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Full Text Papers: 394,225
Authors: 226,992
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  Last 12 months: 		69,000

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Last 12 months: 11,186,902
Last 30 days: 1,033,309

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SSRN eLibrary Search Results
JEL Code: C51
360,729 Total downloads
Showing Papers 601 - 650 of 1,829
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Incl. Electronic Paper Is Online Newspaper Advertising Cannibalizing Print Advertising?
Shrihari Sridhar and S. Sriram
Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration and University of Michigan at Ann Arbor - Marketing
Date Posted: May 22, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Productivity Growth and Price Regulation of Slovenian Water Distribution Utilities
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 28, No. 1, 2010, pp. 89-112,
 Massimo Filippini , Nevenka Hrovatin and Jelena Zorić
Swiss Federal Institute of Technology Zurich (ETH) , University of Ljubljana - Faculty of Economics University of Ljubljana and University of Ljubljana - Faculty of Economics University of Ljubljana
Date Posted: May 22, 2013
Accepted Paper Series
1 downloads

Incl. Electronic Paper Generalized Additive Modelling for Conditional Copulas
 Valérie Chavez-Demoulin and Thibault Vatter
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: May 16, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Forecasting Fiscal Variables: Only a Strong Growth Plan Can Sustain the Greek Austerity Programs - Evidence from Simultaneous and Structural Models
 Nicholas Apergis and Arusha V. Cooray
University of Piraeus and University of Wollongong
Date Posted: May 16, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks
Crawford School Research Paper No. 22/2013
 Alfonso Mendoza Velazquez and Peter N. Smith
Centro de Investigación e Inteligencia Económica and University of York (UK) - Department of Economics and Related Studies
Date Posted: May 16, 2013
Last Revised: May 17, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper International Sales Modeling with Price and Trade Investment
 Jose M. Pinheiro
Universidade de Coimbra - Faculty of Economics
Date Posted: May 13, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Factor-Augmented VARMA Models with Macroeconomic Applications
 Jean-Marie Dufour and Dalibor Stevanovic
McGill University and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Date Posted: May 12, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Prediction Using Several Macroeconomic Models
ECB Working Paper No. 1537
 Gianni Amisano and John Geweke
European Central Bank (ECB) and University of Technology Sydney - Economics Discipline Group
Date Posted: May 11, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Structural Estimation of Pairwise Stable Networks: An Application to Social Networks in Rural India
 Jun Sung Kim
Cornell University - Department of Economics
Date Posted: May 08, 2013
Last Revised: May 22, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Semi Markov Model for Market Microstructure
 Pietro Fodra and Huyên Pham
Université Paris VII Denis Diderot and Université Paris VII Denis Diderot
Date Posted: May 06, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper Weather & SAD Induced Mood Effects on the Financial Market
 Manfred Frühwirth and Leopold Sögner
Vienna University of Economics and Business and Institute for Advanced Studies (IHS)
Date Posted: May 05, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Dynamic Panel Data Models with Irregular Spacing: With Applications to Early Childhood Development
IZA Discussion Paper No. 7359
 Daniel L. Millimet and Ian K. McDonough
Southern Methodist University (SMU) - Department of Economics and Southern Methodist University
Date Posted: May 04, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper A Square-Root T Hedging Rule for Nonstorable Products
 Jukka Sihvonen
University of Vaasa
Date Posted: May 03, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper GPM6: The Global Projection Model with 6 Regions
IMF Working Paper No. 13/87
 Ioan Carabenciov , Charles Freedman , Roberto Garcia-Saltos , Douglas Laxton , Ondra Kamenik and Peter B. Manchev
International Monetary Fund (IMF) , Government of Canada - Bank of Canada , International Monetary Fund (IMF) , International Monetary Fund (IMF) - Research Department , International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: May 03, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper On the Epidemic of Financial Crises
 Nikolaos Demiris , Theodore Kypraios and L. Vanessa Smith
Athens University of Economics and Business , University of Nottingham and University of Cambridge
Date Posted: April 28, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Solution-Driven Specification of DSGE Models
Tinbergen Institute Discussion Paper No. TI 2013-062/III
 Francisco Blasques
VU University Amsterdam
Date Posted: April 23, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Censored Posterior and Predictive Likelihood in Bayesian Left-Tail Prediction for Accurate Value at Risk Estimation
Tinbergen Institute Discussion Paper 13-060/III
 Lukasz T. Gatarek , Lennart F. Hoogerheide , Koen Hooning and H. K. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Vrije Universiteit Amsterdam - Dept. of Econometrics , Delft University of Technology and Tinbergen Institute
Date Posted: April 17, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Measuring Persistence in Volatility Spillovers
University of Heidelberg, Department of Economics, Discussion Paper No. 543
 Christian Conrad and Enzo Weber
University of Heidelberg - Faculty of Economics and Social Studies and University of Regensburg
Date Posted: April 16, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper On Dynamic Hedging of Single-Tranche Collateralized Debt Obligations
Swiss Finance Institute Research Paper No. 13-18
 Zehra Eksi and Damir Filipovic
Vienna University of Economics and Business Administration-Institute for Statistics and Mathematics and Ecole Polytechnique Fédérale de Lausanne
Date Posted: April 12, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Optimal Execution Comparison Across Risks and Dynamics, with Solutions for Displaced Diffusions
 Damiano Brigo and Giuseppe Di Graziano
Department of Mathematics, Imperial College, London and Deutsche Bank AG
Date Posted: April 11, 2013
Working Paper Series
39 downloads

