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Abstracts: 485,161
Full Text Papers: 394,479
Authors: 227,127
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Last 12 months: 11,183,867
Last 30 days: 1,021,006

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SSRN eLibrary Search Results
JEL Code: C32
451,912 Total downloads
Showing Papers 51 - 100 of 3,078
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Incl. Electronic Paper Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads
Dong Hwan Oh and Andrew J. Patton
Duke University - Department of Economics and Duke University - Department of Economics
Date Posted: May 24, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Dynamic Effects of Credit Shocks in a Data-Rich Environment
CIRANO - Scientific Publications, 2013s-11
 Jean Boivin , Marc P. Giannoni and Dalibor Stevanovic
Government of Canada - Department of Finance Canada , Federal Reserve Bank of New York and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Date Posted: May 23, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper European ‘Fear’ Indices – Evidence before and during the Financial Crisis
 Wolfgang Aussenegg , Lukas Götz and Ranko Jelic
Vienna University of Technology , UNIQA Finanz-Service GmbH and University of Birmingham Business School
Date Posted: May 23, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Causality between Economic Growth and Energy Consumption in 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. 2, 2009, pp. 327-348,
 Tomislav Gelo
University of Zagreb, Faculty of Economics & Business Zagreb
Date Posted: May 22, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper Domestic versus International Determinants of European Business Cycles: A GVAR Approach
 Melisso Boschi , Massimiliano Marzo and Simone Salotti
University of Rome 3 , University of Bologna - Department of Economics and Oxford Brookes University
Date Posted: May 21, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Long and Short-Term Dynamics of the S&P500 Option-Implied Distribution
 Yi Ling Michelle-Joy Low
The University of Melbourne
Date Posted: May 20, 2013
Working Paper Series
11 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
9 downloads

Incl. Electronic Paper Forecasting Electricity Infeed for Distribution System Networks: An Analysis of the Dutch Case
Energy, Forthcoming
 Fehmi Tanrisever , Kursad Derinkuyu and Michael Heeren
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences , University of Turkish Aeronautical Association and Capgemini Consulting
Date Posted: May 18, 2013
Last Revised: May 21, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics
Tinbergen Institute Discussion Paper 13-063/IV/DSF56
 Andre Lucas and Bernd Schwaab
VU University Amsterdam - Faculty of Economics and Business and European Central Bank (ECB) - Directorate General Research
Date Posted: May 18, 2013
Working Paper Series
11 downloads

Incl. Fee Electronic Paper Dynamic Effects of Credit Shocks in a Data-Rich Environment
CEPR Discussion Paper No. DP9470
 Jean Boivin , Marc P. Giannoni and Dalibor Stevanovic
HEC Montreal , Federal Reserve Bank of New York and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Date Posted: May 17, 2013
Working Paper Series

Incl. Electronic Paper Likelihood-Based Confidence Sets for the Timing of Structural Breaks
UNSW Australian School of Business Research Paper No. 2013-12
 Yunjong Eo and James Morley
University of Sydney - School of Economics and University of New South Wales
Date Posted: May 17, 2013
Last Revised: May 22, 2013
Working Paper Series
2 downloads

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
14 downloads

Incl. Electronic Paper How Well Does 'Core' Inflation Capture Permanent Price Changes?
 Michael D. Bradley , Dennis W. Jansen and Tara M. Sinclair
George Washington University , Texas A&M University (TAMU) - Department of Economics and George Washington University - Department of Economics
Date Posted: May 16, 2013
Working Paper Series
4 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 Testing Weak Exogeneity in Cointegrated Panels
Banco de Espana Working Paper No. 1307
 Enrique Moral-Benito and Luis Serven
Bank of Spain and World Bank
Date Posted: May 15, 2013
Working Paper Series
2 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 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
3 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 Output-Employment Relationship Across Sectors: A Long Versus Short-Run Perspective
 Afsin Sahin , Aysit Tansel and Hakan Berument
Gazi University - Department of Banking, School of Banking and Insurance , Middle East Technical University (METU) - Department of Economics and Bilkent University - Department of Economics
Date Posted: May 09, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Dynamic Effects of Credit Shocks in a Data-Rich Environment
FRB of New York Staff Report No. 615
 Jean Boivin , Marc P. Giannoni and Dalibor Stevanovic
HEC Montreal , Federal Reserve Bank of New York and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Date Posted: May 09, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper European Asset Swap Spreads and the Credit Crisis
 Wolfgang Aussenegg , Lukas Götz and Ranko Jelic
Vienna University of Technology , UNIQA Finanz-Service GmbH and University of Birmingham Business School
Date Posted: May 08, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Testing the CAPM for the Brazilian Stock Market Using Multivariate GARCH between 1995 and 2012
 Lucas Godeiro
Federal Rural University Of Semi-Arid - UFERSA
Date Posted: May 08, 2013
Working Paper Series
17 downloads

