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JEL Code: C32
450,958 Total downloads
Showing Papers 821 - 870 of 3,071
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Empirical Tests of the Mean-semivariance CAPM
Thierry Post and
Pim van Vliet
Koc University - Graduate School of Business
and
Robeco Asset Management - Quantitative Strategies
Date Posted: June 21, 2004
Working Paper Series
1272 downloads
EMU's Impact on the Correlation Across the European Stock Markets
Manolis Syllignakis
Athens University of Economics and Business
Date Posted: April 25, 2005
Working Paper Series
120 downloads
Endogeneity and Instrumental Variables in Dynamic Models
Jean-Pierre Florens and
Guillaume Simon
University of Toulouse
and
University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: July 04, 2010
Working Paper Series
46 downloads
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
Energy Price Transmissions during Extreme Movements
USAEE Working Paper No. 12-133
Marc Joets
Université Paris X Nanterre
Date Posted: October 16, 2012
Working Paper Series
24 downloads
Environmental Indices for the Chinese Grain Sector
FEEM Working Paper No. 94.2001
Larry S. Karp and
Ming Chen
University of California, Berkeley
and
University of California, Berkeley - The Richard & Rhoda Goldman School of Public Policy
Date Posted: December 12, 2001
Working Paper Series
114 downloads
Equities, Credits and Volatilities: A Multivariate Analysis of the European Market During the Sub-Prime Crisis
Irene Schreiber
,
Gernot Müller
,
C. Klüppelberg and
Niklas Wagner
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
Technische Universität München (TUM)
and
Passau University
Date Posted: October 26, 2009
Last Revised: June 25, 2012
Working Paper Series
191 downloads
Equity and CDS Sector Indices: Dynamic Models and Risk Hedging
Massimiliano Caporin
University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: June 03, 2012
Working Paper Series
128 downloads
Equity Portfolio Diversification Under Time-Varying Predictability and Comovements: Evidence from Ireland, the US, and the UK
Stuart Hyde and
Massimo Guidolin
University of Manchester - Manchester Business School
and
Bocconi University - Department of Finance
Date Posted: January 31, 2008
Working Paper Series
119 downloads
Equity Premium Puzzle: A Finnish Review
International Journal of Economics and Finance, Vol. 4, No. 2, pp. 44-55
Nader Shahzad Virk
Hanken School of Economics - Department of Finance and Statistics
Date Posted: May 01, 2010
Last Revised: January 15, 2012
Accepted Paper Series
Equity Release Products Allowing for Individual House Price Risk
11th Emerging Researchers in Ageing Conference, 2012
Adam Wenqiang Shao
,
Michael Sherris
and
Katja Hanewald
University of New South Wales - ARC Centre for Excellence in Population Ageing Research and School of Risk and Actuarial Studies
,
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: January 06, 2013
Accepted Paper Series
18 downloads
Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks
Crawford School Research Paper No. 22/2013
Alfonso Mendoza Velazquez and
Peter N. Smith
Centro de Investigación e Inteligencia Económica
and
University of York (UK) - Department of Economics and Related Studies
Date Posted: May 16, 2013
Last Revised: May 17, 2013
Working Paper Series
4 downloads
Equity Returns of Financial Institutions and the Pricing of Interest Rate Risk
Applied Financial Economics, Vol. 15, pp. 499-508, 2005
Sotiris K. Staikouras
City University - Cass Business School
Date Posted: May 01, 2005
Accepted Paper Series
Equity Risk Premium and Regional Integration
CESifo Working Paper Series No. 4158
Mohamed El Hedi Arouri
,
Frederic Teulon
and
Christophe Rault
EDHEC Business School
,
Independent
and
University of Orleans
Date Posted: April 04, 2013
Working Paper Series
18 downloads
Ergodicity of Financial Indices
Thorsten Ruehl
and
Alexei Kolesnikov
affiliation not provided to SSRN
and
Deka Investment Management GmbH
Date Posted: April 07, 2010
Working Paper Series
53 downloads
Essays on Valuation and Risk Management for Insurers
Richard Plat
Richard Plat Consultancy
Date Posted: November 11, 2010
Last Revised: March 07, 2011
Working Paper Series
227 downloads
Estimating and Forecasting Aggregate Productivity Growth Trends in the US and Germany
DIW Berlin Discussion Paper No. 471
Georg Erber
and
Ulrich Fritsche
German Institute for Economic Research (DIW Berlin) - Competition and Consumers
and
German Institute for Economic Research (DIW Berlin)
Date Posted: November 21, 2007
Last Revised: January 17, 2008
Accepted Paper Series
85 downloads
Estimating and Identifying Vector Autoregressions under Diagonality and Block Exogeneity Restrictions
William D. Lastrapes
University of Georgia - C. Herman and Mary Virginia Terry College of Business - Department of Economics
Date Posted: October 01, 2004
Working Paper Series
143 downloads
Estimating and Identifying Vector Autoregressions Under Diagonality and Block Exogeneity Restrictions
Economics Letters, Vol. 87, pp. 75081, April 2005
William D. Lastrapes
University of Georgia - C. Herman and Mary Virginia Terry College of Business - Department of Economics
Date Posted: April 16, 2007
Accepted Paper Series
Estimating Asymmetric Advertising Response: An Application to U.S. Nonalcoholic Beverage Demand
Journal of Agricultural and Applied Economics, 2008, Vol. 40, No. 3, pp. 837-849
Yuqing Zheng and
Harry M. Kaiser
RTI International - Headquarters - Research Triangle Park
and
Cornell University - School of Applied Economics and Management
Date Posted: May 18, 2008
Last Revised: March 13, 2009
Accepted Paper Series
83 downloads
Estimating Bayesian VAR for the Chilean Economy
Revista de Análisis Económico - Economic Analysis Review, Vol. 24, No. 1, 2009,
Patricio Jaramillo
affiliation not provided to SSRN
Date Posted: July 08, 2009
Accepted Paper Series
89 downloads
Estimating Covariance Via Fourier Method in the Presence of Asynchronous Trading and Microstructure Noise
J. Financial Econometrics, 9(2) (2011), 367-408
Maria Elvira Mancino and
Simona Sanfelici
University of Florence - Department of Mathematics for Decisions
and
University of Parma - Facoltà di Economia
Date Posted: November 17, 2008
Last Revised: March 28, 2013
Accepted Paper Series
144 downloads
Estimating EGARCH-M Models: Science of Art?
