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SSRN eLibrary Search Results
JEL Code: C52
371,942 Total downloads
Showing Papers 541 - 590 of 2,156
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1 2 3 4 ... 44 | Next >
   


Incl. Electronic Paper Asset Pricing Models in China Stock Market
Liu Tianshu and Jae-Seung Baek
Hankuk University of Foreign Studies and Hankuk University of Foreign Studies - Department of International Business
Date Posted: February 11, 2016
Working Paper Series
5 downloads

A Comparison of Departure Time of Day Formulations
Virginie Lurkin , Laurie A Garrow , Matthew John Higgins , Jeffrey P Newman and M. Schyns
University of Liege - HEC Management School , Georgia Institute of Technology , Georgia Institute of Technology - Scheller College of Business , Georgia Institute of Technology and University of Liege - HEC Management School
Date Posted: January 29, 2016
Working Paper Series

Incl. Electronic Paper An Evaluation of the 1987 French Disabled Workers Act: Better Paying than Hiring
Thomas Barnay , Emmanuel Duguet , Christine Le Clainche and Yann Videau
Université Paris Est , ERUDITE , Centre d'Etudes de l'Emploi and Université Paris Est
Date Posted: January 27, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Information Sharing and Conditional Financial Development in Africa
African Governance and Development Institute WP/16/001
Simplice A. Asongu , John Chukwudi Anyanwu and Vanessa Simen Tchamyou
African Governance and Development Institute , African Development Bank and African Governance and Development Institute
Date Posted: January 27, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Energy Business Cycles
David Meenagh , Patrick Minford and Olayinka Oyekola
Cardiff University Business School , Cardiff University Business School and University of Wales System - Cardiff University
Date Posted: January 22, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Oil Prices and the Dynamics of Output and Real Exchange Rate
USAEE Working Paper No. 16-228
David Meenagh , Patrick Minford and Olayinka Oyekola
Cardiff University Business School , Cardiff University Business School and University of Wales System - Cardiff University
Date Posted: January 22, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Making Disability Work? The Effects of Financial Incentives on Partially Disabled Workers
IZA Discussion Paper No. 9624
Pierre Koning and Jan-Maarten van Sonsbeek
CPB Netherlands Bureau of Economic Policy Analysis and UWV
Date Posted: January 18, 2016
Working Paper Series

Incl. Electronic Paper A Sound Modelling and Backtesting Framework for Forecasting Initial Margin Requirements
Fabrizio Anfuso , Daniel Aziz , Paul Giltinan and Klearchos Loukopoulos
Credit Suisse Securities (Europe) Limited , Credit Suisse Securities (Europe) Limited , Quaternion Risk Management and Credit Suisse Securities (Europe) Limited
Date Posted: January 17, 2016
Working Paper Series
85 downloads

Incl. Fee Electronic Paper Solution and Estimation Methods for DSGE Models
CEPR Discussion Paper No. DP11032
Jesús Fernández-Villaverde , Juan Francisco Rubio-Ramirez and Frank Schorfheide
University of Pennsylvania - Department of Economics , Duke University - Department of Economics and University of Pennsylvania - Department of Economics
Date Posted: January 12, 2016
Working Paper Series

Incl. Electronic Paper More Accurate Volatility Estimation and Forecasts Using Price Durations
Ingmar Nolte , Stephen J. Taylor and Xiaolu Zhao
Lancaster University - Department of Accounting and Finance , Lancaster University - Department of Accounting and Finance and Lancaster University - Department of Accounting and Finance
Date Posted: January 11, 2016
Last Revised: January 28, 2016
Working Paper Series
44 downloads

Incl. Electronic Paper Making Disability Work? The Effect of Financial Incentives on Partially Disabled Workers
Tinbergen Institute Discussion Paper 2016-001-V
Pierre Koning and Jan-Maarten van Sonsbeek
VU University Amsterdam - Faculty of Economics and Business Administration and UWV
Date Posted: January 11, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Is There a Magic Link between Research Activity, Professional Teaching Qualifications and Student Satisfaction?
Adrian R. Bell and Chris Brooks
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Date Posted: January 09, 2016
Working Paper Series
140 downloads

