Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 614,418
Full Text Papers: 511,188
Authors: 283,760
Papers Received in
  Last 12 months:
63,545

Paper Downloads:
To date: 87,796,088
Last 12 months: 11,476,193
Last 30 days: 896,541

CiteReader:  What's this?
Papers with
  Resolved
  References:
289,056
Total References: 9,075,639
Papers with Cites: 247,253
Total Citation
  Links:
6,036,513
Papers with
  Resolved
  Footnotes:
94,530
Total Footnotes: 9,172,179


SSRN eLibrary Search Results
JEL Code: C51
443,002 Total downloads
Showing Papers 561 - 610 of 2,249
Sort By
1 2 3 4 ... 45 | Next >
   


The Link between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing
Econometric Reviews, 2010
Esfandiar Maasoumi and Marcelo C. Medeiros
Emory University and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Date Posted: July 03, 2015
Accepted Paper Series

Incl. Electronic Paper Dealing with Non-Normality When Estimating Abnormal Returns and Systematic Risk of Private Equity: A Closed-Form Solution
Axel Buchner
University of Passau
Date Posted: July 01, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Global Impunity Index IGI 2015
Juan Antonio Le Clercq and Gerardo Rodríguez Sánchez Lara
UDLAP and University of the Americas, Puebla
Date Posted: June 30, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Driven by News Tone? Understanding Information Processing When Covariates are Unknown: The Case of Natural Gas Price Movements
Simon Jonas Alfano , Max Rapp , Nicolas Pröllochs , Stefan Feuerriegel and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research , Albert-Ludwigs-Universität Freiburg , University of Freiburg (Germany) - Information Systems Research , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: June 29, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper The Effect of Legal Institutions on the Wealth of Mexico: Evidences from a Sub-National Empirical Investigation
Mitja Kovac and Rok Spruk
Faculty of Economics University of Ljubljana and Utrecht University - Utrecht University School of Economics
Date Posted: June 27, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper A Structural Form Default Prediction Model for SMEs, Evidence from the Dutch Market
Multinational Finance Journal, Vol. 13, No. 3/4, p. 229-264, 2009
Frieda Rikkers and André E. Thibeault
Tilburg University and Vlerick Business School
Date Posted: June 26, 2015
Accepted Paper Series
6 downloads

The Risk Management Approach to Monetary Policy, Nonlinearity and Aggressiveness: The Case of the US Fed
ECB Working Paper No. 1792
Diego Moccero and Jean-Yves Gnabo
European Central Bank (ECB) and Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Date Posted: June 23, 2015
Working Paper Series

Incl. Electronic Paper The Impact of World Sugar Economy Toward Sugar Largest Exporters and Importers
Dyana Sari , Wahib Muhaimin and Wahyunin Dyawati
University of Tribhuwana Tungga Dewi , University of Brawijaya and Balai Pengkajian Teknologi Pertanian (BPTP)
Date Posted: June 22, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Pricing Equities with Profit Sources
Nathan Tidd
Tidd Laboratories, Inc.
Date Posted: June 17, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Forecasting CNX-500 Index: Using Non-Linear Dynamics Threshold Model
Nishant Vats and Rudra Prakash Pradhan
Indian Institute of Technology (IIT), Kharagpur and Indian Institute of Technology (IIT)
Date Posted: June 16, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Portfolio Selection with Active Risk Monitoring
Swiss Finance Institute Research Paper No. 15-17
Marc S. Paolella and Pawel Polak
University of Zurich and University of Zurich
Date Posted: June 12, 2015
Working Paper Series
60 downloads

Incl. Electronic Paper Likelihood Based Inference and Prediction in Spatio-Temporal Panel Count Models for Urban Crimes
Roman Liesenfeld , Jean-Francois Richard and Jan Vogler
University of Cologne, Department of Economics , University of Pittsburgh - Department of Economics and University of Cologne, Department of Economics
Date Posted: June 11, 2015
Last Revised: June 16, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Did US Consumers 'Save for a Rainy Day' Before the Great Recession?
Norges Bank Working Paper 08 | 2015
André K. Anundsen and Ragnar Nymoen
University of Oslo and University of Oslo - Department of Economics
Date Posted: June 10, 2015
Working Paper Series

