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Full Text Papers: 393,787
Authors: 226,737
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Last 12 months: 11,186,475
Last 30 days: 1,057,634

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SSRN eLibrary Search Results
JEL Code: C1
1,882,529 Total downloads
Showing Papers 6,551 - 6,600 of 8,582
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Incl. Electronic Paper Non-Parametric, Unconditional Quantile Estimation for Efficiency Analysis With an Application to Federal Reserve Check Processing Operations
FRB of St. Louis Working Paper No. 2005-027A
David C. Wheelock and Paul W. Wilson
Federal Reserve Bank of St. Louis - Research Division and Clemson University - John E. Walker Department of Economics
Date Posted: July 27, 2005
Working Paper Series
76 downloads

Incl. Electronic Paper Competitive Pricing Analysis in Mature & Evolving Markets: A Time Series Approach
Joy V. Joseph
Information Resources Inc
Date Posted: July 21, 2005
Working Paper Series
334 downloads

Incl. Electronic Paper Activity Autocorrelation in Financial Markets' a Comparative Study between Several Models
European Physical Journal, Vol. 38, pp. 671-677
Luigi Palatella , Josep Perelló , Miquel Montero and Jaume Masoliver
Universita di Pisa , University of Barcelona - Department of Physics , University of Barcelona - Department de Física Fonamental and University of Barcelona - Department of Physics
Date Posted: July 20, 2005
Accepted Paper Series
61 downloads

Incl. Electronic Paper How Damaging is Part-Time Employment to a Woman's Occupational Prospects?
IZA Discussion Paper No. 1648
Victoria L. Prowse
Cornell University - Department of Economics
Date Posted: July 20, 2005
Working Paper Series
56 downloads

Incl. Electronic Paper A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions
Cowles Foundation Discussion Paper No. 1522
Federico M. Bandi and Peter C. B. Phillips
University of Chicago - Booth School of Business and Yale University - Cowles Foundation
Date Posted: July 18, 2005
Working Paper Series
63 downloads

Incl. Electronic Paper A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations
Cowles Foundation Discussion Paper No. 1523
Peter C. B. Phillips and Jun Yu
Yale University - Cowles Foundation and Singapore Management University
Date Posted: July 18, 2005
Working Paper Series
127 downloads

Incl. Electronic Paper Latent Variable Approach to Modelling Dependence of Credit Risks: Application to French Firms and Implications for Regulatory Capital
HEC Montreal Working Paper No. CREF 05-01
Sandra Foulcher , Christian Gourieroux and André Tiomo
Banque de France , University of Toronto - Department of Economics and University of Paris 12 - Institut de Recherche en Gestion
Date Posted: July 18, 2005
Working Paper Series
166 downloads

Incl. Electronic Paper Nonlinear Innovations and Impulse Responses with Application to VaR Sensitivity
Les Cahiers du CREF of HEC Montréal Working Paper No. 03-08,
Christian Gourieroux and Joann Jasiak
University of Toronto - Department of Economics and York University - Department of Economics
Date Posted: July 18, 2005
Working Paper Series
114 downloads

Incl. Electronic Paper Spread Term Structure and Default Correlation
Les Cahiers du CREF of HEC Montréal Working Paper No. 03-02,
Patrick Gagliardini and Christian Gourieroux
University of Lugano and Swiss Finance Institute and University of Toronto - Department of Economics
Date Posted: July 18, 2005
Working Paper Series
214 downloads

Incl. Electronic Paper Unit Roots: Identification and Testing in Micro Panels
CEMMAP Working Paper No. CWP07/05
Stephen R. Bond , Céline Nauges and Frank Windmeijer
Nuffield College , National Institute for Agricultural Research (INRA) - Laboratoire d'Economie des Ressources Naturelles (LERNA) and University of Bristol - Department of Economics
Date Posted: July 18, 2005
Working Paper Series
101 downloads

Incl. Electronic Paper Portfolio Credit Risk with Extremal Dependence
Achal Bassamboo , Sandeep Juneja and Assaf Zeevi
Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS) , Tata Institute of Fundamental Research (TIFR) and Columbia Business School - Decision Risk and Operations
Date Posted: July 15, 2005
Working Paper Series
232 downloads

Incl. Electronic Paper Students and Teachers: A DEA Approach to the Relative Efficiency of Portuguese Public Universities
ISEG-UTL Economics Working Paper No. 07/2005/DE/CISEP
Antonio Afonso and Mariana Santos
Technical University of Lisbon - ISEG (School of Economics and Management) and Economic Research and Forecasting Department (DGEP)
Date Posted: July 12, 2005
Working Paper Series
197 downloads

