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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,050
Full Text Papers: 397,938
Authors: 228,554
Papers Received in
  Last 12 months: 		69,482

Paper Downloads:
To date: 66,677,453
Last 12 months: 11,211,022
Last 30 days: 825,416

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  References: 		239,806
Total References: 8,539,827
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Total Citation
  Links: 		5,733,423
Papers with
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  Footnotes: 		78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: C51
363,434 Total downloads
Showing Papers 751 - 800 of 1,839
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Incl. Electronic Paper Modelling the Implied Probability of Stock Market Movements
ECB Working Paper No. 212
Ernst Glatzer and Martin Scheicher
Austrian National Bank - Economic Studies Division and European Central Bank (ECB)
Date Posted: February 06, 2003
Working Paper Series
238 downloads

Incl. Electronic Paper Modelling the Implied Probability of Stock Market Declines
 Ernst Glatzer and Martin Scheicher
Austrian National Bank - Economic Studies Division and European Central Bank (ECB)
Date Posted: February 16, 2002
Working Paper Series
294 downloads

Incl. Electronic Paper Modelling the Growth and Volatility in Daily International Mass Tourism to Peru
 Jose Angelo Divino and Michael McAleer
Catholic University of Brasilia and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: March 18, 2009
Working Paper Series
357 downloads

Incl. Electronic Paper Modelling the Dynamics of Cross-Sectional Price Functions: An Econometric Analysis of the Bid and Ask Curves of an Automated Exchange
Nuffield Economics Working Paper No. 2004-W21
 Clive G. Bowsher
Statistical Laboratory, University of Cambridge
Date Posted: September 24, 2004
Working Paper Series
148 downloads

Incl. Electronic Paper Modelling the Demand for Loans to the Private Sector in the Euro Area
ECB Working Paper No. 55
 Alessandro Calza , Christine Gartner and João Sousa
European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: February 19, 2003
Working Paper Series
207 downloads

Incl. Electronic Paper Modelling the Daily Banknotes in Circulation in the Context of the Liquidity Management of the European Central Bank
ECB Working Paper No. 142
 Alberto Cabrero , Gonzalo Camba-Mendez , Astrid Hirsch and Fernando Nieto
Bank of Spain , European Central Bank (ECB) , European Central Bank (ECB) and Bank of Spain
Date Posted: January 20, 2003
Working Paper Series
164 downloads

Incl. Electronic Paper Modelling Systemic Price Cojumps with Hawkes Factor Models
 Giacomo Bormetti , Lucio Maria Calcagnile , Michele Treccani , Stefano Marmi and Fabrizio Lillo
Scuola Normale Superiore , Scuola Normale Superiore , List Group , Scuola Normale Superiore and University of Palermo
Date Posted: January 31, 2013
Last Revised: March 12, 2013
Working Paper Series
31 downloads

Incl. Electronic Paper Modelling Spot Prices in Deregulated Wholesale Electricity Markets: A Selected Empirical Review
 Helen Higgs and Andrew C. Worthington
Queensland University of Technology - School of Economics and Finance and Griffith University
Date Posted: October 29, 2008
Working Paper Series
176 downloads

Incl. Electronic Paper Modelling Shifts in the Wage-Price and Unemployment-Inflation Relationships in Italy, Poland, and the UK
Bocconi University, IGIER Working Paper No. 145
 Massimiliano Giuseppe Marcellino and Grayham E. Mizon
European University Institute and University of Southampton - Division of Economics
Date Posted: March 13, 1999
Working Paper Series
158 downloads

Incl. Electronic Paper Modelling Sequencing Patterns in Asset Acquisition: The Case of Smallholder Farmers in Three Rural Districts in Uganda
 Nicky R. M. Pouw and Chris Elbers
University of Amsterdam and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: May 05, 2011
Working Paper Series
15 downloads

Incl. Electronic Paper Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
Nuffield Economics Working Paper
 Clive G. Bowsher
Statistical Laboratory, University of Cambridge
Date Posted: January 28, 2003
Working Paper Series
201 downloads

Incl. Electronic Paper Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
Journal of Econometrics, Forthcoming
 Clive G. Bowsher
Statistical Laboratory, University of Cambridge
Date Posted: October 03, 2006
Accepted Paper Series
131 downloads

