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Full Text Papers: 573,832
Authors: 314,932
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SSRN eLibrary Search Results
JEL Code: C13
504,893 Total downloads
Showing Papers 621 - 670 of 2,760
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1 2 3 4 ... 56 | Next >
   

Incl. Electronic Paper Is Economic Uncertainty Priced in the Cross-Section of Individual Stocks?
Turan G. Bali, Stephen Brown, Qiusha Peng and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, New York University (NYU) - Leonard N. Stern School of Business, Cambridge Endowment for Research in Finance, University of Cambridge and Fordham University - Gabelli School of Business
Date Posted: July 25, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Jumps and Stochastic Volatility in Crude Oil Prices and Advances in Average Option Pricing
Quantitative Finance (Forthcoming)
Ioannis Kyriakou, Panos K. Pouliasis and Nikos C. Papapostolou
City University London - Sir John Cass Business School, Sir John Cass Business School and Cass Business School, City University London
Date Posted: July 24, 2016
Accepted Paper Series
17 downloads

Incl. Electronic Paper Error-in-Variables Jump Regression Using Local Clustering
Yicheng Kang, Xiaodong Gong, Jiti Gao and Peihua Qiu
Department of Biostatistics, Australian National University (ANU) - School of Economics, Monash University - Department of Econometrics & Business Statistics and Department of Biostatistics
Date Posted: July 20, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Smile at Errors: A Discrete-Time Stochastic Volatility Framework for Pricing Options with Realized Measures
Giacomo Bormetti, Roberto Casarin, Fulvio Corsi and Giulia Livieri

Date Posted: July 19, 2016
Last Revised: July 21, 2016
Working Paper Series
40 downloads

Incl. Electronic Paper Missing Observations on a Variable: When Do the Listwise Deletion and Indicator Approaches Work?
Mahdiyeh Entezarkheir
University of Western Ontario - Huron University College
Date Posted: July 16, 2016
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Mitigating Estimation Risk in Asset Allocation: Diagonal Models Versus 1/N Diversification
Financial Review, Vol. 51, Issue 3, pp. 403-433, 2016
Chris T. Stivers and Licheng Sun
University of Louisville and Old Dominion University
Date Posted: July 15, 2016
Accepted Paper Series

Incl. Electronic Paper Estimating Jump-Diffusions Using Closed-Form Likelihood Expansions -- Online Supplementary Material
Chenxu Li and Dachuan Chen
Peking University and University of Illinois at Chicago
Date Posted: July 11, 2016
Working Paper Series
8 downloads

Incl. Fee Electronic Paper Correcting for Sample Selection from Competitive Bidding, with an Application to Estimating the Effect of Wages on Performance
CEPR Discussion Paper No. DP11376
Laurent Lamy, Manasa Patnam and Michael Visser
Paris School of Economics (PSE), National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Date Posted: July 11, 2016
Working Paper Series

Incl. Electronic Paper Parameter Estimation Robust to Low-Frequency Contamination
Adam McCloskey and Jonathan B. Hill
Brown University - Department of Economics and University of North Carolina (UNC) at Chapel Hill – Department of Economics
Date Posted: July 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Linking Excessive Disinflation and Output Movements in an Emerging, Small Open Economy -- A Hybrid New Keynesian Phillips Curve Perspective
National Bank of Poland Working Paper No. 239
Karol Szafranek
National Bank of Poland
Date Posted: July 07, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Measuring Expected Time to Default Under Stress Conditions for Corporate Loans
National Bank of Poland Working Paper No. 237
Mariusz Górajski, Dobromil Serwa and Zuzanna Wośko
University of Lodz, National Bank of Poland and National Bank of Poland
Date Posted: July 07, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Quarterly Estimates of Regional GDP in Poland – Application of Statistical Inference of Functions of Parameters
National Bank of Poland Working Paper No. 219
Mateusz Pipien and Sylwia Roszkowska
Cracow University of Economics and University of Lodz
Date Posted: July 07, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Identification of Matching Complementarities: A Geometric Viewpoint
Advances in Econometrics, vol. 31: Structural Econometric Models, edited by E. Choo and M. Shum.
Alfred Galichon
Sciences Po - Department of Economics
Date Posted: July 07, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Inference and Forecasting Based on the Phillips Curve
KDI Journal of Economic Policy 2016, 38(2) 1-20
Kunho Kim and Suna Park
Hanyang University and Hanyang University
Date Posted: June 27, 2016
Accepted Paper Series
14 downloads

