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489,423
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398,298
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228,729
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69,626
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Last 12 months:
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JEL Code: C52
289,109 Total downloads
Showing Papers 541 - 590 of 1,708
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Market Timing Using Exchange Traded Funds
Lewis A. Glenn
Creative Solutions Associates
Date Posted: May 31, 2010
Working Paper Series
352 downloads
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
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
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
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
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
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
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
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
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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