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Full Text Papers: 393,496
Authors: 226,618
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SSRN eLibrary Search Results
JEL Code: C2
1,124,371 Total downloads
Showing Papers 6,901 - 6,950 of 8,107
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Comovement in International Equity Markets: A Sectoral View
Journal of International Money and Finance, Forthcoming
W. Jos Jansen and Robert-Paul Berben
De Nederlandsche Bank and De Nederlandsche Bank - Monetary and Economic Policy Department
Date Posted: November 09, 2003
Accepted Paper Series

Incl. Electronic Paper Comovement in International Equity Markets: A Sectoral View

W. Jos Jansen and Robert-Paul Berben
De Nederlandsche Bank and De Nederlandsche Bank - Monetary and Economic Policy Department
Date Posted: November 09, 2003
Working Paper Series
211 downloads

Incl. Electronic Paper Diffusion of Information Technology, Internet Use and the Demand for Heterogeneous Labor
ZEW Discussion Paper No. 01-48
Martin Falk
Centre for European Economic Research (ZEW)
Date Posted: November 09, 2003
Working Paper Series
212 downloads

Incl. Electronic Paper The Influence of Globalization on Taxes and Social Policy - An Empirical Analysis for OECD Countries
University of Exeter Economics Discussion Paper
Axel Dreher
University of Heidelberg
Date Posted: November 05, 2003
Working Paper Series
221 downloads

Incl. Electronic Paper Why Do Countries Develop More Financially than Others?The Role of the Central Bank and Banking Supervision
Moneda y Credito, No. 216, 2003
Lucía Cuadro Sáez , Sonsoles Gallego Herrero and Alicia García-Herrero
Bank of Spain , Bank of Spain and BBVA Hong Kong Branch - International Finance Centre
Date Posted: November 05, 2003
Last Revised: August 25, 2009
Accepted Paper Series
51 downloads

Incl. Electronic Paper Eliciting Individual-Specific Discount Rates
University of Oregon Economics Working Paper No. 2003-10
Trudy Ann Cameron and Geoffrey R. Gerdes
University of Oregon - Department of Economics and Board of Governors of the Federal Reserve System
Date Posted: November 04, 2003
Working Paper Series
121 downloads

Incl. Electronic Paper Monetary Value Assessment of Clam Fishing Management Practices in the Venice Lagoon: Results from a Stated Choice Exercise
FEEM Working Paper No. 67.2003
Paulo A. L. D. Nunes , Luca Rossetto and A. T. de Blaeij
University of Padua - Dipartimento Territorio e Sistemi Agro Forestali (TeSAF) , Università degli Studi di Padova and University of Utrecht - Faculty of Geographical Sciences
Date Posted: October 31, 2003
Working Paper Series
81 downloads

Incl. Electronic Paper Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors
Nunzio Cappuccio and Diego Lubian
University of Padua - Department of Economics and Università degli Studi di Verona - Department of Economics
Date Posted: October 28, 2003
Working Paper Series
53 downloads

Incl. Electronic Paper Discrete versus Continuous State Switching Models for Portfolio Credit Risk
Tinbergen Institute Discussion Paper No. 2003-075/2
Pieter Klaassen and Andre Lucas
ABN-Amro Bank, The Netherlands and VU University Amsterdam - Faculty of Economics and Business
Date Posted: October 28, 2003
Working Paper Series
223 downloads

Incl. Electronic Paper A Comparison of Two Alternative Approaches to Modeling Level Shifts in the Presence of Outliers
Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics
Date Posted: October 27, 2003
Working Paper Series
47 downloads

Incl. Fee Electronic Paper Cointegration Analysis of Audit Pricing Model: A Panel Unit Root Test Approach
Journal of Business Finance & Accounting, Vol. 30, pp. 1141-1164, September 2003
W.L. Chou and Suk Yee Dominica Lee
Chinese University of Hong Kong (CUHK) - Department of Economics and affiliation not provided to SSRN
Date Posted: October 24, 2003
Accepted Paper Series
27 downloads

