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JEL Code: C52
286,687 Total downloads
Showing Papers 521 - 570 of 1,698
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Modeling the Evolution of Implied CDO Correlations Financial Markets and Portfolio Management, Vol. 24, No. 3, 2010
Marius Hofert
,
Matthias A. Scherer
and
Rudi Zagst
Date Posted: September 03, 2010
Increased Trading Hours and its Post-Impact on Market Efficiency: Empirical Evidence from the Indian Stock Market
Ajay Kumar Chauhan
and
Khagesh Agarwal
Date Posted: September 02, 2010Last Revised: October 24, 2011122 downloads
Down the Non-Linear Road from Oil to Consumer Energy Prices: Not Much Asymmetry Along the Way Bank of Italy Temi di Discussione (Working Paper) No. 751
Fabrizio Venditti
Date Posted: September 01, 201033 downloads
Modeling High Frequency Market Order Dynamics Using Self-Excited Point Process
Howard Howan Stephen Shek
Date Posted: August 31, 2010Last Revised: September 26, 2011376 downloads
The Elephant in the Corner: A Cautionary Tale About Measurement Error in Treatment Effects Models IZA Discussion Paper No. 5140
Daniel L. Millimet
Date Posted: August 30, 201021 downloads
Predicting Probability of Default of Russian Companies on the Basis of Financial Variables
Victor Maleev
and
Tatiana Nikolenko
Date Posted: August 30, 2010173 downloads
An Integrated Model for Hybrid Securities Management Science, Vol. 53, No. 9, pp. 1439-1451, 2007
Sanjiv Ranjan Das and
Rangarajan K. Sundaram
Date Posted: August 29, 2010Last Revised: March 14, 2011
Identification of Slowdowns and Accelerations for the Euro Area Economy Banque de France Working Paper No. 239
Laurent Ferrara
and
Olivier Darné
Date Posted: August 28, 201014 downloads
Term Structure Models and the Zero Bound: An Empirical Investigation of Japanese Yields
Kenneth J. Singleton
Date Posted: August 28, 201085 downloads
A Revised Trade-to-Trade Model for All Levels of Trading Thinness in Event Studies 23rd Australasian Finance and Banking Conference 2010 Paper
Warwick W. Anderson
Date Posted: August 25, 201087 downloads
Imposing Parsimony in Cross-Country Growth Regressions ECB Working Paper No. 1234
Marek Jarocinski
Date Posted: August 25, 201019 downloads
A Semiparametric Approach to Value-at-Risk, Expected Shortfall and Optimum Asset Allocation in Stock-Bond Portfolios Before and After the Global Financial Crisis 23rd Australasian Finance and Banking Conference 2010 Paper
Param Silvapulle
,
Xiangjin Bruce Chen
and
Mervyn J Silvapulle
affiliation not provided to SSRN
Date Posted: August 24, 2010Last Revised: July 19, 2012238 downloads
Heterogeneity and Strategic Choices: The Case of Stock Repurchases 23rd Australasian Finance and Banking Conference 2010 Paper
Anup Menon Nandialath
Date Posted: August 24, 201080 downloads
Integration of Stapled A-REIT, Stock and Bond Returns 23rd Australasian Finance and Banking Conference 2010 Paper
Jaime Li Ping Yong
Date Posted: August 24, 2010Last Revised: November 07, 201071 downloads
Multidimensional Health Modeling: Association Between Socioeconomic and Psychosocial Factors and Health in Latvia
Irina Mozhaeva
Date Posted: August 24, 2010Last Revised: November 10, 201132 downloads
Riding on the Smiles
José Da Fonseca and
Martino Grasselli
Date Posted: August 24, 2010Last Revised: February 09, 2011379 downloads
Understanding Models’ Forecasting Performance Economic Research Initiatives at Duke (ERID) Working Paper No. 54
Barbara Rossi and
Tatevik Sekhposyan
Date Posted: August 23, 2010Last Revised: September 16, 2010129 downloads
Petrol, Diesel Fuel and Jet Fuel Demand in South Africa: 1998-2009
Willem H. Boshoff
Date Posted: August 20, 201058 downloads
Sparse High Dimensional Models in Economics
Jianqing Fan
,
Jinchi Lv
and
Lei Qi
Date Posted: August 16, 2010559 downloads
Price Volatility, Trading Volume and Open Interest: Evidence from Indian Commodity Futures Markets
Brajesh Kumar
and
Ajay Pandey
Date Posted: August 14, 2010329 downloads
The Log-Linear Return Approximation, Bubbles, and Predictability Journal of Financial and Quantitative Analysis, Vol. 47, Nr. 3, 2012, s. 643-665.
Tom Engsted ,
Thomas Quistgaard Pedersen
and
Carsten Tanggaard
Date Posted: August 09, 2010Last Revised: February 28, 2013173 downloads
Dynamic Density Forecasts for Multivariate Asset Returns
Arnold Polanski and
Evarist Stoja
Date Posted: August 09, 201033 downloads
Incorporating Higher Moments Into Value-at-Risk Forecasting Journal of Forecasting, Vol. 29, No. 6, pp. 523-535, September 2010
Arnold Polanski and
Evarist Stoja
Date Posted: August 09, 2010Last Revised: August 29, 2010
Three-Point-For-Win in Soccer: Are There Incentives for Match Fixing?
