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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
Papers Received in
  Last 12 months:
69,626

Paper Downloads:
To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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239,806
Total References: 8,539,827
Papers with Cites: 230,167
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5,733,423
Papers with
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  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: C52
289,109 Total downloads
Showing Papers 541 - 590 of 1,708
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Incl. Electronic Paper Imposing Parsimony in Cross-Country Growth Regressions
ECB Working Paper No. 1234
Marek Jarocinski
European Central Bank (ECB)
Date Posted: August 25, 2010
Working Paper Series
19 downloads

Incl. Electronic Paper 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
Monash University - Department of Econometrics & Business Statistics , Monash University - Department of Econometrics & Business Statistics and affiliation not provided to SSRN
Date Posted: August 24, 2010
Last Revised: July 19, 2012
Working Paper Series
240 downloads

Incl. Electronic Paper Heterogeneity and Strategic Choices: The Case of Stock Repurchases
23rd Australasian Finance and Banking Conference 2010 Paper
Anup Menon Nandialath
HEC Paris (Groupe HEC) - Strategy & Business Policy
Date Posted: August 24, 2010
Working Paper Series
81 downloads

Incl. Electronic Paper Integration of Stapled A-REIT, Stock and Bond Returns
23rd Australasian Finance and Banking Conference 2010 Paper
Jaime Li Ping Yong
Edith Cowan University - School of Finance and Business Economics
Date Posted: August 24, 2010
Last Revised: November 07, 2010
Working Paper Series
71 downloads

Incl. Electronic Paper Multidimensional Health Modeling: Association Between Socioeconomic and Psychosocial Factors and Health in Latvia
Irina Mozhaeva
University of Latvia
Date Posted: August 24, 2010
Last Revised: November 10, 2011
Working Paper Series
32 downloads

Incl. Electronic Paper Riding on the Smiles
José Da Fonseca and Martino Grasselli
Auckland University of Technology - Faculty of Business & Law and University of Padua
Date Posted: August 24, 2010
Last Revised: February 09, 2011
Working Paper Series
381 downloads

Incl. Electronic Paper Understanding Models’ Forecasting Performance
Economic Research Initiatives at Duke (ERID) Working Paper No. 54
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - ICREA and Bank of Canada
Date Posted: August 23, 2010
Last Revised: September 16, 2010
Accepted Paper Series
131 downloads

Incl. Electronic Paper Petrol, Diesel Fuel and Jet Fuel Demand in South Africa: 1998-2009
Willem H. Boshoff
Stellenbosch University - Department of Economics
Date Posted: August 20, 2010
Working Paper Series
59 downloads

Incl. Electronic Paper Sparse High Dimensional Models in Economics
Jianqing Fan , Jinchi Lv and Lei Qi
Princeton University - Bendheim Center for Finance , University of Southern California - Marshall School of Business and Princeton University - Bendheim Center for Finance
Date Posted: August 16, 2010
Working Paper Series
562 downloads

Incl. Electronic Paper Price Volatility, Trading Volume and Open Interest: Evidence from Indian Commodity Futures Markets
Brajesh Kumar and Ajay Pandey
Jindal Global Business School and IIM Ahmedabad
Date Posted: August 14, 2010
Working Paper Series
335 downloads

Incl. Electronic Paper 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
University of Aarhus - CREATES , University of Aarhus - CREATES and CREATES
Date Posted: August 09, 2010
Last Revised: February 28, 2013
Working Paper Series
174 downloads

Incl. Electronic Paper Dynamic Density Forecasts for Multivariate Asset Returns
Arnold Polanski and Evarist Stoja
University of East Anglia and University of Bristol
Date Posted: August 09, 2010
Working Paper Series
33 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
University of East Anglia and University of Bristol
Date Posted: August 09, 2010
Last Revised: August 29, 2010
Accepted Paper Series

Incl. Electronic Paper Three-Point-For-Win in Soccer: Are There Incentives for Match Fixing?
Oleksandr Shepotylo
Kyiv School of Economics (KSE)
Date Posted: August 03, 2010
Working Paper Series
331 downloads

Incl. Electronic Paper A New Forecasting Model for USD/CNY Exchange Rate
Zongwu Cai , Linna Chen and Ying Fang
University of North Carolina at Charlotte , affiliation not provided to SSRN and Xiamen University
Date Posted: August 01, 2010
Working Paper Series
98 downloads

Incl. Electronic Paper Foreign News and Spillovers in Emerging European Stock Markets
William Davidson Institute Working Paper No. 983
Evzen Kocenda and Jan Hanousek
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: July 28, 2010
Working Paper Series
31 downloads

