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SSRN eLibrary Statistics:

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Abstracts: 484,677
Full Text Papers: 394,024
Authors: 226,879
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  Last 12 months: 		68,940

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To date: 66,000,865
Last 12 months: 11,189,348
Last 30 days: 1,046,661

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SSRN eLibrary Search Results
JEL Code: C13
356,019 Total downloads
Showing Papers 701 - 750 of 2,072
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Incl. Electronic Paper Forecasting Distress in European SME Portfolios
LSF Reseach Working Paper Series No 13-02
Dimitra Michala , Theoharry Grammatikos and Sara Ferreira Filipe
Universite du Luxembourg - Luxembourg School of Finance , Universite du Luxembourg - Luxembourg School of Finance and Luxembourg School of Finance
Date Posted: May 18, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Generalized Additive Modelling for Conditional Copulas
 Valérie Chavez-Demoulin and Thibault Vatter
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: May 16, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Optimal Estimation of a Large-Dimensional Covariance Matrix Under Stein's Loss
University of Zurich Department of Economics Working Paper No. 122
 Olivier Ledoit and Michael Wolf
University of Zurich and University of Zurich - Department of Economics Library
Date Posted: May 15, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper International Sales Modeling with Price and Trade Investment
 Jose M. Pinheiro
Universidade de Coimbra - Faculty of Economics
Date Posted: May 13, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper New Warrant Issues Valuation with Leverage and Noisy Equity Values
 Jean-Guy Simonato
HEC Montréal
Date Posted: May 12, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Black-Litterman in Continuous Time: The Case for Filtering
Quantitative Finance Letters, Forthcoming
 Mark Davis and Sebastien Lleo
Imperial College London and Reims Management School (RMS)
Date Posted: May 09, 2013
Accepted Paper Series
54 downloads

Incl. Electronic Paper European Asset Swap Spreads and the Credit Crisis
 Wolfgang Aussenegg , Lukas Götz and Ranko Jelic
Vienna University of Technology , UNIQA Finanz-Service GmbH and University of Birmingham Business School
Date Posted: May 08, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Testing Covariates in High Dimensional Regression
 Wei Lan , Hansheng Wang and Chih-Ling Tsai
Peking University - Guang Hua School of Management , Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Date Posted: May 05, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper A Square-Root T Hedging Rule for Nonstorable Products
 Jukka Sihvonen
University of Vaasa
Date Posted: May 03, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Foreign Institutional Investment, Volume and Volatility Spillover: Causalities and Asymmetries
 Sandip Chakraborty and Ashok Banerjee
S P Jain School of Global Management and Indian Institute of Management Calcutta
Date Posted: May 03, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Reducing the Impact of the Stock Price Movements on the Implied Parameters
 Nikolai Dokuchaev
Curtin University of Technology
Date Posted: April 29, 2013
Last Revised: May 15, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper GMM Estimation of Spatial Autoregressive Models with Moving Average Disturbances
 Suleyman Taspinar
CUNY The Graduate Center - Department of Economics
Date Posted: April 28, 2013
Last Revised: May 09, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Reduce Computation in Profile Empirical Likelihood Method
 Minqiang Li , Liang Peng and Yongcheng Qi
Bloomberg LP , Georgia Institute of Technology and University of Minnesota–Duluth
Date Posted: April 27, 2013
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Estimation of the Long‐Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends
Journal of Time Series Analysis, Vol. 34, Issue 3, pp. 285-301, 2013
 Adam McCloskey
Brown University - Department of Economics
Date Posted: April 26, 2013
Accepted Paper Series

Incl. Electronic Paper A New Linear Estimator for Gaussian Dynamic Term Structure Models
Bank of Canada Working Paper 2013-10
 Antonio Diez de los Rios
Bank of Canada
Date Posted: April 23, 2013
Last Revised: May 21, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper Structural-Break Models under Mis-specification: Implications for Forecasting
 Bonsoo Koo and Myung Hwan Seo
Monash University - Faculty of Business and Economics and London School of Economics & Political Science (LSE)
Date Posted: April 23, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Two-Step Estimation of Network-Formation Models with Incomplete Information
 Michael Leung
Stanford University
Date Posted: April 21, 2013
Last Revised: April 26, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Forecasting Using a Large Number of Predictors: Bayesian Model Averaging Versus Principal Components Regression
UNSW Australian School of Business Research Paper No. 2013-04
 Rachida Ouysse
University of New South Wales (UNSW)
Date Posted: April 15, 2013
Working Paper Series
82 downloads

