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Abstracts: 485,161
Full Text Papers: 394,479
Authors: 227,127
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  Last 12 months: 		69,082

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Last 12 months: 11,183,867
Last 30 days: 1,021,006

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SSRN eLibrary Search Results
JEL Code: C22
534,941 Total downloads
Showing Papers 751 - 800 of 3,424
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Incl. Electronic Paper Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy
FRB of St. Louis Working Paper No. 2013-018A
Richard G. Anderson , Marcelle Chauvet and Barry E. Jones
Federal Reserve Bank of St. Louis - Research Division , University of California and SUNY at Binghamton - Department of Economics
Date Posted: May 24, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Quantifying Extreme Risks in Stock Markets: A Case of Former Yugoslavian States
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 26, No. 1, 2008, pp. 41-68,
 Sasa Zikovic
University of Rijeka - Faculty of Economics
Date Posted: May 22, 2013
Accepted Paper Series
1 downloads

Incl. Electronic Paper A Measure of Marketing Price Transmission in the Rice Market of Taiwan
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 27, No. 2, 2009, pp. 311-326,
 Kuan-Min Wang and Yuan-Ming Lee
Overseas Chinese University, Department of Finance and Southern Taiwan University, Department of Finance
Date Posted: May 22, 2013
Accepted Paper Series
1 downloads

Incl. Electronic Paper Global Financial Crisis and VaR Performance in Emerging Markets: A Case of EU Candidate States - Turkey and Croatia
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 27, No. 1, 2009, pp. 149-170,
 Sasa Zikovic and Bora Aktan
University of Rijeka - Faculty of Economics and Yasar University
Date Posted: May 22, 2013
Accepted Paper Series
3 downloads

Incl. Electronic Paper Measuring Risk of Crude Oil at Extreme Quantiles
Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 29, No. 1, 2011, pp. 9-31
 Sasa Zikovic
University of Rijeka - Faculty of Economics
Date Posted: May 18, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper Flexible Fourier Stationary Test in GDP Per Capita for Central Eastern European Countries
Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 29, No. 1, 2011, pp. 51-63
 Hsu-Ling Chang , Chi -Wei Su and Meng-Nan Zhu
Xiamen University - Department of Finance , Tamkang University, Taipei, Taiwan and Xiamen University - Department of Finance
Date Posted: May 18, 2013
Accepted Paper Series
2 downloads

Incl. Electronic Paper Forecasting Electricity Infeed for Distribution System Networks: An Analysis of the Dutch Case
Energy, Forthcoming
 Fehmi Tanrisever , Kursad Derinkuyu and Michael Heeren
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences , University of Turkish Aeronautical Association and Capgemini Consulting
Date Posted: May 18, 2013
Last Revised: May 21, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper Likelihood-Based Confidence Sets for the Timing of Structural Breaks
UNSW Australian School of Business Research Paper No. 2013-12
 Yunjong Eo and James Morley
University of Sydney - School of Economics and University of New South Wales
Date Posted: May 17, 2013
Last Revised: May 22, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Time-Frequency Dynamics of Biofuels-Fuels-Food System
 Lukas Vacha , Karel Janda , Ladislav Kristoufeka and David Zilberman
Charles University in Prague , Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) , Charles University in Prague and University of California, Berkeley - The Richard & Rhoda Goldman School of Public Policy
Date Posted: May 16, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Employment Reallocation and Unemployment Revisited: A Quantile Regression Approach
Quaderni DSE Working Paper No. 881
 Theodore Panagiotidis and Gianluigi Pelloni
Loughborough University - Department of Economics and University of Bologna - Faculty of Economics
Date Posted: May 15, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper A Tactical Approach to Managing Interest Rate Risk in Investment Portfolios
 Patrick Beaudan
Belvedere Advisors LLC
Date Posted: May 14, 2013
Last Revised: May 16, 2013
Working Paper Series
37 downloads

