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Abstracts: 489,370
Full Text Papers: 398,250
Authors: 228,711
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Last 12 months: 11,224,008
Last 30 days: 834,562

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SSRN eLibrary Search Results
JEL Code: C2
1,137,509 Total downloads
Showing Papers 5,851 - 5,900 of 8,170
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Incl. Electronic Paper Risk and Solvency in Banking - An Empirical Analysis with Panel Data (1997-2008)
Miltiades N. Georgiou
Independent
Date Posted: October 05, 2010
Working Paper Series
40 downloads

Risk Aversion, the Demand for Risky Assets, and Recoveries on Defaulted Corporate Debt Securities
Lewis Gaul , Pinar Uysal and Michael Jacobs Jr.
Office of the Comptroller of the Currency , EPFL- Chair of International Finance and OCC/Risk Analysis Division/Credit Risk Modeling
Date Posted: February 12, 2010
Working Paper Series

Incl. Electronic Paper Risk Behavior Regarding Banking Profitability: A Panel Data Analysis for Western Countries and the USA (1997 – 2008)
Miltiades N. Georgiou
Independent
Date Posted: November 01, 2012
Working Paper Series
25 downloads

Incl. Electronic Paper Risk Factors in Oil and Gas Industry Returns: International Evidence
Energy Economics, Vol. 33, No. 3, 2011
Sofia Brito Ramos and Helena Veiga
Instituto Superior de Ciências do Trabalho e da Empresa (ISCTE) - School of Business and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Date Posted: January 06, 2013
Accepted Paper Series
20 downloads

Incl. Electronic Paper Risk Management of Hedge Funds using Fuzzy Neural- and Genetic Algorithms

Clemens Glaffig
Panathea Capital Partners
Date Posted: August 24, 2004
Working Paper Series
1018 downloads

Incl. Electronic Paper Risk Management of Risk Under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
Chia-Lin Chang , Juan-Angel Jiménez-Martin , Michael McAleer and Teodosio Perez Amaral
National Chung Hsing University - Department of Applied Economics, Department of Finance , Complutense University of Madrid , Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: February 21, 2011
Working Paper Series
790 downloads

Risk Measures under a Stochastic Volatility Model with a Mixture-of-Normal Error Distribution
Dinghai Xu and Tony S. Wirjanto
Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: April 02, 2013
Working Paper Series

Incl. Electronic Paper Risk Sharing and Vulnerability under Hetergeneous Risk Preferences
Stephen Matteo Miller
Monash University - Department of Economics
Date Posted: December 15, 2011
Last Revised: December 19, 2012
Working Paper Series
16 downloads

Incl. Electronic Paper Risk Spillovers in International Equity Portfolios
Matteo Bonato , Massimiliano Caporin and Angelo Ranaldo
UBS AG , University of Padova - Department of Economics and Management "Marco Fanno" and University of St. Gallen
Date Posted: July 17, 2011
Last Revised: March 11, 2012
Working Paper Series
76 downloads

Incl. Electronic Paper Risk Tolerance and its Relation to Important Life Events
Bidisha Mandal and Brian E. Roe
Washington State University - School of Economic Sciences and Ohio State University (OSU) - Department of Agricultural, Environmental & Development Economics
Date Posted: May 11, 2007
Working Paper Series
190 downloads

Risk-Return Relationship and Effect of Diversification on Non-Market Risk: Application of Market Index Model in Indian Stock Market
Journal of Financial Management and Analysis, Vol. 19, No. 2, July-December 2006
Raj Dhankar and Rakesh Kumar
affiliation not provided to SSRN and University of Delhi
Date Posted: April 05, 2007
Accepted Paper Series

Incl. Electronic Paper Risk-Return Relationship in High Frequency Data: Multiscale Analysis and Long Memory Effect
KAIST Business School Working Paper Series No. 2008-007
Jihyun Lee , Tong Suk Kim and Hoe Kyung Lee
Hana Bank , Korea Advanced Institute of Science and Technology (KAIST) and KAIST Business School
Date Posted: May 30, 2008
Working Paper Series
198 downloads

Incl. Electronic Paper Risk-Return Trade-Off in Dhaka Stock Exchange, Bangladesh: An Emerging Market Evidence
A. T. Mollik and Md. Khokan Bepari
Faculty of Business & Government, UC and Central Queensland University, School of Commerce and Law
Date Posted: August 26, 2011
Working Paper Series
52 downloads

Incl. Electronic Paper Risk-Return Tradeoff in the Pacific Basin Equity Markets
Ai-ru Meg Cheng and Mohammad R. Jahan-Parvar
University of California, Santa Cruz - Department of Economics and Federal Reserve Board
Date Posted: December 28, 2011
Last Revised: April 26, 2013
Working Paper Series
43 downloads

