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Abstracts: 587,428
Full Text Papers: 487,755
Authors: 271,877
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  Last 12 months:
63,312

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To date: 82,494,629
Last 12 months: 10,298,883
Last 30 days: 819,068

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SSRN eLibrary Search Results
JEL Code: C13
427,455 Total downloads
Showing Papers 641 - 690 of 2,412
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1 2 3 4 ... 49 | Next >
   


Incl. Electronic Paper A New Class of Bivariate Threshold Cointegration Models
Biqing Cai , Jiti Gao and Dag Tjostheim
University of Bergen , Monash University - Department of Econometrics & Business Statistics and University of Bergen - Faculty of Mathematics and Natural Sciences
Date Posted: January 29, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Overleveraging, Financial Fragility and the Banking-Macro Link: Theory and Empirical Evidence
ZEW - Centre for European Economic Research Discussion Paper No. 14-110
Stefan Mittnik and Willi Semmler Sr.
Ludwig-Maximilians-Universität München and The New School - Department of Economics
Date Posted: January 27, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Informativeness of Stochastic Frontier and Programming Frontier Efficiency Scores: Cost Efficiency and Other Measures of Bank Holding Company Performance
FRB Atlanta Working Paper Series No. 99-23
Robert A. Eisenbeis , Gary D. Ferrier and Simon H. Kwan
Independent , University of Arkansas - Sam M. Walton College of Business and Federal Reserve Bank of San Francisco
Date Posted: January 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Inference on Causal Effects in a Generalized Regression Kink Design
David Card , Zhuan Pei , David Lee and Andrea Weber
University of California, Berkeley - Department of Economics , Brandeis University , Princeton University and University of Mannheim
Date Posted: January 24, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Inference on Causal Effects in a Generalized Regression Kink Design
IZA Discussion Paper No. 8757
David Card , David Lee , Zhuan Pei and Andrea Weber
University of California, Berkeley - Department of Economics , Princeton University , W.E. Upjohn Institute for Employment Research and University of Mannheim
Date Posted: January 24, 2015
Working Paper Series

Incl. Electronic Paper Complete Analytical Solution of the American Style Option Pricing with Constant and Stochastic Volatilities: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 24, 2015
Last Revised: January 25, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper How Robust Is Robust Covariance? Evidence from International Portfolio Selection
Tsung-Wu Ho
Shih Hsin University
Date Posted: January 23, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Sklar's Theorem Revisited: An Elaboration of the Rüschendorf Transform Approach
Frank Oertel
Deloitte, FSI Assurance - Quantitative Services & Valuation
Date Posted: January 23, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Robust Estimation and Moment Selection in Dynamic Fixed-Effects Panel Data Models
CentER Discussion Paper Series No. 2015-002
Pavel Cizek and Michele Aquaro
Tilburg University - Department of Econometrics & Operations Research and University of Warwick
Date Posted: January 21, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Penalized Indirect Inference
Tinbergen Institute Discussion Paper 15-009/III
Francisco Blasques and Artem Duplinskiy
VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: January 19, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities
Bank of Italy Temi di Discussione (Working Paper) No. 974
Tiziano Arduini , Eleonora Patacchini and Edoardo Rainone
University of Rome I , Università di Roma "La Sapienza" and Bank of Italy
Date Posted: January 17, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper A Multivariate Tweedie Lifetime Model: Censoring and Truncation
UNSW Business School Research Paper No. 2015ACTL01
Daniel H. Alai , Zinoviy Landsman and Michael Sherris
University of Kent , University of Haifa, Department of Statistics and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: January 17, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Instrument-Free Identification and Estimation of Differentiated Products Model
David P. Byrne , Susumu Imai , Vasilis Sarafidis and Masayuki Hirukawa
University of Melbourne , University of Technology Sydney (UTS) - Faculty of Business , University of Sydney and Northern Illinois University - Department of Economics
Date Posted: January 16, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Complete Analytical Solution of the Heston Model for Option Pricing and Value-at-Risk Problems: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 14, 2015
Working Paper Series
55 downloads

Incl. Electronic Paper Do Distributional Characteristics of Corporate Bonds Predict Their Future Returns?
Georgetown McDonough School of Business Research Paper
Jennie Bai , Turan G. Bali and Quan Wen
Georgetown University - Department of Finance , Georgetown University - Robert Emmett McDonough School of Business and Georgetown University - Department of Finance
Date Posted: January 14, 2015
Working Paper Series
44 downloads