Incl. Electronic Paper The New Economics of Labour Migration (NELM): Econometric Analysis of Remittances from Italy to Rural Bangladesh Based on Kinship Relation
International Journal of Migration Research and Development (IJMRD), Volume 1, Issue 1, Summer 2015
Kazi Abdul Mannan and L. J. Fredericks
Southern Cross University, Australia and UCSI University - Faculty of Business & Information Science
Date Posted: June 09, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Impact of Large-Scale Asset Purchases on the S&P 500 Index, Long-Term Interest Rates and Unemployment
Ramaprasad Bhar , A. (Tassos) G. Malliaris and Mary Malliaris
UNSW Australia Business School, School of Banking and Finance , Loyola University of Chicago - Department of Economics and Loyola University of Chicago
Date Posted: June 09, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Factor Risk Parity with Portfolio Weight Constraints
Marco Erling and Steffen Möllenhoff
BUW - Schumpeter School of Business and Economics and BUW - Schumpeter School of Business and Economics
Date Posted: June 08, 2015
Last Revised: June 16, 2015
Working Paper Series
97 downloads

A Fast Algorithm to Combine Binomial Option Pricing Framework with Stochastic Volatility Forecasts from a T-GARCH Model for Valuation of Path Dependent Options: A Path Integral Approach
Pavan Gadiraju
Independent
Date Posted: June 07, 2015
Working Paper Series

Incl. Electronic Paper A Lattice Method for Option Evaluation with Regime-Switching Asset Correlation Structure
Amalia Christoforidou and Christian-Oliver Ewald
University of Glasgow - Adam Smith Business School and University of Glasgow
Date Posted: June 06, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Measurement of Systemic Risk in the Financial System
Naval Bharti Verma and Ajay Pandey
International Management Institute, New Delhi, India and Indian Institute of Management (IIM), Ahmedabad
Date Posted: May 30, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper Fitting a Distribution to Value-at-Risk and Expected Shortfall, with an Application to Covered Bonds
Dirk Tasche
Bank of England - Prudential Regulation Authority
Date Posted: May 29, 2015
Working Paper Series
16 downloads

Time-Varying Correlation in Housing Prices
Journal of Real Estate Finance and Economics, Vol. 51, No. 1, 2015
David M. Zimmer
Western Kentucky University - Department of Economics
Date Posted: May 28, 2015
Accepted Paper Series

Incl. Electronic Paper On the Ambiguous Consequences of Omitting Variables
Tinbergen Institute Discussion Paper 15-061/III
Giuseppe De Luca , J.R. Magnus and Franco Peracchi
University of Palermo , VU University Amsterdam - Faculty of Economics and Business Administration and University of Rome II - Centre for International Studies on Economic Growth (CEIS)
Date Posted: May 22, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Analytic Formulas for Options in the Schwartz 97 Multifactor Framework with Added Regime Shifts
Amalia Christoforidou and Christian-Oliver Ewald
University of Glasgow - Adam Smith Business School and University of Glasgow
Date Posted: May 22, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Did US Consumers 'Save for a Rainy Day' Before the Great Recession?
CESifo Working Paper Series No. 5347
André K. Anundsen and Ragnar Nymoen
University of Oslo and University of Oslo - Department of Economics
Date Posted: May 19, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?
Reserve Bank of New Zealand Discussion Paper 2015/02
Varang Wiriyawit and Benjamin Wong
Australian National University and Reserve Bank of New Zealand
Date Posted: May 18, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper A Closed-Form Expansion Approach for Pricing Discretely Monitored Variance Swaps - Online Supplementary Material
Chenxu Li and Xiaocheng Li
Peking University and Stanford University
Date Posted: May 16, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Proper Adjustments
Lixin Wu
Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: May 15, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Closed-Form Option Pricing Formulas for Mean-Reverting Commodity Prices with Regime-Switching
Amalia Christoforidou and Christian-Oliver Ewald
University of Glasgow - Adam Smith Business School and University of Glasgow
Date Posted: May 15, 2015
Last Revised: May 21, 2015
Working Paper Series
50 downloads

Incl. Electronic Paper Investigating the Results: A Criminologists Licensure Exam Study
Adrian Tamayo
University of Mindanao - Research and Publication Center
Date Posted: May 12, 2015
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Growth Econometrics for Agnostics and True Believers
CEPR Discussion Paper No. DP10590
James Charles Rockey and Jonathan R.W. Temple
University of Leicester and University of Bristol - Department of Economics
Date Posted: May 12, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper An Empirical Study of the Dynamics of Implied Volatility Indices: International Evidence
Bujar Huskaj and Karl Larsson
Lund University and Lund University - Department of Economics
Date Posted: May 09, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Information Processing of Foreign Exchange News: Extending the Overshooting Model to Include Qualitative Information from News Sentiment
Stefan Feuerriegel , Georg Wolff and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: May 08, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper The Application of Affine Processes in Multi-Cohort Mortality Model
UNSW Business School Research Paper No. 2015ACTL13
Yajing Xu , Michael Sherris and Jonathan Ziveyi
UNSW Australia Business School, School of Risk & Actuarial Studies , University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Date Posted: May 07, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper A Simple Multivariate Filter for Estimating Potential Output
IMF Working Paper No. 15/79
Patrick Blagrave , Roberto Garcia-Saltos , Douglas Laxton and Fan Zhang
International Monetary Fund (IMF) , International Monetary Fund (IMF) , International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
Date Posted: May 05, 2015
Working Paper Series
20 downloads

