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Abstracts: 607,529
Full Text Papers: 504,980
Authors: 281,030
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Last 30 days: 1,055,537

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SSRN eLibrary Search Results
JEL Code: C5
1,530,380 Total downloads
Showing Papers 901 - 950 of 7,577
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Incl. Electronic Paper On the Ambiguous Consequences of Omitting Variables
Tinbergen Institute Discussion Paper 15-061/III
Giuseppe De Luca , J.R. Magnus and Franco Peracchi
University of Palermo , VU University Amsterdam - Faculty of Economics and Business Administration and University of Rome II - Centre for International Studies on Economic Growth (CEIS)
Date Posted: May 22, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Analytic Formulas for Options in the Schwartz 97 Multifactor Framework with Added Regime Shifts
Amalia Christoforidou and Christian-Oliver Ewald
University of Glasgow - Adam Smith Business School and University of Glasgow
Date Posted: May 22, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Private Debt Investments in Asia: Volatility, Credit Risk and Returns
Douglas J. Cumming , Grant Fleming and Zhangxin Frank Liu
York University - Schulich School of Business , Continuity Capital Partners and The University of Western Australia Business School
Date Posted: May 22, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Legal Risk Premia During the Euro-Crisis: The Role of Credit and Redenomination Risk
Discussion Papers on Business and Economics, University of Southern Denmark, 10/2015
Jens J. Nordvig
Nomura
Date Posted: May 21, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper How Low Can House Prices Go? Estimating a Conservative Lower Bound
Alexander N. Bogin , Stephen Bruestle and William M. Doerner
Federal Housing Finance Agency , Pennsylvania State University and Federal Housing Finance Agency
Date Posted: May 20, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Beyond Backtesting: The Historical Evidence Trap
Ulrich J. Hammerich
Independent
Date Posted: May 20, 2015
Working Paper Series
43 downloads

Incl. Electronic Paper Real Time Monitoring of the US Inflation Expectation Process
Vasyl Golosnoy and Jan Roestel
Ruhr Universität Bochum and Christian-Albrechts-University Kiel
Date Posted: May 20, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Did US Consumers 'Save for a Rainy Day' Before the Great Recession?
CESifo Working Paper Series No. 5347
André K. Anundsen and Ragnar Nymoen
University of Oslo and University of Oslo - Department of Economics
Date Posted: May 19, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Stochastic Volatility for Utility Maximisers - A Risk to Be Hedged?
Simon Ellersgaard Nielsen and Martin Jönsson
University of Copenhagen - Department of Mathematical Sciences and University of Copenhagen, Students
Date Posted: May 19, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?
Reserve Bank of New Zealand Discussion Paper 2015/02
Varang Wiriyawit and Benjamin Wong
Australian National University and Reserve Bank of New Zealand
Date Posted: May 18, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Strategic Consumers, Revenue Management, and the Design of Loyalty Programs
So Yeon Chun and Anton Ovchinnikov
Georgetown University - Robert Emmett McDonough School of Business and Queen's School of Business
Date Posted: May 18, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Sparse Signals in the Cross-Section of Returns
Alexander Chinco , Adam D Clark-Joseph and Mao Ye
University of Illinois at Urbana-Champaign - College of Business , University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign
Date Posted: May 16, 2015
Working Paper Series
37 downloads

Incl. Electronic Paper A Closed-Form Expansion Approach for Pricing Discretely Monitored Variance Swaps - Online Supplementary Material
Chenxu Li and Xiaocheng Li
Peking University and Stanford University
Date Posted: May 16, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Uso De Variables De Actividad Económica En La Estimación Del Pib Per Cápita Microterritorial (Using Variables of Economic Activity in the Estimation of Microterritorial GDP Per Capita)
Cuadernos de Economía, Vol. 34, No. 65, 349-376. doi: 10.15446/cuad.econ.v34n65.45936 ,
Alcides de Jesús Padilla Sierra
Universidad del Atlántico
Date Posted: May 16, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Predicción De La Volatilidad En El Mercado Del Petróleo Mexicano Ante La Presencia De Efectos Asimétricos (Volatility Forecasting for Mexican Crude Oil Market in the Presence of Asymmetric Effects)
Cuadernos de Economía, Vol. 34, No. 65, 299-326. doi: 10.15446/cuad.econ.v34n65.48702 ,
Raúl De Jesús Gutiérrez , Reyna Vergara González and Miguel A. Díaz Carreño
Universidad Autónoma del Estado de México (UAEM) , Universidad Autónoma del Estado de México (UAEM) and Universidad Autonoma del Estado de Mexico
Date Posted: May 16, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Proper Adjustments
Lixin Wu
Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: May 15, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Closed-Form Option Pricing Formulas for Mean-Reverting Commodity Prices with Regime-Switching
Amalia Christoforidou and Christian-Oliver Ewald
University of Glasgow - Adam Smith Business School and University of Glasgow
Date Posted: May 15, 2015
Last Revised: May 21, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Large Scale Covariance Estimates for Portfolio Selection
Francesco Lautizi
University of Rome II - Department of Economics and Finance
Date Posted: May 13, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Uncovering Trend Rules
Paul Beekhuizen and Winfried G. Hallerbach
Robeco Asset Management and Robeco Asset Management, Quantitative Strategies
Date Posted: May 12, 2015
Working Paper Series
254 downloads

