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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
Papers Received in
  Last 12 months:
68,973

Paper Downloads:
To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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Papers with
  Resolved
  References:
238,027
Total References: 8,463,775
Papers with Cites: 230,038
Total Citation
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5,708,794
Papers with
  Resolved
  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: C5
1,169,745 Total downloads
Showing Papers 581 - 630 of 5,952
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Incl. Electronic Paper Forecasting Inflation with a Simple and Accurate Benchmark: A Cross-Country Analysis
Pablo M. Pincheira and Carlos A. Medel
Central Bank of Chile - Research Department and Central Bank of Chile
Date Posted: September 26, 2012
Working Paper Series
13 downloads

Incl. Electronic Paper Successive Sample Selection and its Relevance for Management Decisions
Forthcoming in Marketing Science
Stephan Wachtel and Thomas Otter
Goethe University Frankfurt and Goethe University Frankfurt, Department of Marketing
Date Posted: September 26, 2012
Accepted Paper Series
32 downloads

Incl. Electronic Paper Econometric Applications of High-Breakdown Robust Regression Techniques
Economics Letters, Volume 71, Issue 1, April 2001, Pages 1-8, ISSN 0165-1765, 10.1016/S0165-1765(00)00404-3
Asad Zaman , Mehmet Orhan and Peter J. Rousseeuw
International Institute of Islamic Economics , Fatih University - Department of Economics and affiliation not provided to SSRN
Date Posted: September 24, 2012
Accepted Paper Series
19 downloads

Incl. Electronic Paper Financial Distress: Major Signs, Sources, & Ways to Eliminate Them
Amirsaleh Azadinamin
Swiss Management Center (SMC) University
Date Posted: September 22, 2012
Working Paper Series
127 downloads

Incl. Electronic Paper Fiscal Forecast Errors: Governments vs Independent Agencies?
Banco de Espana Working Paper No. 1233
Rossana Merola and Javier Pérez
Organization for Economic Co-Operation and Development (OECD) and affiliation not provided to SSRN
Date Posted: September 21, 2012
Working Paper Series
27 downloads

Incl. Electronic Paper On Statistical Indistinguishability of the Complete and Incomplete Markets
Nikolai Dokuchaev
Curtin University of Technology
Date Posted: September 21, 2012
Last Revised: September 27, 2012
Working Paper Series
14 downloads

Incl. Electronic Paper Analysis of Stock Indices and Their Impact on Market Index
Piyush Kumar Singh and Keyur B. Thaker
Indian Institute of Management (IIM), Indore and Indian Institute of Management Indore
Date Posted: September 20, 2012
Last Revised: October 22, 2012
Working Paper Series
76 downloads

Incl. Electronic Paper Forecast Models of the RF Economic Development and Restrictions in Economic Policy Over a Medium-Term Prospective
Russian Economy in 2006, Trends and Outlooks, 2007
Sergey Drobyshevsky , Pavel Kadochnikov and Sergei Germanovich Sinelnikov-Murylev
Gaidar Institute for Economic Policy , Gaidar Institute for Economic Policy and Russian Foreign Trade Academy
Date Posted: September 20, 2012
Accepted Paper Series
9 downloads

Incl. Electronic Paper The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility
FRB of Cleveland Working Paper No. 12-18
Todd E. Clark and Francesco Ravazzolo
Federal Reserve Bank of Cleveland and Norges Bank
Date Posted: September 20, 2012
Accepted Paper Series
52 downloads

Incl. Electronic Paper Comment on 'Taylor Rule Exchange Rate Forecasting During the Financial Crisis'
FRB of St. Louis Working Paper No. 2012-030A
Michael W. McCracken
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: September 19, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Finite Sample Forecasting with Estimated Temporally Aggregated Linear Processes
Lyudmila Grigoryeva and Juan-Pablo Ortega
Université de Franche-Comté and Centre National de la Recherche Scientifique (CNRS)
Date Posted: September 19, 2012
Last Revised: October 31, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range
Manabu Asai
Soka University - Faculty of Economics
Date Posted: September 19, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper Identifying the Independent Sources of Consumption Variation
Matteo Barigozzi and Alessio Moneta
London School of Economics and Political Science and Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Date Posted: September 19, 2012
Working Paper Series
6 downloads

