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Abstracts: 694,448
Full Text Papers: 583,690
Authors: 320,130
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67,270

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Last 12 months: 13,127,274
Last 30 days: 1,050,447

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SSRN eLibrary Search Results
JEL Code: C52
396,782 Total downloads
Showing Papers 751 - 800 of 2,270
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1 2 3 4 ... 46 | Next >
   

Incl. Electronic Paper Bond Risk Premia, Macroeconomic Factors and Financial Crisis in the Euro Area
ECB Working Paper No. 1938
Juan A. Garcia and Sebastian E. V. Werner
European Central Bank (ECB) and Catholic University of Louvain (UCL)
Date Posted: September 28, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper A Practical Approach to Testing Calibration Strategies
CAEPR Working Paper 2016-004
Yongquan Cao and Grey Gordon
Indiana University and Indiana University
Date Posted: September 27, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Shrinkage Estimation of Factor Models with Global and Group-Specific Factors
Xu Han
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: September 26, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Detecting Imbalances in House Prices: What Goes Up Must Come Down?
Norges Bank Working Paper 11/16
André K. Anundsen
University of Oslo
Date Posted: September 24, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Testing Modeling Assumptions in the West Africa Ebola Outbreak
Scientific Reports (accepted Sep 15, 2016)
Keith Burghardt, CJO Verzijl, Junming Huang, Matthew C. Ingram, Binyang Song and Marie-Pierre Hasne
University of Maryland, ABN AMRO - ABN-Amro Bank, The Netherlands, University of Electronic Science and Technology of China (UESTC), University at Albany, SUNY, Singapore University of Technology and Design (SUTD) and Oregon Health & Science University
Date Posted: September 21, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Analysis of Prison-Prisoner Data Using Cluster-Sample Econometrics: Prison Conditions and Prisoners' Assessments of the Future
IZA Discussion Paper No. 10209
Horst Entorf and Liliya Sattarova
Goethe University Frankfurt and Goethe University Frankfurt
Date Posted: September 19, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Upward and Downward Bias When Measuring Inequality of Opportunity
SERIES Working Papers No. 05/2016
Paolo Brunori, Vito Peragine and Laura Serlenga
University of Bari - Faculty of Economics, University of Bari and Università degli Studi di Bari
Date Posted: September 17, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Estimating MIDAS Regressions via OLS with Polynomial Parameter Profiling
Eric Ghysels and Hang Qian
University of North Carolina Kenan-Flagler Business School and The MathWorks, Inc.
Date Posted: September 13, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Flexible Mixture-Amount Models for Business and Industry Using Gaussian Processes
Tinbergen Institute Discussion Paper 16-075/III
Aiste Ruseckaite, D. Fok and Peter Goos
Erasmus University Rotterdam (EUR) - Department of Econometrics, Econometric Institute - Erasmus University Rotterdam and University of Antwerp
Date Posted: September 13, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Finite-Sample and Asymptotic Analysis of Generalization Ability with an Application to Penalized Regression
Ning Xu, Jian Hong and Timothy C. G. Fisher
University of Sydney - School of Economics, University of Sydney - School of Economics and University of Sydney, School of Economics
Date Posted: September 12, 2016
Last Revised: September 26, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Post-Lasso IV Estimation of Returns to Women's Education
Bin Jiang, Jun Sung Kim, Chuhui Li, Hee-Seung Yang and Ou Yang
Monash University, Monash University - Department of Econometrics & Business Statistics, Monash University, Monash University - Department of Economics and Monash University
Date Posted: September 08, 2016
Last Revised: September 16, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper The Effect of Social Benefits on Youth Employment: Combining RD and a Behavioral Model
Luxembourg Institute of Socio-Economic Research (LISER) Working Paper Series 2016-12
Olivier Bargain and Karina Doorley
Institute for the Study of Labor (IZA) and Luxembourg Institute of Socio-Economic Research (LISER)
Date Posted: September 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Rationality of Announcements, Business Cycle Asymmetry, and Predictability of Revisions. The Case of French GDP
Banque de France Working Paper No. 600
Matteo Mogliani and Thomas Ferrière
Banque de France and Banque de France
Date Posted: September 05, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper A Network Framework of Investigating Systemic Risk in Zonal Energy Markets
Emmanuel Senyo Fianu, Daniel Felix Ahelegbey and Luigi Grossi
Leuphana University of Lueneburg, Boston University - Department of Mathematics and Statistics and University of Verona - Department of Economics
Date Posted: September 02, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Accounting for Missing Values in Score-Driven Time-Varying Parameter Models
Tinbergen Institute Discussion Paper 16-067/IV
André Lucas, Anne Opschoor and Julia Schaumburg
VU University Amsterdam, Vrije Universiteit Amsterdam and Tinbergen Institute
Date Posted: August 31, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper A First Econometric Analysis of the CRIX Family
Shi Chen, Cathy Yi-Hsuan Chen, Wolfgang K. Härdle, TM Lee and Bobby Ong
Humboldt University of Berlin, Humboldt University of Berlin, Humboldt University of Berlin - Institute for Statistics and Econometrics, CoinGecko and CoinGecko
Date Posted: August 31, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Volatility Discovery
Gustavo Fruet Dias, Cristina Mabel Scherrer and Fotis Papailias
University of Aarhus, Queen Mary, University of London and quantf research
Date Posted: August 29, 2016
Working Paper Series
45 downloads

