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Authors: 227,018
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SSRN eLibrary Search Results
JEL Code: C14
280,519 Total downloads
Showing Papers 701 - 750 of 2,196
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Incl. Electronic Paper Systemic Risk Allocation for Systems with a Small Number of Banks
De Nederlandsche Bank Working Paper No. 378
Xiao Qin and Chen Zhou
Shanghai Jiao Tong University (SJTU) - Shanghai Jiao Tong University and De Nederlandsche Bank
Date Posted: May 23, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Identification in Auctions with Selective Entry
 Matthew L Gentry and Tong Li
London School of Economics and Political Science - Department of Economics and Vanderbilt University
Date Posted: May 23, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Quantifying Extreme Risks in Stock Markets: A Case of Former Yugoslavian States
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 26, No. 1, 2008, pp. 41-68,
 Sasa Zikovic
University of Rijeka - Faculty of Economics
Date Posted: May 22, 2013
Accepted Paper Series
1 downloads

Incl. Electronic Paper Global Financial Crisis and VaR Performance in Emerging Markets: A Case of EU Candidate States - Turkey and Croatia
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 27, No. 1, 2009, pp. 149-170,
 Sasa Zikovic and Bora Aktan
University of Rijeka - Faculty of Economics and Yasar University
Date Posted: May 22, 2013
Accepted Paper Series
3 downloads

Incl. Electronic Paper Asymmetric Information and Unobserved Heterogeneity in the Accident Insurance
MEA Discussion Paper No. 260-12
 Martin Spindler
Max Planck Institute for Social Law and Social Policy
Date Posted: May 18, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Measuring Risk of Crude Oil at Extreme Quantiles
Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 29, No. 1, 2011, pp. 9-31
 Sasa Zikovic
University of Rijeka - Faculty of Economics
Date Posted: May 18, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
UNSW Australian School of Business Research Paper No. 2012-09
 Seojeong Jay Lee
University of New South Wales - Australian School of Business - School of Economics
Date Posted: May 17, 2013
Working Paper Series
4 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
8 downloads

Incl. Electronic Paper Technical Efficiency of Commercial Banks in Malaysia: An Application of Window Data Envelopment Analysis
 Ahmad Nazri Wahidudin
Institute of Technology Brunei
Date Posted: May 12, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Obtaining and Predicting the Bounds of Realized Correlations
 Lidan Grossmass
University of Konstanz
Date Posted: May 10, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper An Empirical Analysis of Competitive Nonlinear Pricing
 Gaurab Aryal
Australian National University - Research School of Economics
Date Posted: May 10, 2013
Last Revised: May 11, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Filtered Market Statistics and Technical Trading Rules
 Z. George Yang
Flexible Plan Investments, Ltd.
Date Posted: May 05, 2013
Working Paper Series
135 downloads

Incl. Electronic Paper Default Risk Analysis in Micro, Small and Medium Enterprise
 Imam Wahyudi
University of Indonesia (UI) - Department of Management, Faculty of Economics
Date Posted: May 03, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper A Generalized Maximum Entropy Estimator to Simple Linear Measurement Error Model with a Composite Indicator
 Maurizio Carpita and Enrico Ciavolino
University of Brescia - Department of Economics and Management and Università del Salento, Dipartimento di Filosofia e Scienze Sociali
Date Posted: May 02, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper A Study of the Efficiency and Unbiasedness in NCDEX: A Case Study of Guar Gum
XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Tarun Kumar Soni and Harish K. Singla
National Institute of Financial Management and Government of India - National Institute of Financial Management (NIFM)
Date Posted: May 02, 2013
Working Paper Series
7 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 Measuring Bank Branch Performance Using Data Envelopment Analysis (DEA): The Case of Turkish Bank Branches
African Journal of Business Management, 5(3), 889–901. DOI: 10.5897/AJBM10.584 ,
Mehmet Hasan Eken and Süleyman Kale
Istanbul Commerce University and Ziraat Bank
Date Posted: April 26, 2013
Accepted Paper Series
22 downloads