Incl. Electronic Paper Multivariate Nonparametric Estimation of Value at Risk and Expected Shortfall for Nonlinear Returns Using Extreme Value Theory
Ryan Brauchler
University of Colorado at Boulder
Date Posted: September 18, 2012
Working Paper Series
89 downloads

Incl. Electronic Paper Stock Prices in an Artificial Stock Market with Optimistic and Pessimistic Agents
Herbert Kimura , Fabiano Guasti Lima , Luiz C. J. Perera and Roberto Borges Kerr
Mackenzie Presbiterian University , University of Sao Paulo (USP) , Mackenzie Presbyterian University and Mackenzie Presbyterian University
Date Posted: September 16, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper Comparacion de los Modelos SETAR y STAR para el Indice de Empleo Industrial Colombiano (Comparison SETAR and STAR Models for Index of Industrial Use)
Nancy Milena Hoyos Gomez and Mario Galindo
National University of Colombia and Universidad de los Andes, Colombia
Date Posted: September 15, 2012
Working Paper Series
4 downloads

Incl. Electronic Paper International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach
Melbourne Institute Working Paper No. 18
Matthew Greenwood-Nimmo , Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne , Melbourne Institute of Applied Economic and Social Research and University of York (UK) - Department of Economics and Related Studies
Date Posted: September 15, 2012
Working Paper Series
17 downloads

Incl. Fee Electronic Paper Interest Rate Pass‐Through and the Asymmetric Relationship between the Cash Rate and the Mortgage Rate
Economic Record, Vol. 88, Issue 282, pp. 341-350, 2012
Abbas Valadkhani and Sajid Anwar
University of Wollongong - School of Economics and Information Systems and University of South Australia - International Graduate School of Management
Date Posted: September 14, 2012
Accepted Paper Series

Incl. Electronic Paper Evaluating the Existence of Structural Change in the Brazilian Term Structure of Interest Rate: Evidence Based on Cointegration Models with Structural Break
Emerson Fernandes Marçal and Pedro L. Valls Pereira
Mackenzie Presbyterian University and Sao Paulo School of Economics - FGV and CEQEF- FGV
Date Posted: September 14, 2012
Working Paper Series
17 downloads

Incl. Electronic Paper Methodology of the Rand Continuous 2012 Presidential Election Poll
RAND Working Paper No. WR-961
Arie Kapteyn , Erik Meijer and Bas Weerman
RAND Corporation , RAND Corporation and RAND Corporation
Date Posted: September 14, 2012
Working Paper Series
19 downloads

Incl. Electronic Paper On the Role of the Estimation Error in Prediction of Expected Shortfall
Carl Lönnbark
University of Umea
Date Posted: September 14, 2012
Working Paper Series
12 downloads

Incl. Fee Electronic Paper Automated Model Selection in Finance: General‐To‐Specific Modelling of the Mean and Volatility Specifications
Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 5, pp. 716-735, 2012
Genaro Sucarrat and Alvaro Escribano
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: September 12, 2012
Accepted Paper Series

Incl. Electronic Paper Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes
Taras Bodnar and Nikolaus Hautsch
Europa-Universitaet Viadrina and Humboldt-Universität zu Berlin
Date Posted: September 12, 2012
Working Paper Series
70 downloads

Incl. Electronic Paper Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests
PIER Working Paper No. 12-035
Francis X. Diebold
University of Pennsylvania - Department of Economics
Date Posted: September 11, 2012
Working Paper Series
53 downloads

