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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 567,927
Full Text Papers: 469,960
Authors: 263,245
Papers Received in
  Last 12 months:
63,561

Paper Downloads:
To date: 79,031,401
Last 12 months: 9,733,347
Last 30 days: 834,045

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264,783
Total References: 9,075,328
Papers with Cites: 244,951
Total Citation
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6,006,904
Papers with
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  Footnotes:
93,780
Total Footnotes: 9,190,948


SSRN eLibrary Search Results
JEL Code: C5
1,392,774 Total downloads
Showing Papers 901 - 950 of 6,986
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Incl. Electronic Paper Analyzing Data Revisions with a Dynamic Stochastic General Equilibrium Model
FRB of Philadelphia Working Paper No. 14-29
Dean Croushore and Keith Sill
University of Richmond and Federal Reserve Bank of Philadelphia
Date Posted: September 30, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Modeling Seasonality in Commodity Price Dynamics
Yanping Chong , Weixian Kong , Matthew Tochterman , Junyue Xu and Hangying Yu
Winona State University - Department of Economics , University of California, Berkeley - Haas School of Business , University of California, Berkeley - Haas School of Business , University of California, Berkeley - Haas School of Business and University of California, Berkeley - Haas School of Business
Date Posted: September 30, 2014
Working Paper Series
1 downloads

Incl. Fee Electronic Paper A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
CEPR Discussion Paper No. DP10162
Christiane Baumeister and Lutz Kilian
Bank of Canada and University of Michigan at Ann Arbor - Department of Economics
Date Posted: September 30, 2014
Working Paper Series

Incl. Fee Electronic Paper Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters
CEPR Discussion Paper No. DP10168
Atsushi Inoue , Lu Jin and Barbara Rossi
Vanderbilt University - College of Arts and Science - Department of Economics , North Carolina State University - Department of Economics and Universitat Pompeu Fabra - ICREA
Date Posted: September 30, 2014
Working Paper Series

Incl. Electronic Paper On the Sources of Uncertainty in Exchange Rate Predictability
Joseph P. Byrne , Dimitris Korobilis and Pinho J. Ribeiro
University of Glasgow - Adam Smith Business School , University of Glasgow - Adam Smith Business School and University of Glasgow - Department of Economics
Date Posted: September 29, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Predicting Local Violence
Robert A Blair , Christopher Blattman and Alexandra Hartman
Yale University , Columbia University - School of International & Public Affairs (SIPA) and Yale University
Date Posted: September 29, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper From the Samuelson Volatility Effect to a Samuelson Correlation Effect: Evidence from Crude Oil Calendar Spread Options
Lorenz Schneider and Bertrand Tavin
EMLYON Business School and EMLYON Business School
Date Posted: September 27, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Liquidity Measures and Cost of Trading in an Illiquid Market.
Forthcoming in: Journal of Emerging Market Finance
Seth Armitage , Janusz Brzeszczynski and Anna Serdyuk
University of Edinburgh , Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom and University of Edinburgh
Date Posted: September 27, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Unemployment Rate Forecasts in the Baltic States
Barbara Bedowska-Sojka
Poznan University of Economics - Faculty of Informatics and Electronic Economy
Date Posted: September 27, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Volatility Risk and Stock Return Predictability
Cesario Mateus and Worawuth Konsilp
University of Greenwich Business School and University of Greenwich - Business School
Date Posted: September 26, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Short-Term Risk and Adapting Covariance Models to Current Market Conditions
Anish R. Shah
Independent
Date Posted: September 26, 2014
Working Paper Series
53 downloads

Incl. Fee Electronic Paper A Bayesian Midas Approach to Modeling First and Second Moment Dynamics
CEPR Discussion Paper No. DP10160
Davide Pettenuzzo , Allan G. Timmermann and Rossen I. Valkanov
Brandeis University - Department of Economics , University of California, San Diego (UCSD) - Department of Economics and University of California, San Diego (UCSD) - Rady School of Management
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper The Great Mortgaging: Housing Finance, Crises, and Business Cycles
CEPR Discussion Paper No. DP10161
Oscar Jorda , Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco , Free University of Berlin (FUB) and University of Virginia (UVA) - Department of Economics
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Spatial Methods
CEPR Discussion Paper No. DP10135
Stephen Gibbons , Henry G. Overman and Eleonora Patacchini
London School of Economics & Political Science (LSE) - Department of Geography and Environment , London School of Economics (LSE) - Department of Geography and Environment and Università di Roma "La Sapienza"
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Are There Gains from Pooling Real-Time Oil Price Forecasts?
CEPR Discussion Paper No. DP10075
Christiane Baumeister , Lutz Kilian and Thomas K Lee
Bank of Canada , University of Michigan at Ann Arbor - Department of Economics and Energy Information Administration - US DOE
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-Scale, Data-Snooping Robust Analysis of Technical Trading in the Foreign Exchange Market
CEPR Discussion Paper No. DP10018
Po-Hsuan Hsu and Mark P. Taylor
University of Hong Kong and University of Warwick - Department of Economics
Date Posted: September 25, 2014
Working Paper Series