Incl. Electronic Paper Collateral and PDE
Christian Kamtchueng
CTK corp
Date Posted: January 08, 2016
Last Revised: January 11, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Solution and Estimation Methods for DSGE Models
Handbook of Macroeconomics, Volume 2, Forthcoming, PIER Working Paper No. 15-042
Jesús Fernández-Villaverde , Juan Francisco Rubio-Ramirez and Frank Schorfheide
University of Pennsylvania - Department of Economics , Duke University - Department of Economics and University of Pennsylvania - Department of Economics
Date Posted: January 08, 2016
Accepted Paper Series
87 downloads

Incl. Electronic Paper Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
Jia Chen , Degui Li , Oliver B. Linton and Zudi Lu
University of York - Department of Economics and Related Studies , University of York , University of Cambridge and University of Southampton
Date Posted: January 07, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Forecasting Value-at-Risk Under Temporal and Portfolio Aggregation
Tinbergen Institute Discussion Paper 15-140/III
Erik Kole , Thijs D. Markwat , Anne Opschoor and Dick J. C. van Dijk
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute , Robeco Asset Management , Vrije Universiteit Amsterdam and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: January 06, 2016
Last Revised: January 07, 2016
Working Paper Series
53 downloads

Incl. Electronic Paper The Fellowship of LIBOR: A Study of Spurious Interbank Correlations by the Method of Wigner-Ville Function
Peter Lerner (Ret.)
Rollins College
Date Posted: January 04, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Impact of Crude Oil Price Volatility on World Equity Markets Behavior
Journal of Applied Research in Finance, 2011
Rakesh Kumar and Mohammad Tamimi
University of Delhi and Department of Accounting, Dezful Branch, Islamic Azad University, Dezful, Iran.
Date Posted: January 03, 2016
Accepted Paper Series
51 downloads

Incl. Electronic Paper Contagion and Spillover Effects in the Dutch Regional House Prices: A Network Approach
Alfred Larm Teye and Daniel Felix Ahelegbey
Delft University of Technology - Department of Research for the Built Environment (OTB) and Boston University - Department of Mathematics and Statistics
Date Posted: January 03, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper A Bridge from Monty Hall to the (Anti-)Hot Hand: Restricted Choice, Selection Bias, and Empirical Practice
IGIER Working Paper
Joshua Benjamin Miller and Adam Sanjurjo
Bocconi University - Department of Decision Sciences and Universidad de Alicante - Departamento de Fundamentos del Análisis Económico
Date Posted: January 02, 2016
Working Paper Series
381 downloads

Incl. Electronic Paper Is CPI Generated from Stationary Process? An Investigation on Unit Root Hypothesis of India's CPI
International Journal of Management and Commerce Innovation, Vol. 3, Issue 2, pp 329-335 (2015) ISSN 2348-7585 (Online)
Dr. Mohammad Naim Azimi Sr.
Vice Chancellor and Professor
Date Posted: December 28, 2015
Accepted Paper Series
8 downloads

Corporate Sustainability in Asset Pricing Models and Mutual Funds Performance Measurement
Financial Markets and Portfolio Management, Vol. 28, Issue 4, 2014
Thomas John Walker , Kerstin Lopatta and Thomas Kaspereit
Concordia University, Quebec - Department of Finance , University of Oldenburg - Accounting and Corporate Governance and John Molson School of Business
Date Posted: December 27, 2015
Accepted Paper Series

