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Full Text Papers: 492,698
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SSRN eLibrary Search Results
JEL Code: C5
1,475,453 Total downloads
Showing Papers 901 - 950 of 7,356
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Incl. Electronic Paper A Dynamic Network Model of the Unsecured Interbank Lending Market
BIS Working Paper No. 491
Francisco Blasques , Falk Bräuning and Iman van Lelyveld
VU University Amsterdam , VU University Amsterdam and De Nederlandsche Bank
Date Posted: February 27, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Measuring Association via Lack of Co-Monotonicity: The LOC Index
Danang T. Qoyyimi and Ricardas Zitikis
Department of Statistical and Actuarial Sciences University of Western Ontario and University of Western Ontario - Department of Statistical and Actuarial Sciences
Date Posted: February 26, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Addressing Important Econometric Issues on How to Construct Theoretical Based Exchange Rate Misalignment Estimates
Emerson Fernandes Marçal , Diogo de Prince , Giovanni Tondin Merlin and Beatrice Zimmermann
Sao Paulo School of Economics - FGV , Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics , Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Date Posted: February 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper A Dynamic Network Model of the Unsecured Interbank Lending Market
De Nederlandsche Bank Working Paper No. 460
Francisco Blasques , Falk Bräuning and Iman van Lelyveld
VU University Amsterdam , VU University Amsterdam and De Nederlandsche Bank
Date Posted: February 25, 2015
Last Revised: February 26, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Relation Entre Le Prix Du Pétrole Et Les Cours Boursiers Des Grandes Compagnies Pétrolières Mondiales (Relationship between Oil Prices and Stock Prices of Major Oil Companies)
Francis Declerck , Jean-Pierre Indjehagopian and Flavien Bellocq
ESSEC Business School , ESSEC Business School - Information & Decision Sciences Department and ESSEC Business School
Date Posted: February 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper A Double Correlated Three Factor Model for a Crude Oil Market
Gaetano Fileccia and Carlo Sgarra
Politecnico di Milano and Politecnico di Milano- Dipartimento di Matematica
Date Posted: February 24, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper In-Sample Bounds for Time-Varying Parameters of Observation Driven Models
Tinbergen Institute Discussion Paper 15-027/III
Francisco Blasques , Siem Jan Koopman , Katarzyna Lasak and Andre Lucas
VU University Amsterdam , VU University Amsterdam , VU Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: February 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Stochastic Volatility Double Jump-Diffusions Model: The Importance of Distribution Type of Jump Amplitude
Youfa Sun and Shimin Guo
Guangdong University of Technology and Xi'an Jiaotong University (XJTU)
Date Posted: February 23, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Modest Policy Interventions
FRB Atlanta Working Paper No. 2002-19
Eric M. Leeper and Tao Zha
Indiana University at Bloomington - Department of Economics and Federal Reserve Bank of Atlanta
Date Posted: February 23, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Asset Allocation with Business Cycle Dependent Return Predictability
Magnus Sander
University of Aarhus - CREATES
Date Posted: February 22, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Structural Breaks in Potential GDP of Four Major Economies: Just Impaired Credit or the "New Normal"?
Alexander Apokin and Irina Ipatova
CMASF and National Research University Higher School of Economics
Date Posted: February 22, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Think National, Forecast Local: A Case Study of 71 German Urban Housing Markets
KOF Working Papers No. 372
Konstantin A. Kholodilin and Boriss Siliverstovs
German Institute for Economic Research (DIW Berlin) and KOF Swiss Economic Institute
Date Posted: February 22, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Modelling Uncertainty: An Application to Forecasting International Reserves
Simon Naitram
Pencarrek Limited
Date Posted: February 21, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper How Predictable is Technological Progress?
J. Doyne Farmer and Francois Lafond
University of Oxford and London Institute for Mathematical Sciences
Date Posted: February 20, 2015
Last Revised: February 26, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Lessons for Forecasting Unemployment in the U.S.: Use Flow Rates, Mind the Trend
FRB of Cleveland Working Paper No. 15-02
Brent H. Meyer and Murat Tasci
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Cleveland
Date Posted: February 19, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Industry Interdependencies and Cross-Industry Return Predictability
David Rapach , Jack Strauss , Jun Tu and Guofu Zhou
Saint Louis University - John Cook School of Business , University of Denver - Reiman School of Finance , Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Date Posted: February 19, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Predicting Market Risk with Density Combination: An Introduction
David Ardia and Jeremy Kolly
Laval University - Département de Finance et Assurance and Laval University - Finance, Insurance and Real Estate Department
Date Posted: February 19, 2015
Last Revised: February 20, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper A Proposed Model for Prediction of Industrial Sickness
Nisarg A. Joshi
Shri Chimanbhai Patel Institute of Management & Research
Date Posted: February 19, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Federico Bassetti , Roberto Casarin and Francesco Ravazzolo
University of Pavia , University Ca' Foscari of Venice - Department of Economics and Norges Bank
Date Posted: February 18, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Efficiency, Inefficiency and the MENA Frontier
ECB Working Paper No. 1757
Dimitris Christopoulos and Peter McAdam
Panteion University of Athens - Department of Economic and Regional Development and European Central Bank (ECB)
Date Posted: February 18, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Dif-in-Dif Estimators of Multiplicative Treatment Effects
Bank of Italy Temi di Discussione (Working Paper) No. 985
Emanuele Ciani and Paul Fisher
Bank of Italy and Bank of England
Date Posted: February 18, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Asymmetric Predictability of Realized Semivariances and the Variations of Signed Jumps: Evidence from China's Stock Market
Nengsheng Fang , Wen Jiang and Ronghua Luo
Southwestern University of Finance and Economics (SWUFE) - School of Finance , Southwestern University of Finance and Economics (SWUFE) and Southwestern University of Finance and Economics (SWUFE) - School of Finance
Date Posted: February 18, 2015
Working Paper Series
2 downloads