Quarterly Review of Economics and Finance, Vol 38 No 2, Summer 1998
Eileen F. St. Pierre
University of Northern Iowa - College of Business Administration
Date Posted: March 14, 1998
Accepted Paper Series
Estimating Fundamental Cross-Section Dispersion from Fixed Event Forecasts
DIW Berlin Discussion Paper No. 787
Jonas Dovern and
Ulrich Fritsche
Kiel Institute for the World Economy
and
German Institute for Economic Research (DIW Berlin)
Date Posted: May 06, 2008
Working Paper Series
30 downloads
Estimating High-Frequency Based (Co-) Variances: A Unified Approach
Ingmar Nolte
and
Valeri Voev
Warwick Business School - Finance Group - Financial Econometrics Research Centre
and
University of Aarhus - CREATES
Date Posted: July 26, 2007
Last Revised: June 12, 2008
Working Paper Series
283 downloads
Estimating Income and Price Elasticities of Trade in a Cointegration Framework
Review of International Economics, Jan. 29, 1998
Guglielmo Maria Caporale and
Michael K.F. Chui
London South Bank University
and
Bank for International Settlements (BIS)
Date Posted: February 27, 1998
Accepted Paper Series
Estimating Multi-Equational LQAC Models with I(1) Variables: a VAR Approach
Working Paper 1997-7
Luca Fanelli
Universita di Bologna
Date Posted: September 02, 1997
Working Paper Series
Estimating Potential Output for New Zealand: A Structural VAR Approach
Reserve Bank of New Zealand Working Paper No. DP2000/03
Iris Claus
Australian National University (ANU)
Date Posted: November 12, 2002
Working Paper Series
197 downloads
Estimating Price Paths for Residential Real Estate
Journal of Real Estate Research Vol. 25, No. 3, 2003
John W. Birch
and
Mark A. Sunderman
University of Wyoming - College of Business - Department of Economics and Finance
and
University of Wyoming - College of Business - Department of Economics and Finance
Date Posted: January 05, 2007
Accepted Paper Series
101 downloads
Estimating Risk Premia in Money Market Rates
ECB Working Paper No. 221
Alain Durré ,
Snorre Evjen
and
Rasmus Pilegaard
European Central Bank (ECB) - Directorate General Economics
,
Central Bank of Norway - Research Department
and
European Central Bank (ECB)
Date Posted: June 04, 2003
Working Paper Series
226 downloads
Estimating Sarb´s Policy Reaction Rule
Working Paper No. 165, Center for International Development at Harvard University
Alberto Ortiz
and
Federico Sturzenegger
Oberlin College
and
Universidad Torcuato Di Tella
Date Posted: June 21, 2012
Working Paper Series
2 downloads
Estimating Systematic Continuous-Time Trends in Recidivism Using a Non-Gaussian Panel Data Model
TI 07-027/4
Siem Jan Koopman ,
Andre Lucas ,
Marius Ooms and
Kees van Montfort
VU University Amsterdam
,
VU University Amsterdam - Faculty of Economics and Business
,
VU University Amsterdam - Department of Econometrics
and
Nyenrode University
Date Posted: March 13, 2007
Working Paper Series
58 downloads
Estimating Taylor-Type Rules: An Unbalanced Regression?