Incl. Electronic Paper Inference in Regression Discontinuity Designs with a Discrete Running Variable
IZA Discussion Paper No. 9990
Michal Kolesár and Christoph Rothe
Princeton University and Columbia University
Date Posted: June 27, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Ellipsoidal Methods for Adaptive Choice-Based Conjoint Analysis
Denis Saure and Juan Pablo Vielma
University of Chile - Industrial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 24, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Brexit or Bremain? Evidence from Bubble Analysis
Marco Bianchetti, Davide Emilio Galli, Camilla Ricci, Angelo Salvatori and Marco Scaringi
Intesa Sanpaolo - Financial and Market Risk Management, Dipartimento di Fisica, Università degli Studi di Milano, Intesa Sanpaolo-Financial and Market Risk Management, Dipartimento di Fisica, Università degli Studi di Milano and Dipartimento di Fisica, Università degli Studi di Milano
Date Posted: June 23, 2016
Working Paper Series
196 downloads

Incl. Electronic Paper A Data-Driven Selection of an Appropriate Seasonal Adjustment Approach
Bundesbank Discussion Paper No. 07/2016
Karsten Webel
Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Credit Risk Stress Testing and Copulas: Is the Gaussian Copula Better than its Reputation?
Bundesbank Discussion Paper No. 46/2015
Philipp Koziol, Carmen Schell and Meik Eckhardt
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Many a Little Makes a Mickle: Macro Portfolio Stress Test for Small and Medium-Sized German Banks
Bundesbank Discussion Paper No. 23/2015
Ramona Busch, Philipp Koziol and Marc Mitrovic
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Lethal Lapses: How a Positive Interest Rate Shock Might Stress German Life Insurers
Bundesbank Discussion Paper No. 12/2015
Mark Feodoria and Till Förstemann
Christian-Albrechts-Universität zu Kiel and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Forecast-Error-Based Estimation of Forecast Uncertainty When the Horizon is Increased
Bundesbank Discussion Paper No. 40/2014
Malte Knüppel
Deutsche Bundesbank - Research Centre
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Investor Fears and Risk Premia for Rare Events
Bundesbank Discussion Paper No. 03/2014
Claudia Schwarz
European Central Bank (ECB)
Date Posted: June 21, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors
Bundesbank Discussion Paper No. 25/2013
Sebastian Kripfganz and Claudia Schwarz
University of Exeter Business School - Department of Economics and European Central Bank (ECB)
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Evaluation of Minimum Capital Requirements for Bank Loans to Smes
Bundesbank Discussion Paper No. 22/2013
Klaus Duellmann and Philipp Koziol
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Stress Testing German Banks Against a Global Cost-of-Capital Shock
Bundesbank Discussion Paper No. 04/2012
Klaus Duellmann and Thomas K. Kick
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper The Value of Knowing the Propensity Score for Estimating Average Treatment Effects
IZA Discussion Paper No. 9989
Christoph Rothe
Columbia University
Date Posted: June 20, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Making Sense of Seven Quandaries: Developing a Framework for Custom Contrast Analysis
Ryan D. Guggenmos, M. David Piercey and Christopher P. Agoglia
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Massachusetts Amherst and University of Massachusetts at Amherst
Date Posted: June 20, 2016
Last Revised: July 14, 2016
Working Paper Series
117 downloads

