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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
Papers Received in
  Last 12 months:
68,968

Paper Downloads:
To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C32
451,411 Total downloads
Showing Papers 81 - 130 of 3,075
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Incl. Electronic Paper Imposing Views on Frequency Domain Factor Models
Ortec Finance Research Center, Methodological Working Paper No. 2012-01
Martin van der Schans and Hens Steehouwer
Ortec Finance and ORTEC Centre for Financial Research (OCFR)
Date Posted: March 07, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper Diversifying Risks in Bond Portfolios: A Cross-Border Approach
David S. Sun
Kai Nan University
Date Posted: March 05, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Fiscal Stimulus in Times of High Debt: Reconsidering Multipliers and Twin Deficits
ECB Working Paper No. 1513
Christiane Nickel and Andreas Tudyka
European Central Bank (ECB) and WHU - Otto Beisheim School of Management
Date Posted: March 05, 2013
Working Paper Series
41 downloads

Incl. Fee Electronic Paper Merger Cycles: A Frequency Domain Approach
Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 2, pp. 259-275, 2013
Zafeira Kastrinaki and Paul Stoneman
Imperial College Business School and University of Warwick - Marketing & Strategic Management (MSM) Subject Group
Date Posted: March 05, 2013
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns
Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 2, pp. 307-321, 2013
Antonio F. Galvao JR. , Gabriel Montes‐Rojas and Sung Yong Park
affiliation not provided to SSRN , affiliation not provided to SSRN and Chinese University of Hong Kong
Date Posted: March 05, 2013
Accepted Paper Series

Incl. Electronic Paper Integration and Convergence in European Electricity Markets
C. Andrea Bollino , Davide Ciferri and Paolo Polinori
University of Perugia - Department of Economics, Finance and Statistics , John Cabot University and University of Perugia - Department of Economics, Finance and Statistics
Date Posted: March 04, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Evaluating the Accuracy of Forecasts from Vector Autoregressions
FRB of St. Louis Working Paper No. 2013-010A
Todd E. Clark and Michael W. McCracken
Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Date Posted: March 01, 2013
Working Paper Series
10 downloads

Incl. Electronic Paper Housing Market Volatility in the OECD Area: Evidence from VAR Based Return Decompositions
Tom Engsted and Thomas Quistgaard Pedersen
University of Aarhus - CREATES and University of Aarhus - CREATES
Date Posted: March 01, 2013
Last Revised: March 03, 2013
Working Paper Series
9 downloads

The Exchange Rate and Macroeconomic Determinants: Time-Varying Transitional Dynamics
North American Journal of Economics and Finance, Vol. 22, 2011
Chunming Yuan
University of Maryland, Baltimore County - Department of Economics
Date Posted: February 27, 2013
Accepted Paper Series

Forecasting Exchange Rates: The Multi-State Markov-Switching Model with Smoothing
International Review of Economics & Finance, Vol. 20, 2011
Chunming Yuan
University of Maryland, Baltimore County - Department of Economics
Date Posted: February 26, 2013
Accepted Paper Series

Incl. Electronic Paper Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields
Junko Koeda
University of Tokyo - Faculty of Economics
Date Posted: February 26, 2013
Last Revised: February 28, 2013
Working Paper Series

Incl. Electronic Paper Advantages of Non-Normality in Testing Cointegration Rank

Date Posted: February 25, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper Parameter Heterogeneity in the Market-Accounting Relation
Michael Falta and Roger J. Willett
University of Otago and University of Tasmania
Date Posted: February 24, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper Koşullu Volatilitenin Modellenmesinde Destek Vektör Makinesi GARCH Modeli Ve Türk Finans Piyasaları Üzerine Bir Uygulama (Support Vector Machine GARCH Model in Modelling Conditional Volatility and an Application to Turkish Financial Markets)
13th International Conference on Econometrics, Operations Research, and Statistics, 24-26 May 2012, Famagusta, Cyprus
Melike Bildirici and Ozgur Omer Ersin
Yildiz Technical University and Beykent University - Department of Economics
Date Posted: February 23, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper What Drives Oil Prices? Emerging versus Developed Economies
CAMA Working Paper No. 11/2013
Knut Are Aastveit , Hilde C. Bjørnland and Leif Anders Thorsrud
Central Bank of Norway , Norwegian School of Management (BI) and BI Norwegian Business School
Date Posted: February 22, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Quantifying Australia's 'Three Speed' Boom
CAMA Working Paper No. 10/2013
Aaron Walker and Rod Tyers
Reserve Bank of Australia and Australian National University (ANU) - School of Economics
Date Posted: February 22, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper External Conditions and Debt Sustainability in Latin America
IMF Working Paper No. 13/27
Gustavo Adler and Sebastian Sosa
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Western Hemisphere Department
Date Posted: February 22, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Regionalization vs. Globalization
IMF Working Paper No. 13/19
Hideaki Hirata , M. Ayhan Kose and Christopher Otrok
Hosei University , International Monetary Fund (IMF) and University of Missouri
Date Posted: February 22, 2013
Working Paper Series
28 downloads