Incl. Electronic Paper Estimating Bayesian Decision Problems with Heterogeneous Priors
 Stephen Hansen and Michael F. McMahon
Universitat Pompeu Fabra and University of Warwick - Faculty of Social Studies
Date Posted: April 13, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Multivariate Tweedie Lifetimes: The Impact of Dependence
UNSW Australian School of Business Research Paper No. 2013ACTL12
 Daniel H. Alai , Zinoviy Landsman and Michael Sherris
Australian School of Business at UNSW , University of Haifa, Department of Statistics and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: April 09, 2013
Last Revised: May 07, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Discovering the Universe: Measuring the Role of Finance Companies in the U.S. Economy
FEDS Working Paper No. 2013-13
 Lisa Chen , Kathleen Johnson and Arthur B. Kennickell
Federal Reserve Board , Board of Governors of the Federal Reserve - Division of Research and Statistics and Federal Reserve Board - Department of Research & Statistics
Date Posted: April 06, 2013
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks
Financial Review, Vol. 48, Issue 2, pp. 343-363, 2013
 Hossein Asgharian and Marcus Nossman
Lund University - Department of Economics and Lund University
Date Posted: April 05, 2013
Accepted Paper Series

Incl. Electronic Paper UNE REVUE DE LA LITTÉRATURE DES MODÈLES À FACTEURS DYNAMIQUES (Dynamic Factor Models: A Review of the Literature)
Banque de France Working Paper No. 430
 Karim Barhoumi , Olivier Darné and Laurent Ferrara
International Monetary Fund (IMF) , Banque de France and Banque de France
Date Posted: April 04, 2013
Working Paper Series
11 downloads

Incl. Fee Electronic Paper A Monte Carlo Procedure for Checking Identification in DSGE Models
CEPR Discussion Paper No. DP9411
 Vo Phuong Mai Le , Patrick Minford and Michael R. Wickens
Cardiff University - Cardiff Business School , Cardiff University Business School and University of Cardiff; Centre for Economic Policy Research (CEPR)
Date Posted: April 03, 2013
Working Paper Series

Incl. Electronic Paper Extreme Downside Liquidity Risk
 Stefan Ruenzi , Michael Ungeheuer and Florian Weigert
University of Mannheim - Department of International Finance , University of Mannheim and University of Mannheim
Date Posted: April 01, 2013
Working Paper Series
50 downloads

Incl. Electronic Paper Systemic Risk and Cross-Sectional Hedge Fund Returns
 Stephen J. Brown , Inchang Hwang , Francis Haeuck In and Tong Suk Kim
New York University - Stern School of Business , New York University Stern School of Business , Monash University - Department of Accounting and Finance and Korea Advanced Institute of Science and Technology (KAIST)
Date Posted: April 01, 2013
Last Revised: May 06, 2013
Working Paper Series
35 downloads

Aggregate Consumption Behaviour and Liquidity Constraints: The Canadian Evidence
Canadian Journal of Economics, Vol. 28, No. 4b, pp. 1135-115, November 1995
 Tony S. Wirjanto
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series

Testing the Permanent Income Hypothesis: The Evidence from Canadian Data
Canadian Journal of Economics, Vol. 24, No. 3, pp. 563-577, August 1991
 Tony S. Wirjanto
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series

Aggregate Consumption Behaviour with Time-Nonseparable Preferences and Liquidity Constraints
Applied Financial Economics, 1997, 7, 107-114
 Tony S. Wirjanto
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series

Exploring Consumption-Based Asset Pricing Model with Stochastic-Trend Forcing Processes
Applied Economics, 36:14, 1591-1597, 2004
 Tony S. Wirjanto
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series

An Empirical Investigation into The Permanent Income Hypothesis: Further Evidence from the Canadian Data
Applied Economics, 1996, 28, 1451-1461
 Tony S. Wirjanto
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series

Risk Function of Zellner's Extended Melo Estimators and Some Monte Carlo Results
Journal of Quantitative Economics, Vol. 16, No. 2, July 2001, 1-18
 Sukesh K. Ghosh and Tony S. Wirjanto
Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series

Asymmetric Stochastic Conditional Duration Model — A Mixture-of-Normal Approach
Journal of Financial Econometrics, Vol. 9, No. 3, 469-488, 2011
 Dinghai Xu , John Knight and Tony S. Wirjanto
Independent , University of Western Ontario - Department of Economics and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series

Incl. Electronic Paper Global Bonding: Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?
IMF Working Paper No. 12/298
 Tamim Bayoumi and Trung Thanh Bui
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: March 30, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper Estimation of Quarticity with High Frequency Data
Quantitative Finance, Vol. 12(4) (2012), pp. 607-622
 Maria Elvira Mancino and Simona Sanfelici
University of Florence - Department of Mathematics for Decisions and University of Parma - Facoltà di Economia
Date Posted: March 30, 2013
Last Revised: April 02, 2013
Accepted Paper Series
16 downloads