Incl. Fee Electronic Paper A Spectral EM Algorithm for Dynamic Factor Models
CEPR Discussion Paper No. DP10417
Gabriele Fiorentini , Alessandro Galesi and Enrique Sentana
Universita di Firenze - Dipartimento di Statistica , Centre for Monetary and Financial Studies (CEMFI) and Centro de Estudios Monetarios y Financieros (CEMFI)
Date Posted: February 17, 2015
Working Paper Series

Incl. Fee Electronic Paper Forecasting Inflation Using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey
CEPR Discussion Paper No. DP10419
Sumru Altug
Koc University - Department of Economics
Date Posted: February 17, 2015
Working Paper Series

Incl. Electronic Paper Forecasting Chinese Stock Market: The Role of International Volatility Risk
Jian Chen , Fuwei Jiang , Yangshu Liu and Jun Tu
Xiamen University - School of Economics , Central University of Finance and Economics (CUFE) - School of Finance , School of Management, Xiamen University and Singapore Management University - Lee Kong Chian School of Business
Date Posted: February 17, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Time-Varying Linkage of the Possible Safe-Haven Assets: A Cross-Market and Cross-Asset Analysis
Phong Minh Nguyen and Wei-Han Liu
La Trobe University - Faculty of Business, Economics and Law and Alfaisal University
Date Posted: February 17, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Forecasting with Many Predictors: Allowing for Non-Linearity
Eran Raviv and Dick J. C. van Dijk
APG Asset Management and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: February 16, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Fundamental Relations between Market and Accounting Values
Victoria J. Clout , Michael Falta and Roger J. Willett
University of New South Wales, UNSW Business School , University of Otago and University of Tasmania
Date Posted: February 14, 2015
Working Paper Series
55 downloads

Incl. Electronic Paper Choosing a Set of Instruments among Many and Possibly Invalid Instruments
Byunghoon Kang
University of Wisconsin - Madison - Department of Economics
Date Posted: February 14, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Logarithmic Transformations in Cross Section Regression Models of the Long Run Relation between Market and Accounting Values
Roger J. Willett
University of Tasmania
Date Posted: February 14, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Shifting Taxes from Labour to Property: A Simulation Under Labour Market Equilibrium
IZA Discussion Paper No. 8832
Flavia Coda Moscarola , Ugo Colombino , Francesco Figari and Marilena Locatelli
Center for Research on Pensions and Welfare Policies (CeRP) , University of Turin - Department of Economics , ISER - University of Essex and University of Turin - Department of Economics
Date Posted: February 14, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Partial Identification of State Dependence
Alexander Torgovitsky
Northwestern University - Department of Economics
Date Posted: February 14, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper The Missing Piece of the Puzzle: Liquidity Premiums in Inflation-Indexed Markets
Netspar Discussion Paper No. 02/2014-066
Joost Driessen , Theo Nijman and Zorka Simon
Tilburg University - Department of Finance , Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University
Date Posted: February 14, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Bayesian Estimation of Time-Changed Default Intensity Models
FEDS Working Paper No. 2015-002
Michael B. Gordy and Pawel Szerszen
Board of Governors of the Federal Reserve and Board of Governors of the Federal Reserve System (FRB)
Date Posted: February 14, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Conditional Determinants of FDI in Fast Emerging Economies: An Instrumental Quantile Regression Approach
African Governance and Development Institute Working Paper No. 15/003
Simplice A. Asongu and Oasis Kodila-Tedika
African Governance and Development Institute and University of Kinshasa - Department of Economics
Date Posted: February 13, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance
African Governance and Development Institute Working Paper No. 15/001
Simplice A. Asongu and Jacinta Nwachukwu
African Governance and Development Institute and University of Huddersfield - Business School
Date Posted: February 13, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Mass at Zero and Small-Strike Implied Volatility Expansion in the SABR Model
Archil Gulisashvili , Blanka Horvath and Antoine Jacquier
Ohio University , ETH Zurich - Department of Mathematics and Imperial College London
Date Posted: February 13, 2015
Working Paper Series
46 downloads

