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SSRN eLibrary Search Results
JEL Code: C12
325,614 Total downloads
Showing Papers 651 - 700 of 1,899
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A Note on Jointly Backtesting Models for Multiple Assets and Horizons
Forthcoming in Wilmott Magazine
David Ardia , Anas Guerrouaz and Lennart F. Hoogerheide
Laval University - Département de Finance et Assurance , Laval University - Département de Finance et Assurance and Vrije Universiteit Amsterdam - Dept. of Econometrics
Date Posted: February 13, 2016
Working Paper Series

Incl. Electronic Paper Exploring the Dependence between Mortality and Market Risks
Michel M. Dacorogna and Meitner Cadena
SCOR Switzerland and ESSEC Business School
Date Posted: February 11, 2016
Last Revised: February 12, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Asset Pricing Models in China Stock Market
Liu Tianshu and Jae-Seung Baek
Hankuk University of Foreign Studies and Hankuk University of Foreign Studies - Department of International Business
Date Posted: February 11, 2016
Working Paper Series
5 downloads

Incl. Fee Electronic Paper Using Split Samples to Improve Inference on Causal Effects
CEPR Discussion Paper No. DP11077
Marcel Fafchamps and Julien Labonne
Stanford University - Freeman Spogli Institute for International Studies and National University of Singapore (NUS) - Yale-NUS College
Date Posted: February 02, 2016
Working Paper Series

Incl. Electronic Paper Measuring the Contribution to Systemic Risk of Sectors in the United States, UK and Germany Using ΔCoVar
Thorsten Riedle
University of Kent, Canterbury, Kent Business School, Students
Date Posted: February 02, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Influencia De La Oferta De Actividades De Enoturismo En La Competitividad De Las Micro, Pequeñas Y Medianas Vinícolas De La Ruta Del Vino Del Valle De Guadalupe, B. C., México (Influence of Wine Tourism in the Competitiveness of Micro, Small and Medium-Sized Wineries in Guadalupe Valley, B. C., Mexico)
Revista Global de Negocios, v. 4 (1) p. 47-59, 2016
Lino Meraz Ruiz and Sonia Elizabeth Maldonado Radillo
Universidad Autónoma de Baja California (UABC) and Universidad Autónoma de Baja California (UABC)
Date Posted: February 01, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Restricción De Retorno Mínimo, Su Impacto En Los Fondos De Pensiones En Chile 2003-2014 (Minimum Return Constrain, Its Impact on Chilean Pension Funds 2003-2014)
Revista Internacional Administración & Finanzas, v. 9 (1) p. 1-13, 2016,
Renato Balbontín
Universidad Andrés Bello
Date Posted: January 30, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Performance of Chilean Pension Funds Investments Abroad 2010-2014
Global Journal of Business Research, v. 10 (1) p. 53-67
Renato Balbontín and Rodrigo H. Blanch Sr.
Universidad Andrés Bello and Universidad Andrés Bello
Date Posted: January 28, 2016
Accepted Paper Series
8 downloads

Incl. Electronic Paper Statistics and the Paperwork Reduction Act: An FTC Case Study
Fritz Scheuren

Date Posted: January 26, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Estimating the Parameters of the Vasicek Model with Aggregate Data and Serial Correlation
Matteo Buzzacchi and Jonathan J Forster
Barclays Investment Bank and University of Southampton
Date Posted: January 23, 2016
Working Paper Series
40 downloads

Incl. Electronic Paper A Sound Modelling and Backtesting Framework for Forecasting Initial Margin Requirements
Fabrizio Anfuso , Daniel Aziz , Paul Giltinan and Klearchos Loukopoulos
Credit Suisse Securities (Europe) Limited , Credit Suisse Securities (Europe) Limited , Quaternion Risk Management and Credit Suisse Securities (Europe) Limited
Date Posted: January 17, 2016
Working Paper Series
85 downloads