Incl. Electronic Paper Econometric Models of Credit Spreads
Alvaro Chamizo and Alfonso Novales Cinca
Grupo Banco Bilbao Vizcaya Argentaria (BBVA) and Universidad Complutense de Madrid
Date Posted: December 24, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting
Riksbank Research Paper Series No. 133, Sveriges Riksbank Working Paper Series No. 309
Andre Lucas and Xin Zhang
VU University Amsterdam - Faculty of Economics and Business and Sveriges Riksbank - Research Division
Date Posted: December 22, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper A Global Factor in Variance Risk Premia and Local Bond Pricing
Bank of England Working Paper No. 576
Iryna Kaminska and Matt Roberts-Sklar
Bank of England and Bank of England
Date Posted: December 22, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Estimating (Markov-Switching) VAR Models Without Gibbs Sampling: A Sequential Monte Carlo Approach
FEDS Working Paper No. 2015-116
Mark Bognanni and Edward Herbst
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Government of the United States of America - Macroeconomic and Quantitative Studies Section
Date Posted: December 22, 2015
Working Paper Series
16 downloads

Financial Development and International Trade in Ghana: An Empirical Study
Johnson Owusu-Amoako
Sacred Heart University
Date Posted: December 21, 2015
Working Paper Series

Incl. Electronic Paper Discerning Non-Stationary Market Microstructure Noise and Time-Varying Liquidity in High Frequency Data
Richard Yongrui Chen and Per A. Mykland
University of Chicago - Department of Statistics and University of Chicago - Department of Statistics
Date Posted: December 21, 2015
Last Revised: January 31, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Extreme Yield Movements and Dynamic Density Forecasts for the Term Structure of Interest Rates
Diaa Noureldin
American University in Cairo - Department of Economics
Date Posted: December 21, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Multilevel Modeling When the Effects of Lower-Level Variables Vary Across Clusters. A Monte-Carlo Comparison of Mixed-Effects Models, Cluster-Robust Pooled OLS and Two-Step Estimation
Jan Paul Heisig , Merlin Schaeffer and Johannes Giesecke
WZB Berlin Social Science Center , University of Cologne and Humboldt University of Berlin
Date Posted: December 16, 2015
Working Paper Series
47 downloads

Incl. Electronic Paper Regularization Parameter Selection via Cross-Validation in the Presence of Dependent Regressors: A Simulation Study
Yoshimasa Uematsu and Shinya Tanaka
The Institute of Statistical Mathematics and Otaru University of Commerce
Date Posted: December 12, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Electoral Fraud and Voter Turnout
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 315
Vardan Baghdasaryan , Giovanna Iannantuoni and Valeria Maggian
American University of Armenia , Universidad Carlos III de Madrid - Department of Economics and Groupe d'Analyse et de Théorie Economique (GATE)
Date Posted: November 29, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Agents' Behavior on Multi-Dealer-to-Client Bond Trading Platforms
Jean-David Fermanian , Olivier Edmond Guéant and Arnaud Rachez
Ensae-Crest , Université Paris VII Denis Diderot and Europlace Institute of Finance
Date Posted: November 27, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Divergence and the Price of Uncertainty
Swiss Finance Institute Research Paper No. 15-60
Paul Schneider and Fabio Trojani
Swiss Finance Institute and University of Geneva
Date Posted: November 25, 2015
Working Paper Series
72 downloads

Incl. Electronic Paper A Quasi Real-Time Leading Indicator for the EU Industrial Production
SAFE Working Paper No. 118
Michael Donadelli , Antonio Paradiso and Max Riedel
Research Center SAFE - Goethe University Frankfurt , Ca' Foscari University of Venice and Goethe University Frankfurt - Research Center SAFE
Date Posted: November 24, 2015
Last Revised: January 05, 2016
Working Paper Series
38 downloads

Incl. Electronic Paper Volatility Forecasting in Futures Markets: A Statistical and Value-at-Risk Evaluation
Theo Athanasiadis
Ramsey Quantitative Systems, Inc. (RQSI)
Date Posted: November 23, 2015
Working Paper Series
65 downloads