Incl. Electronic Paper The DCC-VARMA Model: A Simple Estimation Procedure of the Conditional Correlation Dynamics Parameters for Large Variance-Covariance Matrices
Valerio Potì
Dublin City University Business School
Date Posted: October 22, 2003
Working Paper Series
472 downloads

Incl. Fee Electronic Paper Properties of Optimal Forecasts
CEPR Discussion Paper No. 4037
Andrew J. Patton and Allan G. Timmermann
Duke University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: October 22, 2003
Working Paper Series
32 downloads

Incl. Electronic Paper Parental Separation and Well-Being of Youths
IZA Discussion Paper No. 894
Rainer Winkelmann
University of Zurich - Statistics and Empirical Economic Research
Date Posted: October 19, 2003
Working Paper Series
66 downloads

Incl. Electronic Paper Management Ownership and Firm's Value: An Empirical Analysis Using Panel Data
ISER Discussion Paper No. 593
Sang-Mook Lee and Keunkwan Ryu
Samsung - Samsung Research Institute of Finance and Seoul National University - School of Economics
Date Posted: October 18, 2003
Working Paper Series
434 downloads

Incl. Electronic Paper Partial Derivative Approach for Option Pricing in a Simple Stochastic Volatility Model
Miquel Montero
University of Barcelona - Department de Física Fonamental
Date Posted: October 18, 2003
Working Paper Series
233 downloads

Incl. Electronic Paper Liquidity: Persistence and Forecast in Open Electronic Limit Order Book Market

Santosh Kumar
Indira Gandhi Institute of Development Research (IGIDR)
Date Posted: October 18, 2003
Working Paper Series
292 downloads

Incl. Electronic Paper Determinants of Civil Rights Filings in Federal District Court by Jail and Prison Inmates
Harvard Law School, Public Law Working Paper No. 79; and KSG Working Paper No. RWP03-043
Anne Morrison Piehl and Margo Schlanger
Rutgers University - Department of Economics and University of Michigan Law School
Date Posted: October 17, 2003
Working Paper Series
91 downloads

Incl. Electronic Paper Testing for Seasonal Unit Roots with Temporally Aggregated Time Series
University of Aarhus Economics Working Paper No. 2003-16
Gabriel Pons
University of Aarhus - Department of Economics
Date Posted: October 16, 2003
Working Paper Series
51 downloads

Incl. Electronic Paper Holding Period Return-Risk Modeling: Ambiguity in Estimation
ERIM Report Series Reference No. ERS-2003-063-F&A
Winfried G. Hallerbach
Robeco Asset Management, Quantitative Strategies
Date Posted: October 15, 2003
Working Paper Series
357 downloads

Incl. Electronic Paper Holding Period Return-Risk Modeling: The Importance of Dividends
ERIM Report Series Reference No. ERS-2003-064-F&A
Winfried G. Hallerbach
Robeco Asset Management, Quantitative Strategies
Date Posted: October 15, 2003
Working Paper Series
354 downloads

Incl. Electronic Paper Oligopolistic Reaction to Foreign Investment in Discrete Choice Panel Data Models
IGIER Working Paper No. 243
Enrico Pennings and Carlo Altomonte
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Bocconi University - Department of Policy Analysis and Public Management
Date Posted: October 13, 2003
Working Paper Series
71 downloads

Incl. Electronic Paper Signal Extraction Can Generate Volatility Clusters From IID Shocks
Prasad V. Bidarkota and J. Huston Mcculloch
Florida International University (FIU) - Department of Economics and Ohio State University
Date Posted: October 12, 2003
Working Paper Series
64 downloads

Incl. Electronic Paper The Dynamics of Repeat Migration: A Markov Chain Analysis
IZA Discussion Paper No. 885
Amelie Constant and Klaus F. Zimmermann
Institute for the Study of Labor (IZA) and Institute for the Study of Labor (IZA)
Date Posted: October 12, 2003
Working Paper Series
131 downloads

Incl. Fee Electronic Paper Uncertainty and Company Investment Dynamics: Empirical Evidence for UK Firms
CEPR Discussion Paper No. 4025
Nicholas Bloom , Stephen R. Bond and John Van Reenen
Stanford University - Department of Economics , Nuffield College and London School of Economics - Centre for Economic Performance (CEP)
Date Posted: October 10, 2003
Working Paper Series
23 downloads