Incl. Electronic Paper Time Varying Parameters Bayesian Forecasting of Electricity Demand: The Italian Case
IEFE Working Paper No. 36
Margherita Grasso
University College London - Department of Economics
Date Posted: July 26, 2010
Working Paper Series
38 downloads

Incl. Electronic Paper Forecasting Nigerian Stock Exchange Returns: Evidence from Autoregressive Integrated Moving Average (ARIMA) Model
Emenike Kalu O.
University of Nigeria - Department of Banking and Finance
Date Posted: July 22, 2010
Working Paper Series
181 downloads

Incl. Fee Electronic Paper Does Aggregating Forecasts by CPI Component Improve Inflation Forecast Accuracy in South Africa?
CEPR Discussion Paper No. DP7895
Janine Aron and John Muellbauer
University of Oxford - Department of Economics and University of Oxford - Department of Economics
Date Posted: July 19, 2010
Working Paper Series
3 downloads

Incl. Fee Electronic Paper New Methods for Forecasting Inflation, Applied to the US
CEPR Discussion Paper No. DP7877
Janine Aron and John Muellbauer
University of Oxford - Department of Economics and University of Oxford - Department of Economics
Date Posted: July 19, 2010
Working Paper Series
4 downloads

Incl. Electronic Paper Modeling the Stochastic Volatility: Bovespa Index between 2000 and 2009
Bruno Breyer Caldas
PPGA/UFRGS
Date Posted: July 19, 2010
Working Paper Series
51 downloads

Incl. Electronic Paper Experiments, Surveys and the Use of Representative Samples as Reference Data
RatSWD Working Paper No. 146
Thomas Siedler and Bettina Sonnenberg
RatSWD and German Institute for Economic Research (DIW Berlin)
Date Posted: July 14, 2010
Working Paper Series
47 downloads

Incl. Electronic Paper 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.
Corvinus University of Budapest
Date Posted: July 14, 2010
Accepted Paper Series
82 downloads

Incl. Electronic Paper Drivers of Private Equity Investment in CEE and Western European Countries
DIW Berlin Discussion Paper No. 1002
Kerstin Bernoth , Roberta Colavecchio and Magdolna Sass
German Institute for Economic Research (DIW Berlin) , Universitaet Hamburg and Hungarian Academy of Sciences (HAS) - Research Centre for Economic and Regional Studies
Date Posted: July 13, 2010
Working Paper Series
101 downloads

Incl. Electronic Paper 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
Central Bank of Norway , Government of New Zealand - Department of Economics , affiliation not provided to SSRN , BI Norwegian Business School and Norwegian School of Management (BI)
Date Posted: July 09, 2010
Working Paper Series
10 downloads

Incl. Electronic Paper 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
HEC Paris (Groupe HEC) - Marketing , University of Hamburg and University of Waikato. Management School
Date Posted: July 07, 2010
Last Revised: April 16, 2013
Accepted Paper Series
166 downloads

Incl. Electronic Paper Dynamic Capital Structure Adjustment and the Impact of Fractional Dependent Variables
Ralf Elsas and David Florysiak
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management) and Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
Date Posted: July 01, 2010
Last Revised: September 10, 2012
Working Paper Series
427 downloads

Incl. Electronic Paper Forecasting Inflation in France
Banque de France Working Paper No. 262
Claire Celerier
University of Zurich - Department of Banking and Finance
Date Posted: June 26, 2010
Working Paper Series
34 downloads

Incl. Electronic Paper 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
Universidad Cardenal Herrera CEU and Independent
Date Posted: June 25, 2010
Last Revised: January 09, 2011
Accepted Paper Series
185 downloads

Corporate Bond Defaults are Consistent with Conditional Independence
Journal of Credit Risk, Forthcoming
Florian Kramer and Gunter Löffler
Allianz Investment Management SE and University of Ulm - Department of Mathematics and Economics
Date Posted: June 24, 2010
Accepted Paper Series

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
Accepted Paper Series

Incl. Electronic Paper The Influence of Misspecification in Stochastic Frontier Analysis Models: A Simulation Approach
Aljar Meesters
University of Groningen - Faculty of Economics and Business
Date Posted: June 17, 2010
Working Paper Series
51 downloads

Incl. Electronic Paper 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
BNP Paribas and Universite Paris 1 Pantheon-Sorbonne
Date Posted: June 12, 2010
Accepted Paper Series
151 downloads

Incl. Electronic Paper 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
London South Bank University , London Metropolitan University - Department of Economics, Finance and International Business (EFIB) and affiliation not provided to SSRN
Date Posted: June 10, 2010
Working Paper Series
20 downloads

