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Full Text Papers: 506,611
Authors: 281,670
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Last 12 months: 11,259,375
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SSRN eLibrary Search Results
JEL Code: C51
439,279 Total downloads
Showing Papers 701 - 750 of 2,229
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Incl. Electronic Paper Measurement of Systemic Risk in the Financial System
Naval Bharti Verma and Ajay Pandey
International Management Institute, New Delhi, India and Indian Institute of Management (IIM), Ahmedabad
Date Posted: May 30, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Fitting a Distribution to Value-at-Risk and Expected Shortfall, with an Application to Covered Bonds
Dirk Tasche
Bank of England - Prudential Regulation Authority
Date Posted: May 29, 2015
Working Paper Series
2 downloads

Time-Varying Correlation in Housing Prices
Journal of Real Estate Finance and Economics, Vol. 51, No. 1, 2015
David M. Zimmer
Western Kentucky University - Department of Economics
Date Posted: May 28, 2015
Accepted Paper Series

Incl. Electronic Paper On the Ambiguous Consequences of Omitting Variables
Tinbergen Institute Discussion Paper 15-061/III
Giuseppe De Luca , J.R. Magnus and Franco Peracchi
University of Palermo , VU University Amsterdam - Faculty of Economics and Business Administration and University of Rome II - Centre for International Studies on Economic Growth (CEIS)
Date Posted: May 22, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Analytic Formulas for Options in the Schwartz 97 Multifactor Framework with Added Regime Shifts
Amalia Christoforidou and Christian-Oliver Ewald
University of Glasgow - Adam Smith Business School and University of Glasgow
Date Posted: May 22, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Did US Consumers 'Save for a Rainy Day' Before the Great Recession?
CESifo Working Paper Series No. 5347
André K. Anundsen and Ragnar Nymoen
University of Oslo and University of Oslo - Department of Economics
Date Posted: May 19, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?
Reserve Bank of New Zealand Discussion Paper 2015/02
Varang Wiriyawit and Benjamin Wong
Australian National University and Reserve Bank of New Zealand
Date Posted: May 18, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper A Closed-Form Expansion Approach for Pricing Discretely Monitored Variance Swaps - Online Supplementary Material
Chenxu Li and Xiaocheng Li
Peking University and Stanford University
Date Posted: May 16, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Proper Adjustments
Lixin Wu
Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: May 15, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Closed-Form Option Pricing Formulas for Mean-Reverting Commodity Prices with Regime-Switching
Amalia Christoforidou and Christian-Oliver Ewald
University of Glasgow - Adam Smith Business School and University of Glasgow
Date Posted: May 15, 2015
Last Revised: May 21, 2015
Working Paper Series
43 downloads

Incl. Electronic Paper Investigating the Results: A Criminologists Licensure Exam Study
Adrian Tamayo
University of Mindanao - Research and Publication Center
Date Posted: May 12, 2015
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Growth Econometrics for Agnostics and True Believers
CEPR Discussion Paper No. DP10590
James Charles Rockey and Jonathan R.W. Temple
University of Leicester and University of Bristol - Department of Economics
Date Posted: May 12, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper An Empirical Study of the Dynamics of Implied Volatility Indices: International Evidence
Bujar Huskaj and Karl Larsson
Lund University and Lund University - Department of Economics
Date Posted: May 09, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Information Processing of Foreign Exchange News: Extending the Overshooting Model to Include Qualitative Information from News Sentiment
Stefan Feuerriegel , Georg Wolff and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: May 08, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper The Application of Affine Processes in Multi-Cohort Mortality Model
UNSW Business School Research Paper No. 2015ACTL13
Yajing Xu , Michael Sherris and Jonathan Ziveyi
UNSW Australia Business School, School of Risk & Actuarial Studies , University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Date Posted: May 07, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper A Simple Multivariate Filter for Estimating Potential Output
IMF Working Paper No. 15/79
Patrick Blagrave , Roberto Garcia-Saltos , Douglas Laxton and Fan Zhang
International Monetary Fund (IMF) , International Monetary Fund (IMF) , International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
Date Posted: May 05, 2015
Working Paper Series
19 downloads

Incl. Fee Electronic Paper The Missing Transfers: Estimating Mis-Reporting in Dyadic Data
CEPR Discussion Paper No. DP10575
Margherita Comola and Marcel Fafchamps
Paris School of Economics (PSE) and Stanford University - Freeman Spogli Institute for International Studies
Date Posted: May 05, 2015
Working Paper Series