Incl. Electronic Paper A Sound Basel III Compliant Framework for Backtesting Credit Exposure Models
 Fabrizio Anfuso , Dimitris Karyampas and Andreas Nawroth
Credit Suisse AG , UBS AG and Credit Suisse AG
Date Posted: May 14, 2013
Working Paper Series
25 downloads

Incl. Electronic Paper Long Memory and Fractional Integration in High Frequency Data on the US Dollar/British Pound Spot Exchange Rate
DIW Berlin Discussion Paper No. 1294
 Guglielmo Maria Caporale and Luis A. Gil-Alana
Brunel University - Centre for Empirical Finance and University of Navarra - Department of Economics
Date Posted: May 14, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Quantifying Wikipedia Usage Patterns Before Stock Market Moves
Scientific Reports, Vol. 3, pp. 1801; DOI:10.1038/srep01801 (2013)
 Helen Susannah Moat , Chester Curme , Adam Avakian , Dror Y. Kenett , H. Eugene Stanley and Tobias Preis
University College London - Department of Civil, Environmental and Geomatic Engineering , Boston University , Boston University , Boston University - Center for Polymer Studies , Boston University - Center for Polymer Studies and Warwick Business School - Behavioural Science Group
Date Posted: May 13, 2013
Accepted Paper Series
194 downloads

Incl. Electronic Paper Stylized Facts and Dynamic Modeling of High-Frequency Data on Precious Metals
 Massimiliano Caporin , Angelo Ranaldo and Gabriel G. Velo
University of Padova - Department of Economics and Management "Marco Fanno" , University of St. Gallen and University of Padua - Department of Economics
Date Posted: May 13, 2013
Working Paper Series
45 downloads

Incl. Electronic Paper New Warrant Issues Valuation with Leverage and Noisy Equity Values
 Jean-Guy Simonato
HEC Montréal
Date Posted: May 12, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Modeling the Housing Market in OECD Countries
Levy Economics Institute of Bard College Working Paper No. 764
 Philip Arestis and Ana Rosa González
University of Cambridge - Department of Land Economy and University of the Basque Country
Date Posted: May 11, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro Area SPF
ECB Working Paper No. 1540
 Geoff Kenny , Thomas Kostka and Federico Masera
European Central Bank (ECB) , European Central Bank (ECB) and Universidad Carlos III de Madrid
Date Posted: May 11, 2013
Working Paper Series
7 downloads

Testing Mixture of Exponentials Hypothesis in Dynamic Duration Models
 Fei Chen
HUST
Date Posted: May 10, 2013
Working Paper Series

Incl. Electronic Paper Leverage and Alpha: The Case of Funds of Hedge Funds
 Benoit Dewaele
Université Libre de Bruxelles (ULB)
Date Posted: May 09, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Exchange Rate Volatility and Export Growth in India: An ARDL Bounds Testing Approach
Decision Science Letters, 2(3), 191-202, 2013
 P. Srinivasan and M. Kalaivani
Christ University, Bangalore and Periyar University
Date Posted: May 09, 2013
Accepted Paper Series
6 downloads

Incl. Electronic Paper Predicting the Distribution of Stock Returns: Statistical Evaluation and Value at Risk Analysis
 Daniele Massacci
Einaudi Institute for Economics and Finance (EIEF)
Date Posted: May 08, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Fiscal Regimes in the EU
ECB Working Paper No. 1529
 António Afonso and Priscilla Toffano
European Central Bank (ECB) and KU Leuven
Date Posted: May 08, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Harrod – Balassa – Samuelson Effect and the Role of Distribution Sector: An Empirical Case Study of Serbia and EMU
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 30, No. 1, 2012, pp. 57-87,
 Predrag Petrovic
The Institute of Social Sciences (Serbia)
Date Posted: May 08, 2013
Last Revised: May 09, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Relationship between Exchange Rate and Macroeconomic Variables in China
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 30, No. 1, 2012, pp. 33-56,
 Chi‐Wei Su
Ocean University of China
Date Posted: May 08, 2013
Last Revised: May 09, 2013
Accepted Paper Series
6 downloads