Incl. Electronic Paper The Multi-State Latent Factor Intensity Model for Credit Rating Transitions
Tinbergen Institute Discussion Paper No. TI 05-071/4
Siem Jan Koopman , Andre Lucas and Andre A. Monteiro
VU University Amsterdam , VU University Amsterdam - Faculty of Economics and Business and Tinbergen Institute - Tinbergen Institute Amsterdam (TIA)
Date Posted: July 07, 2005
Working Paper Series
225 downloads

Monetary Policy, Composite Leading Economic Indicators, and Predicting the 2001 Recession
Journal of Forecasting, Vol. 23, pp. 463-477, 2004
Mehdi Mostaghimi
Southern Connecticut State University
Date Posted: July 06, 2005
Accepted Paper Series

Incl. Electronic Paper Evaluating the Impacts of Subsidies on Innovation Activities in Germany
ZEW - Centre for European Economic Research Discussion Paper No. 05-043
Reinhard Hujer and Dubravko Radic
University of Frankfurt and University of Frankfurt - Economics and Business Administration Area
Date Posted: July 05, 2005
Last Revised: August 19, 2008
Working Paper Series
100 downloads

Incl. Electronic Paper Cash Flow, Consumption Risk and Cross Section of Stock Returns
Zhi Da
University of Notre Dame - Mendoza College of Business
Date Posted: June 28, 2005
Working Paper Series
259 downloads

Incl. Electronic Paper Bahadur Representation for the Nonparametric M-Estimator Under alpha-mixing Dependence
Tinbergen Institute Discussion Papers No. TI 2005-067/4
Yebin Cheng and Jan G. De Gooijer
Tinbergen Institute - Tinbergen Institute Amsterdam (TIA) and University of Amsterdam - Department of Quantitative Economics (KE)
Date Posted: June 24, 2005
Working Paper Series
97 downloads

Incl. Electronic Paper Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation
Liuren Wu and Peter Carr
City University of New York, CUNY Baruch College - Zicklin School of Business and New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: June 24, 2005
Working Paper Series
2309 downloads

Incl. Electronic Paper Measuring Inflation Persistence: A Structural Time Series Approach
ECB Working Paper No. 495
Gerdie Everaert and Maarten Dossche
Ghent University - Department of Social Economics and National Bank of Belgium
Date Posted: June 23, 2005
Working Paper Series
254 downloads

Incl. Electronic Paper On Testing for Duration Clustering and Diagnostic Checking of Models for Irregularly Spaced Transaction Data
Les Cahiers du CREF of HEC Montreal Working Paper No. 03-05
Pierre Duchesne and Maria Pacurar
University of Montreal - Department of Mathematics and Statistics and Dalhousie University - School of Business Administration
Date Posted: June 23, 2005
Working Paper Series
91 downloads

Incl. Electronic Paper Cross-country Efficiency of Secondary Education Provision: A Semi-parametric Analysis with Non-discretionary Inputs
ECB Working Paper No. 494
Antonio Afonso and Miguel St. Aubyn
Technical University of Lisbon - ISEG (School of Economics and Management) and Technical University of Lisbon - ISEG (School of Economics and Management)
Date Posted: June 21, 2005
Working Paper Series
157 downloads

Incl. Electronic Paper A View into the Past - Efficient Validation of Default Probabilities
RiskNews, pp. 22-27, February 2005
Uwe Wehrspohn
Wehrspohn GmbH & Co. KG
Date Posted: June 20, 2005
Accepted Paper Series
198 downloads

Incl. Electronic Paper Towards Formal Ontologies for Technology Risk Measurement in the Banking Industry
Formal Ontologies Meet Industry (FOMI) 2005 Proceedings
Christian Cuske , Axel Korthaus , Stefan Seedorf and Peter Tomczyk
University of Mannheim - Department of Business Administration and Information Systems , University of Mannheim - Department of Business Administration and Information Systems , University of Mannheim - Department of Business Administration and Information Systems and University of Mannheim
Date Posted: June 20, 2005
Working Paper Series
350 downloads

Incl. Electronic Paper A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk
Tinbergen Institute Discussion Paper No. TI 05-060/4
Siem Jan Koopman , Andre Lucas and Robert Daniels
VU University Amsterdam , VU University Amsterdam - Faculty of Economics and Business and Bank of the Netherlands
Date Posted: June 17, 2005
Working Paper Series
175 downloads

