Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results


Feedback to SSRN (Beta)

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
Papers Received in
  Last 12 months: 		68,988

Paper Downloads:
To date: 65,953,402
Last 12 months: 11,186,475
Last 30 days: 1,057,634

CiteReader:  What's this?
Papers with
  Resolved
  References: 		238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
  Links: 		5,722,240
Papers with
  Resolved
  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C32
451,265 Total downloads
Showing Papers 921 - 970 of 3,074
Sort By
1 2 3 4 ... Last | Next >


Incl. Electronic Paper Testing for 'Contagion' of the Subprime Crisis on the Middle East and North African Stock Markets: A Markov Switching EGARCH Approach
Wajih Khallouli and Rene P. Sandretto
University of Tunis and French National Center for Scientific Research (CNRS) - Institute of Economic Theory and Analysis (GATE)
Date Posted: October 06, 2010
Working Paper Series
76 downloads

Incl. Electronic Paper Forecasting and Assessing Euro Area House Prices through the Lens of Key Fundamentals
ECB Working Paper No. 1249
 Luca Gattini and Paul Hiebert
European Union - European Investment Bank and European Central Bank (ECB)
Date Posted: October 05, 2010
Working Paper Series
62 downloads

Incl. Electronic Paper Real Wages and the Business Cycle in Germany
IZA Discussion Paper No. 5199
 Martyna Marczak and Thomas Beissinger
University of Hohenheim and University of Hohenheim
Date Posted: October 04, 2010
Working Paper Series
12 downloads

Multivariate Structural Time Series Models with Dual Cycles: Implications for Measurement of Output Gap and Potential Growth
National Bank of Belgium Working Paper No. 136
 Philippe Moës
National Bank of Belgium - Research Department
Date Posted: October 03, 2010
Working Paper Series

Incl. Electronic Paper Forecast with Judgment and Models
National Bank of Belgium Working Paper No. 153
 Francesca Monti
affiliation not provided to SSRN
Date Posted: September 30, 2010
Working Paper Series
18 downloads

Incl. Electronic Paper Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options
 Massimiliano Caporin , Juliusz Pres and Hipòlit Torró
University of Padova - Department of Economics and Management "Marco Fanno" , Szczecin University of Technology and University of Valencia
Date Posted: September 30, 2010
Working Paper Series
103 downloads

Incl. Electronic Paper The Sources of Real Exchange Rate Fluctuations in Pakistan
European Journal of Social Sciences, Vol. 14, No. 1, p. 34, 2010
 Muhammad Luqman Khan , Alamgir Qara and Sulaiman D. Muhammad
Kashmir Institute Of Economics , University of Karachi - Applied Economics Research Center and Federal Urdu University of Arts Science & Technology
Date Posted: September 30, 2010
Accepted Paper Series
123 downloads

Incl. Electronic Paper Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets
Swiss Finance Institute Research Paper No. 10-40
 Martin Hoesli and Reka Kustrim
University of Geneva - Graduate School of Business (HEC-Geneva) and University of Geneva
Date Posted: September 30, 2010
Last Revised: October 18, 2011
Working Paper Series
194 downloads

Incl. Electronic Paper Chilean Stock Market Expected Return Analysis: A Variance Decomposition
 Ercos Valdivieso
affiliation not provided to SSRN
Date Posted: September 28, 2010
Working Paper Series
62 downloads

Incl. Electronic Paper Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty
Swiss Finance Institute Research Paper No. 10-41
 Eric Jondeau and Michael Rockinger
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: September 28, 2010
Working Paper Series
128 downloads

Incl. Electronic Paper The IFO Business Cycle Clock: Circular Correlation with the Real GDP
CESifo Working Paper Series No. 3179
 Klaus Abberger and Wolfgang Nierhaus
Ifo Institute for Economic Research and CESifo (Center for Economic Studies and Ifo Institute for Economic Research) - Ifo Institute for Economic Research
Date Posted: September 24, 2010
Working Paper Series
86 downloads

Forecasting Nonlinear Crude Oil Future Prices
The Energy Journal, Vol. 27, No. 4, 2006
 Saeed Moshiri
University of Saskatchewan - STM College
Date Posted: September 23, 2010
Accepted Paper Series

