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1,124,547 Total downloads
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Exogenity and Measures of Persistente
Revista de Economia del Rosario, Vol. 5, No. 1, 2002
Guglielmo Maria Caporale and
Nikitas Pittis
London South Bank University
and
University of Piraeus - Department of Banking and Financial Management
Date Posted: September 06, 2006
Accepted Paper Series
23 downloads
Modeling the Distribution of Exchange Rate Time Series and Measuring the Tail Area: An Empirical Application of the Colombian Flexible Exchange Rate Returns
Revista de Economia del Rosario, Vol. 7, No. 1, pp. 19-43, June 2004
Héctor Zarate
Banco de la Republica
Date Posted: September 06, 2006
Accepted Paper Series
79 downloads
Persistence in Macroeconomic Time Series: Is it a Model Invariant Property?
Revista de Economia del Rosario, Vol. 4, No. 2, pp. 117-142, 2001
Guglielmo Maria Caporale and
Nikitas Pittis
London South Bank University
and
University of Piraeus - Department of Banking and Financial Management
Date Posted: September 06, 2006
Accepted Paper Series
46 downloads
Role of Autoregressive Conditional Skewness and Kurtosis in the Estimation of Conditional VaR
Turan G. Bali ,
Henry Mo
and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
Credit Suisse - Fixed Income Division
and
Fordham University - School of Business
Date Posted: September 06, 2006
Working Paper Series
769 downloads
Some Comments on Seasonal Adjustment
Revista de Economia del Rosario, Vol. 4, No. 1, 2001
Philip Hans Franses
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: September 06, 2006
Accepted Paper Series
97 downloads
The Credibility of Cabo Verde's Currency Peg
FEUNL Working Paper Series No. 494
Jorge Braga de Macedo and
Luis Brites Pereira
New University of Lisbon - Faculty of Economics
and
Center for Globalization & Governance (CG&G) - NOVA University of Lisbon
Date Posted: September 06, 2006
Working Paper Series
33 downloads
The Identification of Long Memory Process in the ASEAN-4 Stock Markets by Fractional and Multifractional Brownian Motion
The Philippine Statistician, Vol. 55, Nos. 1-2, pp. 65-83, 2006
Rolando Danganan Navarro Jr.
,
Ronald Tamangan
,
Niya Guba-Natan
,
Eleanore V. Ramos
and
Adolfo de Guzman
University of the Philippines, Los Baños - School of Statistics
,
University of the Philippines, Los Baños - School of Statistics
,
University of the Philippines, Los Baños - School of Statistics
,
Statistical Research and Training Center
and
University of the Philippines, Los Baños - School of Statistics
Date Posted: September 06, 2006
Accepted Paper Series
134 downloads
The Impact of Globalization on the Composition of Government Expenditures: Evidence from Panel Data
KOF Working Papers / KOF Swiss Economic Institute, ETH Zurich No. 141
Axel Dreher
,
Jan-Egbert Sturm and
Heinrich W. Ursprung
University of Heidelberg
,
KOF Swiss Economic Institute
and
University of Konstanz
Date Posted: September 06, 2006
Working Paper Series
80 downloads
Unobserved Preference Changes in Conjoint Analysis
Thomas Otter
,
Sylvia Fruhwirth-Schnatter
and
Regina Tuchler
Goethe University Frankfurt, Department of Marketing
,
Johannes Kepler University - Department of Applied Statistics and Econometrics
and
Department of Statistic
Date Posted: September 06, 2006
Working Paper Series
119 downloads
Vector Autoregressions and Reduced Form Representations of DSGE Models
Banco de Espana Research Paper No. WP-0619
Federico Ravenna
HEC Montreal
Date Posted: September 06, 2006
Working Paper Series
125 downloads
Estimation of Standard Errors for Heteroscedastic and Cross-Sectionally Correlated Data
Chung-ki Min
Hankuk University of Foreign Studies - Department of Economics
Date Posted: September 05, 2006
Working Paper Series
102 downloads
Tests in Contingency Tables as Regression Tests
Stanislav Anatolyev and
Grigory Kosenok
New Economic School
and
New Economic School
Date Posted: September 05, 2006
Working Paper Series
60 downloads
Volatility Forecasting and Microstructure Noise
Arthur Sinko
and
Eric Ghysels
University of North Carolina (UNC) at Chapel Hill - Department of Economics
and
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: September 05, 2006
Working Paper Series
421 downloads
Seasonality in Hedge Fund Strategies
Jan Olszewski
affiliation not provided to SSRN
Date Posted: September 01, 2006
Working Paper Series
566 downloads
Day-of-the-Week Effect: Is it an Industry-Specific Phenomenon?