Incl. Fee Electronic Paper The Financial and Macroeconomic Effects of OMT Announcements
CEPR Discussion Paper No. DP10025
Carlo Altavilla , Domenico Giannone and Michele Lenza
European Central Bank (ECB) , LUISS Guido Carli University and European Central Bank (ECB)
Date Posted: September 25, 2014
Working Paper Series

Incl. Electronic Paper The Great Mortgaging: Housing Finance, Crises, and Business Cycles
HKIMR Working Paper No.25/2014
Oscar Jorda , Moritz Schularick and Alan M. Taylor
University of California, Davis - Department of Economics , Free University of Berlin (FUB) and University of Virginia (UVA) - Department of Economics
Date Posted: September 25, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Multi-attribute Loss Aversion and Reference Dependence: Evidence from the Performing Arts Industry
Necati Tereyagoglu , Peter Fader and Senthil K. Veeraraghavan
Georgia Institute of Technology - Scheller College of Business , University of Pennsylvania - Marketing Department and University of Pennsylvania - The Wharton School - Operations & Information Management Department
Date Posted: September 24, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
CFS Working Paper, No. 466
Christiane Baumeister and Lutz Kilian
Bank of Canada and University of Michigan at Ann Arbor - Department of Economics
Date Posted: September 23, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Can We Automate Earnings Forecasts and Beat Analysts?
Ryan T. Ball , Eric Ghysels and Huan Zhou
The Stephen M. Ross School of Business at the University of Michigan , University of North Carolina Kenan-Flagler Business School and University of North Carolina (UNC) at Chapel Hill
Date Posted: September 23, 2014
Working Paper Series
46 downloads

Incl. Electronic Paper Signal Diffusion Mapping: Optimal Forecasting with Time Varying Lags
Paul Vincent Gaskell , Frank McGroarty and Thanassis Tiropanis
University of Southampton , University of Southampton - School of Management and University of Southampton
Date Posted: September 23, 2014
Last Revised: September 24, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Causal Dependency in Extreme Returns
Krzysztof Echaust
Poznań University of Economics
Date Posted: September 23, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Profit Function of Micro and Small Enterprises in National Capital Region, India
Fourth National Conference on MSMEs - Role in Propelling Economic Development of India, December 6, 2014, Forthcoming
Abhijit K. Mishra and B.B.L. Das
L.N. Mithila University and L.N. Mithila University
Date Posted: September 22, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper The Research on the Distinguishing Features of the International Financial Centers
Journal of Applied Finance & Banking, vol. 2, no. 5, 2012, 217-238
Ihsan Erdem Kayral and Mehmet Baha Karan
The Scientific and Technological Research Council of Turkey (TUBITAK) and Hacettepe University - Department of Business Administration
Date Posted: September 21, 2014
Accepted Paper Series
31 downloads

Incl. Electronic Paper Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
ECB Working Paper No. 1733
Marta Banbura , Domenico Giannone and Michele Lenza
European Central Bank , LUISS Guido Carli University and European Central Bank (ECB)
Date Posted: September 20, 2014
Working Paper Series
1 downloads

Random Walks are Not from this World: Theory and Bibliographical Revision on Empirical Evidence (Las Caminatas Aleatorias No Son De Este Mundo: Teoría Y Revisión Bibliográfica Sobre Evidencia Empírica)
Center for Research in Economics and Finance (CIEF), Working Papers, No. 05-07
Cecilia Maya and Gabriel Ignacio Torres
Universidad EAFIT and Universidad EAFIT
Date Posted: September 20, 2014
Working Paper Series

