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Full Text Papers: 393,865
Authors: 226,776
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Last 12 months: 11,189,330
Last 30 days: 1,059,940

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SSRN eLibrary Search Results
JEL Code: C22
534,581 Total downloads
Showing Papers 641 - 690 of 3,424
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Incl. Electronic Paper Budget Deficit and Macroeconomics Fundamentals: The Case of Azerbaijan
International Journal of Economic Sciences and Applied Research, Vol. 4, No. 2, p. 143, 2011
Kahnim Farajova
Alexander Technological Educational Institution (ATEI) of Thessaloniki
Date Posted: September 07, 2011
Accepted Paper Series
50 downloads

Incl. Electronic Paper Inflation Persistence in the European Union, the Euro Area, and the United States
ECB Working Paper No. 414
Gregory Gadzinski and Fabrice Orlandi
International University of Monaco (IUM) and European Central Bank (ECB)
Date Posted: September 07, 2011
Working Paper Series
8 downloads

Incl. Electronic Paper The Demographic Transition and the Ecological Transition: Enriching the Environmental Kuznets Curve Hypothesis
IEFE Working Paper No. 44
Marzio Galeotti , Alessandro Lanza and Maria Carla Ludovica Piccoli
University of Milan - Department of Economics, Business and Statistics (DEAS) , Fondazione Eni Enrico Mattei (FEEM), Milan and affiliation not provided to SSRN
Date Posted: September 07, 2011
Working Paper Series
37 downloads

Incl. Electronic Paper Fundamentals or Fads? Pipes, Not Punting, Explain Commodity Prices and Volatility
J.P. Morgan Global Commodities Research Commodity Markets Outlook and Strategy, August 2011
Colin P. Fenton and Jonah Waxman
J.P. Morgan Chase & Co. and affiliation not provided to SSRN
Date Posted: September 05, 2011
Accepted Paper Series
89 downloads

Incl. Electronic Paper The Causal Relationship between Patent Growth and Growth of GDP with Quarterly Data in the G7 Countries: Cointegration, ARDL and Error Correction Models
Dushko Josheski and Cane Koteski
University Goce Delcev and University Goce Delcev
Date Posted: September 05, 2011
Working Paper Series
68 downloads

Bayesian Estimation of an Extended Local Scale Stochastic Volatility Model
Journal of Econometrics, Vol. 162, No. 2, 2011
Philippe J. Deschamps
University of Fribourg, Switzerland - Faculty of Economics and Social Science
Date Posted: September 03, 2011
Last Revised: October 21, 2011
Accepted Paper Series

Incl. Electronic Paper Two Way Parallel Calibration of the Garch (1,1) Model in CUDA
Barry Pearce
affiliation not provided to SSRN
Date Posted: September 03, 2011
Working Paper Series
40 downloads

Incl. Electronic Paper Inflation Targeting and Inflation Persistence in Asia-Pacific
HKIMR Working Paper No. 25/2011
Stefan Gerlach and Peter Tillmann
Goethe University Frankfurt - Institute for Monetary and Financial Stability (IMFS) and Swiss National Bank
Date Posted: September 02, 2011
Working Paper Series
53 downloads

Incl. Electronic Paper Construction of Composite Business Cycle Indicators in a Sparse Data Environment
CESifo Working Paper Series No. 3557
Klaus Abberger and Wolfgang Nierhaus
Ifo Institute for Economic Research and CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Ifo Institute for Economic Research
Date Posted: September 01, 2011
Working Paper Series
24 downloads

Incl. Electronic Paper A New Explanation on Real Exchange Rate Misalignment Effect on Economic Growth: Evidence from Cameroon
Oscar Kuikeu
Ecole Supérieure des Sciences Economiques et Commerciales (ESSEC),Université de Douala, Cameroun
Date Posted: August 31, 2011
Last Revised: September 26, 2011
Working Paper Series
39 downloads

Incl. Electronic Paper Can Oil Prices Forecast Exchange Rates?
FRB of Philadelphia Working Paper No. 11-34
Domenico Ferraro , Kenneth Rogoff and Barbara Rossi
Duke University - Department of Economics , Harvard University - Department of Economics and Universitat Pompeu Fabra - ICREA
Date Posted: August 29, 2011
Working Paper Series
83 downloads

