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1,880,114 Total downloads
Showing Papers 561 - 610 of 8,578
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The Term Structure of CDS Spreads and Sovereign Credit Risk
Patrick Augustin
Stockholm School of Economics
Date Posted: November 08, 2012
Last Revised: November 10, 2012
Working Paper Series
73 downloads
Portfolio Oversight: An Evolutionary Approach
Marcos Lopez de Prado
Hess Energy Trading Company
Date Posted: November 08, 2012
Last Revised: April 22, 2013
Working Paper Series
406 downloads
Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering
Tinbergen Institute Discussion Paper 12-118/III
Monica Billio ,
Roberto Casarin ,
Francesco Ravazzolo and
H. K. van Dijk
Ca Foscari University of Venice - Department of Economics
,
University of Brescia - Department of Economics
,
Norges Bank
and
Tinbergen Institute
Date Posted: November 08, 2012
Working Paper Series
57 downloads
Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
CESifo Working Paper Series No. 3980
Sasa Zikovic
and
Randall K. Filer
University of Rijeka - Faculty of Economics
and
City University of New York, CUNY Hunter College - Department of Economics
Date Posted: November 07, 2012
Working Paper Series
34 downloads
Beyond Uniqueness: The Birthday Paradox, Source Attribution, and Individualization in Forensic Science Testimony
Law, Probability & Risk, November 2012
David H. Kaye
Penn State Law
Date Posted: November 07, 2012
Accepted Paper Series
77 downloads
Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies
CEIS Working Paper No. 255
Alessandro Giovannelli
University of Rome II
Date Posted: November 07, 2012
Working Paper Series
30 downloads
Corporate Social Responsibility and Firm Characteristics: Evidence from BSE 500
Presented at National Seminar on CSR, University of Delhi, 2012
Tarun Kumar Soni
and
Akshita Arora
National Institute of Financial Management
and
affiliation not provided to SSRN
Date Posted: November 07, 2012
Working Paper Series
Components of Bull and Bear Markets: Bull Corrections and Bear Rallies
Journal of Business & Economic Statistics, July 2012, Vol. 30, No. 3, pp. 391-403, Rotman School of Management Working Paper No. 2171892
John M. Maheu ,
Thomas H. McCurdy and
Yong Song
McMaster University - Michael G. DeGroote School of Business
,
University of Toronto - Rotman School of Management
and
University of Technology, Sydney (UTS) - Centre for the Study of Choice
Date Posted: November 07, 2012
Accepted Paper Series
80 downloads
Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 26
Roberto Savona
and
Marika Vezzoli
University of Brescia
and
University of Brescia
Date Posted: November 07, 2012
Working Paper Series
19 downloads
Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends
Adam McCloskey
Brown University - Department of Economics
Date Posted: November 06, 2012
Working Paper Series
23 downloads
Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends
Adam McCloskey
and
Pierre Perron
Brown University - Department of Economics
and
Boston University - Department of Economics
Date Posted: November 06, 2012
Working Paper Series
22 downloads
Understanding Rising Income Inequality in Germany, 1999/2000–2005/2006
Review of Income and Wealth, Vol. 58, Issue 4, pp. 622-647, 2012
Martin Biewen and
Andos Juhasz
Deutsches Institut für Wirtschaftsforschung (DIW)
and
University of Tuebingen
Date Posted: November 06, 2012
Accepted Paper Series
A Variable Addition Test for Exogeneity in Structural Threshold Models
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: November 06, 2012
Last Revised: March 11, 2013
Working Paper Series
18 downloads
A Note on the Theory of Applied Statistics
Ron S. Kenett
KPA Ltd.