Incl. Electronic Paper Pairs Trading with Commodity Futures: Evidence from the Chinese Market
Yurun Yang, Ahmet Goncu and Athanasios A. Pantelous
Xi'an Jiaotong-Liverpool University, Xi'an Jiaotong-Liverpool University and University of Liverpool, Department of Mathematical Sciences and Institute for Risk and Uncertainty
Date Posted: August 22, 2016
Working Paper Series
118 downloads

Incl. Electronic Paper Realized Wishart-Garch: A Score-Driven Multi-Asset Volatility Model
Tinbergen Institute Discussion Paper 2016-061/III
Peter Reinhard Hansen, Pawel Janus and Siem Jan Koopman
European University Institute - Economics Department (ECO), Independent and VU University Amsterdam
Date Posted: August 19, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper Finance, Risk and Economic Space
ACRN Oxford Journal of Finance and Risk Perspectives, 5(1). March 2016, p.209-221.
Victor Olkhov
TVEL Fuel Company
Date Posted: August 09, 2016
Last Revised: August 14, 2016
Accepted Paper Series
23 downloads

Incl. Electronic Paper Hospital Heterogeneity: What Drives the Quality of Care?
Manhal Mohammad Ali, Reza Salehnejad and Mohaimen Mansur
University of Manchester, University of Manchester - Alliance Manchester Business School and University of Manchester - Alliance Manchester Business School
Date Posted: August 04, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Generalized Additive Models for Pair-Copula Constructions
Thibault Vatter and Thomas Nagler
Ecole Polytechnique Fédérale de Lausanne and Technische Universität München (TUM), Chair of Mathematical Statistics, Students
Date Posted: August 04, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper A Diagnostic Criterion for Approximate Factor Structure
Swiss Finance Institute Research Paper No. 16-51
Patrick Gagliardini, Elisa Ossola and O. Scaillet
University of Lugano and Swiss Finance Institute, University of Lugano and University of Geneva GSEM and GFRI
Date Posted: August 03, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper On Economic Space Notion
International Review of Financial Analysis, 22 January 2016, DOI-10.1016/j.irfa.2016.01.001
Victor Olkhov
TVEL Fuel Company
Date Posted: August 02, 2016
Last Revised: September 20, 2016
Accepted Paper Series
24 downloads

Incl. Electronic Paper Identifying Consequences of Mandatory IFRS Adoption: The Role of Selection Effects
Joerg-Markus Hitz, Sebastian Kaumanns and Nico Lehmann
University of Goettingen, University of Goettingen and University of Goettingen
Date Posted: August 02, 2016
Last Revised: September 09, 2016
Working Paper Series
63 downloads

Incl. Electronic Paper Unstable Diffusion Indexes: With an Application to Bond Risk Premia
Daniele Massacci
Bank of England
Date Posted: August 02, 2016
Last Revised: September 23, 2016
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Understanding the Sources of Macroeconomic Uncertainty
CEPR Discussion Paper No. DP11415
Barbara Rossi, Tatevik Sekhposyan and Matthieu Soupre
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI), Texas A&M University - Department of Economics and Universitat Pompeu Fabra
Date Posted: August 01, 2016
Working Paper Series

Testing Nowcast Monotonicity
Jack Fosten and Daniel Gutknecht
University of East Anglia (UEA) - School of Economic and Social Studies and Mannheim University
Date Posted: July 31, 2016
Working Paper Series

Incl. Electronic Paper Speed and Biases of Fourier-based Pricing Choices: Analysis of the Bates and Asymmetric Variance Gamma Models
Ricardo Crisóstomo
Comisión Nacional del Mercado de Valores (CNMV)
Date Posted: July 28, 2016
Last Revised: September 16, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Conditional Variance Dynamics of Gold and Other Precious Metals - Forecast Comparison with Intra-Day Data
Tony Klein
Technische Universität Dresden
Date Posted: July 28, 2016
Last Revised: August 08, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?
CESifo Working Paper Series No. 5965
Guglielmo Maria Caporale, Nazif Catik, Mohamad Helmi, Faek Menla Ali and Coskun Akdeniz
Brunel University London - Department of Economics and Finance, Ege University Department of Economics, Brunel University London - College of Business, Arts and Social Sciences, Brunel University - Economics and Finance Department and Ege University - Department of Economics
Date Posted: July 26, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Effects of Multilateral Support on Infrastructure PPP Contract Cancellation
World Bank Group, Policy Research Working Paper 7751
Darwin Marcelo and Schuyler House
The World Bank Group and World Bank
Date Posted: July 22, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility
Arabinda Basistha, Alexander Kurov and Marketa Halova Wolfe
West Virginia University - College of Business & Economics, West Virginia University - College of Business & Economics and Skidmore College - Department of Economics
Date Posted: July 21, 2016
Working Paper Series
56 downloads