Incl. Electronic Paper Non-Parametric Transformation Regression with Non-Stationary Data
 Oliver B. Linton and Qiying Wang
University of Cambridge and University of Sydney
Date Posted: April 23, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support
Tinbergen Institute Discussion Paper 13-061/III
 Cees G. H. Diks , V. Panchenko , Oleg Sokolinskiy and Dick J. C. van Dijk
University of Amsterdam - Faculty of Economics and Business (FEB) , University of Amsterdam - Center for Nonlinear Dynamics in Economics and Finance , Rutgers Business School - Newark and New Brunswick and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: April 23, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Labour Productivity and Technology Gap in European Regions: A Frontier Approach
 Andrea Filippetti and Antonio Peyrache
Italian National Research Council (CNR-ISSIRFA) and University of Queensland - School of Economics
Date Posted: April 23, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Handling Risk On/Risk Off Dynamics with Correlation Regimes and Correlation Networks
 Jochen Papenbrock and Peter Schwendner
PPI AG and Zurich University of Applied Sciences
Date Posted: April 21, 2013
Last Revised: May 22, 2013
Working Paper Series
278 downloads

Incl. Fee Electronic Paper Learning by Failing: A Simple VAR Buffer
Financial Markets, Institutions & Instruments, Vol. 22, Issue 2, pp. 113-127, 2013
 Christophe Boucher and Bertrand B. Maillet
University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and University of Orléans
Date Posted: April 20, 2013
Accepted Paper Series

Incl. Electronic Paper Effortless Perfection: Do Chinese Cities Manipulate 'Blue Skies?'
 Dalia Ghanem and Junjie Zhang
University of California, San Diego (UCSD) and University of California, San Diego
Date Posted: April 18, 2013
Working Paper Series
29 downloads

Incl. Fee Electronic Paper Productivity Growth, Human Capital, and Technology Spillovers: Nonparametric Evidence for EU Regions
CEPR Discussion Paper No. DP9425
 Harald Badinger , Peter Egger and Maximilian von Ehrlich
Vienna University of Economics and Business , ETH Zürich and Ludwig Maximilians University of Munich - Center for Economic Studies (CES)
Date Posted: April 16, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Estimation of Beauty Contest Auctions
 Hema Yoganarasimhan
University of California, Davis - Graduate School of Management
Date Posted: April 14, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Nonlinearities in Regional Growth: A Nonparametric Approach
 Marcos Sanso-Navarro and María Vera-Cabello
Universidad de Zaragoza and University of Zaragoza - Department of Economic Analysis
Date Posted: April 14, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper On the Phase Dependence in Time-Varying Correlations between Time-Series
Tinbergen Institute Discussion Paper 13-054/III
 Francisco Blasques
VU University Amsterdam
Date Posted: April 06, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Measuring Air and Water Pollution Over Time Using Stochastic Dominance
 Elettra Agliardi , Mehmet Pinar and Thanasis Stengos
University of Bologna - Department of Economics , Edge Hill University and University of Guelph - Department of Economics
Date Posted: April 03, 2013
Working Paper Series
10 downloads

Economic Reforms and Total Factor Productivity Growth of Indian Manufacturing: An Inter-State Analysis
 Arnab K. Deb and Subhash C. Ray
International Management Institute (IMI) and University of Connecticut - Department of Economics
Date Posted: April 03, 2013
Working Paper Series

Modeling the Leverage Effect with Copulas and Realized Volatility
Finance Research Letters 5 (2008) 221-227
 Cathy Ning , Tony S. Wirjanto and Dinghai Xu
Ryerson University , University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science and Independent
Date Posted: March 31, 2013
Accepted Paper Series

Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach
Finance Research Letters 6 (2009) 202–209,
Cathy Ning and Tony S. Wirjanto
Ryerson University and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series

Covariance Estimation and Dynamic Asset Allocation under Microstructure Effects via Fourier Methodology
“Financial Econometrics Modeling”, G. N. Gregoriou and R. Pascalau Eds., Palgrave-MacMillan, London, UK, 2011, pp. 3-32,
Simona Sanfelici and Maria Elvira Mancino
University of Parma - Facoltà di Economia and University of Florence - Department of Mathematics for Decisions
Date Posted: March 30, 2013
Accepted Paper Series

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 Multivariate Volatility Estimation with High Frequency Data Using Fourier Method
Handbook of Modeling High-Frequency Data in Finance, I. Florescu and F. Viens Eds., Wiley, New York, 2011
 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
20 downloads

