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


SSRN eLibrary Search Results
JEL Code: C13
355,416 Total downloads
Showing Papers 621 - 670 of 2,072
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Incl. Electronic Paper Modeling the Stochastic Volatility: Bovespa Index between 2000 and 2009
Bruno Breyer Caldas
PPGA/UFRGS
Date Posted: July 19, 2010
Working Paper Series
49 downloads

Incl. Electronic Paper The Economic Value of Estimated Portfolio Rules Under General Utility Specifications
Bradley S. Paye
University of Georgia - C. Herman and Mary Virginia Terry College of Business
Date Posted: July 19, 2010
Last Revised: December 07, 2012
Working Paper Series
74 downloads

Incl. Electronic Paper Natural Resources: Curse or Blessing?
CESifo Working Paper Series No. 3125
Rick van der Ploeg
University of Oxford
Date Posted: July 17, 2010
Working Paper Series
772 downloads

Incl. Electronic Paper Further Results on the Limiting Distribution of GMM Sample Moment Conditions
Journal of Business and Economic Statistics, Forthcoming
Nikolay Gospodinov , Raymond Kan and Cesare Robotti
Concordia University, Quebec - Department of Economics , University of Toronto - Rotman School of Management and Federal Reserve Bank of Atlanta
Date Posted: July 15, 2010
Last Revised: May 09, 2012
Accepted Paper Series
39 downloads

Incl. Electronic Paper Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models
DIW Berlin Discussion Paper No. 1006
Guglielmo Maria Caporale and Luis A. Gil-Alana
London South Bank University and University of Navarra - Department of Economics
Date Posted: July 14, 2010
Working Paper Series
28 downloads

Incl. Electronic Paper Spurious Regressions of Stationary AR(p) Processes with Structural Breaks
Ba M. Chu and Roman Kozhan
Carleton University and University of Warwick, Warwick Business School
Date Posted: July 12, 2010
Working Paper Series
176 downloads

Incl. Electronic Paper Inequality in Vietnamese Urban-Rural Living Standards, 1993-2006
IZA Discussion Paper No. 4987
Alison L. Booth
University of Essex - Department of Economics
Date Posted: June 29, 2010
Working Paper Series
34 downloads

Incl. Electronic Paper Quantile Treatment Effects in the Regression Discontinuity Design: Process Results and Gini Coefficient
IZA Discussion Paper No. 4993
Markus Froelich and Blaise Melly
Universität Mannheim, Chair of Econometrics and Brown University - Department of Economics
Date Posted: June 29, 2010
Working Paper Series
30 downloads

Incl. Electronic Paper Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits
IZA Discussion Paper No. 4958
Andrey Launov and Klaus Wälde
University of Wuerzburg and University of Mainz
Date Posted: June 29, 2010
Working Paper Series
8 downloads

Incl. Electronic Paper High Frequency Covariance Estimates with Noisy and Asynchronous Financial Data
Yacine Ait-Sahalia , Jianqing Fan and Dacheng Xiu
Princeton University - Department of Economics , Princeton University - Bendheim Center for Finance and University of Chicago - Booth School of Business
Date Posted: June 28, 2010
Working Paper Series
410 downloads

A Framework for Assigning Incremental Capital for Transfer Risk Under Basel Pillar 1
A. Agarwal , P. Harrald and Peter J. Thompson
affiliation not provided to SSRN , affiliation not provided to SSRN and Standard Chartered Bank
Date Posted: June 27, 2010
Working Paper Series

Incl. Electronic Paper Inference in Mixed Proportional Hazard Models with K Random Effects
Statistical Papers, Forthcoming
Guillaume Horny
University of Strasbourg - Bureau of Economic Theory and Application (BETA)
Date Posted: June 27, 2010
Accepted Paper Series
14 downloads

