Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 581,461
Full Text Papers: 482,156
Authors: 269,236
Papers Received in
  Last 12 months:
63,403

Paper Downloads:
To date: 81,496,734
Last 12 months: 10,263,464
Last 30 days: 919,855

CiteReader:  What's this?
Papers with
  Resolved
  References:
277,189
Total References: 9,075,409
Papers with Cites: 245,713
Total Citation
  Links:
6,012,680
Papers with
  Resolved
  Footnotes:
94,592
Total Footnotes: 9,190,620


SSRN eLibrary Search Results
JEL Code: C13
422,714 Total downloads
Showing Papers 741 - 790 of 2,388
Sort By
1 2 3 4 ... 48 | Next >
   


Incl. Electronic Paper Exploiting Big Data in Logistics Risk Assessment via Bayesian Nonparametrics
Yan Shang , David Dunson and Jeannette Song
Duke University - Fuqua School of Business , Duke University - Department of Statistical Science and Duke University - Fuqua School of Business
Date Posted: December 19, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Efficient XVA Management: Computation, Hedging, and Attribution 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
Working Paper Series
10 downloads

Incl. Electronic Paper Money Supply, Income and Prices in Sudan
Mohamed A. Osman and Issam A.W. Mohamed
Al-Neelain University - Department of Economics and Al-Neelain University - Department of Economics
Date Posted: December 18, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Bias from Misspecification of Control Variables as Linear
Resources for the Future Discussion Paper 14-41
Leonard Thomas Goff
Resources for the Future
Date Posted: December 14, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Combined Density Nowcasting in an Uncertain Economic Environment
Tinbergen Institute Discussion Paper 14-152/III
Knut Are Aastveit , Francesco Ravazzolo and H. K. van Dijk
Central Bank of Norway , Norges Bank and Tinbergen Institute
Date Posted: December 12, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Efficiency Gains by Modifying GMM Estimation in Linear Models Under Heteroskedasticity
CESifo Working Paper Series No. 5088
Jan F. Kiviet and Qu Feng
University of Amsterdam - Department of Quantitative Economics and Nanyang Technological University
Date Posted: December 10, 2014
Working Paper Series
6 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

Incl. Electronic Paper Roughing Up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns
Tim Bollerslev , Sophia Zhengzi Li and Viktor Todorov
Duke University - Finance , Department of Finance, Broad College of Business, Michigan State University and Northwestern University
Date Posted: December 06, 2014
Working Paper Series
150 downloads

Incl. Electronic Paper Restricted Likelihood Ratio Tests in Predictive Regression
Cowles Foundation Discussion Paper No. 1968
Peter C. B. Phillips and Ye Chen
Yale University - Cowles Foundation and Singapore Management University - School of Economics
Date Posted: December 03, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Threshold Regression with Endogeneity
Cowles Foundation Discussion Paper No. 1966
Ping Yu and Peter C. B. Phillips
University of Hong Kong and Yale University - Cowles Foundation
Date Posted: December 03, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper On the Bias of the LSDV Estimator in Dynamic Panel Data Models with Endogenous Regressors
Alexey S. Kurennoy
Full Organization Name Russian Presidential Academy of National Economy and Public Administration (RANEPA) - Institute of Applied Economic Research
Date Posted: December 02, 2014
Last Revised: December 08, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Framing Effects in Survey Research: Consistency-Adjusted Estimators
Jacob Goldin and Daniel H. Reck
Yale Law School and University of Michigan at Ann Arbor - Department of Economics
Date Posted: November 26, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Estimation Using the Martingale Assumption
Frederic G Sipiere
Independent
Date Posted: November 25, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Is the Tips Liquidity Premium Unspanned by the U.S. Term Structure of Interest Rates?
Karoll Gomez
Toulouse School of Economics
Date Posted: November 25, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The Structural Modelling of Operational Risk Via Bayesian Inference: Combining Loss Data with Expert Opinions
The Journal of Operational Risk 1(3), pp. 3-26, 2006
Pavel V. Shevchenko and Mario V. Wuthrich
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) and RiskLab, ETH Zurich
Date Posted: November 24, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Consumer Search Costs and Preferences on the Internet
IZA Discussion Paper No. 8643
Grégory Jolivet and Hélène Turon
University of Bristol and University of Bristol
Date Posted: November 22, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper On the Impact of the Boundary on Dynamics: Anti-Persistence in the Case of the HKD Exchange Rate Corridor
Hong B. Yee
Curtin University of Technology - Department of Mathematics and Statistics
Date Posted: November 21, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Estimating a DSGE Model with Limited Asset Market Participation for the Euro Area
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 286
Alice Albonico , Alessia Paccagnini and Patrizio Tirelli
University of Milan, Bicocca - Department of Economics, Management & Statistics , University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and University of Milan, Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
Date Posted: November 20, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper oaxaca: Blinder-Oaxaca Decomposition in R
Marek Hlavac
Harvard University - Harvard Kennedy School (HKS)
Date Posted: November 20, 2014
Working Paper Series
14 downloads