Incl. Fee Electronic Paper Bootstrapping Covariate Unit Root Tests: An Application to Inflation Rates
Bulletin of Economic Research, Vol. 65, pp. s165-s174, 2013
 Cheng‐Feng Lee and Ching‐Chuan Tsong
National Kaohsiung University of Applied Sciences and National Chi Nan University - Department of Economics
Date Posted: May 08, 2013
Accepted Paper Series

Incl. Electronic Paper What Drives Oil Prices? Emerging Versus Developed Economies
Norges Bank Working Paper 2012/11
 Knut Are Aastveit , Hilde C. Bjørnland and Leif Anders Thorsrud
University of Oslo - Department of Economics , Norwegian School of Management (BI) and BI Norwegian Business School
Date Posted: May 07, 2013
Working Paper Series
4 downloads

Output-Employment Relationship Across the Employment Status: Evidence from Turkey
Macroeconomics and Finance in Emerging Market Economies, 2013: 1-23 (Forthcoming)
Afsin Sahin , Hakan Berument and Aysit Tansel
Gazi University - Department of Banking, School of Banking and Insurance , Bilkent University - Department of Economics and Middle East Technical University (METU) - Department of Economics
Date Posted: May 06, 2013
Accepted Paper Series

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

Incl. Electronic Paper The Global Financial Crisis: An Anatomy of Global Growth
IMF Working Paper No. 13/76
 Troy Matheson
Government of New Zealand - Department of Economics
Date Posted: May 03, 2013
Working Paper Series
52 downloads

Incl. Electronic Paper Foreign Institutional Investment, Volume and Volatility Spillover: Causalities and Asymmetries
 Sandip Chakraborty and Ashok Banerjee
S P Jain School of Global Management and Indian Institute of Management Calcutta
Date Posted: May 03, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Modelling Downward and Upward Wage Flexibility at the Macroeconomic Level
 Antonia López-Villavicencio and Sophie Saglio
French National Center for Scientific Research (CNRS) - Centre d'économie de l'Université de Paris Nord (CEPN) and University Paris 8
Date Posted: May 02, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Foreign Direct Investment and Exchange Rate in India
Al Barkat Journal of Finance and Management. Vol. 2, No. 4, pp.18-34
 Durairaj Kumarasamy
University of Delhi - Institute of Economic Growth (IEG)
Date Posted: May 02, 2013
Accepted Paper Series
5 downloads

Incl. Electronic Paper A Study of the Efficiency and Unbiasedness in NCDEX: A Case Study of Guar Gum
XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Tarun Kumar Soni and Harish K. Singla
National Institute of Financial Management and Government of India - National Institute of Financial Management (NIFM)
Date Posted: May 02, 2013
Working Paper Series
7 downloads

Hedge Fund Contagion and Risk-Adjusted Returns: A Markov-Switching Dynamic Factor Approach
Journal of Empirical Finance, Forthcoming
 Ozzy (Ozgur) Akay , Zeynep Senyuz and Emre Yoldas
Office of Financial Research, US Department of the Treasury , Federal Reserve Board and Federal Reserve Board
Date Posted: May 01, 2013
Accepted Paper Series

Incl. Electronic Paper Tourism Economics in Saudi Arabia: PP-VAR Approach
Ageli, Mohammed Moosa (2013): Tourism Economics in Saudi Arabia: PP-VAR Approach. Asian Journal of Business and Management , Vol. 1, No. 1 (1. April 2013): pp. 21-27.
 Mohammed Moosa Ageli
King Saud University, Riyadh, Saudi Arabia
Date Posted: April 29, 2013
Accepted Paper Series
8 downloads

Incl. Electronic Paper Investigating the Price Transmission Mechanism of the Greek Fresh Tomato Market with a Markov Switching Vector Error Correction Model
Agricultural Economics Review (Forthcoming)
Anthony N. Rezitis , Dimitris N. Pachis and Anastasia G. Ntinou
University of Western Greece - Department of Business Administration of Food and Agricultural Products , University of Western Greece and University of Western Greece
Date Posted: April 28, 2013
Accepted Paper Series
2 downloads

Incl. Electronic Paper Parameter Estimation and Inference with Spatial Lags and Cointegration
 Jan Mutl and Leopold Sögner
European Business School (UK) and Institute for Advanced Studies (IHS)
Date Posted: April 28, 2013
Working Paper Series
8 downloads

