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Full Text Papers: 545,764
Authors: 300,877
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Last 12 months: 12,153,625
Last 30 days: 1,135,961

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SSRN eLibrary Search Results
JEL Code: C13
474,943 Total downloads
Showing Papers 621 - 670 of 2,634
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Incl. Electronic Paper On Ill-Posedness of Nonparametric Instrumental Variable Regression With Convexity Constraints
Swiss Finance Institute Research Paper No. 16-06
O. Scaillet
University of Geneva GSEM and GFRI
Date Posted: February 05, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper In Search of the Euro Area Fiscal Stance
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 324
Alice Albonico , Alessia Paccagnini and Patrizio Tirelli
Università degli Studi di Milano-Bicocca - Department of Economics, Management & Statistics , Università degli Studi di Milano-Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
Date Posted: February 01, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Restricción De Retorno Mínimo, Su Impacto En Los Fondos De Pensiones En Chile 2003-2014 (Minimum Return Constrain, Its Impact on Chilean Pension Funds 2003-2014)
Revista Internacional Administración & Finanzas, v. 9 (1) p. 1-13, 2016,
Renato Balbontín
Universidad Andrés Bello
Date Posted: January 30, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Diseño De Un Portafolio De Inversión a Partir De Un Modelo De Programación No Lineal: Caso Colombia 2013-2014 (Design of a Investment Portfolio Using Non-Linear Programming: Case of Colombia 2013-2014)
Revista Internacional Administración & Finanzas, v. 9 (2) p. 35-47, 2016,
John Dairo Ramírez Aristizábal, and Eduardo Alexander Duque Grisales
Institución Universitaria ESUMER and Institución Universitaria ESUMER
Date Posted: January 29, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Sharpe Ratio of Estimated Efficient Portfolios
Finance Research Letters, Forthcoming
Apostolos Kourtis
University of East Anglia (UEA) - Norwich Business School
Date Posted: January 27, 2016
Accepted Paper Series
28 downloads

Incl. Electronic Paper Log-Normal Creaming and the Likelihood of Discovering Additional Giant Petroleum Fields
NHH Dept. of Business and Management Science Discussion Paper No. 2016/3
Jostein Lillestol and Richard Sinding-Larsen
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian University of Science and Technology (NTNU)
Date Posted: January 27, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Weibull Wind Worth: Wait and Watch?
NHH Dept. of Business and Management Science Discussion Paper No. 2016/2
Jostein Lillestol
Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: January 27, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Continuous Departure Time of Day Preferences for Continental U.S. Airline Markets Segmented by Distance, Direction of Travel, Number of Time Zones, Day of Week and Itinerary Type
Virginie Lurkin , Laurie A Garrow , Matthew John Higgins , Jeffrey P Newman and M. Schyns
University of Liege - HEC Management School , Georgia Institute of Technology , Georgia Institute of Technology - Scheller College of Business , Georgia Institute of Technology and University of Liege - HEC Management School
Date Posted: January 26, 2016
Last Revised: January 30, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Accounting for Price Endogeneity in Airline Itinerary Choice Models: An Application to Continental U.S. Markets
Virginie Lurkin , Laurie A Garrow , Matthew John Higgins , Jeffrey P Newman and M. Schyns
University of Liege - HEC Management School , Georgia Institute of Technology , Georgia Institute of Technology - Scheller College of Business , Georgia Institute of Technology and University of Liege - HEC Management School
Date Posted: January 26, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Statistics and the Paperwork Reduction Act: An FTC Case Study
Fritz Scheuren

