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SSRN eLibrary Statistics:

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Abstracts: 587,428
Full Text Papers: 487,755
Authors: 271,877
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  Last 12 months:
63,312

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To date: 82,494,629
Last 12 months: 10,298,883
Last 30 days: 819,068

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Total References: 9,075,784
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94,545
Total Footnotes: 9,190,269


SSRN eLibrary Search Results
JEL Code: C11
314,863 Total downloads
Showing Papers 851 - 900 of 1,484
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Incl. Electronic Paper Evidence of Stock Returns and Abnormal Trading Volume: A Quantile Regression Approach
Cathy W. S. Chen , Mike K. P. So and Thomas Chinan Chiang
Feng Chia University - Department of Statistics , Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management and Drexel University - Department of Finance
Date Posted: January 28, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Comparing Dynamic Equilibrium Economies to Data: A Bayesian Approach
FRB Atlanta Working Paper Series No. 2001-23a
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Duke University - Department of Economics
Date Posted: January 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors
FRB Atlanta Working Paper Series No. 99-21
Lutz Kilian and Tao Zha
University of Michigan at Ann Arbor - Department of Economics and Federal Reserve Bank of Atlanta
Date Posted: January 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Hedge Fund Replication: A Model Combination Approach
Michael S. O'Doherty , N. Eugene Savin and Ashish Tiwari
University of Missouri at Columbia - Department of Finance , University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Date Posted: January 25, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper A Bayesian Model to Predict Content Creation with Two-Sided Peer Influence in Content Platforms
Bin Zhang , Anjana Susarla and Ramayya Krishnan
University of Arizona , Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management and Carnegie Mellon University - H. John Heinz III School of Public Policy and Management
Date Posted: January 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Risk, Uncertainty, and Profit for the Cyber Era: Model Risk Management of Cyber Insurance Models Using Quantitative Finance and Advanced Analytics
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 23, 2015
Last Revised: January 28, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper A Network Perspective on the Dynamics of Market Structure for Outsourced IT Services: A Bayesian Inference Approach
Yingda Lu , Anjana Susarla , Kiron Ravindran and Deepa Mani
Rensselaer Polytechnic Institute , Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management , IE Business School and Indian School of Business (ISB), Hyderabad
Date Posted: January 20, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods
Milan Fičura and Jiri Witzany
University of Economics, Prague - Faculty of Finance and Accounting and University of Economics in Prague
Date Posted: January 20, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Asymmetric Exchange Rate Pass-Through Behavior over the Business Cycle
Luiggi Donayre and Irina B. Panovska
University of Minnesota - Duluth and Lehigh University
Date Posted: January 20, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Revisiting Inequality as a Determinant of Mortality: A Bayesian Model Averaging Approach
Markus P. A. Schneider and Yavuz Yasar
University of Denver and University of Denver
Date Posted: January 13, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper How Structural Is Unemployment in the United States?
UNSW Business School Research Paper No. 2014-42
Yuelin Liu
University of New South Wales
Date Posted: January 08, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Endogenous Labor Force Participation, Involuntary Unemployment and Monetary Policy
UNSW Business School Research Paper No. 2014-41
Yuelin Liu
University of New South Wales
Date Posted: January 08, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Asymmetric Stochastic Volatility Models: Properties and Estimation
Xiuping Mao , Esther Ruiz , Helena Veiga and Veronika Czellar
Universidad Carlos III de Madrid - Department of Statistics , Universidad Carlos III de Madrid - Department of Statistics and Econometrics , Universidad Carlos III de Madrid - Department of Statistics and Econometrics and EMLYON Business School
Date Posted: January 03, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Truth and Robustness in Cross-Country Law and Finance Regressions: A Bayesian Analysis of Empirical 'Law Matters' Thesis
Wenming Xu and Guangdong Xu
Center for Law and Economics, China University of Political Science and Law and China University of Political Science and Law
Date Posted: December 27, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts
FRB of Cleveland Working Paper No. 14-39
Fabian Kruger , Todd E. Clark and Francesco Ravazzolo
Heidelberg Institute for Theoretical Studies (HITS) gGmbH , Federal Reserve Bank of Cleveland and Norges Bank
Date Posted: December 24, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Sparse Graphical Vector Autoregression: A Bayesian Approach
Daniel Felix Ahelegbey , Monica Billio and Roberto Casarin
Ca Foscari University of Venice - Department of Economics , Ca Foscari University of Venice - Department of Economics and University Ca' Foscari of Venice - Department of Economics
Date Posted: December 23, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper A Theory of Retailer Price Promotion Using Economic Foundations: It's All Incremental
Kurt Jetta and Erick W. Rengifo
TABS Group and Fordham University - Department of Economics - Center for International Policy Studies (CIPS)
Date Posted: December 21, 2014
Working Paper Series
35 downloads

