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Full Text Papers: 458,822
Authors: 258,289
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SSRN eLibrary Search Results
JEL Code: C13
405,451 Total downloads
Showing Papers 801 - 850 of 2,311
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Parity in Professional Sports When Revenues are Maximized
Economic Modelling, Vol. 40, 2014
Burhan Biner
University of Minnesota - Twin Cities - Department of Economics
Date Posted: July 22, 2014
Accepted Paper Series

Incl. Electronic Paper Lady Justice v. Cult of Statistical Significance: Oomph-Less Science and the New Rule of Law
Forthcoming, Oxford Handbook on Professional Economic Ethics (Oxford University Press, 2014), edited by G. DeMartino and D.N. McCloskey
Stephen Ziliak and Deirdre Nansen McCloskey
Roosevelt University and University of Illinois at Chicago - Department of Economics
Date Posted: July 22, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Feasibility Investigation of a Unified Trend-Stationarity Constrained-Autoregressive Test
Shlomo Zilca
Tel Aviv University, Faculty of Management
Date Posted: July 22, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Binary Choice Model with Endogeneity: Identification via Heteroskedasticity
UNSW Australian School of Business Research Paper No. 2014-34
Minxian Yang
University of New South Wales - Australian School of Business - School of Economics
Date Posted: July 21, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Heterogeneous Effects of Maternal Labor Market Participation on Nutritional Status of Children: Empirical Evidence From Rural India
Gracious M. Diiro , Abdoul G. Sam and David S. Kraybill
Makerere University , Ohio State University (OSU) and Ohio State University (OSU) - Department of Agricultural, Environmental & Development Economics
Date Posted: July 18, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs
Tinbergen Institute Discussion Paper 14-089/I
Matthias Weber , Martin Schumacher and Harald Binder
University of Amsterdam - Center for Research in Experimental Economics and Political Decision-Making (CREED) , University Medical Center Freiburg and University Medical Center Johannes Gutenberg University
Date Posted: July 16, 2014
Last Revised: July 18, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Binary Choice Model with Endogeneity: Identification via Heteroskedasticity
Minxian Yang
University of New South Wales - Australian School of Business - School of Economics
Date Posted: July 14, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Estimating Aggregate Autoregressive Processes When Only Macro Data are Available
Swiss Finance Institute Research Paper No. 14-43
Eric Jondeau and Florian Pelgrin
University of Lausanne and EDHEC Business School
Date Posted: July 12, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Liquidity Premium and Return Predictability in U.S. Inflation-Linked Bonds Market
Karoll Gomez
Toulouse School of Economics
Date Posted: July 09, 2014
Last Revised: July 10, 2014
Working Paper Series
10 downloads

Affine-Structure Models and the Pricing of Energy Commodity Derivatives
Ioannis Kyriakou , Nikos K. Nomikos , Panos K. Pouliasis and Nikos C. Papapostolou
City University London - Sir John Cass Business School , Cass Business School, City University London , Sir John Cass Business School and Cass Business School, City University London
Date Posted: July 09, 2014
Working Paper Series

Incl. Electronic Paper Situation Analysis of Child Poverty and Deprivation in Uganda
Partnership for Economic Policy (PEP) Working Paper 2014-03
Yele Maweki Batana , John Cockburn , Ibrahim Kasirye , Luca Tiberti and Gemma Ahaibwe
World Bank , Partnership for Economic Policy , Economic Policy Research Centre, Uganda , Laval University and Makerere University - Economic Policy Research Centre (EPRC)
Date Posted: July 09, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances
CESifo Working Paper Series No. 4847
Harald Badinger and Peter Egger
Vienna University of Economics and Business and ETH Zürich
Date Posted: July 08, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper A Permutation Test and Estimation Alternatives for the Regression Kink Design
IZA Discussion Paper No. 8282
Peter Ganong and Simon Jäger
Harvard University and Harvard University
Date Posted: July 05, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper A Multiple Testing Approach to the Regularisation of Large Sample Correlation Markets
CESifo Working Paper Series No. 4834
Natalia Bailey , M. Hashem Hashem Pesaran and L. Vanessa Smith
Queen Mary University of London , University of Southern California and University of York
Date Posted: July 03, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Dynamics of Derivatives Usage and Firm's Value
Wulfenia Journal, Volume 21, Issue 6(2), pp. 122-140, ISI Indexed, Impact Factor 0.267
Dr. Naveed Iqbal Chaudhry , Mian Saqib Mehmood and Asif Mehmood
Department of Business Administration, University of the Punjab, Gujranwala Campus, Pakistan , Department of Management and Administrative Sciences, University of Gujrat, Gujrat, Pakistan and Superior University/College Lahore
Date Posted: July 01, 2014
Accepted Paper Series
38 downloads

