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Abstracts: 604,861
Full Text Papers: 502,616
Authors: 279,955
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SSRN eLibrary Search Results
JEL Code: C22
654,428 Total downloads
Showing Papers 581 - 630 of 4,014
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1 2 3 4 ... 81 | Next >
   


Incl. Electronic Paper A Martingale Decomposition of Discrete Markov Chains
Peter Reinhard Hansen
European University Institute - Economics Department (ECO)
Date Posted: April 28, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Stock Market Volatility and Equity Returns: Evidence from a Two-State Markov-Switching Model with Regressors
Journal of Empirical Finance, Forthcoming
Liu Xinyi , Dimitris Margaritis and Peiming Wang
China Investment Corporation (CIC) , University of Auckland - Business School and Auckland University of Technology - Department of Finance
Date Posted: April 28, 2015
Working Paper Series
19 downloads

Skewness and the Relation between Risk and Return
Forthcoming in Management Science
Panayiotis Theodossiou and Christos S. Savva
Cyprus University of Technology and Cyprus University of Technology - Department of Commerce, Finance and Shipping
Date Posted: April 28, 2015
Accepted Paper Series

Managing Risk with a Realized Copula Parameter
Computational Statistics & Data Analysis, 2014 (Forthcoming)
Matthias R. Fengler and Ostap Okhrin
University of St. Gallen - School of Economics and Political Science and Humboldt University of Berlin - School of Business and Economics
Date Posted: April 27, 2015
Accepted Paper Series

Incl. Electronic Paper Predicting UK Unemployment with Internet Search and Survey Data
Paul Smith
University of Strathclyde
Date Posted: April 22, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Generalized Variance: A Robust Estimator of Stock Price Volatility
Max Sutton , Andrey L. Vasnev and Richard H. Gerlach
University of Sydney , University of Sydney and University of Sydney
Date Posted: April 18, 2015
Last Revised: April 25, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Re-Examining of the Turkish Crude Oil Import Demand with Multi-Structural Breaks Analysis in the Long Run Period
International Journal of Energy Economics and Policy, 2015, 5(2), 402-407.
Sevda Yaprakli and Fatih Kaplan
Ataturk University - Economics Department and Mersin University - Tarsus School of Applied Technology and Management
Date Posted: April 18, 2015
Accepted Paper Series
3 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
14 downloads

Incl. Electronic Paper О Тренде, Сдвиге и Начальном Значении в Тестировании Гипотезы О Наличии Единичного Корня (On Trend, Breaks and Initial Condition in Unit Root Testing)
Anton Skrobotov
Russian Presidential Academy of National Economy and Public Administration
Date Posted: April 14, 2015
Last Revised: April 24, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Future World Market Prices of Milk and Feed Looking into the Crystal Ball
NHH Dept. of Business and Management Science Discussion Paper No. 2015/17
Bjørn Gunnar Hansen and Yushu Li
Norwegian School of Economics (NHH) and Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: April 11, 2015
Working Paper Series
5 downloads

What Determines the Yen Swap Spread?
International Review of Financial Analysis, Forthcoming
A. S. M. Sohel Azad , Jonathan A. Batten and Victor Fang
Deakin University , Monash University - Department of Accounting and Finance and Deakin University
Date Posted: April 11, 2015
Accepted Paper Series