Incl. Electronic Paper Long Memory and Fractional Integration in High Frequency Data on the US Dollar/British Pound Spot Exchange Rate
CESifo Working Paper Series No. 4224
 Guglielmo Maria Caporale and Luis A. Gil-Alana
Brunel University - Centre for Empirical Finance and University of Navarra - Department of Economics
Date Posted: May 08, 2013
Working Paper Series
11 downloads

Incl. Fee Electronic Paper Bootstrapping Covariate Unit Root Tests: An Application to Inflation Rates
Bulletin of Economic Research, Vol. 65, pp. s165-s174, 2013
 Cheng‐Feng Lee and Ching‐Chuan Tsong
National Kaohsiung University of Applied Sciences and National Chi Nan University - Department of Economics
Date Posted: May 08, 2013
Accepted Paper Series

Incl. Fee Electronic Paper International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?
Bulletin of Economic Research, Vol. 65, pp. s142-s164, 2013
 Zeynel Abidin Ozdemir , Mehmet Balcilar and Aysit Tansel
Gazi University , Eastern Mediterranean University and Middle East Technical University (METU) - Department of Economics
Date Posted: May 08, 2013
Accepted Paper Series

Incl. Electronic Paper Fiscal Regimes in the EU
KU Leuven Center for Economic Studies Discussion Paper No. DPS13.06
 Antonio Afonso and Priscilla Toffano
Technical University of Lisbon - ISEG (School of Economics and Management) and KU Leuven
Date Posted: May 07, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Filtered Market Statistics and Technical Trading Rules
 Z. George Yang
Flexible Plan Investments, Ltd.
Date Posted: May 05, 2013
Working Paper Series
137 downloads

Does Education Expenditure Promote Economic Growth in Saudi Arabia? An Econometric Analysis
 Mohammed Moosa Ageli
King Saud University, Riyadh, Saudi Arabia
Date Posted: May 04, 2013
Last Revised: May 06, 2013
Accepted Paper Series

Incl. Electronic Paper Quantifying Trading Behavior in Financial Markets Using Google Trends
Scientific Reports, Vol. 3, pp. 1684; DOI:10.1038/srep01684 (2013)
 Tobias Preis , Helen Susannah Moat and H. Eugene Stanley
Warwick Business School - Behavioural Science Group , University College London - Department of Civil, Environmental and Geomatic Engineering and Boston University - Center for Polymer Studies
Date Posted: May 04, 2013
Accepted Paper Series
152 downloads

The Dynamic Linkages of Fiscal and Current Account Deficits: New Evidence from Five Highly Indebted European Countries Accounting for Regime Shifts and Asymmetries
Economic Modelling, Vol. 31, 2013
 Emmanouil Trachanas and Constantinos Katrakilidis
Aristotle University of Thessaloniki - Department of Economics and Aristotle University of Thessaloniki - Department of Economics
Date Posted: May 02, 2013
Accepted Paper Series

