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JEL Code: C22
540,969 Total downloads
Showing Papers 641 - 690 of 3,447
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Compensating Balances: A New Look Commercial Lending Review, July-August 2006
Thomas B. Sanders
Date Posted: August 08, 200679 downloads
Competing Theories of Unemployment and Economic Policies: Evidence from the U.S., Swedish and German Economies The Indian Economic Journal, Vol. 56, No. 3, p. 90-108, 2008
Constantinos Katrakilidis
and
Persefoni Tsaliki
Date Posted: January 06, 2013
Competition Among Asean Members in the East Asia Market: An Extension to Shift-Share Analysis
He Shuquan
Date Posted: September 24, 2009
Competition Among China and Asean-5 in the US Market
He Shuquan
Date Posted: September 24, 2009
Competitive Pricing Analysis in Mature & Evolving Markets: A Time Series Approach
Joy V. Joseph
Date Posted: July 21, 2005336 downloads
Competitive Rational Expectations Equilibria without Apology CESifo Working Paper Series No. 2446
Alex Kovalenkov and
Xavier Vives
Date Posted: November 14, 200845 downloads
Competitiveness and the Equilibrium Exchange Rate in Costa Rica IMF Working Paper No. 01/23
Claudio Paiva
Date Posted: January 30, 200678 downloads
Competitiveness Channel in Poland and Slovakia: A Pre-EMU DSGE Analysis
Andrzej Torój
Date Posted: July 21, 201124 downloads
Complementary Assets, Strategic Alliances, and the Incumbent's Advantage: An Empirical Study of Industry and Firm Effects in the Biopharmaceutical Industry Research Policy, Vol. 30, pp. 1235-1251, 2001
Frank T. Rothaermel
Date Posted: September 19, 2004
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
Date Posted: October 29, 201233 downloads
Component-Driven Regime-Switching Volatility
Jeff Fleming and
Chris Kirby
Date Posted: January 05, 2009Last Revised: October 25, 2012107 downloads
Components of Bull and Bear Markets: Bull Corrections and Bear Rallies Rotman School of Management Working Paper No. 1939486
John M. Maheu ,
Thomas H. McCurdy and
Yong Song
Date Posted: October 06, 2011Last Revised: November 06, 201294 downloads
Components of Bull and Bear Markets: Bull Corrections and Bear Rallies Journal of Business & Economic Statistics, July 2012, Vol. 30, No. 3, pp. 391-403, Rotman School of Management Working Paper No. 2171892
John M. Maheu ,
Thomas H. McCurdy and
Yong Song
Date Posted: November 07, 201283 downloads
Components of Market Risk and Return Journal of Financial Econometrics, Forthcoming
John M. Maheu and
Thomas H. McCurdy
Date Posted: June 28, 2007270 downloads
Composite Indicators for Monetary Analysis Bank of Italy Temi di Discussione (Working Paper) No. 713
Andrea Nobili
Date Posted: December 13, 200931 downloads
Comprehensive Benchmark Revisions for The Conference Board Leading Economic Index® for the United States The Conference Board Economics Program Working Paper No. 11-06
Ataman Ozyildirim ,
Gad Levanon
,
Brian Schaitkin
and
Justyna Zabinska-La Monica
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
The Conference Board
Date Posted: January 05, 2012253 downloads
Computation of Portfolio VaRs with GARCH-Type Volatility
Dinghai Xu
and
Tony S. Wirjanto
Date Posted: April 02, 2013
Computation of Volatility in Stochastic Volatility Models with High Frequency Data
Emilio Barucci and
Maria Elvira Mancino
Date Posted: December 18, 2008Last Revised: October 08, 2009116 downloads
Computing Abuse Related Damages in the Case of New Entry: An Illustration for the Directory Enquiry Services Market CEPR Discussion Paper No. 5813
Maite Martínez-Granado and
Georges Siotis
Date Posted: October 12, 200619 downloads
Computing Value at Risk with High Frequency Data Journal of Empirical Finance, Vol. 6, pp. 431-55, 1999
Claudio Morana and
Andrea Beltratti
Date Posted: November 01, 2005
Conditional Asset Allocation under Non-Normality: How Costly Is the Mean-Variance Criterion? EFA 2005 Moscow Meetings Paper
Eric Jondeau and
Michael Rockinger
Date Posted: February 26, 2005387 downloads
Conditional Correlations and Volatility Spillovers between Crude Oil and Stock Index Returns
Roengchai Tansuchat
,
Chia-Lin Chang
and
Michael McAleer
Date Posted: January 11, 2010412 downloads
Conditional Distribution of the Colombian Exchange Rate Returns: An Empirical Exercise Using Multivariate GARCH Models Revista de Economía del Rosario, Vol. 10, No. 2, December 2007,
Karoll Gómez
and
Santiago Gallón
Date Posted: February 06, 200898 downloads
Conditional Downside Risk and the CAPM ERIM Report Series Reference No. ERS-2004-048-F&A
Thierry Post and
Pim van Vliet
Date Posted: August 26, 2006348 downloads
Conditional Jumps in Volatility and Their Economic Determinants
Massimiliano Caporin ,
Eduardo Rossi and
Paolo Santucci de Magistris
Date Posted: September 09, 201193 downloads
Conditional Predictive Density Evaluation in the Presence of Instabilities
Barbara Rossi and
Tatevik Sekhposyan