The Economic Journal of Nepal, Vol. 29, No. 1, pp. 1-12, January-March 2006
Date Posted: August 31, 2006
Accepted Paper Series
200 downloads
Do Mutual Funds Perform When it Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions
Robert Kosowski
Imperial College Business School
Date Posted: August 30, 2006
Last Revised: September 02, 2011
Working Paper Series
1415 downloads
Matching and the Properties of Accounting Earnings over the Last 40 Years
AAA 2007 Financial Accounting & Reporting Section (FARS) Meeting Paper
Ilia D. Dichev and
Vicki Wei Tang
Emory University - Goizueta Business School
and
Georgetown University - Robert Emmett McDonough School of Business
Date Posted: August 30, 2006
Working Paper Series
500 downloads
Regime Dependent Conditional Volatility in the U.S. Equity Market
Larry Bauer
Memorial University of Newfoundland (MUN) - Faculty of Business Administration
Date Posted: August 30, 2006
Working Paper Series
86 downloads
Subsampling Realised Kernels
Ole E. Barndorff-Nielsen ,
Peter Reinhard Hansen ,
Asger Lunde and
Neil Shephard
University of Aarhus - Thiele Centre, Department of Mathematical Sciences
,
European University Institute - Economics Department (ECO)
,
University of Aarhus - School of Economics and Management
and
University of Oxford - Oxford-Man Institute
Date Posted: August 30, 2006
Working Paper Series
329 downloads
Asymmetric Volatility in the Foreign Exchange Markets
Jian-Xin Wang and
Minxian Yang
University of Technology Sydney
and
University of New South Wales - Australian School of Business - School of Economics
Date Posted: August 29, 2006
Working Paper Series
285 downloads
Empirical Evidence on the Success of R&D Co-Operation - Happy Together?
ZEW - Centre for European Economic Research Discussion Paper No. 06-059
Birgit Aschhoff
and
Tobias Schmidt
Centre for European Economic Research (ZEW)
and
Deutsche Bundesbank - Research Center
Date Posted: August 29, 2006
Last Revised: August 26, 2008
Working Paper Series
57 downloads
Quality Control for Structural Credit Risk Models
Elena Andreou and
Eric Ghysels
University of Cyprus - Department of Economics
and
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: August 29, 2006
Working Paper Series
267 downloads
Which Institutions Matter Most for Growth
Sambit Bhattacharyya
Australian National University
Date Posted: August 27, 2006
Working Paper Series
233 downloads
Conditional Downside Risk and the CAPM
ERIM Report Series Reference No. ERS-2004-048-F&A
Thierry Post and
Pim van Vliet
Koc University - Graduate School of Business
and
Robeco Asset Management - Quantitative Strategies
Date Posted: August 26, 2006
Working Paper Series
345 downloads
An Empirical Study on the Relationship Between China's Human Development and Economic Growth (1978-2003)
Pengfei Li
,
Jianghuai Zheng
and
Wei Zhang
Renmin University of China
,
Nanjing University - Industrial Economic Department - School of Economics
and
Renmin University of China
Date Posted: August 24, 2006
Working Paper Series
237 downloads
Modelling and Forecasting Dynamic VaR Thresholds for Risk Management and Regulation
David E. Allen and
Michael McAleer
Edith Cowan University - School of Finance and Business Economics
and
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: August 24, 2006
Working Paper Series
626 downloads
The Effect of Repayment Through Payroll Deduction on Personal Loan Interest Rates
Central Bank of Brazil Working Paper No. 108
Eduardo Augusto de Souza Rodrigues
,
Victorio Chu
,
Leonardo S. Alencar
and
Tony Takeda
Central Bank of Brazil - Sao Paulo Office - Studies and Research Department
,
Central Bank of Brazil - Sao Paulo Office - Studies and Research Department
,
