Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 489,370
Full Text Papers: 398,250
Authors: 228,711
Papers Received in
  Last 12 months:
69,655

Paper Downloads:
To date: 66,729,620
Last 12 months: 11,224,008
Last 30 days: 834,562

CiteReader:  What's this?
Papers with
  Resolved
  References:
239,806
Total References: 8,539,827
Papers with Cites: 230,167
Total Citation
  Links:
5,733,423
Papers with
  Resolved
  Footnotes:
78,859
Total Footnotes: 8,610,864


SSRN eLibrary Search Results
JEL Code: C51
363,605 Total downloads
Showing Papers 801 - 850 of 1,839
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Rating Assignments: Lessons from International Banks
CESifo Working Paper Series No. 2618
Guglielmo Maria Caporale , Roman Matousek and Chris Stewart
London South Bank University , London Metropolitan University - Department of Economics, Finance and International Business (EFIB) and affiliation not provided to SSRN
Date Posted: April 20, 2009
Working Paper Series
99 downloads

On the Relationship between Financial Returns and Macroeconomic Factors
Lisa Airoldi and Klaus Spremann
affiliation not provided to SSRN and University of St. Gallen
Date Posted: April 20, 2009
Working Paper Series

Incl. Electronic Paper A Novel Simple but Empirically Consistent Model for Stock Price and Option Pricing
Huadong (Henry) Pang
J.P. Morgan Chase & Co., Quantitative Research
Date Posted: April 10, 2009
Last Revised: July 15, 2009
Working Paper Series
2765 downloads

Incl. Fee Electronic Paper The Equity Premium and the Business Cycle: The Role of Demand and Supply Shocks
CEPR Discussion Paper No. DP7227
Peter N. Smith , Steffen Sorensen and Michael R. Wickens
University of York (UK) - Department of Economics and Related Studies , Moody's Investor Services and University of York (UK) - Department of Economics and Related Studies
Date Posted: April 07, 2009
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Common and Spatial Drivers in Regional Business Cycles
CEPR Discussion Paper No. DP7206
Michael J. Artis , Christian Dreger and Konstantin A. Kholodilin
University of Manchester - Institute for Political & Economic Governance (IPEG) , German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Date Posted: April 07, 2009
Working Paper Series
5 downloads

Incl. Electronic Paper Modeling Sheep Supply Response Under Asymmetric Price Volatility and Cap Reforms
Economics Bulletin, Vol. 29, No. 2, pp. 524-534, 2009
Anthony N. Rezitis and Konstantinos S. Stavropoulos
University of Western Greece - Department of Business Administration of Food and Agricultural Products and affiliation not provided to SSRN
Date Posted: April 03, 2009
Accepted Paper Series
27 downloads

Incl. Electronic Paper Variance Estimation and Prediction of Gini Coefficient for Income Distribution Using Asymptotic Expansions and Resampling Methods
Archives of Economic History, Vol. 18, No. 1, pp. 57-81, 2006
Christos C. Frangos
Technological Educational Institute of Athens - Department of Business Administration
Date Posted: April 02, 2009
Last Revised: April 20, 2009
Accepted Paper Series
67 downloads

Incl. Electronic Paper Russian Election Reform and the Effect of Social Conformity on Voting and the Party System: 2007 and 2008
Stephen Coleman
Metropolitan State University
Date Posted: March 31, 2009
Last Revised: September 29, 2009
Working Paper Series
79 downloads

Incl. Electronic Paper Testing the Trade-Off Theory of Capital Structure: A Kalman Filter Approach
Tian Zhao and Raul Susmel
Invesco Aim Capital Management and University of Houston - Department of Finance
Date Posted: March 30, 2009
Working Paper Series
301 downloads

Incl. Electronic Paper Modeling Dependence Between Loss Triangles
Piet De Jong
Macquarie University - Department of Applied Finance and Actuarial Studies
Date Posted: March 25, 2009
Last Revised: March 24, 2011
Working Paper Series
268 downloads