Robust Estimators for Simultaneous Equations Models
Journal of Econometrics, Vol. 78, 1997
Jaya Krishnakumar and Elvezio Ronchetti
University of Geneva and University of Geneva - Department of Econometrics
Date Posted: November 20, 2014
Accepted Paper Series

Incl. Electronic Paper An Empirical Analysis of the Determinants of Poor Academic Performance
Bonga W.G (2010), “Determinants of Poor Academic Performance.” (Online) 13 November 2010.,
Wellington Garikai Bonga
Independent
Date Posted: November 17, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Financial Frictions, Financial Shocks, and Aggregate Volatility
FEDS Working Paper No. 2014-84
Cristina Fuentes-Albero
Federal Reserve Board
Date Posted: November 16, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Tail Risk Protection in Asset Management
Cristian Homescu
Independent
Date Posted: November 16, 2014
Working Paper Series
530 downloads

Incl. Electronic Paper Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy
Tinbergen Institute Discussion Paper 14-145/III
Laurent Callot and Johannes Tang Kristensen
VU University Amsterdam - Department of Econometrics and CREATES
Date Posted: November 12, 2014
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Inequality in Vietnamese Urban–Rural Living Standards, 1993–2006
Review of Income and Wealth, Vol. 60, Issue 4, pp. 862-886, 2014
Huong Thu Le and Alison L. Booth
Griffith University and Australian National University (ANU) - Research School of Social Sciences (RSSS)
Date Posted: November 11, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Parametric Lorenz Curves and the Modality of the Income Density Function
Review of Income and Wealth, Vol. 60, Issue 4, pp. 905-929, 2014
Melanie Krause
Goethe University Frankfurt
Date Posted: November 11, 2014
Accepted Paper Series

Incl. Fee Electronic Paper Modeling of Income and Indicators of Poverty and Social Exclusion Using the Generalized Beta Distribution of the Second Kind
Review of Income and Wealth, Vol. 60, Issue 4, pp. 821-842, 2014
Monique Graf and Desislava Nedyalkova
Swiss Federal Statistical Office and Swiss Federal Statistical Office
Date Posted: November 11, 2014
Accepted Paper Series

Incl. Electronic Paper Estimating PIN for Firms with High Levels of Trading — A Note
Wen-Chyan Ke , Hueiling Chen and Hsiou-Wei William Lin
National Taipei University-Department of Finance and Cooperative Management , National Taiwan Normal University and National Taiwan University - Department of International Business
Date Posted: November 06, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Identification, Data Combination and the Risk of Disclosure
Tatiana Komarova , Denis Nekipelov and Evgeny Yakovlev
London School of Economics & Political Science (LSE) , University of Virginia and HSE Moscow
Date Posted: November 05, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data
CESifo Working Paper Series No. 5030
Bent Jesper Christensen , Olaf Posch and Michel van der Wel
University of Aarhus - Department of Economics , Universität Hamburg, Department of Economics and Erasmus University Rotterdam
Date Posted: November 04, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Simulated Likelihood Estimators for Discretely Observed Jump-Diffusions
Kay Giesecke and Gustavo Schwenkler
Stanford University - Management Science & Engineering and Boston University - Department of Finance & Economics
Date Posted: November 03, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Is It Time to Embrace the Alpha?
Maria Pacurar and Oumar Sy
Dalhousie University - Rowe School of Business and Dalhousie University
Date Posted: November 02, 2014
Working Paper Series
43 downloads

Incl. Electronic Paper The State-Space Error Correction Model: Simulations and Applications
Thomas Ribarits and Bernard Hanzon
European Investment Bank and University College Cork
Date Posted: October 31, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The State-Space Error Correction Model: Definition, Estimation and Model Selection
Thomas Ribarits and Bernard Hanzon
European Investment Bank and University College Cork
Date Posted: October 31, 2014
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Pricing Nikkei 225 Options Using Realized Volatility
Japanese Economic Review, Vol. 65, Issue 4, pp. 431-467, 2014
Masato Ubukata and Toshiaki Watanabe
Kushiro Public University of Economics and Hitotsubashi University - Institute of Economic Research
Date Posted: October 29, 2014
Accepted Paper Series

