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Full Text Papers: 493,735
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SSRN eLibrary Search Results
JEL Code: C51
427,364 Total downloads
Showing Papers 701 - 750 of 2,174
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Spot Volatility Estimation Using the Laplace Transform
Maria Elvira Mancino , Imma Valentina Curato and Maria Cristina Recchioni
University of Florence - Department of Economics and Management , University of Ulm and Università Politecnica delle Marche - Department of Management
Date Posted: March 04, 2015
Working Paper Series

Incl. Electronic Paper What Do Accruals Tell Us About Future Cash Flows?
Mary E. Barth , Greg Clinch and Doron Israeli
Stanford University - Graduate School of Business , University of Melbourne - Department of Accounting and Interdisciplinary Center (IDC) Herzliya - Arison School of Business
Date Posted: March 03, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Identification of Canonical Models for Vectors of Time Series: A Subspace Approach
Alfredo García-Hiernaux , José Casals and Miguel Jerez
Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics) , Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics) and Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics)
Date Posted: March 03, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model
Swiss Finance Institute Research Paper No. 15-08
Markus Leippold and Nikola Vasiljevic
University of Zurich - Department of Banking and Finance and University of Zurich
Date Posted: March 03, 2015
Last Revised: March 04, 2015
Working Paper Series
15 downloads

Causes-of-Death Mortality: What Do We Know on Their Dependence?
North American Actuarial Journal, 2015 Forthcoming
Severine Arnold (-Gaille) and Michael Sherris
University of Lausanne - Faculty of Business and Economics and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: March 02, 2015
Accepted Paper Series

Incl. Electronic Paper Macroeconomic Effects of Simultaneous Implementation of Reforms after the Crisis
Bank of Italy Temi di Discussione (Working Paper) No. 997
Andrea Gerali , Alessandro Notarpietro and Massimiliano Pisani
Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: February 28, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper A Dynamic Network Model of the Unsecured Interbank Lending Market
BIS Working Paper No. 491
Francisco Blasques , Falk Bräuning and Iman van Lelyveld
VU University Amsterdam , VU University Amsterdam and De Nederlandsche Bank
Date Posted: February 27, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Measuring Association via Lack of Co-Monotonicity: The LOC Index
Danang T. Qoyyimi and Ricardas Zitikis
Department of Statistical and Actuarial Sciences University of Western Ontario and University of Western Ontario - Department of Statistical and Actuarial Sciences
Date Posted: February 26, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Addressing Important Econometric Issues on How to Construct Theoretical Based Exchange Rate Misalignment Estimates
Emerson Fernandes Marçal , Diogo de Prince , Giovanni Tondin Merlin and Beatrice Zimmermann
Sao Paulo School of Economics - FGV , Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics , Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Date Posted: February 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper A Dynamic Network Model of the Unsecured Interbank Lending Market
De Nederlandsche Bank Working Paper No. 460
Francisco Blasques , Falk Bräuning and Iman van Lelyveld
VU University Amsterdam , VU University Amsterdam and De Nederlandsche Bank
Date Posted: February 25, 2015
Last Revised: February 26, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper A Double Correlated Three Factor Model for a Crude Oil Market
Gaetano Fileccia and Carlo Sgarra
Politecnico di Milano and Politecnico di Milano- Dipartimento di Matematica
Date Posted: February 24, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper A Proposed Model for Prediction of Industrial Sickness
Nisarg A. Joshi
Shri Chimanbhai Patel Institute of Management & Research
Date Posted: February 19, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Federico Bassetti , Roberto Casarin and Francesco Ravazzolo
University of Pavia , University Ca' Foscari of Venice - Department of Economics and Norges Bank
Date Posted: February 18, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Dif-in-Dif Estimators of Multiplicative Treatment Effects
Bank of Italy Temi di Discussione (Working Paper) No. 985
Emanuele Ciani and Paul Fisher
Bank of Italy and Bank of England
Date Posted: February 18, 2015
Working Paper Series
10 downloads

Incl. Fee Electronic Paper A Spectral EM Algorithm for Dynamic Factor Models
CEPR Discussion Paper No. DP10417
Gabriele Fiorentini , Alessandro Galesi and Enrique Sentana
Universita di Firenze - Dipartimento di Statistica , Centre for Monetary and Financial Studies (CEMFI) and Centro de Estudios Monetarios y Financieros (CEMFI)
Date Posted: February 17, 2015
Working Paper Series