Incl. Electronic Paper Co-Movements of Ethanol Related Prices: Evidence from Brazil and the USA
CAMA Working Paper 11/2015
Ladislav Kristoufek , Karel Janda and David Zilberman
Charles University , Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and University of California, Berkeley - The Richard & Rhoda Goldman School of Public Policy
Date Posted: April 09, 2015
Last Revised: April 20, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Nominal Stability and Swiss Monetary Regimes Over Two Centuries
KOF Working Paper No. 379
Daniel Kaufmann
KOF Swiss Economic Institute
Date Posted: April 08, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Exports and Domestic Demand Pressure: A Dynamic Panel Data Model for the Euro Area Countries
ECB Working Paper No. 1777
Elena Bobeica , Paulo Soares Esteves , Antonio Rua and Karsten Staehr
European Central Bank (ECB) , Bank of Portugal - Economic Research Department , Bank of Portugal - Economic Research Department and Tallinn University of Technology (TUT) - Department of Finance and Economics
Date Posted: April 07, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Testing for Leverage Effect in Financial Returns
CES Working Papers No. 2014.22
Christophe Chorro , Dominique Guegan , Florian Ielpo and Hanjarivo Lalaharison
University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES) , Universite Paris 1 Pantheon-Sorbonne , University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and University of Paris 1 Pantheon-Sorbonne - CERMSEM
Date Posted: April 07, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Oil Price Forecastability and Economic Uncertainty
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 298
Stelios D. Bekiros , Rangan Gupta and Alessia Paccagnini
European University Institute - Economics Department (ECO) , University of Pretoria - Department of Economics and University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: April 06, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper Impact of Macroeconomic Announcements on the ETF Trading Volumes
Daniel Nadler and Anatoly B. Schmidt
Kensho Technologies and Kensho Technologies
Date Posted: April 05, 2015
Last Revised: April 14, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Hedging and Pricing in Imperfect Markets Under Non-Convexity
FRB Atlanta Working Paper No. 2014-13
Hirbod Assa and Nikolay Gospodinov
University of Liverpool and Federal Reserve Bank of Atlanta
Date Posted: April 04, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory. Online Appendix.
Riccardo Colacito , Eric Ghysels , Jinghan Meng and Wasin Siwasarit
University of North Carolina Kenan-Flagler Business School , University of North Carolina Kenan-Flagler Business School , Universitiy of Hong Kong and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: April 02, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Monitoring the World Business Cycle
Banco de Espana Working Paper No. 1509
Maximo Camacho and Jaime Martinez-Martin
Autonomous University of Barcelona - Department of Economics and Bank of Spain
Date Posted: March 31, 2015
Last Revised: April 01, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Measuring Price-Level Uncertainty and Instability in the U.S., 1850-2012
Bank of Korea WP 2014-33
Timothy Cogley and Thomas J. Sargent
Leonard N. Stern School of Business - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Date Posted: March 30, 2015
Working Paper Series
8 downloads

Regression with Endogenously Markov Regime-Switching Regressors
Yu-Fan Huang
Capital University of Economics and Business, ISEM
Date Posted: March 29, 2015
Working Paper Series

Incl. Electronic Paper Going Hybrid: A Joint Model for Temperature and Natural Gas
Roberto Baviera and Teodoro Federico Mainetti
Politecnico di Milano - Department of Mathematics and KPMG International, LLP - Milan Office
Date Posted: March 29, 2015
Last Revised: April 17, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper 비대칭 금리기간구조에 대한 실증분석 (An Empirical Analysis of Asymmetries in the Term Structure of Korean Government Bonds)
Bank of Korea WP 2014-12
Kiho Kim
Bank of Korea
Date Posted: March 28, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Restraining Credit Growth: The Case of Bulgaria
Nedyalka Dimitrova and Dimitar Vasilev
Agency for Economic Analysis and Forecasting and Agency for Economic Analysis and Forecasting
Date Posted: March 28, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Measuring Systemic Risk in the Korean Banking Sector via Dynamic Conditional Correlation Models
Bank of Korea WP 2013-27
Jaeho Yun and Hyejung Moon
Ewha Womans University and Bank of Korea
Date Posted: March 27, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper The Turn-of-the-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model
International Journal of Economic Sciences and Applied Research, 7 (3): 43-61
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: March 25, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness
Sujay Mukhoti
IIM Indore
Date Posted: March 23, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Minimum Distance Estimation of Possibly Non-Invertible Moving Average Models
FRB Atlanta Working Paper No. 2013-11
Nikolay Gospodinov and Serena Ng
Federal Reserve Bank of Atlanta and Columbia University
Date Posted: March 22, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Dynamics of the Steel and Long-Term Equilibrium Hypothesis Across Leading Geo-Economic Players: Empirical Evidence for Supporting a Policy Formulation
Ceris Working Paper No. 02/2012
Mario Coccia
National Research Council of Italy (CNR)
Date Posted: March 22, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Estimating the New Keynesian Phillips Curve Using Expected Inflation from Financial Market Instruments
James Ross McCown and Ron Shaw
Toltec Group and Oklahoma City University
Date Posted: March 20, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Dissecting the Purchasing Managers’ Index:Are All Relevant Components Included? Are All Included Components Relevant?
KOF Working Paper No. 376
Boriss Siliverstovs
KOF Swiss Economic Institute
Date Posted: March 18, 2015
Working Paper Series
3 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
26 downloads

