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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 567,862
Full Text Papers: 469,893
Authors: 263,220
Papers Received in
  Last 12 months:
63,623

Paper Downloads:
To date: 78,997,106
Last 12 months: 9,721,728
Last 30 days: 815,718

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  Resolved
  References:
264,783
Total References: 9,075,328
Papers with Cites: 244,951
Total Citation
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6,006,904
Papers with
  Resolved
  Footnotes:
93,780
Total Footnotes: 9,190,948


SSRN eLibrary Search Results
JEL Code: C52
325,337 Total downloads
Showing Papers 561 - 610 of 1,923
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Incl. Electronic Paper From the Samuelson Volatility Effect to a Samuelson Correlation Effect: Evidence from Crude Oil Calendar Spread Options
Lorenz Schneider and Bertrand Tavin
EMLYON Business School and EMLYON Business School
Date Posted: September 27, 2014
Working Paper Series
8 downloads

Incl. Fee Electronic Paper The Great Mortgaging: Housing Finance, Crises, and Business Cycles
CEPR Discussion Paper No. DP10161
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 Virginia (UVA) - Department of Economics
Date Posted: September 25, 2014
Working Paper Series

Incl. Electronic Paper The Great Mortgaging: Housing Finance, Crises, and Business Cycles
HKIMR Working Paper No.25/2014
Oscar Jorda , Moritz Schularick and Alan M. Taylor
University of California, Davis - Department of Economics , Free University of Berlin (FUB) and University of Virginia (UVA) - Department of Economics
Date Posted: September 25, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Forecast Combination Puzzle: A Simple Theoretical Explanation
Tinbergen Institute Discussion Paper 14-127/III
Gerda Claeskens , J.R. Magnus , Andrey L. Vasnev and Wendun Wang
Katholieke Universiteit Leuven (KUL) , VU University Amsterdam - Faculty of Economics and Business Administration , University of Sydney and Erasmus University Rotterdam (EUR)
Date Posted: September 20, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Retail Bank Interest Rate Pass-Through: The Case of the Euro Area During the Financial and Sovereign Debt Crisis
ECB Occasional Paper No. 155
Matthieu Darracq Paries , Diego Moccero , Elizaveta Krylova and Claudia Marchini
European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: September 20, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The α-Hypergeometric Stochastic Volatility Model
José Da Fonseca and Claude Martini
Auckland University of Technology - Faculty of Business & Law and Zeliade Systems
Date Posted: September 19, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Replication and the Manufacture of Scientific Inferences: A Formal Approach
Fernando Martel García
Independent
Date Posted: September 17, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Quantifying Randomness: A New Model for Momentum Trading
"Perspective-2014", National Conference on Innovations in Management Science, Shri Chimanbhai Patel Institute of Management and Research, 2014
Jay Desai
Shri Chimanbhai Patel Institute of Management & Research
Date Posted: September 13, 2014
Last Revised: September 14, 2014
Working Paper Series
89 downloads

Incl. Electronic Paper What Predicts U.S. Recessions?
FRB of New York Staff Report No. 691
Weiling Liu and Emanuel Moench
Harvard Business School and Federal Reserve Bank of New York
Date Posted: September 13, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper On the Persistence of Cointegration in Pairs Trading
Matthew Clegg
Independent
Date Posted: September 05, 2014
Working Paper Series
60 downloads

Incl. Electronic Paper Using Lasso-Type Penalties to Model Time-Varying Covariate Effects in Panel Data Regressions – A Novel Approach Illustrated by the 'Death of Distance' In International Trade
Wolfgang Hess , Maria Persson , Stephanie Rubenbauer and Jan Gertheiss
Lund University - Department of Economics , Lund University , Ludwig-Maximilians-Universität München and University of Goettingen (Gottingen)
Date Posted: September 01, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Pairs Trading Strategy in Dhaka Stock Exchange: Implementation and Profitability Analysis
Asian Economic and Financial Review, 2014, 4(8): 1091-1105
Sharjil Muktafi Haque and A.K. Enamul Haque
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and East West University
Date Posted: August 30, 2014
Accepted Paper Series
12 downloads

Incl. Electronic Paper Multi-Jumps
Massimiliano Caporin , Alexey Kolokolov and Roberto Renò
University of Padova - Department of Economics and Management "Marco Fanno" , University of Lund and University of Siena - Department of Economics and Statistics
Date Posted: August 30, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Mismatch Shocks and Unemployment During the Great Recession
CAMA Working Paper No. 57/2014
Francesco Furlanetto and Nicolas Groshenny
Central Bank of Norway and University of Adelaide
Date Posted: August 30, 2014
Last Revised: September 01, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Model Uncertainty in Panel Vector Autoregressive Models
Gary Koop and Dimitris Korobilis
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and University of Glasgow - Adam Smith Business School
Date Posted: August 28, 2014
Working Paper Series
7 downloads

A Note on Natural Experiment

Date Posted: August 18, 2014
Last Revised: September 29, 2014
Working Paper Series

