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SSRN eLibrary Statistics:

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Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
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  Last 12 months:
69,626

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To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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Total References: 8,539,827
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78,859
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SSRN eLibrary Search Results
JEL Code: C1
1,903,866 Total downloads
Showing Papers 641 - 690 of 8,648
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Incl. Electronic Paper Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends
Adam McCloskey
Brown University - Department of Economics
Date Posted: November 06, 2012
Working Paper Series
23 downloads

Incl. Electronic Paper Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends
Adam McCloskey and Pierre Perron
Brown University - Department of Economics and Boston University - Department of Economics
Date Posted: November 06, 2012
Working Paper Series
23 downloads

Incl. Fee Electronic Paper Understanding Rising Income Inequality in Germany, 1999/2000–2005/2006
Review of Income and Wealth, Vol. 58, Issue 4, pp. 622-647, 2012
Martin Biewen and Andos Juhasz
Deutsches Institut für Wirtschaftsforschung (DIW) and University of Tuebingen
Date Posted: November 06, 2012
Accepted Paper Series

Incl. Electronic Paper A Variable Addition Test for Exogeneity in Structural Threshold Models
Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: November 06, 2012
Last Revised: March 11, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper A Note on the Theory of Applied Statistics
Ron S. Kenett
KPA Ltd.
Date Posted: November 06, 2012
Last Revised: February 20, 2013
Working Paper Series
56 downloads

Incl. Electronic Paper The Role of Information in Building Reputation in an Investment/Trust Game
European Accounting Review, Forthcoming
Radhika Lunawat
University of St. Thomas, Minneapolis
Date Posted: November 05, 2012
Accepted Paper Series
13 downloads

Incl. Electronic Paper My Friend Far Far Away: Asymptotic Properties of Pairwise Stable Networks
Vincent Boucher and Ismael Mourifie
University of Montreal and University of Toronto - Department of Economics
Date Posted: November 04, 2012
Working Paper Series
53 downloads

Incl. Electronic Paper Determinants and Dynamics of Price Disparity in Onshore and Offshore Renminbi Forward Exchange Rate Markets
HKIMR Working Paper No.24/2012
Ka-Fai Li , C. H. Hui and T. K. Chung
Hong Kong Monetary Authority , Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority - Research Department
Date Posted: November 03, 2012
Working Paper Series
44 downloads

Incl. Electronic Paper Modelling Co-Movements and Tail Dependency in the International Stock Market Via Copulae
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 265
Katja Ignatieva and Eckhard Platen
University of New South Wales - Australian School of Business and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: November 03, 2012
Working Paper Series
35 downloads

Incl. Electronic Paper Signaling Effects of Monetary Policy
FRB of Chicago Working Paper No. 2012-05
Leonardo Melosi
University of Pennsylvania - Department of Economics
Date Posted: November 03, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Interventions in Social Networks: Impact on Positive Mood and Network Dynamics
Danica Vukadinovic Greetham , Abhijit Sengupta , Robert Hurling and Joy Wilkinson
University of Reading , University of Essex - Essex Business School , Unilever R&D and Unilever R&D
Date Posted: November 03, 2012
Last Revised: May 31, 2013
Working Paper Series
35 downloads

Incl. Electronic Paper The Determinants of Vulnerability to the Global Financial Crisis 2008 to 2009: Credit Growth and Other Sources of Risk
BOFIT Discussion Paper No. 26/2012
Martin Feldkircher
Oesterreichische Nationalbank (OeNB)
Date Posted: November 03, 2012
Working Paper Series
43 downloads

Mortality-Indexed Annuities - Managing Longevity Risk Via Product Design
North American Actuarial Journal, Vol. 15, pp. 212-236, 2011
Andreas Richter and Frederik Weber
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management) and affiliation not provided to SSRN
Date Posted: November 02, 2012
Accepted Paper Series

Incl. Electronic Paper Constructing Optimal Sparse Portfolios Using Regularization Methods
Bjoern Fastrich , Sandra Paterlini and Peter Winker
University of Giessen - Department of Economics , EBS Universität für Wirtschaft und Recht and University of Giessen - Department of Economics
Date Posted: November 02, 2012
Last Revised: January 07, 2013
Working Paper Series
125 downloads

