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SSRN eLibrary Search Results
JEL Code: C52
341,702 Total downloads
Showing Papers 561 - 610 of 2,011
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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
1 downloads

Incl. Electronic Paper Sparse Graphical Vector Autoregression: A Bayesian Approach
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
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
Working Paper Series
3 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
2 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
2 downloads

Incl. Electronic Paper Misspecification-Robust Inference in Linear Asset Pricing Models with Irrelevant Risk Factors
FRB Atlanta Working Paper No. 2013-9
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
7 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
10 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
35 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
1 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
10 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
23 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
15 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
8 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
5 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
11 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
5 downloads

Incl. Electronic Paper Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model
Swiss Finance Institute Research Paper No. 15-08
Markus Leippold and Nikola Vasiljevic
University of Zurich - Department of Banking and Finance and University of Zurich
Date Posted: March 03, 2015
Last Revised: March 04, 2015
Working Paper Series
38 downloads

Causes-of-Death Mortality: What Do We Know on Their Dependence?
North American Actuarial Journal, 2015 Forthcoming
Severine Arnold (-Gaille) and Michael Sherris
University of Lausanne - Faculty of Business and Economics and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: March 02, 2015
Accepted Paper Series

Incl. Electronic Paper Assessing the CNH-CNY Pricing Differential: Role of Fundamentals, Contagion and Policy
BIS Working Paper No. 492
Michael Funke , Chang Shu , Xiaoqiang Cheng and Sercan Eraslan
University of Hamburg - Department of Economics , Bank for International Settlements (BIS) , Hong Kong Monetary Authority and University of Hamburg
Date Posted: March 02, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Does Model Misspecification Matter for Hedging? A Computational Finance Experiment Based Approach
Youfa Sun and Shimin Guo
Guangdong University of Technology - Institute of Financial Engineering (IFE) and Xi'an Jiaotong University (XJTU)
Date Posted: March 01, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Stochastic Volatility Double Jump-Diffusions Model: The Importance of Distribution Type of Jump Amplitude
Youfa Sun and Shimin Guo
Guangdong University of Technology - Institute of Financial Engineering (IFE) and Xi'an Jiaotong University (XJTU)
Date Posted: February 23, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper A Proposed Model for Prediction of Industrial Sickness
Nisarg A. Joshi
Shri Chimanbhai Patel Institute of Management & Research
Date Posted: February 19, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Fundamental Relations between Market and Accounting Values
Victoria J. Clout , Michael Falta and Roger J. Willett
University of New South Wales, UNSW Business School , University of Otago and University of Tasmania
Date Posted: February 14, 2015
Working Paper Series
96 downloads

Incl. Electronic Paper Choosing a Set of Instruments among Many and Possibly Invalid Instruments
Byunghoon Kang
University of Wisconsin - Madison - Department of Economics
Date Posted: February 14, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Logarithmic Transformations in Cross Section Regression Models of the Long Run Relation between Market and Accounting Values
Roger J. Willett
University of Tasmania
Date Posted: February 14, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Conditional Determinants of FDI in Fast Emerging Economies: An Instrumental Quantile Regression Approach
African Governance and Development Institute Working Paper No. 15/003
Simplice A. Asongu and Oasis Kodila-Tedika
African Governance and Development Institute and University of Kinshasa - Department of Economics
Date Posted: February 13, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance
African Governance and Development Institute Working Paper No. 15/001
Simplice A. Asongu and Jacinta Nwachukwu
African Governance and Development Institute and University of Huddersfield - Business School
Date Posted: February 13, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Identification of Solution Concepts for Semi-Parametric Discrete Games with Complete Information
Nail Kashaev and Bruno Salcedo
Pennsylvania State University, Department of Economics, Students and Pennsylvania State University, Department of Economics, Students
Date Posted: February 09, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area
Xiaoshan Chen , Tatiana Kirsanova and Campbell Leith
University of Stirling , University of Glasgow and University of Glasgow - Department of Economics
Date Posted: February 07, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
CESifo Working Paper Series No. 5189
Jan F. Kiviet , Milan Pleus and Rutger Poldermans
University of Amsterdam - Department of Quantitative Economics , University of Amsterdam and University of Amsterdam
Date Posted: February 05, 2015
Working Paper Series
23 downloads

Incl. Fee Electronic Paper Small Sample Performance of Indirect Inference on DSGE Models
CEPR Discussion Paper No. DP10382
Vo Phuong Mai Le , David Meenagh , Patrick Minford and Michael R. Wickens
Cardiff University - Cardiff Business School , Cardiff University Business School , Cardiff University Business School and University of Cardiff; Centre for Economic Policy Research (CEPR)
Date Posted: February 02, 2015
Working Paper Series

Incl. Electronic Paper A New Factor to Explain Implied Volatility Smirk
José Fajardo
Getulio Vargas Foundation
Date Posted: January 31, 2015
Last Revised: February 03, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Better Investing Through Factors, Regimes and Sensitivity Analysis
Cristian Homescu
Independent
Date Posted: January 30, 2015
Working Paper Series
563 downloads

