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SSRN eLibrary Statistics:

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Abstracts: 489,519
Full Text Papers: 398,394
Authors: 228,766
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  Last 12 months: 		69,683

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To date: 66,757,919
Last 12 months: 11,228,952
Last 30 days: 844,040

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  Footnotes: 		78,859
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SSRN eLibrary Search Results
JEL Code: C53
367,323 Total downloads
Showing Papers 641 - 690 of 2,108
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Incl. Electronic Paper Nowcasting Inflation Using High Frequency Data
ECB Working Paper No. 1324
Michele Modugno
Université Libre de Bruxelles (ULB)
Date Posted: April 15, 2011
Working Paper Series
36 downloads

Incl. Electronic Paper Structural Reforms and Macroeconomic Performance in the Euro Area Countries: A Model-Based Assessment
ECB Working Paper No. 1323
 Sandra Gomes , Pascal Jacquinot , Matthias F. Mohr and Massimiliano Pisani
Bank of Portugal , European Central Bank (ECB) , European Central Bank (ECB) and Bank of Italy
Date Posted: April 13, 2011
Working Paper Series
27 downloads

Incl. Electronic Paper Fama French Factors and US Stock Return Predictability
 Ekaterini Panopoulou and Sotiria Plastira
University of Piraeus - Department of Statistics and Insurance Science and University of Piraeus - Department of Statistics and Insurance Science
Date Posted: April 12, 2011
Working Paper Series
148 downloads

Incl. Electronic Paper Forecasting VIX
Journal of Money, Investment and Banking, No. 4, 2008
 Stavros Antonios Degiannakis
University of Portsmouth
Date Posted: April 11, 2011
Accepted Paper Series
82 downloads

Incl. Electronic Paper Portfolio Allocation of Hedge Funds
 Benjamin Bruder , Serge Darolles , Abdul K. Koudiraty and Thierry Roncalli
affiliation not provided to SSRN , Université Paris-Dauphine - DRM-CEREG , affiliation not provided to SSRN and Universite d'Evry
Date Posted: April 10, 2011
Working Paper Series
312 downloads

Incl. Electronic Paper Forecasting the Polish Zloty with Non-Linear Models
 Michal Rubaszek , Pawel Skrzypczynski and Grzegorz Koloch
National Bank of Poland , National Bank of Poland and National Bank of Poland
Date Posted: April 08, 2011
Working Paper Series
18 downloads

Incl. Electronic Paper A Tangent Linear Approach in Technical Trading Strategy: The Use of Convexity Path in Stock Market Indices
Operational Research, Forthcoming
 Dionisis Philippas and Costas Siriopoulos
Joint Research Center of the European Commission and University of Patras - Business Administration
Date Posted: April 05, 2011
Last Revised: January 19, 2013
Accepted Paper Series
54 downloads

Incl. Electronic Paper Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions
Ruhr Economic Paper No. 243
 Ansgar Hubertus Belke and Christian Gokus
University of Duisburg-Essen - Department of Economics and University of Duisburg-Essen, Department of Economics
Date Posted: April 05, 2011
Working Paper Series
75 downloads

Incl. Electronic Paper Credit Crisis and the Price of Gold: Evidence from a Forecast Based Modified Granger Causality Model
 Pavan Gadiraju
affiliation not provided to SSRN
Date Posted: March 31, 2011
Working Paper Series
169 downloads

Incl. Electronic Paper Out-of-Sample Forecast Tests Robust to the Window Size Choice
Economic Research Initiatives at Duke Working Paper No. 94
 Barbara Rossi and Atsushi Inoue
Universitat Pompeu Fabra - ICREA and North Carolina State University - Department of Agricultural & Resource Economics
Date Posted: March 29, 2011
Accepted Paper Series
103 downloads

Incl. Electronic Paper Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?
Melbourne Institute Working Paper No. 1/11
 Chew Lian Chua , Sandy Suardi and Sarantis Tsiaplias
University of Melbourne - Melbourne Institute of Applied Economic and Social Research , La Trobe University and University of Melbourne - Melbourne Institute of Applied Economic and Social Research
Date Posted: March 27, 2011
Working Paper Series
65 downloads

Incl. Electronic Paper Volatility Patterns of CDs, Bond and Stock Markets Before and During the Financial Crisis: Evidence from Major Financial Institutions
DIW Berlin Discussion Paper No. 1107
 Ansgar Hubertus Belke and Christian Gokus
University of Duisburg-Essen - Department of Economics and University of Duisburg-Essen, Department of Economics
Date Posted: March 27, 2011
Working Paper Series
139 downloads