Incl. Electronic Paper Quantifying the Behavior of Stock Correlations Under Market Stress
Scientific Reports, Vol. 2, 2012, DOI:10.1038/srep00752
Tobias Preis , Dror Y. Kenett , H. Eugene Stanley , Dirk Helbing and Eshel Ben-Jacob
Warwick Business School - Behavioural Science Group , Boston University - Center for Polymer Studies , Boston University - Center for Polymer Studies , ETH Zürich and Tel Aviv University
Date Posted: November 02, 2012
Accepted Paper Series
234 downloads

Predicting Short-Term Interest Rates Using Bayesian Model Averaging: Evidence from Weekly and High Frequency Data
International Journal of Forecasting, 2012
Chew Lian Chua , Sandy Suardi and Sarantis Tsiaplias
University of Melbourne - Melbourne Institute of Applied Economic and Social Research , La Trobe University and University of Melbourne - Melbourne Institute of Applied Economic and Social Research
Date Posted: November 02, 2012
Accepted Paper Series

Incl. Electronic Paper Determinants of Growth Spells: Is Africa Different?
IMF Working Paper No. 12/227
Charalambos G. Tsangarides
International Monetary Fund (IMF)
Date Posted: November 01, 2012
Working Paper Series
16 downloads

New Trade Theory, Non-Price Competitiveness and Export Performance
Economic Modelling, Vol. 27, No. 1, 2010
Panayiotis P. Athanasoglou and Ioanna Bardakas
Bank of Greece and Bank of Greece
Date Posted: October 30, 2012
Accepted Paper Series

Incl. Electronic Paper The Need to Carefully Interpret the Statistics Reporting the Accuracy of a Narcotics Detection Dog: Application to South Dakota v. Nguyen, State of Florida v. Harris and Similar Cases
Joseph L. Gastwirth
George Washington University - Columbian College of Arts and Sciences
Date Posted: October 30, 2012
Working Paper Series
29 downloads

Predicting Financial Crises in Emerging Markets Using a Composite Non-Parametric Model
Emerging Markets Review, Vol. 6, No. 4, 2005
Sylvain Barthelemy and Thierry Apoteker
TAC and TAC
Date Posted: October 30, 2012
Last Revised: October 31, 2012
Accepted Paper Series

Incl. Electronic Paper MOISE: A DSGE Model for the Israeli Economy
Bank of Israel Discussion Paper 2012.06
Eyal Argov , Emanuel Barnea , Alon Binyamini , Eliezer Borenstein , David Elkayam and Irit Rozenshtrom
Bank of Israel - Research Department , Bank of Israel - Research Department , Bank of Israel - Research Department , Bank of Israel - Research Department , Bank of Israel - Research Department and Bank of Israel
Date Posted: October 30, 2012
Working Paper Series
11 downloads

Range Volatility: A Review of Models and Empirical Studiues
Handbook of Financial Econometrics and Statistics, Forthcoming
Ray Y. Chou and Nathan Liu
Academia Sinica and Institute of Finance, National Chiao Tung University
Date Posted: October 30, 2012
Accepted Paper Series

Incl. Electronic Paper Benefit-Cost of River Water Environment and Investments Related to Water Environment in the River Basin
Yoshiaki Tsuzuki and Minoru Yoneda
Shimane University and Kyoto University
Date Posted: October 29, 2012
Last Revised: November 22, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Complex Dynamics of Our Economic Life on Different Scales: Insights from Search Engine Query Data
Philosophical Transactions of the Royal Society A, Vol. 368, pp. 5707–5719, 2010,
Tobias Preis , Daniel Reith and H. Eugene Stanley
Warwick Business School - Behavioural Science Group , University of Mainz and Boston University - Center for Polymer Studies
Date Posted: October 29, 2012
Accepted Paper Series
33 downloads