Modelling S&P 100 Volatility: The Information Content of Stock Returns
 Bevan Blair , Ser-Huang Poon and Stephen J. Taylor
Ingenious , University of Manchester - Business School and Lancaster University - Department of Accounting and Finance
Date Posted: December 03, 1997
Working Paper Series

Modelling S&P 100 Volatility: The Information Content of Stock Returns
Journal of Banking and Finance, Vol. 25, pp. 1665-1679, 2001
 Bevan Blair , Ser-Huang Poon and Stephen J. Taylor
Ingenious , University of Manchester - Business School and Lancaster University - Department of Accounting and Finance
Date Posted: September 28, 2001
Accepted Paper Series

Incl. Electronic Paper Modelling Portfolio Risks with Time-Dependent Default Rates in Venture Capital
 Andreas Kemmerer , Jan Rietzschel and Henry Schoenball
affiliation not provided to SSRN , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: October 14, 2007
Working Paper Series
259 downloads

Modelling Operational Risk Using Bayesian Inference
 Pavel V. Shevchenko
CSIRO Mathematics, Informatics and Statistics
Date Posted: September 07, 2011
Working Paper Series

Incl. Electronic Paper Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model
CREATES Research Paper No. 2008-5
 Annastiina Silvennoinen and Timo Terasvirta
University of Technology, Sydney (UTS) and affiliation not provided to SSRN
Date Posted: June 25, 2008
Working Paper Series
78 downloads

Incl. Electronic Paper Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
 Roengchai Tansuchat , Chia-Lin Chang and Michael McAleer
Maejo University - Faculty of Economics , National Chung Hsing University - Department of Applied Economics, Department of Finance and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: October 24, 2009
Working Paper Series
422 downloads

Modelling Loans to Non-Financial Corporations in the Euro Area
ECB Working Paper No. 989
Carlotta Rossi , Christoffer Kok Sorensen and David Marques-Ibanez
Bank of Italy , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: February 08, 2009
Working Paper Series

Incl. Electronic Paper Modelling Loans to Non-Financial Corporations in the Euro Area
Bank of Italy Temi di Discussione (Working Paper) No. 857
 Christoffer Kok Sorensen , David Marques-Ibanez and Carlotta Rossi
European Central Bank (ECB) , European Central Bank (ECB) and Bank of Italy
Date Posted: March 30, 2012
Working Paper Series
18 downloads

Incl. Electronic Paper Modelling Loans to Non-Financial Corporations in the Euro Area
ECB Working Paper No. 989
 Christoffer Kok Sorensen , David Marques-Ibanez and Carlotta Rossi
European Central Bank (ECB) , European Central Bank (ECB) and Bank of Italy
Date Posted: February 02, 2009
Working Paper Series
84 downloads

Incl. Electronic Paper Modelling Issues in Kernel Ridge Regression
Tinbergen Institute Discussion Paper No. 11-138/4
 Peter Exterkate
University of Aarhus - CREATES
Date Posted: September 30, 2011
Working Paper Series
63 downloads

Incl. Electronic Paper Modelling Ireland's Exchange Rates: From EMS to EMU
ECB Working Paper No. 823
 Derek Bond , Michael J. Harrison and Edward J. O'Brien
University of Ulster at Coleraine , University of Dublin - Trinity College and European Central Bank (ECB)
Date Posted: November 01, 2007
Working Paper Series
61 downloads

Incl. Electronic Paper Modelling Investment When Relative Prices are Trending: Theory and Evidence for the United Kingdom
Bank of England Working Paper No. 189
 Hasan Bakhshi , Nicholas Oulton and Jamie N.R. Thompson
Bank of England - Monetary Analysis , London School of Economics - Centre for Economic Performance (CEP) and Bank of England
Date Posted: September 04, 2003
Working Paper Series
81 downloads

Incl. Electronic Paper Modelling Interest Rate Dynamics in a Corridor with Jump Processes
 Peter Honore
Danske Bank - Danske Markets
Date Posted: January 15, 1998
Working Paper Series
387 downloads