Incl. Electronic Paper Backtesting Value-at-Risk: A Generalized Markov Framework
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 15-18
Thor Pajhede
University of Copenhagen - Department of Economics
Date Posted: November 21, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Fixed-b Estimation and Inference in Heterogenous Dynamic Cointegrated Panels
Samuel J. Sender
Tilburg University - Center for Economic Research (CentER)
Date Posted: November 17, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper New Evidence on Linear Regression and Treatment Effect Heterogeneity
IZA Discussion Paper No. 9491
Tymon Słoczyński
Warsaw School of Economics
Date Posted: November 16, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper An Analysis on Technical Efficiency in Post-Reform China
China Economic Review, Vol. 22, No. 3, 2011
xianbo zhou Sr., Kui-Wai Li and Qin Li
Lingnan College, Sun Yat-sen University , City University of Hong Kong (CityUHK) - Department of Economics & Finance and Lingnan College, Sun Yat-sen University
Date Posted: November 15, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper A Robust Goodness-of-Fit Test for Generalized Autoregressive Conditional Heteroscedastic Models
Yao Zheng , Wai Keung Li and Guodong Li
The University of Hong Kong - Department of Statistics & Actuarial Science , The University of Hong Kong and The University of Hong Kong - Department of Statistics & Actuarial Science
Date Posted: November 14, 2015
Last Revised: December 17, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Extreme Risk Interdependence
Bank of England Working Paper No. 563
Arnold Polanski and Evarist Stoja
University of East Anglia and University of Bristol
Date Posted: November 09, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement
2015 Econometric Society European (Winter) Meeting; Milan, Italy., 2015 Central Bank Joint Workshop on Financial Determinants of Exchange Rates; Zurich, Switzerland.
Huichou Huang
University of Glasgow - Adam Smith Business School
Date Posted: November 08, 2015
Last Revised: December 25, 2015
Working Paper Series
115 downloads

A Multivariate Volatility Vine Copula Model
Econometric Reviews, Forthcoming
Eike Christian Brechmann , Moritz Daniel Heiden and Yarema Okhrin
Technische Universität München (TUM) , University of Augsburg and University of Augsburg
Date Posted: November 05, 2015
Accepted Paper Series

Incl. Electronic Paper When Credit Bites Back: Leverage, Business Cycles and Crises
Institute for New Economic Thinking Working Paper Series No. 20
Oscar Jorda , Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco , Free University of Berlin (FUB) and University of Virginia - Department of Economics
Date Posted: October 29, 2015
Working Paper Series
37 downloads

Incl. Electronic Paper An Anatomy of the Equity Premium
Swiss Finance Institute Research Paper No. 15-61
Paul Schneider
Swiss Finance Institute
Date Posted: October 22, 2015
Last Revised: January 23, 2016
Working Paper Series
100 downloads

How Effective Are Quantitative Methods in Forecasting Crude Oil Prices?
Journal of Financial Management and Analysis, 28(1) January-June 2015
Alex Faseruk , Lawrence Bauer , Minh Duc Cao and Pavan Kumar Purohit
Memorial University of Newfoundland (MUN) - Faculty of Business Administration , Memorial University of Newfoundland (MUN) - Faculty of Business Administration , Memorial University of Newfoundland (MUN) and Memorial University of Newfoundland (MUN)
Date Posted: October 18, 2015
Accepted Paper Series

Incl. Electronic Paper Empirical Simultaneous Confidence Regions for Path-Forecasts
Òscar Jordà , Malte Knüppel and Massimiliano Giuseppe Marcellino
Federal Reserve Banks - Federal Reserve Bank of San Francisco , Deutsche Bundesbank - Research Department and European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Date Posted: October 17, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper International Spillovers in Inflation Expectations
ECB Working Paper No. 1857
Matteo Ciccarelli and Juan A. Garcia
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: October 16, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR
FRB St Louis Paper No. 2015-030
Michael W. McCracken , Michael Owyang and Tatevik Sekhposyan
Federal Reserve Banks - Federal Reserve Bank of Saint Louis , Federal Reserve Bank of St. Louis - Research Division and Texas A&M University - Department of Economics
Date Posted: October 14, 2015
Working Paper Series
18 downloads


 

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