Incl. Electronic Paper Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter
CAMA Working Paper No. 44/2016
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: July 20, 2016
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts
CEPR Discussion Paper No. DP11391
Barbara Rossi and Tatevik Sekhposyan
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Texas A&M University - Department of Economics
Date Posted: July 18, 2016
Working Paper Series

Incl. Fee Electronic Paper In-Sample Inference and Forecasting in Misspecified Factor Models
CEPR Discussion Paper No. DP11388
Marine Carrasco and Barbara Rossi
University of Montreal - Departement de Ciences Economiques and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Date Posted: July 18, 2016
Working Paper Series

Incl. Electronic Paper Do Parents Tax Their Children? Teenage Labour Supply and Financial Support
IZA Discussion Paper No. 10040
Angus Holford
University of Essex
Date Posted: July 18, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Empirical Validation of Simulated Models through the GSL-div: An Illustrative Application
LEM Working Paper Series, 2016/18
Francesco Lamperti
Scuola Superiore Sant'Anna di Pisa - Institute of Economics and LEM
Date Posted: July 12, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Testing the UIP Hypothesis-Using Data from Partially Dollarized Developing Countries
International Journal of Economics and Finance; Vol. 6, No. 4; 2014
Andualem Telaye Mengistu
Ethiopian Development Research Institute (EDRI)
Date Posted: July 09, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper A Portfolio Demand Approach for Broad Money in the Euro Area
ECB Working Paper No. 1929
Alexander Jung
European Central Bank (ECB) - Directorate General Economics
Date Posted: July 07, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Option-Implied Intra-Horizon Risk and First-Passage Disentanglement
Markus Leippold and Nikola Vasiljevic
University of Zurich - Department of Banking and Finance and University of Zurich
Date Posted: July 06, 2016
Working Paper Series
57 downloads

Incl. Electronic Paper Advances in Multivariate Back-testing for Credit Risk Underestimation
ECB Working Paper No. 1885
François Coppens, Manuel Mayer, Laurent Millischer, Florian Resch, Stephan Sauer and Klaas Schulze
National Bank of Belgium, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), European Central Bank (ECB) and Deutsche Bundesbank
Date Posted: July 05, 2016
Working Paper Series
8 downloads

Modelling the Gold Price in Turkish Free Market: Static Approach (Determinanty cen złota na wolnym rynku tureckim: podejście statystyczne)
Vistula University Working Papers / Zeszyty Naukowe Uczelni Vistula, No. 41(3)
Hakan Aras
Vistula University - Faculty of Business and International Relations
Date Posted: June 30, 2016
Accepted Paper Series

Incl. Electronic Paper Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance
University of St.Gallen, School of Finance Research Paper No. 2016/13
Zeno Adams, Roland Füss and Thorsten W. Glück
University of St. Gallen, University of St. Gallen - School of Finance and European Business School (EBS) Wiesbaden, Germany - Department of Finance, Accounting and Real Estate
Date Posted: June 30, 2016
Last Revised: July 12, 2016
Working Paper Series
103 downloads

Incl. Electronic Paper Optimal Asset Allocation Strategies
Razvan Stefanescu
North Carolina State University
Date Posted: June 28, 2016
Last Revised: July 15, 2016
Working Paper Series
169 downloads

Incl. Electronic Paper FDI and Growth in the MENA Countries: Are the GCC Countries Different?
African Governance and Development Institute WP/16/015
Mouna Gammoudi, Mondher Cherif and Simplice A. Asongu
Laboratoire REGARDS-URCA, University of Reims Champagne-Ardenne and African Governance and Development Institute
Date Posted: June 28, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Crix or Evaluating Blockchain Based Currencies
SFB 649 Discussion Paper 2016-021, Economic Risk, Berlin
Simon Trimborn and Wolfgang K. Härdle
Humboldt-Universitat zu Berlin and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: June 27, 2016
Working Paper Series
44 downloads

Incl. Electronic Paper The New Hybrid Value at Risk Approach Based on the Extreme Value Theory
Estudios de Economia., Vol. 43, No. 1, 2016
Nikola Radivojevic, Milena Cvjetkovic and Saša Stepanov
Technical College of Applied Studies, Kragujevac, University of Novi Sad - Faculty of Technical Sciences and BAS, Belgrade
Date Posted: June 27, 2016
Accepted Paper Series
31 downloads

Incl. Electronic Paper Taking the One-Year Change from Another Angle
Michel M. Dacorogna, Alessandro Ferriero and David Krief
DEAR-Consulting, SCOR Global P&C SE Reinsurance (Zurich Branch) and Université Paris Diderot - Laboratoire de Probabilités et Modèles Aléatoires (LPMA)
Date Posted: June 25, 2016
Working Paper Series
46 downloads

Incl. Electronic Paper Updating the Option Implied Probability of Default Methodology
Bundesbank Discussion Paper No. 43/2014
Johannes Vilsmeier
Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
14 downloads


 

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