Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
489,370
Full Text Papers:
398,250
Authors:
228,711
Papers Received in Last 12 months:
69,655
Paper Downloads:
To date:
66,729,620
Last 12 months:
11,224,008
Last 30 days:
834,562
CiteReader: What's this?
Papers with
239,806
Total References:
8,539,827
Papers with Cites:
230,167
Total Citation
5,733,423
Papers with
78,859
Total Footnotes:
8,610,864
SSRN eLibrary Search Results
JEL Code: C52
289,042 Total downloads
Showing Papers 701 - 750 of 1,708
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS, G. Fandel, Walter Trockel, eds., Springer-Verlag, 2008
David Ardia
Date Posted: September 21, 2009
Estimation and Inference for Exponential Smooth Transition Nonlinear Volatility Models
Cathy W. S. Chen
,
Richard H. Gerlach
,
Boris Choy and
Celine S. Y. Lin
Date Posted: September 18, 200944 downloads
The EMU Integration Structure and the Spillover Dynamics
Towards the IAS Harmonization
George Karathanassis
,
Vasilios I. Sogiakas
and
Stella N. Spilioti
Date Posted: September 13, 2009
Testing Unilateral and Bilateral Link Formation CEPR Discussion Paper No. DP7406
Margherita Comola
and
Marcel Fafchamps
Date Posted: September 08, 20093 downloads
Risk Aggregation, Dependence Structure and Diversification Benefit Stress Testing for Financial Institutions
Roland Bürgi
,
Michel M. Dacorogna and
Roger Iles
affiliation not provided to SSRN
Date Posted: September 06, 2009162 downloads
Testing the Box-Cox Parameter in an Integrated Process
Jian Huang
,
Masahito Kobayashi
and
Michael McAleer
affiliation not provided to SSRN
,
Yokohama National University - Department of Economics
and
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: September 06, 2009165 downloads
The Merton Structural Model and IRB Compliance
Matej Jovan
Date Posted: September 06, 200978 downloads
Definition of Default and Quality of Scoring Functions
Jiri Witzany
Date Posted: September 05, 2009158 downloads
Identification of Slowdowns and Accelerations for the Euro Area Economy CEPR Discussion Paper No. DP7376
Olivier Darné and
Laurent Ferrara
Date Posted: August 26, 20093 downloads
Two Orthogonal Continents? Testing a Two-Country DSGE Model of the US and EU Using Indirect Inference CEPR Discussion Paper No. DP7385
Vo Phuong Mai Le ,
David Meenagh ,
Patrick Minford and
Michael R. Wickens
Date Posted: August 26, 20093 downloads
Aggregation of Linear Models for Panel Data ECORE DP Working Paper No. 2009/12
Alexandre Petkovic
and
David Veredas
Date Posted: August 26, 200941 downloads
Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit Cowles Foundation Discussion Paper No. 1724
Vadim Marmer
and
Taisuke Otsu
Date Posted: August 26, 2009Last Revised: July 27, 201121 downloads
Estimation and Testing of Portfolio Value-at-Risk Based on L-Comoment Matrices 22nd Australasian Finance and Banking Conference 2009
Wei-Han Liu
Date Posted: August 24, 200992 downloads
Consumption and Income Relationship: Non-Linearity, Cyclicity and Persistence
Fedj Jawandi
and
Patrick L. Leoni
Date Posted: August 23, 200921 downloads
In-Sample Tests of Predictive Ability: A New Approach Federal Reserve Bank of Kansas City, Economic Research Department Research Working Paper No. 2009-051A
Todd E. Clark and
Michael W. McCracken
Date Posted: August 20, 200923 downloads
Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy Federal Reserve Bank of Kansas City Economic Research Working Paper No. 09-11, Federal Reserve Bank of St. Louis Working Paper No. 2009-050A
Todd E. Clark and
Michael W. McCracken
Date Posted: August 20, 200922 downloads
Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility UNSW Australian School of Business Research Paper No. 2009ACTL08
Michael Sherris
and
Carolyn Njenga
Date Posted: August 20, 2009Last Revised: April 12, 2011298 downloads
Noncausal Vector Autoregression Bank of Finland Research Discussion Paper No. 18/2009
Markku Lanne and
Pentti Saikkonen
Date Posted: August 17, 200957 downloads
Short-Term Momentum Patterns in Stock and Sectoral Return: Evidence from India 22nd Australasian Finance and Banking Conference 2009
Sanjay Sehgal
and
Sakshi Jain
Date Posted: August 16, 2009241 downloads
Intraday Price Discovery in Emerging European Stock Markets CERGE-EI Working Paper No. 382
Jan Hanousek and
Evzen Kocenda
Date Posted: August 14, 200966 downloads
Frequentist Inference in Weakly Identified DSGE Models FRB of Philadelphia Working Paper No. 09-13
Pablo Guerron-Quintana
,
Atsushi Inoue and
Lutz Kilian
Date Posted: August 10, 2009Last Revised: October 09, 200932 downloads
A Long Memory Model with Mixed Normal GARCH for US Inflation Data
Yin-Wong Cheung and
Sang-Kuck Chung
Date Posted: August 06, 200980 downloads
Comment to 'Weak Instruments Robust Tests in GMM and the New Keynesian Phillips Curve' by Frank Kleibergen and Sophocles Mavroeidis
Fabio Canova
Date Posted: July 30, 200913 downloads
A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples IZA Discussion Paper No. 4304
