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JEL Code: C3
944,314 Total downloads
Showing Papers 701 - 750 of 6,204
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Dynamic Modelling of Large Dimensional Covariance Matrices
Valeri Voev
University of Aarhus - CREATES
Date Posted: May 09, 2006
Working Paper Series
283 downloads
Estimating High-Frequency Based (Co-) Variances: A Unified Approach
Ingmar Nolte
and
Valeri Voev
Warwick Business School - Finance Group - Financial Econometrics Research Centre
and
University of Aarhus - CREATES
Date Posted: July 26, 2007
Last Revised: June 12, 2008
Working Paper Series
283 downloads
Expected Budget Deficits and Interest Rate Swap Spreads - Evidence for France, Germany and Italy
Deutsche Bundesbank Discussion Paper No. 40/2004
Kirsten Heppke-Falk
and
Felix P. Hüfner
Deutsche Bundesbank
and
Organization for Economic Co-Operation and Development (OECD)
Date Posted: January 16, 2005
Working Paper Series
283 downloads
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
Thanchanok Khamkaew
,
Roengchai Tansuchat
,
Chia-Lin Chang
and
Michael McAleer
Chiang Mai University - Faculty of Economics
,
Maejo University - Faculty of Economics
,
National Chung Hsing University - Department of Applied Economics, Department of Finance
and
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: November 01, 2009
Working Paper Series
283 downloads
Nonlinear Dynamics of Interest Rate and Inflation
Bank of Finland Working Paper No. 21/2002
Markku Lanne
University of Helsinki - Department of Political and Economic Studies
Date Posted: January 27, 2003
Working Paper Series
283 downloads
Determinants of Liquidity in Open Electronic Limit Order Book Market
Santosh Kumar
Indira Gandhi Institute of Development Research (IGIDR)
Date Posted: November 25, 2004
Working Paper Series
282 downloads
Perceptions of Corruption in Ukraine: Are they Correct?
CERGE-EI Working Paper No. 176
Inna Cabelkova
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: November 09, 2001
Working Paper Series
282 downloads
Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data
CESifo Working Paper Series No. 1203
Stefan Mittnik and
Peter A. Zadrozny
University of Kiel - Institute of Statistics & Econometrics
and
U.S. Bureau of Labor Statistics - Department of Labor
Date Posted: July 12, 2004
Working Paper Series
281 downloads
Modelling and Forecasting Multivariate Realized Volatility
Journal of Applied Econometrics, Vol. 26, pp. 922-947, 2011
Roxana Halbleib-Chiriac
and
Valeri Voev
University of Konstanz
and
University of Aarhus - CREATES
Date Posted: September 03, 2008
Last Revised: October 25, 2011
Accepted Paper Series
281 downloads
Panel Cointegration Analysis of the Finance-Investment Link in OECD Countries
Document de travail de l'OFCE No. 2002-2
Florian Pelgrin
and
Sebastian Schich
Bank of Canada - Department of Monetary and Financial Analysis
and
Organisation for Economic Co-operation and Development (OECD)
Date Posted: May 16, 2002
Working Paper Series
281 downloads
The Emerging Market Crisis and Stock Market Linkages: Further Evidence
IEPR Working Paper No. 05.27
Cheng Hsiao ,
Zijun Wang
and
Jian Yang
University of Southern California - Department of Economics
,
Texas A&M University
and
University of Colorado Denver - The Business School
Date Posted: August 18, 2005
Working Paper Series
281 downloads
A Bayesian Analysis of a Variance Decomposition for Stock Returns
Sauder School of Business Working Paper
Burton Hollifield ,
Kai Li and
Gary Koop
Carnegie Mellon University - David A. Tepper School of Business
,
University of British Columbia (UBC) - Sauder School of Business
and
University of Leicester - Department of Economics
Date Posted: November 19, 2002
Working Paper Series
280 downloads
An Empirical Investigation of the Exchange Rate Pass-Through to Inflation in Tanzania
IMF Working Paper No. 06/150
Nkunde Mwase
International Monetary Fund (IMF)
Date Posted: July 26, 2006
Working Paper Series
280 downloads
Asymmetric Effect of Basis on Dynamic Futures Hedging: Empirical Evidence from Commodity Markets
Donald D. Lien and
Li Yang
University of Texas at San Antonio - College of Business - Department of Economics
and
University of New South Wales (UNSW) - School of Banking and Finance
Date Posted: February 18, 2007
Working Paper Series
280 downloads
Does Unemployment Steer Personal and Corporate Bankruptcies?