Incl. Electronic Paper Orthogonality Conditions for Identification of Joint Production Technologies: Axiomatic Nonparametric Approach to the Estimation of Stochastic Distance Functions
Timo Kuosmanen , Andrew Johnson and Christopher Parmeter
Aalto University School of Business , Texas A&M University and University of Miami
Date Posted: May 05, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Determinants of Energy Productivity: A Comparison of 39 Countries
Tarek N. Atallah and Patrick Bean
King Abdullah Petroleum Studies and Research Center (KAPSARC) and King Abdullah Petroleum Studies and Research Center (KAPSARC)
Date Posted: May 05, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Norges Bank Working Paper 3 | 2015
Federico Bassetti , Roberto Casarin and Francesco Ravazzolo
University of Pavia , University Ca' Foscari of Venice - Department of Economics and Norges Bank
Date Posted: May 04, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Not Risk Free: The Relative Pricing of Euro Area Inflation-Indexed and Nominal Bonds
Zorka Simon
Tilburg University
Date Posted: May 03, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Hysteresis Effects in Economics – Different Methods for Describing Economic Path-Dependence
Ruhr Economic Paper No. 468
Ansgar Hubertus Belke , Matthias Göcke and Laura Werner
University of Duisburg-Essen - Department of Economics , University of Muenster - Faculty of Economics and Justus-Liebig Universität Giessen - Department of Economics
Date Posted: April 28, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Wrong-Way Risk – Correlation Coefficient Calibration
Informační bulletin České statistické společnosti, 1–2/2015,
Jakub Cerny and Jiri Witzany
Charles University in Prague - Faculty of Mathematics and Physics and University of Economics in Prague
Date Posted: April 28, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Pricing Theater Seats: The Value of Price Commitment and Monotone Discounting
Necati Tereyagoglu , Peter Fader and Senthil K. Veeraraghavan
Georgia Institute of Technology - Scheller College of Business , University of Pennsylvania - Marketing Department and University of Pennsylvania - The Wharton School - Operations & Information Management Department
Date Posted: April 27, 2015
Last Revised: April 29, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure
FRB International Finance Discussion Paper No. 1131
Jonas Arias , Dario Caldara and Juan Francisco Rubio-Ramirez
Board of Governors of the Federal Reserve System (FRB) , Board of Governors of the Federal Reserve System (FRB) and Duke University - Department of Economics
Date Posted: April 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Structural Reforms and Zero Lower Bound in a Monetary Union
Bank of Italy Temi di Discussione (Working Paper) No. 1002
Andrea Gerali , Alessandro Notarpietro and Massimiliano Pisani
Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: April 24, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Systemic Risk Propagation in Bank-Asset Network: New Perspective on Japanese Banking Crisis in the 1990s
IMA Journal of Complex Networks (2015)
Yohei Sakamoto and Irena Vodenska
Kyoto University and Boston University Metropolitan College
Date Posted: April 21, 2015
Accepted Paper Series
11 downloads

Incl. Electronic Paper How Profitable is Limit-Order Trading? Estimates from an Equilibrium Model
Thomas G Ruchti
Tepper School of Business, Carnegie Mellon University
Date Posted: April 19, 2015
Last Revised: April 21, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks
Guohua Feng , Jiti Gao , Bin Peng and Xiaohui Zhang
University of North Texas , Monash University - Department of Econometrics & Business Statistics , University of Technology, Sydney and Murdoch University
Date Posted: April 19, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Measuring & Managing Financial Risks with Improved Alternatives Beyond Value-at-Risk (VaR)
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 17, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper On the Stratonovich-Kalman-Bucy Filtering Algorithm Application for Accurate Characterization of Financial Time Series with Use of State-Space Model by Central Banks
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: April 15, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Remittances and Macroeconomic Volatility in African Countries
IMF Working Paper No. 15/49
Ahmat Jidoud
International Monetary Fund (IMF)
Date Posted: April 14, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Threshold Effect of Government Size on Economic Growth: Empirical Evidence from Japan and China
Su Dinh Thanh
University of Economics Ho Chi Minh City
Date Posted: April 11, 2015
Working Paper Series
19 downloads

What Determines the Yen Swap Spread?
International Review of Financial Analysis, Forthcoming
A. S. M. Sohel Azad , Jonathan A. Batten and Victor Fang
Deakin University , Monash University - Department of Accounting and Finance and Deakin University
Date Posted: April 11, 2015
Accepted Paper Series

Incl. Electronic Paper Knight Reconsidered: 'Future of Finance Beyond Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World
Princeton Quant Trading Conference 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 08, 2015
Last Revised: April 30, 2015
Working Paper Series
70 downloads