Incl. Electronic Paper Enhanced Credit Default Models for Heterogeneous SME Segments
Journal of Financial Transformation, Forthcoming
Silvia Figini , Maria Elena De Giuli and Paolo Giudici
University of Pavia , affiliation not provided to SSRN and University of Pavia - Faculty of Economics
Date Posted: March 24, 2009
Accepted Paper Series
516 downloads

Poisson Autoregression
Konstantinos Fokianos , Anders Rahbek and Dag Tjostheim
University of Cyprus - Department of Mathematics and Statistics , University of Copenhagen - Department of Statistics and Operations Research and University of Bergen - Faculty of Mathematics and Natural Sciences
Date Posted: March 24, 2009
Working Paper Series

Incl. Electronic Paper Estimating the Degrees of Freedom of the Realized Volatility Wishart Autoregressive Model
Matteo Bonato
UBS AG
Date Posted: March 23, 2009
Last Revised: October 03, 2009
Working Paper Series
91 downloads

Incl. Electronic Paper Generalized Affine Models
Bruno Feunou and Nour Meddahi
Bank of Canada and University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: March 23, 2009
Last Revised: December 16, 2009
Working Paper Series
203 downloads

Incl. Electronic Paper Resurrecting the Conditional CAPM with Dynamic Conditional Correlations
Turan G. Bali and Robert F. Engle
Georgetown University - Robert Emmett McDonough School of Business and New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: March 23, 2009
Last Revised: February 27, 2012
Working Paper Series
216 downloads

Incl. Electronic Paper National Flags, National Flag Colors, and the Well-Being of Countries
Voxi Heinrich S. Amavilah
REEPS
Date Posted: March 22, 2009
Working Paper Series
91 downloads

Incl. Electronic Paper Credit Risk Transfer and the Forecasting of Bank Defaults
Giovanni Calice , Christos Ioannidis and Julian M. Williams
University of Birmingham - Department of Economics , University of Bath-Department of Economics and University of Aberdeen Business School
Date Posted: March 21, 2009
Last Revised: July 13, 2009
Working Paper Series
415 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 Two-Step Extremum Estimation with Estimated Single-Indices
PIER Working Paper No. 09-012
Kyungchul Song
University of Pennsylvania - Department of Economics
Date Posted: March 18, 2009
Working Paper Series
23 downloads

Incl. Electronic Paper On Correlation and Default Clustering in Credit Markets
AFA 2010 Atlanta Meetings Paper
Antje Berndt , Peter H. Ritchken and Zhiqiang Sun
Carnegie Mellon University - Tepper School of Business , Case Western Reserve University - Department of Banking & Finance and National City Bank
Date Posted: March 17, 2009
Last Revised: October 27, 2009
Working Paper Series
416 downloads

Incl. Electronic Paper Human Capital and Economic Development in Africa: An Econometric Analysis for 1950-2002
Applied Econometrics and International Development, Vol. 5, No. 1, 2005
Maria-Carmen Guisan and Pilar Exposito
University of Santiago de Compostela and Universidade de Santiago de Compostela
Date Posted: March 13, 2009
Accepted Paper Series
46 downloads

Incl. Electronic Paper Screening for Conspiracies: Applications for Litigation, Pre-Litigation, Regulation and Internal Monitoring
Rosa M. Abrantes-Metz and Patrick Bajari
Global Economics Group, LLC and University of Michigan at Ann Arbor - Economics
Date Posted: March 12, 2009
Working Paper Series
313 downloads

Incl. Fee Electronic Paper Some Issues in Modeling and Forecasting Inflation in South Africa
CEPR Discussion Paper No. DP7183
Janine Aron and John Muellbauer
University of Oxford - Department of Economics and University of Oxford - Department of Economics
Date Posted: March 11, 2009
Working Paper Series
4 downloads

