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JEL Code: C5
1,186,435 Total downloads
Showing Papers 901 - 950 of 6,019
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A Quantile Regression Approach to Equity Premium Prediction
Loukia Meligkotsidou
,
Ekaterini Panopoulou
,
Ioannis D. Vrontos
and
Spyridon D. Vrontos
Date Posted: May 18, 2012Last Revised: May 23, 2013151 downloads
GARCH Processes with Skewed and Leptokurtic Innovations: Revisiting the Johnson SU Case
Jean-Guy Simonato
Date Posted: May 18, 201244 downloads
Dalla Teoria Alla Pratica Nei Modelli Macroeconomici: L’Eclettismo Post-Keynesiano (From Theory to Practice in Macroeconomic Models: Post-Keynesian Eclecticism) Moneta e Credito, Vol. 58, No. 230-231, pp. 71-96, 2005
Ignazio Visco
Date Posted: May 17, 2012Last Revised: March 20, 20132 downloads
Do Stock Returns in India Follow a Random Walk? The IUP Journal of Applied 56 Economics, Vol. XI, No. 2, 2012
Anver Sadat ,
Gourishankar S. Hiremath
and
Bandi Kamaiah V
Date Posted: May 16, 201239 downloads
Efficiency and Competition in Korean Banking Nottingham University Business School Research Paper No. 2012-07
Richard Simper
and
Max J.B. Hall
Date Posted: May 16, 201255 downloads
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture FRB Atlanta Working Paper Series No. 2012-6
Mark J. Jensen and
John M. Maheu
Date Posted: May 16, 201238 downloads
Un Modello Econometrico Per Il Credito Bancario Alle Imprese in Italia (An Econometric Model for Bank Credit to Corporations in the Euro Area) Moneta e Credito, Vol. 59, No. 234
Luca Casolaro ,
Ginette Eramo
and
Leonardo Gambacorta
Date Posted: May 15, 2012Last Revised: March 20, 20138 downloads
Franco: Una Mente Mai Ferma (Franco: A Mind Never at Rest) Moneta e Credito, Vol. 58, No. 230-231
Paul A. Samuelson
Date Posted: May 15, 2012Last Revised: March 20, 2013
Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter CESifo Working Paper Series No. 3816
Gebhard Flaig
Date Posted: May 15, 201248 downloads
Can We Consistently Forecast a Firm's Earnings? Using Combination Forecast Methods to Predict the EPS of Dow Firms Journal of Economics and Finance, 2012
Naresh Bansal
,
Jack Strauss and
Alireza Nasseh
Date Posted: May 14, 2012
Market Risk, Credit Risk, and Futures Trading in Commodity Markets
Takashi Kanamura
Date Posted: May 13, 2012119 downloads
A Conversation with Arnold Zellner History of Economics Review, 51, Winter 2010, pp. 72-81
Ernst Juerg Weber
,
Michael McLure
and
Darrell Turkington
affiliation not provided to SSRN
Date Posted: May 12, 20128 downloads
Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian-Pacific Currency Options Computational Economics, Vol. 41, No. 3, pp. 327-358, 2013
George Chalamandaris
and
Andrianos E. Tsekrekos
Date Posted: May 12, 2012Last Revised: February 20, 201326 downloads
Parametric Modeling of Implied Smile Functions: A Generalized SVI Model Review of Derivatives Research, Forthcoming
Bo Zhao
and
Stewart D. Hodges
Date Posted: May 12, 2012140 downloads
Predictability in Implied Volatility Surfaces: Evidence from the Euro OTC FX Market European Journal of Finance, Forthcoming
George Chalamandaris
and
Andrianos E. Tsekrekos
Date Posted: May 12, 201278 downloads
Some Aspects of Economic Development of Serbia
György Simon Jr.
