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SSRN eLibrary Search Results
JEL Code: C52
348,094 Total downloads
Showing Papers 561 - 610 of 2,044
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Incl. Electronic Paper Quantile Forecasts of Inflation Under Model Uncertainty
Dimitris Korobilis
University of Glasgow - Adam Smith Business School
Date Posted: May 25, 2015
Working Paper Series
4 downloads

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
2 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
12 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
2 downloads

Incl. Electronic Paper Predicción De La Volatilidad En El Mercado Del Petróleo Mexicano Ante La Presencia De Efectos Asimétricos (Volatility Forecasting for Mexican Crude Oil Market in the Presence of Asymmetric Effects)
Cuadernos de Economía, Vol. 34, No. 65, 299-326. doi: 10.15446/cuad.econ.v34n65.48702 ,
Raúl De Jesús Gutiérrez , Reyna Vergara González and Miguel A. Díaz Carreño
Universidad Autónoma del Estado de México (UAEM) , Universidad Autónoma del Estado de México (UAEM) and Universidad Autonoma del Estado de Mexico
Date Posted: May 16, 2015
Accepted Paper Series
3 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
40 downloads

Financial Management Focus on Price Volatility and ‘Circuit Breakers’ in the Nigerian Equity Market Implications for Monetary Policy
Journal of Financial Management and Analysis Vol. 27 No. 2 (Jul-Dec 2014)
Friday K Ohuche and Alvan E Ikoku
Central Bank of Nigeria and Central Bank of Nigeria
Date Posted: May 10, 2015
Accepted Paper Series

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
16 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
14 downloads

Incl. Electronic Paper War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market During the World War I
DIW Berlin Discussion Paper No. 1477
Konstantin A. Kholodilin
German Institute for Economic Research (DIW Berlin)
Date Posted: May 08, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Nowcasting Regional GDP: The Case of the Free State of Saxony
CESifo Working Paper Series No. 5336
Steffen Henzel , Robert Lehmann and Klaus Wohlrabe
Ifo Institute for Economic Research , CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Date Posted: May 07, 2015
Working Paper Series
3 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
3 downloads

Incl. Electronic Paper Prior Selection for Panel Vector Autoregressions
Dimitris Korobilis
University of Glasgow - Adam Smith Business School
Date Posted: May 05, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
Joseph P Byrne , Shuo Cao and Dimitris Korobilis
Heriot-Watt University - Economics , University of Glasgow - Adam Smith Business School and University of Glasgow - Adam Smith Business School
Date Posted: May 05, 2015
Working Paper Series
33 downloads

Intervention Analysis of Share Index Data for Banks and Other Financial Institutions in Bangladesh
Journal of Financial Management and Analysis Vol. 27 No. 2 (Jul-Dec 2014)
M. R. K. Swamy
Om Sai Ram Centre for Financial Management Research
Date Posted: May 02, 2015
Accepted Paper Series

Incl. Electronic Paper Effects of Heterogeneity on Measuring Efficiency Scores: The Case of China's Banking Sector
in Experiences and Challenges in the Development of the Chinese Capital Market, edited by Douglas Cumming, Alessandra Guariglia, Wenxuan Hou, Edward Lee Palgrave Macmillan, 2015
Yizhe Dong , Douglas J. Cumming , Alessandra Guariglia , Wenxuan Hou and Edward Lee
Aberystwyth Univerisity , York University - Schulich School of Business , University of Birmingham - Department of Economics , University of Edinburgh - Business School and University of Manchester - Manchester Business School
Date Posted: April 28, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper A Critical Story About Sample Size, Outliers, and Normality Criteria in Structural Equation Modelling
Hashem Salarzadeh Jenatabadi
University of Malaya, Malaysia, Department of Science and Technology Studies, Faculty of Science
Date Posted: April 27, 2015
Working Paper Series
10 downloads

Incl. Fee Electronic Paper Youth Training Programs and Their Impact on Career and Spell Duration of Professional Soccer Players
LABOUR, Vol. 29, Issue 2, pp. 163-193, 2015
Mihailo Radoman and Marcel C. Voia
Carleton University and Carleton University
Date Posted: April 27, 2015
Accepted Paper Series