Central Bank of Brazil - Office of Sao Paulo - Research Department
and
Central Bank of Brazil - Sao Paulo Office - Studies and Research Department
Date Posted: August 24, 2006
Working Paper Series
151 downloads
The Labor Market Costs of Conflict: Closures, Foreign Workers, and Palestinian Employment and Earnings
IZA Discussion Paper No. 2282
Robert M. Sauer and
Sami H. Miaari
University of London - Royal Holloway College
and
Hebrew University of Jerusalem - Eliezer Kaplan School of Economics and Social Sciences
Date Posted: August 24, 2006
Working Paper Series
87 downloads
On the Properties of Various Estimators for Fiscal Reaction Functions
IMF Working Paper No. 06/182
Oya Celasun
and
Joong Shik Kang
International Monetary Fund (IMF) - Research Department
and
affiliation not provided to SSRN
Date Posted: August 23, 2006
Working Paper Series
78 downloads
A Pretest and Higher Order Expansions in GMM for Nearly Weak Instruments
Mehmet Caner
North Carolina State University - Department of Economics
Date Posted: August 23, 2006
Working Paper Series
19 downloads
Understanding the Endogeneity Between Firm Value and Shareholder Rights
Jianxin Daniel Chi
University of Nevada, Las Vegas (UNLV) - Department of Finance
Date Posted: August 23, 2006
Working Paper Series
251 downloads
An Empirical Non-Parametric Likelihood Family of Data-Based Benford-Like Distributions
Marian Grendar
,
George Judge and
Laura Schechter
Bel University
,
University of California, Berkeley - Department of Agricultural & Resource Economics
and
University of Wisconsin at Madison - Agricultural and Applied Economics
Date Posted: August 22, 2006
Working Paper Series
64 downloads
Business R&D and the Interplay of R&D Subsidies and Market Uncertainty
Review of Industrial Organization, Vol. 31, No. 3, 2007, ZEW - Centre for European Economic Research Discussion Paper No. 06-055
Dirk Czarnitzki
and
Andrew A. Toole
Centre for European Economic Research (ZEW)
and
U.S. Department of Agriculture
Date Posted: August 22, 2006
Last Revised: August 26, 2008
Accepted Paper Series
66 downloads
Patent Protection, Market Uncertainty, and R&D Investment
ZEW - Centre for European Economic Research Discussion Paper No. 06-056
Dirk Czarnitzki
and
Andrew A. Toole
Centre for European Economic Research (ZEW)
and
U.S. Department of Agriculture
Date Posted: August 22, 2006
Last Revised: August 26, 2008
Working Paper Series
152 downloads
Estimating Latent Variables and Jump Diffusion Models Using High Frequency Data
George J. Jiang and
Roel C. A. Oomen
Washington State University
and
Deutsche Bank AG
Date Posted: August 18, 2006
Last Revised: February 27, 2013
Working Paper Series
Do Wages Compensate for Anticipated Working Time Restrictions? Evidence from Seasonal Employment in Austria
IZA Discussion Paper No. 2242
Emilia Del Bono and
Andrea Weber
Institute for Social and Economic Research
and
University of Mannheim
Date Posted: August 17, 2006
Working Paper Series
93 downloads
Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland
CEPR Discussion Paper No. 5723
Stefan Gerlach and
Katrin Assenmacher-Wesche
Goethe University Frankfurt - Institute for Monetary and Financial Stability (IMFS)
and
Swiss National Bank
Date Posted: August 17, 2006
Working Paper Series
16 downloads
Exploiting Regional Treatment Intensity for the Evaluation of Labour Market Policies
CEPR Discussion Paper No. 5728
Markus Froelich and
Michael Lechner
Universität Mannheim, Chair of Econometrics
and
University of St. Gallen - Swiss Institute for Empirical Economic Research
Date Posted: August 16, 2006
Working Paper Series
17 downloads
From Temporary Help Jobs to Permanent Employment: What Can We Learn from Matching Estimators and their Sensitivity?
