Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,509
Full Text Papers:
393,865
Authors:
226,776
Papers Received in Last 12 months:
68,968
Paper Downloads:
To date:
65,966,954
Last 12 months:
11,189,330
Last 30 days:
1,059,940
CiteReader: What's this?
Papers with
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation
5,722,240
Papers with
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: C52
286,781 Total downloads
Showing Papers 621 - 670 of 1,701
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
An Option Theoretic Model for Ultimate Loss-Given-Default with Systematic Recovery Risk and Stochastic Returns on Defaulted Debt
Michael Jacobs Jr.
Date Posted: February 12, 2010
Measuring Credit Risk: CDS Spreads vs. Credit Ratings
Ahmet Karagozoglu
and
Michael Jacobs Jr.
Date Posted: February 12, 2010
Risk Aversion, the Demand for Risky Assets, and Recoveries on Defaulted Corporate Debt Securities
Lewis Gaul ,
Pinar Uysal
and
Michael Jacobs Jr.
Date Posted: February 12, 2010
Spatial Model Selection and Spatial Knowledge Spillovers: A Regional View of Germany ZEW - Centre for European Economic Research Discussion Paper No. 10-005
Torben Klarl
Date Posted: February 12, 201048 downloads
Consistency of Hedonic Price Indexes with Unobserved Characteristics UNSW Australian School of Business Research Paper No. 2010 ECON 03
Iqbal A. Syed
Date Posted: February 10, 2010Last Revised: February 15, 201159 downloads
Testing for Granger Causalityin Heterogeneous Mixed Panels Economic Modelling, Vol. 28, 2011
Furkan Emirmahmutoglu
and
Nezir Kose
Date Posted: February 10, 2010Last Revised: June 24, 201277 downloads
Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint CESifo Working Paper Series No. 2926
Gabriella Deborah Legrenzi
and
Costas Milas
Date Posted: February 08, 201056 downloads
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series Tinbergen Institute Discussion Paper 10-018/4
Irma Hindrayanto
,
John A.D. Aston
,
Siem Jan Koopman and
Marius Ooms
Date Posted: February 06, 201040 downloads
Improving Robust Model Selection Tests for Dynamic Models Econometrics Journal, Forthcoming
Hwan-sik Choi
and
Nicholas M. Kiefer
Date Posted: February 05, 2010Last Revised: February 22, 201045 downloads
Statistical Evaluation of the Performance of Mutual Funds in Romania
Viorica Chirilă
and
Ciprian Chirilă
Date Posted: February 04, 201081 downloads
Spatial Model Selection and Spatial Knowledge Spillovers: A Regional View of Germany ZEW - Centre for European Economic Research Discussion Paper No. 10-005
Torben Klarl
Date Posted: January 31, 2010Last Revised: February 04, 201040 downloads
Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations Student, Vol. 5 No. 3-4, pp. 283-298, September 2006
David Ardia
Date Posted: January 28, 2010178 downloads
Hedonic Price for the Italian Red Wine: A Panel Analysis
Eugenio Brentari
and
Rosella Levaggi
Date Posted: January 27, 2010Last Revised: February 05, 201041 downloads
Correlation Under Stress in Normal Variance Mixture Models
Michael Kalkbrener
and
Natalie Packham
Date Posted: January 26, 2010Last Revised: October 12, 2012187 downloads
Risk Price Dynamics Becker Friedman Institute for Research in Economics Working Paper No. 2010-004, Economic Theory Center Working Paper No. 33-2012
Lars Peter Hansen ,
Jaroslav Borovička
,
Mark Hendricks and
Jose A. Scheinkman
Date Posted: January 26, 2010Last Revised: May 03, 2012152 downloads
Are Credit Spreads Too Low or Too High - A Hybrid Barrier Option Approach for Financial Distress Journal of Futures Markets, Vol. 29, No. 12, pp. 1161-1189, 2009
William T. LIn
and
David S. Sun
Date Posted: January 25, 2010
Does the Law of One Price Hold in a High-Inflation Environment? A Tale of Two Cities in Turkey KOF Swiss Economic Institute Working Paper No. 248
Sule Akkoyunlu
and
Boriss Siliverstovs
Date Posted: January 25, 201021 downloads
Some Problems in the Testing of DSGE Models CEPR Discussion Paper No. DP7621
Vo Phuong Mai Le ,
Patrick Minford and
Michael R. Wickens
Date Posted: January 18, 20102 downloads
Jumps and Stochastic Volatility in Oil Prices: Time Series Evidence
Karl Larsson
and
Marcus Nossman
Date Posted: January 16, 2010285 downloads
The Lag in Effect of Inflation Targeting and Policy Evaluation Applied Economics Letters, Vol. 18, No. 14, 2011
Wen-Shwo Fang
and
Stephen M. Miller
Date Posted: January 15, 2010Last Revised: April 08, 201230 downloads
Free Cash Flow Models, Terminal Values and the Timing of Asset Replacements New Zealand Economic Papers, Vol. 41, No. 1, pp. 79-102, 2008
Martin Lally
Date Posted: January 12, 2010
Public Sector Cost of Capital: A Comparison of Two Models New Zealand Economic Papers, Vol. 32, No. 2, pp. 195-212, December 1998
Martin Lally
Date Posted: January 12, 2010
Regulatory Revenues and the Choice of the CAPM: Australia Versus New Zealand Australian Journal of Management, Vol. 31, pp. 1-19, 2006
Martin Lally
Date Posted: January 12, 2010
Fiscal Stimulus and the Promise of Future Spending Cuts CEPR Discussion Paper No. DP7615
Volker Wieland
Date Posted: January 11, 20106 downloads