Date Posted: May 11, 2012Last Revised: May 21, 201349 downloads
Marginal Likelihood Estimation with the Cross-Entropy Method CAMA Working Paper No. 18/2012
Joshua C. C. Chan
and
Eric Eisenstat
affiliation not provided to SSRN
Date Posted: May 10, 201215 downloads
Assessing the Functional Relationship between CO2 Emissions and Economic Development Using an Additive Mixed Model Approach Economic Modelling, Vol. 29, No. 4, pp. 1328-1337, 2012
Luca Zanin
and
Giampiero Marra
Date Posted: May 09, 2012Last Revised: May 30, 2012
Stock Return Comovement and Systemic Risk in the Turkish Banking System Central Bank Review, Vol. 13, 2013
Mahir Binici
,
Bülent Köksal and
Cuneyt Orman
Date Posted: May 09, 2012Last Revised: April 01, 201358 downloads
Estimating the Yield Curve Using the Nelson-Siegel Model: A Ridge Regression Approach International Review of Economics & Finance, Forthcoming
Jan Annaert ,
Anouk G. P. Claes ,
Marc J. K. de Ceuster and
Hairui Zhang
Date Posted: May 08, 2012Last Revised: February 19, 2013397 downloads
The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers FEDS Working Paper No. 2012-20
Dario Caldara and
Christophe Kamps
Date Posted: May 08, 201246 downloads
The Asymmetric Effects of Investor Sentiment
Chandler Lutz
Date Posted: May 08, 2012Last Revised: November 19, 2012117 downloads
The Estimation of Svensson Model Term Structures and Their Volatilities
Jan Annaert ,
Anouk G. P. Claes ,
Marc J. K. de Ceuster and
Hairui Zhang
Date Posted: May 08, 2012106 downloads
Optimal Portfolio Strategy to Control Maximum Drawdown - The Case of Risk Based Dynamic Asset Allocation
Z. George Yang and
Liang Zhong
Date Posted: May 07, 2012959 downloads
Inference on Treatment Effects after Selection Amongst High-Dimensional Controls MIT Department of Economics Working Paper No. 12-13
Alexandre Belloni
,
Victor Chernozhukov and
Christian Hansen
Date Posted: May 05, 201241 downloads
The Extensive Margin, Sectoral Shares, and International Business Cycles - La Marge Extensive, Les Parts Des Secteurs Et Les Cycles D’Affaires Internationaux Canadian Journal of Economics/Revue canadienne d'économique, Vol. 45, Issue 2, pp. 509-534, 2012,
Michael B. Devereux and
Viktoria V. Hnatkovska
Date Posted: May 04, 2012
Corporate Social Responsibility and Earnings Forecasting Unbiasedness CEIS Working Paper No. 233
Leonardo Becchetti
,
Rocco Ciciretti
and
Alessandro Giovannelli
Date Posted: May 04, 2012Last Revised: February 12, 2013274 downloads
Evaluating DSGE Model Forecasts of Comovements FEDS Working Paper No. 2012-11
Frank Schorfheide and
Edward Herbst
Date Posted: May 04, 201217 downloads
On the Distribution of a Discrete Sample Path of a Square-Root Diffusion FEDS Working Paper No. 2012-12
Michael B. Gordy
Date Posted: May 04, 201222 downloads
Local Linear Impulse Responses for a Small Open Economy Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 3, pp. 470-492, 2012
Alfred A. Haug and
Christie Smith
Date Posted: May 03, 2012
Forecasting the Prices and Rents for Flats in Large German Cities DIW Berlin Discussion Paper No. 1207
Konstantin A. Kholodilin
and
Andreas Mense
Date Posted: May 03, 201220 downloads
Persistence of Informality in a Developing Country
Jhon James Mora and
Juan Muro
Date Posted: May 03, 201251 downloads
Testing Long Memory in Stock Returns of Emerging Markets: Some Further Evidence Economics, Management, and Financial Markets, Vol. 6, No. 3, pp. 136–147, 2011,
Gourishankar S. Hiremath
and
Bandi Kamaiah V
Date Posted: May 02, 201230 downloads
The Statistical Properties of the Maximum Drawdown in Financial Time Series
Alessandro Casati
and
Serge Tabachnik
Date Posted: May 02, 2012Last Revised: May 15, 2013295 downloads
Multiple-Curve Valuation with One-Factor Hull-White Model
Jun Zhu
Date Posted: May 01, 2012Last Revised: July 30, 2012235 downloads
ROM Simulation: Applications to Stress Testing and VaR
Carol Alexander and
Dan Ledermann
Date Posted: May 01, 2012Last Revised: May 28, 2012248 downloads
Bounds for Rating Override Rates
Dirk Tasche
Date Posted: April 30, 2012Last Revised: September 01, 201217 downloads
Digital Divide and Public Plans: Governance Modes and Their Impact on Broadband Universal Service Provision
Jose M. Castellano Sr.