CEPR Discussion Paper No. 5736
Andrea Ichino ,
Fabrizia Mealli
and
Tommaso Nannicini
European University Institute - Economics Department (ECO)
,
University of Florence - Department of Statistics
and
Bocconi University - Department of Economics
Date Posted: August 16, 2006
Working Paper Series
15 downloads
Firm Characteristics, Economic Conditions and Capital Structure Adjustments
Wolfgang Drobetz
,
Pascal Pensa
and
Gabrielle Wanzenried
University of Hamburg
,
University of Basel - Department of Finance
and
Institut für Finanzdienstleistungen Zug (IFZ)
Date Posted: August 14, 2006
Working Paper Series
535 downloads
Testing for Stochastic and β-convergence in Latin American Countries
Diego Escobari
The University of Texas - Pan American
Date Posted: August 14, 2006
Working Paper Series
119 downloads
Arbitrage, Covered Interest Parity and Long-Term Dependence Between the US Dollar and the Yen
IIIS Discussion Paper No. 128
Jonathan A. Batten and
Peter G. Szilagyi
Hong Kong University of Science & Technology (HKUST) - Department of Finance
and
University of Cambridge - Judge Business School
Date Posted: August 12, 2006
Working Paper Series
321 downloads
Efficient Bargaining and the Skill-Structure of Wages and Employment
Center of Finance and Econometrics, CoFE Discussion Paper No. 00-24
Winfried Pohlmeier and
Ulrich Kaiser
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
and
University of Southern Denmark - Faculty of Social Sciences
Date Posted: August 12, 2006
Working Paper Series
54 downloads
What a Difference a Day Makes: On the Common Market Microstructure of Trading Days
Center of Finance and Econometrics, University of Konstanz, CoFE Discussion Paper 98-01
Winfried Pohlmeier ,
Dieter Hess and
Frank Gerhard
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
,
University of Cologne - Department of Corporate Finance
and
Barclays Capital
Date Posted: August 12, 2006
Working Paper Series
153 downloads
The Ups and Downs of New Zealand House Prices
Viv Hall
,
C. John McDermott and
James Tremewan
Victoria University of Wellington - School of Economics & Finance
,
Reserve Bank of New Zealand
and
University of Vienna - Department of Economics
Date Posted: August 11, 2006
Working Paper Series
79 downloads
Optimal Instruments in Time Series: A Survey
Journal of Economic Surveys, Forthcoming
Stanislav Anatolyev
New Economic School
Date Posted: August 09, 2006
Accepted Paper Series
102 downloads
Trade Intensity in the Russian Stock Market: Dynamics, Distribution and Determinants
Applied Financial Economics, Vol. 17, No. 2, pp. 87-104, 2007
Dmitry Shakin
and
Stanislav Anatolyev
affiliation not provided to SSRN
and
New Economic School
Date Posted: August 09, 2006
Accepted Paper Series
159 downloads
Compensating Balances: A New Look
Commercial Lending Review, July-August 2006
Thomas B. Sanders
University of Miami - Department of Finance
Date Posted: August 08, 2006
Accepted Paper Series
79 downloads
How to Calculate Liquidity Financing for Non-Public Companies
Management Accounting Quarterly, Vol. 7, No. 3, Spring 2006
Thomas B. Sanders
University of Miami - Department of Finance
Date Posted: August 08, 2006
Accepted Paper Series
184 downloads
Financial Structure and Macroeconomic Volatility: Theory and Evidence
CEPR Discussion Paper No. 5697
Harry Huizinga and
Dantao Zhu
Tilburg University - Center for Economic Research (CentER)
and
Development Research Center of the State Council
Date Posted: August 07, 2006
Working Paper Series
23 downloads
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