Incl. Electronic Paper Financial Stress Index: Identification of Systemic Risk Conditions
24th Australasian Finance and Banking Conference 2011 Paper
Mikhail V. Oet , Ryan Eiben , Timothy Bianco , Dieter Gramlich and Stephen J. Ong
Federal Reserve Banks - Federal Reserve Bank of Cleveland , Indiana University Bloomington , Federal Reserve Banks - Federal Reserve Bank of Cleveland , Baden-Württemberg Cooperative State University and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: August 28, 2011
Last Revised: April 06, 2013
Working Paper Series
211 downloads

Incl. Electronic Paper Can US Economic Variables Predict the Chinese Stock Market?
Pacific-Basin Finance Journal, Forthcoming , 24th Australasian Finance and Banking Conference 2011 Paper
Jeremy Goh , Fuwei Jiang , Jun Tu and Yuchen Wang
Singapore Management University , Singapore Management University - Lee Kong Chian School of Business , Singapore Management University and Singapore Management University
Date Posted: August 27, 2011
Last Revised: November 26, 2012
Accepted Paper Series
80 downloads

Incl. Electronic Paper Romanian Tourism Sector Facing the Economic Crisis
Marius Surugiu and Camelia Surugiu
Institute of National Economy, Bucharest, Romania and National Institute for Research and Development in Tourism, Bucharest, Romania
Date Posted: August 27, 2011
Working Paper Series
30 downloads

Управление Кредитным Риском (Credit Risk Management)
Applied Econometrics, Vol. 12, No. 4, pp. 84-137, 2008

Date Posted: August 27, 2011
Accepted Paper Series

Эконометрический Анализ Финансовых Данных в Задачах Управления Риском (An Econometric Analysis of Financial Data in Risk Management)
Applied Econometrics, Vol. 10, No. 2, pp. 91-137, 2008

Date Posted: August 27, 2011
Accepted Paper Series

Эконометрический Анализ Финансовых Данных в Задачах Управления Риском (Econometric Analysis of Financial Data in Risk Management (Continuation)- Section III: Managing Operational Risk)
Applied Econometrics, Vol. 11, No. 3, pp. 87-122, 2008

Date Posted: August 27, 2011
Accepted Paper Series

Incl. Electronic Paper Adding Regime-Switching to a GARCH-Copula Model: Modeling the Joint Distribution of Excess Returns of S&P 500 and Nasdaq Indices
Long Kang
The Options Clearing Corporation
Date Posted: August 26, 2011
Working Paper Series
77 downloads

Управление Кредитным Риском (Продолжение) (Credit Risk Management (Cont.)
Applied Econometrics, Vol. 13, No. 1, pp. 105-138, 2009

Date Posted: August 26, 2011
Accepted Paper Series

Эконометрический Анализ Финансовых Данных в Задачах Управления Риском (Econometric Analysis of Financial Data in Risk Management [Multidimensional Credit Risk Models - Cont.])
Applied Econometrics, Vol. 14,No. 2, pp. 100-127, 2009

Date Posted: August 26, 2011
Accepted Paper Series

Do Mutual Funds Perform When it Matters Most to Investors? U.S. Mutual Fund Performance and Risk in Recessions and Expansions
Quarterly Journal of Finance, Vol. 1, No. 3, November 2011
Robert Kosowski
Imperial College Business School
Date Posted: August 25, 2011
Last Revised: September 05, 2011
Accepted Paper Series

Incl. Electronic Paper Forecast Optimality Tests in the Presence of Instabilities
Economic Research Initiatives at Duke (ERID) Working Paper No. 109
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - ICREA and Bank of Canada
Date Posted: August 25, 2011
Accepted Paper Series
63 downloads

Incl. Electronic Paper Interaction between Stock and Foreign Exchange Markets Under the Floating Regime: Evidence from Thailand
Komain Jiranyakul
National Institute of Development Administration
Date Posted: August 25, 2011
Last Revised: June 30, 2012
Working Paper Series
70 downloads

Incl. Electronic Paper Rational Speculative Bubbles and Commodities Markets: Application of Duration Dependence Test
Applied Financial Economics, Forthcoming
Peter Went , Benjamas Jirasakuldech and Riza Emekter
GARP Research Center , University of the Pacific (UOP) - Eberhardt School of Business and Robert Morris University
Date Posted: August 25, 2011
Accepted Paper Series
111 downloads