Incl. Electronic Paper Decizia in Rezolvarea Problemelor Operative (The Decision Inside the Operative Problem Solving)
Editura Militara, Bucuresti, 1989, ISBN 973-32-0064-6
Nicolae Bulz
Victoria University of Technology - Center for Strategic Economic Studies (CSES)
Date Posted: September 11, 2012
Accepted Paper Series
7 downloads

Forecasting Volatility in Financial Markets! By Introducing a GA-Assisted SVR-Garch Model
Ali Habibnia
London School of Economics & Political Science (LSE)
Date Posted: September 11, 2012
Working Paper Series

Incl. Electronic Paper European Option Pricing under Jump Diffusion with Proportional Transaction Costs
Haipeng Xing , Yang Yu and TiongWee Lim
Stony Brook , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: September 09, 2012
Working Paper Series
45 downloads

Incl. Electronic Paper Psychological Dominance, Market Dominance and Their Impacts on Price Stability in Turkey
Melike Bildirici , Ilker Parasiz , Ozgur Omer Ersin and Elcin Aykac Alp
Yildiz Technical University , Central Bank of Turkey , Beykent University - Department of Economics and affiliation not provided to SSRN
Date Posted: September 09, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premia
Álvaro Cartea and Pablo Villaplana
University College London and Comisión Nacional de Energía
Date Posted: September 07, 2012
Working Paper Series
105 downloads

Incl. Electronic Paper Short-Run Regional Forecasts: Spatial Models Through Varying Cross-Sectional and Temporal Dimensions
Defining the Spatial Scale in Modern Regional Analysis: New Challenges from Data at Local Level, pp. 173–92, E. Fernández Vazquez and F. Rubiera Morollón, eds., Springer, 2012,
Matias Mayor and Roberto Patuelli
Universidad de Oviedo and University of Bologna - Department of Economics
Date Posted: September 07, 2012
Last Revised: January 30, 2013
Accepted Paper Series
6 downloads

Incl. Electronic Paper Effect of Decimalization on Market Equilibrium and Price Discovery
Surya Chelikani
Quinnipiac University
Date Posted: September 06, 2012
Working Paper Series
27 downloads

Incl. Electronic Paper Multivariate Volatility Models: An Application to IBOVESPA and Dow Jones Industrial
Cuadernos de Economía, Vol. 31, No. 56, 2011,
Jorge Alberto Achcar , Edilberto Cepeda-Cuervo and Milton Barossi-Filho
affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: September 06, 2012
Accepted Paper Series
8 downloads

Incl. Electronic Paper Pricing Illiquidity of Corporate Bonds Through Static and Dynamic Measures
Seoul Journal of Economics, Vol. 25, No. 3, pp. 279-316, 2012
Daisuke Miyakawa and Shuji Watanabe
Development Bank of Japan and Nihon University
Date Posted: September 05, 2012
Accepted Paper Series
21 downloads

Incl. Electronic Paper Volatility, Correlation, and the Market Trend
Christoph Becker and Wolfgang M. Schmidt
Frankfurt School of Finance & Management Gemeinnützige GmbH and Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: September 05, 2012
Last Revised: October 10, 2012
Working Paper Series
160 downloads

Incl. Electronic Paper Comovement and the News
Midwest Finance Association 2013 Annual Meeting Paper
Travis Box
University of Arizona
Date Posted: September 04, 2012
Last Revised: January 25, 2013
Working Paper Series
123 downloads

Incl. Electronic Paper A Computationally Efficient Fixed Point Approach to Structural Estimation of Aggregate Demand
Rotman School of Management Working Paper No. 2140617
Yutec Sun and Masakazu Ishihara
University of Toronto - Rotman School of Management and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: September 04, 2012
Last Revised: February 12, 2013
Working Paper Series
79 downloads

Incl. Electronic Paper Determining Countries' Tax Effort
Hacienda Pública Española/Revista de Economía Pública, 195-(4/2010): 65-87,
Carola Pessino and Ricardo Fenochietto
Universidad del CEMA and International Monetary Fund (IMF) - Fiscal Affairs Department
Date Posted: September 04, 2012
Accepted Paper Series
40 downloads