Incl. Electronic Paper Multiperiod Corporate Default Prediction - A Forward Intensity Approach
 Jin-Chuan Duan , Jie Sun and Tao Wang
National University of Singapore (NUS) - Business School and Risk Management Institute , Oversea-Chinese Banking Corporation Limited and National University of Singapore (NUS) - Department of Finance
Date Posted: March 26, 2011
Last Revised: May 18, 2012
Working Paper Series
179 downloads

Incl. Electronic Paper The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk
 Dobrislav Dobrev and Pawel Szerszen
Federal Reserve Board and Federal Reserve Board
Date Posted: March 24, 2011
Working Paper Series
56 downloads

Incl. Electronic Paper The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity
AFA 2012 Chicago Meetings Paper
 Gurdip Bakshi , George Panayotov and Georgios Skoulakis
University of Maryland - Robert H. Smith School of Business , Georgetown University - Robert Emmett McDonough School of Business and University of Maryland - Department of Finance
Date Posted: March 22, 2011
Working Paper Series
389 downloads

Incl. Electronic Paper Forecasting the Equity Risk Premium: The Role of Technical Indicators
 Christopher J. Neely , David Rapach , Jun Tu and Guofu Zhou
Federal Reserve Bank of St. Louis - Research Division , Saint Louis University - John Cook School of Business , Singapore Management University and Washington University in St. Louis - Olin School of Business
Date Posted: March 21, 2011
Last Revised: October 16, 2012
Working Paper Series
375 downloads

Incl. Electronic Paper The EAGLE: A Model for Policy Analysis of Macroeconomic Interdependence in the Euro Area
Bank of Italy Temi di Discussione (Working Paper) No. 770
 Sandra Gomes , Pascal Jacquinot and Massimiliano Pisani
Bank of Portugal , European Central Bank (ECB) and Bank of Italy
Date Posted: March 20, 2011
Working Paper Series
27 downloads

Incl. Electronic Paper Monetary Policy Analysis in Real-Time: Vintage Combination from a Real-Time Dataset
CESifo Working Paper Series No. 3372
 Carlo Altavilla and Matteo Ciccarelli
University of Naples Parthenope and European Central Bank (ECB)
Date Posted: March 19, 2011
Working Paper Series
27 downloads

Incl. Electronic Paper Unbiased Estimation of Dynamic Term Structure Models
Chicago Booth Research Paper No. 11-29, AFA 2012 Chicago Meetings Paper
 Michael D. Bauer , Glenn D. Rudebusch and Jing Cynthia Wu
Federal Reserve Banks - Federal Reserve Bank of San Francisco , Federal Reserve Bank of San Francisco and University of Chicago - Booth School of Business
Date Posted: March 18, 2011
Last Revised: August 10, 2011
Working Paper Series
153 downloads

Incl. Fee Electronic Paper Bayesian VARs: Specification Choices and Forecast Accuracy
CEPR Discussion Paper No. DP8273
 Andrea Carriero , Todd E. Clark and Massimiliano Giuseppe Marcellino
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research , Federal Reserve Bank of Cleveland and European University Institute
Date Posted: March 14, 2011
Working Paper Series
3 downloads

Incl. Electronic Paper Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach
 Yu-Chin Chen and Wen-Jen Tsay
University of Washington - Department of Economics and Academia Sinica - Institute of Economics
Date Posted: March 10, 2011
Last Revised: May 01, 2011
Working Paper Series
301 downloads

Incl. Electronic Paper Improving Forecasting Performance by Window and Model Averaging
CAMA Working Paper Series 05/2011
 Prasad S. Bhattacharya and Dimitrios D. Thomakos
Deakin University - School of Accounting, Economics and Finance and University of Peloponnese - School of Management and Economics
Date Posted: March 09, 2011
Working Paper Series
44 downloads

Incl. Electronic Paper Multivariate Time Series Model with Hierarchical Structure for Over-Dispersed Discrete Outcomes
 Nobuhiko Terui and Masataka Ban
Tohoku University - Graduate School of Economics & Management and Nihon University - College of Economics
Date Posted: March 09, 2011
Last Revised: May 08, 2012
Working Paper Series
49 downloads