Incl. Fee Electronic Paper Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function
Journal of Time Series Analysis, Vol. 34, Issue 3, pp. 368-384, 2013
 Sebastian Fossati
University of Alberta - Department of Economics
Date Posted: April 26, 2013
Accepted Paper Series

Incl. Electronic Paper Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support
Tinbergen Institute Discussion Paper 13-061/III
 Cees G. H. Diks , V. Panchenko , Oleg Sokolinskiy and Dick J. C. van Dijk
University of Amsterdam - Faculty of Economics and Business (FEB) , University of Amsterdam - Center for Nonlinear Dynamics in Economics and Finance , Rutgers Business School - Newark and New Brunswick and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: April 23, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Easy Volatility Investing
 Tony Cooper
Double-Digit Numerics
Date Posted: April 23, 2013
Working Paper Series
536 downloads

Incl. Electronic Paper The World is Not Enough! Small Open Economies and Regional Dependence
Norges Bank Working Paper 16
 Knut Are Aastveit , Hilde C. Bjørnland and Leif Anders Thorsrud
University of Oslo - Department of Economics , Norwegian School of Management (BI) and BI Norwegian Business School
Date Posted: April 22, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Handling Risk On/Risk Off Dynamics with Correlation Regimes and Correlation Networks
 Jochen Papenbrock and Peter Schwendner
PPI AG and Zurich University of Applied Sciences
Date Posted: April 21, 2013
Last Revised: May 22, 2013
Working Paper Series
279 downloads

Incl. Electronic Paper Demographics and the Long-Horizon Returns of Dividend-Yield Strategies in the US
Quarterly Review of Economics and Finance, Forthcoming
 King Fuei Lee
Schroder Investment Management
Date Posted: April 19, 2013
Accepted Paper Series
17 downloads

Restatement of the I-O Coefficient Stability Problem
Journal of Economic Structures (2013) 2:2
 Emilian Dobrescu
National Institute of Economic Research
Date Posted: April 18, 2013
Accepted Paper Series

Incl. Electronic Paper Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data
Contemporary Economics, Vol. 7, No. 1, pp. 19-32, 2013
Riané de Bruyn , Rangan Gupta and Lardo Stander
University of Pretoria , University of Pretoria and University of Pretoria
Date Posted: April 18, 2013
Accepted Paper Series
3 downloads

Incl. Electronic Paper Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
DIW Berlin Discussion Paper No. 1292
 Helmut Luetkepohl , Anna Staszewska-Bystrova and Peter Winker
German Institute for Economic Research (DIW Berlin) , University of Lodz, Department of Economics and Sociology and University of Giessen - Department of Economics
Date Posted: April 18, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010
CESifo Working Paper Series No. 4189
 Guglielmo Maria Caporale , John Hunter and Faek Menla Ali
Brunel University - Centre for Empirical Finance , Brunel University - School of Social Science and Brunel University-School of Social Sciences- Economics and Finance Department
Date Posted: April 16, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper Measuring Persistence in Volatility Spillovers
University of Heidelberg, Department of Economics, Discussion Paper No. 543
 Christian Conrad and Enzo Weber
University of Heidelberg - Faculty of Economics and Social Studies and University of Regensburg
Date Posted: April 16, 2013
Working Paper Series
24 downloads

Incl. Electronic Paper The Impact of the Real Exchange Rate on Non-Oil Exports: Is There an Asymmetric Adjustment Towards the Equilibrium?
RESEARCH PROGRAM ON FORECASTING, Center of Economic Research, Department of Economics, The George Washington University, Forthcoming
 Hasanov Fakhri
Qafqaz Univeristy, Center for Socio-Economic Research
Date Posted: April 14, 2013
Last Revised: April 15, 2013
Accepted Paper Series
4 downloads

Real Exchanges Rates in Commodity Producing Countries: A Reappraisal
Journal of International Money and Finance, Vol. 31, No. 6, 2012
 Jean-Francois Carpantier , Vincent Bodart and Bertrand Candelon
Universite du Luxembourg , Catholic University of Louvain (UCL) - Department of Economics and University of Maastricht - Department of Economics
Date Posted: April 14, 2013
Accepted Paper Series

Incl. Electronic Paper Unconventional Monetary Policies and the Bank Lending Channel
 Jose Olmo and Marcos Sanso-Navarro
Centro Universitario de la Defensa de Zaragoza and Universidad de Zaragoza
Date Posted: April 14, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper NETS: Network Estimation for Time Series
 Matteo Barigozzi and Christian T. Brownlees
London School of Economics and Political Science and Universitat Pompeu Fabra
Date Posted: April 14, 2013
Last Revised: April 15, 2013
Working Paper Series
111 downloads


 

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