Incl. Fee Electronic Paper Estimation of Vector Error Correction Models with Mixed‐Frequency Data
Journal of Time Series Analysis, Vol. 34, Issue 2, pp. 194-205, 2013
Byeongchan Seong , Sung K. Ahn and Peter A. Zadrozny
Chung-Ang University , affiliation not provided to SSRN and U.S. Bureau of Labor Statistics - Department of Labor
Date Posted: February 22, 2013
Accepted Paper Series

Incl. Electronic Paper Housing Cycles and Macroeconomic Fluctuations: A Global Perspective
IDB Working Paper No. IDB-WP-343
Ambrogio Cesa-Bianchi
Inter-American Development Bank
Date Posted: February 17, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums
Netspar Discussion Paper No. 08/2012-060
Daniela Osterrieder and Peter C. Schotman
CREATES and Maastricht University
Date Posted: February 13, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Market Structure and the Cost of Capital
CESifo Working Paper Series No. 4097
Mohamed El Hedi Arouri , Christophe Rault , Robert Sova and Anamaria Sova
EDHEC Business School , University of Orleans , Academy of Economic Studies and Bucharest Academy of Economic Studies
Date Posted: February 12, 2013
Working Paper Series
78 downloads

Incl. Electronic Paper Interest Rate Volatility: A Consol Rate-Based Measure
ECB Working Paper No. 1505
Vincent Brousseau and Alain Durré
European Central Bank, Directorate General Economics and European Central Bank (ECB) - Directorate General Economics
Date Posted: February 12, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Forecasting of Stock Market Indices Using Artificial Neural Network
Shri Chimanbhai Patel Institutes, Ahmedabad Working Paper No. CPI/MBA/2013/0003
Jay Desai , Arti Trivedi and Nisarg A. Joshi
Shri Chimanbhai Patel Institute of Management & Research , Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Date Posted: February 10, 2013
Accepted Paper Series
103 downloads

Incl. Electronic Paper Gold Oil Ratio and Its Implications
Golaka C. Nath
Clearing Corporation of India
Date Posted: February 09, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Liquidity Contagion: The Emerging Sovereign Debt Markets Example
Serge Darolles , Jérémy Dudek and Gaëlle Le Fol
Université Paris-Dauphine - DRM-CEREG , National Institute of Statistics and Economic Studies (INSEE) - Laboratory of Finance and Insurance and Université Paris-Dauphine - DRM-Finance
Date Posted: February 09, 2013
Working Paper Series
63 downloads

Incl. Electronic Paper Forecasting Daily Demand in Cash Supply Chains
American Journal of Economics and Business Administration, 2(4), 377-383, 2010
Michael Wagner
Swedish School of Economics and Business Administration
Date Posted: February 07, 2013
Accepted Paper Series
8 downloads

Incl. Electronic Paper Managing Portfolio Risk Using Multivariate Extreme Value Methods
Sawsan Abbas , Ser-Huang Poon and Jonathan Tawn
University of Bahrain , University of Manchester - Business School and Lancaster University - Department of Mathematics and Statistics
Date Posted: February 06, 2013
Working Paper Series
57 downloads

Incl. Electronic Paper Nowcasting Norway
Matteo Luciani and Lorenzo Ricci
Universite Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Date Posted: February 05, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Are South East Europe Stock Markets Integrated with Regional and Global Stock Markets?
Francesco Guidi and Mehmet Ugur
University of Greenwich - Greenwich Business School and University of Greenwich
Date Posted: February 04, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper A Critical Note on Delta-CoVaR
Manfred Jaeger-Ambrozewicz
Hochschule für Technik und Wirtschaft Berlin
Date Posted: February 02, 2013
Working Paper Series
63 downloads

Incl. Electronic Paper Overconfidence Bias, Trading Volume and Returns Volatility: Evidence from Pakistan
World Applied Science Journal, 18(12), 1737-1748, 2012
Muhammad Fayyaz Sheikh and Khalid Riaz
G.C. University and COMSATS Institute of Information Technology (CIIT)
Date Posted: February 02, 2013
Accepted Paper Series
29 downloads

Incl. Electronic Paper Housing and the Great Depression
Mehmet Balcilar , Rangan Gupta and Stephen M. Miller
Eastern Mediterranean University , University of Pretoria and University of Nevada, Las Vegas - Department of Economics
Date Posted: February 01, 2013
Working Paper Series
5 downloads

Incl. Fee Electronic Paper The Empirical Implications of the Interest-Rate Lower Bound
CEPR Discussion Paper No. DP9214
Christopher J. Gust , David Lopez-Salido and Matthew E. Smith
Federal Reserve Board - Trade and Financial Studies , Federal Reserve Board and Independent
Date Posted: February 01, 2013
Working Paper Series
3 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
30 downloads

