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SSRN eLibrary Statistics:

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Abstracts: 602,679
Full Text Papers: 500,616
Authors: 279,008
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  Last 12 months:
63,357

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To date: 85,340,616
Last 12 months: 10,904,774
Last 30 days: 1,102,510

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Total References: 9,075,753
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94,530
Total Footnotes: 9,184,918


SSRN eLibrary Search Results
JEL Code: C51
433,423 Total downloads
Showing Papers 541 - 590 of 2,197
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Incl. Electronic Paper Measuring & Managing Financial Risks with Improved Alternatives Beyond Value-at-Risk (VaR)
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 17, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper On the Stratonovich-Kalman-Bucy Filtering Algorithm Application for Accurate Characterization of Financial Time Series with Use of State-Space Model by Central Banks
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: April 15, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Remittances and Macroeconomic Volatility in African Countries
IMF Working Paper No. 15/49
Ahmat Jidoud
International Monetary Fund (IMF)
Date Posted: April 14, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Threshold Effect of Government Size on Economic Growth: Empirical Evidence from Japan and China
Su Dinh Thanh
University of Economics Ho Chi Minh City
Date Posted: April 11, 2015
Working Paper Series
11 downloads

What Determines the Yen Swap Spread?
International Review of Financial Analysis, Forthcoming
A. S. M. Sohel Azad , Jonathan A. Batten and Victor Fang
Deakin University , Monash University - Department of Accounting and Finance and Deakin University
Date Posted: April 11, 2015
Accepted Paper Series

Incl. Electronic Paper Knight Reconsidered: 'Future of Finance Beyond Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World
Princeton Quant Trading Conference 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 08, 2015
Last Revised: April 15, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Deflationary Shocks and De-Anchoring of Inflation Expectations
Bank of Italy Occasional Paper No. 252
Fabio Busetti , Giuseppe Ferrero , Andrea Gerali and Alberto Locarno
Bank of Italy , Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: April 05, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Firms in Input and Output Networks
Maria-Augusta Miceli
University of Rome "Sapienza"
Date Posted: April 02, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Determinants of Remittances in Rural Bangladesh: An Econometric Analysis of the Educational Attainments of the Household Members
Research Journal of Social Science & Management, RJSSM: Volume 4, Number 12, April 2015, CASE Research Paper
Kazi Abdul Mannan and Khandaker Mursheda Farhana
Southern Cross University, Australia and Migration Research, Development and Society of Bangladesh
Date Posted: April 02, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Going Hybrid: A Joint Model for Temperature and Natural Gas
Roberto Baviera and Teodoro Federico Mainetti
Politecnico di Milano - Department of Mathematics and KPMG International, LLP - Milan Office
Date Posted: March 29, 2015
Last Revised: April 17, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper 경제충격 효과의 산업간 공행성 분석 (Understanding the Evolution of Sectoral Comovements: The Case of Korea)
Bank of Korea WP 2014-3
Sunoong Hwang , Seong-hwan Min , Donghyun Shin and KIHO KIM
Korea Institute for Industrial Economics and Trade , Korea Institute for Industrial Economics and Trade , Yonsei University and Bank of Korea
Date Posted: March 27, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity
Chaohua Dong , Jiti Gao and Bin Peng
Monash University - Department of Econometrics and Business Statistics , Monash University - Department of Econometrics & Business Statistics and University of Technology, Sydney
Date Posted: March 27, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version
PIER Working Paper No. 15-017
Xu Cheng , Zhipeng Liao and Ruoyao Shi
University of Pennsylvania - Department of Economics , University of California, Los Angeles (UCLA) and University of California, Los Angeles (UCLA)
Date Posted: March 27, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper The Sources of Business Cycles in a Low Income Country
IMF Working Paper No. 15/40
Romain Houssa , Jolan Mohimont and Christopher Otrok
CRED & CEREFIM, University of Namur , University of Namur and University of Missouri
Date Posted: March 26, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Structural Breaks and Finance-Driven Growth Hypothesis in ECOWAS: Further Empirical Evidence
International Journal of Economic Sciences and Applied Research, 7 (3): 63-80
Olusegun A. Omisakin and Oluwatosin Ademola Adeniyi
Redeemer's University, Nigeria and Centre for the Study of the Economies of Africa
Date Posted: March 25, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper A Cost of Production Model for Bitcoin
Adam Hayes
The New School - Department of Economics
Date Posted: March 21, 2015
Last Revised: March 22, 2015
Working Paper Series
46 downloads