Incl. Electronic Paper Correlations between Insurance Lines of Business: An Illusion or a Real Phenomenon? Some Methodological Considerations
UNSW Business School Research Paper No. 2015ACTL11
Benjamin Avanzi , Greg Taylor and Bernard Wong
UNSW Australia Business School, School of Risk and Actuarial Studies , UNSW Australia Business School, School of Risk & Actuarial Studies and University of New South Wales (UNSW) - School of Actuarial Studies
Date Posted: April 24, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions
2015 African Governance and Development Institute WP/15/010
Simplice A. Asongu
African Governance and Development Institute
Date Posted: April 21, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Drivers of Growth in Fast Emerging Economies: A Dynamic Instrumental Quantile Approach
2015 African Governance and Development Institute WP/15/009
Simplice A. Asongu
African Governance and Development Institute
Date Posted: April 21, 2015
Working Paper Series
2 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
25 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
16 downloads

Incl. Electronic Paper Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation
CESifo Working Paper Series No. 5290
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Date Posted: April 14, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area
CEIS Working Paper No. 340
Tommaso Proietti , Martyna Marczak and Gian Luigi Mazzi Sr.
University of Rome II - Department of Economics and Finance , University of Hohenheim and Eurostat
Date Posted: April 14, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Determinants and Socioeconomic Impact of Remittances between Bangladesh and Italy: A Multivariate Analysis of Religion of Rural Households
International Research Journal of Business and Social Science, 2015
Kazi Abdul Mannan and L. J. Fredericks
Southern Cross University, Australia and UCSI University - Faculty of Business & Information Science
Date Posted: April 14, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Evaluating Value-at-Risk Forecasts: A New Set of Multivariate Backtests
Dominik Wied , Gregor N. F. Weiss and Daniel Ziggel
TU Dortmund University , TU Dortmund University and Ruhr Universität Bochum
Date Posted: April 13, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Earning Surprise and Implied Volatility: Could New Information Increase Uncertainty?
Cai Zhu
Hong Kong University of Science & Technology - School of Business and Management
Date Posted: April 09, 2015
Last Revised: April 15, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Knight Reconsidered: 'Future of Finance Beyond Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World
Princeton Quant Trading Conference 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 08, 2015
Last Revised: April 30, 2015
Working Paper Series
69 downloads

Incl. Electronic Paper An Automatic Leading Indicator, Variable Reduction and Variable Selection Methods Using Small and Large Datasets: Forecasting the Industrial Production Growth for Euro Area Economies
ECB Working Paper No. 1773
Gonzalo Camba-Mendez , George Kapetanios , Fotis Papailias and Martin R. Weale
European Central Bank (ECB) , University of London - Queen Mary College - Department of Economics , quantf research and National Institute of Economic and Social Research (NIESR)
Date Posted: April 02, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Determinants of Remittances in Rural Bangladesh: An Econometric Analysis of the Educational Attainments of the Household Members
Research Journal of Social Science & Management, RJSSM: Volume 4, Number 12, April 2015, CASE Research Paper
Kazi Abdul Mannan and Khandaker Mursheda Farhana
Southern Cross University, Australia and Migration Research, Development and Society of Bangladesh
Date Posted: April 02, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Can a Data-Rich Environment Help Identify the Sources of Model Misspecification?
Bank of England Working Paper No. 527
Francesca Monti
Bank of England
Date Posted: March 29, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Forecasting Moscow Ambulance Trips
Higher School of Economics Research Paper No. WP BRP 36/STI/2015
Filipp Bykov and Vladimir A. Gordin
Hydrometeorological Center of Russia and National Research University Higher School of Economics
Date Posted: March 29, 2015
Last Revised: April 05, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Sovereigns Versus Banks: Credit, Crises and Consequences
Institute for New Economic Thinking Working Paper Series No. 3
Oscar Jorda , Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco , Free University of Berlin (FUB) and University of California, Davis - Department of Economics
Date Posted: March 27, 2015
Working Paper Series
45 downloads