Incl. Electronic Paper Rejection Odds and Rejection Ratios: A Proposal for Statistical Practice in Testing Hypotheses
CESR-Schaeffer Working Paper No. 2016-002
Maestro Bayarri Jorge , Daniel J. Benjamin , James Berger and Thomas M. Sellke
University of Valencia , USC, Center for Economic and Social Research (CESR) , Duke University and Purdue University
Date Posted: January 13, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Ch. 1: Henny Penny vs. The King: On Seeking Damages Caused by the Falling Sky Epidemiology for the Mathematically Challenged & Arithmetically Averse
Barbara P. Billauer

Date Posted: January 08, 2016
Last Revised: January 18, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper The Henny-Penny Chronicles: Chapter 2
Barbara P. Billauer

Date Posted: January 07, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Empirical Analysis of the Causality between Indian and U.S. Stock Markets’ Conditional Volatility: Further Evidence
Capital Markets Review, 2012
Rakesh Kumar and Raj S. Dhankar
University of Delhi and Maharshi Dayanand University
Date Posted: January 03, 2016
Accepted Paper Series
10 downloads

Local Power of Consistent Tests for Serial Correlation Against Nearly Integrated, Nearly White Noise Process
Economics Letters, Vol. 107, No. 1, 2010
Ai Deng
Bates White Economic Consulting
Date Posted: December 31, 2015
Accepted Paper Series

Incl. Electronic Paper Is CPI Generated from Stationary Process? An Investigation on Unit Root Hypothesis of India's CPI
International Journal of Management and Commerce Innovation, Vol. 3, Issue 2, pp 329-335 (2015) ISSN 2348-7585 (Online)
Dr. Mohammad Naim Azimi Sr.
Vice Chancellor and Professor
Date Posted: December 28, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Impact of the Work Related Stress and Job Burnout in Private Educational Institutions and Universities
Rizwan Raheem Ahmed , Jolita Vveinhardt , Yaseen Ahmed Meeai and Tariq Jalees
Indus University , Lithuanian Sports University , University of Karachi - Institute of Business Administration (IBA) and Pakistan Air Force - Karachi Institute of Economics & Technology (PAFKIET)
Date Posted: December 27, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Testing for Error Cross-Sectional Independence in a Two-Way Error Components Panel Data Model
Guangyu Mao
School of Economics and Management, Beijing Jiaotong University
Date Posted: December 26, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Multivariate Trend Function Testing with Mixed Stationary and Integrated Disturbances
Journal of Multivariate Analysis, Forthcoming
Ke-Li Xu
Texas A&M University
Date Posted: December 26, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper Race-of-Victim Discrepancies in Homicides and Executions, Louisiana 1976-2015
Frank Baumgartner and Tim Lyman
University of North Carolina (UNC) at Chapel Hill and
Date Posted: December 23, 2015
Last Revised: December 24, 2015
Working Paper Series
18 downloads

Financial Development and International Trade in Ghana: An Empirical Study
Johnson Owusu-Amoako
Sacred Heart University
Date Posted: December 21, 2015
Working Paper Series

Incl. Electronic Paper A Comparative Study of NAV (Net Asset Value) Returns of Open-Ended and Close-Ended Mutual Funds in Pakistan
International Journal of Information, Business and Management, Vol. 7 No. 1 Feb., 2015, ISSN 2076-9202
Ahmad Nawaz , Imamuddin Khoso and Rizwan Raheem Ahmed
Principal Consultant , University of Sindh and Indus University
Date Posted: December 21, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper The Association between Auditor Switching and Audit Opinion in the Republic of Serbia
Finiz Conference, Belgrade, 2015
Nemanja Stanisic , Tijana Radojevic , Nenad Stanic and Danica Rajin
Singidunum University - Department for Business Economics , Singidunum University , Singidunum University and Singidunum University
Date Posted: December 18, 2015
Last Revised: December 20, 2015
Accepted Paper Series
31 downloads