Incl. Electronic Paper Quantifying the Advantage of Looking Forward
Scientific Reports, Vol. 2, pp. 350, 2012
Tobias Preis , Helen Susannah Moat , H. Eugene Stanley and Steven Bishop
Warwick Business School - Behavioural Science Group , University College London - Department of Civil, Environmental and Geomatic Engineering , Boston University - Center for Polymer Studies and University College London
Date Posted: October 29, 2012
Accepted Paper Series
78 downloads

Incl. Electronic Paper Refining Perfect Bayesian Equilibrium by Bayesian Iterative Conjectures Algorithm
Jimmy Teng
University of Nottingham Malaysia Campus
Date Posted: October 29, 2012
Working Paper Series
10 downloads

Estimation of Nonlinear Models in a Quasi-Maximum Likelihood Framework with Spatial Data
Cuicui Lu
affiliation not provided to SSRN
Date Posted: October 29, 2012
Working Paper Series

Incl. Electronic Paper Multivariate Monotone Bayesian Updating
Ricard Torres
Instituto Tecnológico Autónomo de México (ITAM) - Centro de Investigacion Economica
Date Posted: October 28, 2012
Working Paper Series
10 downloads

Incl. Electronic Paper Conditional Value-at-Risk: An Alternative Measure for Low-Risk Strategies?
Sessi Tokpavi and Benoit Vaucher
affiliation not provided to SSRN and Unigestion
Date Posted: October 27, 2012
Working Paper Series
84 downloads

Incl. Electronic Paper DSGE Models in the Frequency Domain
Paolo Baffi Centre Research Paper No. 2012-130
Luca Sala
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Date Posted: October 27, 2012
Working Paper Series
29 downloads

Incl. Electronic Paper The Popular Prosecutor: Mr. District Attorney and the Television Stars of American Law
Green Bag 2d, Vol. 16, No. 1, Autumn 2012, pp. 61-68, George Mason Law & Economics Research Paper No. 12-72
Ross E. Davies
George Mason University School of Law
Date Posted: October 27, 2012
Accepted Paper Series
37 downloads

Incl. Fee Electronic Paper Bootstrap HAC Tests for Ordinary Least Squares Regression
Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 6, pp. 903-922, 2012
Francesco Bravo and L. G. Godfrey
University of York (UK) - Department of Economics and Related Studies and University of York - Department of Economics
Date Posted: October 27, 2012
Accepted Paper Series

Incl. Electronic Paper Canonical Correlation and Assortative Matching: A Remark
IZA Discussion Paper No. 6942
Arnaud Dupuy and Alfred Galichon
Reims Management School (RMS) and Sciences Po - Department of Economics
Date Posted: October 27, 2012
Working Paper Series
21 downloads

Incl. Electronic Paper VIX Futures Volume and Volatility
Bujar Huskaj
Lund University
Date Posted: October 26, 2012
Working Paper Series
68 downloads

Incl. Electronic Paper Impacts of Natural Disasters on a Dynamic Economy
Andreas Groth , Patrice Dumas , Michael Ghil and Stephane Hallegatte
Ecole Normale Supérieure , Centre De Coopération Internationale En Recherche Agronomique Pour Le Développement (CIRAD) , University of California and CIRED, International Research Center on Environment & Development, France
Date Posted: October 26, 2012
Working Paper Series
13 downloads

Incl. Electronic Paper Who Leaves and When? – Selective Outmigration of Immigrants from Germany
SOEPpaper No. 490
Torben Kuhlenkasper and Max Friedrich Steinhardt
affiliation not provided to SSRN and Hamburg Institute of International Economics (HWWI)
Date Posted: October 26, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Managerial Turnover and the Behavior of Mutual Fund Investors
Joop Huij , Simon D. Lansdorp and Marno Verbeek
Erasmus University - Rotterdam School of Management , Robeco Quantitative Strategies and Erasmus University - Rotterdam School of Management
Date Posted: October 26, 2012
Working Paper Series
58 downloads

Incl. Electronic Paper Pricing Asian Power Options under Jump-Fraction Process
Journal of Economics, Finance & Administrative Science, Vol. 17, No. 33, 2012
Peng Bin and Peng Fei
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: October 25, 2012
Accepted Paper Series
22 downloads