Incl. Electronic Paper An Assessment of Proposed Changes to the Child Support Formula
Policy Quarterly, Vol. 7, No. 1, pp. 31-38, February 2011
 Stuart Birks
Massey University - College of Business
Date Posted: March 08, 2011
Accepted Paper Series
93 downloads

Incl. Electronic Paper An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
CIRANO Scientific Publication No. 2011s-22
 Marie-Claude Beaulieu , Lynda Khalaf , Maral Kichian and Jean-Marie Dufour
Laval University - Centre de recherche en économie et finance appliquée (CRÉFA) , Carleton University , Government of Canada - Bank of Canada and McGill University
Date Posted: March 07, 2011
Working Paper Series
21 downloads

Incl. Electronic Paper Measuring High-Frequency Causality between Returns, Realized Volatility and Implied Volatility
CIRANO Scientific Publication No. 2011s-27
 Jean-Marie Dufour , René Garcia and Abderrahim Taamouti
McGill University , EDHEC Business School and Universidad Carlos III de Madrid
Date Posted: March 07, 2011
Working Paper Series
111 downloads

Incl. Electronic Paper Statistical Surveillance of Volatility Forecasting Models
 Vasyl Golosnoy , Iryna Okhrin and Wolfgang Schmid
University of Kiel , affiliation not provided to SSRN and Europa-Universitaet Viadrina
Date Posted: March 07, 2011
Working Paper Series
99 downloads

Incl. Fee Electronic Paper Sectoral Survey-Based Confidence Indicators for Europe
Oxford Bulletin of Economics and Statistics, Vol. 73, No. 2, pp. 175-206, 2011
 Andrea Carriero and Massimiliano Giuseppe Marcellino
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research and European University Institute
Date Posted: March 01, 2011
Accepted Paper Series
2 downloads

Incl. Electronic Paper Forecasting the European Credit Cycle Using Macroeconomic Variables
 Florian Ielpo
University of Paris 1 Pantheon-Sorbonne - CERMSEM
Date Posted: March 01, 2011
Working Paper Series
105 downloads

Incl. Electronic Paper Density Forecasting with Time Varying Higher Moments - A Model Confidence Set Approach
 Anders Wilhelmsson
Lund University - Department of Economics
Date Posted: February 28, 2011
Working Paper Series
50 downloads

Incl. Electronic Paper Nowcasting Chinese GDP: Information Content of Economic and Financial Data
HKIMR Working Paper No. 04/2011
 Matthew S. Yiu and Kenneth K. Chow
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Hong Kong Institute for Monetary Research
Date Posted: February 28, 2011
Working Paper Series
46 downloads

Incl. Electronic Paper Simulating Fundamental Analysis of a Firm Using a VECX Model
 Jose Bonifacio De Araujo Jr. and Bernardus F. N. Van Doornik
University of Brasilia and Universidade de Brasilia
Date Posted: February 28, 2011
Working Paper Series
104 downloads

Application of Adaptive Neuro-Fuzzy Inference System in Interest Rates Effects on Stock Returns
Indian Journal of Computer Science and Engineering, Vol. 2, No. 1, 2011
 Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: February 27, 2011
Accepted Paper Series

Incl. Electronic Paper A Comparative Analysis of Correlation Approaches in Finance
 Gunter A. Meissner , Claudio Albanese , David Li and Edgar Lobackeskiy
affiliation not provided to SSRN , King's College London - Department of Mathematics , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: February 24, 2011
Working Paper Series
373 downloads

Incl. Electronic Paper Latent Fundamentals Arbitrage with a Mixed Effects Factor Model
 Andrei Salem Gonçalves , Robert Aldo Iquiapaza and Aureliano Angel Bressan
University of Wisconsin - Madison - Department of Finance, Investment and Banking , Federal University of Minas Gerais (UFMG) - Center for Post Graduation and Research in Administration (CEPEAD) and Federal University of Minas Gerais (UFMG) - Center for Post Graduation and Research in Administration (CEPEAD)
Date Posted: February 21, 2011
Last Revised: July 10, 2011
Working Paper Series
68 downloads

Incl. Electronic Paper Risk Management of Risk Under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
 Chia-Lin Chang , Juan-Angel Jiménez-Martin , Michael McAleer and Teodosio Perez Amaral
National Chung Hsing University - Department of Applied Economics, Department of Finance , Complutense University of Madrid , Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: February 21, 2011
Working Paper Series
791 downloads