Incl. Electronic Paper Asset Pricing with Fixed Asset Supply
Lammertjan Dam and Pim Heijnen
University of Groningen - Faculty of Economics and Business and University of Groningen
Date Posted: August 23, 2011
Last Revised: February 17, 2013
Working Paper Series
153 downloads

Incl. Electronic Paper On the Nature and Predictability of Corporate Bond Returns
Daniel Haesen and Patrick Houweling
Robeco Quantitative Strategies and Robeco Quantitative Strategies
Date Posted: August 23, 2011
Last Revised: May 16, 2012
Working Paper Series
180 downloads

Incl. Electronic Paper Heavy-Tail and Plug-In Robust Consistent Conditional Moment Tests of Functional Form
Jonathan B. Hill
University of North Carolina (UNC) at Chapel Hill – Department of Economics
Date Posted: August 22, 2011
Last Revised: May 18, 2012
Working Paper Series
12 downloads

Incl. Electronic Paper Long-Run Stock Price-House Price Relation: Evidence from an ESTR Model
David G. McMillan
University of Stirling
Date Posted: August 22, 2011
Working Paper Series
62 downloads

Incl. Electronic Paper Predictability of Turn-of-the-Month Effect at Stock Markets in Malaysia, South Korea and Japan
Zainudin bin Arsad , Chuah Seng Aik and Siti Noor Mohd Nordin
affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: August 22, 2011
Working Paper Series
61 downloads

Incl. Electronic Paper The Components of the Illiquidity Premium: An Empirical Analysis of U.S. Stocks 1927-2010
Journal of Banking and Finance, Forthcoming
Björn Hagströmer , Bjorn Hansson and Birger Nilsson
Stockholm University - School of Business , Lund University - Department of Economics and Lund University
Date Posted: August 22, 2011
Last Revised: February 14, 2013
Accepted Paper Series
127 downloads

Incl. Electronic Paper The Contribution of Structural Break Models to Forecasting Macroeconomic Series
Luc Bauwens , Gary Koop , Dimitris Korobilis and J. V. K. Rombouts
Université catholique de Louvain , University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics , University of Glasgow and HEC Montreal
Date Posted: August 21, 2011
Working Paper Series
44 downloads

Incl. Electronic Paper The Impact of Unconventional Monetary Policy on the Market for Collateral: The Case of the French Bond Market
Banque de France Working Paper No. 339
Sanvi Avouyi-Dovi and Julien Idier
Banque de France and Banque de France - Centre de Recherche
Date Posted: August 19, 2011
Working Paper Series
26 downloads

Incl. Electronic Paper Factors, Characteristics and Endogenous Structural Breaks: Evidence from Japan
Pin-Huang Chou , Kuan-Cheng Ko and Shinn-Juh Lin
National Central University , National Chi Nan University - College of Management and National Chengchi University
Date Posted: August 18, 2011
Working Paper Series
30 downloads

Incl. Electronic Paper Augmented Dickey Fuller Test
Rizwan Mushtaq
International Islamic University Islamabad Pakistan
Date Posted: August 17, 2011
Working Paper Series
115 downloads

Incl. Electronic Paper Inward Foreign Direct Investment and Aggregate Imports: Time Series Evidence from Pakistan
International Economics & Finance Journal, Vol. 5, No. 1-2, pp. 33-43, 2010
Syed Tehseen Jawaid
IQRA University
Date Posted: August 15, 2011
Last Revised: August 17, 2011
Accepted Paper Series
68 downloads

Evaluation of the Impact of Day Trading on the Egyptian Stock Market
The International Journal of Business and Finance Research, Vol. 4, No. 1, pp. 1-22, 2010
Islam Azzam and Jasmin Fouad
The American University in Cairo - School of Business and Economics and affiliation not provided to SSRN
Date Posted: August 11, 2011
Accepted Paper Series

Incl. Electronic Paper Out-of-Sample Forecast Tests Robust to the Choice of Window Size
FRB of Philadelphia Working Paper No. 11-31
Barbara Rossi and Atsushi Inoue
Universitat Pompeu Fabra - ICREA and North Carolina State University - Department of Agricultural & Resource Economics
Date Posted: August 09, 2011
Working Paper Series
14 downloads

