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Abstracts: 618,221
Full Text Papers: 514,676
Authors: 285,628
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Last 12 months: 11,586,876
Last 30 days: 807,439

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SSRN eLibrary Search Results
JEL Code: C11
334,192 Total downloads
Showing Papers 851 - 900 of 1,575
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Incl. Electronic Paper Directional Forecasting of Stock Market Premia Using Bayesian Dynamic Model Averaging and Selection
Nottingham University Business School Research Paper No. 2015-01
Shamim Ahmed and Thanaset Chevapatrakul
Nottingham University Business School and Nottingham University Business School
Date Posted: July 25, 2015
Accepted Paper Series
31 downloads

Incl. Electronic Paper Optimising Asset Allocation between Hedge Funds and Private Equity
Gabriele Susinno and Christophe de Dardel
Financial Advisory Services and Unigestion SA
Date Posted: July 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Demystifying Rebalancing Premium: A Methodological Path to Risk Premia Engineering
Vladislav Dubikovsky and Gabriele Susinno
MSCI Barra and Financial Advisory Services
Date Posted: July 25, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Generalized Method of Moment Based Parameter Estimation of Affine Term Structure Models
Jaroslava Hlouskova and Leopold Sögner
Institute for Advanced Studies (IHS) - Department of Economics & Finance and Institute for Advanced Studies (IHS)
Date Posted: July 23, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance
Tinbergen Institute Discussion Paper 15-084/III
Roberto Casarin , Stefano Grassi , Francesco Ravazzolo and H. K. van Dijk
University Ca' Foscari of Venice - Department of Economics , University of Kent, Canterbury , Norges Bank and Tinbergen Institute
Date Posted: July 21, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Directional Forecasting of Stock Market Premia Using Bayesian Dynamic Model Averaging and Selection
Shamim Ahmed and Thanaset Chevapatrakul
Nottingham University Business School and Nottingham University Business School
Date Posted: July 18, 2015
Working Paper Series
40 downloads

A Simple Procedure for Merging Expert Opinions to Achieve Superior Portfolio Performance
Journal of Portfolio Management, Forthcoming
Mark Davis and Sebastien Lleo
Imperial College London and NEOMA Business School
Date Posted: July 18, 2015
Last Revised: July 19, 2015
Accepted Paper Series

Incl. Electronic Paper A Triple Hazard Model for Price and Sales Crashes of New High-Technology Products
Carlos H. Mireles and Georgios Effraimidis
University of Texas at Austin and University of Southern Denmark
Date Posted: July 17, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia
CentER Discussion Paper No. 2015-036, European Banking Center No. 2015-008
Miguel Sarmiento and Jorge E. Galán
Banco de la República and Bank of Spain
Date Posted: July 07, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper A Process Analysis of Heuristic Use in Games Under Time Constraints
Leonidas Spiliopoulos , Andreas Ortmann and Le Zhang
Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Human Development , University of New South Wales - Australian School of Business and Curtin University - School of Economics and Finance
Date Posted: July 01, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Extreme Risk Spillover in Financial Markets: Evidence from the Recent Financial Crisis
Seoul Journal of Economics 28 (No. 2 2015): 171-198
Jungbin Hwang and Jae-Young Kim
University of California, San Diego and Seoul National University - Department of Economics
Date Posted: June 30, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Endogenous Derivation and Forecast of Lifetime PDs
Volodymyr Perederiy
Postbank / Deutsche Bank Group
Date Posted: June 30, 2015
Last Revised: July 14, 2015
Working Paper Series
15 downloads

Incl. Fee Electronic Paper Stochastic Volatility Models for the Brent Oil Futures Market: Forecasting and Extracting Conditional Moments
OPEC Energy Review, Vol. 39, Issue 2, pp. 184-221, 2015
Per Bjarte Solibakke
Høgskolen i Molde
Date Posted: June 24, 2015
Accepted Paper Series

