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Abstracts: 693,870
Full Text Papers: 583,147
Authors: 319,855
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67,318

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To date: 103,284,076
Last 12 months: 13,091,891
Last 30 days: 1,004,480

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SSRN eLibrary Search Results
JEL Code: C51
497,628 Total downloads
Showing Papers 51 - 100 of 2,476
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Incl. Electronic Paper Detecting Imbalances in House Prices: What Goes Up Must Come Down?
Norges Bank Working Paper 11/16
André K. Anundsen
University of Oslo
Date Posted: September 24, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Static vs Adapted Optimal Execution Strategies in Two Benchmark Trading Models
Damiano Brigo and Clément Piat
Imperial College London - Department of Mathematics and Imperial College London - Department of Mathematics
Date Posted: September 21, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Flexible Mixture-Amount Models for Business and Industry Using Gaussian Processes
Tinbergen Institute Discussion Paper 16-075/III
Aiste Ruseckaite, D. Fok and Peter Goos
Erasmus University Rotterdam (EUR) - Department of Econometrics, Econometric Institute - Erasmus University Rotterdam and University of Antwerp
Date Posted: September 13, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Does Intra-Regional Trade Matter in Regional Stock Markets?: New Evidence from Asia-Pacific Region
Bank of Korea WP 2016-11
SeiWan Kim and Moon Jung Choi
Ewha Womans University and Bank of Korea
Date Posted: September 02, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Bayesian Nonparametric Sparse Seemingly Unrelated Regression Model (SUR)
Monica Billio, Roberto Casarin and Luca Rossini
Ca Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics and Ca Foscari University of Venice - Dipartimento di Economia
Date Posted: September 01, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper A First Econometric Analysis of the CRIX Family
Shi Chen, Cathy Yi-Hsuan Chen, Wolfgang K. Härdle, TM Lee and Bobby Ong
Humboldt University of Berlin, Humboldt University of Berlin, Humboldt University of Berlin - Institute for Statistics and Econometrics, CoinGecko and CoinGecko
Date Posted: August 31, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Simulation in the Real World
Russell Colm Barker, Andrew Samuel Dickinson and Alex Lipton
Independent, Bank of America and Bank of America Merrill Lynch
Date Posted: August 31, 2016
Working Paper Series
63 downloads

Incl. Electronic Paper On the Estimation of Treatment Effects with Endogenous Misreporting
Andrew Young School of Policy Studies Research Paper Series No. 16-11
Pierre Nguimkeu, Augustine Denteh and Rusty Tchernis
Georgia State University, Georgia State University - Department of Economics and Georgia State University - Department of Economics
Date Posted: August 31, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Improving on Daily Measures of Price Discovery
Gustavo Fruet Dias, Marcelo Fernandes and Cristina Mabel Scherrer
University of Aarhus, Queen Mary University of London - Economics Department and Queen Mary, University of London
Date Posted: August 29, 2016
Working Paper Series
29 downloads

Incl. Electronic Paper Volatility Discovery
Gustavo Fruet Dias, Cristina Mabel Scherrer and Fotis Papailias
University of Aarhus, Queen Mary, University of London and quantf research
Date Posted: August 29, 2016
Working Paper Series
42 downloads

Incl. Electronic Paper Subsidies and Myopia in Technology Adoption: Evidence from Solar Photovoltaic Systems
KU Leuven, Department of Economics, DPS 16.16
Olivier De Groote and Frank Verboven
KU Leuven - Department of Economics and KU Leuven - Faculty of Business and Economics (FEB)
Date Posted: August 24, 2016
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Subsidies and Myopia in Technology Adoption: Evidence from Solar Photovoltaic Systems
CEPR Discussion Paper No. DP11438
Olivier De Groote and Frank Verboven
KU Leuven - Department of Economics and KU Leuven - Faculty of Business and Economics (FEB)
Date Posted: August 22, 2016
Working Paper Series

Determinants of Non-Performing Loans: Evidence from Euro-Area Countries
Finance Research Letters, Forthcoming
Dimitrios Anastasiou, Helen Louri and Efthymios G. Tsionas
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Economics and Lancaster University
Date Posted: August 19, 2016
Accepted Paper Series

Incl. Electronic Paper Is Ex-Post Credit Risk Affected by the Cycles? The Case of Italian Banks
Dimitrios Anastasiou
Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: August 17, 2016
Last Revised: August 19, 2016
Working Paper Series
45 downloads