Incl. Electronic Paper The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields
Swiss Finance Institute Research Paper No. 11-05
 Kun Guo , Wei-Xing Zhou , Si-Wei Cheng and Didier Sornette
Chinese Academy of Sciences (CAS) , East China University of Science and Technology - School of Business , Chinese Academy of Sciences (CAS) and Swiss Finance Institute
Date Posted: February 17, 2011
Working Paper Series
273 downloads

Incl. Electronic Paper What Explains Risk Premia in Crude Oil Futures?
Bank of Finland Research Discussion Paper No. 2/2011
 Marko Melolinna
Bank of Finland - Monetary Policy
Date Posted: February 17, 2011
Working Paper Series
71 downloads

Incl. Electronic Paper Does Decomposing Realized Volatility Help in Risk Prediction: Evidence from Chinese Mainland Stocks
 Yin Liao
Australian National University (ANU)
Date Posted: February 14, 2011
Working Paper Series
47 downloads

Incl. Electronic Paper Determinants of Investment and Policy Implications – With a Comparative Study of Investment Functions in the LINK Models
 Pingfan Hong
United Nations - Department of Economic and Social Affairs (DESA)
Date Posted: February 11, 2011
Working Paper Series
48 downloads

Incl. Electronic Paper An Alternative Bayesian Approach to Structural Breaks in Time Series Models
Tinbergen Institute Discussion Paper 11-023/4
 Sjoerd van den Hauwe , Richard Paap and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: February 10, 2011
Working Paper Series
106 downloads

Incl. Fee Electronic Paper Markov-Switching Midas Models
CEPR Discussion Paper No. DP8234
 Pierre Guérin and Massimiliano Giuseppe Marcellino
affiliation not provided to SSRN and European University Institute
Date Posted: February 09, 2011
Working Paper Series
5 downloads

Incl. Electronic Paper The Factor-Spline-GARCH Model for High- and Low-Frequency Correlations
Journal of Business and Economic Statistics, Vol. 30, No. 1, pp. 109-124, 2012
 Jose Gonzalo Rangel and Robert F. Engle
Goldman Sachs Group, Inc. - Global Investment Research and New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: February 07, 2011
Last Revised: May 06, 2012
Accepted Paper Series
179 downloads

Incl. Electronic Paper Modeling and Forecasting Realized Range Volatility
Marco Fanno Working Paper No. 128-2011
 Massimiliano Caporin and Gabriel G. Velo
University of Padova - Department of Economics and Management "Marco Fanno" and University of Padua - Department of Economics
Date Posted: February 06, 2011
Working Paper Series
67 downloads

Incl. Electronic Paper Non-Parametric Future Looking Value-at-Risk
 Anders Wilhelmsson and Marcus Nossman
Lund University - Department of Economics and Lund University
Date Posted: February 05, 2011
Last Revised: February 27, 2011
Working Paper Series
125 downloads

Incl. Electronic Paper Pricing Interest Rate Derivatives Under Different Interest Rate Modeling: A Critical and Empirical Comparison
Investment Management and Financial Innovations, Vol. 7, No. 2, 2010
 Antonio De Simone
University of Naples Federico II - Faculty of Economics
Date Posted: February 04, 2011
Accepted Paper Series
120 downloads

Incl. Electronic Paper A Spot Price's Model for Electricity in the Colombian Market Using Markov Chains and Mean Reversion - An Approach for Including the ENSO Effects on Prices
 Gonzalo Diaz-Hoyos Sr.
Oxbow
Date Posted: February 02, 2011
Last Revised: November 17, 2011
Working Paper Series
67 downloads

Incl. Electronic Paper Everything You Always Wanted to Know About Log Periodic Power Laws for Bubble Modelling But Were Afraid to Ask
European Journal of Finance, Forthcoming
 Petr Geraskin
National Research University Higher School of Economics
Date Posted: February 01, 2011
Accepted Paper Series
1027 downloads

Incl. Fee Electronic Paper Forecast Rationality Tests Based on Multi-Horizon Bounds
CEPR Discussion Paper No. DP8194
 Andrew J. Patton and Allan G. Timmermann
Duke University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: January 31, 2011
Working Paper Series
1 downloads

Incl. Electronic Paper Mutual Fund Ratings and Performance Persistence
 Pierre Hereil , Philippe Mitaine , Nicolas Moussavi and Thierry Roncalli
affiliation not provided to SSRN , affiliation not provided to SSRN , Lyxor Asset Management and Universite d'Evry
Date Posted: January 28, 2011
Working Paper Series
144 downloads


 

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