Pierre L. Siklos and
Mark E. Wohar
Wilfrid Laurier University - School of Business & Economics
and
University of Nebraska at Omaha
Date Posted: November 19, 2004
Working Paper Series
199 downloads
Estimating Term Structure Changes Using Principal Component Analysis in Indian Sovereign Bond Market
Golaka C. Nath
Clearing Corporation of India
Date Posted: June 04, 2012
Last Revised: July 09, 2012
Working Paper Series
84 downloads
Estimating the Effects of Fiscal Policy in OECD Countries
ECB Working Paper No. 168
Roberto Perotti
Bocconi University - Department of Economics
Date Posted: April 27, 2003
Working Paper Series
326 downloads
Estimating the Equilibrium Real Exchange Rate: An Application to Finland
IMF Working Paper No. 97/109
Tarhan Feyzioglu
International Monetary Fund (IMF)
Date Posted: February 15, 2006
Working Paper Series
115 downloads
Estimating the Impact of Public Investment for the United Kingdom: Has the Golden Rule of Public Finance Made a Difference?
Jérôme Creel
,
Paola Monperrus-Veroni
and
Francesco Saraceno
Research Department, OFCE (French Observatory of Economic Conditions)
,
Observatoire Francais des Conjonctures Economiques (OFCE)
and
Observatoire Francais des Conjonctures Economiques, Paris (OFCE)
Date Posted: February 16, 2012
Working Paper Series
19 downloads
Estimating the Kronecker Indices of Cointegrated Echelon-Form VARMA Models
The Econometrics Journal, Vol. 1, 1998
Holger Bartel and
Helmut Luetkepohl
Humboldt University of Berlin
and
European University Institute
Date Posted: April 05, 1999
Accepted Paper Series
Estimating the Lagging Error in Real Estate Price Indices
Real Estate Economics, Vol. 31, No. 1
Yuming Fu
National University of Singapore (NUS) - Department of Real Estate
Date Posted: January 22, 2003
Accepted Paper Series
Estimating the LQAC Model with I(2) Variables
Working Paper 1996-1
Niels Haldrup and
Tom Engsted
Aarhus University, School of Economics and Management
and
University of Aarhus - CREATES
Date Posted: March 19, 1996
Working Paper Series
131 downloads
Estimating the Natural Interest Rate for the Euro Area and Luxembourg
Banque centrale du Luxembourg Working Paper No. 15
Paolo Guarda ,
Abdelaziz Rouabah
and
Ladislav Wintr
Banque Centrale du Luxembourg
,
Banque Centrale du Luxembourg
and
Clark University
Date Posted: March 07, 2007
Working Paper Series
90 downloads
Estimating the Rank of the Spectral Density Matrix
ECB Working Paper No. 349
Gonzalo Camba-Mendez and
George Kapetanios
European Central Bank (ECB)
and
University of London - Queen Mary College - Department of Economics
Date Posted: September 10, 2004
Working Paper Series
98 downloads
Estimating the Wishart Affine Stochastic Correlation Model Using the Empirical Characteristic Function
José Da Fonseca ,
Martino Grasselli
and
Florian Ielpo
Auckland University of Technology - Faculty of Business & Law
,
University of Padua
and
University of Paris 1 Pantheon-Sorbonne - CERMSEM
Date Posted: December 06, 2007
Last Revised: August 13, 2012
Working Paper Series
607 downloads
Estimating Time-Variation in Measurement Error from Data Revisions; An Application to Forecasting in Dynamic Models
Bank of England Working Paper No. 238
George Kapetanios and
Anthony Yates
University of London - Queen Mary College - Department of Economics
and
Bank of England - Monetary Analysis
Date Posted: February 21, 2005
Working Paper Series
46 downloads
Estimation and Inference by the Method of Projection Minimum Distance
Oscar Jorda and
Sharon Kozicki
University of California, Davis - Department of Economics
and
Bank of Canada
Date Posted: July 20, 2007
Working Paper Series
50 downloads
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations
CEPR Discussion Paper No. 5177
Javier Mencia
and
Enrique Sentana
Bank of Spain
and
Centro de Estudios Monetarios y Financieros (CEMFI)
Date Posted: August 25, 2005
Working Paper Series
11 downloads
Estimation in Semiparametric Time Series Models
Jiti Gao ,
Jia Chen
and
Degui Li
Monash University - Department of Econometrics & Business Statistics
,
University of Adelaide - School of Economics
and
University of Adelaide - School of Economics
Date Posted: September 18, 2010
Working Paper Series
27 downloads
Estimation of a Forward-Looking Monetary Policy Rule: A Time-Varying Parameter Model using Ex-Post Data
Chang-Jin Kim and
Charles R. Nelson
Korea University
and
Dept of Economics
Date Posted: October 22, 2004
Working Paper Series
142 downloads
Estimation of a German Money Demand System - A Long-Run Analysis
Empirical Economics, Vol. 24, No. 1, 1999
Kirstin Hubrich
European Central Bank - Research Department
Date Posted: March 02, 1999
Accepted Paper Series
Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
Riksbank Research Paper No. 16, Sveriges Riksbank Working Paper No. 177
Henrik Amilon
European Central Bank (ECB)
Date Posted: October 19, 2006
Working Paper Series
124 downloads
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