Date Posted: January 26, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM
Tinbergen Institute Discussion Paper 16-005/III
Nalan Basturk , Stefano Grassi , Lennart F. Hoogerheide and H. K. van Dijk
Maastricht University - Department of Quantitative Economics , University of Kent, Canterbury , Vrije Universiteit Amsterdam - Dept. of Econometrics and Tinbergen Institute
Date Posted: January 25, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Empirical Pricing Performance on Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter?
Benjamin Cheng , Christina Nikitopoulos Sklibosios and Erik Schlogl
University of Technology Sydney (UTS) , University of Technology, Sydney - Faculty of Business and University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: January 25, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Breakthrough Technology to Resolve Problems in Annuities Hedging
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading, LLC
Date Posted: January 24, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Crunching Mortality and Annuity Portfolios with Extended Creditrisk
Jonas Hirz , Uwe Schmock and Pavel V. Shevchenko
TU Wien , TU Wien and CSIRO, Mathematical and Information Science
Date Posted: January 19, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions
CentER Discussion Paper Series No. 2016-002
John H. J. Einmahl , Anna Kiriliouk and Johan Segers
Tilburg University - Department of Econometrics & Operations Research , Catholic University of Louvain (UCL) and Catholic University of Louvain (UCL)
Date Posted: January 18, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper A Sound Modelling and Backtesting Framework for Forecasting Initial Margin Requirements
Fabrizio Anfuso , Daniel Aziz , Paul Giltinan and Klearchos Loukopoulos
Credit Suisse Securities (Europe) Limited , Credit Suisse Securities (Europe) Limited , Quaternion Risk Management and Credit Suisse Securities (Europe) Limited
Date Posted: January 17, 2016
Working Paper Series
72 downloads

Incl. Electronic Paper Determinants of Public Sector Bank's Profitability in India: An Empirical Study
Siddhant - A Journal of Decision Making, 15 (2), 160-171, 2015, DOI: 10.5958/2231-0657.2015.00017.8
Gurmeet Singh
Unitedworld School of Business
Date Posted: January 15, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Stock Price Analysis Under Extreme Value Theory
Paul I. Louangrath
Bangkok University
Date Posted: January 14, 2016
Working Paper Series
30 downloads

Incl. Fee Electronic Paper Solution and Estimation Methods for DSGE Models
CEPR Discussion Paper No. DP11032
Jesús Fernández-Villaverde , Juan Francisco Rubio-Ramirez and Frank Schorfheide
University of Pennsylvania - Department of Economics , Duke University - Department of Economics and University of Pennsylvania - Department of Economics
Date Posted: January 12, 2016
Working Paper Series

Incl. Electronic Paper More Accurate Volatility Estimation and Forecasts Using Price Durations
Ingmar Nolte , Stephen J. Taylor and Xiaolu Zhao
Lancaster University - Department of Accounting and Finance , Lancaster University - Department of Accounting and Finance and Lancaster University - Department of Accounting and Finance
Date Posted: January 11, 2016
Last Revised: January 28, 2016
Working Paper Series
40 downloads

Incl. Electronic Paper Risk Assessment of Non-Performing Loans (NPL) Using Extreme Value Theory
Proceedings of First International Conference on Multidisciplinary in Management, Bangkok, Thailand, 2015
Paul I. Louangrath
Bangkok University
Date Posted: January 08, 2016
Accepted Paper Series
14 downloads

Incl. Electronic Paper Solution and Estimation Methods for DSGE Models
Handbook of Macroeconomics, Volume 2, Forthcoming, PIER Working Paper No. 15-042
Jesús Fernández-Villaverde , Juan Francisco Rubio-Ramirez and Frank Schorfheide
University of Pennsylvania - Department of Economics , Duke University - Department of Economics and University of Pennsylvania - Department of Economics
Date Posted: January 08, 2016
Accepted Paper Series
87 downloads

Incl. Electronic Paper Bayesian Analysis in Non-Linear Non-Gaussian State-Space Models Using Particle Gibbs
Oliver Grothe , Tore Selland Kleppe and Roman Liesenfeld
KIT , University of Cologne, Department of Economics
Date Posted: January 07, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Measuring Interaction Effect by Latent Moderated Structural (LMS) Modeling for Mobile Device Usage in e-Learning in Thailand
International journal of the Computer, The Internet and Management, Vol. 22, No. SP2 (December 2014); pp. 7.1-7.13
Paul I. Louangrath
Bangkok University
Date Posted: January 06, 2016
Accepted Paper Series
4 downloads

Solutions to Integro-Differential Parabolic Problems Arising in the Pricing of Financial Options in a Levy Market
Electronic Journal of Differential Equations, Vol. 2010 (2010), No. 62, pp. 1-10
Ionut Florescu and Maria C. Mariani
Stevens Institute of Technology and University of Texas at El Paso
Date Posted: January 06, 2016
Accepted Paper Series