Incl. Fee Electronic Paper Forecasting Inflation Using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey
CEPR Discussion Paper No. DP10419
Sumru Altug
Koc University - Department of Economics
Date Posted: February 17, 2015
Working Paper Series

Incl. Electronic Paper Time-Varying Linkage of the Possible Safe-Haven Assets: A Cross-Market and Cross-Asset Analysis
Phong Minh Nguyen and Wei-Han Liu
La Trobe University - Faculty of Business, Economics and Law and Alfaisal University
Date Posted: February 17, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Logarithmic Transformations in Cross Section Regression Models of the Long Run Relation between Market and Accounting Values
Roger J. Willett
University of Tasmania
Date Posted: February 14, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Partial Identification of State Dependence
Alexander Torgovitsky
Northwestern University - Department of Economics
Date Posted: February 14, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper The Missing Piece of the Puzzle: Liquidity Premiums in Inflation-Indexed Markets
Netspar Discussion Paper No. 02/2014-066
Joost Driessen , Theo Nijman and Zorka Simon
Tilburg University - Department of Finance , Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University
Date Posted: February 14, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage
Econometric Reviews, Forthcoming
Stanislav Anatolyev and Nikita Kobotaev
New Economic School and Independent
Date Posted: February 11, 2015
Accepted Paper Series
20 downloads

Incl. Electronic Paper Asymptotics for Parametric GARCH-in-Mean Models
University of Heidelberg, Department of Economics, Discussion Paper No. 579
Christian Conrad and Enno Mammen
University of Heidelberg - Faculty of Economics and Social Studies and University of Mannheim - Department of Economics
Date Posted: February 10, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects
Xun Lu and Liangjun Su
HKUST and Singapore Management University
Date Posted: February 09, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Debt and Financial Market Contagion
UNSW Business School Research Paper No. 2015-02
Cody Yu-Ling Hsiao and James Morley
University of New South Wales (UNSW) and University of New South Wales
Date Posted: February 09, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area
Xiaoshan Chen , Tatiana Kirsanova and Campbell Leith
University of Stirling , University of Glasgow and University of Glasgow - Department of Economics
Date Posted: February 07, 2015
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Analyzing Comovements in Housing Prices Using Vine Copulas
Economic Inquiry, Vol. 53, Issue 2, pp. 1156-1169, 2015
David M. Zimmer
Western Kentucky University - Department of Economics
Date Posted: February 07, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Financial Frictions in Data: Evidence and Impact
IMF Working Paper No. 14/238
Marzie Taheri Sanjani
International Monetary Fund (IMF)
Date Posted: February 06, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Exit Dynamics of Start-Up Firms: Does Profit Matter?
CESifo Working Paper Series No. 5172
Rolf Golombek and Arvid Raknerud
University of Oslo - Frisch Centre and Statistics Norway - Research Department
Date Posted: February 04, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Socio-Economic Impact of Remittances from Italy: An Empirical Study of Rural Household Head Relation to the Migrant in Bangladesh
International Journal of Management Sciences and Business Research, 2014 ISSN (2226-8235) Vol-3, Issue 12
Kazi Abdul Mannan and Khandaker Mursheda Farhana
Southern Cross University, Australia and Migration Research, Development and Society of Bangladesh
Date Posted: February 03, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Maximal Tail Dependence Path of the Gaussian Copula is Diagonal
Edward Furman , Alexey Kuznetsov , Jianxi Su and Ricardas Zitikis
York University - Department of Mathematics and Statistics , York University , York University - Department of Mathematics & Statistics and University of Western Ontario - Department of Statistical and Actuarial Sciences
Date Posted: February 02, 2015
Last Revised: February 05, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Innovation and Smes Patent Propensity in Korea
IZA Discussion Paper No. 8790
Junghee Han and Almas Heshmati
Chonnam National University and Sogang University
Date Posted: January 31, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Better Investing Through Factors, Regimes and Sensitivity Analysis
Cristian Homescu
Independent
Date Posted: January 30, 2015
Working Paper Series
439 downloads

The Properties of Realized Correlation: Evidence from the French, German and Greek Equity Markets
The Quarterly Review of Economics and Finance, Vol. 50, pp. 273-290, 2010

Date Posted: January 29, 2015
Accepted Paper Series

Incl. Electronic Paper Evidence of Stock Returns and Abnormal Trading Volume: A Quantile Regression Approach
Cathy W. S. Chen , Mike K. P. So and Thomas Chinan Chiang
Feng Chia University - Department of Statistics , Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management and Drexel University - Department of Finance
Date Posted: January 28, 2015
Working Paper Series
34 downloads