Incl. Electronic Paper Cointegration and Causal Relationship between Exchange Rates and Stock Returns: A Study on Indian Context
Satish Batchu and K.V. Radha
Central University of Karnataka, School of Business Studies - Department of Economic Studies and Planning, Department of Commerce, Students and Central University of Karnataka, School of Business Studies - Department of Economic Studies and Planning, Department of Commerce, Students
Date Posted: December 14, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Race and the Construction of Evidence in Homicide Cases
Am J Crim Just (July 2014) 39:771–786,
Glenn L. Pierce , Michael Radelet , Chad Posick and Tim Lyman
Northeastern University - School of Criminology and Criminal Justice , University of Colorado at Boulder - Institute of Behavioral Sciences , Georgia Southern University and
Date Posted: December 13, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Optimal Level of Significance
Jae H. Kim and In Choi
La Trobe University and Sogang University
Date Posted: December 09, 2015
Last Revised: February 03, 2016
Working Paper Series
10 downloads

Impact of a Short Biostatistics Course on Knowledge and Performance of Postgraduate Scholars: Implications for Training of African Doctors and Biomedical Researchers
Niger J Clin Pract [serial online] 2015 [cited 2015 Dec 8];18, Suppl S1:62-70.
Sylvester C. Chima , Ntombifikile Marriane Nkwanyana and Tonya Marriane Esterhuizen
Nelson R Mandela School of Medicine & School of Public Health, University of KwaZulu-Natal , Independent and Independent
Date Posted: December 08, 2015
Accepted Paper Series

'Because I Want to Be Informed, to Be Part of the Decision-Making': Patients' Insights on Informed Consent Practices by Healthcare Professionals in South Africa
Niger J Clin Pract [serial online] 2015 [cited 2015 Dec 8];18, Suppl S1:46-56.
Sylvester C. Chima
Nelson R Mandela School of Medicine & School of Public Health, University of KwaZulu-Natal
Date Posted: December 08, 2015
Accepted Paper Series

Incl. Electronic Paper Identifying Structural Vars with a Proxy Variable and a Test for a Weak Proxy
FRB of Cleveland Working Paper No. 1528
Kurt Graden Lunsford
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: December 07, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Statistical Testing of DeMark Technical Indicators on Commodity Futures
Swiss Finance Institute Research Paper No. 15-56
Marco Lissandrin , Donnacha Daly and Didier Sornette
ETH Zurich , ETH Zurich and Swiss Finance Institute
Date Posted: December 06, 2015
Working Paper Series
399 downloads

Incl. Electronic Paper Predicting Chinese Stock Market Crashes
Sebastien Lleo and William T. Ziemba
NEOMA Business School and University of British Columbia (UBC) - Sauder School of Business
Date Posted: December 05, 2015
Working Paper Series
103 downloads

