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489,370
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398,250
Authors:
228,711
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69,655
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66,729,620
Last 12 months:
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5,733,423
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78,859
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JEL Code: C51
363,605 Total downloads
Showing Papers 801 - 850 of 1,839
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
A Classification Study of Carbon Assets into Commodities
Takashi Kanamura
J-POWER
Date Posted: January 25, 2009
Working Paper Series
347 downloads
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
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
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