Incl. Electronic Paper Investigating the Results: A Criminologists Licensure Exam Study
Adrian Tamayo
University of Mindanao - Research and Publication Center
Date Posted: May 12, 2015
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Growth Econometrics for Agnostics and True Believers
CEPR Discussion Paper No. DP10590
James Charles Rockey and Jonathan R.W. Temple
University of Leicester and University of Bristol - Department of Economics
Date Posted: May 12, 2015
Working Paper Series

Incl. Electronic Paper Lumber: Worth It's Weight in Gold: Offense and Defense in Active Portfolio Management
2015 NAAIM Wagner Award Winner
Charles V. Bilello and Michael A. Gayed
Pension Partners, LLC and Pension Partners, LLC
Date Posted: May 11, 2015
Last Revised: May 12, 2015
Working Paper Series
815 downloads

Financial Management Focus on Price Volatility and ‘Circuit Breakers’ in the Nigerian Equity Market Implications for Monetary Policy
Journal of Financial Management and Analysis Vol. 27 No. 2 (Jul-Dec 2014)
Friday K Ohuche and Alvan E Ikoku
Central Bank of Nigeria and Central Bank of Nigeria
Date Posted: May 10, 2015
Accepted Paper Series

Incl. Electronic Paper A Tale for Two Tails: Explaining Extreme Events in Financialized Agricultural Markets
Conference Paper for the Australian Agricultural and Resource Economics Society, February 10-13, 2015, Rotorua, New Zealand
Bernardina Algieri , Matthias Kalkuhl and Nicolas Koch
University of Calabria - Department of Economics and Statistics , University of Bonn - Center for Development Research (ZEF) and Mercator Research Institute on Global Commons and Climate Change
Date Posted: May 09, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Forecasting Macroeconomic Variables Under Model Instability
Davide Pettenuzzo and Allan G. Timmermann
Brandeis University - Department of Economics and University of California, San Diego (UCSD) - Department of Economics
Date Posted: May 09, 2015
Working Paper Series
10 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
70 downloads

Incl. Electronic Paper An Empirical Study of the Dynamics of Implied Volatility Indices: International Evidence
Bujar Huskaj and Karl Larsson
Lund University and Lund University - Department of Economics
Date Posted: May 09, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Oil Price Forecasting Using Crack Spread Futures and Oil Exchange Traded Funds
Contemporary Economics, Vol. 9, No. 1, pp. 29-44, 2015
Hankyeung Choi , David J. Leatham and Kunlapath Sukcharoen
Government of Korea - Ministry of Strategy and Finance , Texas A&M University (TAMU) - Department of Agricultural Economics and Texas A&M University (TAMU) - Department of Agricultural Economics
Date Posted: May 08, 2015
Accepted Paper Series
29 downloads