Oleksandr Shepotylo
Date Posted: August 03, 2010324 downloads
A New Forecasting Model for USD/CNY Exchange Rate
Zongwu Cai
,
Linna Chen
and
Ying Fang
affiliation not provided to SSRN
and
Xiamen University
Date Posted: August 01, 201098 downloads
Foreign News and Spillovers in Emerging European Stock Markets William Davidson Institute Working Paper No. 983
Evzen Kocenda and
Jan Hanousek
Date Posted: July 28, 201031 downloads
Time Varying Parameters Bayesian Forecasting of Electricity Demand: The Italian Case IEFE Working Paper No. 36
Margherita Grasso
Date Posted: July 26, 201038 downloads
Forecasting Nigerian Stock Exchange Returns: Evidence from Autoregressive Integrated Moving Average (ARIMA) Model
Emenike Kalu O.
Date Posted: July 22, 2010175 downloads
Does Aggregating Forecasts by CPI Component Improve Inflation Forecast Accuracy in South Africa? CEPR Discussion Paper No. DP7895
Janine Aron
and
John Muellbauer
Date Posted: July 19, 20103 downloads
New Methods for Forecasting Inflation, Applied to the US CEPR Discussion Paper No. DP7877
Janine Aron
and
John Muellbauer
Date Posted: July 19, 20104 downloads
Modeling the Stochastic Volatility: Bovespa Index between 2000 and 2009
Bruno Breyer Caldas
Date Posted: July 19, 201049 downloads
Experiments, Surveys and the Use of Representative Samples as Reference Data RatSWD Working Paper No. 146
Thomas Siedler
and
Bettina Sonnenberg
Date Posted: July 14, 201047 downloads
Factors and Problems of Economic Growth in Hungary, Russia and Serbia International Problems UDK, Vol. LXII, No. 2, pp. 195-238, 2010
György Simon Jr.
Date Posted: July 14, 201081 downloads
Drivers of Private Equity Investment in CEE and Western European Countries DIW Berlin Discussion Paper No. 1002
Kerstin Bernoth
,
Roberta Colavecchio
and
Magdolna Sass
Date Posted: July 13, 201095 downloads
Weights and Pools for a Norwegian Density Combination Norges Bank Working Paper No. 2010/06
Karsten R. Gerdrup
,
Christie Smith
,
Anne Sofie Jore
,
Leif Anders Thorsrud
and
Hilde C. Bjørnland
affiliation not provided to SSRN
,
BI Norwegian Business School
and
Norwegian School of Management (BI)
Date Posted: July 09, 201010 downloads
The Sense and Non-Sense of Holdout Sample Validation in the Presence of Endogeneity Marketing Science, Vol. 30, No. 6, pp. 1115-1122, November-December 2011
Peter Ebbes
,
Dominik Papies
and
Harald J. van Heerde
Date Posted: July 07, 2010Last Revised: April 16, 2013165 downloads
Dynamic Capital Structure Adjustment and the Impact of Fractional Dependent Variables
Ralf Elsas and
David Florysiak
Date Posted: July 01, 2010Last Revised: September 10, 2012425 downloads
Forecasting Inflation in France Banque de France Working Paper No. 262
Claire Celerier
Date Posted: June 26, 201034 downloads
Evaluating Alternative Methods for Testing Asset Pricing Models with Historical Data Journal of Empirical Finance, Vol. 18, pp. 136-146, 2011
Gonzalo Rubio
and
Martin Lozano
Date Posted: June 25, 2010Last Revised: January 09, 2011183 downloads
Corporate Bond Defaults are Consistent with Conditional Independence Journal of Credit Risk, Forthcoming
Florian Kramer
and
Gunter Löffler
Date Posted: June 24, 2010
Selecting Credit Rating Models: A Cross-Validation-Based Comparison of Discriminatory Power Financial Markets and Portfolio Management, Vol. 23, No. 2, pp. 187-203, 2009
Marc Ryser
and
Stefan Denzler
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: June 20, 2010
The Influence of Misspecification in Stochastic Frontier Analysis Models: A Simulation Approach
Aljar Meesters
Date Posted: June 17, 201051 downloads
Forecasting VAR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy Frontiers in Finance and Economics, Vol. 6, No. 1, p. 26-50, 2009
Cyril Caillault
and
Dominique Guegan
Date Posted: June 12, 2010150 downloads
EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries? CESifo Working Paper Series No. 3074
Guglielmo Maria Caporale ,
Roman Matousek and
Chris Stewart
affiliation not provided to SSRN
Date Posted: June 10, 201020 downloads
Bankruptcy Prediction Models and the Cost of Debt Journal of Fixed Income, Forthcoming
Sattar Mansi ,
William F. Maxwell and
Andrew (Jianzhong) Zhang
Date Posted: June 09, 2010Last Revised: February 28, 2012903 downloads
Decay Factor Optimisation in Time Weighted Simulation - Evaluating VAR Performance
Sasa Zikovic
and
Bora Aktan
Date Posted: June 09, 2010127 downloads
Freedom of Choice in Macroeconomic Forecasting CESifo Economic Studies, Vol. 56, Issue 2, pp. 192-220, 2010
Nikolay Robinzonov and
Klaus Wohlrabe
affiliation not provided to SSRN
and
CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Ifo Institute for Economic Research
Date Posted: June 04, 2010
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks Using Bayesian Model Averaging Tinbergen Institute Discussion Paper 10-050/4
Rodney W. Strachan
and
H. K. van Dijk
Date Posted: May 31, 201016 downloads
Market Timing Using Exchange Traded Funds
Lewis A. Glenn
Date Posted: May 31, 2010349 downloads
Efficient Estimation of Average Treatment Effects Under Treatment-Based Sampling,
Second Version PIER Working Paper No. 10-018
Kyungchul Song
Date Posted: May 30, 201030 downloads
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