Incl. Electronic Paper Intra Industry Trade, Fiscal Policy and Terms of Trade of Pakistan: A Long Run Analysis Using ARDL Technique
Pakistan Journal of Humanities and Social Sciences (PJHSS), Jan-June 2016, Volume 4, No. 1, Pages 1-16
Fareeha Andleeb and Rahat Fatima
The Islamia University of Bahawalpur Pakistan and The Islamia University of Bahawalpur Pakistan
Date Posted: December 02, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Sale Forecasting of Merck Pharma Company Using ARMA Model
Research Journal of Finance and Accounting. ISSN 2222-1697 (Paper) ISSN 2222-2847 (Online), Vol. 6, No. 21, 2015
Ahmad Nawaz , Fouzia Nasir and Usman Aleem
Principal Consultant , Indus University and Pakistan Air Force - Karachi Institute of Economics & Technology (PAFKIET)
Date Posted: November 30, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper A CLT for Martingale Transforms with Infinite Variance
Stelios Arvanitis and Alexandros Louka
Athens University of Economics and Business - Department of Economics and Athens University of Economics and Business
Date Posted: November 23, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Martingale Transforms with Mixed Stable Limits and the QMLE for Conditionally Heteroskedastic Models
Stelios Arvanitis and Alexandros Louka
Athens University of Economics and Business - Department of Economics and Athens University of Economics and Business
Date Posted: November 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Saddle-Type Functionals for Continuous Processes with Applications to Tests for Stochastic Spanning
Stelios Arvanitis
Athens University of Economics and Business - Department of Economics
Date Posted: November 22, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Backtesting Value-at-Risk: A Generalized Markov Framework
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 15-18
Thor Pajhede
University of Copenhagen - Department of Economics
Date Posted: November 21, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper A Note on Mixed Stable Limit Theory for the OLSE and the Robustness of Subsampling Wald Tests
Stelios Arvanitis
Athens University of Economics and Business - Department of Economics
Date Posted: November 21, 2015
Last Revised: November 30, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Quasi ML Estimation of the Panel AR(1) Model with Additional Regressors
Hugo Kruiniger
Durham University
Date Posted: November 20, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Sharp Instrumental Inequalities: Testing IV Independence Assumption
Désiré Kédagni and Ismael Mourifie
University of Toronto - Department of Economics
Date Posted: November 19, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Strategic Liquidity Provision in a Limit Order Book
Julius Bonart and Martin David Gould
Imperial College London - Department of Mathematics and Imperial College London - Department of Mathematics
Date Posted: November 14, 2015
Last Revised: December 21, 2015
Working Paper Series
42 downloads

An Assessment of the Impacts of Training on Employee and Organizational Performance, a Case Study of Nigerian Oil and Gas Sector
Samuel Dare Ajayi and Samuel Oluwadare Ajayi
Independent and Independent
Date Posted: November 13, 2015
Working Paper Series

Incl. Electronic Paper Extreme Risk Interdependence
Bank of England Working Paper No. 563
Arnold Polanski and Evarist Stoja
University of East Anglia and University of Bristol
Date Posted: November 09, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Asymptotic Variance Approximations for Invariant Estimators in Uncertain Asset-Pricing Models
FRB Atlanta Working Paper No. 2015-9
Nikolay Gospodinov , Raymond Kan and Cesare Robotti
Federal Reserve Bank of Atlanta , University of Toronto - Rotman School of Management and Imperial College Business School
Date Posted: November 02, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Testing for Money Illusion Hypothesis in Aggregate Consumption Function: Mixed Data Sampling Approach
Kaiji Motegi and Akira Sadahiro
Waseda University - Faculty of Political Science and Economics and Faculty of Political Science and Economics, Waseda University
Date Posted: October 26, 2015
Last Revised: November 28, 2015
Working Paper Series
15 downloads

Relationship between Voluntary Disclosures and the Economic Cycle: Empirical Research Findings
Journal of Financial Management and Analysis, 28(1):2015(Jan-Jun 2015)
Raymond A.K. Cox , Han Donker and Ajit Dayanandan
Independent , University of Alaska Anchorage and University of Alaska Anchorage
Date Posted: October 17, 2015
Accepted Paper Series

Incl. Electronic Paper Single-Firm Event Studies, Securities Fraud, and Financial Crisis - Problems of Inference
Stanford Law Review, Forthcoming
Andrew C. Baker
Stanford University, Law School, Stanford University, School of Law, Student
Date Posted: October 16, 2015
Last Revised: December 02, 2015
Accepted Paper Series
44 downloads

Incl. Electronic Paper LM Tests for Shock Induced Asymmetries in Time Series
Thomas Nebeling and Nazarii Salish
University of Bonn - The Bonn Graduate School of Economics and University of Bonn - Bonn Graduate School of Economics
Date Posted: October 14, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper An Alternative Estimator for Industrial Gender Wage Gaps: A Normalized Regression Approach
IZA Discussion Paper No. 9381
Myeong-Su Yun and Eric S. Lin
Tulane University and National Tsing Hua University - Department of Economics
Date Posted: October 12, 2015
Working Paper Series
6 downloads


 

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