Incl. Electronic Paper Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version
PIER Working Paper No. 15-017
Xu Cheng , Zhipeng Liao and Ruoyao Shi
University of Pennsylvania - Department of Economics , University of California, Los Angeles (UCLA) and University of California, Los Angeles (UCLA)
Date Posted: March 27, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Sparse Graphical Vector Autoregression: A Bayesian Approach
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 24/WP/2014
Daniel Felix Ahelegbey , Monica Billio and Roberto Casarin
Ca Foscari University of Venice - Department of Economics , Ca Foscari University of Venice - Department of Economics and University Ca' Foscari of Venice - Department of Economics
Date Posted: March 27, 2015
Last Revised: May 05, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper The U.S. Factor in Explaining and Forecasting Bilateral U.S. Exchange Rates
Natalia Ponomareva , Jeffrey Sheen and Ben Zhe Wang
Macquarie University - Division of Economic and Financial Studies , Macquarie University and Macquarie University
Date Posted: March 26, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Confronting Model Misspecification in Macroeconomics
FRB Atlanta Working Paper No. 2010-18a
Daniel F. Waggoner and Tao Zha
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: March 23, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Misspecification-Robust Inference in Linear Asset Pricing Models with Irrelevant Risk Factors
FRB Atlanta Working Paper No. 2013-9, Rotman School of Management Working Paper No. 2579821
Nikolay Gospodinov , Raymond Kan and Cesare Robotti
Federal Reserve Bank of Atlanta , University of Toronto - Rotman School of Management and Imperial College Business School
Date Posted: March 22, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Restrictions on Risk Prices in Dynamic Term Structure Models
CESifo Working Paper Series No. 5241
Michael D. Bauer
Federal Reserve Bank of San Francisco
Date Posted: March 20, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Integrated Trend Analysis with Triple Trend Oscillator -- Technical Insights
Market Technicians Association, New York, Technically Speaking, June 2014
Sanjay Khandelwal
EQTrend Research
Date Posted: March 20, 2015
Working Paper Series
75 downloads

Incl. Electronic Paper Model Uncertainty in Matrix Exponential Spatial Growth Regression Models
Philipp Piribauer and Manfred M. Fischer
Vienna University of Economics and Business and Vienna University of Economics and Business - Institute for Economic Geography and GIScience, Department of Socioeconomics
Date Posted: March 20, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean
CAMA Working Paper No. 8/2015
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: March 19, 2015
Last Revised: March 20, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Anatomize DOOM-CDS Linkage
Olga Kolokolova , Ming-Tsung Lin and Ser-Huang Poon
University of Manchester - Manchester Business School , University of Manchester - Manchester Business School and University of Manchester - Manchester Business School
Date Posted: March 18, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper On the Selection of Common Factors for Macroeconomic Forecasting
CEIS Working Paper No. 332
Alessandro Giovannelli and Tommaso Proietti
University of Rome II and University of Rome II - Department of Economics and Finance
Date Posted: March 14, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Beyond Location and Dispersion Models: The Generalized Structural Time Series Model with Applications
Abdelmajid Djennad , Robert Rigby , Dimitrios Stasinopoulos , Vlasios Voudouris and Paul H. C. Eilers
London Metropolitan University - Department of Computing, Communications Technology & Mathematics (CCTM) , London Metropolitan University , London Metropolitan University , ABM Analytics Ltd and Erasmus MC
Date Posted: March 13, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Forecast Combination, Non-linear Dynamics, and the Macroeconomy
UNSW Business School Research Paper No. 2015-05
Christopher G. Gibbs
UNSW Australia
Date Posted: March 09, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Relaxing Rational Expectations
Lance Kent
College of William and Mary - Department of Economics
Date Posted: March 09, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper An Information Theoretic Criterion for Empirical Validation of Time Series Models
LEM Working Papers
Francesco Lamperti
Scuola Superiore Sant'Anna
Date Posted: March 09, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper The Out-of-Sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model
Carlos Medel and Pablo M. Pincheira
University of Nottingham and School of Business, Adolfo Ibáñez University
Date Posted: March 05, 2015
Working Paper Series
6 downloads


 

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