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Full Text Papers: 474,675
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SSRN eLibrary Search Results
JEL Code: C13
415,759 Total downloads
Showing Papers 641 - 690 of 2,354
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1 2 3 4 ... 48 | Next >
   


Incl. Fee Electronic Paper Pricing Nikkei 225 Options Using Realized Volatility
Japanese Economic Review, Vol. 65, Issue 4, pp. 431-467, 2014
Masato Ubukata and Toshiaki Watanabe
Kushiro Public University of Economics and Hitotsubashi University - Institute of Economic Research
Date Posted: October 29, 2014
Accepted Paper Series

Incl. Electronic Paper Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments
IZA Discussion Paper No. 8548
Philipp Eisenhauer , James J. Heckman and Stefano Mosso
Centre for European Economic Research (ZEW) , University of Chicago - Department of Economics and University of Chicago - Department of Economics
Date Posted: October 25, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Estimation of Sparse Structural Parameter with Many Endogenous Variables
Zhentao Shi
Department of Economics, the Chinese University of Hong Kong
Date Posted: October 24, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Detecting Relevant Interactions in High Dimensional Data Analysis
Mike K. P. So and Wai Ming Li
Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management and Hong Kong University of Science & Technology - Department of Information Systems, Business Statistics and Operations Management
Date Posted: October 23, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper A Note on Regressions with Interval Data on a Regressor
DIW Berlin Discussion Paper No. 1419
Daniel Cerquera , Francois Laisney and Hannes Ullrich
Centre for European Economic Research (ZEW) , Universite Louis Pasteur - BETA-Theme and University of Zurich - Faculty of Economics, Business Administration and Information Technology
Date Posted: October 21, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Matching in Closed-Form: Equilibrium, Identification, and Comparative Statics
Raicho Bojilov and Alfred Galichon
Ecole Polytechnique, Paris - Department of Economic Sciences and Sciences Po - Department of Economics
Date Posted: October 16, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Time-Varying Persistence in US Inflation
Massimiliano Caporin and Rangan Gupta
University of Padova - Department of Economics and Management "Marco Fanno" and University of Pretoria - Department of Economics
Date Posted: October 09, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Realized Networks
Christian T. Brownlees , Eulalia Nualart and Yucheng Sun
Universitat Pompeu Fabra - Department of Economics and Business , Universitat Pompeu Fabra - Department of Economics and Business and Universitat Pompeu Fabra - Department of Economics and Business
Date Posted: October 09, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Correlation and Lead-Lag Relationships in a Hawkes Microstructure Model
José Da Fonseca and Riadh Zaatour
Auckland University of Technology - Faculty of Business & Law and Ecole Centrale Paris
Date Posted: October 08, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper A Further Investigation of the Lead-Lag Relationship in Returns and Volatility between the Spot Market and Stock Index Futures: Early Evidence from Greece
Sotirios Karagiannis
University of Peloponnese
Date Posted: October 08, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper An Investigation of the Lead-Lag Relationship between the VIX Index and VIX Futures on the S&P500
Sotirios Karagiannis
University of Peloponnese
Date Posted: October 08, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper The Risk of Financial Intermediaries
Journal of Banking and Finance, Vol. 44, July, 2014: pp 1-12, Bank of Finland Research Discussion Paper No. 18/2014
Manthos D. Delis , Iftekhar Hasan and Efthymios G. Tsionas
University of Surrey - Surrey Business School , Fordham University and Athens University of Economics and Business - Department of Economics
Date Posted: October 07, 2014
Accepted Paper Series
47 downloads

Análisis De Varianza De Los Beneficios De Las Empresas Manufactureras En Colombia, 1995-2000 (Variance Analysis of Manufacturing Firms in Colombia, 1995-2000)
Center for Research in Economics and Finance (CIEF), Working Papers, No. 02-01
Alberto Jaramillo , Ermilson Velasquez , Javier Santiago Ortiz , Lina Cardona-Sosa and Juan Sebastian Maya
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) , Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) , Universidad EAFIT , Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Independent
Date Posted: October 01, 2014
Working Paper Series

Incl. Electronic Paper Developing an Underlying Inflation Gauge for China
BIS Working Paper No. 465
Marlene Amstad , Ye Huan and Guonan Ma
Bank for International Settlements (BIS) , The People's Bank of China (PBC) and Bank for International Settlements (BIS)
Date Posted: October 01, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Volatility of Aggregate Volatility and Hedge Fund Returns
Vikas Agarwal , Yakup Eser Arisoy and Narayan Y. Naik
Georgia State University , Université Paris-Dauphine - DRM-CEREG and London Business School - Institute of Finance and Accounting
Date Posted: September 29, 2014
Working Paper Series
52 downloads

