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Abstracts: 581,461
Full Text Papers: 482,156
Authors: 269,236
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63,403

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Last 12 months: 10,263,464
Last 30 days: 919,855

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SSRN eLibrary Search Results
JEL Code: C51
418,819 Total downloads
Showing Papers 51 - 100 of 2,116
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1 2 3 4 ... 43 | Next >
   


Incl. Electronic Paper Forecasting of the Convexity Adjustment and the Short Rate Based on the Inference from the CIR Model
Lin-Yee Hin and Nikolai Dokuchaev
Department of Mathematics & Statistics, Curtin University and Curtin University of Technology - Department of Mathematics and Statistics
Date Posted: December 18, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Efficient XVA Management: Computation, Hedging, and Attribution Using Trade-Level Regression and Global Conditioning
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: December 18, 2014
Working Paper Series
10 downloads

Aid and Income: Another Time-Series Perspective
UNU-WIDER working paper 07/2013; 2013/069.
Finn Tarp , Matthijs Lof and Tseday Jemaneh Mekasha
University of Copenhagen - Department of Economics , Aalto University and Independent
Date Posted: December 14, 2014
Accepted Paper Series

Incl. Electronic Paper Tests of Equity Market Anomalies for Select Emerging Markets
The International Journal of Business and Finance Research, v. 8 (3) p. 27-46, 2014
Sanjay Sehgal , Srividya Subramaniam and Florent Deisting
University of Delhi , University of Delhi and ESC PAU
Date Posted: December 12, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Tests of Equity Market Anomalies for Select Emerging Markets
The International Journal of Business and Finance Research, v. 8 (3) p. 27-46
Sanjay Sehgal , Srividya Subramaniam and Florent Deisting
University of Delhi , University of Delhi and ESC PAU
Date Posted: December 11, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Tests of Equity Market Anomalies for Select Emerging Markets
The International Journal of Business and Finance Research, v. 8 (3) p. 27-46, 2014
Sanjay Sehgal , Srividya Subramaniam and Florent Deisting
University of Delhi - Department of Financial Studies , University of Delhi and ESC PAU
Date Posted: December 11, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
IMF Working Paper No. 14/200
Francis Vitek
International Monetary Fund (IMF)
Date Posted: December 11, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities
Ca' Foscari University of Venice Department of Economics Working Paper No. 22/WP/2014
Roberto Casarin , Fabrizio Leisen , German Molina and Enrique ter Horst
University Ca' Foscari of Venice - Department of Economics , University of Kent, Canterbury , Idalion Capital US LP and IESA
Date Posted: December 09, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Estimating Mis-Reporting in Dyadic Data: Are Transfers Mutually Beneficial?
IZA Discussion Paper No. 8664
Margherita Comola and Marcel Fafchamps
Paris School of Economics (PSE) and Oxford University - Department of Economics
Date Posted: December 06, 2014
Working Paper Series

Incl. Electronic Paper Systematic Risk Asymmetry of the American Real Estate Securities: Some New Econometric Evidences
Paola De Santis and Carlo Drago
Iccrea Banca and University of Rome "Niccolò Cusano"
Date Posted: December 05, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Model of the United States Economy with Learning MUSEL
ECB Working Paper No. 1745
Ursel Baumann , Alistair Dieppe , Alberto GonzÁlez Pandiella and Alpo Willman
European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) and University of Kent, Canterbury
Date Posted: December 03, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Identifying Latent Structures in Panel Data
Cowles Foundation Discussion Paper No. 1965
Liangjun Su , Zhentao Shi and Peter C. B. Phillips
Singapore Management University - School of Economics , Department of Economics, the Chinese University of Hong Kong and Yale University - Cowles Foundation
Date Posted: December 03, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Euro Area Business Cycles in Turbulent Times: Convergence or Decoupling?
Banque de France Working Paper No. 522
Filippo Ferroni and Benjamin Klaus
Universitat Pompeu Fabra and European Central Bank (ECB)
Date Posted: November 28, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Like Attract Like? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households
Edoardo Ciscato , Alfred Galichon and Marion Gousse
Institut d'Etudes Politiques de Paris (Sciences Po) - Department of Economics , Sciences Po - Department of Economics and Institut d'Etudes Politiques de Paris (Sciences Po) - Department of Economics
Date Posted: November 27, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Rural Household Contribution to the Financial and Capital Market in Bangladesh: A Micro Level Study of Remittances from Italy
International Journal of Management Sciences and Business Research, 2014 ISSN (2226-8235) Vol-3, Issue 10
Kazi Abdul Mannan , Dr. Khandaker Farhana and Torab Ahmed Khan Chowdhury
Southern Cross University, Australia , Independent and Independent
Date Posted: November 23, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration Using Matlab
CNMV Working Paper No 58
Ricardo Crisóstomo
Comisión Nacional del Mercado de Valores (CNMV)
Date Posted: November 20, 2014
Last Revised: December 19, 2014
Accepted Paper Series
41 downloads