Incl. Electronic Paper A Behavioral Theory of Real Options
Hart E. Posen , Michael J. Leiblein and John S. Chen
University of Wisconsin-Madison , Ohio State University (OSU) - Department of Management & Human Resources and University of Florida
Date Posted: December 20, 2014
Working Paper Series
62 downloads

Incl. Electronic Paper Exploiting Big Data in Logistics Risk Assessment via Bayesian Nonparametrics
Yan Shang , David Dunson and Jeannette Song
Duke University - Fuqua School of Business , Duke University - Department of Statistical Science and Duke University - Fuqua School of Business
Date Posted: December 19, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Beyond ‘Bayesian vs. VaR’ Dilemma to Empirical Model Risk Management: How to Manage Risk (After Risk Management Has Failed) for Hedge Funds
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: December 16, 2014
Working Paper Series
72 downloads

Incl. Electronic Paper Constrained Discretion and Central Bank Transparency
FRB of Chicago Working Paper No. 2014-16
Francesco Bianchi and Leonardo Melosi
Duke University and Federal Reserve Bank of Chicago
Date Posted: December 14, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Formal and Heuristic Model Averaging Methods for Predicting the US Unemployment Rate
Proceedings of the Second Bayesian Young Statisticians Meeting 2014, Springer Proceedings in Mathematics and Statistics Series, Forthcoming
Jeremy Kolly
Laval University - Finance, Insurance and Real Estate Department
Date Posted: December 13, 2014
Accepted Paper Series
11 downloads

Incl. Electronic Paper Evaluating Roll Forward Decisions
Nicholas Taylor
University of Bristol - School of Economics, Finance and Management
Date Posted: December 13, 2014
Last Revised: January 08, 2015
Working Paper Series
62 downloads

Incl. Electronic Paper Combined Density Nowcasting in an Uncertain Economic Environment
Tinbergen Institute Discussion Paper 14-152/III
Knut Are Aastveit , Francesco Ravazzolo and H. K. van Dijk
Norges Bank , Norges Bank and Tinbergen Institute
Date Posted: December 12, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
IMF Working Paper No. 14/200
Francis Vitek
International Monetary Fund (IMF)
Date Posted: December 11, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Are Central Bankers Inflation Nutters? A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model
NHH Dept. of Business and Management Science Discussion Paper No. 2014/38
Fredrik Andersson and Yushu Li
Lund University - Department of Economics and Norwegian School of Economics (NHH) - Department of Business and Management Science
Date Posted: December 09, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices
Ca' Foscari University of Venice Department of Economics Working Paper No. 23/WP/2014
Roberto Casarin
University Ca' Foscari of Venice - Department of Economics
Date Posted: December 09, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities
Ca' Foscari University of Venice Department of Economics Working Paper No. 22/WP/2014
Roberto Casarin , Fabrizio Leisen , German Molina and Enrique ter Horst
University Ca' Foscari of Venice - Department of Economics , University of Kent, Canterbury , Idalion Capital US LP and IESA
Date Posted: December 09, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Growth-Cycle Phases in China's Provinces: A Panel Markov-Switching Approach
University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 19/WP/2014
Komla Mawulom Agudze , Monica Billio , Roberto Casarin and Eric Girardin
Ca Foscari University of Venice - Department of Economics , Ca Foscari University of Venice - Department of Economics , University Ca' Foscari of Venice - Department of Economics and University Aix-Marseille 2 - GREQAM
Date Posted: December 09, 2014
Working Paper Series
14 downloads

Incl. Fee Electronic Paper Inference About Non-Identified SVARs
CEPR Discussion Paper No. DP10287
Raffaella Giacomini and Toru Kitagawa
University of California, Los Angeles - Department of Economics and University College London
Date Posted: December 08, 2014
Working Paper Series

Incl. Electronic Paper Robust Linear Static Panel Data Models Using Ε-Contamination
IZA Discussion Paper No. 8661
Badi H. Baltagi , Georges Bresson , Anoop Chaturvedi and Guy Lacroix
Syracuse University - Maxwell School of Citizenship and Public Affairs , ERMES (CNRS), Université Panthéon-Assas Paris II , University of Allahabad and Laval University - Département d'Économique
Date Posted: December 06, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Impact of Financial (De-)Regulation on Current Account Balances
CESifo Working Paper Series No. 5082
Enrique Moral-Benito and Oliver Roehn
Bank of Spain and Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO)
Date Posted: December 02, 2014
Working Paper Series
15 downloads