Incl. Electronic Paper Latent Price Impact
Luca Philippe Mertens
IMPA
Date Posted: August 17, 2014
Working Paper Series
117 downloads

Incl. Electronic Paper Land Use in Rural New Zealand: Spatial Land Use, Land-Use Change, and Model Validation
Motu Working Paper No. 14-07
Simon Anastasiadis , Suzi Kerr , Wei Zhang , Corey Allan and William Power
Motu Economic and Public Policy Research , Motu Economic and Public Policy Research Trust , Motu Economic and Public Policy Research Trust , Motu Economic and Public Policy Research Trust and GNS Science
Date Posted: August 16, 2014
Working Paper Series
2 downloads

An Investigation of Model Risk in a Market with Jumps and Stochastic Volatility
Guillaume Coqueret , Bertrand Tavin and Arthur Villard-Sichel
EDHEC Business School , EMLYON Business School and Independent
Date Posted: August 02, 2014
Last Revised: September 11, 2014
Working Paper Series

Incl. Electronic Paper Do Exchange Rates Really Help Forecasting Commodity Prices?
Lasse Bork and Pablo Rovira Kaltwasser
Aalborg University - Department of Business and Management and Catholic University of Leuven (KUL)
Date Posted: July 30, 2014
Last Revised: August 21, 2014
Working Paper Series
39 downloads

Incl. Electronic Paper Many Risks, One (Optimal) Portfolio
Cristian Homescu
Independent
Date Posted: July 30, 2014
Working Paper Series
575 downloads

Incl. Electronic Paper Forecasting House Prices in the 50 States Using Dynamic Model Averaging and Dynamic Model Selection
International Journal of Forecasting, Forthcoming
Lasse Bork and Stig Vinther Møller
Aalborg University - Department of Business and Management and University of Aarhus - CREATES
Date Posted: July 29, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting
Tinbergen Institute Discussion Paper No. 14-092/IV/DSF77
Andre Lucas
VU University Amsterdam - Faculty of Economics and Business
Date Posted: July 26, 2014
Last Revised: August 20, 2014
Working Paper Series
33 downloads

Incl. Electronic Paper Construction of Value-at-Risk Forecasts Under Different Distributional Assumptions within a BEKK Framework
Manuela Braione and Nicolas K. Scholtes
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Date Posted: July 24, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Empirical Evidence in Solow's Growth Model
Rafael Serrano Quintero
University of Alicante - Department of Economic Analysis
Date Posted: July 22, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper ICT and Non-ICT Investments: Short and Long Run Macro Dynamics
Quaderni - Working Paper DSE N° 956,
Fabio Bacchini , Maria Elena Bontempi , Roberto Golinelli and Cecilia Jona Lasinio
Italian Statistical Institute , University of Bologna - Department of Economics , University of Bologna - Department of Economics and Italian Statistical Institute
Date Posted: July 18, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland
Swiss Finance Institute Research Paper No. 14-44
Diego Ardila , Dorsa Sanadgol , Peter Cauwels and Didier Sornette
ETH Zurich , ETH Zurich , ETH Zürich and Swiss Finance Institute
Date Posted: July 12, 2014
Working Paper Series
94 downloads

Incl. Electronic Paper Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
CAMA Working Paper No. 51/2014
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: July 12, 2014
Last Revised: July 21, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates
William D. Larson
Government of the United States of America - Bureau of Economic Analysis (BEA)
Date Posted: July 12, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper FVA, The Fake Debate: Why Are They Still Debating?
Christian Kamtchueng
Barclays Capital
Date Posted: July 11, 2014
Last Revised: September 03, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Structural Labor Supply Models and Wage Exogeneity
ZEW - Centre for European Economic Research Discussion Paper No. 14-040
Max Loeffler , Andreas Peichl and Sebastian Siegloch
Centre for European Economic Research (ZEW) , Centre for European Economic Research (ZEW) and Institute for the Study of Labor (IZA)
Date Posted: July 10, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Financial Services to the Unbanked: The Case of the Mzansi Intervention in South Africa
Contemporary Economics, Vol. 8, No. 2, pp. 191-206, 2014
Philip Kostov , Thankom Gopinath Arun and Samuel Kobina Annim
University of Central Lancashire , University of Central Lancashire and University of Central Lancashire - Lancashire Business School
Date Posted: July 10, 2014
Accepted Paper Series
12 downloads