Incl. Electronic Paper Subjective Bayesian Beliefs
 Constantinos Antoniou , Glenn W. Harrison , Morten I. Lau and Daniel Read
University of Exeter - Xfi Centre for Finance and Investment , Georgia State University - J. Mack Robinson College of Business , Durham Business School and University of Warwick - Warwick Business School
Date Posted: April 10, 2013
Working Paper Series
24 downloads

Modeling the Long-Term and Short-Run Relationship between Indian Local Exchange Traded Funds (ETFs) and their Underlying Indices
20th Global Finance Association Conference Proceedings (Forthcoming)
 Vinodh Madhavan
Indian Institute of Management Lucknow
Date Posted: April 09, 2013
Accepted Paper Series

Incl. Electronic Paper Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach
IMF Working Paper No. 12/209
 Andreas A. Jobst
Bermuda Monetary Authority (BMA)
Date Posted: April 09, 2013
Working Paper Series
65 downloads

Incl. Electronic Paper Was There a 'Greenspan Conundrum' in the Euro Area?
CREST Working Paper No. 2013-07
 Gildas Lame
INSEE-CREST
Date Posted: April 05, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Estimating Default and Recovery Rate Correlations
 Jiri Witzany
University of Economics
Date Posted: April 04, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper UNE REVUE DE LA LITTÉRATURE DES MODÈLES À FACTEURS DYNAMIQUES (Dynamic Factor Models: A Review of the Literature)
Banque de France Working Paper No. 430
 Karim Barhoumi , Olivier Darné and Laurent Ferrara
International Monetary Fund (IMF) , Banque de France and Banque de France
Date Posted: April 04, 2013
Working Paper Series
11 downloads

Incl. Fee Electronic Paper A Monte Carlo Procedure for Checking Identification in DSGE Models
CEPR Discussion Paper No. DP9411
 Vo Phuong Mai Le , Patrick Minford and Michael R. Wickens
Cardiff University - Cardiff Business School , Cardiff University Business School and University of Cardiff; Centre for Economic Policy Research (CEPR)
Date Posted: April 03, 2013
Working Paper Series

Incl. Electronic Paper How Optimal is US Monetary Policy?
 Xiaoshan Chen , Tatiana Kirsanova and Campbell Leith
University of Stirling , University of Glasgow and University of Glasgow - Department of Economics
Date Posted: April 03, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Measuring Systemic Risk-Adjusted Liquidity (SRL) — A Model Approach
 Andreas A. Jobst
Bermuda Monetary Authority (BMA)
Date Posted: April 01, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Measuring Systemic Risk-Adjusted Liquidity (SRL) - A Model Approach
 Andreas A. Jobst
Bermuda Monetary Authority (BMA)
Date Posted: April 01, 2013
Working Paper Series
18 downloads

Time-Deformation Modeling of Stock Returns Directed by Duration Processes
Econometric Reviews, Forthcoming
 Dingan Feng , Peter X. K. Song and Tony S. Wirjanto
Independent , Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: April 01, 2013
Accepted Paper Series

Asymmetric Stochastic Conditional Duration Model — A Mixture-of-Normal Approach
Journal of Financial Econometrics, Vol. 9, No. 3, 469-488, 2011
 Dinghai Xu , John Knight and Tony S. Wirjanto
Independent , University of Western Ontario - Department of Economics and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series

Modeling the Leverage Effect with Copulas and Realized Volatility
Finance Research Letters 5 (2008) 221-227
 Cathy Ning , Tony S. Wirjanto and Dinghai Xu
Ryerson University , University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science and Independent
Date Posted: March 31, 2013
Accepted Paper Series

Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach
Finance Research Letters 6 (2009) 202–209,
Cathy Ning and Tony S. Wirjanto
Ryerson University and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series

Money Stock Targeting and Money Supply: A Closer Examination of the Data
Journal of Applied Econometrics, Vol. 11, pp. 93-104, 1996
 Robert A. Amano and Tony S. Wirjanto
Bank of Canada & CREFE and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series