Incl. Electronic Paper Foreign Exchange Volatility Under Inflation Targeting in Uganda: An SVAR Approach
Stephen Lukwago
Bank of Uganda
Date Posted: August 16, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Bank Stock Returns in Responding the Contribution of Fundamental and Macroeconomic Effects
Journal of Economics and Policy Vol. 9 No. 1. Pages 134-149, (2016)
Ridwan Nurazi and Berto Usman
Department of Management, Faculty of Economics and Business, University of Bengkulu - Indonesia and Department of Management, Faculty of Economics and Business, University of Bengkulu - Indonesia
Date Posted: August 15, 2016
Accepted Paper Series
13 downloads

Incl. Electronic Paper Characteristic-Sorted Portfolios: Estimation and Inference
FRB of NY Staff Report No. 788
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell and Ernst Schaumburg
University of Michigan at Ann Arbor - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York, University of Chicago - Booth School of Business - Econometrics and Statistics and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: August 15, 2016
Working Paper Series
89 downloads

Time Series Behaviour of Burgeoning International Tourist Arrivals in Sri Lanka: The Post-War Experience
Nisantha Kurukulasooriya and Erandathie Lelwala (2014) Time Series Behaviour of Burgeoning International Tourist Arrivals in Sri Lanka: The post-war experience, Ruhuna Journal of Management and Finance Volume 1 Number 1, pp1-14
Nisantha Kurukulasooriya Sr.
University of Ruhuna
Date Posted: August 06, 2016
Working Paper Series

Incl. Electronic Paper Time-Varying Price Discovery Dynamics of Corporate Credit Default Swaps and Bonds
Josephine Molleyres
University of Basel - Department of Finance
Date Posted: August 04, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Generalized Additive Models for Pair-Copula Constructions
Thibault Vatter and Thomas Nagler
Ecole Polytechnique Fédérale de Lausanne and Technische Universität München (TUM), Chair of Mathematical Statistics, Students
Date Posted: August 04, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper A Diagnostic Criterion for Approximate Factor Structure
Swiss Finance Institute Research Paper No. 16-51
Patrick Gagliardini, Elisa Ossola and O. Scaillet
University of Lugano and Swiss Finance Institute, University of Lugano and University of Geneva GSEM and GFRI
Date Posted: August 03, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets
CAMA Working Paper No. 46/2016
Shu-Ping Shi
Macquarie University
Date Posted: July 27, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?
CESifo Working Paper Series No. 5965
Guglielmo Maria Caporale, Nazif Catik, Mohamad Helmi, Faek Menla Ali and Coskun Akdeniz
Brunel University London - Department of Economics and Finance, Ege University Department of Economics, Brunel University London - College of Business, Arts and Social Sciences, Brunel University - Economics and Finance Department and Ege University - Department of Economics
Date Posted: July 26, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Supplementary Material for 'Real-Time GARCH: Does Current Information Matter?'
Ekaterina Smetanina
University of Cambridge
Date Posted: July 25, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Where to Hide in Bad Times: Or Should One Still Diversify Internationally?
Rotman School of Management Working Paper No. 2812623
Redouane Elkamhi and Denitsa Stefanova
University of Toronto - Rotman School of Management and Luxembourg School of Finance
Date Posted: July 25, 2016
Working Paper Series
37 downloads

Incl. Electronic Paper Express Measurement of Market Volatility Using Ergodicity Concept
Jack Sarkissian
Algostox Trading
Date Posted: July 21, 2016
Last Revised: July 23, 2016
Working Paper Series
295 downloads

Causal Inference in Accounting Research
Journal of Accounting Research, Vol. 54, No. 2, (2016), Stanford University Graduate School of Business Research Paper No. 16-36
Ian D. Gow, David F. Larcker and Peter C. Reiss
Harvard University - Accounting & Control Unit, Stanford University - Graduate School of Business and Stanford Graduate School of Business
Date Posted: July 15, 2016
Accepted Paper Series

Incl. Electronic Paper Rig Rates and Drilling Speed: Reinforcing Effects
USAEE Working Paper No. 16-268
Petter Osmundsen and Kristin Helen Roll
University of Stavanger and University of Stavanger
Date Posted: July 15, 2016
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Mitigating Estimation Risk in Asset Allocation: Diagonal Models Versus 1/N Diversification
Financial Review, Vol. 51, Issue 3, pp. 403-433, 2016
Chris T. Stivers and Licheng Sun
University of Louisville and Old Dominion University
Date Posted: July 15, 2016
Accepted Paper Series

Incl. Electronic Paper The Conception of Global Macroeconomic Spherical Model (全球宏观经济球体模型的构思)
Cheng Rui Sheng Sr.
Columbia University
Date Posted: July 14, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Cost Overrun at the Norwegian Continental Shelf: The Element of Surprise
USAEE Working Paper No. 16-266
Atle Oglend, Petter Osmundsen and Sindre Lorentzen
University of Stavanger, University of Stavanger and University of Stavanger
Date Posted: July 13, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Parameter Estimation Robust to Low-Frequency Contamination
Adam McCloskey and Jonathan B. Hill
Brown University - Department of Economics and University of North Carolina (UNC) at Chapel Hill – Department of Economics
Date Posted: July 08, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Option-Implied Intra-Horizon Risk and First-Passage Disentanglement
Markus Leippold and Nikola Vasiljevic
University of Zurich - Department of Banking and Finance and University of Zurich
Date Posted: July 06, 2016
Working Paper Series
57 downloads