Incl. Electronic Paper Deflationary Shocks and De-Anchoring of Inflation Expectations
Bank of Italy Occasional Paper No. 252
Fabio Busetti , Giuseppe Ferrero , Andrea Gerali and Alberto Locarno
Bank of Italy , Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: April 05, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Firms in Input and Output Networks
Maria-Augusta Miceli
University of Rome "Sapienza"
Date Posted: April 02, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Determinants of Remittances in Rural Bangladesh: An Econometric Analysis of the Educational Attainments of the Household Members
Research Journal of Social Science & Management, RJSSM: Volume 4, Number 12, April 2015, CASE Research Paper
Kazi Abdul Mannan and Khandaker Mursheda Farhana
Southern Cross University, Australia and Migration Research, Development and Society of Bangladesh
Date Posted: April 02, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Markets as Clubs: A Study of the Role of Economic Reliance in Corporate Provision of Collective Goods
The Wharton School Research Paper No. 80
Luis Ballesteros
The Wharton School
Date Posted: March 30, 2015
Last Revised: May 25, 2015
Working Paper Series
57 downloads

Incl. Electronic Paper Going Hybrid: A Joint Model for Temperature and Natural Gas
Roberto Baviera and Teodoro Federico Mainetti
Politecnico di Milano - Department of Mathematics and KPMG International, LLP - Milan Office
Date Posted: March 29, 2015
Last Revised: May 06, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper 경제충격 효과의 산업간 공행성 분석 (Understanding the Evolution of Sectoral Comovements: The Case of Korea)
Bank of Korea WP 2014-3
Sunoong Hwang , Seong-hwan Min , Donghyun Shin and Kiho Kim
Korea Institute for Industrial Economics and Trade , Korea Institute for Industrial Economics and Trade , Yonsei University and Bank of Korea
Date Posted: March 27, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity
Chaohua Dong , Jiti Gao and Bin Peng
Monash University - Department of Econometrics and Business Statistics , Monash University - Department of Econometrics & Business Statistics and University of Technology, Sydney
Date Posted: March 27, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version
PIER Working Paper No. 15-017
Xu Cheng , Zhipeng Liao and Ruoyao Shi
University of Pennsylvania - Department of Economics , University of California, Los Angeles (UCLA) and University of California, Los Angeles (UCLA)
Date Posted: March 27, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper The Sources of Business Cycles in a Low Income Country
IMF Working Paper No. 15/40
Romain Houssa , Jolan Mohimont and Christopher Otrok
CRED & CEREFIM, University of Namur , University of Namur and University of Missouri
Date Posted: March 26, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Structural Breaks and Finance-Driven Growth Hypothesis in ECOWAS: Further Empirical Evidence
International Journal of Economic Sciences and Applied Research, 7 (3): 63-80
Olusegun A. Omisakin and Oluwatosin Ademola Adeniyi
Redeemer's University, Nigeria and Centre for the Study of the Economies of Africa
Date Posted: March 25, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper A Cost of Production Model for Bitcoin
Adam Hayes
The New School - Department of Economics
Date Posted: March 21, 2015
Last Revised: March 22, 2015
Working Paper Series
75 downloads

Incl. Electronic Paper Exploring Curvilinearity Through Fractional Polynomials in Management Research
Organizational Research Methods, Forthcoming
Ralitza Nikolaeva , Amit Bhatnagar and Sanjoy Ghose
Instituto Superior de Ciencias do Trabalho e da Empresa (ISCTE) - School of Business , University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business and University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business
Date Posted: March 20, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Sources of Macroeconomic Fluctuations: A Regime-Switching DSGE Approach
FRB Atlanta Working Paper No. 2009-3a
Zheng Liu , Daniel F. Waggoner and Tao Zha
Fed San Francisco , Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: March 19, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Shifting Horizons: Assessing Macro Trends Before, During, and Following Systemic Banking Crises
ECB Working Paper No. 1766
Willem Schudel
De Nederlandsche Bank
Date Posted: March 18, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper El estatus socioeconómico como determinante de la línea de pobreza subjetiva nacional y regional, Colombia 2008. (The Socio Economic Status Determinant on the Line of National and Regional Subjective Poverty, Colombia 2008.)
Geovanny Castro Aristizabal and Santiago Londoño Jaramillo
Pontifical University Javeriana Cali and Pontifical University Javeriana Cali
Date Posted: March 18, 2015
Last Revised: March 23, 2015
Working Paper Series
6 downloads


 

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