Date Posted: April 30, 201228 downloads
Social Media Brand Community and Consumer Behavior: Quantifying the Relative Impact of User- and Marketer-Generated Content
Khim Yong Goh ,
Cheng Suang Heng
and
Zhijie Lin
Date Posted: April 30, 2012Last Revised: November 01, 2012569 downloads
The Relationship between Gini's Mean Difference and the Absolute Deviation from a Quantile
Shlomo Yitzhaki and
Peter J. Lambert
Date Posted: April 30, 201253 downloads
Infinite Dimensional VARs and Factor Models IEPR Working Paper No. 07.21
Alexander Chudik
and
M. Hashem Pesaran
Date Posted: April 29, 2012
Shrinkage Based Tests of the Martingale Difference Hypothesis
Pablo M. Pincheira
Date Posted: April 29, 201217 downloads
The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection IZA Discussion Paper No. 6502
Pierre-Philippe Combes ,
Gilles Duranton ,
Laurent Gobillon
,
Diego Puga and
Sébastien Roux
Date Posted: April 28, 2012112 downloads
Comparison of Specification Tests for GARCH Models
Kilani Ghoudi
and
Bruno Remillard
Date Posted: April 28, 201218 downloads
Investigating Brand Preferences Across Social Groups and Consumption Contexts Quantitative Marketing and Economics, Forthcoming
Minki Kim and
Pradeep K. Chintagunta
Date Posted: April 28, 201243 downloads
The Linkage of Global Raw Material Prices and Taiwan's CPI Level Hu, Jin-Li, Chin-Yi Fang and Tsung-Hsien Kuo (2009), "Linkage of Global Raw Material Prices and Taiwan's CPI Level," Empirical Economics Letters, Vol. 8, No. 3, pp.261-270.
Jin-Li Hu
,
Chin-Yi Fang
and
Tsung-Hsien Kuo
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: April 27, 201217 downloads
The Prospects of the Baby Boomers: Methodological Challenges in Projecting the Lives of an Aging Cohort SOEPpaper No. 440
Christian Westermeier
,
Anika Rasner
and
Markus Grabka
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
German Institute for Economic Research (DIW Berlin)
Date Posted: April 27, 201217 downloads
Econometric Analysis of Multivariate Realised QML: Estimation of the Covariation of Equity Prices under Asynchronous Trading Chicago Booth Research Paper No. 12-14
Neil Shephard and
Dacheng Xiu
Date Posted: April 26, 2012Last Revised: November 11, 2012140 downloads
American Option Pricing Using Simulation: An Introduction with an Application to the GARCH Option Pricing Model HANDBOOK OF RESEARCH METHODS AND APPLICATIONS IN EMPIRICAL FINANCE, Adrian Bell, Chris Brooks, Marcel Prokopczuk, eds., Edward Elgar Publishing, 2012
Lars Stentoft
Date Posted: April 25, 201276 downloads
Forecasting Macroeconomic Variables Using Collapsed Dynamic Factor Analysis Tinbergen Institute Discussion Paper No. 12-042/4
Falk Bräuning
and
Siem Jan Koopman
Date Posted: April 25, 2012Last Revised: July 05, 201222 downloads
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