Incl. Electronic Paper The Relation between Economic Growth and Foreign Direct Investment During the Economic Crisis in The European Union
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 34, No. 1, 2016, pp. 187-213,
Mihaela Simionescu
Romanian Academy - Institute for Economic Forecasting
Date Posted: July 01, 2016
Accepted Paper Series
5 downloads

Modelling the Gold Price in Turkish Free Market: Static Approach (Determinanty cen złota na wolnym rynku tureckim: podejście statystyczne)
Vistula University Working Papers / Zeszyty Naukowe Uczelni Vistula, No. 41(3)
Hakan Aras
Vistula University - Faculty of Business and International Relations
Date Posted: June 30, 2016
Accepted Paper Series

Incl. Electronic Paper Optimal Asset Allocation Strategies
Razvan Stefanescu
North Carolina State University
Date Posted: June 28, 2016
Last Revised: July 15, 2016
Working Paper Series
166 downloads

Incl. Electronic Paper Price Discovery and Information Transmission in Stock Index Futures and Spot Markets: Evidence from China based on a VAR-GARCH Model with SSAEPD Margins
Wentao Zhou and Liuling Li
Nankai University - School of Finance, Nankai University and Nankai University
Date Posted: June 28, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Crix or Evaluating Blockchain Based Currencies
SFB 649 Discussion Paper 2016-021, Economic Risk, Berlin
Simon Trimborn and Wolfgang K. Härdle
Humboldt-Universitat zu Berlin and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: June 27, 2016
Working Paper Series
44 downloads

Incl. Electronic Paper Spread, Volatility, and Volume Relationship in Financial Markets and Market Maker's Profit Optimization
Jack Sarkissian
Algostox Trading
Date Posted: June 26, 2016
Last Revised: July 18, 2016
Working Paper Series
321 downloads

Incl. Electronic Paper A Macroeconomic Reverse Stress Test
Bundesbank Discussion Paper No. 30/2015
Peter Grundke and Kamil Pliszka
University Osnabrück, Chair of Banking and Finance and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Updating the Option Implied Probability of Default Methodology
Bundesbank Discussion Paper No. 43/2014
Johannes Vilsmeier
Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Midas and Bridge Equations
Bundesbank Discussion Paper No. 26/2014
Christian Schumacher
Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Interest Rate Risk and the Swiss Solvency Test
Bundesbank Discussion Paper No. 41/2013
Armin Eder, Sebastian Keiler and Hannes Pichl
Helvetia Versicherungen, Deutsche Bundesbank and Helvetia Versicherungen
Date Posted: June 21, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Restructuring Counterparty Credit Risk
Bundesbank Discussion Paper No. 14/2013
Claudio Albanese, Damiano Brigo and Frank Oertel
Global Valuation, Imperial College London - Department of Mathematics and Deloitte, FSI Assurance - Quantitative Services & Valuation
Date Posted: June 21, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Towards an Explanation of Cross-Country Asymmetries in Monetary Transmission
Bundesbank Discussion Paper No. 07/2012
Georgios Georgiadis
European Central Bank
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?
Energy Policy, Forthcoming
Dean Fantazzini
Date Posted: June 20, 2016
Accepted Paper Series
41 downloads

Incl. Electronic Paper Partial Independence in Nonseparable Models
Matthew A. Masten and Alexandre Poirier
Duke University - Department of Economics and University of Iowa - Department of Economics
Date Posted: June 20, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?
DIW Berlin Discussion Paper No. 1588
Guglielmo Maria Caporale, Nazif Catik, Mohamad Husam Helmi, Faek Menla Ali and Coskun Akdeniz
Brunel University - Centre for Empirical Finance, Ege University Department of Economics, Brunel University London, Brunel University - Economics and Finance Department and Ege University - Department of Economics
Date Posted: June 19, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Pricing VIX Options with Multifactor Stochastic Volatility
Pascal Marco Caversaccio
University of Zurich - Department of Banking and Finance
Date Posted: June 15, 2016
Working Paper Series
57 downloads

Incl. Electronic Paper Rig Rates and Drilling Speed: Reinforcing Effects
CESifo Working Paper Series No. 5895
Petter Osmundsen and Kristin Helen Roll
University of Stavanger and University of Stavanger
Date Posted: June 15, 2016
Working Paper Series
5 downloads


 

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