Incl. Electronic Paper Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments
IZA Discussion Paper No. 8548
Philipp Eisenhauer , James J. Heckman and Stefano Mosso
Centre for European Economic Research (ZEW) , University of Chicago - Department of Economics and University of Chicago - Department of Economics
Date Posted: October 25, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Estimation of Sparse Structural Parameter with Many Endogenous Variables
Zhentao Shi
Department of Economics, the Chinese University of Hong Kong
Date Posted: October 24, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Detecting Relevant Interactions in High Dimensional Data Analysis
Mike K. P. So and Wai Ming Li
Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management and Hong Kong University of Science & Technology - Department of Information Systems, Business Statistics and Operations Management
Date Posted: October 23, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper A Note on Regressions with Interval Data on a Regressor
DIW Berlin Discussion Paper No. 1419
Daniel Cerquera , Francois Laisney and Hannes Ullrich
Centre for European Economic Research (ZEW) , Universite Louis Pasteur - BETA-Theme and University of Zurich - Faculty of Economics, Business Administration and Information Technology
Date Posted: October 21, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Matching in Closed-Form: Equilibrium, Identification, and Comparative Statics
Raicho Bojilov and Alfred Galichon
Ecole Polytechnique, Paris - Department of Economic Sciences and Sciences Po - Department of Economics
Date Posted: October 16, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Time-Varying Persistence in US Inflation
Massimiliano Caporin and Rangan Gupta
University of Padova - Department of Economics and Management "Marco Fanno" and University of Pretoria - Department of Economics
Date Posted: October 09, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Realized Networks
Christian T. Brownlees , Eulalia Nualart and Yucheng Sun
Universitat Pompeu Fabra - Department of Economics and Business , Universitat Pompeu Fabra - Department of Economics and Business and Universitat Pompeu Fabra - Department of Economics and Business
Date Posted: October 09, 2014
Working Paper Series
47 downloads

Incl. Electronic Paper Correlation and Lead-Lag Relationships in a Hawkes Microstructure Model
José Da Fonseca and Riadh Zaatour
Auckland University of Technology - Faculty of Business & Law and Ecole Centrale Paris
Date Posted: October 08, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper A Further Investigation of the Lead-Lag Relationship in Returns and Volatility between the Spot Market and Stock Index Futures: Early Evidence from Greece
Sotirios Karagiannis
University of Peloponnese
Date Posted: October 08, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper An Investigation of the Lead-Lag Relationship between the VIX Index and VIX Futures on the S&P500
Sotirios Karagiannis
University of Peloponnese
Date Posted: October 08, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper The Risk of Financial Intermediaries
Journal of Banking and Finance, Vol. 44, July, 2014: pp 1-12, Bank of Finland Research Discussion Paper No. 18/2014
Manthos D. Delis , Iftekhar Hasan and Efthymios G. Tsionas
University of Surrey - Surrey Business School , Fordham University and Athens University of Economics and Business - Department of Economics
Date Posted: October 07, 2014
Accepted Paper Series
63 downloads

Análisis De Varianza De Los Beneficios De Las Empresas Manufactureras En Colombia, 1995-2000 (Variance Analysis of Manufacturing Firms in Colombia, 1995-2000)
Center for Research in Economics and Finance (CIEF), Working Papers, No. 02-01
Alberto Jaramillo , Ermilson Velasquez , Javier Santiago Ortiz , Lina Cardona-Sosa and Juan Sebastian Maya
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) , Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) , Universidad EAFIT , Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Independent
Date Posted: October 01, 2014
Working Paper Series

Incl. Electronic Paper Developing an Underlying Inflation Gauge for China
BIS Working Paper No. 465
Marlene Amstad , Ye Huan and Guonan Ma
Bank for International Settlements (BIS) , The People's Bank of China (PBC) and Bank for International Settlements (BIS)
Date Posted: October 01, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Volatility of Aggregate Volatility and Hedge Fund Returns
Vikas Agarwal , Yakup Eser Arisoy and Narayan Y. Naik
Georgia State University , Université Paris-Dauphine - DRM-CEREG and London Business School - Institute of Finance and Accounting
Date Posted: September 29, 2014
Last Revised: November 01, 2014
Working Paper Series
82 downloads

Incl. Fee Electronic Paper Factor Analysis with Large Panels of Volatility Proxies
CEPR Discussion Paper No. DP10034
Eric Ghysels
University of North Carolina Kenan-Flagler Business School
Date Posted: September 25, 2014
Working Paper Series


 

1 2 3 4 ... 48 | Next >
   


 

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo2 in 6.672 seconds