Study of Memory Effects in International Market Indices
M.C. Mariani, I. Florescu, M.P. Beccar Varela, E. Ncheuguim, Study of memory effects in international market indices, Physica A: Statistical Mechanics and its Applications, Volume 389, Issue 8, 15 April 2010, Pages 1653-1664, ISSN 0378-4371
Maria C. Mariani , Ionut Florescu , Maria P. Beccar-Varela and Emmanuel Ncheuguim
University of Texas at El Paso , Stevens Institute of Technology , University of Texas at El Paso and New Mexico State University
Date Posted: January 06, 2016
Accepted Paper Series

Incl. Electronic Paper Steady as She Goes-Estimating Potential Output During Financial 'Booms and Busts'
IMF Working Paper No. 15/233
Helge Berger , Thomas Dowling , Sergi Lanau , Weicheng Lian , Mico Mrkaic , Pau Rabanal and Marzie Taheri Sanjani
International Monetary Fund (IMF) , International Monetary Fund (IMF) - Western Hemisphere Department , International Monetary Fund (IMF) , International Monetary Fund (IMF) , International Monetary Fund (IMF) , International Monetary Fund and International Monetary Fund (IMF)
Date Posted: January 05, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper A Bridge from Monty Hall to the (Anti-)Hot Hand: Restricted Choice, Selection Bias, and Empirical Practice
IGIER Working Paper
Joshua Benjamin Miller and Adam Sanjurjo
Bocconi University - Department of Decision Sciences and Universidad de Alicante - Departamento de Fundamentos del Análisis Económico
Date Posted: January 02, 2016
Working Paper Series
376 downloads

Incl. Electronic Paper Modeling Correlated Frequencies with Application in Operational Risk Management
Badescu, A., Gong, L., Lin, X.S. and Tang, D. (2015). Modeling correlated frequencies with applications in operational risk management, Journal of Operational Risk, 10(1), 1-43
Andrei L Badescu , Gong Lan , X. Sheldon Lin and Dameng Tang
University of Toronto - Department of Statistics , University of Toronto , University of Toronto and University of Toronto
Date Posted: December 27, 2015
Accepted Paper Series
23 downloads

Incl. Electronic Paper A Multiplicative Factor for Analytic VaR to Avoid Previous Inconsistencies
Cesar Oreste Crousillat
Universidad del Pacifico
Date Posted: December 23, 2015
Last Revised: December 25, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Forecasting Medium and Large Datasets with Vector Autoregressive Moving Average (VARMA) Models
Gustavo Fruet Dias and George Kapetanios
University of Aarhus and University of London - Queen Mary College - Department of Economics
Date Posted: December 23, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Fitting Equations to Data with the Perfect Correlation Relationship
Hertfordshire Business School Working Paper, 2015
Chris Tofallis
University of Hertfordshire Business School
Date Posted: December 23, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Uniformly Consistent Estimation of Linear Regression Models with Strictly Exogenous Instruments
CAEPR Working Paper No. 023-2015
Juan Carlos Escanciano
Indiana University Bloomington - Department of Economics
Date Posted: December 22, 2015
Last Revised: February 04, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Systematic Risk, Government Policy Intervention, and Dynamic Contrarian Investments
International Review of Economics and Finance, Forthcoming
JP Liu , Wenxuan Hou , Qizhi Tao and Ting Jeffrey Zhang
China Jiliang University , University of Edinburgh - Business School , Southwestern University of Finance and Economics (SWUFE) and University of Rhode Island
Date Posted: December 22, 2015
Accepted Paper Series
21 downloads

