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JEL Code: C3
945,729 Total downloads
Showing Papers 901 - 950 of 6,209
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News - Good or Bad - and its Impact Over Multiple Horizons
Xilong Chen
and
Eric Ghysels
University of North Carolina (UNC) at Chapel Hill - Department of Economics
and
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: July 05, 2007
Working Paper Series
234 downloads
The Role of Regulatory, Legal and Institutional Environments in Bank Default: The Case of Emerging Market Economies
Banque & Marches, Vol. 73, November-December 2004
Christophe J. Godlewski
LaRGE Research Center (University of Strasbourg)
Date Posted: September 15, 2004
Accepted Paper Series
234 downloads
Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index
Bank of England Working Paper No. 334
Matthew Hurd
,
Mark Salmon and
Christoph Schleicher
Bank of England - Monetary Analysis
,
University of Cambridge - Faculty of Economics and Politics
and
Bank of England
Date Posted: August 12, 2005
Working Paper Series
234 downloads
Impact of Decentralization on the Corruption Phenomenon
Selected Papers in Nemec,J.,Peters,G.B.(eds),2010,"State and Administration in a Changing World",NISPAcee Press,Bratislava,pp.259-270
Ani I. Matei and
Florin Marius Popa
National School of Political Studies and Public Administration (NSPSPA)
and
National School of Political Studies and Public Administration
Date Posted: September 11, 2009
Last Revised: September 27, 2010
Accepted Paper Series
233 downloads
Ownership Structure and Analysts' Forecasts
Deniz Igan
and
Marcelo Pinheiro
International Monetary Fund (IMF) - Financial Studies Division
and
Economic Consulting Services LLC
Date Posted: January 05, 2005
Working Paper Series
233 downloads
Stock Market Volatility Changes in Central Europe Caused by
Asian and Russian Financial Crises
Tsenov Academy of Economics Department of Finance and Credit Working Paper No.03-01
Plamen Georgiev Patev
and
Nigokhos Krikorov Kanaryan
Tsenov Academy of Economics - Faculty of Finance
and
Tsenov Academy of Economics - Faculty of Finance
Date Posted: March 06, 2003
Working Paper Series
233 downloads
An Empirical Model of Daily Highs and Lows
CESifo Working Paper Series No. 1695, HKIMR Working Paper No. 7/2006
Yin-Wong Cheung
City University of Hong Kong - Department of Economics & Finance
Date Posted: April 24, 2006
Working Paper Series
232 downloads
On Forecasting Daily Stock Volatility: The Role of Intraday Information and Market Conditions
Cass Business School Research Paper No. 02-08
Ana-Maria Fuertes ,
Elena Kalotychou
and
Marwan Izzeldin
Cass Business School, City University London
,
City University London - Cass Business School
and
Lancaster University Management School
Date Posted: May 29, 2008
Working Paper Series
232 downloads
Trading Index Dividends
Simon Karaban
affiliation not provided to SSRN
Date Posted: June 29, 2009
Working Paper Series
232 downloads
Distance to the Efficiency Frontier and FDI Spillovers
IZA Discussion Paper No. 1332
Klara Sabirianova Peter ,
Jan Svejnar and
Katherine Terrell
University of North Carolina - Chapel Hill
,
University of Michigan - Stephen M. Ross School of Business
and
Stephen M. Ross School of Business at the University of Michigan
Date Posted: September 23, 2004
Working Paper Series
231 downloads
Model Uncertainty, Complexity and Rank in Finance
Cornelis A. Los
Alliant School of Management
