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JEL Code: C32
451,411 Total downloads
Showing Papers 81 - 130 of 3,075
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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
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
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
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
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
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
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
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
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
Advantages of Non-Normality in Testing Cointegration Rank
Date Posted: February 25, 2013
Working Paper Series
9 downloads
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
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
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
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
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
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
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
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
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
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
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
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
Gold Oil Ratio and Its Implications
Golaka C. Nath
Clearing Corporation of India
Date Posted: February 09, 2013
Working Paper Series
19 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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