Incl. Electronic Paper The Forecast Combination Puzzle: A Simple Theoretical Explanation
Tinbergen Institute Discussion Paper 14-127/III
Gerda Claeskens , J.R. Magnus , Andrey L. Vasnev and Wendun Wang
Katholieke Universiteit Leuven (KUL) , VU University Amsterdam - Faculty of Economics and Business Administration , University of Sydney and Erasmus University Rotterdam (EUR)
Date Posted: September 20, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Retail Bank Interest Rate Pass-Through: The Case of the Euro Area During the Financial and Sovereign Debt Crisis
ECB Occasional Paper No. 155
Matthieu Darracq Paries , Diego Moccero , Elizaveta Krylova and Claudia Marchini
European Central Bank (ECB) , European Central Bank (ECB) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: September 20, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The α-Hypergeometric Stochastic Volatility Model
José Da Fonseca and Claude Martini
Auckland University of Technology - Faculty of Business & Law and Zeliade Systems
Date Posted: September 19, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Replication and the Manufacture of Scientific Inferences: A Formal Approach
Fernando Martel García
Independent
Date Posted: September 17, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper A Thermometer for Financial Instability in the Euro Area Economy and the Role of Carry Trade
Roberto Baviera and Davide Lebovitz
Politecnico di Milano - Department of Mathematics and Banca Aletti - Gruppo Banco Popolare
Date Posted: September 16, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper The Sampling Distribution of the Mean-Variance Efficient Frontier and the Optimal Fisher Information Portfolio
Majeed Simaan , Yusif Simaan and Yi Tang
Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology , Fordham University - Graduate School of Business and Fordham University - School of Business
Date Posted: September 15, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices
Adam Golinski , Joao Madeira and Dooruj Rambaccussing
University of York , University of York - Department of Economics and Related Studies and University of Dundee
Date Posted: September 15, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper On the Conjugacy of Off-Line and On-Line Sequential Monte Carlo Samplers
National Bank of Belgium Working Paper No. 263
Arnaud Dufays
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)
Date Posted: September 13, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Exploiting the Monthly Data Flow in Structural Forecasting
Bank of England Working Paper No. 509
Domenico Giannone , Francesca Monti and Lucrezia Reichlin
LUISS Guido Carli University , Bank of England and London Business School
Date Posted: September 13, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper Quantifying Randomness: A New Model for Momentum Trading
"Perspective-2014", National Conference on Innovations in Management Science, Shri Chimanbhai Patel Institute of Management and Research, 2014
Jay Desai
Shri Chimanbhai Patel Institute of Management & Research
Date Posted: September 13, 2014
Last Revised: September 14, 2014
Working Paper Series
92 downloads

Incl. Electronic Paper Fat Tails and Euler Equations: A Monte Carlo Study
Alexis Akira Toda and Kieran James Walsh
University of California, San Diego (UCSD) - Department of Economics and University of Virginia (UVA) - Darden School of Business
Date Posted: September 13, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper What Predicts U.S. Recessions?
FRB of New York Staff Report No. 691
Weiling Liu and Emanuel Moench
Harvard Business School and Federal Reserve Bank of New York
Date Posted: September 13, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Quantifying Cross-Network Effects in Online C2C Platforms
Ross School of Business Paper No. 1248
Junhong Chu and Puneet Manchanda
NUS Business School and University of Michigan, Stephen M. Ross School of Business
Date Posted: September 13, 2014
Last Revised: September 24, 2014
Working Paper Series
48 downloads

Incl. Electronic Paper Have Standard VARs Remained Stable Since the Crisis?
FRB of Cleveland Working Paper No. 14-11
Knut Are Aastveit , Andrea Carriero , Todd E. Clark and Massimiliano Giuseppe Marcellino
Central Bank of Norway , Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research , Federal Reserve Bank of Cleveland and European University Institute
Date Posted: September 12, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper What is the Effect of Sample and Prior Distributions on a Bayesian Autoregressive Linear Model? An Application to Piped Water Consumption
Center for Research in Economics and Finance (CIEF), Working Papers, No. 14-10
Andres Ramirez Hassan , Jhonatan Cardona Jimemez and Luis Raul Pericchi
Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) , Universidade Federal do Rio de Janeiro (UFRJ) and University of Puerto Rico
Date Posted: September 12, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper CFOs Gender and Real Earnings Management
2014 Diversity Mid-Year Conference of the American Accounting Association
Dina F. El-Mahdy
Morgan State University
Date Posted: September 12, 2014
Last Revised: September 20, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Linkages between Investment Flows and Financial Development: Causality Evidence from Selected African Countries
African Governance and Development Institute WP/12/029
Simplice A. Asongu
African Governance and Development Institute
Date Posted: September 10, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Reconsidering Moments-Based Estimators for ARCH Processes
Todd Prono
American University - Kogod School of Business
Date Posted: September 10, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper On Foreign Aid Distortions to Governance
African Governance and Development Institute WP/14/003
Simplice A. Asongu
African Governance and Development Institute
Date Posted: September 10, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Optimal Level of Government Debt: Matching Wealth Inequality and the Fiscal Sector
Max Planck Institute for Social Law and Social Policy Discussion Paper No. 287-14
Edgar Vogel
European Central Bank
Date Posted: September 09, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Fighting African Capital Flight: Timelines for the Adoption of Common Policies
African Governance and Development Institute WP/13/008
Simplice A. Asongu
African Governance and Development Institute
Date Posted: September 09, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Fighting African Capital Flight: Empirics on Benchmarking Policy Harmonization
African Governance and Development Institute WP/13/006
Simplice A. Asongu
African Governance and Development Institute
Date Posted: September 09, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper The Role of Human Development on Deforestation in Africa: A Modelling-Based Approach
African Governance and Development Institute WP/12/036
Simplice A. Asongu and Brian A. Jingwa
African Governance and Development Institute and Hasselt University
Date Posted: September 09, 2014
Working Paper Series
1 downloads


 

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