Incl. Electronic Paper Proposed Indicators for Macro-Prudential Supervision of the Banking System in the CEMAC Zone
Journal of Applied Research in Finance, Vol. 2, No. 2, 2009
Christian Kinfack Tsombou , Jules Tinang Nzesseu and Severin Yves Kamgna
Sub-regional Institute of Statistics and Applied Economy (ISSEA-CEMAC Sub-region) , Institut Sous-régional de Statistique et d'Economie Appliquée (ISSEA) and Bank of Central African States
Date Posted: June 27, 2010
Accepted Paper Series
62 downloads

Incl. Electronic Paper On the Choice of the Unit Period in Time Series Models
Peter Fuleky
University of Hawaii Economic Research Organization
Date Posted: June 23, 2010
Working Paper Series
5 downloads

Incl. Electronic Paper Academic Benefits of Living on Campus
Pedro de Araujo and James Murray
Colorado College and University of Wisconsin - La Crosse – Department of Economics
Date Posted: June 22, 2010
Working Paper Series
429 downloads

Incl. Electronic Paper Alright: Asymmetric Large-Scale (I)GARCH with Hetero-Tails
Swiss Finance Institute Research Paper No. 10-27
Marc S. Paolella
University of Zurich
Date Posted: June 22, 2010
Working Paper Series
166 downloads

Incl. Electronic Paper Robust Estimation of Some Nonregular Parameters
PIER Working Paper No. 10-020
Kyungchul Song
University of Pennsylvania - Department of Economics
Date Posted: June 22, 2010
Working Paper Series
10 downloads

Incl. Electronic Paper Credit BuVaR: Asymmetric Spread VaR with Default
Journal of Risk Management in Financial Institutions, Vol. 5, No. 1, pp. 86–95, 2011 ,
Max C.Y. Wong
Royal Bank of Scotland (RBS)
Date Posted: June 20, 2010
Last Revised: January 21, 2012
Working Paper Series
148 downloads

Incl. Electronic Paper Market BuVaR: A Countercyclical Risk Metric
Max C.Y. Wong
Royal Bank of Scotland (RBS)
Date Posted: June 20, 2010
Last Revised: October 27, 2011
Working Paper Series
261 downloads

Incl. Electronic Paper Simulation-Based Excess Return Model for Real Estate Development: A Practical Monte Carlo Simulation-Based Method for Quantitative Risk Management and Project Valuation for Real Estate Development Projects Illustrated with a High-Rise Office Development Case Study
Journal of Property Investment and Finance, Vol. 29, No. 2, 2011
David J. Gimpelevich
Mid-Market Securities, LLC
Date Posted: June 19, 2010
Last Revised: December 26, 2010
Accepted Paper Series
189 downloads

Incl. Electronic Paper Indirect Inference Based on the Score
Peter Fuleky and Eric Zivot
University of Hawaii Economic Research Organization and University of Washington - Department of Economics
Date Posted: June 18, 2010
Last Revised: June 23, 2010
Working Paper Series
23 downloads

Incl. Electronic Paper Efficient Maximum Likelihood Estimation of Spatial Autoregressive Models with Normal But Heteroskedastic Disturbances
Takahisa Yokoi
Tohoku University - Graduate School of Information Sciences
Date Posted: June 16, 2010
Last Revised: November 02, 2010
Working Paper Series
54 downloads

Incl. Electronic Paper Identification and Estimation with Competing Auctions
Christopher Adams
Federal Trade Commission - Bureau of Economics
Date Posted: June 16, 2010
Last Revised: November 11, 2010
Working Paper Series
53 downloads

Incl. Electronic Paper Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?
Linda Allen , Turan G. Bali and Yi Tang
Baruch College, CUNY - Zicklin School of Business , Georgetown University - Robert Emmett McDonough School of Business and Fordham University - School of Business
Date Posted: June 12, 2010
Last Revised: July 07, 2012
Working Paper Series
504 downloads

Incl. Electronic Paper Simulation Based Estimation of Discrete Sequential Move Games of Perfect Information
Yafeng Wang and Brett Graham
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE) and affiliation not provided to SSRN
Date Posted: June 09, 2010
Working Paper Series
15 downloads