Real Assets Investor Sentiment and the Predictability of Stock Returns
Nikos C. Papapostolou , Panos K. Pouliasis , Nikos K. Nomikos and Ioannis Kyriakou
Cass Business School, City University London , Sir John Cass Business School , Cass Business School, City University London and City University London - Sir John Cass Business School
Date Posted: February 12, 2015
Working Paper Series

Incl. Electronic Paper Stock-Flow Dynamic Projection
Mauro Gallegati and Xi Hao Li
Università Politecnica delle Marche - Faculty of Economics and Università Politecnica delle Marche - Department of Economics
Date Posted: February 12, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Volatility Spillovers in EMU Sovereigns Bond Markets
DEFI 15-03
Fernando Fernández Rodríguez , Marta Gómez-Puig and Simón Sosvilla Rivero
University of Las Palmas de Gran Canaria - Faculty of Economic Science , Economic Theory Department. University of Barcelona and Complutense University of Madrid
Date Posted: February 12, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage
Econometric Reviews, Forthcoming
Stanislav Anatolyev and Nikita Kobotaev
New Economic School and Independent
Date Posted: February 11, 2015
Accepted Paper Series
20 downloads

Incl. Electronic Paper Asymptotics for Parametric GARCH-in-Mean Models
University of Heidelberg, Department of Economics, Discussion Paper No. 579
Christian Conrad and Enno Mammen
University of Heidelberg - Faculty of Economics and Social Studies and University of Mannheim - Department of Economics
Date Posted: February 10, 2015
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Understanding the Decline in the Price of Oil Since June 2014
CEPR Discussion Paper No. DP10404
Christiane Baumeister and Lutz Kilian
Bank of Canada and University of Michigan at Ann Arbor - Department of Economics
Date Posted: February 10, 2015
Working Paper Series

Incl. Electronic Paper Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects
Xun Lu and Liangjun Su
HKUST and Singapore Management University
Date Posted: February 09, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Debt and Financial Market Contagion
UNSW Business School Research Paper No. 2015-02
Cody Yu-Ling Hsiao and James Morley
University of New South Wales (UNSW) and University of New South Wales
Date Posted: February 09, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper An Econometric Analysis of Panel Data for Team Performance, Market Characteristics, and Attendance in the English Premier League
Pan, D.W., Baker, J.A.W., Zhu, Z., & Argent, E. (2005). An econometric analysis of panel data for team performance, market characteristics, attendance of the English Premier League. Journal of Business and Leadership, 1(1), 201-210.
David W. Pan , John A. W. Baker , Zhen Zhu and Elisa Argent
Prince Sultan University , Southern Illinois University at Edwardsville - Department of Kinesiology and Health Education , University of Central Oklahoma - Department of Economics and Loughborough University
Date Posted: February 09, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Identification of Solution Concepts for Semi-Parametric Discrete Games with Complete Information
Nail Kashaev and Bruno Salcedo
Pennsylvania State University, Department of Economics, Students and Pennsylvania State University, Department of Economics, Students
Date Posted: February 09, 2015
Working Paper Series
7 downloads

Economic Efficiency Analysis of Vegetable Production Systems During 2011-2014
Ana Ursu Sr.
The Research Institute for Agrarian Economy and Rural Development
Date Posted: February 08, 2015
Last Revised: February 11, 2015
Working Paper Series

Incl. Electronic Paper An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area
Xiaoshan Chen , Tatiana Kirsanova and Campbell Leith
University of Stirling , University of Glasgow and University of Glasgow - Department of Economics
Date Posted: February 07, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper International Swap Market Contagion and Volatility
Economic Modelling, Forthcoming
A. S. M. Sohel Azad , Jonathan A. Batten , Victor Fang and J. Wickramanayake
Deakin University , Monash University - Department of Accounting and Finance , Deakin University and Monash University - Department of Accounting and Finance
Date Posted: February 07, 2015
Accepted Paper Series
23 downloads


 

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