Incl. Electronic Paper Double-Jump Stochastic Volatility Model for VIX: Evidence from VVIX
Xin Zang , Jun Ni , Jingzhi Huang and Lan Wu
Peking University , Pennsylvania State University - Department of Mathematics , Pennsylvania State University - Department of Finance and Peking University
Date Posted: June 24, 2015
Last Revised: July 07, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Granger Causality and Regime Inference in Bayesian Markov-Switching VARs
ECB Working Paper No. 1794
Matthieu Droumaguet , Anders Warne and Tomasz Wozniak
European University Institute , European Central Bank (ECB) and University of Melbourne - Department of Economics
Date Posted: June 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Understanding the Impact of Microcredit Expansions: A Bayesian Hierarchical Analysis of 7 Randomised Experiments
Rachael Meager
Massachusetts Institute of Technology (MIT)
Date Posted: June 20, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Kernel Estimation of Copula Densities and Applications
Song LI and Param Silvapulle
Monash Business School and Monash University - Department of Econometrics & Business Statistics
Date Posted: June 20, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper An Anatomy of Industry Merger Waves
Daniele Bianchi and Carlo Chiarella
University of Warwick, Warwick Business School and CUNEF
Date Posted: June 20, 2015
Last Revised: June 30, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Updating Priest and Klein
USC CLASS Research Paper No. 15-21, USC Law Legal Studies Paper No. 15-17
Yoon-Ho Alex Lee and Daniel M. Klerman
USC Gould School of Law and USC Gould School of Law
Date Posted: June 19, 2015
Working Paper Series
53 downloads

Incl. Electronic Paper Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility
CAMA Working Paper No. 20/2015
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: June 11, 2015
Last Revised: June 12, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Efficient Estimation of Bayesian VARMAs with Time-Varying Coefficients
CAMA Working Paper No. 19/2015
Joshua C. C. Chan and Eric Eisenstat
Australian National University (ANU) and University of Bucharest
Date Posted: June 11, 2015
Last Revised: June 12, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Labour Supply Factors and Economic Fluctuations
Norges Bank Working Paper 07 | 2015
Claudia Foroni , Francesco Furlanetto and Antoine Lepetit
Norges Bank , Norges Bank and Paris School of Economics, Université Paris I Panthéon-Sorbonne
Date Posted: June 10, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Bayesian Approach to Disentangling Technical and Environmental Productivity
Econometrics, Forthcoming
Emir Malikov , Subal C. Kumbhakar and Efthymios G. Tsionas
Saint Lawrence University - Department of Economics , State University of New York (SUNY) at Binghamton - Department of Economics and Athens University of Economics and Business - Department of Economics
Date Posted: June 09, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Identification of Dynamic Models of Rewards Program
Andrew Ching and Masakazu Ishihara
University of Toronto - Rotman School of Management and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: June 09, 2015
Last Revised: June 18, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Incorporating Estimates of Error into Linear Factor Covariance Models
Anish R. Shah
Investment Grade Modeling
Date Posted: June 09, 2015
Last Revised: July 11, 2015
Working Paper Series
67 downloads

Incl. Electronic Paper Infinite Sparse Block Model with Text Using 2DCRP
Ryohei Hisano
University of Tokyo
Date Posted: June 06, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Systemwide Commonalities in Market Liquidity
Mark D. Flood , John Liechty and Thomas Piontek
Office of Financial Research , Pennsylvania State University, University Park and Government of the United States of America - Office of Financial Research
Date Posted: May 31, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Forecasting with VAR Models: Fat Tails and Stochastic Volatility
Bank of England Working Paper No. 528
Ching-Wai (Jeremy) Chiu , Haroon Mumtaz and Gabor Pinter
Bank of England , Queen Mary, University of London and Bank of England
Date Posted: May 31, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper The Econometrics of Networks: A Review
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13/WP/2015
Daniel Felix Ahelegbey
Ca Foscari University of Venice - Department of Economics
Date Posted: May 30, 2015
Working Paper Series
212 downloads

Incl. Electronic Paper Estimation Method for Dynamic Equilibrium Models of Firm Dynamics
Kazufumi Yamana
Hitotsubashi University - Graduate School of Economics
Date Posted: May 26, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Quantile Forecasts of Inflation Under Model Uncertainty
Dimitris Korobilis
University of Glasgow - Adam Smith Business School
Date Posted: May 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors
Humberto Moreira and Marcelo J. Moreira
Fundacao Getulio Vargas (FGV) and Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças
Date Posted: May 22, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Don't Know What You Got: A Bayesian Hierarchical Model of Neuroticism and Nonresponse
Jonathan Klingler , Gary E. Hollibaugh Jr. and Adam Ramey
Institute for Advanced Study in Toulouse , University of Notre Dame - Department of Political Science and New York University Abu Dhabi
Date Posted: May 22, 2015
Last Revised: July 09, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Emergent Segregation through Homophilic Imitation: The Case of School Choice
Viktoria Spaiser , Richard P. Mann , Mats Lillehagen and Gunn Elisabeth Birkelund
Uppsala University, Department of Mathematics , ETH Zurich , University Of Oslo and University of Oslo - Department of Sociology and Human Geography
Date Posted: May 14, 2015
Last Revised: May 26, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper An Entropy-Based Early Warning Indicator for Systemic Risk
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 09/WP/2015
Monica Billio , Roberto Casarin , Michele Costola and Andrea Pasqualini
Ca Foscari University of Venice - Department of Economics , University Ca' Foscari of Venice - Department of Economics , Ca' Foscari University of Venice and Ca Foscari University of Venice - Department of Economics
Date Posted: May 11, 2015
Working Paper Series
41 downloads