Date Posted: December 14, 2012Last Revised: March 01, 201312 downloads
Conditional Skewness Modelling for Stock Returns Applied Economics Letters, Vol. 10, pp. 725-728, 2003
Kurt Brannas and
Niklas Nordman
Date Posted: November 25, 2003
Conditional Volatility of Equity Real Estate Investment Trust Returns: A Pre- and Post-1993 Comparison Journal of Real Estate Finance and Economics, Vol. 38, No. 2, 2009
Benjamas Jirasakuldech ,
Robert D. Campbell and
Riza Emekter
Date Posted: October 20, 2008
Conditional Volatility, Skewness and Kurtosis: Existence and Persistence EFMA 2001 Lugano Meetings; HEC Department of Finance Working Paper No. 710/2000
Michael Rockinger and
Eric Jondeau
Date Posted: April 17, 20011135 downloads
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence Banque de France Working Paper No. 77
Eric Jondeau and
Michael Rockinger
Date Posted: December 27, 201071 downloads
Confidence Building on Euro Convergence: Theory and Evidence from Currency Options CEPR Discussion Paper No. 4180
Joost Driessen and
Enrico C. Perotti
Date Posted: January 21, 200417 downloads
Confidence Intervals for ARMA-GARCH Value-at-Risk
Laura Spierdijk
Date Posted: June 03, 20138 downloads
Conservatism Correction in Linear Information Models AAA 2008 Financial Accounting and Reporting Section (FARS) Paper
Stefan Henschke ,
Carsten Homburg and
Julia Nasev
Date Posted: September 13, 2007530 downloads
Consistent Covariance Matrix Estimation in Probit Models with Autocorrelated Errors FRB of New York Staff Report No. 39
Arturo Estrella and
Anthony P. Rodrigues
Date Posted: October 28, 2006174 downloads
Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning Tinbergen Institute Discussion Paper No. 10-077/4
Norbert Christopeit
and
Michael Massmann
Date Posted: August 23, 201032 downloads
Consistent Estimation of the Memory Parameter for Nonlinear Time Series LSE STICERD Research Paper No. EM497
Violetta Dalla ,
Liudas Giraitis and
Javier S. Hidalgo
Date Posted: July 21, 20087 downloads
Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation Cowles Foundation Discussion Paper No. 1407; UCSD Department of Economics Working Paper No. 2003-05
Peter C. B. Phillips ,
Yixiao Sun
and
Sainan Jin
Date Posted: March 16, 2003121 downloads
Consistent High-Precision Volatility from High-Frequency Data EFMA 2001 Lugano Meetings; FCO Working Paper No. 2000-09-25
Gilles O. Zumbach ,
Ulrich A. Müller and
Michel M. Dacorogna
affiliation not provided to SSRN
,
Olsen & Associates
and
SCOR Switzerland
Date Posted: February 23, 2001989 downloads
Consistent Ranking of Volatility Models Brown University, Economics Working Paper No. 2003-01
Peter Reinhard Hansen and
Asger Lunde
Date Posted: May 04, 2003567 downloads
Consistent Versus Non-Consistent Term Structure Models: Some Evidence from the Spanish Market The Journal of Fixed Income, Vol. 9, No. 3, December 1999
Javier F. Navas
Date Posted: October 10, 2000Last Revised: November 26, 200785 downloads
Consolidation in the U.S. Banking Industry: Is the Long, Strange Trip About to End?
Kenneth D. Jones
and
Timothy S. Critchfield
Date Posted: April 13, 2005377 downloads
Construction of Composite Business Cycle Indicators in a Sparse Data Environment CESifo Working Paper Series No. 3557
Klaus Abberger
and
Wolfgang Nierhaus
Date Posted: September 01, 201125 downloads
Consuming with Others: Social Influences on Moment-to-Moment and Retrospective Evaluations of Experiences
Suresh Ramanathan
and
Ann L. McGill
Date Posted: February 15, 2006198 downloads
Consumption, the Persistence of Shocks, and Asset Price Volatility Journal of Monetary Economics, Vol. 53, No. 8, 2006
Juan Carlos Rodriguez
Date Posted: November 19, 2007
Consumption-Wealth Ratio and Housing Prices Banque de France Working Paper No. 264
Simon Dubecq
and
Imen Ghattassi
Date Posted: June 27, 201030 downloads
Contagion Across and Integration of Central and Eastern European Stock Markets: Evidence from Intraday Data William Davidson Institute Working Paper No. 798
Balázs Égert and
Evzen Kocenda
Date Posted: May 25, 2006137 downloads
Contemporaneous Threshold Autoregressive Models: Estimation, Forecasting and Rational Expectations Applications FRB of St. Louis Working Paper No. 2003-025A
Michael Dueker ,
Martin Sola and
Fabio Spagnolo
Date Posted: December 05, 2004
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting FRB of St. Louis Working Paper No. 2003-024C
Michael Dueker ,
Martin Sola and
Fabio Spagnolo
Date Posted: May 13, 2006203 downloads
Continuous Time Extraction of a Nonstationary Signal with Illustrations in Continuous Low-Pass and Band-Pass Filtering FEDS Working Paper No. 2007-68
Tucker McElroy and
Thomas M. Trimbur
Date Posted: July 17, 200831 downloads
Continuous Time Model Estimation Sydney U. of Technology Finance and Economics Working Paper No. 138
Carl Chiarella
and
Shenhuai Gao
Date Posted: August 11, 2005252 downloads
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