Incl. Electronic Paper On the Impact of Heavy-Tailed Returns to Popular Risk Measures: Evidence from Global Indices
Fotios Harmantzis and Linyan Miao
FX Concepts and Stevens Institute of Technology
Date Posted: June 17, 2005
Working Paper Series
248 downloads

Incl. Electronic Paper The Nepalese Stock Market: Efficiency and Calendar Anomalies
Economic Review, Vol. 17, No. 17
Fatta Bahadur K.C.
Tribhuvan University
Date Posted: June 16, 2005
Accepted Paper Series
681 downloads

Incl. Electronic Paper Credit Risk Evaluation: Modeling - Analysis - Management
Center for Risk & Evaluation, 2002-2003
Uwe Wehrspohn
Wehrspohn GmbH & Co. KG
Date Posted: June 14, 2005
Accepted Paper Series
2311 downloads

Incl. Electronic Paper Modeling the 'Pseudodeductible' in Insurance Claims Decisions
Management Science, Forthcoming
Michael Braun , Peter Fader , Eric Bradlow and Howard Kunreuther
MIT Sloan School of Management , University of Pennsylvania - Marketing Department , University of Pennsylvania - Marketing Department and University of Pennsylvania - The Wharton School - Center for Risk Management
Date Posted: June 14, 2005
Accepted Paper Series
181 downloads

Incl. Electronic Paper The Latent Factor VAR Model: Testing for a Common Component in the Intraday Trading Process
University of Copenhagen Working Paper No. 2005/03
Nikolaus Hautsch
Humboldt-Universität zu Berlin
Date Posted: June 14, 2005
Working Paper Series
304 downloads

Incl. Electronic Paper Bayesian Methods for Improving Credit Scoring Models
Gunter Löffler , Peter N. Posch and Christiane Schone
University of Ulm - Department of Mathematics and Economics , University of Ulm and Independent
Date Posted: June 13, 2005
Last Revised: October 23, 2010
Working Paper Series
71 downloads

Incl. Electronic Paper Fleuriet's Rebuttal to 'Questioning Fleuriet's Model of Working Capital Management on Empirical Grounds'
Michel J. Fleuriet
University of Pennsylvania - The Wharton School
Date Posted: June 11, 2005
Working Paper Series
628 downloads

Incl. Electronic Paper Improved HAR Inference Using Power Kernels without Truncation
Cowles Foundation Discussion Paper No. 1513
Peter C. B. Phillips , Yixiao Sun and Sainan Jin
Yale University - Cowles Foundation , University of California, San Diego (UCSD) - Department of Economics and Peking University - Guang Hua School of Management
Date Posted: June 11, 2005
Working Paper Series
43 downloads

Incl. Electronic Paper Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process
IEPR Working Paper No. 05.23
Cheng Hsiao and Siyan Wang
University of Southern California - Department of Economics and University of Delaware - Economics
Date Posted: June 11, 2005
Working Paper Series
92 downloads

Incl. Electronic Paper Access to Infrastructure in Brazilian Dwellings: An Analysis for 1981/2002 (Infra-Estrutura dos Domicilios Brasileiros: Uma Analise para o Periodo 1981/2002)
IPEA Discussion Paper No. 1077
Kaizo I. Beltrao and Sonoe S. Pinheiro
National School of Statistics from the Brazilian Institute of Geography and Statistics - ENCE/IBGE and Universidade Federal do Rio de Janeiro (UFRJ)
Date Posted: June 10, 2005
Working Paper Series
48 downloads

A Finite Sample Correction for the Variance of Linear Efficient Two-Step GMM Estimators
Journal of Econometrics, Vol. 126, No. 1, pp. 25-51, May 2005
Frank Windmeijer
University of Bristol - Department of Economics
Date Posted: June 09, 2005
Accepted Paper Series

Incl. Electronic Paper Realized Range-Based Estimation of Integrated Variance
Journal of Econometrics, Vol. 141, No. 2, 2007
Kim Christensen and Mark Podolskij
University of Aarhus - CREATES and University of Heidelberg - Institute of Applied Mathematics
Date Posted: June 09, 2005
Last Revised: September 06, 2010
Accepted Paper Series
239 downloads

Reliable Inference for GMM Estimators? Finite Sample Properties of Alternative Test Procedures in Linear Panel Data Models
Econometric Reviews, Vol. 24, No. 1, pp. 1-37, 2005
Stephen R. Bond and Frank Windmeijer
Nuffield College and University of Bristol - Department of Economics
Date Posted: June 09, 2005
Accepted Paper Series