Date Posted: November 16, 2004
Working Paper Series
231 downloads
Structural Policy Reform and the Distribution of FDI in Europe
WIFO Working Paper No. 174
Fritz Breuss
,
Peter Egger and
Michael Pfaffermayr
Vienna University of Economics and Bus. Admin., Europe Institute
,
Ifo Institute for Economic Research - International Trade and Foreign Direct Investment
and
University of Innsbruck - Department of Economics
Date Posted: February 14, 2002
Working Paper Series
231 downloads
The Determinants of a Cross Market Arbitrage Opportunity: Theory and Evidence for the European Bond Market
Marcelo Perlin
,
Alfonso Dufour
and
Chris Brooks
Escola de Administração - UFRGS
,
University of Reading - Henley Business School, ICMA Centre
and
University of Reading - ICMA Centre
Date Posted: June 07, 2010
Last Revised: August 16, 2012
Working Paper Series
231 downloads
Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series
Tinbergen Institute Discussion Paper No. TI 02-113/4
Siem Jan Koopman and
Charles S. Bos
VU University Amsterdam
and
VU University Amsterdam
Date Posted: January 06, 2003
Working Paper Series
231 downloads
Co-Movements of Index Options and Futures Quotes
Dice Center Working Paper Series No. 2005-10, Journal of Empirical Finance, Forthcoming
Rüdiger Fahlenbrach and
Patrik Sandas
Ecole Polytechnique Fédérale de Lausanne
and
University of Virginia
Date Posted: April 15, 2005
Last Revised: August 08, 2008
Working Paper Series
230 downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Kevin D. Hoover ,
Soren Johansen
and
Katarina Juselius
Duke University - Departments of Economics and Philosophy
,
University of Copenhagen - Department of Economics
and
University of Copenhagen - Department of Economics
Date Posted: November 21, 2007
Working Paper Series
229 downloads
Leaning into the Wind: A Structural VAR Investigation of UK Monetary Policy
Andrew Mountford
Royal Holloway, University of London
Date Posted: December 05, 2002
Working Paper Series
229 downloads
Modelling Spatial Autocorrelation in Spatial Interaction Data
Manfred M. Fischer and
Daniel A. Griffith
Vienna University of Economics and Business - Institute for Economic Geography and GIScience, Department of Socioeconomics
and
University of Texas at Dallas - School of Economic, Political and Policy Sciences
Date Posted: March 06, 2008
Working Paper Series
229 downloads
Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation
Madina Kukenova
and
Jose-Antonio Monteiro
University of Lausanne - Department of Economics (DEEP)
and
University of Neuchatel - Institute for Research in Economics (IRENE)
Date Posted: February 21, 2009
Last Revised: July 13, 2009
Working Paper Series
229 downloads
A Note on Testing for Environmental Kuznets Curves with Panel Data
FEEM Working Paper No. 63.2001
Elbert Dijkgraaf
Erasmus University Rotterdam, SEOR-ECRi
Date Posted: October 14, 2001
Working Paper Series
228 downloads
An Area Wide Model (AWM) for the Euro Area
ECB Working Paper No. 42
Gabriel Fagan ,
Jerome Henry and
Ricardo Mestre
European Central Bank (ECB)
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: January 08, 2003
Working Paper Series
228 downloads
European Yield Differentials and Basis Risk: A Hedging Perspective
EFA 2005 Moscow Meetings Paper
Yiu Chung Cheung and
Frank de Jong
affiliation not provided to SSRN
and
Tilburg University - Department of Finance
Date Posted: October 07, 2004
Working Paper Series
228 downloads