Incl. Electronic Paper A Model-Free Approach to Forecasting Realized Volatility of the S&P 100 Stock Index: Does it Pay?
 Julian Andrada-Felix , Fernando Fernandez-Rodriguez and Ana-Maria Fuertes
University of Las Palmas de Gran Canaria , University of Las Palmas de Gran Canaria and Cass Business School, City University London
Date Posted: May 02, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Economic Growth in Africa: Comparing Recent Improvements with the 'Lost 1980s and Early 1990s' and Estimating New Growth Trends
CESifo Working Paper Series No. 4215
 Willi Leibfritz and Gebhard Flaig
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and Ludwig Maximilians University of Munich - Faculty of Economics
Date Posted: May 02, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Effects of the Endogenous Scope of Preferentialism on International Goods Trade
CESifo Working Paper Series No. 4208
 Peter Egger and Georg Wamser
ETH Zürich and ETH Zurich
Date Posted: May 01, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper An Assessment of FII Investments in Indian Capital Market
XI Capital Markets Conference, 21-22 December 2012, Indian Institute of Capital Markets (UTIICM)
Harendra Kumar Behera
Government of India - Reserve Bank of India
Date Posted: May 01, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Impact of Calendar Effects in the Volatility of Vale Shares
 Lucas Godeiro
Federal Rural University Of Semi-Arid - UFERSA
Date Posted: April 29, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Non-Parametric Spectral Tests for Forecast Accuracy
 Patrick L. Leoni
Euromed Management
Date Posted: April 29, 2013
Last Revised: May 03, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Fiscal Regimes in the EU
ISEG Economics Working Paper No. 10/2013/DE/UECE
 Antonio Afonso and Priscilla Toffano
Technical University of Lisbon - ISEG (School of Economics and Management) and KU Leuven
Date Posted: April 28, 2013
Working Paper Series
7 downloads

Does Trade Openness and Financial Liberalization Foster Growth?
International Journal of Social Economics, Vol. 40 No. 6, pp. 537-555, 2013
 Omotola Awojobi
Eastern Mediterranean University
Date Posted: April 28, 2013
Accepted Paper Series

Incl. Electronic Paper Non-Linear Price Transmission between Biofuels, Fuels and Food Commodities
CERGE-EI Working Paper Series No. 481
 Ladislav Kristoufek , Karel Janda and David Zilberman
Charles University , Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) and University of California, Berkeley - The Richard & Rhoda Goldman School of Public Policy
Date Posted: April 28, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper How Crude Oil Impacts on Economic Growth of Latin America: An Empirical Investigation in Multiple Regions
 Niaz Bashiri Behmiri and José Ramos Pires Manso
University of the Interior of Beira - Department of Management and Economics and University of Beira Interior - Department of Management and Economics
Date Posted: April 28, 2013
Working Paper Series
9 downloads

Univariate Unobserved-Component Model with a Non-Random-Walk Permanent Component
 Zhiwei Xu
Hong Kong University of Science and Technology
Date Posted: April 27, 2013
Working Paper Series

Incl. Fee Electronic Paper Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function
Journal of Time Series Analysis, Vol. 34, Issue 3, pp. 368-384, 2013
 Sebastian Fossati
University of Alberta - Department of Economics
Date Posted: April 26, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Estimation of the Long‐Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends
Journal of Time Series Analysis, Vol. 34, Issue 3, pp. 285-301, 2013
 Adam McCloskey
Brown University - Department of Economics
Date Posted: April 26, 2013
Accepted Paper Series

Incl. Fee Electronic Paper Modelling Long‐Run Trends and Cycles in Financial Time Series Data
Journal of Time Series Analysis, Vol. 34, Issue 3, pp. 405-421, 2013
 Guglielmo Maria Caporale , Juncal Cuñado and Luis A. Gil‐Alana
Brunel University - Centre for Empirical Finance , University of Navarra and University of Navarra
Date Posted: April 26, 2013
Accepted Paper Series

Incl. Electronic Paper The Relationship between Stock Price Index and Exchange Rate in Asian Markets: A Wavelet Based Correlation and Quantile Regression Approach
 Arif Billah Dar , Aasif Shah M. , Niyati Bhanja and Amaresh Samantaraya
Pondicherry University - School of Management , Pondicherry University , Pondicherry University - Department of Economics and Pondicherry University
Date Posted: April 24, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Non-Parametric Transformation Regression with Non-Stationary Data
 Oliver B. Linton and Qiying Wang
University of Cambridge and University of Sydney
Date Posted: April 23, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Structural-Break Models under Mis-specification: Implications for Forecasting
 Bonsoo Koo and Myung Hwan Seo
Monash University - Faculty of Business and Economics and London School of Economics & Political Science (LSE)
Date Posted: April 23, 2013
Working Paper Series
11 downloads


 

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