Date Posted: November 06, 2012
Last Revised: February 20, 2013
Working Paper Series
45 downloads
The Role of Information in Building Reputation in an Investment/Trust Game
European Accounting Review, Forthcoming
Radhika Lunawat
University of St. Thomas, Minneapolis
Date Posted: November 05, 2012
Accepted Paper Series
12 downloads
My Friend Far Far Away: Asymptotic Properties of Pairwise Stable Networks
Vincent Boucher
and
Ismael Mourifie
University of Montreal
and
University of Montreal
Date Posted: November 04, 2012
Working Paper Series
50 downloads
Determinants and Dynamics of Price Disparity in Onshore and Offshore Renminbi Forward Exchange Rate Markets
HKIMR Working Paper No.24/2012
Ka-Fai Li
,
C. H. Hui and
T. K. Chung
Hong Kong Monetary Authority
,
Hong Kong Monetary Authority - Research Department
and
Hong Kong Monetary Authority - Research Department
Date Posted: November 03, 2012
Working Paper Series
43 downloads
Modelling Co-Movements and Tail Dependency in the International Stock Market Via Copulae
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 265
Katja Ignatieva
and
Eckhard Platen
University of New South Wales - Australian School of Business
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: November 03, 2012
Working Paper Series
34 downloads
Signaling Effects of Monetary Policy
FRB of Chicago Working Paper No. 2012-05
Leonardo Melosi
University of Pennsylvania - Department of Economics
Date Posted: November 03, 2012
Working Paper Series
15 downloads
Interventions in Social Networks: Impact on Positive Mood and Network Dynamics
Danica Vukadinovic Greetham
,
Robert Hurling
,
Abhijit Sengupta
and
Joy Wilkinson
University of Reading
,
Unilever R&D
,
University of Essex - Essex Business School
and
Unilever R&D
Date Posted: November 03, 2012
Working Paper Series
35 downloads
The Determinants of Vulnerability to the Global Financial Crisis 2008 to 2009: Credit Growth and Other Sources of Risk
BOFIT Discussion Paper No. 26/2012
Martin Feldkircher
Oesterreichische Nationalbank (OeNB)
Date Posted: November 03, 2012
Working Paper Series
43 downloads
Mortality-Indexed Annuities - Managing Longevity Risk Via Product Design
North American Actuarial Journal, Vol. 15, pp. 212-236, 2011
Andreas Richter and
Frederik Weber
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
and
affiliation not provided to SSRN
Date Posted: November 02, 2012
Accepted Paper Series
Constructing Optimal Sparse Portfolios Using Regularization Methods
Bjoern Fastrich
,
Sandra Paterlini
and
Peter Winker
University of Giessen - Department of Economics
,
EBS Universität für Wirtschaft und Recht
and
University of Giessen - Department of Economics
Date Posted: November 02, 2012
Last Revised: January 07, 2013
Working Paper Series
116 downloads
Quantifying the Behavior of Stock Correlations Under Market Stress
Scientific Reports, Vol. 2, 2012, DOI:10.1038/srep00752
Tobias Preis ,
Dror Y. Kenett
,
H. Eugene Stanley ,
Dirk Helbing
and
Eshel Ben-Jacob
Warwick Business School - Behavioural Science Group
,
Boston University - Center for Polymer Studies
,
Boston University - Center for Polymer Studies
,
ETH Zürich
and
Tel Aviv University
Date Posted: November 02, 2012
Accepted Paper Series
228 downloads
Predicting Short-Term Interest Rates Using Bayesian Model Averaging: Evidence from Weekly and High Frequency Data
International Journal of Forecasting, 2012
Chew Lian Chua
,
Sandy Suardi
and
Sarantis Tsiaplias
University of Melbourne - Melbourne Institute of Applied Economic and Social Research
,
La Trobe University
and
University of Melbourne - Melbourne Institute of Applied Economic and Social Research
Date Posted: November 02, 2012
Accepted Paper Series
Determinants of Growth Spells: Is Africa Different?
IMF Working Paper No. 12/227
Charalambos G. Tsangarides
International Monetary Fund (IMF)
Date Posted: November 01, 2012
Working Paper Series
16 downloads
New Trade Theory, Non-Price Competitiveness and Export Performance
Economic Modelling, Vol. 27, No. 1, 2010
Panayiotis P. Athanasoglou
and
Ioanna Bardakas
Bank of Greece
and
Bank of Greece
Date Posted: October 30, 2012
Accepted Paper Series
The Need to Carefully Interpret the Statistics Reporting the Accuracy of a Narcotics Detection Dog: Application to South Dakota v. Nguyen, State of Florida v. Harris and Similar Cases
Joseph L. Gastwirth
George Washington University - Columbian College of Arts and Sciences
Date Posted: October 30, 2012
Working Paper Series
29 downloads
Predicting Financial Crises in Emerging Markets Using a Composite Non-Parametric Model
Emerging Markets Review, Vol. 6, No. 4, 2005
Sylvain Barthelemy
and
Thierry Apoteker
TAC
and
TAC
Date Posted: October 30, 2012
Last Revised: October 31, 2012
Accepted Paper Series
MOISE: A DSGE Model for the Israeli Economy
Bank of Israel Discussion Paper 2012.06
Eyal Argov ,
Emanuel Barnea
,
Alon Binyamini ,
Eliezer Borenstein
,
David Elkayam
and
Irit Rozenshtrom
Bank of Israel - Research Department
,
Bank of Israel - Research Department
,
Bank of Israel - Research Department
,
Bank of Israel - Research Department
,
Bank of Israel - Research Department
and
Bank of Israel
Date Posted: October 30, 2012
Working Paper Series
11 downloads
Range Volatility: A Review of Models and Empirical Studiues
Handbook of Financial Econometrics and Statistics, Forthcoming
Ray Y. Chou and
Nathan Liu
Academia Sinica
and
Institute of Finance, National Chiao Tung University
Date Posted: October 30, 2012
Accepted Paper Series
Benefit-Cost of River Water Environment and Investments Related to Water Environment in the River Basin
Yoshiaki Tsuzuki
and
Minoru Yoneda
Shimane University
and
Kyoto University
Date Posted: October 29, 2012
Last Revised: November 22, 2012
Working Paper Series
13 downloads
Complex Dynamics of Our Economic Life on Different Scales: Insights from Search Engine Query Data
Philosophical Transactions of the Royal Society A, Vol. 368, pp. 5707–5719, 2010,
Tobias Preis ,
Daniel Reith
and
H. Eugene Stanley
Warwick Business School - Behavioural Science Group
,
University of Mainz
and
Boston University - Center for Polymer Studies
Date Posted: October 29, 2012
Accepted Paper Series
33 downloads
Quantifying the Advantage of Looking Forward
Scientific Reports, Vol. 2, pp. 350, 2012
Tobias Preis ,
Helen Susannah Moat ,
H. Eugene Stanley and
Steven Bishop
Warwick Business School - Behavioural Science Group
,
University College London - Department of Civil, Environmental and Geomatic Engineering
,
Boston University - Center for Polymer Studies
and
University College London
Date Posted: October 29, 2012
Accepted Paper Series
72 downloads
Refining Perfect Bayesian Equilibrium by Bayesian Iterative Conjectures Algorithm
Jimmy Teng
University of Nottingham Malaysia Campus
Date Posted: October 29, 2012
Working Paper Series
9 downloads
Estimation of Nonlinear Models in a Quasi-Maximum Likelihood Framework with Spatial Data
Cuicui Lu
affiliation not provided to SSRN
Date Posted: October 29, 2012
Working Paper Series
Multivariate Monotone Bayesian Updating
Ricard Torres
Instituto Tecnológico Autónomo de México (ITAM) - Centro de Investigacion Economica
Date Posted: October 28, 2012
Working Paper Series
9 downloads
Conditional Value-at-Risk: An Alternative Measure for Low-Risk Strategies?