Intellectual Capital and Value Creation in the Furniture Manufacturing Sector in Brazil
Herbert Kimura
,
Leonardo Cruz Basso and
João Francisco Aguiar
Mackenzie Presbiterian University
,
Mackenzie Presbiterian University - Business Administration
and
Mackenzie Presbyterian University
Date Posted: November 14, 2009
Working Paper Series
228 downloads
Long and Short-Run Linkages in CEE Stock Markets: Implications for Portfolio Diversification and Stock Market Integration
William Davidson Institute Working Paper No. 832
Manolis Syllignakis
and
Georgios P. Kouretas
Athens University of Economics and Business
and
Athens University of Economics and Business
Date Posted: June 22, 2006
Working Paper Series
228 downloads
Predicting Emerging Market Currency Crashes
IMF Working Paper No. 02/7
Manmohan Kumar ,
Uma Moorthy and
William Robert Maurice Perraudin
International Monetary Fund (IMF) - Research Department
,
University of London - Birkbeck College
and
Risk Control Limited
Date Posted: January 30, 2006
Working Paper Series
228 downloads
Correlation, Hierarchies, and Networks in Financial Markets
Journal of Economic Behavior and Organization, Forthcoming
Michele Tumminello
,
Fabrizio Lillo
and
Rosario N. Mantegna
Carnegie Mellon University - Department of Social and Decision Sciences
,
University of Palermo
and
Central European University
Date Posted: May 29, 2010
Accepted Paper Series
227 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 Distributions of Treatment Effects with an Application to the Returns to Schooling and Measurement of the Effects of Uncertainty on College Choice
IZA Discussion Paper No. 767
Pedro Manuel Carneiro ,
Karsten T. Hansen and
James J. Heckman
University College London - Department of Economics
,
Northwestern University - Department of Marketing
and
University of Chicago - Department of Economics
Date Posted: May 09, 2003
Working Paper Series
227 downloads
Health and Wealth of Elderly Couples: Causality Tests Using Dynamic Panel Data Models
IZA Discussion Paper No. 1312; CentER Discussion Paper No. 2004-81
Pierre-Carl Michaud
and
Arthur van Soest
University of Quebec at Montreal (UQAM) - Department of Economics
and
RAND Corporation
Date Posted: September 23, 2004
Working Paper Series
227 downloads
Joint Modelling of International Yield Curves
Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Matti Koivu
,
Ken Nyholm and
Jacob Stromberg
European Central Bank (ECB)
,
European Central Bank (ECB) - Risk Management Division
and
European Central Bank (ECB)
Date Posted: December 13, 2007
Working Paper Series
227 downloads
Credit Risk and Market Risk: Analyzing U.S. Credit Spreads
Hayette Gatfaoui
Rouen Business School - Economics & Finance Department
Date Posted: May 14, 2009
Working Paper Series
226 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
Impact of Financial Liberalisation on Stock Market Liquidity: Experience of China
Hong Kong Monetary Authority Working Paper No. 03/2009
Jess Lee
and
Alfred Wong
Hong Kong Monetary Authority
and
Hong Kong Monetary Authority
Date Posted: February 11, 2009
Working Paper Series
226 downloads
Modeling and Forecasting the Realized Volatility of US Dollar/Canadian Dollar Using High Frequency Data
Jia Geng
Clemson University - Department of Applied Economics and Statistics
Date Posted: July 12, 2007
Last Revised: October 15, 2008
Working Paper Series
226 downloads
Does the Dipasquale-Wheaton Model Explain the House Price Dynamics in China Cities?