Review of Business and Economics, Forthcoming.
Harlan D. Platt ,
Sebahattin Demirkan and
Marjorie Platt
Northeastern University
,
Suffolk University - Sawyer School of Management
and
Northeastern University - Accounting Area
Date Posted: December 21, 2009
Last Revised: December 05, 2012
Accepted Paper Series
280 downloads
Scope for Credit Risk Diversification
IEPR Working Paper No. 05.18
M. Hashem Pesaran ,
Samuel Gregory Hanson
and
Til Schuermann
University of Southern California
,
Harvard Business School
and
Oliver Wyman
Date Posted: March 14, 2005
Working Paper Series
280 downloads
Forecasting Multivariate Time Series with Linear Restrictions using Constrained Structural State-space Models
Cornell University, Department of Economics, Working Paper No. 467
Gurupdesh S. Pandher
University of British Columbia - Faculty of Management
Date Posted: December 03, 1998
Working Paper Series
279 downloads
Market Liquidity as Dynamic Factors
Marc Hallin ,
Hugues Pirotte ,
Charles Mathias
and
David Veredas
ECARES, Universite Libre de Bruxelles
,
Université Libre de Bruxelles - Solvay Brussels School of Economics and Management
,
Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management
and
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Date Posted: February 02, 2009
Last Revised: November 01, 2009
Working Paper Series
279 downloads
Regulatory and Institutional Determinants of Credit Risk Taking and Bank's Default in Emerging Market Economies: A Two Step Approach
Journal of Emerging Market Finance, Vol. 5, No. 2, 2006
Christophe J. Godlewski
LaRGE Research Center (University of Strasbourg)
Date Posted: July 26, 2007
Accepted Paper Series
279 downloads
Time Varying Correlations between Stock and Bond Returns - Evidence from Russia
Kashif Saleem
Lappeenranta University of Technology - School of Business (LSB)
Date Posted: March 18, 2008
Last Revised: May 20, 2008
Working Paper Series
279 downloads
Bank's Default Modelisation and Regulatory Factors: An Application to Banks from Emerging Market Economies
Christophe J. Godlewski
LaRGE Research Center (University of Strasbourg)
Date Posted: September 14, 2004
Working Paper Series
278 downloads
CDXIG Index, VIX and the Swap Curve Slope: A Study in Cross-Market Statistical Arbitrage
Pavan Gadiraju
affiliation not provided to SSRN
Date Posted: October 07, 2008
Working Paper Series
278 downloads
Corporate Taxation and Multinational Activity
CESifo Working Paper Series No. 1773
Peter Egger ,
Simon Loretz
,
Michael Pfaffermayr and
Hannes Winner
Ifo Institute for Economic Research - International Trade and Foreign Direct Investment
,
University of Bayreuth
,
University of Innsbruck - Department of Economics
and
University of Salzburg - Department of Economics and Social Sciences
Date Posted: August 18, 2006
Working Paper Series
278 downloads
Measuring Externalities in Program Evaluation: Spillover Effects of a Women's Empowerment Programme in Rural India
Tinbergen Institute Discussion Paper No. TI 05-017/2
Wendy Janssens
VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: February 27, 2005
Working Paper Series
278 downloads
Volatility Transmission Models: A Survey
Revista de Economía Financiera, Forthcoming ,
Pilar Soriano and
Francisco J. Climent
University of Valencia - Department of Financial Economics
and
University of Valencia - Department of Financial Economics
Date Posted: September 20, 2006
Accepted Paper Series
278 downloads
Human Resources Turnover as an Asset Acquisition, Accumulation and Divesture Process
Maria Fotaki
,
Raphael N. Markellos and
Maria Mania
Athens University of Economics and Business
,
University of East Anglia (UEA) - Norwich Business School
and
Athens University of Economics and Business