Road Transport Infrastructure in India
Shruti Tripathi and Vikash Gautam
Indira Gandhi Institute of Development Research (IGIDR) and Indira Gandhi Institute of Development Research (IGIDR)
Date Posted: June 09, 2010
Working Paper Series

Incl. Electronic Paper Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models
CentER Discussion Paper Series No. 2007-12
Pavel Cizek
Tilburg University - Department of Econometrics & Operations Research
Date Posted: May 03, 2007
Working Paper Series
54 downloads

Incl. Electronic Paper Robust Data-Driven Inference for Density-Weighted Average Derivatives
Matias D. Cattaneo , Richard K. Crump and Michael Jansson
University of Michigan at Ann Arbor - Department of Economics , Federal Reserve Banks - Federal Reserve Bank of New York and University of California, Berkeley - Department of Economics
Date Posted: October 02, 2009
Working Paper Series
5 downloads

Incl. Electronic Paper Robust Efficient Method of Moments
Fabio Trojani and Claudio Ortelli
Swiss Finance Institute and University of Lugano
Date Posted: October 16, 2002
Working Paper Series
368 downloads

Incl. Electronic Paper Robust Estimation and Forecasting of the Capital Asset Pricing Model
Guorui Bian , Michael McAleer and Wing-Keung Wong
East China Normal University (ECNU) , Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Hong Kong Baptist University (HKBU)
Date Posted: August 11, 2010
Last Revised: November 17, 2010
Working Paper Series
145 downloads

Incl. Electronic Paper Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models
CERGE-EI Working Paper No. 189
Pavel Cizek
Humboldt University of Berlin - School of Business and Economics
Date Posted: July 22, 2002
Working Paper Series
134 downloads

Incl. Electronic Paper Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models
CERGE-EI Working Paper Series No. 189
Pavel Cizek
Berlin and Charles University - Center for Economic Research and Graduate Education
Date Posted: November 09, 2009
Working Paper Series
17 downloads

Incl. Electronic Paper Robust Estimation of Dimension Reduction Space
CentER Discussion Paper No. 2005-31
Pavel Cizek and Wolfgang K. Härdle
Humboldt University of Berlin - School of Business and Economics and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: April 21, 2005
Working Paper Series
58 downloads

Incl. Electronic Paper Robust Estimation of Intraweek Periodicity in Volatility and Jump Detection
Journal of Empirical Finance, Vol. 18, pp. 353-367
Kris Boudt , Christophe Croux and Sébastien Laurent
Free University of Brussels (VUB) , KU Leuven - Faculty of Business and Economics (FBE) and Maastricht University - Department of Quantitative Economics
Date Posted: November 10, 2008
Last Revised: February 06, 2012
Accepted Paper Series
278 downloads

Incl. Electronic Paper Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium
IZA Discussion Paper No. 4928
Vincenzo Verardi and Joachim Wagner
FUNDP - University of Namur. CRED and University of Lueneburg - Institute of Economics
Date Posted: May 10, 2010
Working Paper Series
111 downloads

Incl. Electronic Paper Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes
IZA Discussion Paper No. 6447
Daniel Pollmann , Thomas J. Dohmen and Franz C. Palm
Harvard University - Department of Economics , Institute for the Study of Labor (IZA) and University of Maastricht - Department of Economics
Date Posted: April 14, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper Robust Estimation with Discrete Explanatory Variables
CERGE-EI Working Paper Series No. 183
Pavel Cizek
Berlin and Charles University - Center for Economic Research and Graduate Education
Date Posted: November 28, 2009
Working Paper Series
20 downloads

Incl. Electronic Paper Robust Estimators of Errors-in-Variables Models: Part 1
UC Davis Agricultural and Resource Economics Working Paper No. 04-007
Quirino Paris
University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: November 01, 2004
Working Paper Series
68 downloads

Incl. Electronic Paper Robust Filtering
Laurent E. Calvet , Veronika Czellar and Elvezio Ronchetti
HEC Paris (Groupe HEC) - Finance Department , HEC Paris (Groupe HEC) - Economics & Decision Sciences and University of Geneva - Department of Econometrics
Date Posted: August 04, 2012
Working Paper Series
108 downloads

Incl. Electronic Paper Robust Generalized Empirical Likelihood for Heavy Tailed Autoregressions with Conditionally Heteroscedastic Errors
Jonathan B. Hill
University of North Carolina (UNC) at Chapel Hill – Department of Economics
Date Posted: February 08, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Robust Growth Determinants
NHH Dept. of Economics Discussion Paper No. 3/2011
Gernot Doppelhofer and Melvyn Weeks
Norwegian School of Economics (NHH) - Department of Economics and University of Cambridge - Faculty of Economics and Politics
Date Posted: February 18, 2011
Working Paper Series
34 downloads