Incl. Electronic Paper Bayesian Estimation of Asymmetric Jump-Diffusion Processes
Samuel J. Frame and Cyrus A. Ramezani
California State Polytechnic University, San Luis Obispo - Department of Statistics and California Polytechnic State University, San Luis Obispo
Date Posted: January 31, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Causality Relationship between Macroeconomic Variables and Stock Market Development: Evidence from Bahrain
The International Journal of Business and Finance Research, v. 7 (1) p. 69-84
Hisham Handal Abdelbaki
Mansoura University
Date Posted: January 29, 2013
Accepted Paper Series
76 downloads

Incl. Electronic Paper Integration of Key Worldwide Money Market Interest Rates and the Federal Funds Rate: An Empirical Investigation
The International Journal of Business and Finance Research, v. 6 (4) p.125-138
Krishna M. Kasibhatla
North Carolina Agricultural & Technical State University
Date Posted: January 29, 2013
Accepted Paper Series
19 downloads

Incl. Electronic Paper Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets
The International Journal of Business and Finance Research, v. 7 (3) p. 57-75
Sanjay Sehgal , Namita Rajput and Florent Deisting
University of Delhi - Department of Financial Studies , University of Delhi and Groupe ESC Pau
Date Posted: January 29, 2013
Accepted Paper Series
59 downloads

Electricity Consumption and Economic Growth: Analysis and Forecasts Using VAR/VEC Approach for Greece with Capital Formation
International Journal of Energy Economics and Policy, Vol. 2, No. 4, 2012
Andreas G. Georgantopoulos
Panteion University of Athens - Panteion University of Political and Social Sciences
Date Posted: January 28, 2013
Accepted Paper Series

Incl. Electronic Paper Chinese Renewable Energy Technology Exports: The Role of Policy, Innovation and Markets
DIW Berlin Discussion Paper No. 1263
Jing Cao and Felix Groba
Tsinghua University and German Institute for Economic Research (DIW Berlin)
Date Posted: January 24, 2013
Working Paper Series
70 downloads

Incl. Electronic Paper The Interrelationship between Money Supply, Prices and Government Expenditures and Economic Growth: A Causality Analysis for the Case of Cyprus
International Journal of Economic Sciences and Applied Research, 5 (3): 115-128, December 2012
Andreas G. Georgantopoulos and Anastasios Tsamis
Panteion University of Athens - Panteion University of Political and Social Sciences and Panteion University of Athens
Date Posted: January 23, 2013
Accepted Paper Series
29 downloads

Incl. Electronic Paper Dynamics of Wholesale Bid-Ask Spreads in Vertical Markets
IIM Bangalore Research Paper No. 120
Hari K. Nagarajan and Raghbendra Jha
Indian Institute of Management Bangalore and Indira Gandhi Institute of Development Research (IGIDR)
Date Posted: January 23, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Price Transmission in Vertical Markets: A Comment and an Extension
IIM Bangalore Research Paper No. 119
Hari K. Nagarajan and Raghbendra Jha
Indian Institute of Management Bangalore and Indira Gandhi Institute of Development Research (IGIDR)
Date Posted: January 23, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Portfolio Optimization: A Combined Regime-Switching and Black–Litterman Model
Edwin Fischer and Immanuel Seidl
University Graz and University of Graz - Department of Finance
Date Posted: January 22, 2013
Working Paper Series
170 downloads

Incl. Electronic Paper Mutual Fund Investments, FII Investments and Stock Market Returns in India
Money & Finance, ICRA Bulletin, September 2012
Suchismita Bose
ICRA Ltd
Date Posted: January 22, 2013
Working Paper Series
42 downloads

Incl. Electronic Paper A Lifetime of Asset Allocation: Realizing a Real Retirement
Arnout Gerard Tilgenkamp
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: January 20, 2013
Working Paper Series
54 downloads

Incl. Electronic Paper Oil Price Effects on Land Use Competition – An Empirical Analysis
Ruhr Economic Paper No. 340
Matthias Diermeier and Torsten Schmidt
Independent and Rhine-Westphalia Institute for Economic Research (RWI)
Date Posted: January 18, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper The Rise and Fall of Technical Trading Rule Success
Nicholas Taylor
Cardiff University - Cardiff Business School
Date Posted: January 18, 2013
Last Revised: February 08, 2013
Working Paper Series
361 downloads

Incl. Electronic Paper A Generalized Dynamic Factor Model for Panel Data: Estimation with a Two-Cycle Conditional Expectation-Maximization Algorithm
University of Massachusetts at Amherst Department of Resource Economics Working Paper No. 2013-1
Nikolaos Zirogiannis and Yorghos Tripodis
University of Massachusetts at Amherst - Department of Resource Economics and Boston University - School of Public Health, Department of Biostatistics
Date Posted: January 18, 2013
Working Paper Series
21 downloads


 

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