Incl. Electronic Paper Impact of Public Debt Burden on Economic Growth: Evidence from Bangladesh
Journal of Finance and Banking, Vol. 10, No. 1 & 2, June-December 2012, University of Dhaka, Bangladesh.
Md. Hashibul Hassan and Tahmina Akhter
Jagannath University and University of Dhaka
Date Posted: March 13, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper New Estimates of Time‐Varying Currency Betas: A Trivariate BEKK Approach
Prabhath Jayasinghe , Albert K.C. Tsui and Zhaoyong Zhang
University of Colombo - Department of Business Economics , National University of Singapore (NUS) - Department of Economics and Edith Cowan University - Faculty of Business and Law
Date Posted: March 13, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Short-Term Forecasting with Mixed-Frequency Data: A MIDASSO Approach
KOF Working Paper No. 375
Boriss Siliverstovs
KOF Swiss Economic Institute
Date Posted: March 10, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Return Predictability: Learning from the Cross-Section
Julien Penasse
ESSEC Business School
Date Posted: March 10, 2015
Working Paper Series
210 downloads

Incl. Electronic Paper Churn Analytics Using CognitiveObjects Platform
João Pires da Cruz and Rui M Monteiro
Closer, Consulting Ltd and Closer, Consulting Ltd.
Date Posted: March 07, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Identification Using Stability Restrictions
Econometrica, Forthcoming
Leandro M. Magnusson and Sophocles Mavroeidis
University of Western Australia and University of Oxford - Department of Economics
Date Posted: March 06, 2015
Accepted Paper Series
1 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

Incl. Electronic Paper Relevance of Uncertainty on the Volatility and Trading Volume in the US Treasury Bond Futures Market
Bank of Finland Research Discussion Paper No. 4/2015
Helinä Laakkonen
Bank of Finland
Date Posted: March 04, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Are Prices Predictable in the Short Term?
Nhat Le
Vietnam National University of Ho Chi Minh City - School of Economics and Laws
Date Posted: March 02, 2015
Last Revised: May 04, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Are Daily Asset Prices Predictable in Some Degree?
Nhat Le
Vietnam National University of Ho Chi Minh City - School of Economics and Laws
Date Posted: March 02, 2015
Working Paper Series
7 downloads

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
30 downloads

International Stock Market Integration: Central and South Eastern Europe Compared
Economic Systems, Vol. 37, No. 1, 2013
Roman Horvath and Dragan Petrovski
Charles University in Prague and IOS and Independent
Date Posted: February 26, 2015
Accepted Paper Series

Structural Breaks in Public Finances in Central and Eastern European Countries
Economic Systems, Vol. 37, No. 1, 2013
Astrid Loretta Ayala and Szabolcs Blazsek
Francisco Marroquin University - School of Business and Francisco Marroquin University
Date Posted: February 26, 2015
Accepted Paper Series

Incl. Electronic Paper In-Sample Bounds for Time-Varying Parameters of Observation Driven Models
Tinbergen Institute Discussion Paper 15-027/III
Francisco Blasques , Siem Jan Koopman , Katarzyna Lasak and Andre Lucas
VU University Amsterdam , VU University Amsterdam , VU Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: February 24, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Franc Shock and Swiss GDP: How Long Does it Take to Start Feeling the Pain?
KOF Working Paper No. 373
Boriss Siliverstovs
KOF Swiss Economic Institute
Date Posted: February 22, 2015
Working Paper Series
43 downloads

Incl. Electronic Paper Industry Interdependencies and Cross-Industry Return Predictability
David Rapach , Jack Strauss , Jun Tu and Guofu Zhou
Saint Louis University - John Cook School of Business , University of Denver - Reiman School of Finance , Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Date Posted: February 19, 2015
Working Paper Series
130 downloads

Incl. Electronic Paper Forecasting Chinese Stock Market: The Role of International Volatility Risk
Jian Chen , Fuwei Jiang , Yangshu Liu and Jun Tu
Xiamen University - School of Economics , Central University of Finance and Economics (CUFE) - School of Finance , Xiamen University - School of Management and Singapore Management University - Lee Kong Chian School of Business
Date Posted: February 17, 2015
Working Paper Series
18 downloads


 

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