Date Posted: January 10, 2009
Last Revised: June 14, 2009
Working Paper Series
276 downloads
Investment Under Uncertainty
Sergei Antoshin
George Washington University, School of Business
Date Posted: March 23, 2007
Working Paper Series
276 downloads
Minimum Wage Effects Across State Borders: Estimates Using Contiguous Counties
Institute for Research on Labor and Employment Working Paper Series No. iirwps-157-07
Arindrajit Dube ,
T. William Lester
and
Michael Reich
University of California, Berkeley - Institute for Research on Labor and Employment
,
University of California, Berkeley - Institute of Industrial Relations
and
University of California, Berkeley - Department of Economics
Date Posted: August 10, 2007
Working Paper Series
276 downloads
The Role of Currency Risk in Industry Cost of Capital
Bill B. Francis and
Delroy M. Hunter
University of South Florida - College of Business Administration
and
University of South Florida
Date Posted: September 07, 2004
Working Paper Series
276 downloads
VaR and Intra-Day Volatility Forecasting: The Case of the Athens Stock Exchange
Managerial Finance, 2006
Timotheos Angelidis
and
Stavros Antonios Degiannakis
University of Peloponnese - Department of Economics
and
University of Portsmouth
Date Posted: November 01, 2005
Accepted Paper Series
276 downloads
The Double Hurdle Model in the Presence of Fixed Costs
Cornell University, Applied Economics and Management Working Paper
Garth J. Holloway ,
Christopher B. Barrett and
Simeon K. Ehui
Consultative Group on International Agricultural Research (CGIAR) - International Livestock Research Institute (ILRI)
,
Cornell University - Charles H. Dyson School of Applied Economics & Management
and
Consultative Group on International Agricultural Research (CGIAR) - International Livestock Research Institute (ILRI)
Date Posted: January 06, 2003
Working Paper Series
275 downloads
The Effect of Cash Flow on Investment: An Empirical Test of the Balance Sheet Channel
Sveriges Riksbank Research Paper Series No. 59, Sveriges Riksbank Working Paper Series No. 228
Ola Melander
Stockholm School of Economics
Date Posted: October 12, 2009
Working Paper Series
275 downloads
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets
Thomas Busch ,
Bent Jesper Christensen and
Morten Ørregaard Nielsen
Danske Markets
,
University of Aarhus - Department of Economics
and
Queen's University (Canada) - Department of Economics
Date Posted: June 23, 2008
Working Paper Series
275 downloads
Monetary Policy Misspecification in VAR Models
Univ. Pompeu Fabra, Economics and Business Working Paper No. 420
Fabio Canova and
Joaquim Pires Pina
Universitat Pompeu Fabra - Department of Economics and Business (DEB)
and
affiliation not provided to SSRN
Date Posted: August 09, 2000
Working Paper Series
274 downloads
The Elusive Empirical Shadow of Growth Convergence
Cowles Foundation Discussion Paper No. 1398
Peter C. B. Phillips and
Donggyu Sul
Yale University - Cowles Foundation
and
University of Auckland - Department of Economics
Date Posted: March 03, 2003
Working Paper Series
274 downloads
Causal Linkages between Domestic Terrorism and Economic Growth
Thomas Gries
,
Tim Krieger
and
Daniel Meierrieks
University of Paderborn
,
Wilfried Guth Chair of Constitutional Political Economy and Competition Policy
and
University of Paderborn - Department of Economics
Date Posted: February 25, 2009
Last Revised: March 05, 2009
Working Paper Series
273 downloads
Disentangling Discrimination on Spanish Boards of Directors
Ruth Mateos de Cabo ,
Ricardo Gimeno
and
Lorenzo Escot
Universidad San Pablo CEU
,
Bank of Spain
and
Escuela Universitaria Estadística - Universidad Complutense de Madrid