Asymmetric Unemployment Rate Dynamics in Australia CREATES Research Paper No. 2010-2
Gunnar Bardsen ,
Stan Hurn and
Zoë McHugh
Date Posted: January 10, 201028 downloads
What Determines Differences in Foreign Bank Efficiency? Australian Evidence Finance and Corporate Governance Conference 2010 Paper
Jan-Egbert Sturm and
Barry Williams
Date Posted: January 09, 201048 downloads
Forecasting with Nonlinear Time Series Models CREATES Research Paper No. 2010-1
Timo Terasvirta
and
Anders Bredahl Kock
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 04, 2010Last Revised: January 05, 2010144 downloads
Model Selection for Estimating Portfolio VAR in Korean Stock Market
Sang Jin Lee
and
Ki Beom Binh
Date Posted: December 27, 2009
In-Work Transfers in Good Times and Bad: Simulations for Ireland IZA Discussion Paper No. 4644
Olivier Bargain
and
Karina Doorley
Date Posted: December 22, 200910 downloads
Model Uncertainty, Performance Persistence and Flows
Yee Cheng Loon
Date Posted: December 22, 200946 downloads
Distributional Tests in Multivariate Dynamic Models with Normal and Student T Innovations Banco de Espana Working Paper No. 0929
Javier Mencia
and
Enrique Sentana
Date Posted: December 21, 2009Last Revised: July 30, 201017 downloads
Modeling Corporate Bond Spreads: An Application-Oriented Forecasting Exercise
Klaus-Michael Menz
Date Posted: December 21, 2009Last Revised: December 24, 2009137 downloads
Nonparametric Bootstrap Tests for Independence of Generalized Errors Center for Applied Economic & Policy Research Working Paper No. 023-2009
Zaichao Du
Date Posted: December 18, 200939 downloads
How Well Does the Vasicek-Basel Airb Model Fit the Data? Evidence from a Long Time Series of Corporate Credit Rating
Data FDIC Working Paper Series
Paul H. Kupiec
Date Posted: December 17, 2009202 downloads
Model Selection and Simplification Using Lattices CERGE-EI Working Paper Series No. 164
Jaromir Antoch and
Jan Hanousek
Date Posted: December 17, 200910 downloads
Comparing Forecast Accuracy: A Monte Carlo Investigation Bank of Italy Temi di Discussione (Working Paper) No. 723
Fabio Busetti ,
Juri Marcucci
and
Giovanni Veronese
Date Posted: December 15, 200946 downloads
Realized Volatility Risk
David E. Allen ,
Michael McAleer and
Marcel Scharth
Date Posted: December 11, 2009Last Revised: January 25, 2010240 downloads
A Reexamination of Corporate Governance and Equity Prices The Review of Financial Studies, Vol. 22, Issue 11, pp. 4753-4786, 2009
Shane A. Johnson ,
Theodore C. Moorman and
Sorin M. Sorescu
Date Posted: December 08, 2009
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios CESifo Working Paper Series No. 2857
M. Hashem Pesaran and
Paolo Zaffaroni
Date Posted: December 03, 200951 downloads
Multifractional Properties of Stock Indices Decomposed by Filtering Their Pointwise Holder Regularity International Journal of Theoretical and Applied Finance, Vol. 11, No. 6, pp. 567-595, 2008
Sergio Bianchi
and
Augusto Pianese
Date Posted: December 02, 2009Last Revised: August 01, 2011
Habit, Long Run Risks, Prospect? A Statistical Inquiry Journal of Financial Econometrics, Forthcoming
Eric M. Aldrich and
A. Ronald Gallant
Date Posted: November 30, 2009Last Revised: November 30, 201046 downloads
Comparison of Misspecified Calibrated Models: The Minimum Distance Approach
Viktoria V. Hnatkovska
,
Vadim Marmer
and
Yao Tang
Date Posted: November 28, 2009Last Revised: January 22, 201220 downloads
Supplement to 'Comparison of Misspecified Calibrated Models'
Viktoria V. Hnatkovska
,
Vadim Marmer
and
Yao Tang
Date Posted: November 28, 2009Last Revised: February 03, 20117 downloads
Are the Probabilities Right? New Calibration Tests
Andreas Bloechlinger
Date Posted: November 21, 2009Last Revised: March 07, 2013190 downloads
Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings CREATES Research Paper 2009-54
Tue Gørgens and
Allan Wurtz
Date Posted: November 20, 200910 downloads
Dynamic Conditional Correlation: On Properties and Estimation
Gian Piero Aielli
affiliation not provided to SSRN
Date Posted: November 18, 2009Last Revised: July 14, 2011668 downloads
How Much Nominal Rigidity is There in the US Economy? Testing a New Keynesian DSGE Model Using Indirect Inference CEPR Discussion Paper No. DP7537
Vo Phuong Mai Le ,
Patrick Minford and
Michael R. Wickens
Date Posted: November 17, 20092 downloads
The 'Puzzles' Methodology: En Route to Indirect Inference? CEPR Discussion Paper No. DP7539
Vo Phuong Mai Le ,
Patrick Minford and
Michael R. Wickens
Date Posted: November 17, 20093 downloads
Estimation and Forecasting in Large Datasets with Conditionally Heteroskedastic Dynamic Common factors ECB Working Paper No. 1115
Lucia Alessi
,
Matteo Barigozzi
and
Marco Capasso
Date Posted: November 16, 200946 downloads
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models Economic Research Initiatives at Duke (ERID) Working Paper No. 29
Alastair Hall
,
Atsushi Inoue ,
James M. Nason and
Barbara Rossi
Date Posted: November 13, 2009Last Revised: January 05, 201073 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.876 seconds
