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1,185,908 Total downloads
Showing Papers 621 - 670 of 6,015
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Regime-Shifts, Risk Premiums in the Term Structure, and the Business Cycle Duke University, Economics Working Paper
Ravi Bansal ,
George Tauchen and
Hao Zhou
Date Posted: June 26, 2003401 downloads
Testing the Sequential Logit Model Against the Nested Logit Model
Masahito Kobayashi
Date Posted: January 16, 2007Last Revised: October 28, 2007401 downloads
Forecasting Inflation in China BOFIT Discussion Paper No. 2/2008
Aaron N. Mehrotra
and
José R. Sánchez-Fung
Date Posted: April 17, 2008400 downloads
Is Time-Series Based Predictability Evident in Real Time?
Michael J. Cooper and
Huseyin Gulen
Date Posted: November 30, 2001400 downloads
Dynamic Conditional Correlations for Asymmetric Processes
Manabu Asai and
Michael McAleer
Date Posted: September 02, 2009398 downloads
Longevity Risk Management for Life and Variable Annuities: Effectiveness of Static Hedging Using Longevity Bonds and Derivatives UNSW Australian School of Business Research Paper No. 2010ACTL03
Michael Sherris
and
Andrew Ngai
Date Posted: April 12, 2010Last Revised: March 12, 2012398 downloads
Functional Forms and Parametrization of Cge Models MPIA Working Paper No. 2006-04
Nabil Annabi
,
John Cockburn
and
Bernard Decaluwe
Date Posted: April 27, 2006Last Revised: August 18, 2009397 downloads
A Flexible Dynamic Correlation Model
Dirk G. Baur
Date Posted: February 25, 2003395 downloads
Forecasting the Comovements of Spot Interest Rates
Miguel A. Ferreira
Date Posted: January 17, 2001395 downloads
Forecasting the Dollar/Euro Exchange Rate: Are International Parities Useful? FEDEA Working Paper No. 2003-15
Simón Sosvilla Rivero and
Emma Garcia
Date Posted: July 31, 2003395 downloads
An Application of Optimal Dynamic Hedging in International Asset Allocation EFMA 2004 Basel Meetings Paper
Shohreh Valiani
Date Posted: May 18, 2004394 downloads
Challenges of Trending Time Series Econometrics Cowles Foundation Discussion Paper No. 1472
Peter C. B. Phillips
Date Posted: July 27, 2004394 downloads
Projection on a Quadratic Model by Asymptotic Expansion with an Application to LMM Swaption
Alexandre Antonov
and
Timur Misirpashaev
Date Posted: June 18, 2009394 downloads
The Spatial Probit Model of Interdependent Binary Outcomes: Estimation, Interpretation, and Presentation
Robert J. Franzese Jr.
and
Jude C. Hays
Date Posted: April 07, 2008393 downloads
A Study of the Finite Sample Properties of Emm, Gmm, Qmle, and Mle for a Square-Root Interest Rate Diffusion Model FEDS Discussion Paper No. 2000-45, Journal of Computational Finance, Vol. 5, pp. 89-122, 2001
Hao Zhou
Date Posted: January 23, 2001392 downloads
Estimating the Yield Curve Using the Nelson-Siegel Model: A Ridge Regression Approach International Review of Economics & Finance, Forthcoming
Jan Annaert ,
Anouk G. P. Claes ,
Marc J. K. de Ceuster and
Hairui Zhang
Date Posted: May 08, 2012Last Revised: February 19, 2013392 downloads
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
Xiaoyan Zhang ,
Andrew Ang ,
Robert J. Hodrick and
Yuhang Xing
Date Posted: March 19, 2008392 downloads
Default, Credit Growth, and Asset Prices IMF Working Paper No. 06/223
Miguel Segoviano Basurto ,
Boris Hofmann and
Charles Goodhart
Date Posted: October 31, 2006391 downloads
Regime Switching GARCH Models CORE Discussion Paper No. 2006/11
Luc Bauwens ,
Arie Preminger
and
J. V. K. Rombouts
Date Posted: July 14, 2006391 downloads
Non-Linearity in the Determinants of Capital Structure: Evidence from UK Firms
Bassam Fattouh
,
Laurence Harris
and
Pasquale Scaramozzino
Date Posted: August 26, 2005390 downloads
Time-Dependent and Time-Invariant Covariates Within a Proportional Hazards Model: A Financial Distress Application
Marc J. LeClere
Date Posted: May 27, 2002390 downloads
Are Weather Induced Moods Priced in Global Equity Markets?