Incl. Electronic Paper Politics Matters: Regulatory Events as Catalysts for Price Formation Under Cap-and-Trade
Nicolas Koch , Godefroy Grosjean , Sabine Fuss and Ottmar Edenhofer
Mercator Research Institute on Global Commons and Climate Change , Potsdam-Institut für Klimafolgenforschung (PIK) , Mercator Research Institute on Global Commons and Climate Change (MCC) and Potsdam-Institut für Klimafolgenforschung (PIK)
Date Posted: May 09, 2015
Working Paper Series
88 downloads

Incl. Electronic Paper What Drives China's Outward FDI? A Regional Analysis
BOFIT Discussion Paper No. 16/2015
Kefei You
London Metropolitan University
Date Posted: May 08, 2015
Working Paper Series
25 downloads

Classifying and Measuring the Performance of Socially Responsible Mutual Funds
Journal of Portfolio Management, Forthcoming
Denys Glushkov and Meir Statman
University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS) and Santa Clara University - Department of Finance
Date Posted: May 06, 2015
Working Paper Series

Incl. Electronic Paper Prior Selection for Panel Vector Autoregressions
Dimitris Korobilis
University of Glasgow - Adam Smith Business School
Date Posted: May 05, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Time Series Analysis for Big Data: Evaluating Bayesian Structural Time Series Using Electricity Prices
Nicole Ludwig , 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: May 05, 2015
Working Paper Series
43 downloads

Incl. Electronic Paper Forecasting GDP with Global Components. This Time is Different
Norges Bank Working Paper 5 | 2015
Hilde C. Bjørnland , Francesco Ravazzolo and Leif Anders Thorsrud
Norwegian School of Management (BI) , Norges Bank and BI Norwegian Business School
Date Posted: May 04, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Combined Density Nowcasting in an Uncertain Economic Environment
Norges Bank Working Paper 17 | 2014
Knut Are Aastveit , Francesco Ravazzolo and H. K. van Dijk
Norges Bank , Norges Bank and Tinbergen Institute
Date Posted: May 04, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Have Standard VARs Remained Stable Since the Crisis?
Norges Bank Working Paper 13 | 2014
Knut Are Aastveit , Andrea Carriero , Todd E. Clark and Massimiliano Giuseppe Marcellino
Norges Bank , Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research , Federal Reserve Bank of Cleveland and European University Institute
Date Posted: May 04, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
Tinbergen Institute Discussion Paper 13-055/III
Roberto Casarin , Stefano Grassi , Francesco Ravazzolo and H. K. van Dijk
University Ca' Foscari of Venice - Department of Economics , University of Aarhus - CREATES , Norges Bank and Tinbergen Institute
Date Posted: May 04, 2015
Working Paper Series
275 downloads

Incl. Electronic Paper Bayesian Analysis of Heterogeneous Mediation
Georgetown McDonough School of Business Research Paper No. 2600140
Tatiana Dyachenko and Greg M. Allenby
Georgetown University - McDonough School of Business and Ohio State University (OSU) - Department of Marketing and Logistics
Date Posted: April 29, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Is Human Information Processing Affected by Emotional and Cognitive Biases? Evidence from the Stock Market
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: April 21, 2015
Working Paper Series
51 downloads

Incl. Electronic Paper Identification and Estimation of Forward-Looking Behavior: The Case of Consumer Stockpiling
Rotman School of Management Working Paper No. 2594032
Andrew Ching and Matthew Osborne
University of Toronto - Rotman School of Management and University of Toronto at Mississauga - Department of Management
Date Posted: April 15, 2015
Working Paper Series
52 downloads

Incl. Electronic Paper Welfare Gains of the Poor: An Endogenous Bayesian Approach with Spatial Random Effects
Andres Ramirez Hassan and Santiago Montoya Blandón
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)
Date Posted: April 15, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Speeding Up MCMC by Efficient Data Subsampling
Riksbank Research Paper Series No. 121, Sveriges Riksbank Working Paper Series No. 297
Matias Quiroz , Mattias Villani and Robert Kohn
Sveriges Riksbank - Research Division , Linkoping University and University of New South Wales - School of Economics and School of Banking and Finance
Date Posted: April 14, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Remittances and Macroeconomic Volatility in African Countries
IMF Working Paper No. 15/49
Ahmat Jidoud
International Monetary Fund (IMF)
Date Posted: April 14, 2015
Working Paper Series
11 downloads


 

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