Incl. Fee Electronic Paper What's News in Business Cycles
CEPR Discussion Paper No. DP7201
Stephanie Schmitt-Grohé and Martin Uribe
Columbia University - Graduate School of Arts and Sciences - Department of Economics and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Date Posted: March 11, 2009
Working Paper Series
5 downloads

Incl. Electronic Paper Forecasting Errors: Yet More Problems for Identification?
IZA Discussion Paper No. 4035
Bruno Contini
University of Turin
Date Posted: March 02, 2009
Working Paper Series
21 downloads

Incl. Electronic Paper Automobile Replacement: A Dynamic Structural Approach
RAND Journal of Economics, Vol. 42, No. 2, 2011
Pasquale Schiraldi
London School of Economics & Political Science (LSE)
Date Posted: February 27, 2009
Last Revised: January 19, 2012
Accepted Paper Series
95 downloads

Incl. Electronic Paper Portfolio Credit Derivatives Based on Rating Migration
Nicolas Gisiger
affiliation not provided to SSRN
Date Posted: February 25, 2009
Last Revised: March 10, 2009
Working Paper Series
156 downloads

Incl. Electronic Paper A Copula Model for Dependent Competing Risks
Simon Lo and Ralf A. Wilke
affiliation not provided to SSRN and University of York (UK)
Date Posted: February 23, 2009
Working Paper Series
73 downloads

Incl. Electronic Paper Modeling Pork Supply Response and Price Volatility: The Case of Greece
Journal of Agricultural and Applied Economics, Vol. 41, No. 1, pp. 1-18, April 2009
Anthony N. Rezitis and Konstantinos S. Stavropoulos
University of Western Greece - Department of Business Administration of Food and Agricultural Products and affiliation not provided to SSRN
Date Posted: February 23, 2009
Last Revised: April 01, 2009
Accepted Paper Series
68 downloads

Incl. Electronic Paper Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Tim Bollerslev , Natalia Sizova and George Tauchen
Duke University - Finance , Rice University and Duke University - Economics Group
Date Posted: February 22, 2009
Working Paper Series
162 downloads

Incl. Electronic Paper Supply Response and Price Volatility in the Greek Broiler Market
Agribusiness: An International Journal, Forthcoming
Anthony N. Rezitis and Konstantinos S. Stavropoulos
University of Western Greece - Department of Business Administration of Food and Agricultural Products and affiliation not provided to SSRN
Date Posted: February 21, 2009
Accepted Paper Series
46 downloads

The Golden Growth Model and Management Strategy in Macroeconomic Structure
International Journal of Management Science and Engineering Management, Vol. 2, No. 1, 2007
Feng Dai and Jingxu Liu
Zhengzhou Information Engineering University and affiliation not provided to SSRN
Date Posted: February 21, 2009
Accepted Paper Series

Incl. Electronic Paper Asymmetric Effects of Return and Volatility on Correlation between International Equity Markets
Abderrahim Taamouti and Georges Tsafack
Universidad Carlos III de Madrid and Suffolk University
Date Posted: February 16, 2009
Last Revised: April 08, 2009
Working Paper Series
235 downloads

Incl. Electronic Paper Information Contents of QFIIs' Cascades in the Taiwan Stock Market
Hao Fang , Jehn-Yih Wong , Yu-Chun Wang and Ralph Lu
Ming Chuan University - Institute of Management , Ming Chuan University - Institute of Management , affiliation not provided to SSRN and Ming Chuan University - Finance
Date Posted: February 16, 2009
Working Paper Series
71 downloads

Incl. Electronic Paper Parameter Uncertainty in Portfolio Selection: Shrinking the Inverse Covariance Matrix
Journal of Banking and Finance, Vol. 36, No. 9, pp. 2522-2531, 2012
Apostolos Kourtis , George Dotsis and Raphael N. Markellos
University of East Anglia - Norwich Business School , Essex Finance Centre, Essex Business School,University of Essex - and University of East Anglia (UEA) - Norwich Business School
Date Posted: February 16, 2009
Last Revised: September 10, 2012
Accepted Paper Series
424 downloads