Incl. Electronic Paper Modeling Time Series with Both Permanent and Transient Components Using the Partially Autoregressive Model
Matthew Clegg
Independent
Date Posted: January 30, 2015
Working Paper Series
46 downloads

Incl. Electronic Paper Evidence of Stock Returns and Abnormal Trading Volume: A Quantile Regression Approach
Cathy W. S. Chen , Mike K. P. So and Thomas Chinan Chiang
Feng Chia University - Department of Statistics , Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management and Drexel University - Department of Finance
Date Posted: January 28, 2015
Working Paper Series
38 downloads

Dependence Structure between the Equity Market and the Foreign Exchange Market – A Copula Approach
Journal of International Money and Finance, Vol. 20, 2010
Cathy Ning
Ryerson University
Date Posted: January 26, 2015
Accepted Paper Series

Incl. Electronic Paper Comparing Dynamic Equilibrium Economies to Data: A Bayesian Approach
FRB Atlanta Working Paper Series No. 2001-23a
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Duke University - Department of Economics
Date Posted: January 25, 2015
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Impulse Response Matching Estimators for DSGE Models
CEPR Discussion Paper No. DP10298
Pablo Guerrón-Quintana , Atsushi Inoue and Lutz Kilian
Federal Reserve Banks - Federal Reserve Bank of Philadelphia , Vanderbilt University - College of Arts and Science - Department of Economics and University of Michigan at Ann Arbor - Department of Economics
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Are Long‐Term Inflation Expectations Well‐Anchored? Evidence from the Euro Area and the United States
Bulletin of Economic Research, Vol. 67, Issue 1, pp. 65-82, 2015
Tsvetomira Tsenova
Bulgarian National Bank
Date Posted: January 22, 2015
Accepted Paper Series

Incl. Electronic Paper Mixture Pair-Copula-Constructions
Journal of Banking and Finance, Forthcoming
Gregor N. F. Weiss and Marcus Scheffer
TU Dortmund University and University of Dortmund - Economics and Social Sciences
Date Posted: January 21, 2015
Accepted Paper Series
29 downloads

Incl. Electronic Paper Optimal Pricing Policy of Kolkata-Agartala Transit Route: Some Methodological Issues
S. Ahmed (Edited), Foreign Direct Investment, Trade and Economic Growth. New Delhi, India & Abingdon, UK: Routledge, pp. 281-299, 2012
Subir Kumar Sen , Sudakshina Gupta and Ishita Mukhopadhyay
Department of Commerce, Tripura University , University of Calcutta - Department of Economics and University of Calcutta - Department of Economics
Date Posted: January 20, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Lambda Value at Risk: A New Backtestable Alternative to VaR
Asmerilda Hitaj and Ilaria Peri
University of Milan, Bicocca - Dipartimento di Statistica e Metodi Quantitativi and ESC Rennes School of Business
Date Posted: January 16, 2015
Working Paper Series
93 downloads

Incl. Electronic Paper Construction of Value-at-Risk Forecasts Under Different Distributional Assumptions within a BEKK Framework
CORE Discussion Paper Series
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: January 14, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Sparse Graphical Vector Autoregression: A Bayesian Approach
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: December 23, 2014
Last Revised: March 22, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Comprehensive Time-Series Regression Models Using Gretl — U.S. GDP and Government Consumption Expenditures & Gross Investment from 1980 to 2013
Juehui Shi
State University of New York (SUNY) at Buffalo - School of Management - Department of Operations Management and Strategy
Date Posted: December 21, 2014
Last Revised: January 08, 2015
Working Paper Series
58 downloads

Incl. Electronic Paper The Overnight Risk Premium in Electricity Forward Contracts
Energy Economics, Forthcoming
Stein-Erik Fleten , Liv Aune Hagen , Maria Tandberg Nygård , Ragnhild Smith-Sivertsen and Johan M Sollie
Norwegian University of Science and Technology (NTNU) , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology , Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Date Posted: December 20, 2014
Last Revised: March 02, 2015
Accepted Paper Series
17 downloads

Incl. Electronic Paper Efficient XVA Management: Pricing, Hedging, and Allocation Using Trade-Level Regression and Global Conditioning
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: December 18, 2014
Last Revised: December 23, 2014
Working Paper Series
82 downloads

Incl. Electronic Paper Does Regression Discontinuity Design Work? Evidence from Random Election Outcomes
Government Institute for Economic Research Working Papers No. 59
Ari Hyytinen , Jaakko Meriläinen , Tuukka Saarimaa , Otto Toivanen and Janne Tukiainen
University of Jyväskylä , IIES, Stockholm University , Government of the Republic of Finland - Government Institute for Economic Research (VATT) , KU Leuven - Faculty of Business and Economics (FBE) and Government Institute for Economic Research
Date Posted: December 12, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version
PIER Working Paper No. 14-045
Francis DiTraglia
University of Pennsylania
Date Posted: December 11, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper The Swiss 'Job Miracle'
KOF Working Papers No. 368
Michael Siegenthaler , Michael Graff and Massimo Mannino
KOF Swiss Economic Institute , ETH Zurich and KOF Swiss Economic Institute
Date Posted: December 11, 2014
Working Paper Series
7 downloads


 

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