Incl. Electronic Paper Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data
DIW Berlin Discussion Paper No. 1283
 Anne Neumann , Maria Nieswand and Torben Schubert
German Institute for Economic Research (DIW Berlin) , German Institute for Economic Research (DIW Berlin) and Fraunhofer Institut für Systemtechnik und Innovationsforschung
Date Posted: March 28, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper A Simple and Successful Method to Shrink the Weight
 Winfried Pohlmeier , Ruben R. Seiberlich and Selver Derya Uysal
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE) , University of Konstanz - Department of Economics and Institute for Advanced Studies (IHS)
Date Posted: March 24, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Estimation of Productivity in Korean Electric Power Plants: A Semiparametric Smooth Coefficient Model
IZA Discussion Paper No. 7277
 Almas Heshmati , Subal C. Kumbhakar and Kai Sun
Sogang University , State University of New York (SUNY) at Binghamton - Department of Economics and Aston University - Aston Business School
Date Posted: March 23, 2013
Working Paper Series
2 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 The Nexus between Natural Gas Spot and Futures Prices at NYMEX: What about Non-Linear Causality?
FCN Working Paper No. 17/2012
 Theologos Dergiades , Georgia Christofidou and Reinhard Madlener
International Hellenic University (IHU) , International Hellenic University (IHU) and RWTH Aachen University
Date Posted: March 21, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Evaluating the Efficiency of Turkish Banks: A Risk and Profitability Approach
Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 6, Issue 1, pp. 53-68, 2013
 Mehmet Hasan Eken and Süleyman Kale
Istanbul Commerce University and Ziraat Bankasi
Date Posted: March 21, 2013
Last Revised: April 03, 2013
Accepted Paper Series
18 downloads

Incl. Electronic Paper Iteration Capping for Discrete Choice Models Using the EM Algorithm
CentER Discussion Paper Series No. 2013-019
 Jan Kabatek
CentER, Tilburg University
Date Posted: March 20, 2013
Working Paper Series
3 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 A Joint Non-Parametric Approach to the Decomposition of Bond Yields and CDS Spreads: Application of Eurozone Market Data
Higher School of Economics Research Paper No. WP BPR 13/FE/2012
 Victor Lapshin and Marat Kurbangaleev
National Research University Higher School of Economics and National Research University Higher School of Economics
Date Posted: March 18, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Income Polarization in Brazil, 2001-2011: A Distributional Analysis Using PNAD Data
 Fabio Clementi and Francesco Schettino
Università degli studi di Macerata and Second University of Naples
Date Posted: March 13, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper Assessment of Efficiency in Basic and Secondary Education in Tunisia: A Regional Analysis
ISEG Economics Working Paper No. 6/2013/DE/UECE
Antonio Afonso , Mohamed Ayadi and Sourour Ramzi
Technical University of Lisbon - ISEG (School of Economics and Management) , Institut Supérieur de Gestion and institut supérieur de gestion de Tunis
Date Posted: March 09, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?
 Nikolaus Hautsch , Lada M. Kyj and Peter Malec
Humboldt-Universität zu Berlin , Humboldt University of Berlin and Humboldt Universität zu Berlin
Date Posted: March 05, 2013
Working Paper Series
86 downloads

Incl. Electronic Paper Is a Temporary Job Better than Unemployment? A Cross-Country Comparison Based on British, German, and Swiss Panel Data
SOEPpaper No. 543
 Michael Gebel
University of Mannheim - School of Social Sciences
Date Posted: March 05, 2013
Working Paper Series
42 downloads

Incl. Fee Electronic Paper Merger Cycles: A Frequency Domain Approach
Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 2, pp. 259-275, 2013
 Zafeira Kastrinaki and Paul Stoneman
Imperial College Business School and University of Warwick - Marketing & Strategic Management (MSM) Subject Group
Date Posted: March 05, 2013
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns
Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 2, pp. 307-321, 2013
 Antonio F. Galvao JR. , Gabriel Montes‐Rojas and Sung Yong Park
affiliation not provided to SSRN , affiliation not provided to SSRN and Chinese University of Hong Kong
Date Posted: March 05, 2013
Accepted Paper Series

Incl. Electronic Paper Econometrics of Buy-Price English Auctions
 Cheng Chou
University of Southern California - Department of Economics
Date Posted: February 25, 2013
Working Paper Series
4 downloads


 

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