Incl. Electronic Paper Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach
Ingmar Nolte and Valeri Voev
Warwick Business School - Finance Group - Financial Econometrics Research Centre and University of Aarhus - CREATES
Date Posted: February 16, 2009
Working Paper Series
59 downloads

Incl. Electronic Paper Corporate Governance, Product Market Competition and Firm Performance in India
Journal of Emerging Market Finance, Vol. 9, pp. 347-381, December 2010
Manoranjan Pattanayak
Jawaharlal Nehru University
Date Posted: February 12, 2009
Last Revised: December 21, 2010
Accepted Paper Series
275 downloads

Incl. Electronic Paper Convenience Yield-Based Pricing of Commodity Futures
Takashi Kanamura
J-POWER
Date Posted: February 11, 2009
Last Revised: July 19, 2010
Working Paper Series
442 downloads

Incl. Electronic Paper No-Arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth
EFA 2009 Bergen Meetings Paper
Caroline Jardet , Alain Monfort and Fulvio Pegoraro
Banque de France - Economics and Finance Research Center , National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and Banque de France - Economics and Finance Research Center
Date Posted: February 10, 2009
Last Revised: January 20, 2011
Working Paper Series
151 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 Climate Change and Residential Electricity Demand in Europe
Gunnar A. Eskeland and Torben K. Mideksa
Norwegian School of Economics and Business Administration and Center for International Climate and Environmental Research (CICERO)
Date Posted: February 07, 2009
Last Revised: June 29, 2009
Working Paper Series
205 downloads

Incl. Electronic Paper Three-Stage Semi-Parametric Estimation of T-Copulas: Asymptotics, Finite-Sample Properties and Computational Aspects
Computational Statistics and Data Analysis, Forthcoming

Date Posted: February 04, 2009
Accepted Paper Series
472 downloads

Incl. Electronic Paper Automated Variable Selection in Vector Multiplicative Error Models
Fabrizio Cipollini
Universita di Firenze, Dipartimento di Statistica
Date Posted: February 02, 2009
Working Paper Series
51 downloads

Incl. Electronic Paper Market Liquidity as Dynamic Factors
Marc Hallin , Hugues Pirotte , Charles Mathias and David Veredas
ECARES, Universite Libre de Bruxelles , Université Libre de Bruxelles - Solvay Brussels School of Economics and Management , Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management and Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Date Posted: February 02, 2009
Last Revised: November 01, 2009
Working Paper Series
280 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 Questioning the Taylor Rule
Rodrigo De-Losso
University of Sao Paulo (USP) - Department of Economics
Date Posted: January 28, 2009
Last Revised: September 28, 2012
Working Paper Series
6 downloads

Incl. Electronic Paper Simultaneous Equations Models Used in the Study of Some Issues Related to the Corruption and Performance of Services in the Public Health System
Theoretical and Applied Economics, 2009
Tudorel Andrei , Ani I. Matei and Bogdan Oancea
affiliation not provided to SSRN , National School of Political Studies and Public Administration (NSPSPA) and Titulescu University
Date Posted: January 27, 2009
Last Revised: April 06, 2010
Accepted Paper Series
129 downloads

Incl. Electronic Paper A Classification Study of Carbon Assets into Commodities
Takashi Kanamura
J-POWER
Date Posted: January 25, 2009
Working Paper Series
347 downloads

Incl. Electronic Paper Binary Regressions with Bounded Median Dependence
PIER Working Paper No. 09-003
Xun Tang
Department of Economics, University of Pennsylvania
Date Posted: January 24, 2009
Working Paper Series
17 downloads

Incl. Electronic Paper Modeling and Forecasting a Firm's Financial Statements with a VAR-VECM Model
Bernardus F. N. Van Doornik and Gustavo R. De Oliveira
Universidade de Brasilia and Universidade de Brasília (UnB)
Date Posted: January 24, 2009
Working Paper Series
560 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo6 in 3.672 seconds