Michael M. Dowling
and
Brian M. Lucey
Date Posted: September 23, 2005389 downloads
Estimating Yield Curves In Turkey: Factor Analysis Approach Bogazici University ISS/EC-2004-04
C. Emre Alper ,
Aras Akdemir
and
Kazim Kazimov
Date Posted: August 22, 2004389 downloads
Store Location in Shopping Centers: Theory and Estimates Journal of Real Estate Research, Vol. 27, No. 3, 2006
Charles C. Carter
and
Kerry D. Vandell
Date Posted: December 27, 2006389 downloads
The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity AFA 2012 Chicago Meetings Paper
Gurdip Bakshi ,
George Panayotov
and
Georgios Skoulakis
Date Posted: March 22, 2011389 downloads
Asymmetric CAPM Dependence for Large Dimensions: The Canonical Vine Autoregressive Copula Model
Andréas Heinen
and
Alfonso Valdesogo
Date Posted: November 09, 2008Last Revised: November 02, 2009388 downloads
Comparative Forecasting Performance of Symmetric and Asymmetric Conditional Volatility Models of an Exchange Rate University of Edinburgh Center for Financial Markets Research Working Paper No. 02.06
Ercan Balaban
affiliation not provided to SSRN
Date Posted: December 04, 2002388 downloads
Follow the Money: The Monetary Roots of Bubbles and Crashes Swiss Finance Institute Research Paper No. 11-60
Didier Sornette
Date Posted: November 29, 2011388 downloads
Specification and Informational Issues in Credit Scoring
Nicholas M. Kiefer
and
C. Erik Larson
Date Posted: January 12, 2007388 downloads
Conditional Asset Allocation under Non-Normality: How Costly Is the Mean-Variance Criterion? EFA 2005 Moscow Meetings Paper
Eric Jondeau and
Michael Rockinger
Date Posted: February 26, 2005387 downloads
Modeling Fat Tails in Stock Returns: A Multivariate Stable-GARCH Approach
Matteo Bonato
Date Posted: September 19, 2007Last Revised: October 03, 2009387 downloads
Modelling Interest Rate Dynamics in a Corridor with Jump Processes
Peter Honore
Date Posted: January 15, 1998387 downloads
A Note on the Bivariate Orthogonal GARCH Model
Luca Lotti
Date Posted: March 19, 2002386 downloads
An Empirical Assessment of Empirical Corporate Finance
Jeffrey L. Coles and
Zhichuan Frank Li
Date Posted: March 18, 2011Last Revised: January 03, 2013386 downloads
Efficient Portfolio Optimization in the Multivariate Generalized Hyperbolic Framework
Stefan Kassberger
Date Posted: December 12, 2007386 downloads
Forecasting Accuracy of Crude Oil Futures Prices IMF Working Paper No. 91/93
Manmohan Kumar
Date Posted: February 15, 2006386 downloads
Forecasting Housing Prices with Google Econometrics GMU School of Public Policy Research Paper No. 2009-10
Rajendra Kulkarni ,
Kingsley E. Haynes
,
Roger R. Stough
and
Jean H. P. Paelinck
Date Posted: July 25, 2009Last Revised: October 27, 2012385 downloads
Forecasting IBOVESPA Index with Fuzzy Logic
Cesar Duarte Souto-Maior
,
Fernando D.R. Murcia
,
Jose Alonso Borba
and
Newton C.A. da Costa Jr.
Date Posted: March 29, 2006385 downloads
Modeling High Frequency Market Order Dynamics Using Self-Excited Point Process
Howard Howan Stephen Shek
Date Posted: August 31, 2010Last Revised: September 26, 2011385 downloads
Risk Preferences and their Robust Representation
Michael Kupper
and
Samuel Drapeau
Date Posted: February 23, 2010Last Revised: December 26, 2010385 downloads
An Empirical Examination of the Price-Dividend Relation with Dividend Management FRB of Chicago Working Paper No. 2000-22
Lucy F. Ackert and
William C. Hunter
Date Posted: December 26, 2000384 downloads
Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns Bank of Canada Working Paper No. 2006-31
Antonio Diez de los Rios
and
René Garcia
Date Posted: March 15, 2006Last Revised: October 31, 2008384 downloads
Econometric Analysis Of Sequential Discrete Choice Models Duke University Dept. of Economics Working Paper No. 95-55
Mark Yuying An
Date Posted: January 28, 1997384 downloads
Perceived Determinants of E-Commerce Audit Judgment Expertise
Jagdish Pathak
,
Mary R. Lind
and
Mohammad J. Abdolmohammadi
Date Posted: October 03, 2007384 downloads
Time Series Volatility Forecasts for Option Valuation and Risk Management AFA 2008 New Orleans Meetings Paper
Louis H. Ederington and
Wei Guan
Date Posted: January 15, 2007Last Revised: August 30, 2008383 downloads
Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans HKIMR Working Paper No. 15/2008
Harald Scheule
Date Posted: January 06, 2009382 downloads
Dynamic Optimal Capital Structure and Technological Change ZEW Discussion Paper No. 03-06
Hans Lööf
affiliation not provided to SSRN
Date Posted: September 11, 2003382 downloads
Identifying Term Structure Volatility from the LIBOR-swap Curve
Samuel Brodsky Thompson
Date Posted: January 04, 2005382 downloads
Linearized Nelson-Siegel and Svensson Models for the Estimation of Spot Interest Rates
Genevieve Gauthier
and
Jean-Guy Simonato
Date Posted: July 10, 2008Last Revised: November 24, 2010382 downloads
Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components FEEM Working Paper No. 95.2003
Matteo Manera and
Angelo Marzullo
Date Posted: December 06, 2003382 downloads
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