Incl. Electronic Paper Adaptive Estimation of the Regression Discontinuity Model
Yixiao Sun
University of California, San Diego (UCSD) - Department of Economics
Date Posted: June 08, 2005
Working Paper Series
45 downloads

Incl. Electronic Paper Are International Equity Markets Really Asymmetric?
Applied Financial Economics, Vol. 17, No. 5, 2007, IIIS Discussion Paper No. 40
Colm Kearney and Margaret Lynch
Monash University - Faculty of Business and Economics and University of Dublin - Institute for International Integration Studies (IIIS)
Date Posted: June 08, 2005
Last Revised: January 05, 2011
Accepted Paper Series
66 downloads

Incl. Electronic Paper Improving the Comparability of Insolvency Predictions (Verbesserung der Vergleichbarkeit von Schaetzgueteergebnissen von Insolvenzprognosestudien) (German version)
Dresden Economics Discussion Paper Series No. 08/05
Martin Bemmann
affiliation not provided to SSRN
Date Posted: June 08, 2005
Working Paper Series
763 downloads

Incl. Electronic Paper Volume and Skewness in International Equity Markets
Journal of Banking and Finance, Vol. 32, No. 7, 2008, IIIS Discussion Paper No. 43
Elaine Hutson , Colm Kearney and Margaret Lynch
Monash University - Dept of Accounting and Finance , Monash University - Faculty of Business and Economics and University of Dublin - Institute for International Integration Studies (IIIS)
Date Posted: June 08, 2005
Last Revised: February 26, 2009
Working Paper Series
146 downloads

Incl. Electronic Paper State Dependence in a Multi-State Model of Employment Dynamics
IZA Discussion Paper No. 1623
Victoria L. Prowse
Cornell University - Department of Economics
Date Posted: June 07, 2005
Working Paper Series
58 downloads

Incl. Electronic Paper Money - Inflation Nexus in Indonesia: Evidence from a P-Star Analysis
Tinbergen Institute Discussion Paper Series No. TI 05-054/4
Reza Anglingkusumo
Free University of Amsterdam
Date Posted: June 06, 2005
Working Paper Series
99 downloads

Incl. Electronic Paper Sign Tests for Dependent Observations and Bounds for Path-Dependent Options
Yale ICF Working Paper No. 05-19; Cowles Foundation Discussion Paper No. 1518
Rustam Ibragimov and Donald Brown
Harvard University - Department of Economics and Yale University - Cowles Foundation
Date Posted: June 06, 2005
Working Paper Series
156 downloads

Incl. Electronic Paper Stability of the Demand for Real Narrow Money in Indonesia: Evidence from the Pre and Post Asian Crisis Era
Tinbergen Institute Discussion Paper No. TI 2005-051/4
Reza Anglingkusumo
Free University of Amsterdam
Date Posted: June 06, 2005
Working Paper Series
127 downloads

Incl. Electronic Paper The Brazilian Currency Turmoil of 2002: A Nonlinear Analysis
Manuela Goretti
International Monetary Fund (IMF)
Date Posted: June 05, 2005
Working Paper Series
104 downloads

Incl. Electronic Paper Returns to Foreign Education: Yet Another But Different Cross Country Analysis
IZA Discussion Paper No. 1615
Max Gruetter
University of Zurich - Department of Economics Library
Date Posted: June 04, 2005
Working Paper Series
68 downloads

Incl. Electronic Paper Measuring Sectoral Diversification in an Asymptotic Multi-Factor Framework
Dirk Tasche
Bank of England - Prudential Regulation Authority
Date Posted: June 03, 2005
Last Revised: December 31, 2007
Working Paper Series
253 downloads

Incl. Electronic Paper Nonparametric Bounds on the Effect of Deductibles in Health Care Insurance on Doctor Visits - Swiss Evidence
IZA Discussion Paper No. 1616
Michael Gerfin and Martin Schellhorn
University of Bern and GSF - National Research Center for Environment and Health - Institute of Health Economics and Health Care Management (IGM)
Date Posted: June 03, 2005
Working Paper Series
85 downloads

Incl. Electronic Paper Equity Returns and Idiosyncratic Volatility: UK Evidence
Timotheos Angelidis and Nikolaos Tessaromatis
University of Peloponnese - Department of Economics and EDHEC Business School and EDHEC Risk Institute
Date Posted: June 02, 2005
Working Paper Series
199 downloads


 

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