Incl. Electronic Paper The (Possible) Effect of Plain Packaging on Smoking Prevalence in Australia: A Trend Analysis
University of Zurich, Department of Economics, Working Paper No. 165
Ashok Kaul and Michael Wolf
Saarland University and University of Zurich - Department of Economics
Date Posted: July 01, 2014
Last Revised: July 02, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Global Financial Crisis and International Stock Market Co-Movements: An Empirical Study
Kirti Khanna and Nidhi Sharma
NIMS University and Dayalbagh Educational Institute
Date Posted: June 29, 2014
Last Revised: June 30, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Bayesian Interpretations of Regularization for Models with Many Predictors: An Introduction for Management Researchers
Seth M. Spain , Kristin L. Sotak and P. D. Harms
State University of New York at Binghamton - School of Management , State University of New York (SUNY) at Binghamton - School of Management and University of Nebraska at Lincoln
Date Posted: June 29, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Specification and Estimation of Gravity Models: A Review of the Issues in the Literature
Robert Schuman Centre for Advanced Studies Research Paper No. RSCAS 2014/74
Fatima Olanike Kareem and Idowu Olayinka Kareem
University of Goettingen (Gottingen) and European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Date Posted: June 28, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper The Dynamics of Squared Returns Under Contemporaneous Aggregation of GARCH Models
Eric Jondeau
University of Lausanne
Date Posted: June 25, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects
CESifo Working Paper Series No. 4822
Kazuhiko Hayakawa , M. Hashem Hashem Pesaran and L. Vanessa Smith
Hiroshima University , University of Southern California and University of York
Date Posted: June 25, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Local Stochastic Volatility Models: Calibration and Pricing
Cristian Homescu
Independent
Date Posted: June 11, 2014
Last Revised: July 15, 2014
Working Paper Series
455 downloads

Incl. Electronic Paper Does the Short Rate Revert to its Mean in the Risk-Neutral World?
Chia Chun Lo and Konstantinos Skindilias
University of Macau - Department of Finance and Business Economics and University of Greenwich, CMS
Date Posted: June 07, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Variance Components, Term Structures of Variance Risk Premia, and Expected Asset Returns
Junye Li and Gabriele Zinna
ESSEC Business School and Bank of Italy
Date Posted: June 05, 2014
Working Paper Series
40 downloads

Incl. Electronic Paper Pricing Levered Warrants with Dilution using Observable Variables
Quantitative Finance, Vol. 13, No. 8
Isabel Abinzano and Javier F. Navas
Universidad Pública de Navarra and Universidad Pablo de Olavide
Date Posted: June 03, 2014
Accepted Paper Series
8 downloads

Incl. Electronic Paper Through the Looking Glass: Indirect Inference via Simple Equilibria
HEC Paris Research Paper No. FIN-2014-1048
Laurent E. Calvet and Veronika Czellar
HEC Paris (Groupe HEC) - Finance Department and EMLYON Business School
Date Posted: June 02, 2014
Last Revised: June 10, 2014
Working Paper Series
22 downloads

Incl. Fee Electronic Paper Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
CEPR Discussion Paper No. DP9931
Marta Banbura , Domenico Giannone and Michele Lenza
European Central Bank , Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and European Central Bank (ECB)
Date Posted: June 02, 2014
Working Paper Series

Incl. Electronic Paper Robust and Practical Estimation for Measures of Tail Risk
Cristian Homescu
Independent
Date Posted: June 02, 2014
Working Paper Series
586 downloads

Incl. Electronic Paper What Happens If in the Principal Component Analysis the Pearsonian is Replaced by the Brownian Coefficient of Correlation?
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: June 01, 2014
Last Revised: June 22, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Explaining Aggregated Recovery Rates
Stephan Höcht , Ada Kroneberg and Rudi Zagst
Technische Universität München (TUM) , Technische Universität München (TUM) and Technische Universität München (TUM) - Chair of Mathematical Finance
Date Posted: May 31, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper VAR and ES/CVAR Dependence on Data Cleaning and Data Models: Analysis and Resolution
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: May 31, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects
CAFE Research Paper No. 14.06
Kazuhiko Hayakawa , M. Hashem Hashem Pesaran and L. Vanessa Smith
Hiroshima University , University of Southern California and University of York
Date Posted: May 29, 2014
Accepted Paper Series
17 downloads

Incl. Electronic Paper A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices
CAFE Research Paper No. 14.05
Natalia Bailey , M. Hashem Hashem Pesaran and L. Vanessa Smith
Queen Mary University of London , University of Southern California and University of York
Date Posted: May 29, 2014
Accepted Paper Series
13 downloads