Date Posted: March 04, 2008
Last Revised: February 26, 2009
Working Paper Series
273 downloads
Financial Integration of New EU Member States
ECB Working Paper No. 683
Lorenzo Cappiello ,
Arjan Kadareja
,
Bruno Gerard and
Simone Manganelli
European Central Bank (ECB)
,
European Central Bank (ECB)
,
Norwegian School of Management BI - Department of Financial Economics
and
European Central Bank (ECB)
Date Posted: November 09, 2006
Working Paper Series
273 downloads
Is the Market Being Fooled? An Error-Based Screen for Manipulation
Rosa M. Abrantes-Metz
and
Sumanth Addanki
Global Economics Group, LLC
and
NERA Economic Consulting
Date Posted: August 16, 2007
Working Paper Series
273 downloads
Mean-reversion Properties of Implied Volatilities
Florian Ielpo and
Guillaume Simon
University of Paris 1 Pantheon-Sorbonne - CERMSEM
and
University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: October 16, 2007
Last Revised: July 24, 2010
Working Paper Series
273 downloads
Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes
Swiss Finance Institute Research Paper No. 12-02
Vladimir Filimonov
and
Didier Sornette
Swiss Federal Institute of Technology Zurich (ETH Zurich)
and
Swiss Finance Institute
Date Posted: February 06, 2012
Working Paper Series
273 downloads
Alcohol Advertising Bans, Consumption, and Control Policies in Seventeen OECD Countries, 1975-2000
Jon P. Nelson
Pennsylvania State University - College of the Liberal Arts - Department of Economic
Date Posted: November 07, 2006
Working Paper Series
272 downloads
Assessing the Impact of US Subprime Crisis on Semdex: In Quest for a Change in Stock Market Interdependence
International Research Journal of Finance and Economics, No. 30, 2009
Indranarain Ramlall
University of Mauritius
Date Posted: April 15, 2010
Accepted Paper Series
272 downloads
Do Foreign Firms Crowd Out Domestic Firms? Evidence from the Czech Republic
Renáta Kosová
Cornell University - School of Hotel Administration
Date Posted: August 01, 2006
Last Revised: July 10, 2010
Working Paper Series
272 downloads
The Fundamental Law of Active Management: Time Series Dynamics and Cross-Sectional Properties
Zhuanxin Ding
Analytic Investors
Date Posted: June 19, 2010
Last Revised: May 05, 2011
Working Paper Series
272 downloads
The Link between R&D Subsidies, R&D Spending and Technological Performance
ZEW - Centre for European Economic Research Discussion Paper No. 04-056
Dirk Czarnitzki
and
Katrin Hussinger
Centre for European Economic Research (ZEW)
and
Universite du Luxembourg
Date Posted: August 12, 2004
Last Revised: August 14, 2008
Working Paper Series
272 downloads
Estimation of an International Capital Asset Pricing Model with Stocks and Government Bonds
Tom Arild Fearnley
Central Bank of Norway
Date Posted: June 30, 2004
Working Paper Series
271 downloads
Inflation, Output, and Stabilization in a High Inflation Economy: Turkey, 1980-2000
University of Illinois at Urbana-Champaign, College of Commerce and Business Administration, Office of Research Working Papers, No. 01-0112.
Aykut Kibritçioğlu and
Selahattin Dibooglu
Ankara University
and
University of Missouri at Saint Louis - Department of Economics
Date Posted: July 29, 2001
Working Paper Series
271 downloads
Potential GDP Growth in Venezuela: A Structural Time Series Approach
World Bank Policy Research Working Paper No. 2826
Mario A. Cuevas
affiliation not provided to SSRN
Date Posted: June 12, 2002
Working Paper Series
271 downloads
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models
Chang-Jin Kim and
Charles R. Nelson
Korea University
and
Dept of Economics
Date Posted: March 12, 1999
Working Paper Series
270 downloads
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