Sessi Tokpavi
and
Benoit Vaucher
affiliation not provided to SSRN
and
Unigestion
Date Posted: October 27, 2012
Working Paper Series
81 downloads
DSGE Models in the Frequency Domain
Paolo Baffi Centre Research Paper No. 2012-130
Luca Sala
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Date Posted: October 27, 2012
Working Paper Series
27 downloads
The Popular Prosecutor: Mr. District Attorney and the Television Stars of American Law
Green Bag 2d, Vol. 16, No. 1, Autumn 2012, pp. 61-68, George Mason Law & Economics Research Paper No. 12-72
Ross E. Davies
George Mason University School of Law
Date Posted: October 27, 2012
Accepted Paper Series
37 downloads
Bootstrap HAC Tests for Ordinary Least Squares Regression
Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 6, pp. 903-922, 2012
Francesco Bravo
and
L. G. Godfrey
University of York (UK) - Department of Economics and Related Studies
and
University of York - Department of Economics
Date Posted: October 27, 2012
Accepted Paper Series
Canonical Correlation and Assortative Matching: A Remark
IZA Discussion Paper No. 6942
Arnaud Dupuy
and
Alfred Galichon
Reims Management School (RMS)
and
Sciences Po - Department of Economics
Date Posted: October 27, 2012
Working Paper Series
21 downloads
VIX Futures Volume and Volatility
Bujar Huskaj
Lund University
Date Posted: October 26, 2012
Working Paper Series
66 downloads
Impacts of Natural Disasters on a Dynamic Economy
Andreas Groth
,
Patrice Dumas ,
Michael Ghil
and
Stephane Hallegatte
Ecole Normale Supérieure
,
Centre De Coopération Internationale En Recherche Agronomique Pour Le Développement (CIRAD)
,
University of California
and
CIRED, International Research Center on Environment & Development, France
Date Posted: October 26, 2012
Working Paper Series
12 downloads
Who Leaves and When? – Selective Outmigration of Immigrants from Germany
SOEPpaper No. 490
Torben Kuhlenkasper
and
Max Friedrich Steinhardt
affiliation not provided to SSRN
and
Hamburg Institute of International Economics (HWWI)
Date Posted: October 26, 2012
Working Paper Series
9 downloads
Managerial Turnover and the Behavior of Mutual Fund Investors
Joop Huij
,
Simon D. Lansdorp and
Marno Verbeek
Erasmus University - Rotterdam School of Management
,
Robeco Quantitative Strategies
and
Erasmus University - Rotterdam School of Management
Date Posted: October 26, 2012
Working Paper Series
53 downloads
Pricing Asian Power Options under Jump-Fraction Process
Journal of Economics, Finance & Administrative Science, Vol. 17, No. 33, 2012
Peng Bin
and
Peng Fei
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: October 25, 2012
Accepted Paper Series
21 downloads
Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy
FRB of St. Louis Working Paper No. 2009-050B
Todd E. Clark and
Michael W. McCracken
Federal Reserve Bank of Cleveland
and
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: October 24, 2012
Working Paper Series
13 downloads
Testing the Economic Value of Asset Return Predictability
FRB of St. Louis Working Paper No. 2012-049A
Michael W. McCracken and
Giorgio Valente
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
and
Essex Business School
Date Posted: October 24, 2012
Working Paper Series
36 downloads
On Detecting End-of-Sample Instabilities
Bank of Italy Temi di Discussione (Working Paper) No. 881
Fabio Busetti
Bank of Italy
Date Posted: October 24, 2012
Working Paper Series
13 downloads
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