Incl. Electronic Paper Testing the 'Inaction Corridor' in a Three-Regime Threshold Error Correction Model with an Application to a Buffer-Stock Model for US Money Demand
Economic Notes, vol. 40, no. 1/2-2011, pp. 29–43,
David Neto and Jaya Krishnakumar
Independent and University of Geneva
Date Posted: November 19, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper How Useful Are Aggregate Measures of Systemic Risk?
Harry Mamaysky
Independent
Date Posted: November 19, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Preferences vs. Opportunities: Racial/Ethnic Intermarriage in the United States
PIER Working Paper No. 14-040
Seul-ki Shin
University of Pennsylvania - Department of Economics
Date Posted: November 18, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Foreign Exchange Reserve Diversification and the 'Exorbitant Privilege'
Bank of Italy Temi di Discussione (Working Paper) No. 964
Pietro Cova , Patrizio Pagano and Massimiliano Pisani
Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: November 18, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Exports and Capacity Constraints -- A Smooth Transition Regression Model for Six Euro Area Countries
ECB Working Paper No. 1740
Ansgar Hubertus Belke , Anne Oeking and Ralph Setzer
University of Duisburg-Essen - Department of Economics , University of Duisburg-Essen - Department of Economics and Business Administration and European Central Bank (ECB)
Date Posted: November 18, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Measurement Error in Subjective Expectations and the Empirical Content of Economic Models
Max Planck Institute for Social Law and Social Policy Discussion Paper No. 14-2014
Tilman H. Drerup , Benjamin Enke and Hans-Martin von Gaudecker
University of Bonn - The Bonn Graduate School of Economics , Bonn Graduate School of Economics and University of Bonn - Economic Science Area
Date Posted: November 18, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Multi-Curve HJM Modelling for Risk Management
Chiara Sabelli , Michele Pioppi , Luca Sitzia and Giacomo Bormetti
Scuola Normale Superiore , UniCredit S.p.A. , UniCredit S.p.A. and Scuola Normale Superiore
Date Posted: November 16, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Tail Risk Protection in Asset Management
Cristian Homescu
Independent
Date Posted: November 16, 2014
Working Paper Series
533 downloads

Incl. Electronic Paper Real Exchange Rate Persistence: The Case of the Swiss Franc-US Dollar Rate
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 14-26
Katarina Juselius and Katrin Assenmacher
University of Copenhagen - Department of Economics and Swiss National Bank
Date Posted: November 14, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Panel Macroeconometric Modeling
USC-INET Research Paper No. 14-02
Cheng Hsiao
University of Southern California - Department of Economics
Date Posted: November 12, 2014
Working Paper Series
92 downloads

Incl. Electronic Paper Asymmetry and Uncertainty Across Energy and FX Markets
Ahmed A.A. Khalifa , Massimiliano Caporin and Shawkat M. Hammoudeh
King Fahd University of Petroleum & Minerals (KFUPM) , University of Padova - Department of Economics and Management "Marco Fanno" and Drexel University - Lebow College of Business
Date Posted: November 11, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Simulated Likelihood Estimators for Discretely Observed Jump-Diffusions
Kay Giesecke and Gustavo Schwenkler
Stanford University - Management Science & Engineering and Boston University - Department of Finance & Economics
Date Posted: November 03, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Socio-Economic Impact of Remittances in Rural Bangladesh: A Unit Analysis of the Age of Household Head
RJSSM: Volume: 04, Number: 07, November 2014
Kazi Abdul Mannan and Dr. Khandaker Farhana
Southern Cross University, Australia and Independent
Date Posted: November 01, 2014
Accepted Paper Series
10 downloads

Incl. Electronic Paper Nonlinearities and Tests of Asset Price Bubbles
Vipin Arora and Shu-Ping Shi
United States Energy Information Administration and Macquarie University
Date Posted: October 30, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Models of Mortality - Analysing the Residuals
Colin O'Hare and Youwei Li
Monash University - Department of Econometrics & Business Statistics and Queen's University Belfast - School of Management
Date Posted: October 28, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Simultaneous First-Price Auctions with Preferences Over Combinations: Identification, Estimation and Application
Matthew L. Gentry , Tatiana Komarova and Pasquale Schiraldi
London School of Economics and Political Science - Department of Economics , London School of Economics & Political Science (LSE) and London School of Economics & Political Science (LSE)
Date Posted: October 27, 2014
Working Paper Series
41 downloads

Incl. Electronic Paper Measurement Error in Subjective Expectations and the Empirical Content of Economic Models
IZA Discussion Paper No. 8535
Tilman H. Drerup , Benjamin Enke and Hans-Martin von Gaudecker
University of Bonn - The Bonn Graduate School of Economics , Bonn Graduate School of Economics and University of Bonn - Economic Science Area
Date Posted: October 25, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Dividend Derivatives
Radu Tunaru
University of Kent, Canterbury - Kent Business SchoolCeQuFin, University of Kent
Date Posted: October 25, 2014
Working Paper Series
54 downloads