Incl. Electronic Paper A Quick Introduction to Quantitative Models That Discard Estimation of Expected Returns for Portfolio Construction
Stefano Colucci
Symphonia Sgr
Date Posted: September 03, 2012
Last Revised: February 20, 2013
Working Paper Series
346 downloads

Incl. Electronic Paper On Italy's Economic Mechanism
György Simon Jr.
Corvinus University of Budapest
Date Posted: September 03, 2012
Last Revised: April 29, 2013
Working Paper Series
29 downloads

Incl. Electronic Paper On Models for Portfolio Selection with Short-Term Forecasting
Nikolai Dokuchaev
Curtin University of Technology
Date Posted: September 03, 2012
Last Revised: January 07, 2013
Working Paper Series
83 downloads

Incl. Electronic Paper Orthogonalized Regressors and Spurious Precision
Midwest Finance Association 2013 Annual Meeting Paper
Martina L. Vandebroek
Katholieke Universiteit Leuven - Faculty of Business and Economics
Date Posted: September 03, 2012
Last Revised: February 11, 2013
Working Paper Series
25 downloads

An Industry-Based Prediction Model for Regional Unemployment Rates Based on Officially Available Data
Lecture Notes in Information Technology, Vol. 21, 2012
Adrian Otoiu , Emilia Titan and Remus Dumitrescu
Academy of Economic Studies , Academy of Economic Studies and University of Bucharest
Date Posted: September 02, 2012
Accepted Paper Series

Incl. Electronic Paper Using Monte Carlo Simulation to Calculate Match Importance: The Case of English Premier League
Jiri Lahvicka
Independent
Date Posted: September 02, 2012
Working Paper Series
26 downloads

Incl. Electronic Paper Multilateral Virtual Currency Model
Ilya I. Gikhman
Independent
Date Posted: September 01, 2012
Last Revised: November 19, 2012
Working Paper Series
37 downloads

Incl. Electronic Paper Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the U.S. and the Netherlands
Paul E. Carrillo , Erik R. de Wit and William D. Larson
George Washington University - Department of Economics , University of Amsterdam - Finance Group and George Washington University - Department of Economics
Date Posted: August 31, 2012
Last Revised: September 03, 2012
Working Paper Series
26 downloads

Incl. Electronic Paper Equilibrium-Based Volatility Models of the Market Portfolio Rate of Return
David Feldman and Xin Xu
University of New South Wales - Banking & Finance, Australian School of Business and University of New South Wales, Banking and Finance, Australian School of Business
Date Posted: August 31, 2012
Last Revised: March 29, 2013
Working Paper Series
107 downloads

Incl. Electronic Paper Robust Estimation of Shape Constrained State Price Density Surfaces
Markus Ludwig
University of Zurich - Department of Banking and Finance
Date Posted: August 31, 2012
Last Revised: March 26, 2013
Working Paper Series
142 downloads

Incl. Electronic Paper Who Creates Jobs? Estimating Job Creation Rates at the Firm Level
Peter Huber , Harald Oberhofer and Michael Pfaffermayr
Austrian Institute of Economic Research (WIFO) , University of Salzburg - Department of Economics and Social Sciences and University of Innsbruck - Department of Economics
Date Posted: August 31, 2012
Working Paper Series
18 downloads

Incl. Fee Electronic Paper Mean‐Plus‐Noise Factor Models: An Empirical Exploration
Japanese Economic Review, Vol. 63, Issue 3, pp. 289-309, 2012
Atsushi Inoue
North Carolina State University - Department of Agricultural & Resource Economics
Date Posted: August 30, 2012
Accepted Paper Series

Incl. Electronic Paper A Plug-In Averaging Estimator for Regressions with Heteroskedastic Errors
Chu-An Liu
National University of Singapore (NUS)
Date Posted: August 30, 2012
Working Paper Series
20 downloads


 

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