Incl. Electronic Paper Robust Growth Determinants
CESifo Working Paper Series No. 3354
Gernot Doppelhofer and Melvyn Weeks
Norwegian School of Economics (NHH) - Department of Economics and University of Cambridge - Faculty of Economics and Politics
Date Posted: February 23, 2011
Working Paper Series
82 downloads

Incl. Electronic Paper Robust Higher-order Moments and Efficient Portfolio Selection
Bertrand B. Maillet and Paul M. Merlin
University of Orléans and CES/CNRS - University of Paris-1 (Panthéon-Sorbonne)
Date Posted: August 19, 2009
Working Paper Series
223 downloads

Robust Inference in Models of Cointegration
Helle Bunzel
Iowa State University - Department of Economics
Date Posted: December 04, 1998
Working Paper Series

Incl. Electronic Paper Robust M Tests for Distribution Symmetry with Time Series Data
Wei-Ming Lee
Department of Economics, National Chung Cheng University
Date Posted: April 12, 2011
Working Paper Series
31 downloads

Incl. Electronic Paper Robust Performance Hypothesis Testing with the Sharpe Ratio
ZEW - Center for European Economic Research Paper No. 320
Michael Wolf
Department of Economics
Date Posted: May 14, 2007
Working Paper Series
407 downloads

Incl. Electronic Paper Robust Performance Hypothesis Testing with the Variance
Institute for Empirical Research in Economics University of Zurich Working Paper No. 516
Olivier Ledoit and Michael Wolf
University of Zurich and Department of Economics
Date Posted: October 20, 2010
Working Paper Series
52 downloads

Incl. Electronic Paper Robust Portfolio Allocation with Systematic Risk Contribution Restrictions
Serge Darolles , Christian Gourieroux and Emmanuelle Jay
Université Paris-Dauphine - DRM-CEREG , University of Toronto - Department of Economics and QAMLAB
Date Posted: December 22, 2012
Working Paper Series
215 downloads

Incl. Electronic Paper Robust Regression in Stata
Vincenzo Verardi and Christophe Croux
FUNDP - University of Namur. CRED and KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: March 27, 2009
Working Paper Series
337 downloads

Incl. Electronic Paper Robust Regression When the True R2 is Mediocre
Eric Blankmeyer
Texas State University
Date Posted: June 05, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Robust Score and Portmanteau Tests of Volatility Spillover
Mike Aguilar and Jonathan B. Hill
University of North Carolina (UNC) at Chapel Hill - Department of Economics and University of North Carolina (UNC) at Chapel Hill – Department of Economics
Date Posted: February 12, 2012
Last Revised: May 14, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper Robust Spectral Analysis
Andreas Hagemann
University of Illinois at Urbana-Champaign - Department of Economics
Date Posted: November 08, 2011
Working Paper Series
50 downloads

Incl. Electronic Paper Robust Standard Error Estimation in Fixed-Effects Panel Models

Gabor Kezdi
Central European University (CEU) - Department of Economics
Date Posted: September 30, 2004
Working Paper Series
1140 downloads

Incl. Electronic Paper Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
Kazuhiko Hayakawa and M. Hashem Pesaran
Hiroshima University and University of Southern California
Date Posted: April 29, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
IZA Discussion Paper No. 6583
Kazuhiko Hayakawa and M. Hashem Pesaran
Hiroshima University and University of Southern California
Date Posted: June 16, 2012
Working Paper Series
11 downloads

Incl. Electronic Paper Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
CESifo Working Paper Series No. 3850
Kazuhiko Hayakawa and M. Hashem Pesaran
Hiroshima University and University of Southern California
Date Posted: June 30, 2012
Working Paper Series
16 downloads

Robust Tests for Normality of Errors in Regression Models
Economics Letters, Vol. 86, pp. 63-68, 2005
A. Ozlem Onder and Asad Zaman
Ege University - Department of Economics and International Institute of Islamic Economics
Date Posted: February 07, 2005
Accepted Paper Series

Incl. Electronic Paper Robust Tests of Hypotheses in Models with M-Estimation
Wei-Ming Lee
Department of Economics, National Chung Cheng University
Date Posted: April 12, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper Robust Value at Risk Prediction
Swiss Finance Institute Research Paper No. 07-31
Loriano Mancini and Fabio Trojani
Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute
Date Posted: August 17, 2005
Last Revised: September 13, 2010
Working Paper Series
910 downloads

Incl. Electronic Paper Robust Value at Risk Prediction: Appendix
Loriano Mancini and Fabio Trojani
Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute
Date Posted: September 12, 2010
Working Paper Series
104 downloads

Incl. Electronic Paper Robustness of Bootstrap in Instrumental Variable Regression
Cowles Foundation Discussion Paper No. 1796
Lorenzo Camponovo and Taisuke Otsu
University of St. Gallen and Yale University - Cowles Foundation
Date Posted: April 25, 2011
Working Paper Series
28 downloads


 

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