Incl. Electronic Paper A Marked Cox Model for IBNR Claims: Model and Theory
Andrei L Badescu , X. Sheldon Lin and Dameng Tang
University of Toronto - Department of Statistics , University of Toronto and University of Toronto
Date Posted: December 22, 2015
Last Revised: December 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Speeding Up MCMC by Delayed Acceptance and Data Subsampling
Riksbank Research Paper Series No. 131, Sveriges Riksbank Working Paper Series No. 307
Matias Quiroz
Sveriges Riksbank - Research Division
Date Posted: December 22, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Discerning Non-Stationary Market Microstructure Noise and Time-Varying Liquidity in High Frequency Data
Richard Yongrui Chen and Per A. Mykland
University of Chicago - Department of Statistics and University of Chicago - Department of Statistics
Date Posted: December 21, 2015
Last Revised: January 31, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper Estimación de Métricas de Riesgo de Mercado usando Mixturas Gaussianas (Estimating Market Risk Metrics Using Gaussian Mixtures)
Contaduría y Administtración 61 (2016) 202-219,
Jorge Rosales Contreras
LarrainVial
Date Posted: December 21, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Backtesting Systemic Risk Measures During Historical Bank Runs
FRB of Chicago Working Paper No. WP-2015-9
Christian T. Brownlees , Benjamin Remy Chabot , Eric Ghysels and Christopher Johann Kurz
Universitat Pompeu Fabra - Department of Economics and Business , Federal Reserve Bank of Chicago , University of North Carolina Kenan-Flagler Business School and Board of Governors of the Federal Reserve System
Date Posted: December 11, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Identifying Structural Vars with a Proxy Variable and a Test for a Weak Proxy
FRB of Cleveland Working Paper No. 1528
Kurt Graden Lunsford
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: December 07, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Predicting Chinese Stock Market Crashes
Sebastien Lleo and William T. Ziemba
NEOMA Business School and University of British Columbia (UBC) - Sauder School of Business
Date Posted: December 05, 2015
Working Paper Series
102 downloads

Incl. Electronic Paper Causes of Unemployment among Highly Educated Women in Pakistan: A Case Study of Bahawalnagar District
Pakistan Journal of Humanities and Social Sciences, Jan-June 2013, Volume 1, No. 1, Pages 1-10
Tusawar Iftikhar Ahmad and Tehmina Hidayat
The Islamia University of Bahawalpur, Pakistan and The Islamia University of Bahawalpur, Pakistan
Date Posted: December 05, 2015
Last Revised: December 08, 2015
Accepted Paper Series
12 downloads

Incl. Electronic Paper Beyond Conventional Wage Discrimination Analysis: Assessing Comprehensive Wage Distributions of Males and Females Using Structured Additive Distributional Regression
SOEPpaper No. 802
Alexander Sohn
University of Goettingen (Gottingen)
Date Posted: December 03, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Spreadsheets as Decision Support Tools – Case Study on Automatic Trend Lines
Proceedings of the 12th International Conference ECOTREND2015, pp.604-609
Daniel Homocianu
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Date Posted: December 03, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Practitioner's Guide on the Use of Cloud Computing in Finance
Binghuan Lin , Rainer Wehkamp and Juho Kanniainen
Tampere University of Technology , Techila Technologies Ltd and Tampere University of Technology
Date Posted: December 02, 2015
Last Revised: December 04, 2015
Working Paper Series
97 downloads

Incl. Electronic Paper Comments on: 'The Trouble with Instruments: Re-Examining Shock-Based IV Designs' by Atanasov and Black
Ran Duchin , John G. Matsusaka and Oguzhan Ozbas
University of Washington - Michael G. Foster School of Business , University of Southern California - Marshall School of Business and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Date Posted: December 01, 2015
Working Paper Series
79 downloads

Incl. Fee Electronic Paper Does the CAMEL Bank Ratings System Follow a Procyclical Pattern?
CEPR Discussion Paper No. DP10965
Nikolaos I. Papanikolaou and Christian C. P. Wolff
University of Sussex - School of Business, Management and Economics and University of Luxembourg - Luxembourg School of Finance
Date Posted: December 01, 2015
Working Paper Series

Incl. Electronic Paper Tests of Alternative Asset Pricing Models Using Individual Security Returns and a New Multivariate F-Test
Shafiqur Rahman , Matthew J. Schneider and Gary Antonacci
Portland State University , Northwestern University and Portfolio Management Consultants
Date Posted: November 30, 2015
Last Revised: February 02, 2016
Working Paper Series
138 downloads

Incl. Electronic Paper Going Beyond Late: Bounding Average Treatment Effects of Job Corps Training
IZA Discussion Paper No. 9511
Carlos A. Flores , Alfonso Flores-Lagunes and Xuan Chen
University of Miami , Renmin University of China
Date Posted: November 29, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Terrorism and Employment: Evidence from Successful and Failed Terror Attacks
IZA Discussion Paper No. 9526
Abel Brodeur
Institute for the Study of Labor (IZA)
Date Posted: November 29, 2015
Working Paper Series
9 downloads


 

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