Incl. Electronic Paper Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits
CESifo Working Paper Series No. 3069
Andrey Launov and Klaus Wälde
University of Wuerzburg and University of Mainz
Date Posted: June 08, 2010
Working Paper Series
37 downloads

Incl. Electronic Paper Extracting Correlations from the Market: New Correlation Parameterizations and the Calibration of a Stochastic Volatility LMM to CMS Spread Options
Matthias Lutz
University of Ulm
Date Posted: June 05, 2010
Last Revised: June 16, 2010
Working Paper Series
496 downloads

Incl. Electronic Paper Does Model Fit Matter for Hedging? Evidence from FTSE 100 Options
Henley University ICMA Centre Discussion Paper in Finance No. DP2010-05
Carol Alexander and Andreas Kaeck
University of Reading - ICMA Centre and ICMA Centre, Henley Business School, University of Reading, UK
Date Posted: June 04, 2010
Working Paper Series
149 downloads

Incl. Electronic Paper A Note on ‘Good Starting Values’ in Numerical Optimisation
Manfred Gilli and Enrico Schumann
University of Geneva - Department of Economics and VIP Value Investment Professionals AG
Date Posted: June 03, 2010
Last Revised: September 16, 2010
Working Paper Series
96 downloads

Incl. Electronic Paper Common Business and Housing Market Cycles in the Euro Area from a Multivariate Decomposition
Banque de France Working Paper No. 275
Laurent Ferrara and Siem Jan Koopman
Banque de France and VU University Amsterdam
Date Posted: June 03, 2010
Working Paper Series
37 downloads

Incl. Electronic Paper An Economic Capital Model Integrating Credit and Interest Rate Risk in the Banking Book
Bank of England Working Paper No. 388
Piergiorgio Alessandri and Mathias Drehmann
Bank of England and Bank for International Settlements
Date Posted: June 01, 2010
Working Paper Series
131 downloads

Incl. Electronic Paper Multi-Outcome Lotteries: Prospect Theory vs. Relative Utility
Krzysztof Kontek
Artal Investments
Date Posted: May 30, 2010
Working Paper Series
44 downloads

Incl. Electronic Paper Transfer Risk Under Basel Pillar 1
P. Harrald , A. Agarwal and Peter J. Thompson
affiliation not provided to SSRN , affiliation not provided to SSRN and Standard Chartered Bank
Date Posted: May 29, 2010
Last Revised: November 30, 2011
Working Paper Series
106 downloads

Incl. Electronic Paper To Elect or to Appoint? Bias, Information, and Responsiveness of Bureaucrats and Politicians
Matias Iaryczower , Garrett Lewis and Matthew Shum
Princeton University , California Institute of Technology and Johns Hopkins University - Department of Economics
Date Posted: May 25, 2010
Last Revised: February 04, 2012
Working Paper Series
48 downloads

Incl. Electronic Paper Factor Profiling for Ultra High Dimensional Variable Selection
Hansheng Wang
Peking University - Guanghua School of Management
Date Posted: May 23, 2010
Working Paper Series
414 downloads

Incl. Electronic Paper Weak Identification in Fuzzy Regression Discontinuity Designs
Vadim Marmer , Donna Feir and Thomas Lemieux
University of British Columbia (UBC) - Department of Economics , University of British Columbia (UBC) - Department of Economics and University of British Columbia (UBC) - Department of Economics
Date Posted: May 16, 2010
Last Revised: November 05, 2012
Working Paper Series
55 downloads

Incl. Electronic Paper Poverty Risk and Strikes: An Empirical Analysis for Europe (1995 - 2006)
Miltiades N. Georgiou
Independent
Date Posted: May 16, 2010
Working Paper Series
15 downloads

Incl. Electronic Paper Real Options Approach to Investment in Base Load Coal Fired Plant
Jurica Brajkovic
Energy Institute Hrvoje Pozar
Date Posted: May 13, 2010
Working Paper Series
68 downloads