Incl. Electronic Paper Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy
FRB of St. Louis Working Paper No. 2009-050B
Todd E. Clark and Michael W. McCracken
Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: October 24, 2012
Working Paper Series
15 downloads

Incl. Electronic Paper Testing the Economic Value of Asset Return Predictability
FRB of St. Louis Working Paper No. 2012-049A
Michael W. McCracken and Giorgio Valente
Federal Reserve Banks - Federal Reserve Bank of Saint Louis and Essex Business School
Date Posted: October 24, 2012
Working Paper Series
36 downloads

Incl. Electronic Paper On Detecting End-of-Sample Instabilities
Bank of Italy Temi di Discussione (Working Paper) No. 881
Fabio Busetti
Bank of Italy
Date Posted: October 24, 2012
Working Paper Series
13 downloads

Incl. Electronic Paper Structural Estimation of a Pairwise Stable Network Formation with Nonnegative Externality
Yuhei Miyauchi
Massachusetts Institute of Technology (MIT)
Date Posted: October 23, 2012
Working Paper Series
89 downloads

Incl. Electronic Paper Estimating Behavioural Heterogeneity Under Regime Switching
University of Technology Sydney Quantitative Finance Research Centre Research Paper No. 290
Carl Chiarella , Xuezhong He , Weihong Huang and Huanhuan Zheng
University of Technology, Sydney - UTS Business School, Finance Discipline Group , University of Technology, Sydney (UTS) - School of Finance and Economics , Nanyang Technological University (NTU) - School of Humanities & Social Sciences and Nanyang Technological University (NTU) - Division of Economics
Date Posted: October 23, 2012
Working Paper Series
14 downloads

Incl. Electronic Paper Dynamic Asset Allocation under Regime Switching, Predictability and Parameter Uncertainty
Huy Thanh Vo and Raimond Maurer
Goethe University Frankfurt, Finance Department and Goethe University Frankfurt - Finance Department
Date Posted: October 22, 2012
Last Revised: March 28, 2013
Working Paper Series
161 downloads

Incl. Electronic Paper A Robust Gini Type-Index Better Detects Shifts in the Income Distribution: A Reanalysis of Income Inequality in the United States from 1967-2011
Joseph L. Gastwirth
George Washington University - Columbian College of Arts and Sciences
Date Posted: October 21, 2012
Working Paper Series
63 downloads

How Skewness Influences Optimal Allocation in a Risky Asset
Martin Eling , K. K. Sudheesh and Luisa Tibiletti
University of St. Gallen , affiliation not provided to SSRN and University of Turin - Department of Management
Date Posted: October 21, 2012
Working Paper Series

Incl. Electronic Paper Testing the Form of Theoretical Models by Relaxing Assumptions: Comparing Parametric and Nonparametric Models
Seth M. Spain , Kristin L. Sotak , Joey (Chou-Yu) Tsai and P. D. Harms
SUNY at Binghamton - School of Management , State University of New York at Binghamton - School of Management , State University of New York at Binghamton - School of Management and University of Nebraska at Lincoln
Date Posted: October 20, 2012
Last Revised: March 27, 2013
Working Paper Series
29 downloads

Incl. Fee Electronic Paper The Efficiency of the Realized Range Measure of Daily Volatility: Evidence from Greece
Economic Notes, Vol. 41, Issue 3, pp. 173-182, 2012
Vassilios G. Papavassiliou
affiliation not provided to SSRN
Date Posted: October 20, 2012
Accepted Paper Series

Incl. Electronic Paper On the Empirical Importance of Periodicity In the Volatility of Financial Time Series
Blazej Mazur and Mateusz Pipien
affiliation not provided to SSRN and Cracow University of Economics
Date Posted: October 19, 2012
Working Paper Series
16 downloads

Incl. Electronic Paper Failure to Launch in Two-Sided Markets: A Study of the U.S. Video Game Market
Yiyi Zhou
SUNY at Stony Brook
Date Posted: October 19, 2012
Last Revised: May 05, 2013
Working Paper Series
136 downloads


 

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