Incl. Electronic Paper Information Processing of Foreign Exchange News: Extending the Overshooting Model to Include Qualitative Information from News Sentiment
Stefan Feuerriegel , Georg Wolff and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: May 08, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market During the World War I
DIW Berlin Discussion Paper No. 1477
Konstantin A. Kholodilin
German Institute for Economic Research (DIW Berlin)
Date Posted: May 08, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper About Attitudes and Perceptions: Finding the Proper Way to Consider Latent Variables in Discrete Choice Models
DIW Berlin Discussion Paper No. 1474
Francisco J. Bahamonde-Birke , Uwe Kunert , Heike Link and Juan de Dios Ortuzar
Deutsches Institut für Wirtschaftsforschung , Deutsches Institut für Wirtschaftsforschung , Deutsches Institut für Wirtschaftsforschung and Deutsches Institut für Wirtschaftsforschung
Date Posted: May 08, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Nowcasting Regional GDP: The Case of the Free State of Saxony
CESifo Working Paper Series No. 5336
Steffen Henzel , Robert Lehmann and Klaus Wohlrabe
Ifo Institute for Economic Research , CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Date Posted: May 07, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Gold, Oil, and Stocks: Dynamic Correlations
CESifo Working Paper Series No. 5333
Jozef Barunik , Evzen Kocenda and Lukas Vacha
Charles University in Prague - Institute of Economic Studies , Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Date Posted: May 07, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillovers
CESifo Working Paper Series No. 5305
Jozef Barunik , Evzen Kocenda and Lukas Vacha
Charles University in Prague - Institute of Economic Studies , Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Date Posted: May 07, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Abuse and Violence of Women and Children in Davao City
Adrian Tamayo , Noemi Bataga and Bernadeth Gerodias
University of Mindanao - Research and Publication Center , University of Mindanao and Southern Philippines Medical Center
Date Posted: May 07, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Application of Affine Processes in Multi-Cohort Mortality Model
UNSW Business School Research Paper No. 2015ACTL13
Yajing Xu , Michael Sherris and Jonathan Ziveyi
UNSW Australia Business School, School of Risk & Actuarial Studies , University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Date Posted: May 07, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Isometric Operators on Hilbert Spaces and the Classical Wold Decomposition for Stationary Time Series
Federico Severino
Bocconi University
Date Posted: May 06, 2015
Working Paper Series
5 downloads

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
10 downloads

Incl. Electronic Paper Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
Joseph P Byrne , Shuo Cao and Dimitris Korobilis
Heriot-Watt University - Economics , University of Glasgow - Adam Smith Business School and University of Glasgow - Adam Smith Business School
Date Posted: May 05, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Indian Stock Market: Functions and Importance
Journal of Social Reality, Vol. 4, No. 4, ISSN - 0976-3422
Mohd Naved
Noida International University
Date Posted: May 05, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper A Simple Multivariate Filter for Estimating Potential Output
IMF Working Paper No. 15/79
Patrick Blagrave , Roberto Garcia-Saltos , Douglas Laxton and Fan Zhang
International Monetary Fund (IMF) , International Monetary Fund (IMF) , International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
Date Posted: May 05, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Cyclicality in Losses on Bank Loans
Tinbergen Institute Discussion Paper 15-050/III
Bart Keijsers , Bart F. Diris and Erik Kole
Erasmus University Rotterdam (EUR) , Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: May 05, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper The Formation of European Inflation Expectations: One Learning Rule Does Not Fit All
De Nederlandsche Bank Working Paper No. 472
Christina Strobach and Carin van der Cruijsen
De Nederlandsche Bank and De Nederlandsche Bank
Date Posted: May 05, 2015
Working Paper Series
2 downloads

Incl. Fee Electronic Paper The Missing Transfers: Estimating Mis-Reporting in Dyadic Data
CEPR Discussion Paper No. DP10575
Margherita Comola and Marcel Fafchamps
Paris School of Economics (PSE) and Oxford University - Department of Economics
Date Posted: May 05, 2015
Working Paper Series

Incl. Electronic Paper Orthogonality Conditions for Identification of Joint Production Technologies: Axiomatic Nonparametric Approach to the Estimation of Stochastic Distance Functions
Timo Kuosmanen , Andrew Johnson and Christopher Parmeter
Aalto University School of Business , Texas A&M University and University of Miami
Date Posted: May 05, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Determinants of Energy Productivity: A Comparison of 39 Countries
Tarek N. Atallah and Patrick Bean
King Abdullah Petroleum Studies and Research Center (KAPSARC) and King Abdullah Petroleum Studies and Research Center (KAPSARC)
Date Posted: May 05, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper A New Monthly Indicator of Global Real Economic Activity
Norges Bank Working Paper 6 | 2015
Francesco Ravazzolo and Joaquin Vespignani
Norges Bank and University of Tasmania - School of Economics and Finance
Date Posted: May 04, 2015
Working Paper Series
4 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 Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Norges Bank Working Paper 3 | 2015
Federico Bassetti , Roberto Casarin and Francesco Ravazzolo
University of Pavia , University Ca' Foscari of Venice - Department of Economics and Norges Bank
Date Posted: May 04, 2015
Working Paper Series
2 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


 

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