Incl. Electronic Paper Estimation of Extreme Depth-Based Quantile Regions
CentER Discussion Paper Series No. 2014-035
Yi He and John H. J. Einmahl
Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Date Posted: May 29, 2014
Working Paper Series
39 downloads

Incl. Electronic Paper Forecasting Agricultural Commodities Spot Prices: A Jointly Approach
Adalto Acir Althaus Junior , Marcelo S. Bego and Adalto Barbaceia Goncalves
FGV-EAESP , FGV-EAESP and Insper
Date Posted: May 27, 2014
Last Revised: June 04, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Higher Order Realized Power Variations of Semi-Martingales with Applications
Yuta Koike and Zhi Liu
University of Tokyo - Graduate School of Mathematical Sciences and University of Macau
Date Posted: May 21, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Mutual Excitation in Eurozone Sovereign CDS
SAFE Working Paper No. 51
Yacine Ait-Sahalia , Roger J. A. Laeven and Loriana Pelizzon
Princeton University - Department of Economics , University of Amsterdam - Amsterdam School of Economics and Ca Foscari University of Venice - Department of Economics
Date Posted: May 19, 2014
Last Revised: June 02, 2014
Working Paper Series
52 downloads

Incl. Electronic Paper High Frequency Volatility of Volatility Estimation Free from Spot Volatility Estimates
Imma Valentina Curato , Maria Elvira Mancino and Simona Sanfelici
University of Ulm , University of Florence - Department of Mathematics for Decisions and University of Parma - Dipartimento di Economia
Date Posted: May 18, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Robust-Efficient Credibility Models with Heavy-Tailed Claims: A Mixed Linear Models Perspective
Insurance: Mathematics and Economics, 48(1), 72-84, 2011
Harald Dornheim and Vytaras Brazauskas
KPMG International, LLP and University of Wisconsin-Milwaukee
Date Posted: May 15, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper The Divergence of the High and Low Frequency Estimation: Causes and Consequences
MIT Sloan Research Paper No. 5087-14
William B. Kinlaw , Mark Kritzman and David Turkington
State Street Global Exchange , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: May 14, 2014
Working Paper Series
190 downloads

Incl. Electronic Paper The Distribution of Microstructure Noise for the S&P 500 Index
Stephen J. Taylor
Lancaster University - Department of Accounting and Finance
Date Posted: May 13, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Semiparametric Localized Bandwidth Selection in Kernel Density Estimation
Tingting Cheng , Jiti Gao and X Zhang
Monash University , Monash University - Department of Econometrics & Business Statistics and Monash University
Date Posted: May 12, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Extracting Long‐Run Information from Energy Prices ‐ The Role of Exogeneity
John Hunter and Seyedeh Asieh Tabaghdehi
Brunel University - School of Social Science and Brunel University - School of Social Sciences
Date Posted: May 11, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Semiparametric Model Selection in Panel Data Models with Deterministic Trending and Cross-Sectional Dependence
Jia Chen and Jiti Gao
University of York (UK) - Department of Economics and Related Studies and Monash University - Department of Econometrics & Business Statistics
Date Posted: May 10, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Estimating Heterogeneous Treatment Effects in Randomized Control Trials
Christopher Adams
Federal Trade Commission - Bureau of Economics
Date Posted: May 07, 2014
Last Revised: June 20, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Calculating Systemic Risk Capital Requirements: A Factor Model Approach
Panagiotis Avramidis and Fotios Pasiouras
ALBA Graduate Business School and University of Surrey - Surrey Business School
Date Posted: May 07, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper The FRBNY Staff Underlying Inflation Gauge: UIG
FRB of New York Staff Report No. 672
Marlene Amstad , Simon Potter and Robert W. Rich
Swiss National Bank , Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: May 06, 2014
Working Paper Series
9 downloads

Spatial Autoregressive Models with Unknown Heteroskedasticity: A Comparison of Bayesian and Robust GMM Approach
Regional Science and Urban Economics, Vol. 45, 2014
Osman Dogan and Suleyman Taspinar
CUNY The Graduate Center - Department of Economics and CUNY The Graduate Center - Department of Economics
Date Posted: May 05, 2014
Accepted Paper Series

GMM Estimation of Spatial Autoregressive Models with Moving Average Disturbances
Regional Science and Urban Economics, Vol. 43, No. 6, 2013
Osman Dogan and Suleyman Taspinar
CUNY The Graduate Center - Department of Economics and CUNY The Graduate Center - Department of Economics
Date Posted: May 05, 2014
Accepted Paper Series

Incl. Electronic Paper Dating Multiple Change Points in the Correlation Matrix
Pedro Galeano and Dominik Wied
Universidad Carlos III de Madrid - Department of Statistics and TU Dortmund University
Date Posted: May 03, 2014
Last Revised: May 11, 2014
Working Paper Series
25 downloads


 

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