Incl. Electronic Paper Bankruptcy Prediction Models and the Cost of Debt
Journal of Fixed Income, Forthcoming
Sattar Mansi , William F. Maxwell and Andrew (Jianzhong) Zhang
Virginia Polytechnic Institute & State University , SMU - Cox School and University of Nevada, Las Vegas - Department of Finance
Date Posted: June 09, 2010
Last Revised: February 28, 2012
Accepted Paper Series
923 downloads

Incl. Electronic Paper Decay Factor Optimisation in Time Weighted Simulation - Evaluating VAR Performance
Sasa Zikovic and Bora Aktan
University of Rijeka - Faculty of Economics and Yasar University
Date Posted: June 09, 2010
Working Paper Series
127 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
Accepted Paper Series

Incl. Electronic Paper 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
Australian National University (ANU) - Research School of Economics and Tinbergen Institute
Date Posted: May 31, 2010
Working Paper Series
16 downloads

Incl. Electronic Paper Market Timing Using Exchange Traded Funds
Lewis A. Glenn
Creative Solutions Associates
Date Posted: May 31, 2010
Working Paper Series
352 downloads

Incl. Electronic Paper Efficient Estimation of Average Treatment Effects Under Treatment-Based Sampling, Second Version
PIER Working Paper No. 10-018
Kyungchul Song
University of Pennsylvania - Department of Economics
Date Posted: May 30, 2010
Working Paper Series
30 downloads

Incl. Electronic Paper Predicting Agri-Commodity Prices: An Asset Pricing Approach
Yu-Chin Chen , Kenneth Rogoff and Barbara Rossi
University of Washington - Department of Economics , Harvard University - Department of Economics and Universitat Pompeu Fabra - ICREA
Date Posted: May 28, 2010
Working Paper Series
270 downloads

Incl. Fee Electronic Paper Empirical Simultaneous Confidence Regions for Path-Forecasts
CEPR Discussion Paper No. DP7797
Oscar Jorda , Malte Knüppel and Massimiliano Giuseppe Marcellino
University of California, Davis - Department of Economics , Deutsche Bundesbank - Research Department and European University Institute
Date Posted: May 19, 2010
Working Paper Series
2 downloads

Incl. Electronic Paper The Use of Survey Weights in Regression Analysis
Bank of Italy Temi di Discussione (Working Paper) No. 739
Ivan Faiella
Bank of Italy
Date Posted: May 12, 2010
Working Paper Series
114 downloads

Incl. Electronic Paper Ranking Multivariate GARCH Models by Problem Dimension
Massimiliano Caporin and Michael McAleer
University of Padova - Department of Economics and Management "Marco Fanno" and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: May 09, 2010
Last Revised: October 16, 2010
Working Paper Series
243 downloads

Incl. Electronic Paper Housing Prices and the Role of Speculation: The Case of Seoul
Empirical Economics, Vol. 38, No. 3, 2010, Asian Development Bank Economics Working Paper Series No. 146
Donghyun Park and Qin Xiao
Asian Development Bank - Economic Research and University of Aberdeen - Business School
Date Posted: May 05, 2010
Accepted Paper Series
61 downloads

Incl. Electronic Paper Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash
CESifo Working Paper Series No. 3023
Bahram Pesaran and M. Hashem Pesaran
University of East London - Department of Applied Economics and University of Southern California
Date Posted: April 26, 2010
Working Paper Series
227 downloads

Are OECD Macroeconomic Variables Trend Stationary? Evidence from Panel Stationary Tests Allowing for a Structural Break and Cross-Sectional Dependence
The Singapore Economic Review
Kaddour Hadri and Yao Rao
Durham Business School and The University of Liverpool
Date Posted: April 26, 2010
Last Revised: June 07, 2010
Accepted Paper Series

Investment Climate Assessment in Indonesia, Malaysia, the Philippines and Thailand: Results from Pooling Firm-Level Data
The Singapore Economic Review, Vol. 54, No. 3, pp. 335-366, 2009
Álvaro Escribano , J. Luis Guasch , Manuel de Orte and Jorge Pena
Universidad Carlos III de Madrid - Department of Economics , World Bank - Finance, Private Sector and Infrastructure Sector (LCSFP) , Universidad Carlos III de Madrid and Universidad Carlos III de Madrid
Date Posted: April 25, 2010
Accepted Paper Series

Incl. Electronic Paper General Equilibrium Restrictions for Dynamic Factor Models
Banco de Espana Working Paper No. 1012
David de Antonio Liedo
affiliation not provided to SSRN
Date Posted: April 22, 2010
Working Paper Series
17 downloads

Incl. Electronic Paper Backtesting Value-at-Risk Models: A Multivariate Approach
Center for Applied Economics & Policy Research Working Paper No. 004-2010
Cristina Danciulescu
Tulane University - Finance & Economics
Date Posted: April 16, 2010
Working Paper Series
226 downloads


 

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