Incl. Fee Electronic Paper The Missing Transfers: Estimating Mis-Reporting in Dyadic Data
CEPR Discussion Paper No. DP10575
Margherita Comola and Marcel Fafchamps
Paris School of Economics (PSE) and Stanford University - Freeman Spogli Institute for International Studies
Date Posted: May 05, 2015
Working Paper Series

Incl. Electronic Paper Orthogonality Conditions for Identification of Joint Production Technologies: Axiomatic Nonparametric Approach to the Estimation of Stochastic Distance Functions
Timo Kuosmanen , Andrew Johnson and Christopher Parmeter
Aalto University School of Business , Texas A&M University and University of Miami
Date Posted: May 05, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Determinants of Energy Productivity: A Comparison of 39 Countries
Tarek N. Atallah and Patrick Bean
King Abdullah Petroleum Studies and Research Center (KAPSARC) and King Abdullah Petroleum Studies and Research Center (KAPSARC)
Date Posted: May 05, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Norges Bank Working Paper 3 | 2015
Federico Bassetti , Roberto Casarin and Francesco Ravazzolo
University of Pavia , University Ca' Foscari of Venice - Department of Economics and Norges Bank
Date Posted: May 04, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Not Risk Free: The Relative Pricing of Euro Area Inflation-Indexed and Nominal Bonds
Zorka Simon
Tilburg University
Date Posted: May 03, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Hysteresis Effects in Economics – Different Methods for Describing Economic Path-Dependence
Ruhr Economic Paper No. 468
Ansgar Hubertus Belke , Matthias Göcke and Laura Werner
University of Duisburg-Essen - Department of Economics , University of Muenster - Faculty of Economics and Justus-Liebig Universität Giessen - Department of Economics
Date Posted: April 28, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Wrong-Way Risk – Correlation Coefficient Calibration
Informační bulletin České statistické společnosti, 1–2/2015,
Jakub Cerny and Jiri Witzany
Charles University in Prague - Faculty of Mathematics and Physics and University of Economics in Prague
Date Posted: April 28, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper Pricing Theater Seats: The Value of Price Commitment and Monotone Discounting
Necati Tereyagoglu , Peter Fader and Senthil K. Veeraraghavan
Georgia Institute of Technology - Scheller College of Business , University of Pennsylvania - Marketing Department and University of Pennsylvania - The Wharton School - Operations & Information Management Department
Date Posted: April 27, 2015
Last Revised: April 29, 2015
Working Paper Series
40 downloads

Incl. Electronic Paper The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure
FRB International Finance Discussion Paper No. 1131
Jonas Arias , Dario Caldara and Juan Francisco Rubio-Ramirez
Board of Governors of the Federal Reserve System (FRB) , Board of Governors of the Federal Reserve System (FRB) and Duke University - Department of Economics
Date Posted: April 25, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Structural Reforms and Zero Lower Bound in a Monetary Union
Bank of Italy Temi di Discussione (Working Paper) No. 1002
Andrea Gerali , Alessandro Notarpietro and Massimiliano Pisani
Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: April 24, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Systemic Risk Propagation in Bank-Asset Network: New Perspective on Japanese Banking Crisis in the 1990s
IMA Journal of Complex Networks (2015)
Yohei Sakamoto and Irena Vodenska
Kyoto University and Boston University Metropolitan College
Date Posted: April 21, 2015
Accepted Paper Series
12 downloads

Incl. Electronic Paper How Profitable is Limit-Order Trading? Estimates from an Equilibrium Model
Thomas G Ruchti
Tepper School of Business, Carnegie Mellon University
Date Posted: April 19, 2015
Last Revised: April 21, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks
Guohua Feng , Jiti Gao , Bin Peng and Xiaohui Zhang
University of North Texas , Monash University - Department of Econometrics & Business Statistics , University of Technology, Sydney and Murdoch University
Date Posted: April 19, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Measuring & Managing Financial Risks with Improved Alternatives Beyond Value-at-Risk (VaR)
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 17, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper On the Stratonovich-Kalman-Bucy Filtering Algorithm Application for Accurate Characterization of Financial Time Series with Use of State-Space Model by Central Banks
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: April 15, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Remittances and Macroeconomic Volatility in African Countries
IMF Working Paper No. 15/49
Ahmat Jidoud
International Monetary Fund (IMF)
Date Posted: April 14, 2015
Working Paper Series
11 downloads


 

1 2 3 4 ... 45 | Next >
   


 

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo6 in 5.438 seconds