Modelling Evolutionary Long-Run Relationships: An Application to the Italian Energy Market
Scottish Journal of Political Economy, Vol. 47, No. 1, pp. 72-93, 2000
 Claudio Morana
Università di Milano Bicocca
Date Posted: October 22, 2005
Accepted Paper Series

Modelling Electricity Prices: Jump Diffusion and Regime Switching
Physica A: Statistical Methods and It's Applications, Vol. 336, pp. 39-48, 2004
 Rafal Weron , Bierbrauer Michael and Stefan Trueck
Wroclaw University of Technology - Institute of Organization and Management , affiliation not provided to SSRN and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Date Posted: September 07, 2008
Last Revised: September 13, 2008
Accepted Paper Series

Incl. Electronic Paper Modelling Dependence in Insurance Claims Processes with Lévy Copulas
ASTIN Bulletin, Vol. 41, No. 2, pp. 575-609
 Benjamin Avanzi , Luke Cameron Cassar and Bernard Wong
University of New South Wales (UNSW) - Australian School of Business - School of Risk and Actuarial Studies , University of New South Wales (UNSW) - School of Actuarial Studies and University of New South Wales (UNSW) - School of Actuarial Studies
Date Posted: August 03, 2011
Last Revised: January 06, 2012
Accepted Paper Series
91 downloads

Incl. Electronic Paper Modelling Dependence in Insurance Claims Processes with Lévy Copulas
UNSW Australian School of Business Research Paper No. 2011ACTL01
 Benjamin Avanzi , Luke Cameron Cassar and Bernard Wong
University of New South Wales (UNSW) - Australian School of Business - School of Risk and Actuarial Studies , University of New South Wales (UNSW) - School of Actuarial Studies and University of New South Wales (UNSW) - School of Actuarial Studies
Date Posted: August 04, 2011
Working Paper Series
230 downloads

Incl. Electronic Paper Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
CREATES Research Paper No. 2008-8
 Christina Amado and Timo Terasvirta
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: June 25, 2008
Working Paper Series
66 downloads

Incl. Electronic Paper Modelling Cause-of-Death Mortality and the Impact of Cause-Elimination
UNSW Australian School of Business Research Paper No. 2013ACTL08
 Daniel H. Alai , Severine Gaille and Michael Sherris
Australian School of Business at UNSW , University of Lausanne - Faculty of Business and Economics and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: March 15, 2013
Working Paper Series
30 downloads

Modelling Bubbles and Anti-Bubbles in Bear Markets: A Medium-Term Trading Analysis
THE HANDBOOK OF TRADING, McGraw-Hill Finance and Investing, pp. 365-388, 2010
Date Posted: August 13, 2010
Accepted Paper Series

Incl. Electronic Paper Modelling and Measuring Price Discovery in Commodity Markets
 Jesús Gonzalo and Isabel Figuerola-Ferretti
Universidad Carlos III de Madrid and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: February 04, 2008
Working Paper Series
528 downloads

Incl. Fee Electronic Paper Modelling and Forecasting UK Mortgage Arrears and Possessions
CEPR Discussion Paper No. DP7986
 Janine Aron and John Muellbauer
University of Oxford - Department of Economics and University of Oxford - Department of Economics
Date Posted: November 14, 2010
Working Paper Series
7 downloads

Incl. Electronic Paper Modelling and Forecasting the Global Financial Crisis: Initial Findings Using Heterosckedastic Log-Periodic Models
Economics Bulletin, Forthcoming
Date Posted: December 27, 2010
Accepted Paper Series
138 downloads

Incl. Electronic Paper Modelling and Forecasting Noisy Realized Volatility
 Manabu Asai , Michael McAleer and Marcelo C. Medeiros
Soka University - Faculty of Economics , Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Date Posted: September 21, 2009
Working Paper Series
337 downloads

Incl. Electronic Paper Modelling and Forecasting Imported Japanese Parts Content of US Transplants: An Error Correction and State Space Approach
Date Posted: September 06, 2010
Working Paper Series
17 downloads

Incl. Electronic Paper Modeling, Estimation and Analysis of the Interaction between Public Debt and Economic Growth in Cameroon
 Kana K. Christophe and Jules Tinang Nzesseu
National Institute of Statistics and Institut Sous-régional de Statistique et d'Economie Appliquée (ISSEA)
Date Posted: August 28, 2010
Working Paper Series
61 downloads