Incl. Electronic Paper Understanding Jumps in the High-Frequency VIX
 Inna Khagleeva
University of Illinois at Chicago
Date Posted: March 27, 2013
Working Paper Series
49 downloads

Incl. Electronic Paper Is Individual Job Performance Distributed According to a Power Law? A Review of Methods for Comparing Heavy-Tailed Distributions
 Seth M. Spain , P. D. Harms , Marcus Credé and Bradley Brummel
SUNY at Binghamton - School of Management , University of Nebraska at Lincoln , George Washington University - Department of Organizational Sciences and University of Tulsa
Date Posted: March 24, 2013
Last Revised: March 27, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Predictability Hidden by Anomalous Observations
Swiss Finance Institute Research Paper No. 13-05
 Lorenzo Camponovo , O. Scaillet and Fabio Trojani
University of St. Gallen , University of Geneva - HEC and Swiss Finance Institute
Date Posted: March 23, 2013
Working Paper Series
42 downloads

Incl. Electronic Paper Using Statistical Methods to Diagnose the Innovative Development of Siberian Regions
Region: Economics and Sociology, 2013, Vol. 2
 Maria Alexandrovna Kaneva and Galina Afanasjevna Untura
Institute of Economics and Industrial Organization, Novosibirsk and Russian Academy of Sciences (RAS) - Institute of Economics and Industrial Engineering, Siberia
Date Posted: March 23, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper Using Statistical Methods to Diagnose the Innovative Development of Siberian Regions
Region: Economic and Sociology, 2013, Vol. 2
 Maria Alexandrovna Kaneva and Galina Untura
Institute of Economics and Industrial Organization, Novosibirsk and Institute of Economics and Industrial Organization
Date Posted: March 23, 2013
Accepted Paper Series
8 downloads

Incl. Electronic Paper Estimating Obesity Rates in the Presence of Measurement Error
IZA Discussion Paper No. 7288
 Donal O'Neill and Olive Sweetman
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Date Posted: March 23, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Star Wars: The Empirics Strike Back
IZA Discussion Paper No. 7268
 Abel Brodeur , Mathias Lé , Marc Sangnier and Yanos Zylberberg
Paris School of Economics (PSE) , Paris School of Economics (PSE) , French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM) and CREI and Universitat Pompeu Fabra
Date Posted: March 23, 2013
Working Paper Series
39 downloads

Incl. Electronic Paper An Adaptive Truncated Product Method for Combining Dependent P-Values
Economics Letters, Forthcoming
 Xuguang Simon Sheng and Jingyun Yang
American University and Pennsylvania State University
Date Posted: March 23, 2013
Accepted Paper Series
7 downloads

Incl. Electronic Paper Let's Get Lade: Robust Estimation of Semiparametric Multiplicative Volatility Models
 Oliver B. Linton and Bonsoo Koo
University of Cambridge and Monash University - Faculty of Business and Economics
Date Posted: March 22, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Asymptotic Normality of the QMLEs in the EGARCH(1,1) Model
 Antonis Demos and Dimitra Kyriakopoulou
Athens University of Economics and Business and University of Piraeus - Department of Banking and Financial Management
Date Posted: March 21, 2013
Last Revised: April 10, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper Economic Uncertainty and the Cross-Section of Hedge Fund Returns
 Turan G. Bali , Stephen J. Brown and Mustafa O. Caglayan
Georgetown University - Robert Emmett McDonough School of Business , New York University - Stern School of Business and Ozyegin University
Date Posted: March 20, 2013
Working Paper Series
88 downloads

Incl. Electronic Paper Nonparametric Specification Testing in Nonlinear and Nonstationary Time Series Models: Theory and Practice
 Jia Chen , Jiti Gao , Degui Li and Zhengyan Lin
The University of Queensland , Monash University - Department of Econometrics & Business Statistics , Monash University and Zhejiang University
Date Posted: March 19, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Term Structure Dynamics with Macro Factors Using High Frequency Data
 Hwagyun Kim and Hail Park
Texas A&M University - Mays Business School and Bank of Korea
Date Posted: March 16, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper Default Risk for Bonds with a Make Whole Call Provision
 Olfa Maalaoui Chun
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance
Date Posted: March 11, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Financial Performance (FP) and Social Performance (SP): Critical View Through Cross Sectional Study on Citizens Firms
Global Advanced Research Journal of Management and Business Studies (ISSN: 2315-5086) Vol. 1(11) pp. 416-424, December, 2012
Bouguila Sihem II
Jazan University - College of Business Administration
Date Posted: March 10, 2013
Accepted Paper Series
15 downloads


 

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