Incl. Electronic Paper The Fluke of Stochastic Volatility versus GARCH Inevitability: Which Model Creates Better Forecasts?
Higher School of Economics Research Paper No. WP BRP 37/FE/2014
Valeria Lakshina
National Research University Higher School of Economics
Date Posted: October 23, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007.
Boulis Maher Ibrahim and Janusz Brzeszczynski
Heriot Watt University and Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom
Date Posted: October 23, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper The 'Monsoon Effect' in Indian Equity Market
Hardik Vachhrajani , Jay Desai and Kinjal Jay Desai
Amrita School of Business, Amrita Vishwa Vidyapeetham , Shri Chimanbhai Patel Institute of Management & Research and Corporate Solutions Group, SBI Life Insurance Co. Ltd.
Date Posted: October 23, 2014
Last Revised: October 24, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Measurement Error in Subjective Expectations and the Empirical Content of Economic Models
Max Planck Institute for Social Law and Social Policy Discussion Paper No. 291-14
Tilman H. Drerup , Benjamin Enke and Hans-Martin von Gaudecker
University of Bonn - The Bonn Graduate School of Economics , Bonn Graduate School of Economics and University of Bonn - Economic Science Area
Date Posted: October 21, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Effect of Yuan Renminbi to Yen Toward Indonesia's Export to Japan 2004:10-2012:12
World Review of Business Research, Vol. 4, No. 2, pp. 241-254, July 2014, 9th Asian Business Research Conference, Bangkok, 2014
Yudistira Hendra Permana and Ike Yuli Andjani
Universitas Gadjah Mada (UGM) - Vocational School of Economics and Business and Universitas Gadjah Mada (UGM) - Vocational School of Economics and Business
Date Posted: October 21, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Investment in Fixed Broadband Networks and Access Regulation in Developed and Developing Countries: Panel Data Applications
Inès Ben Dkhil
University of Sousse - Faculty of Economic and Management Sciences
Date Posted: October 19, 2014
Last Revised: November 03, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Identification of DSGE Models - The Effect of Higher-Order Approximation and Pruning
Willi Mutschler
University of Muenster - Center for Quantitative Economics (CQE)
Date Posted: October 15, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Measurement Error in Subjective Expectations and the Empirical Content of Economic Models
Netspar Discussion Paper No. 10/2014-043
Tilman H. Drerup , Benjamin Enke and Hans-Martin von Gaudecker
University of Bonn - The Bonn Graduate School of Economics , Bonn Graduate School of Economics and University of Bonn - Economic Science Area
Date Posted: October 14, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Rural Household Head Employment Status and Remittance Inflows from Italy
International Journal of Management Sciences and Business Research, 2014 ISSN (2226-8235) Vol-3, Issue 9
Kazi Abdul Mannan and Dr. Khandaker Farhana
Southern Cross University, Australia and Independent
Date Posted: October 14, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Time-Varying Persistence in US Inflation
Massimiliano Caporin and Rangan Gupta
University of Padova - Department of Economics and Management "Marco Fanno" and University of Pretoria - Department of Economics
Date Posted: October 09, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Spillover Effects of Credit Demand and Supply Shocks in the EU Countries: Evidence from a Structural GVAR
Heinrich Kick
European Central Bank (ECB)
Date Posted: October 08, 2014
Working Paper Series
33 downloads

Incl. Electronic Paper Remittance Micro Determinants and Socioeconomic Impacts: A Household Unit Analysis of Gender Behaviour of Rural Household Head in Bangladesh
International Journal of Management Sciences and Business Research, 2014 ISSN (2226-8235) Vol-3, Issue 7
Kazi Abdul Mannan and Dr. Khandaker Farhana
Southern Cross University, Australia and Independent
Date Posted: October 04, 2014
Last Revised: October 16, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Legal Status, Remittances and Socio-Economic Impacts on Rural Household in Bangladesh: An Empirical Study of Bangladeshi Migrants in Italy.
Kazi Abdul Mannan and Dr. Khandaker Farhana
Southern Cross University, Australia and Independent
Date Posted: October 04, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Systemic Risk Spillovers in the European Banking and Sovereign Network
CFS Working Paper, No. 467
Frank Betz , Nikolaus Hautsch , Tuomas A. Peltonen and Melanie Schienle
European Union - European Investment Bank , University of Vienna - Department of Statistics and Operations Research , European Central Bank (ECB) and Leibniz University Hannover
Date Posted: October 04, 2014
Working Paper Series
58 downloads

Incl. Electronic Paper Systemic Risk Spillovers in the European Banking and Sovereign Network
Franz Betz , Nikolaus Hautsch , Tuomas A. Peltonen and Melanie Schienle
European Union - European Investment Bank , University of Vienna - Department of Statistics and Operations Research , European Central Bank (ECB) and Leibniz University Hannover
Date Posted: October 01, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Modeling Seasonality in Commodity Price Dynamics
Yanping Chong , Weixian Kong , Matthew Tochterman , Junyue Xu and Hangying Yu
Winona State University - Department of Economics , University of California, Berkeley - Haas School of Business , University of California, Berkeley - Haas School of Business , University of California, Berkeley - Haas School of Business and University of California, Berkeley - Haas School of Business
Date Posted: September 30, 2014
Working Paper Series
21 downloads


 

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