Incl. Electronic Paper Modeling Within- and Across-Customer Association in Lifetime Value with Copulas
CentER Dicussion Paper Series No. 2010-103
 Nicolas Glady , Aurelie Lemmens and Christophe Croux
affiliation not provided to SSRN , Tilburg University and KU Leuven - Faculty of Business and Economics (FBE)
Date Posted: October 13, 2010
Working Paper Series
54 downloads

Incl. Electronic Paper Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: The UECCC GARCH Model
University of Heidelberg Department of Economics Discussion Paper No. 475
 Christian Conrad and Menelaos Karanasos
University of Heidelberg - Faculty of Economics and Social Studies and Brunel University
Date Posted: October 05, 2008
Working Paper Series
68 downloads

Incl. Electronic Paper Modeling Tick-by-Tick Realized Correlations
University of St. Gallen Economics Discussion Paper No. 2008-05
 Francesco Audrino
University of St. Gallen
Date Posted: February 18, 2008
Last Revised: April 27, 2008
Working Paper Series
301 downloads

Incl. Electronic Paper Modeling the Price Dynamics of Co2 Emission Allowances
 Eva A. Benz and Stefan Trueck
University of Bonn - Bonn Graduate School of Economics and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Date Posted: May 19, 2006
Last Revised: March 04, 2008
Working Paper Series
1447 downloads

Incl. Electronic Paper Modeling the Monetary Policy Reaction Function of the Colombian Central Bank
Documentos de Trabajo, Facultad de Economía, Universidad del Rosario, No. 35,
 Jesus Otero and Manuel Ramirez-Gomez
affiliation not provided to SSRN and Facultad de Economía U. del Rosario
Date Posted: January 18, 2010
Working Paper Series
27 downloads

Modeling the Long-Term and Short-Run Relationship between Indian Local Exchange Traded Funds (ETFs) and their Underlying Indices
20th Global Finance Association Conference Proceedings (Forthcoming)
 Vinodh Madhavan
Indian Institute of Management Lucknow
Date Posted: April 09, 2013
Accepted Paper Series

Incl. Electronic Paper Modeling the Link between US Inflation and Output: The Importance of the Uncertainty Channel
University of Heidelberg Department of Economics Discussion Paper No. 507 (updated version: Oct. 2012)
 Christian Conrad and Menelaos Karanasos
University of Heidelberg - Faculty of Economics and Social Studies and Brunel University
Date Posted: November 26, 2010
Last Revised: October 24, 2012
Working Paper Series
62 downloads

Modeling the Leverage Effect with Copulas and Realized Volatility
Finance Research Letters 5 (2008) 221-227
 Cathy Ning , Tony S. Wirjanto and Dinghai Xu
Ryerson University , University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science and Independent
Date Posted: March 31, 2013
Accepted Paper Series

Incl. Electronic Paper Modeling the Impact of Aging on Social Security Expenditures
Banco de Espana Research Paper No. OP-0601
 Juan Francisco Jimeno-Serrano , Juan A. Rojas and Sergio Puente
Foundation for Applied Economic Research (FEDEA) , Banco de Espana and Banco de Espana
Date Posted: May 18, 2006
Working Paper Series
73 downloads

Incl. Electronic Paper Modeling the IMF's Statistical Discrepancy in the Global Current Account
International Finance Working Paper No. 678
 Jaime Marquez and Lisa Workman
Board of Governors of the Federal Reserve System - International Financial Transactions Section and University of Notre Dame - Department of Economics
Date Posted: January 12, 2001
Working Paper Series
67 downloads

Modeling the Hidden Economy and the Tax-gap in New Zealand
Empirical Economics, Vol. 24, Issue 4, 1999
 David E. A. Giles
University of Victoria - Economics
Date Posted: January 08, 2000
Accepted Paper Series

Modeling Stock Prices by Multifractional Brownian Motion: An Improved Estimation of the Pointwise Regularity
Quantitative Finance, Forthcoming
 Sergio Bianchi , Alexandre Pantanella and Augusto Pianese
University of Cassino , University of Cassino and affiliation not provided to SSRN
Date Posted: July 18, 2011
Accepted Paper Series


 

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