Incl. Electronic Paper Demographic Responses to a Political Transformation: Evidence of Women's Empowerment from a Natural Experiment in Nepal
Jayash Paudel and Pedro de Araujo
University of Massachusetts at Amherst - College of Natural Resources & the Environment - Department of Resource Economics and Colorado College
Date Posted: January 10, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Complete Analytical Solution of the Asian Option Pricing and Asian Option Value-at-Risk Problems: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 09, 2015
Last Revised: January 10, 2015
Working Paper Series
33 downloads

Empiricism of Corporate Debt Safe Buffer
Advances in Financial Planning and Forecasting, Forthcoming
Tarek Ibrahim Eldomiaty , Wael Mostafa Abd Allah and Ola Hassan Attia
Misr International University - Faculty of Business Administration and International Trade , Misr International University and Misr International University
Date Posted: January 03, 2015
Accepted Paper Series

Incl. Electronic Paper Weak Inference for Dynamic Stochastic General Equilibrium Models with Time-Varying Parameters
Naijing Huang
Boston College Department of Economics
Date Posted: January 02, 2015
Last Revised: January 09, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Mid-Price Prediction in a Limit Order Book
Deepan Palguna and Ilya Pollak
Purdue University - School of Electrical and Computer Engineering and Purdue University
Date Posted: January 02, 2015
Working Paper Series
32 downloads

Incl. Fee Electronic Paper Inference for a Special Bilinear Time‐Series Model
Journal of Time Series Analysis, Vol. 36, Issue 1, pp. 61-66, 2015
Shiqing Ling , Liang Peng and Fukang Zhu
Hong Kong University of Science & Technology - Department of Mathematics , Georgia State University - Risk Management & Insurance Department and Jilin University (JLU)
Date Posted: December 30, 2014
Accepted Paper Series

Incl. Electronic Paper Does Religious Activity Affect Childbearing Decisions? The Case of Georgia
CERGE-EI Working Paper Series No. 521
Lasha Lanchava
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: December 28, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper The Impact of Title II Regulation of Internet Providers on Their Capital Investments
Georgetown McDonough School of Business Research Paper No. 2540563
Kevin A. Hassett and Robert J. Shapiro
American Enterprise Institute (AEI) and Georgetown University - Robert Emmett McDonough School of Business
Date Posted: December 21, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper The Predictive Power of Portfolio Characteristics
Barry Gillman , Erianna Khusainova and Juan Mier
Brandes Investment Partners , Lazard Asset Management and Lazard Asset Management
Date Posted: December 20, 2014
Working Paper Series
89 downloads

Incl. Electronic Paper Exploiting Big Data in Logistics Risk Assessment via Bayesian Nonparametrics
Yan Shang , David Dunson and Jeannette Song
Duke University - Fuqua School of Business , Duke University - Department of Statistical Science and Duke University - Fuqua School of Business
Date Posted: December 19, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper A Multivariate Forward-Rate Mortality Framework
UNSW Business School Research Paper No. 2014ACTL08
Daniel H. Alai , Katja Ignatieva and Michael Sherris
University of Kent , University of New South Wales - Australian School of Business and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: December 18, 2014
Last Revised: January 02, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Efficient XVA Management: Pricing, Hedging, and Allocation Using Trade-Level Regression and Global Conditioning
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: December 18, 2014
Last Revised: December 23, 2014
Working Paper Series
46 downloads

Incl. Electronic Paper Money Supply, Income and Prices in Sudan
Mohamed A. Osman and Issam A.W. Mohamed
Al-Neelain University - Department of Economics and Al-Neelain University - Department of Economics
Date Posted: December 18, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Bias from Misspecification of Control Variables as Linear
Resources for the Future Discussion Paper 14-41
Leonard Thomas Goff
Resources for the Future
Date Posted: December 14, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Combined Density Nowcasting in an Uncertain Economic Environment
Tinbergen Institute Discussion Paper 14-152/III
Knut Are Aastveit , Francesco Ravazzolo and H. K. van Dijk
Norges Bank , Norges Bank and Tinbergen Institute
Date Posted: December 12, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Efficiency Gains by Modifying GMM Estimation in Linear Models Under Heteroskedasticity
CESifo Working Paper Series No. 5088
Jan F. Kiviet and Qu Feng
University of Amsterdam - Department of Quantitative Economics and Nanyang Technological University
Date Posted: December 10, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Estimating Mis-Reporting in Dyadic Data: Are Transfers Mutually Beneficial?
IZA Discussion Paper No. 8664
Margherita Comola and Marcel Fafchamps
Paris School of Economics (PSE) and Oxford University - Department of Economics
Date Posted: December 06, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Roughing Up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns
Tim Bollerslev , Sophia Zhengzi Li and Viktor Todorov
Duke University - Finance , Department of Finance, Broad College of Business, Michigan State University and Northwestern University
Date Posted: December 06, 2014
Working Paper Series
257 downloads