Incl. Electronic Paper Liquidity Premium and Return Predictability in U.S. Inflation-Linked Bonds Market
Karoll Gomez
Toulouse School of Economics
Date Posted: July 09, 2014
Last Revised: July 10, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Public Information Arrival and Stock Return Volatility: Evidence from News Sentiment and Markov Regime-Switching Approach
Yanlin Shi , Kin-Yip Ho and Wai-Man (Raymond) Liu
The Australian National University - Research School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics , The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and School of Finance, Actuarial Studies & Applied Statistics, Australian National University
Date Posted: July 08, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Structural Labor Supply Models and Wage Exogeneity
IZA Discussion Paper No. 8281
Max Loeffler , Andreas Peichl and Sebastian Siegloch
Centre for European Economic Research (ZEW) , Centre for European Economic Research (ZEW) and Institute for the Study of Labor (IZA)
Date Posted: July 05, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The VIX, the Variance Premium and Stock Market Volatility
ECB Working Paper No. 1675
Geert Bekaert and Marie Hoerova
Columbia Business School - Finance and Economics and European Central Bank (ECB)
Date Posted: July 04, 2014
Working Paper Series
188 downloads

Incl. Electronic Paper A Combined Approach to the Inference of Conditional Factor Models
Yan Li , Liangjun Su and Yuewu Xu
Temple University - Department of Finance , Singapore Management University and Fordham University Schools of Business
Date Posted: June 28, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Do Media Data Help to Predict German Industrial Production?
DIW Berlin Discussion Paper No. 1393
Konstantin A. Kholodilin , Tobias Thomas and Dirk Ulbricht
German Institute for Economic Research (DIW Berlin) , Heinrich Heine Universität Dusseldorf and German Institute for Economic Research (DIW)
Date Posted: June 27, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry
Swiss Finance Institute Research Paper No. 14-42
Angie Andrikogiannopoulou and Filippos Papakonstantinou
University of Geneva and Imperial College London
Date Posted: June 25, 2014
Last Revised: July 28, 2014
Working Paper Series
46 downloads

Incl. Electronic Paper A Tool for Distributed Meta-Analysis
James A Rising and Solomon M. Hsiang
Columbia University - School of International & Public Affairs (SIPA) and University of California, Berkeley
Date Posted: June 24, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Specification Analysis of International Treasury Yield Curve Factors
Banque de France Working Paper No. 490
Fulvio Pegoraro , Andrew F. Siegel and Luca Tiozzo Pezzoli
Banque de France - Economics and Finance Research Center , University of Washington - Department of Finance and Business Economics and Banque de France
Date Posted: June 20, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Two-Part Models for Fractional Responses Defined as Ratios of Integers
WIFO Working Papers, No. 472
Harald Oberhofer and Michael Pfaffermayr
University of Salzburg - Department of Economics and Social Sciences and University of Innsbruck - Department of Economics
Date Posted: June 19, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Unconventional Monetary Policy and Money Demand
DIW Berlin Discussion Paper No. 1382
Christian Dreger and Jürgen Wolters
German Institute for Economic Research (DIW Berlin) and Free University of Berlin (FUB)
Date Posted: June 19, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Use of Econometric Models for Long-Term Policies: A Critical View
PSL Quarterly Review, Vol. 66 No. 266, pp. 267-290, anno 2013
Luigi Spaventa
University of Rome
Date Posted: June 18, 2014
Accepted Paper Series
8 downloads

Incl. Electronic Paper International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment
Banque de France Working Paper No. 489
Fulvio Pegoraro , Andrew F. Siegel and Luca Tiozzo Pezzoli
Banque de France - Economics and Finance Research Center , University of Washington - Department of Finance and Business Economics and Banque de France
Date Posted: June 17, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Sensitivity of the Bank Stock Returns Distribution to Changes in the Level and Volatility of Interest Rate: A GARCH-M Model
Journal of Banking & Finance 22 (1998) 535-563, Fox School of Business Research Paper
Elyas Elyasiani and Iqbal Mansur
Temple University - Department of Finance and Widener University - School of Business Administration
Date Posted: June 17, 2014
Accepted Paper Series
29 downloads

Incl. Electronic Paper Mapping Local Productivity Advantages in Italy: Industrial Districts, Cities or Both?
Journal of Economic Geography, 14(2), pp. 365-394, 2014
Valter Di Giacinto , Matteo Gomellini , Giacinto Micucci and Marcello Pagnini
Bank of Italy , Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: June 15, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Jackknife Model Averaging for Quantile Regressions
Xun Lu and Liangjun Su
HKUST and Singapore Management University
Date Posted: June 14, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Measuring the Measurement Error: A Method to Qualitatively Validate Survey Data
Christopher Blattman , Tricia Gonwa , Julian Jamison , Katherine Rodrigues and Margaret Sheridan
Columbia University - School of International & Public Affairs (SIPA) , The World Bank , Consumer Financial Protection Bureau - Research Department , Columbia University SIPA and Harvard Medical School/Boston Children's Hospital
Date Posted: June 13, 2014
Last Revised: September 10, 2014
Working Paper Series
294 downloads

Incl. Electronic Paper Does the Short Rate Revert to its Mean in the Risk-Neutral World?
Chia Chun Lo and Konstantinos Skindilias
University of Macau - Department of Finance and Business Economics and University of Greenwich, CMS
Date Posted: June 07, 2014
Working Paper Series
8 downloads


 

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