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SSRN eLibrary Statistics:

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Abstracts: 679,413
Full Text Papers: 569,648
Authors: 313,019
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  Last 12 months:
68,022

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To date: 100,464,170
Last 12 months: 12,879,994
Last 30 days: 926,989

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305,865
Total References: 8,962,033
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5,754,833
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  Footnotes:
91,670
Total Footnotes: 8,995,435


SSRN eLibrary Search Results
JEL Code: C13
499,736 Total downloads
Showing Papers 641 - 690 of 2,743
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1 2 3 4 ... 55 | Next >
   

Incl. Electronic Paper Ellipsoidal Methods for Adaptive Choice-Based Conjoint Analysis
Denis Saure and Juan Pablo Vielma
University of Chile - Industrial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 24, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Brexit or Bremain? Evidence from Bubble Analysis
Marco Bianchetti , Davide Emilio Galli , Camilla Ricci , Angelo Salvatori and Marco Scaringi
Intesa Sanpaolo - Financial and Market Risk Management , Dipartimento di Fisica, Università degli Studi di Milano , Intesa Sanpaolo-Financial and Market Risk Management , Dipartimento di Fisica, Università degli Studi di Milano and Dipartimento di Fisica, Università degli Studi di Milano
Date Posted: June 23, 2016
Working Paper Series
118 downloads

Incl. Electronic Paper Stress Testing German Banks Against a Global Cost-of-Capital Shock
Bundesbank Discussion Paper No. 04/2012
Klaus Duellmann and Thomas K. Kick
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper A Data-Driven Selection of an Appropriate Seasonal Adjustment Approach
Bundesbank Discussion Paper No. 07/2016
Karsten Webel
Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Credit Risk Stress Testing and Copulas: Is the Gaussian Copula Better than its Reputation?
Bundesbank Discussion Paper No. 46/2015
Philipp Koziol , Carmen Schell and Meik Eckhardt
Deutsche Bundesbank , Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Many a Little Makes a Mickle: Macro Portfolio Stress Test for Small and Medium-Sized German Banks
Bundesbank Discussion Paper No. 23/2015
Ramona Busch , Philipp Koziol and Marc Mitrovic
Deutsche Bundesbank , Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Forecast-Error-Based Estimation of Forecast Uncertainty When the Horizon is Increased
Bundesbank Discussion Paper No. 40/2014
Malte Knüppel
Deutsche Bundesbank - Research Centre
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Lethal Lapses: How a Positive Interest Rate Shock Might Stress German Life Insurers
Bundesbank Discussion Paper No. 12/2015
Mark Feodoria and Till Förstemann
Christian-Albrechts-Universität zu Kiel and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Investor Fears and Risk Premia for Rare Events
Bundesbank Discussion Paper No. 03/2014
Claudia Schwarz
European Central Bank (ECB)
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors
Bundesbank Discussion Paper No. 25/2013
Sebastian Kripfganz and Claudia Schwarz
University of Exeter Business School - Department of Economics and European Central Bank (ECB)
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Evaluation of Minimum Capital Requirements for Bank Loans to Smes
Bundesbank Discussion Paper No. 22/2013
Klaus Duellmann and Philipp Koziol
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper The Value of Knowing the Propensity Score for Estimating Average Treatment Effects
IZA Discussion Paper No. 9989
Christoph Rothe
Columbia University
Date Posted: June 20, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Making Sense of Seven Quandaries: Developing a Framework for Custom Contrast Analysis
Ryan D. Guggenmos , M. David Piercey and Christopher P. Agoglia
Cornell University - Samuel Curtis Johnson Graduate School of Management , University of Massachusetts Amherst and University of Massachusetts at Amherst
Date Posted: June 20, 2016
Last Revised: June 23, 2016
Working Paper Series
63 downloads