Incl. Fee Electronic Paper Factor Analysis with Large Panels of Volatility Proxies
CEPR Discussion Paper No. DP10034
Eric Ghysels
University of North Carolina Kenan-Flagler Business School
Date Posted: September 25, 2014
Working Paper Series

Incl. Electronic Paper The Impact of Regulating Occupational Pensions in Europe on Investment and Financial Stability
ECB Occasional Paper No. 154
Adrien Amzallag , Daniel Kapp and Christoffer Kok Sorensen
European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: September 20, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
ECB Working Paper No. 1733
Marta Banbura , Domenico Giannone and Michele Lenza
European Central Bank , LUISS Guido Carli University and European Central Bank (ECB)
Date Posted: September 20, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The FRBNY Staff Underlying Inflation Gauge: UIG
BIS Working Paper No. 453
Marlene Amstad , Simon Potter and Robert W. Rich
Bank for International Settlements (BIS) , Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: September 12, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Is Risk Higher During Non-Trading Periods? Tail Risk Evidence from Overnight Market Returns
Christoph Riedel and Niklas Wagner
University of Passau and Passau University
Date Posted: September 12, 2014
Working Paper Series
33 downloads

Incl. Electronic Paper Reconsidering Moments-Based Estimators for ARCH Processes
Todd Prono
American University - Kogod School of Business
Date Posted: September 10, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Econometric Estimation with High-Dimensional Moment Equalities
Zhentao Shi
Department of Economics, the Chinese University of Hong Kong
Date Posted: September 05, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Resurrecting Weighted Least Squares
University of Zurich, Department of Economics, Working Paper No. 172
Joseph P. Romano and Michael Wolf
Stanford University - Department of Statistics and University of Zurich - Department of Economics
Date Posted: September 05, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Tax Elasticity, Buoyancy and Stability in Zimbabwe
Wellington Garikai Bonga , Netsai Lizzy Dhoro and Fungayi Mawire-Van Strien
Independent , Great Zimbabwe University and Independent
Date Posted: September 02, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Pca2: Implementing a Strategy to Reduce the Instrument Count in Panel GMM
Quaderni - Working Paper DSE N° 960,
Maria Elena Bontempi and Irene Mammi
University of Bologna - Department of Economics and University of Bologna - School of Economics, Management, and Statistics
Date Posted: September 02, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Breakthrough in Understanding Derivatives and Option Based Hedging - Marginal and Joint Probability Density Functions of Vanilla Options - True Value-at-Risk and Option Based Hedging Strategies
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: September 02, 2014
Working Paper Series
38 downloads

Incl. Electronic Paper Effects of Innovation on Employment in Low-Income Countries: A Mixed-Method Systematic Review
Mehmet Ugur and Arup Mitra
University of Greenwich and University of Delhi - Institute of Economic Growth (IEG)
Date Posted: September 01, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Adaptive Quasi-Maximum Likelihood Estimation of GARCH Models with Student's T Likelihood
Communications in Statistics - Theory and Methods, Forthcoming
Xiaorui Zhu and Li Xie
Beijing University of Technology and Beijing University of Technology
Date Posted: August 30, 2014
Accepted Paper Series
23 downloads

Incl. Electronic Paper Quantile Regression for Peak Demand Forecasting
Charles Gibbons and Ahmad Faruqui
The Brattle Group and The Brattle Group
Date Posted: August 24, 2014
Working Paper Series
42 downloads

Incl. Electronic Paper Technical Note on 'Assessing Bayesian Model Comparison in Small Samples'
Enrique Martinez-Garcia and Mark Wynne
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of Dallas
Date Posted: August 24, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Assessing Bayesian Model Comparison in Small Samples
Enrique Martinez-Garcia and Mark Wynne
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of Dallas
Date Posted: August 23, 2014
Working Paper Series
8 downloads

Incl. Fee Electronic Paper Switching Regression Estimates of the Intergenerational Persistence of Consumption
Economic Inquiry, Vol. 52, Issue 4, pp. 1503-1524, 2014
Sheng Guo
Florida International University
Date Posted: August 23, 2014
Accepted Paper Series

Incl. Electronic Paper Complete and Partial Identification of the A- and B-Models in the Context of Heteroskedastic SVARs
George Milunovich
Macquarie University - Department of Economics
Date Posted: August 21, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Spillover Dynamics for Systemic Risk Measurement Using Spatial Financial Time Series Models
Tinbergen Institute Discussion Paper 14-107/III
Francisco Blasques , Siem Jan Koopman , Andre Lucas and Julia Schaumburg
VU University Amsterdam , VU University Amsterdam , VU University Amsterdam - Faculty of Economics and Business and VU University AmsterdamTinbergen Institute
Date Posted: August 15, 2014
Last Revised: August 18, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Risk Premiums in a Multi-Factor Jump-Diffusion Model for the Joint Dynamics of Equity Options and Their Underlying
Robert Huitema and Bas Peeters
University of Zurich - Department of Banking and Finance and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: August 13, 2014
Working Paper Series
33 downloads