Incl. Electronic Paper Exploring Curvilinearity Through Fractional Polynomials in Management Research
Organizational Research Methods, Forthcoming
Ralitza Nikolaeva , Amit Bhatnagar and Sanjoy Ghose
Instituto Superior de Ciencias do Trabalho e da Empresa (ISCTE) - School of Business , University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business and University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business
Date Posted: March 20, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Sources of Macroeconomic Fluctuations: A Regime-Switching DSGE Approach
FRB Atlanta Working Paper No. 2009-3a
Zheng Liu , Daniel F. Waggoner and Tao Zha
Fed San Francisco , Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: March 19, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Shifting Horizons: Assessing Macro Trends Before, During, and Following Systemic Banking Crises
ECB Working Paper No. 1766
Willem Schudel
De Nederlandsche Bank
Date Posted: March 18, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper El estatus socioeconómico como determinante de la línea de pobreza subjetiva nacional y regional, Colombia 2008. (The Socio Economic Status Determinant on the Line of National and Regional Subjective Poverty, Colombia 2008.)
Geovanny Castro Aristizabal and Santiago Londoño Jaramillo
Pontifical University Javeriana Cali and Pontifical University Javeriana Cali
Date Posted: March 18, 2015
Last Revised: March 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper When Does the Stock Market Listen to Economic News? New Evidence from Copulas and News Wires.
Ivan Medovikov
Brock University
Date Posted: March 16, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Can Analysts Predict Rallies Better than Crashes?
Finance Research Letters, Vol. 11, No. 4, 2014
Ivan Medovikov
Brock University
Date Posted: March 16, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper Beyond Location and Dispersion Models: The Generalized Structural Time Series Model with Applications
Abdelmajid Djennad , Robert Rigby , Dimitrios Stasinopoulos , Vlasios Voudouris and Paul H. C. Eilers
London Metropolitan University - Department of Computing, Communications Technology & Mathematics (CCTM) , London Metropolitan University , London Metropolitan University , ABM Analytics Ltd and Erasmus MC
Date Posted: March 13, 2015
Working Paper Series
18 downloads

Spot Volatility Estimation Using the Laplace Transform
Maria Elvira Mancino , Imma Valentina Curato and Maria Cristina Recchioni
University of Florence - Department of Economics and Management , University of Ulm and Università Politecnica delle Marche - Department of Management
Date Posted: March 04, 2015
Working Paper Series

Incl. Electronic Paper What Do Accruals Tell Us About Future Cash Flows?
Stanford University Graduate School of Business Research Paper No. 15-17
Mary E. Barth , Greg Clinch and Doron Israeli
Stanford University - Graduate School of Business , University of Melbourne - Department of Accounting and Interdisciplinary Center (IDC) Herzliya - Arison School of Business
Date Posted: March 03, 2015
Last Revised: April 07, 2015
Working Paper Series
357 downloads

Incl. Electronic Paper Identification of Canonical Models for Vectors of Time Series: A Subspace Approach
Alfredo García-Hiernaux , José Casals and Miguel Jerez
Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics) , Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics) and Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics)
Date Posted: March 03, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model
Swiss Finance Institute Research Paper No. 15-08
Markus Leippold and Nikola Vasiljevic
University of Zurich - Department of Banking and Finance and University of Zurich
Date Posted: March 03, 2015
Last Revised: March 04, 2015
Working Paper Series
50 downloads

Causes-of-Death Mortality: What Do We Know on Their Dependence?
North American Actuarial Journal, 2015 Forthcoming
Severine Arnold (-Gaille) and Michael Sherris
University of Lausanne - Faculty of Business and Economics and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: March 02, 2015
Accepted Paper Series

Incl. Electronic Paper Macroeconomic Effects of Simultaneous Implementation of Reforms after the Crisis
Bank of Italy Temi di Discussione (Working Paper) No. 997
Andrea Gerali , Alessandro Notarpietro and Massimiliano Pisani
Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: February 28, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper A Dynamic Network Model of the Unsecured Interbank Lending Market
BIS Working Paper No. 491
Francisco Blasques , Falk Bräuning and Iman van Lelyveld
VU University Amsterdam , VU University Amsterdam and De Nederlandsche Bank
Date Posted: February 27, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Measuring Association via Lack of Co-Monotonicity: The LOC Index
Danang T. Qoyyimi and Ricardas Zitikis
Department of Statistical and Actuarial Sciences University of Western Ontario and University of Western Ontario - Department of Statistical and Actuarial Sciences
Date Posted: February 26, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Addressing Important Econometric Issues on How to Construct Theoretical Based Exchange Rate Misalignment Estimates
Emerson Fernandes Marçal , Diogo de Prince , Giovanni Tondin Merlin and Beatrice Zimmermann
Sao Paulo School of Economics - FGV , Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics , Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Date Posted: February 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper A Dynamic Network Model of the Unsecured Interbank Lending Market
De Nederlandsche Bank Working Paper No. 460
Francisco Blasques , Falk Bräuning and Iman van Lelyveld
VU University Amsterdam , VU University Amsterdam and De Nederlandsche Bank
Date Posted: February 25, 2015
Last Revised: February 26, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper A Double Correlated Three Factor Model for a Crude Oil Market
Gaetano Fileccia and Carlo Sgarra
Politecnico di Milano and Politecnico di Milano- Dipartimento di Matematica
Date Posted: February 24, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper A Proposed Model for Prediction of Industrial Sickness
Nisarg A. Joshi
Shri Chimanbhai Patel Institute of Management & Research
Date Posted: February 19, 2015
Working Paper Series
37 downloads

