted: September 26, 2003
Working Paper Series
16 downloads

Incl. Electronic Paper The Risk Reduction Role of Advertising
Dmitri Byzalov and Ron Shachar
Harvard University - Department of Economics and Interdisciplinary Center (IDC) Herzliyah - Arison School of Business
Date Posted: September 25, 2003
Working Paper Series
267 downloads

Incl. Electronic Paper Honey, I Shrunk the Sample Covariance Matrix
UPF Economics and Business Working Paper No. 691
Olivier Ledoit and Michael Wolf
University of Zurich and University of Zurich - Department of Economics Library
Date Posted: September 18, 2003
Working Paper Series
1440 downloads


 

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