Incl. Electronic Paper Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models
Tinbergen Institute Discussion Paper 14-105/III
Francisco Blasques , Siem Jan Koopman and Max Mallee
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: August 12, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Optimal Formulations for Nonlinear Autoregressive Processes
Tinbergen Institute Discussion Paper 14-103/III
Francisco Blasques , Siem Jan Koopman and Andre Lucas
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: August 11, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper La Volatilidad De La Tasa De Interés a Corto Plazo: Un Ejercicio Para La Economía Colombiana, 2001-2006 (Short Run Interest Rate Volatility: An Exercise for Colombian Economy, 2001-2006)
Center for Research in Economics and Finance (CIEF), Working Papers, No. 08-06
Juan Carlos Botero-Ramírez and Andres Ramirez Hassan
Bancolombia and Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Date Posted: August 06, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Screening Instruments for Monitoring Market Power in Wholesale Electricity Markets – Lessons from Applications in Germany
ZEW - Centre for European Economic Research Discussion Paper No. 14-048
Marc Bataille , Alexander Steinmetz and Susanne Thorwarth
Monopolies Commission , Monopolies Commission and Monopolies Commission
Date Posted: August 06, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Portfolio Choice in the Presence of Estimation Error: A Pricing Model Filter Approach
Martin Lozano
Independent
Date Posted: August 06, 2014
Working Paper Series
56 downloads

Incl. Electronic Paper Assessment of Uncertainty in High Frequency Data: The Observed Asymptotic Variance
Per A. Mykland and Lan Zhang
University of Chicago - Department of Statistics and University of Illinois at Chicago - Department of Finance
Date Posted: August 04, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper On the Distribution and Estimation of Trading Costs
Journal of Empirical Finance, 28, 104-117
Apostolos Kourtis
University of East Anglia - Norwich Business School
Date Posted: August 04, 2014
Accepted Paper Series
23 downloads

Incl. Electronic Paper A Note on Regressions with Interval Data on a Regressor
Daniel Cerquera , Francois Laisney and Hannes Ullrich
Centre for European Economic Research (ZEW) , Universite Louis Pasteur - BETA-Theme and University of Zurich - Faculty of Economics, Business Administration and Information Technology
Date Posted: July 31, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Many Risks, One (Optimal) Portfolio
Cristian Homescu
Independent
Date Posted: July 30, 2014
Working Paper Series
690 downloads

Incl. Electronic Paper Do Client Characteristics Really Drive the Big N Effect? Evidence from Matching Methods
Marshall School of Business Working Paper No. ACC 02.14
Mark L. DeFond , David H. Erkens and Jieying Zhang
University of Southern California - Leventhal School of Accounting , University of Southern California - Leventhal School of Accounting and University of Southern California - Leventhal School of Accounting
Date Posted: July 27, 2014
Working Paper Series
162 downloads

Incl. Electronic Paper The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement
MIT Sloan Research Paper No. 5110-14
William B. Kinlaw , Mark Kritzman and David Turkington
State Street Global Exchange , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: July 26, 2014
Working Paper Series
132 downloads

Incl. Electronic Paper Design-Based Estimators for Snowball Sampling
Termeh Shafie
University of Konstanz
Date Posted: July 25, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Interpreting Financial Market Crashes as Earthquakes: A New Early Warning System for Medium Term Crashes
Tinbergen Institute Discussion Paper 14-067/III
Francine Gresnigt , Erik Kole and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: July 24, 2014
Working Paper Series
81 downloads

Parity in Professional Sports When Revenues are Maximized
Economic Modelling, Vol. 40, 2014
Burhan Biner
University of Minnesota - Twin Cities - Department of Economics
Date Posted: July 22, 2014
Accepted Paper Series

Incl. Electronic Paper Lady Justice v. Cult of Statistical Significance: Oomph-Less Science and the New Rule of Law
Forthcoming, Oxford Handbook on Professional Economic Ethics (Oxford University Press, 2014), edited by G. DeMartino and D.N. McCloskey
Stephen Ziliak and Deirdre Nansen McCloskey
Roosevelt University and University of Illinois at Chicago - Department of Economics
Date Posted: July 22, 2014
Accepted Paper Series
42 downloads


 

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