Incl. Electronic Paper Bayesian Nonparametric Calibration and Combination of Predictive Distributions
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 04/WP/2015
Federico Bassetti , Roberto Casarin and Francesco Ravazzolo
University of Pavia , University Ca' Foscari of Venice - Department of Economics and Norges Bank
Date Posted: February 18, 2015
Last Revised: March 10, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Dif-in-Dif Estimators of Multiplicative Treatment Effects
Bank of Italy Temi di Discussione (Working Paper) No. 985
Emanuele Ciani and Paul Fisher
Bank of Italy and Bank of England
Date Posted: February 18, 2015
Working Paper Series
13 downloads

Incl. Fee Electronic Paper A Spectral EM Algorithm for Dynamic Factor Models
CEPR Discussion Paper No. DP10417
Gabriele Fiorentini , Alessandro Galesi and Enrique Sentana
Universita di Firenze - Dipartimento di Statistica , Centre for Monetary and Financial Studies (CEMFI) and Centro de Estudios Monetarios y Financieros (CEMFI)
Date Posted: February 17, 2015
Working Paper Series

Incl. Fee Electronic Paper Forecasting Inflation Using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey
CEPR Discussion Paper No. DP10419
Sumru Altug
Koc University - Department of Economics
Date Posted: February 17, 2015
Working Paper Series

Incl. Electronic Paper Time-Varying Linkage of the Possible Safe-Haven Assets: A Cross-Market and Cross-Asset Analysis
Phong Minh Nguyen and Wei-Han Liu
La Trobe University - Faculty of Business, Economics and Law and Alfaisal University
Date Posted: February 17, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Logarithmic Transformations in Cross Section Regression Models of the Long Run Relation between Market and Accounting Values
Roger J. Willett
University of Tasmania
Date Posted: February 14, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Partial Identification of State Dependence
Alexander Torgovitsky
Northwestern University - Department of Economics
Date Posted: February 14, 2015
Working Paper Series
48 downloads

Incl. Electronic Paper The Missing Piece of the Puzzle: Liquidity Premiums in Inflation-Indexed Markets
Netspar Discussion Paper No. 02/2014-066
Joost Driessen , Theo Nijman and Zorka Simon
Tilburg University - Department of Finance , Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University
Date Posted: February 14, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage
Econometric Reviews, Forthcoming
Stanislav Anatolyev and Nikita Kobotaev
New Economic School and Independent
Date Posted: February 11, 2015
Accepted Paper Series
26 downloads

Incl. Electronic Paper Asymptotics for Parametric GARCH-in-Mean Models
University of Heidelberg, Department of Economics, Discussion Paper No. 579
Christian Conrad and Enno Mammen
University of Heidelberg - Faculty of Economics and Social Studies and University of Mannheim - Department of Economics
Date Posted: February 10, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects
Xun Lu and Liangjun Su
HKUST and Singapore Management University
Date Posted: February 09, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Debt and Financial Market Contagion
UNSW Business School Research Paper No. 2015-02
Cody Yu-Ling Hsiao and James Morley
University of New South Wales (UNSW) and University of New South Wales
Date Posted: February 09, 2015
Working Paper Series
47 downloads

Incl. Electronic Paper An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area
Xiaoshan Chen , Tatiana Kirsanova and Campbell Leith
University of Stirling , University of Glasgow and University of Glasgow - Department of Economics
Date Posted: February 07, 2015
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Analyzing Comovements in Housing Prices Using Vine Copulas
Economic Inquiry, Vol. 53, Issue 2, pp. 1156-1169, 2015
David M. Zimmer
Western Kentucky University - Department of Economics
Date Posted: February 07, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Financial Frictions in Data: Evidence and Impact
IMF Working Paper No. 14/238
Marzie Taheri Sanjani
International Monetary Fund (IMF)
Date Posted: February 06, 2015
Working Paper Series
13 downloads


 

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