Dependence Structure between the Equity Market and the Foreign Exchange Market – A Copula Approach
Journal of International Money and Finance, Vol. 20, 2010
Cathy Ning
Ryerson University
Date Posted: January 26, 2015
Accepted Paper Series

Is Volatility Clustering of Asset Returns Asymmetric?
Journal of Banking and Finance, Vol. 52, 2015
Cathy Ning , Dinghai Xu and Tony S. Wirjanto
Ryerson University , Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: January 26, 2015
Accepted Paper Series

Incl. Electronic Paper Comparing Dynamic Equilibrium Economies to Data: A Bayesian Approach
FRB Atlanta Working Paper Series No. 2001-23a
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Duke University - Department of Economics
Date Posted: January 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper The Conception of Global Macroeconomic Spherical Model (全球宏观经济球体模型的构想)
Cheng Rui Sheng Sr.
Columbia University
Date Posted: January 25, 2015
Last Revised: January 27, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Hedge Fund Replication: A Model Combination Approach
Michael S. O'Doherty , N. Eugene Savin and Ashish Tiwari
University of Missouri at Columbia - Department of Finance , University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Date Posted: January 25, 2015
Working Paper Series
52 downloads

Incl. Electronic Paper Risk, Uncertainty, and Profit for the Cyber Era: Model Risk Management of Cyber Insurance Models Using Quantitative Finance and Advanced Analytics
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 23, 2015
Last Revised: February 05, 2015
Working Paper Series
83 downloads

Incl. Electronic Paper How Robust Is Robust Covariance? Evidence from International Portfolio Selection
Tsung-Wu Ho
Shih Hsin University
Date Posted: January 23, 2015
Working Paper Series
33 downloads

Incl. Fee Electronic Paper Austerity in 2009-2013
CEPR Discussion Paper No. DP10347
Alberto F. Alesina , Omar Barbiero , Carlo A. Favero , Francesco Giavazzi and Matteo Paradisi
Harvard University - Department of Economics , Harvard University , Bocconi University - Department of Finance , Bocconi University - Department of Economics and Harvard University
Date Posted: January 23, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper A White Paper on Equity Market Valuation Index
Jay Desai
Shri Chimanbhai Patel Institute of Management & Research
Date Posted: January 20, 2015
Working Paper Series
46 downloads

Incl. Electronic Paper Real-World and Risk-Neutral Probabilities in the Regulation on the Transparency of Structured Products
ESMA Working Paper n. 1 2015
Luca Giordano and Giovanni Siciliano
IOSCO (International Organization of Securities Commissions) and CONSOB (Commissione Nazionale per le Società e la Borsa)
Date Posted: January 19, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Dynamic Corporate Capital Structure Behavior: Empirical Assessment in the Light of Heterogeneity and Non Stationarity
Quaderni - Working Paper DSE N° 988,
Maria Elena Bontempi , Laura Bottazzi and Roberto Golinelli
University of Bologna - Department of Economics , Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research and University of Bologna - Department of Economics
Date Posted: January 19, 2015
Working Paper Series
40 downloads

Incl. Electronic Paper Stochastic Simulation Framework for the Limit Order Book Using Liquidity Motivated Agents
Efstathios Panayi and Gareth William Peters
University College London - Financial Computing and Analytics Group, Department of Computer Science and University College London - Department of Statistical Science
Date Posted: January 19, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Transparency Regime Initiatives and Liquidity in the CDS Market
Andras Fulop and Laurence Lescourret
ESSEC Business School and ESSEC Business School
Date Posted: January 18, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Optimal Order Display in Limit Order Markets with Liquidity Competition
Gökhan Cebiroglu and Ulrich Horst
University of Vienna, Faculty of Business and Economics and Humboldt University of Berlin
Date Posted: January 16, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper The Alpha and Beta of Private Equity Investments
Axel Buchner
University of Passau
Date Posted: January 16, 2015
Working Paper Series
75 downloads

Incl. Electronic Paper Lambda Value at Risk: A New Backtestable Alternative to VaR
Asmerilda Hitaj and Ilaria Peri
University of Milan, Bicocca - Dipartimento di Statistica e Metodi Quantitativi and ESC Rennes School of Business
Date Posted: January 16, 2015
Working Paper Series
81 downloads


 

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