Incl. Electronic Paper Earnings Management in Response to Regulatory Price Review. A Case Study of the Political Cost Hypothesis in the Water and Electricity Sectors in England and Wales
Lancaster University Management School Working Paper No. LUMSWP2003/056
Wendy Beekes
Lancaster University - Department of Accounting and Finance
Date Posted: October 10, 2003
Working Paper Series
674 downloads

Incl. Electronic Paper Self-Employment among Immigrants: A Last Resort?
University of Aarhus Economics Working Paper No. 2003-13
Kraen Blume Jensen , Mette Ejrnaes , Helena Skyt Nielsen and Allan Wurtz
Amternes og Kommunernes Forskningsinstitut (AKF) , University of Copenhagen - Department of Economics , University of Aarhus - Business and Social Sciences and University of Aarhus - Department of Economics
Date Posted: October 09, 2003
Working Paper Series
74 downloads

Incl. Electronic Paper Estimating Probabilities of Patent Oppositions in a Bayesian Semiparametric Regression Framework
University of Munich SFB 386 Discussion Paper No. 325
Alexander Jerak and Stefan Wagner
University of Munich - Department of Statistics and ESMT European School of Management and Technology
Date Posted: October 09, 2003
Working Paper Series
217 downloads

Incl. Electronic Paper A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables
Michael P. Keane and Robert M. Sauer
Arizona State University (ASU) - Economics Department and University of London - Royal Holloway College
Date Posted: October 07, 2003
Last Revised: February 28, 2009
Working Paper Series
268 downloads

Technology, Automation, and Productivity of Stock Exchanges: International Evidence
Journal of Banking & Finance, Vol. 27, No. 9, September 2003
Markku Malkamäki , Iftekhar Hasan and Heiko Schmiedel
Evli Bank Plc , Fordham University and European Central Bank - Securities Settlement Systems Policy Division
Date Posted: October 05, 2003
Accepted Paper Series

Incl. Electronic Paper Temporal Aggregation of the Returns of a Stock Index Series
Umea Economic Studies Working Paper No. 614
Kurt Brannas
University of Umea - Department of Economics
Date Posted: October 03, 2003
Working Paper Series
73 downloads

Incl. Electronic Paper What is Hidden in the Fed's Model? The second Approximation

Dmitry V. Baryshevsky
Financial Analysis Group
Date Posted: October 03, 2003
Working Paper Series
250 downloads

A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility
Journal of Financial Econometrics, Vol. 1, No. 3, Winter 2003
Jeff Fleming and Chris Kirby
Rice University - Jesse H. Jones Graduate School of Business and UNC Charlotte - Belk College of Business
Date Posted: October 01, 2003
Accepted Paper Series

Incl. Electronic Paper A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility
Rice University and University of Texas at Dallas Working Paper
Jeff Fleming and Chris Kirby
Rice University - Jesse H. Jones Graduate School of Business and UNC Charlotte - Belk College of Business
Date Posted: October 01, 2003
Working Paper Series
866 downloads

Incl. Electronic Paper The Optimality and Overuse of Labour in Estonian Manufacturing Enterprises
IZA Discussion Paper No. 884; University of Tartu Economics & Business Administration Working Paper No. 20
Jaan Masso and Almas Heshmati
University of Tartu - Faculty of Economics and Business Administration and Sogang University
Date Posted: October 01, 2003
Working Paper Series
34 downloads

The Sensitivity of Machine Learning Techniques to Variations in Sample Size: A Comparative Analaysis
Digital Accounting Research, Vol. 2, No. 4, pp. 131-156, July-December 2002
Javier Andrés , Pedro Lorca Fernández and Elias F. Combarro
Universidad de Oviedo - Facultad de Economicas , University of Oviedo - Department of Accounting and Business Administration and Universidad de Oviedo
Date Posted: September 28, 2003
Accepted Paper Series