Incl. Electronic Paper Estimation of Dynamic Discrete Choice Models in Continuous Time
Economic Research Initiatives at Duke (ERID) Working Paper No. 50
Peter Arcidiacono , Patrick J. Bayer , Jason R. Blevins and Paul B. Ellickson
Duke University - Department of Economics , Duke University - Department of Economics , Ohio State University (OSU) - Department of Economics and University of Rochester - Simon School of Business
Date Posted: May 07, 2010
Last Revised: May 18, 2013
Working Paper Series
203 downloads

Incl. Electronic Paper Estimation of Optimal Portfolio Weights Using Shrinkage Technique
Takuya Kinkawa
Keio University - School of Science for Open and Environmental Systems
Date Posted: May 06, 2010
Last Revised: July 08, 2010
Working Paper Series
182 downloads

Incl. Electronic Paper Housing Prices and the Role of Speculation: The Case of Seoul
Empirical Economics, Vol. 38, No. 3, 2010, Asian Development Bank Economics Working Paper Series No. 146
Donghyun Park and Qin Xiao
Asian Development Bank - Economic Research and University of Aberdeen - Business School
Date Posted: May 05, 2010
Accepted Paper Series
60 downloads

Incl. Electronic Paper Estimation of Jump Tails
CREATES Research Paper No. 2010-16
Tim Bollerslev and Viktor Todorov
Duke University - Finance and Duke University
Date Posted: May 02, 2010
Working Paper Series
74 downloads

Incl. Electronic Paper Maximum Likelihood Estimator for the Uneven Power Distribution: Application to DJI Returns
Krzysztof Kontek
Artal Investments
Date Posted: May 02, 2010
Last Revised: May 07, 2010
Working Paper Series
29 downloads

Incl. Electronic Paper Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments
Krzysztof Kontek
Artal Investments
Date Posted: May 01, 2010
Working Paper Series
30 downloads

Incl. Electronic Paper Meritocratic Aspects Concerning Civil Servant Career - Comparative Study in Central and Eastern European Countries
NISPAcee Annual Conference, 2010, May, 12-14, Warsaw,Poland
Ani I. Matei and Florin Marius Popa
National School of Political Studies and Public Administration (NSPSPA) and National School of Political Studies and Public Administration
Date Posted: May 01, 2010
Working Paper Series
59 downloads

Incl. Electronic Paper 'Zero' Option in Conjoint Analysis: A New Specification of the Indecision and the Refusal - Application to the Video on Demand Market
Gilbert Saporta and Silva Ohannessian
Conservatoire National des Arts et Métiers (CNAM) and affiliation not provided to SSRN
Date Posted: April 27, 2010
Working Paper Series
29 downloads

Incl. Electronic Paper Most Efficient Homogeneous Volatility Estimators
CCSS Working Paper Series No. CCSS-09-007
Alexander I. Saichev , Didier Sornette and Vladimir Filimonov
ETH Zurich - D-MTEC , Swiss Finance Institute and Swiss Federal Institute of Technology Zurich (ETH Zurich)
Date Posted: April 27, 2010
Working Paper Series
53 downloads

Incl. Electronic Paper Persistence Analysis of Hedge Fund Returns
Serge Patrick Amvella , Iwan Meier and Nicolas A. Papageorgiou
HEC Montreal - Department of Finance , HEC Montreal - Department of Finance and HEC Montreal - Department of Finance
Date Posted: April 27, 2010
Last Revised: June 08, 2010
Working Paper Series
169 downloads

Incl. Electronic Paper Using Shifted Distributions in Computing Operational Risk Capital
Ilya Rozenfeld
Capital One
Date Posted: April 27, 2010
Last Revised: September 27, 2010
Working Paper Series
230 downloads

The Robustness of Estimators for Dynamic Panel Data Models to Misspecification
The Singapore Economic Review, Vol. 54, No. 3, pp. 399-426, 2009
Mark N. Harris and Laszlo Matyas
Curtin University and Central European University (CEU) - Department of Economics
Date Posted: April 23, 2010
Accepted Paper Series


 

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