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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,056
Full Text Papers: 393,459
Authors: 226,593
Papers Received in
  Last 12 months:
68,998

Paper Downloads:
To date: 65,863,139
Last 12 months: 11,179,664
Last 30 days: 1,087,336

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  References:
238,027
Total References: 8,463,775
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5,708,794
Papers with
  Resolved
  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: C52
286,296 Total downloads
Showing Papers 551 - 600 of 1,697
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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
81 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) , Hamburg University and Hungarian Academy of Sciences (HAS) - Research Centre for Economic and Regional Studies
Date Posted: July 13, 2010
Working Paper Series
95 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
165 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
425 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 Post Doctoral Research Fellow
Date Posted: June 25, 2010
Last Revised: January 09, 2011
Accepted Paper Series
182 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
150 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
900 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
126 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
349 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
265 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
112 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
240 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
60 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
226 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
222 downloads

Incl. Electronic Paper Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals
Kilani Ghoudi and Bruno Remillard
United Arab Emirates University and HEC Montreal
Date Posted: April 16, 2010
Last Revised: July 02, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Economic Research Initiatives at Duke (ERID) Working Paper No. 35
Tim Bollerslev , Natalia Sizova and George Tauchen
Duke University - Finance , Rice University and Duke University - Economics Group
Date Posted: April 14, 2010
Last Revised: May 06, 2010
Working Paper Series
180 downloads

Incl. Electronic Paper A Model for Testing Competition in Mobile Markets
François Jeanjean
France Telecom - Orange Group
Date Posted: April 10, 2010
Working Paper Series
74 downloads

Incl. Electronic Paper Impact Evaluation of the Phases I and II of the Transmilemio Mass Project on the Total Travel Time of the Users of the Traditional Public Transport in Bogotá (Evaluación De Impacto De Las Fases I Y II Del Sistema De Transporte Masivo Transmilenio Sobre El Tiempo Total De Desplazamiento De Los Usuarios Del Transporte Público Tradicional En Bogotá)
Documento CEDE No. 2010-11
Jorge Andres Perdomo Calvo , Hasbleidy Castañeda and Juan Carlos Mendieta-Lopez II
Universidad de los Andes, Colombia , Universidad de los Andes, Colombia - Department of Economics and Universidad de los Andes, Colombia - Department of Economics
Date Posted: April 10, 2010
Working Paper Series
51 downloads

Incl. Electronic Paper Limits of Econometrics for Testing Economic Hypotheses (A Rejoinder on 'Limits of Econometrics' by David Freedman and Arnold Zellner’s Comments)
International Econometric Review, Forthcoming
Hans J. Blommestein
Organization for Economic Co-Operation and Development (OECD)
Date Posted: April 10, 2010
Accepted Paper Series
74 downloads

Empirical Evidence on Indian Stock Market Efficiency in Context of the Global Financial Crisis
Global Journal of Finance and Management, Vol. 1, No. 2, pp.149-157
P. K. Mishra
Central University of Jharkhand
Date Posted: April 08, 2010
Last Revised: January 23, 2012
Accepted Paper Series

Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Regime Shift Approach
Review of Quantitative Finance and Accounting, Vol. 34, No. 1, 2010
George Karathanassis and Vasilios I. Sogiakas
Athens University of Economics and Business - Department of Business Administration and University of Glasgow
Date Posted: April 04, 2010
Last Revised: April 07, 2010
Working Paper Series

Incl. Electronic Paper The Predictive Accuracy of Credit Ratings: Measurement and Statistical Inference
University of Cologne Statistics and Econometrics Discussion Paper No. 2/10
Walter Orth
University of Cologne - Department of Statistics and Econometrics
Date Posted: April 02, 2010
Last Revised: February 18, 2011
Working Paper Series
171 downloads

Incl. Electronic Paper Volatility Forecast Comparison Using Imperfect Volatility Proxies
University of Technology Quantitative Finance Research Centre Research Paper No. 175
Andrew J. Patton
Duke University - Department of Economics
Date Posted: April 02, 2010
Working Paper Series
96 downloads