Incl. Fee Electronic Paper Following the Trend: Tracking GDP When Long-Run Growth is Uncertain
CEPR Discussion Paper No. DP10272
Juan Antolin-Diaz , Thomas Drechsel and Ivan Petrella
Fulcrum Asset Management , London School of Economics & Political Science (LSE) and University of London - School of Business, Economics and Informatics
Date Posted: December 02, 2014
Working Paper Series

Incl. Electronic Paper Time Variation in U.S. Monetary Policy and Credit Spreads
Journal of Macroeconomics, Forthcoming
Yu-Fan Huang
Capital University of Economics and Business, ISEM
Date Posted: November 30, 2014
Accepted Paper Series
15 downloads

Incl. Electronic Paper A Robust Variance Bound on Pricing Kernels
Haoxi Yang
Bocconi University - Department of Finance
Date Posted: November 29, 2014
Last Revised: December 04, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper The Structural Modelling of Operational Risk Via Bayesian Inference: Combining Loss Data with Expert Opinions
The Journal of Operational Risk 1(3), pp. 3-26, 2006
Pavel V. Shevchenko and Mario V. Wuthrich
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) and RiskLab, ETH Zurich
Date Posted: November 24, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Analysis of How Underlying Topics in Financial News Affect Stock Prices Using Latent Dirichlet Allocation
Antal Ratku , Stefan Feuerriegel and Dirk Neumann
University of Freiburg , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: November 23, 2014
Working Paper Series
45 downloads

Incl. Electronic Paper Estimating (Markov-Switching) VAR Models Without Gibbs Sampling: A Sequential Monte Carlo Approach
FRB of Cleveland Working Paper No. 14-27
Mark Bognanni and Edward Herbst
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Government of the United States of America - Macroeconomic and Quantitative Studies Section
Date Posted: November 22, 2014
Last Revised: January 10, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Financial Frictions and Sources of Business Cycle
IMF Working Paper No. 14/194
Marzie Taheri Sanjani
International Monetary Fund (IMF)
Date Posted: November 22, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Estimating a DSGE Model with Limited Asset Market Participation for the Euro Area
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 286
Alice Albonico , Alessia Paccagnini and Patrizio Tirelli
University of Milan, Bicocca - Department of Economics, Management & Statistics , University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and University of Milan, Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS)
Date Posted: November 20, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Financial Frictions, Financial Shocks, and Aggregate Volatility
FEDS Working Paper No. 2014-84
Cristina Fuentes-Albero
Federal Reserve Board
Date Posted: November 16, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Tail Risk Protection in Asset Management
Cristian Homescu
Independent
Date Posted: November 16, 2014
Working Paper Series
597 downloads

Incl. Electronic Paper Generating Domain-Specific Dictionaries Using Bayesian Learning
Nicolas Pröllochs , Stefan Feuerriegel and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: November 15, 2014
Working Paper Series
34 downloads

Incl. Electronic Paper Financial Frictions in the Euro Area and the United States: A Bayesian Assessment
KU Leuven Center for Economic Studies Discussion Paper Series DPS14.30
Stefania Villa
KU Leuven - Faculty of Business and Economics (FEB)
Date Posted: November 14, 2014
Working Paper Series
2 downloads

Incl. Fee Electronic Paper A DSGE Model of China
CEPR Discussion Paper No. DP10238
Li Dai and Patrick Minford
Loyola Marymount University - College of Business Administration and Cardiff University Business School
Date Posted: November 10, 2014
Working Paper Series

Incl. Electronic Paper Bayesian Statistics for Strategic Decision-Making
Academy of Business Research Journal, Vol. III, September 2013
Josh Bendickson
Louisiana State University, Baton Rouge - William W. & Catherine M. Rucks Department of Management
Date Posted: November 08, 2014
Accepted Paper Series
8 downloads

Incl. Electronic Paper Modelling Inflation Volatility
CAMA Working Paper No. 68/2014
Eric Eisenstat and Rodney W. Strachan
University of Bucharest and University of Queensland - School of Economics
Date Posted: November 06, 2014
Last Revised: November 07, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Optimal Portfolio Choice under Decision-Based Model Combinations
Davide Pettenuzzo and Francesco Ravazzolo
Brandeis University - Department of Economics and Norges Bank
Date Posted: November 01, 2014
Last Revised: November 25, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Optimal Replenishment in Vendor Managed Inventory Systems Using Point-of-Sales Data
Achal Bassamboo , Antonio Moreno and Ioannis Stamatopoulos
Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS) , Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS) and Northwestern University - Department of Managerial Economics and Decision Sciences (MEDS)
Date Posted: October 28, 2014
Working Paper Series
63 downloads


 

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