Incl. Electronic Paper Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?
DIW Berlin Discussion Paper No. 1588
Guglielmo Maria Caporale, Nazif Catik, Mohamad Husam Helmi, Faek Menla Ali and Coskun Akdeniz
Brunel University - Centre for Empirical Finance, Ege University Department of Economics, Brunel University London, Brunel University - Economics and Finance Department and Ege University - Department of Economics
Date Posted: June 19, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Determining the Integrated Volatility via Limit Order Books with Multiple Records
Yiqi Liu, Qiang Liu and Zhi Liu
University of Macau, University of Macau and University of Macau
Date Posted: June 18, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper A Solution to the Problem of Too Many Instruments in Dynamic Panel Data GMM
Bundesbank Series 1 Discussion Paper No. 2009,31
Jens Mehrhoff
affiliation not provided to SSRN
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Efficient Estimation of Forecast Uncertainty Based on Recent Forecast Errors
Bundesbank Series 1 Discussion Paper No. 2009,28
Malte Knüppel
Deutsche Bundesbank - Research Centre
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Systematic Risk of Cdos and Cdo Arbitrage
Bundesbank Series 2 Discussion Paper No. 2009,13
Alfred Hamerle, Thilo Liebig and Hans-Jochen Schropp
University of Regensburg - Faculty of Business, Economics & Information Systems, Deutsche Bundesbank and BMW Bank of North America - BMW Financial Services
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Time Dynamic and Hierarchical Dependence Modelling of an Aggregated Portfolio of Trading Books: A Multivariate Nonparametric Approach
Bundesbank Series 2 Discussion Paper No. 2009,07
Sandra Gaisser, Christoph Memmel, Rafael Schmidt and Carsten Wehn
affiliation not provided to SSRN, Deutsche Bundesbank, affiliation not provided to SSRN and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Stress Testing German Banks in a Downturn in the Automobile Industry
Bundesbank Series 2 Discussion Paper No. 2009,02
Klaus Duellmann and Martin Erdelmeier
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Dominating Estimators for the Global Minimum Variance Portfolio
Bundesbank Series 2 Discussion Paper No. 2009,01
Gabriel Frahm and Christoph Memmel
Helmut Schmidt University and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Stochastic Frontier Analysis by Means of Maximum Likelihood and the Method of Moments
Bundesbank Series 2 Discussion Paper No. 2008,19
Andreas Behr and Sebastian Tente
University of Muenster - Faculty of Economics and University of Muenster
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation
Bundesbank Series 2 Discussion Paper No. 2008,11
Klaus Böcker and Martin Hillebrand
UniCredit Group and Technische Universität München (TUM)
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Estimating Asset Correlations from Stock Prices or Default Rates: Which Method is Superior?
Bundesbank Series 2 Discussion Paper No. 2008,04
Klaus Duellmann, Jonathan Nickels Küll and Michael Kunisch
Deutsche Bundesbank, University of Karlsruhe and University of Karlsruhe
Date Posted: June 08, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper A Note on the Coefficient of Determination in Regression Models with Infinite-Variance Variables
Bundesbank Series 1 Discussion Paper No. 2007,10
Jeong-Ryeol Kurz-Kim and Mico Loretan
Deutsche Bundesbank and Swiss National Bank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Modelling Dynamic Portfolio Risk Using Risk Drivers of Elliptical Processes
Bundesbank Series 2 Discussion Paper No. 2007,07
Rafael Schmidt and Christian Schmieder
University of Cologne and International Monetary Fund (IMF)
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
Bundesbank Series 1 Discussion Paper No. 2006,32
Christine De Mol, Domenico Giannone and Lucrezia Reichlin
Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Dynamic Factor Models
Bundesbank Series 1 Discussion Paper No. 2005,38
Jörg Breitung and Sandra Eickmeier
University of Bonn and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Business Cycle Transmission from the US to Germany: A Structural Factor Approach
Bundesbank Series 1 Discussion Paper No. 2004,12
Sandra Eickmeier
Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Systematic Risk in Recovery Rates: An Empirical Analysis of Us Corporate Credit Exposures
Bundesbank Series 2 Discussion Paper No. 2004,02
Klaus Duellmann and Monika Gehde-Trapp
Deutsche Bundesbank and University of Mannheim - Finance Area
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Asymmetric Effect of Oil Price Shocks on Stock Markets
Hamed Markazi Moghadam
University of Dortmund, Ruhr Graduate School in Economics, Students
Date Posted: June 05, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Deadly Statistics: Quantifying an 'Unacceptable Risk' in Capital Punishment
Law, Probability & Risk, Vol. 15, No. 4, Dec. 2016
David H. Kaye
Pennsylvania State University, Penn State Law
Date Posted: June 05, 2016
Accepted Paper Series
40 downloads

Incl. Electronic Paper Scalable MCMC for Large Data Problems Using Data Subsampling and the Difference Estimator
Sveriges Riksbank Working Paper Series No. 306, Riksbank Research Paper Series No. 130
Matias Quiroz, Mattias Villani and Robert Kohn
Sveriges Riksbank - Research Division, Linkoping University and University of New South Wales - School of Economics and School of Banking and Finance
Date Posted: June 04, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Duality in Least Squares Theory
Quirino Paris
University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: June 02, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Considering Multiple Materialities for Account Combinations in Audit Planning and Evaluation: A Cost Efficient Approach
Journal of Accounting, Auditing and Finance, Vol. 13, No. 2, 1998
Saurav K. Dutta and Lynford E. Graham
State University of New York (SUNY) at Albany and Bentley University
Date Posted: June 01, 2016
Accepted Paper Series
10 downloads


 

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