Incl. Electronic Paper Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?
DIW Berlin Discussion Paper No. 1588
Guglielmo Maria Caporale , Nazif Catik , Mohamad Husam Helmi , Faek Menla Ali and Coskun Akdeniz
Brunel University - Centre for Empirical Finance , Ege University Department of Economics , Brunel University London , Brunel University - Economics and Finance Department and Ege University - Department of Economics
Date Posted: June 19, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Determining the Integrated Volatility via Limit Order Books with Multiple Records
Yiqi Liu , Qiang Liu and Zhi Liu
University of Macau , University of Macau and University of Macau
Date Posted: June 18, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Systematic Risk of Cdos and Cdo Arbitrage
Bundesbank Series 2 Discussion Paper No. 2009,13
Alfred Hamerle , Thilo Liebig and Hans-Jochen Schropp
University of Regensburg - Faculty of Business, Economics & Information Systems , Deutsche Bundesbank and BMW Bank of North America - BMW Financial Services
Date Posted: June 15, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper A Solution to the Problem of Too Many Instruments in Dynamic Panel Data GMM
Bundesbank Series 1 Discussion Paper No. 2009,31
Jens Mehrhoff
affiliation not provided to SSRN
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Efficient Estimation of Forecast Uncertainty Based on Recent Forecast Errors
Bundesbank Series 1 Discussion Paper No. 2009,28
Malte Knüppel
Deutsche Bundesbank - Research Centre
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Time Dynamic and Hierarchical Dependence Modelling of an Aggregated Portfolio of Trading Books: A Multivariate Nonparametric Approach
Bundesbank Series 2 Discussion Paper No. 2009,07
Sandra Gaisser , Christoph Memmel , Rafael Schmidt and Carsten Wehn
affiliation not provided to SSRN , Deutsche Bundesbank , affiliation not provided to SSRN and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Stress Testing German Banks in a Downturn in the Automobile Industry
Bundesbank Series 2 Discussion Paper No. 2009,02
Klaus Duellmann and Martin Erdelmeier
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Dominating Estimators for the Global Minimum Variance Portfolio
Bundesbank Series 2 Discussion Paper No. 2009,01
Gabriel Frahm and Christoph Memmel
Helmut Schmidt University and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Stochastic Frontier Analysis by Means of Maximum Likelihood and the Method of Moments
Bundesbank Series 2 Discussion Paper No. 2008,19
Andreas Behr and Sebastian Tente
University of Muenster - Faculty of Economics and University of Muenster
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation
Bundesbank Series 2 Discussion Paper No. 2008,11
Klaus Böcker and Martin Hillebrand
UniCredit Group and Technische Universität München (TUM)
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Estimating Asset Correlations from Stock Prices or Default Rates: Which Method is Superior?
Bundesbank Series 2 Discussion Paper No. 2008,04
Klaus Duellmann , Jonathan Nickels Küll and Michael Kunisch
Deutsche Bundesbank , University of Karlsruhe and University of Karlsruhe
Date Posted: June 08, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper A Note on the Coefficient of Determination in Regression Models with Infinite-Variance Variables
Bundesbank Series 1 Discussion Paper No. 2007,10
Jeong-Ryeol Kurz-Kim and Mico Loretan
Deutsche Bundesbank and Swiss National Bank
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Modelling Dynamic Portfolio Risk Using Risk Drivers of Elliptical Processes
Bundesbank Series 2 Discussion Paper No. 2007,07
Rafael Schmidt and Christian Schmieder
University of Cologne and International Monetary Fund (IMF)
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?
Bundesbank Series 1 Discussion Paper No. 2006,32
Christine De Mol , Domenico Giannone and Lucrezia Reichlin
Free University of Brussels (VUB/ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) , Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Dynamic Factor Models
Bundesbank Series 1 Discussion Paper No. 2005,38
Jörg Breitung and Sandra Eickmeier
University of Bonn and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Business Cycle Transmission from the US to Germany: A Structural Factor Approach
Bundesbank Series 1 Discussion Paper No. 2004,12
Sandra Eickmeier
Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Systematic Risk in Recovery Rates: An Empirical Analysis of Us Corporate Credit Exposures
Bundesbank Series 2 Discussion Paper No. 2004,02
Klaus Duellmann and Monika Gehde-Trapp
Deutsche Bundesbank and University of Mannheim - Finance Area
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Asymmetric Effect of Oil Price Shocks on Stock Markets
Hamed Markazi Moghadam
University of Dortmund, Ruhr Graduate School in Economics, Students
Date Posted: June 05, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Deadly Statistics: Quantifying an 'Unacceptable Risk' in Capital Punishment
Law, Probability & Risk, Vol. 15, No. 4, Dec. 2016
David H. Kaye
Pennsylvania State University, Penn State Law
Date Posted: June 05, 2016
Accepted Paper Series
35 downloads