HKIMR Working Paper No. 21/2008
Kenneth K. Chow ,
Matthew S. Yiu ,
Charles Ka Yui Leung
and
Dickson Tam
Hong Kong Institute for Monetary Research
,
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
,
City University of Hong Kong
and
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Date Posted: January 04, 2009
Working Paper Series
225 downloads
Estimating Liquidity Using Information on the Multivariate Trading Process
Katarzyna Bien
,
Ingmar Nolte
and
Winfried Pohlmeier
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
,
Warwick Business School - Finance Group - Financial Econometrics Research Centre
and
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Date Posted: July 17, 2006
Working Paper Series
225 downloads
Identification and Estimation of Hedonic Models
IZA Discussion Paper No. 853; CESifo Working Paper Series No. 1031
Ivar Ekeland
,
James J. Heckman and
Lars Nesheim
University of British Columbia (UBC) - Faculty of Education
,
University of Chicago - Department of Economics
and
University College London
Date Posted: October 22, 2003
Working Paper Series
225 downloads
T-Statistic Based Correlation and Heterogeneity Robust Inference
Harvard Institute of Economic Research Discussion Paper No. 2129
Rustam Ibragimov and
Ulrich K. Müller
Harvard University - Department of Economics
and
Princeton University - Department of Economics
Date Posted: February 21, 2007
Working Paper Series
225 downloads
The Multi-State Latent Factor Intensity Model for Credit Rating Transitions
Tinbergen Institute Discussion Paper No. TI 05-071/4
Siem Jan Koopman ,
Andre Lucas and
Andre A. Monteiro
VU University Amsterdam
,
VU University Amsterdam - Faculty of Economics and Business
and
Tinbergen Institute - Tinbergen Institute Amsterdam (TIA)
Date Posted: July 07, 2005
Working Paper Series
225 downloads
A Latent Factor Model for Ordinal Data to Measure Multivariate Predictive Ability of Financial Market Movements
FAME Research Paper No. 159
Philippe Huber
,
O. Scaillet and
Maria-Pia Victoria-Feser
University of Geneva - HEC
,
University of Geneva - HEC
and
University of Geneva - HEC
Date Posted: November 28, 2005
Working Paper Series
224 downloads
Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
Dimitris Korobilis
University of Glasgow
Date Posted: August 26, 2009
Last Revised: February 27, 2011
Working Paper Series
224 downloads
Expected Default Probabilities in Structural Models: Empirical Evidence
Kanak Patel and
Ricardo Pereira
University of Cambridge - Department of Land Economy
and
University of Cambridge - Magdalene College
Date Posted: March 15, 2005
Working Paper Series
224 downloads
The Effects of Price Uncertainty on Housing Demand: Empirical Evidence from U.S. Markets
Review of Financial Studies, Forthcoming
Lu Han
University of Toronto - Rotman School of Management
Date Posted: January 12, 2009
Last Revised: July 26, 2010
Accepted Paper Series
224 downloads
The Macroeconomic Effects of Fiscal Policy
ECB Working Paper No. 991
Antonio Afonso and
Ricardo M. Sousa
Technical University of Lisbon - ISEG (School of Economics and Management)
and
University of Minho
Date Posted: January 25, 2009
Working Paper Series
224 downloads
Another Perspective on the Effects of Inflation Uncertainty
Journal of Money, Credit, and Banking, Vol. 36, No. 5, 2004
John Elder
Colorado State University
Date Posted: March 23, 2001
Last Revised: February 15, 2013
Accepted Paper Series
223 downloads
Discrete-Time Affine Term Structure Models: An ARCH Formulation
International Journal of Risk Assessment and Management, Forthcoming
Mario Maggi
and
Alessandro Carta Sr.
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 20, 2010
Accepted Paper Series
223 downloads
Foreign Direct Investment in Southeastern Europe: How (and How Much) Can Policies Help?
IMF Working Paper No. 05/110
Dimitri G. Demekas ,
Balazs Horvath
,
Elina Ribakova
and
Yi Wu
International Monetary Fund (IMF)
,
International Monetary Fund (IMF) - European Department
,
International Monetary Fund (IMF)
and
International Monetary Fund (IMF) - Policy Development and Review Department
Date Posted: March 03, 2006
Working Paper Series
223 downloads
New Evidence on the Determinants of Absenteeism Using Linked Employer-Employee Data
HEC Montreal Working Paper No. 05-05
Georges Dionne and
Benoit Dostie
HEC Montreal - Department of Finance
and
HEC Montreal - Institute of Applied Economics
Date Posted: June 14, 2005
Working Paper Series
223 downloads
Predictability in International Asset Returns: A Reexamination
FRB of St. Louis Working Paper No. 97-010D
Christopher J. Neely and
Paul A. Weller
Federal Reserve Bank of St. Louis - Research Division
and
University of Iowa - Department of Finance
Date Posted: September 25, 2000
Working Paper Series
223 downloads
ARIMA and Neural Networks: An Application to the Real GNP Growth Rate and the Unemployment Rate of U.S.A.
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: March 26, 2009
Working Paper Series
222 downloads
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