Incl. Electronic Paper Restricted Likelihood Ratio Tests in Predictive Regression
Cowles Foundation Discussion Paper No. 1968
Peter C. B. Phillips and Ye Chen
Yale University - Cowles Foundation and Singapore Management University - School of Economics
Date Posted: December 03, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Threshold Regression with Endogeneity
Cowles Foundation Discussion Paper No. 1966
Ping Yu and Peter C. B. Phillips
The University of Hong Kong and Yale University - Cowles Foundation
Date Posted: December 03, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper On the Bias of the LSDV Estimator in Dynamic Panel Data Models with Endogenous Regressors
Alexey S. Kurennoy
Full Organization Name Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Institute of Applied Economic Research
Date Posted: December 02, 2014
Last Revised: December 08, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Framing Effects in Survey Research: Consistency-Adjusted Estimators
Jacob Goldin and Daniel H. Reck
Yale Law School and University of Michigan at Ann Arbor - Department of Economics
Date Posted: November 26, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Estimation Using the Martingale Assumption
Frederic G Sipiere
Independent
Date Posted: November 25, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Is the Tips Liquidity Premium Unspanned by the U.S. Term Structure of Interest Rates?
Karoll Gomez
Toulouse School of Economics
Date Posted: November 25, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Structural Modelling of Operational Risk Via Bayesian Inference: Combining Loss Data with Expert Opinions
The Journal of Operational Risk 1(3), pp. 3-26, 2006
Pavel V. Shevchenko and Mario V. Wuthrich
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) and RiskLab, ETH Zurich
Date Posted: November 24, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Consumer Search Costs and Preferences on the Internet
IZA Discussion Paper No. 8643
Grégory Jolivet and Hélène Turon
University of Bristol and University of Bristol
Date Posted: November 22, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper On the Impact of the Boundary on Dynamics: Anti-Persistence in the Case of the HKD Exchange Rate Corridor
Hong B. Yee
Curtin University of Technology - Department of Mathematics and Statistics
Date Posted: November 21, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Estimating a DSGE Model with Limited Asset Market Participation for the Euro Area
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 286
Alice Albonico , Alessia Paccagnini and Patrizio Tirelli
University of Milan, Bicocca - Department of Economics, Management & Statistics , University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and University of Milan, Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
Date Posted: November 20, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper oaxaca: Blinder-Oaxaca Decomposition in R
Marek Hlavac
Harvard University - Harvard Kennedy School (HKS)
Date Posted: November 20, 2014
Working Paper Series
16 downloads

Robust Estimators for Simultaneous Equations Models
Journal of Econometrics, Vol. 78, 1997
Jaya Krishnakumar and Elvezio Ronchetti
University of Geneva and University of Geneva - Department of Econometrics
Date Posted: November 20, 2014
Accepted Paper Series

Incl. Electronic Paper Are Takeovers Truly Bad Deals for Acquirers?
EFA 2013 Cambridge Meeting Paper, Kelley School of Business Research Paper No. 15-15
Wenyu Wang
Indiana University - Kelley School of Business - Department of Finance
Date Posted: November 19, 2014
Last Revised: January 22, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper An Empirical Analysis of the Determinants of Poor Academic Performance
Bonga W.G (2010), “Determinants of Poor Academic Performance.” (Online) 13 November 2010.,
Wellington Garikai Bonga
Independent
Date Posted: November 17, 2014
Accepted Paper Series
14 downloads

Incl. Electronic Paper Financial Frictions, Financial Shocks, and Aggregate Volatility
FEDS Working Paper No. 2014-84
Cristina Fuentes-Albero
Federal Reserve Board
Date Posted: November 16, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Tail Risk Protection in Asset Management
Cristian Homescu
Independent
Date Posted: November 16, 2014
Working Paper Series
596 downloads


 

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