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SSRN eLibrary Statistics:

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Abstracts: 587,841
Full Text Papers: 488,128
Authors: 272,030
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  Last 12 months:
63,251

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To date: 82,555,351
Last 12 months: 10,306,150
Last 30 days: 850,525

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Total References: 9,075,784
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  Footnotes:
94,545
Total Footnotes: 9,190,269


SSRN eLibrary Search Results
JEL Code: C51
422,633 Total downloads
Showing Papers 701 - 750 of 2,142
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Incl. Electronic Paper Better Investing Through Factors, Regimes and Sensitivity Analysis
Cristian Homescu
Independent
Date Posted: January 30, 2015
Working Paper Series
6 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
9 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
3 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
11 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
31 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: January 28, 2015
Working Paper Series
14 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
21 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

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
27 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
17 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
22 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
10 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
15 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
23 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
31 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
35 downloads

Incl. Electronic Paper Quality Ratings and Premiums in the Medicare Advantage Market
Ian M. McCarthy and Michael Darden
Emory University - Department of Economics and Tulane University - Department of Economics
Date Posted: January 14, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Evolution of Russia's Political Party System Under the Influence of Social Conformity: 1993-2011
Stephen Coleman
Metropolitan State University
Date Posted: January 12, 2015
Working Paper Series
5 downloads

Higher Education Institutions’ Costs and Efficiency: Taking the Decomposition a Further Step
Economics of Education Review, Vol. 28, No. 1, 2009
Geraint Johnes and Jill Johnes
Lancaster University - Management School and University of Huddersfield
Date Posted: January 10, 2015
Accepted Paper Series

The Efficiency of Public Schools: The Case of Kuwait
Nadeem A. Burney , Jill Johnes , Mohammed Al-Enezi & Marwa Al-Musallam (2013) The efficiency of public schools: the case of Kuwait, Education Economics, 21:4, 360-379
Nadeem A. Burney , Jill Johnes , Mohammed Al-Enezi and Marwa Al-Musallam
Kuwait Institute for Scientific Research , University of Huddersfield , Independent and Independent
Date Posted: January 10, 2015
Accepted Paper Series

Incl. Electronic Paper Estimation of Value-at-Risk with Minimal Specification Error
Kian Guan Lim , Hao Cheng and Nelson Yap
Singapore Management University , Singapore Management University and Singapore Management University
Date Posted: January 05, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Asymmetric Stochastic Volatility Models: Properties and Estimation
Xiuping Mao , Esther Ruiz , Helena Veiga and Veronika Czellar
Universidad Carlos III de Madrid - Department of Statistics , Universidad Carlos III de Madrid - Department of Statistics and Econometrics , Universidad Carlos III de Madrid - Department of Statistics and Econometrics and EMLYON Business School
Date Posted: January 03, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Household Unit Analysis of Remittance Determinants from Italy to Bangladesh: A Study of Shariatpur District, Vogeshore Union
RJSSM, Volume. 4, Number 9, January 2015
Kazi Abdul Mannan and Khandaker Mursheda Farhana
Southern Cross University, Australia and Migration Research, Development and Society of Bangladesh
Date Posted: January 02, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Optimal Aggregate Consumption for Economic Growth
Wilson N. Sy
Investment Analytics
Date Posted: December 31, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Systemic Risk and Policy Interventions. The Role of Bank Risk Profile
Simona Mutu
Babes-Bolyai University - Faculty of Economics and Business Administration
Date Posted: December 27, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Comprehensive Time-Series Regression Models Using Gretl — U.S. GDP and Government Consumption Expenditures & Gross Investment from 1980 to 2013
Juehui Shi
State University of New York (SUNY) at Buffalo - School of Management - Department of Operations Management and Strategy
Date Posted: December 21, 2014
Last Revised: January 08, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Forecasting of the Convexity Adjustment and the Short Rate Based on the Inference from the CIR Model
Lin-Yee Hin and Nikolai Dokuchaev
Department of Mathematics & Statistics, Curtin University and Curtin University of Technology - Department of Mathematics and Statistics
Date Posted: December 18, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Efficient XVA Management: Pricing, Hedging, and Allocation Using Trade-Level Regression and Global Conditioning
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: December 18, 2014
Last Revised: December 23, 2014
Working Paper Series
46 downloads

Aid and Income: Another Time-Series Perspective
UNU-WIDER working paper 07/2013; 2013/069.
Finn Tarp , Matthijs Lof and Tseday Jemaneh Mekasha
University of Copenhagen - Department of Economics , Aalto University and Independent
Date Posted: December 14, 2014
Last Revised: January 14, 2015
Working Paper Series

Incl. Electronic Paper Tests of Equity Market Anomalies for Select Emerging Markets
The International Journal of Business and Finance Research, v. 8 (3) p. 27-46, 2014
Sanjay Sehgal , Srividya Subramaniam and Florent Deisting
University of Delhi - Department of Financial Studies , University of Delhi and ESC PAU
Date Posted: December 11, 2014
Accepted Paper Series
24 downloads