James J. Heckman and
Petra Todd
Date Posted: July 28, 200953 downloads
A Statistical Arbitrage FX Trading System Based on Short Term FX Volatility Swings Forecasting with Institutional Data on JPY Based Investment Flows Into US Markets
Pavan Gadiraju
affiliation not provided to SSRN
Date Posted: July 20, 2009Last Revised: October 01, 2009657 downloads
An Improved Bootstrap Test of Stochastic Dominance Cowles Foundation Discussion Paper No. 1713
Oliver B. Linton ,
Kyungchul Song
and
Yoon-Jae Whang
Date Posted: July 20, 200937 downloads
Spurious Spillover Effects Between Spot and Derivatives Markets
Vasilios I. Sogiakas
and
George Karathanassis
Date Posted: July 17, 2009
Food and Cash Transfers: Evidence from Colombia CEPR Discussion Paper No. DP7326
Orazio Attanasio ,
Erich Battistin
and
Alice Mesnard
Date Posted: July 15, 20092 downloads
Surprising Comparative Properties of Monetary Models: Results from a New Data Base CEPR Discussion Paper No. DP7294
John B. Taylor and
Volker Wieland
Date Posted: July 15, 20093 downloads
Rating Assignments: Lessons from International Banks DIW Berlin Discussion Paper No. 868
Guglielmo Maria Caporale ,
Roman Matousek and
Chris Stewart
affiliation not provided to SSRN
Date Posted: July 08, 200923 downloads
Liquidity and Asset Prices: How Strong are the Linkages DIW Berlin Discussion Paper No. 860
Christian Dreger
and
Jürgen Wolters
Date Posted: July 07, 2009113 downloads
A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth CESifo Working Paper Series No. 2692
Michael Funke and
Marc Gronwald
Date Posted: July 06, 200954 downloads
Identifiability of the Stochastic Frontier Models Journal of Quantitative Economics, Vol. 6, Nos. 1&2, pp. 57-70, 2008
Arabinda Das
and
Debdas Bandyopadhyay
affiliation not provided to SSRN
and
University of Kalyani
Date Posted: July 01, 2009Last Revised: July 07, 2009
Modelling Asymmetric Dependence Using Copula Functions: An Application to Value-at-Risk in the Energy Sector FEEM Working Paper No. 24.2009
Andrea Bastianin
Date Posted: June 29, 2009141 downloads
Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model CESifo Working Paper Series No. 2672
Jim Malley and
Ulrich Woitek
Date Posted: June 29, 200938 downloads
Money Velocity and Asset Prices in the Euro Area DIW Berlin Discussion Paper No. 813
Christian Dreger
and
Jürgen Wolters
Date Posted: June 28, 200943 downloads
An Empirical Study of the Returns on Defaulted Debt and the Discount Rate for Loss-Given-Default
Michael Jacobs Jr.
Date Posted: June 24, 2009Last Revised: February 15, 2010275 downloads
Style of Practice and Assortative Mating: A Recursive Probit Analysis of Cesarean Section Scheduling in Italy Applied Economics, Vol. 40, No. 11, 2008
Daniele Fabbri
and
Chiara Monfardini
Date Posted: June 19, 2009
Uncertainty and Monetary Policy Rules in the United States Economic Inquiry, Vol. 47, Issue 2, pp. 206-215, April 2009
Costas Milas and
Christopher Martin
Date Posted: June 16, 20093 downloads
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-Skewness Portfolio Allocation Banco de Espana Working Paper No. 0909
Javier Mencia
and
Enrique Sentana
Date Posted: June 09, 200933 downloads
Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model Working Paper No. 416
Jim Malley and
Ulrich Woitek
Date Posted: June 09, 200923 downloads
Global Financial Crisis and Stock Return Volatility in India
P. K. Mishra
Date Posted: June 08, 2009
A Test Procedure for Evaluating Copula-Based Multivariate Density Forecasts
Xiaoming Li and
Qing Xu
Date Posted: June 05, 2009111 downloads
Bayesian Model Selection for Heteroskedastic Models
Cathy W. S. Chen
,
Richard H. Gerlach
and
Mike K. P. So
Date Posted: May 28, 2009Last Revised: October 23, 2009104 downloads
Volatility Forecasting Using Threshold Heteroskedastic Models of the Intra-day Range
Cathy W. S. Chen
,
Richard H. Gerlach
and
Edward M.H. Lin
Date Posted: May 28, 200967 downloads
A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns Journal of Economic and Social Research, Vol. 11, No. 2, pp. 1-29, 2009
Bülent Köksal
Date Posted: May 27, 2009Last Revised: October 31, 200962 downloads
Bayesian Estimation for Parsimonious Threshold Autoregressive Models in R The Newsletter of the R Project
Cathy W. S. Chen
,
Edward M.H. Lin ,
Feng-Chi Liu
and
Richard H. Gerlach
Date Posted: May 27, 2009Last Revised: August 21, 200935 downloads
Multi-Regime Nonlinear Capital Asset Pricing Models
Cathy W. S. Chen
,
Richard H. Gerlach
and
Ann M. H. Lin
Date Posted: May 27, 2009174 downloads
Volatility Forecasting with Double Markov Switching GARCH Models
Cathy W. S. Chen
,
Mike K. P. So and
Edward M.H. Lin
Date Posted: May 27, 2009172 downloads
Do Local Projections Solve the Bias Problem in Impulse Response Inference? CEPR Discussion Paper No. DP7266
Lutz Kilian and
Yun Jung Kim
Date Posted: May 19, 20094 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.672 seconds