Incl. Electronic Paper Scalable MCMC for Large Data Problems Using Data Subsampling and the Difference Estimator
Sveriges Riksbank Working Paper Series No. 306, Riksbank Research Paper Series No. 130
Matias Quiroz , Mattias Villani and Robert Kohn
Sveriges Riksbank - Research Division , Linkoping University and University of New South Wales - School of Economics and School of Banking and Finance
Date Posted: June 04, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Duality in Least Squares Theory
Quirino Paris
University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: June 02, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Considering Multiple Materialities for Account Combinations in Audit Planning and Evaluation: A Cost Efficient Approach
Journal of Accounting, Auditing and Finance, Vol. 13, No. 2, 1998
Saurav K. Dutta and Lynford E. Graham
State University of New York (SUNY) at Albany and Bentley University
Date Posted: June 01, 2016
Accepted Paper Series
8 downloads

Incl. Fee Electronic Paper Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations
CEPR Discussion Paper No. DP11300
Victor Aguirregabiria and Arvind Magesan
University of Toronto - Department of Economics and University of Calgary
Date Posted: June 01, 2016
Working Paper Series

Incl. Electronic Paper A Unified Approach to Mortality Modelling Using State-Space Framework: Characterisation, Identification, Estimation and Forecasting
Man Chung Fung , Gareth William Peters and Pavel V. Shevchenko
CSIRO , University College London and CSIRO Australia
Date Posted: May 31, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper A Relational Model for Predicting Farm-Level Crop Yield Distributions in the Absence of Farm-Level Data
Lysa Porth , Ken Seng Tan and Wenjun Zhu
University of Waterloo - Department of Statistics and Actuarial Science , University of Waterloo and Nankai University, School of Finance
Date Posted: May 28, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties
UNSW Business School Research Paper No. 2016-06
Luke Hartigan
University of New South Wales (UNSW), UNSW Business School, School of Economics
Date Posted: May 24, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper A Structural Model for Electricity Forward Prices
University of St.Gallen, School of Finance Research Paper No. 2016/11
Fred Espen Benth and Florentina Paraschiv
University of Oslo - Department of Mathematics and University of St. Gallen, Institute for Operations Research and Computational Finance
Date Posted: May 24, 2016
Last Revised: May 26, 2016
Working Paper Series
37 downloads

Incl. Electronic Paper Estimating Demand Uncertainty Using Dispersion of Team Forecasts or Distributions of Forecast Errors
Christoph Diermann and Arnd Huchzermeier
WHU - Otto Beisheim School of Management and WHU - Otto Beisheim School of Management
Date Posted: May 21, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Judgmental Demand Forecasting for Online Sales of Product Collections: Segmentation by Type or Age?
Christoph Diermann and Arnd Huchzermeier
WHU - Otto Beisheim School of Management and WHU - Otto Beisheim School of Management
Date Posted: May 21, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Estimation and Filtering of Nonlinear MS-DSGE Models
Higher School of Economics Research Paper No. WP BRP 136/EC/2016
Sergey Ivashchenko
St. Petersburg Institute for Economics and Mathematics (Russian Academy of Sciences)
Date Posted: May 21, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Estimation of a Multiplicative Covariance Structure
Christian M. Hafner , Oliver B. Linton and Haihan Tang
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) , University of Cambridge and University of Cambridge, Faculty of Economics, Students
Date Posted: May 20, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Factors Loadings as Proxies for Equity Characteristics, Round 3
Mike Dickson Jr.
Horizon Investments
Date Posted: May 19, 2016
Working Paper Series
51 downloads

Incl. Electronic Paper Naive Diversification Isn't So Naive After All
Mike Dickson Jr.
Horizon Investments
Date Posted: May 19, 2016
Working Paper Series
198 downloads

Incl. Electronic Paper Quantitative Style Investing
Mike Dickson Jr.
Horizon Investments
Date Posted: May 19, 2016
Working Paper Series
368 downloads

Incl. Electronic Paper The Discretization Filter: A Simple Way to Estimate Nonlinear State Space Models
Leland E. Farmer
University of California, San Diego
Date Posted: May 17, 2016
Working Paper Series
47 downloads

Incl. Electronic Paper Multivariate Pascal Mixture Regression Models for Correlated Claim Frequencies
Dameng Tang , Andrei L Badescu , X. Sheldon Lin and Emiliano A. Valdez
University of Toronto , University of Toronto - Department of Statistics , University of Connecticut
Date Posted: May 17, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper US Foreign Direct Investments and Economic Growth in Sub-Saharan Africa: Evidence from Panel Data
Sunando Sengupta and Augustin Ntembe
Bowie State University and Bowie State University
Date Posted: May 05, 2016
Working Paper Series
6 downloads


 

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