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393,787
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226,737
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JEL Code: C1
1,882,529 Total downloads
Showing Papers 6,551 - 6,600 of 8,582
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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