Incl. Electronic Paper Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance Comparing Alternative Exchange Rate Regimes in Eastern Europe
 Muhammad Khan , Mazen Kebewar and Nikolay Nenovsky
University of Orleans - Laboratoire d'économie d'Orléans , Université d’Orléans - Laboratoire d’Économie d’Orléans (LEO) and Bulgarian National Bank
Date Posted: March 31, 2013
Working Paper Series
134 downloads

Incl. Electronic Paper A Dynamic Affine Factor Model for the Pricing of Collateralized Debt Obligations
Swiss Finance Institute Research Paper No. 13-09
 Zehra Eksi and Damir Filipovic
Vienna University of Economics and Business Administration-Institute for Statistics and Mathematics and Ecole Polytechnique Fédérale de Lausanne
Date Posted: March 30, 2013
Last Revised: April 10, 2013
Working Paper Series
38 downloads

Incl. Electronic Paper Factors of Growth in Russian Agriculture
 György Simon Jr.
Corvinus University of Budapest
Date Posted: March 29, 2013
Last Revised: May 21, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Forecasting the Risk of Speculative Assets by Means of Copula Distributions
DIW Berlin Discussion Paper No. 1282
 Benjamin Beckers , Helmut Herwartz and Moritz Seidel
German Institute for Economc Research (DIW) , University of Goettingen (Gottingen) and Deutsche Bundesbank
Date Posted: March 28, 2013
Working Paper Series
25 downloads

Incl. Electronic Paper Noncausality and Inflation Persistence
DIW Berlin Discussion Paper No. 1286
 Markku Lanne
University of Helsinki - Department of Political and Economic Studies
Date Posted: March 27, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation
DIW Berlin Discussion Paper No. 1285
 Markku Lanne and Jani Luoto
University of Helsinki - Department of Political and Economic Studies and University of Helsinki
Date Posted: March 27, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Quadratic Variance Swap Models
Swiss Finance Institute Research Paper No. 13-06
 Damir Filipovic , Elise Gourier and Loriano Mancini
Ecole Polytechnique Fédérale de Lausanne , Swiss Finance Institute and Ecole Polytechnique Fédérale de Lausanne
Date Posted: March 23, 2013
Last Revised: May 14, 2013
Working Paper Series
63 downloads

Incl. Electronic Paper Estimation of Productivity in Korean Electric Power Plants: A Semiparametric Smooth Coefficient Model
IZA Discussion Paper No. 7277
 Almas Heshmati , Subal C. Kumbhakar and Kai Sun
Sogang University , State University of New York (SUNY) at Binghamton - Department of Economics and Aston University - Aston Business School
Date Posted: March 23, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Balkan Countries: Catching Up and Their Integration in the European Financial System
Proceedings of 7th International Conference «Economic Integration, Competition and Cooperation», 2-3 April, 2009, Opatija, University of Rijeka – Faculty of Economics, CD with Full papers ,
Fabienne Bonetto , Srdjan Redžepagić and Anna Tykhonenko
Université de Nice Sophia Antipolis , Institute of Economic Sciences Belgrade and Université de Nice Sophia Antipolis
Date Posted: March 23, 2013
Last Revised: May 22, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Failure in the Market for Reviewing Economics Papers: Good Readers, Bad Referees, and Ugly Papers
International Journal of Management Studies, Statistics & Applied Economics, Vol. 2, No. II, pp. 163-176, December 2012
 Dimitris Hatzinikolaou
University of Ioannina - Department of Economics
Date Posted: March 22, 2013
Accepted Paper Series
9 downloads

Incl. Electronic Paper More on Cornish Fisher: Distribution Density and Boundary Conditions
 Didier Maillard
Conservatoire National des Arts et Métiers (CNAM)
Date Posted: March 22, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Gender Gaps in Education and Labor Market Outcomes in the United States: The Impact of Employers' Prejudice
IDB Working Paper No. IDB-WP-357
 Luca Flabbi and Mauricio Tejada
RES - Inter-American Development Bank and Georgetown University
Date Posted: March 16, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Modelling Cause-of-Death Mortality and the Impact of Cause-Elimination
UNSW Australian School of Business Research Paper No. 2013ACTL08
 Daniel H. Alai , Severine Gaille and Michael Sherris
Australian School of Business at UNSW , 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 15, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Systemic Contingent Claims Analysis – Estimating Market-Implied Systemic Risk
IMF Working Paper No. 13/54
 Andreas A. Jobst and Dale F. Gray
Bermuda Monetary Authority (BMA) and International Monetary Fund (IMF)
Date Posted: March 15, 2013
Working Paper Series
35 downloads

Incl. Electronic Paper Monetary Policy Regimes: Implications for the Yield Curve and Bond Pricing
 Kameliya Filipova , Francesco Audrino and Enrico G. De Giorgi
UBS Wealth Management , University of St. Gallen and University of Saint Gallen - SEPS: Economics and Political Sciences
Date Posted: March 14, 2013
Working Paper Series
58 downloads


 

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