Incl. Electronic Paper A Comparison of Estimators for Regression Models with Change Points
Cathy W. S. Chen , Jennifer S. K. Chan , Richard H. Gerlach and William
Feng Chia University - Department of Statistics , The University of Sydney , University of Sydney and Graduate Institute of Statistics & Actuarial Science, Feng Chia University
Date Posted: March 30, 2010
Working Paper Series
87 downloads

Incl. Electronic Paper Dynamic Hedging Strategies: An Application to the Crude Oil Market
Review of Futures Market, Forthcoming
Delphine Lautier and Alain G. Galli
University Paris Dauphine and Cerna Mines-Paristech
Date Posted: March 29, 2010
Accepted Paper Series
199 downloads

Incl. Electronic Paper A Taxonomic Field Investigation into Induced Bias in Residential Real Estate Appraisals
Julian Diaz and J. Andrew Hansz
Georgia State University and California State University, Fresno - Craig School of Business
Date Posted: March 26, 2010
Working Paper Series
56 downloads

Incl. Electronic Paper Copula-Based Semiparametric Models for Multivariate Time Series
Bruno Remillard , Nicolas A. Papageorgiou and Frederic Soustra
HEC Montreal , HEC Montreal - Department of Finance and BNP Paribas
Date Posted: March 24, 2010
Last Revised: December 13, 2011
Working Paper Series
209 downloads

Incl. Electronic Paper An Empirical Evaluation of the Estimation of Affine Term Structure Models: How Invariant Affine Transformations and Rotations Lead to Improved Empirical Performance
Januj Juneja
San Diego State University-College of Business Administration
Date Posted: March 22, 2010
Last Revised: September 27, 2010
Working Paper Series
37 downloads

Incl. Electronic Paper Can the Performance of Structural Corporate Bond Models Be Improved?
Craig W. Holden and Zhongyan Zhu
Indiana University Bloomington - Department of Finance and Chinese University of Hong Kong - Department of Finance
Date Posted: March 19, 2010
Working Paper Series
123 downloads

Incl. Electronic Paper Can We Explain the Sign-Switching Behavior of Cross-Country Interest Rate Correlations?
Dong-Hyun Ahn , In Seok Baek and A. Ronald Gallant
Seoul National University - School of Economics , Samsung Asset Management and Duke University
Date Posted: March 16, 2010
Last Revised: January 23, 2011
Working Paper Series
44 downloads

Incl. Electronic Paper Modeling the Cross Section of Stock Returns: A Model Pooling Approach
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Michael S. O'Doherty , N. Eugene Savin and Ashish Tiwari
University of Missouri at Columbia - Department of Finance , University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Date Posted: March 15, 2010
Last Revised: May 06, 2012
Accepted Paper Series
234 downloads

The Link between Macroeconomic Performance and Variability in the UK
Economics Letters, Vol. 106, No. 3, pp. 154-157, 2010
Christian Conrad , Menelaos Karanasos and Ning Zeng
University of Heidelberg - Faculty of Economics and Social Studies , Brunel University and Brunel University
Date Posted: March 15, 2010
Last Revised: May 04, 2010
Accepted Paper Series

Incl. Electronic Paper CDOs and the Financial Crisis: Credit Ratings and Fair Premia
EFA 2011
Marcin Wojtowicz
VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: March 13, 2010
Last Revised: November 19, 2012
Working Paper Series
243 downloads

Incl. Electronic Paper Dynamic Hedging Strategies: An Application to the Crude Oil Market
Delphine Lautier and Alain G. Galli
affiliation not provided to SSRN and Cerna Mines-Paristech
Date Posted: March 11, 2010
Working Paper Series
362 downloads

Incl. Electronic Paper GMM and OLS Estimation and Inference for New Keynesian Phillips Curve
Hrishikesh D. Vinod
Fordham University - Department of Economics
Date Posted: March 07, 2010
Last Revised: July 15, 2010
Working Paper Series
112 downloads


 

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