Incl. Electronic Paper ‘Children of the HMM’: Modeling Longitudinal Customer Behavior at Hulu.Com
Eric M. Schwartz , Eric Bradlow , Peter Fader and Yao Zhang
University of Pennsylvania - Marketing Department , University of Pennsylvania - Marketing Department , University of Pennsylvania - Marketing Department and University of Pennsylvania - The Wharton School
Date Posted: August 04, 2011
Working Paper Series
480 downloads

Incl. Electronic Paper A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
Cowles Foundation Discussion Paper No. 1812
Donald W. K. Andrews and Patrik Guggenberger
Yale University - Cowles Foundation and University of California, Los Angeles (UCLA) - Department of Economics
Date Posted: August 01, 2011
Last Revised: August 05, 2011
Working Paper Series
29 downloads

Incl. Electronic Paper Election Forecasting: Theory, Practice, Japan
APSA 2011 Annual Meeting Paper
Michael S. Lewis-Beck and Charles Tien
University of Iowa - Department of Political Science and Hunter College & The Graduate Center, CUNY
Date Posted: August 01, 2011
Last Revised: August 14, 2011
Working Paper Series
49 downloads

Incl. Electronic Paper Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests
Cowles Foundation Discussion Paper No. 1813
Donald W. K. Andrews , Xu Cheng and Patrik Guggenberger
Yale University - Cowles Foundation , University of Pennsylvania - Department of Economics and University of California, Los Angeles (UCLA) - Department of Economics
Date Posted: August 01, 2011
Working Paper Series
114 downloads

Incl. Electronic Paper Intangible Capital and Stock Prices
Nan Li
Department of Finance, NUS Business School, National University of Singapore
Date Posted: August 01, 2011
Working Paper Series
38 downloads

Incl. Electronic Paper Median-Unbiased Estimation in DF-GLs Regressions and the PPP Puzzle
Banque de France Working Paper No. 338
Claude Lopez , Christian J. Murray and David H. Papell
Banque de France , University of Houston - Department of Economics and University of Houston - Department of Economics
Date Posted: July 30, 2011
Working Paper Series
16 downloads

Incl. Electronic Paper Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation
Banque de France Working Paper No. 334
Mohitosh Kejriwal and Claude Lopez
Krannert School of Management, Purdue University and Banque de France
Date Posted: July 30, 2011
Working Paper Series
18 downloads

Incl. Electronic Paper Forecasting Inflation with Gradual Regime Shifts and Exogenous Information
ECB Working Paper No. 1363
Kirstin Hubrich , Timo Terasvirta and Andres Gonzalez
European Central Bank - Research Department , affiliation not provided to SSRN and Independent
Date Posted: July 29, 2011
Working Paper Series
24 downloads

Classifying Italian Pension Funds via GARCH Distance
MATHEMATICAL AND STATISTICAL METHODS FOR INSURANCE AND FINANCE, C. Perna and M. Sibillo, eds., Springer, 2007
Edoardo Otranto and Alessandro Trudda
Università degli Studi di Sassari and Università degli Studi di Sassari
Date Posted: July 27, 2011
Accepted Paper Series

Evaluating the Risk of Pension Funds by Statistical Procedures
TRANSITION ECONOMIES: 21ST CENTURY ISSUES AND CHALLENGES, Nova Science Publishers, 2008
Edoardo Otranto and Alessandro Trudda
Università degli Studi di Sassari and Università degli Studi di Sassari
Date Posted: July 27, 2011
Accepted Paper Series

Incl. Electronic Paper The Decoupling of Monetary Policy from Long-Term Interest Rates in the U.S. and Germany
Matthew Greenwood-Nimmo , Yongcheol Shin , Till van Treeck and Byungchul Yu
University of Melbourne , University of York (UK) - Department of Economics and Related Studies , Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK) and Dong-A University Business School
Date Posted: July 25, 2011
Last Revised: May 17, 2013
Working Paper Series
71 downloads

Incl. Electronic Paper The Effect of Round-off Error on Long Memory Processes
Gabriele La Spada and Fabrizio Lillo
Princeton University - Department of Economics and University of Palermo
Date Posted: July 23, 2011
Last Revised: March 17, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper On the Economic Determinants of Oil Production - Theoretical Analysis and Empirical Evidence for Small Exporting Countries
FEEM Working Paper No. 54.2011
Alessandro Cologni and Matteo Manera
Edison S.p.A and University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Date Posted: July 22, 2011
Working Paper Series
42 downloads


 

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