Incl. Electronic Paper Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
IMF Working Paper No. 14/200
Francis Vitek
International Monetary Fund (IMF)
Date Posted: December 11, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities
Ca' Foscari University of Venice Department of Economics Working Paper No. 22/WP/2014
Roberto Casarin , Fabrizio Leisen , German Molina and Enrique ter Horst
University Ca' Foscari of Venice - Department of Economics , University of Kent, Canterbury , Idalion Capital US LP and IESA
Date Posted: December 09, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Estimating Mis-Reporting in Dyadic Data: Are Transfers Mutually Beneficial?
IZA Discussion Paper No. 8664
Margherita Comola and Marcel Fafchamps
Paris School of Economics (PSE) and Oxford University - Department of Economics
Date Posted: December 06, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Systematic Risk Asymmetry of the American Real Estate Securities: Some New Econometric Evidences
Paola De Santis and Carlo Drago
Iccrea Banca and University of Rome "Niccolò Cusano"
Date Posted: December 05, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Model of the United States Economy with Learning MUSEL
ECB Working Paper No. 1745
Ursel Baumann , Alistair Dieppe , Alberto GonzÁlez Pandiella and Alpo Willman
European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) and University of Kent, Canterbury
Date Posted: December 03, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Identifying Latent Structures in Panel Data
Cowles Foundation Discussion Paper No. 1965
Liangjun Su , Zhentao Shi and Peter C. B. Phillips
Singapore Management University - School of Economics , Department of Economics, the Chinese University of Hong Kong and Yale University - Cowles Foundation
Date Posted: December 03, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Euro Area Business Cycles in Turbulent Times: Convergence or Decoupling?
Banque de France Working Paper No. 522
Filippo Ferroni and Benjamin Klaus
Universitat Pompeu Fabra and European Central Bank (ECB)
Date Posted: November 28, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Like Attract Like? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households
Edoardo Ciscato , Alfred Galichon and Marion Gousse
Institut d'Etudes Politiques de Paris (Sciences Po) - Department of Economics , Sciences Po - Department of Economics and Institut d'Etudes Politiques de Paris (Sciences Po) - Department of Economics
Date Posted: November 27, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Rural Household Contribution to the Financial and Capital Market in Bangladesh: A Micro Level Study of Remittances from Italy
International Journal of Management Sciences and Business Research, 2014 ISSN (2226-8235) Vol-3, Issue 10
Kazi Abdul Mannan , Khandaker Mursheda Farhana and Torab Ahmed Khan Chowdhury
Southern Cross University, Australia , Migration Research, Development and Society of Bangladesh and Independent
Date Posted: November 23, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration Using Matlab
CNMV Working Paper No 58
Ricardo Crisóstomo
Comisión Nacional del Mercado de Valores (CNMV)
Date Posted: November 20, 2014
Last Revised: December 19, 2014
Accepted Paper Series
57 downloads

Incl. Electronic Paper Testing the 'Inaction Corridor' in a Three-Regime Threshold Error Correction Model with an Application to a Buffer-Stock Model for US Money Demand
Economic Notes, vol. 40, no. 1/2-2011, pp. 29–43,
David Neto and Jaya Krishnakumar
Independent and University of Geneva
Date Posted: November 19, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper How Useful Are Aggregate Measures of Systemic Risk?
Harry Mamaysky
Independent
Date Posted: November 19, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Are Takeovers Truly Bad Deals for Acquirers?
EFA 2013 Cambridge Meeting Paper, Kelley School of Business Research Paper No. 15-15
Wenyu Wang
Indiana University - Kelley School of Business - Department of Finance
Date Posted: November 19, 2014
Last Revised: January 22, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper Preferences vs. Opportunities: Racial/Ethnic Intermarriage in the United States
PIER Working Paper No. 14-040
Seul-ki Shin
University of Pennsylvania - Department of Economics
Date Posted: November 18, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Foreign Exchange Reserve Diversification and the 'Exorbitant Privilege'
Bank of Italy Temi di Discussione (Working Paper) No. 964
Pietro Cova , Patrizio Pagano and Massimiliano Pisani
Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: November 18, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Exports and Capacity Constraints -- A Smooth Transition Regression Model for Six Euro Area Countries
ECB Working Paper No. 1740
Ansgar Hubertus Belke , Anne Oeking and Ralph Setzer
University of Duisburg-Essen - Department of Economics , University of Duisburg-Essen - Department of Economics and Business Administration and European Central Bank (ECB)
Date Posted: November 18, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Measurement Error in Subjective Expectations and the Empirical Content of Economic Models
Max Planck Institute for Social Law and Social Policy Discussion Paper No. 14-2014
Tilman H. Drerup , Benjamin Enke and Hans-Martin von Gaudecker
University of Bonn - The Bonn Graduate School of Economics , Bonn Graduate School of Economics and University of Bonn - Economic Science Area
Date Posted: November 18, 2014
Working Paper Series
5 downloads


 

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