Incl. Electronic Paper Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets
University of Kent Economics Working Paper No. 03/01
Miguel A. Leon-Ledesma and Alex L. Ferreira
University of Kent, Canterbury - Department of Economics and University of Kent
Date Posted: September 23, 2003
Working Paper Series
268 downloads

Incl. Electronic Paper Decomposing Differences in the First Moment
IZA Discussion Paper No. 877
Myeong-Su Yun
Tulane University
Date Posted: September 18, 2003
Working Paper Series
81 downloads

Incl. Electronic Paper Volatility Puzzles: A Simple Framework for Gauging Return-Volatility Regression
FEDS Working Paper No. 2003-40
Hao Zhou and Tim Bollerslev
PBC School of Finance, Tsinghua University and Duke University - Finance
Date Posted: September 18, 2003
Working Paper Series
550 downloads

Incl. Electronic Paper Long Run Variance Estimation Using Steep Origin Kernels Without Truncation
Cowles Foundation Discussion Paper No. 1437
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: September 17, 2003
Working Paper Series
93 downloads

Incl. Electronic Paper Management Incentives, Signaling Effects and the Costs of Vertical Integration
IZA Discussion Paper No. 856
Dirk Sliwka
University of Cologne - Department of Business Administration and Human Resource Management
Date Posted: September 17, 2003
Working Paper Series
328 downloads

Incl. Electronic Paper The Forecast Quality of CBOE Implied Volatility Indexes
Olin School of Business Working Paper No. 2003-08-004
Charles J. Corrado and Thomas W. Miller Jr.
Deakin University - School of Accounting, Economics & Finance and Mississippi State University - College of Business
Date Posted: September 16, 2003
Working Paper Series
739 downloads

Incl. Electronic Paper Loafing or Learning? The Demand for Informal Education
IZA Discussion Paper No. 859
Rene Fahr
University of Paderborn
Date Posted: September 16, 2003
Working Paper Series
128 downloads

Incl. Fee Electronic Paper Exclusion Bias in Sample-Selection Model Estimators
Japanese Economic Review, Vol. 54, pp. 229-236, June 2003
M.J. Lee
Singapore Management University - School of Economics & Social Sciences
Date Posted: September 11, 2003
Accepted Paper Series
18 downloads

Incl. Electronic Paper Dynamic Optimal Capital Structure and Technological Change
ZEW Discussion Paper No. 03-06
Hans Lööf
affiliation not provided to SSRN
Date Posted: September 11, 2003
Working Paper Series
379 downloads

Bank Rate Rigidities and Asymmetric Adjustment: Evidence from selected OECD Countries
Greek Economic Review, Vol. 22, No. 1, Autumn 2003
George Donatos , Demetrios Moschos and Zacharias Bragoudakis
University of Athens - Department of Economics , University of Athens - Faculty of Economics and Bank of Greece
Date Posted: September 08, 2003
Accepted Paper Series

Incl. Electronic Paper Time Series Analysis of the Impact of Real Interest Rates on Stock Market Activity and Liquidity in Egypt: Co-integration and Error Correction Model Approach
International Journal of Business, Vol. 8, No. 3, 2003
Mohammed Omran
The Insurance Holding Company
Date Posted: September 07, 2003
Accepted Paper Series
759 downloads

Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives
International Journal of Forecasting, Forthcoming
Norman R. Swanson and Valentina Corradi
Rutgers University - Department of Economics and Queen Mary, University of London
Date Posted: September 07, 2003
Accepted Paper Series

Incl. Electronic Paper The Effect of Data Transformation on Common Cycle, Cointegration, and Unit Root Tests: Monte Carlo Results and a Simple Test
Norman R. Swanson and Valentina Corradi
Rutgers University - Department of Economics and Queen Mary, University of London
Date Posted: September 07, 2003
Working Paper Series
66 downloads

Incl. Electronic Paper Bootstrap Specification Tests for Diffusion Processes
Norman R. Swanson and Valentina Corradi
Rutgers University - Department of Economics and Queen Mary, University of London
Date Posted: September 07, 2003
Working Paper Series
60 downloads


 

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