Incl. Electronic Paper Systemic Risk Measures: The Simpler the Better?
 Maria Rodriguez Moreno and Juan Ignacio Peña
Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Date Posted: September 23, 2010
Last Revised: March 24, 2012
Working Paper Series
420 downloads

Incl. Electronic Paper Stock Returns and Inflation: A Wavelet Analysis in Tehran Stock Exchange (TSE)
Quarterly Iranian Economic Research, Vol. 43, Summer 2010
 Saeed Moshiri , Kamran Pakizeh and Manouchehr Dabirian
University of Saskatchewan - STM College , Department of Financial Engineering, University of Economc Sciences and affiliation not provided to SSRN
Date Posted: September 21, 2010
Last Revised: December 30, 2010
Accepted Paper Series
184 downloads

Incl. Electronic Paper Estimation in Semiparametric Time Series Models
 Jiti Gao , Jia Chen and Degui Li
Monash University - Department of Econometrics & Business Statistics , University of Adelaide - School of Economics and University of Adelaide - School of Economics
Date Posted: September 18, 2010
Working Paper Series
27 downloads

Incl. Electronic Paper Long-Range Dependent Time Series Specification
 Jiti Gao and Qiying Wang
Monash University - Department of Econometrics & Business Statistics and University of Sydney
Date Posted: September 18, 2010
Working Paper Series
11 downloads

Incl. Electronic Paper Nonparametric Estimation and Specification Testing in Nonstationary Time Series Models
 Jiti Gao , Jia Chen , Degui Li and Zhengyan Lin
Monash University - Department of Econometrics & Business Statistics , University of Adelaide - School of Economics , University of Adelaide - School of Economics and Zhejiang University
Date Posted: September 18, 2010
Working Paper Series
50 downloads

Incl. Electronic Paper Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series
 Jiti Gao , Jia Chen and Degui Li
Monash University - Department of Econometrics & Business Statistics , University of Adelaide - School of Economics and University of Adelaide - School of Economics
Date Posted: September 18, 2010
Working Paper Series
12 downloads

Incl. Electronic Paper Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series
 Jiti Gao , Degui Li and Dag Tjøstheim
Monash University - Department of Econometrics & Business Statistics , University of Adelaide - School of Economics and University of Bergen - Department of Mathematics
Date Posted: September 18, 2010
Working Paper Series
17 downloads

Incl. Electronic Paper Household Money Holdings in the Euro Area: An Explorative Investigation
ECB Working Paper No. 1238
 Franz Seitz and Julian von Landesberger
University of Applied Sciences Amberg-Weiden and European Central Bank (ECB)
Date Posted: September 17, 2010
Working Paper Series
21 downloads

Incl. Electronic Paper Secret Ingredients? The Informational Contribution of Factors to Standard VAR Analysis
 Ryan A. Chahrour
Boston College - Department of Economics
Date Posted: September 17, 2010
Working Paper Series
17 downloads

Incl. Electronic Paper Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
ECB Working Paper No. 1239
 Stephane Dees , M. Hashem Pesaran , L. Vanessa Smith and Ron Smith
European Central Bank (ECB) , University of Southern California , University of Cambridge and Birkbeck College
Date Posted: September 17, 2010
Working Paper Series
84 downloads

Incl. Electronic Paper Ten Things We Should Know About Time Series
 Michael McAleer and Leslie T. Oxley
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and University of Canterbury
Date Posted: September 17, 2010
Working Paper Series
178 downloads

Incl. Electronic Paper Contagion between Markets During Financial Crises
 Pilar Munoz , M. Dolores Márquez and Helena Chuliá
Polytechnic University of Catalunya , Autonomous University of Barcelona and University of Barcelona - Faculty of Economic Science and Business Studies
Date Posted: September 16, 2010
Working Paper Series
126 downloads

Incl. Electronic Paper New Information Response Functions
Banque de France Working Paper No. 235
 Caroline Jardet , Alain Monfort and Fulvio Pegoraro
Banque de France - Economics and Finance Research Center , National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and Banque de France - Economics and Finance Research Center
Date Posted: September 16, 2010
Working Paper Series
19 downloads

Incl. Electronic Paper The Market Impact of a Limit Order
Journal of Economic Dynamics and Control, Forthcoming
 Nikolaus Hautsch and Ruihong Huang
Humboldt-Universität zu Berlin and Humboldt University of Berlin
Date Posted: September 16, 2010
Last Revised: October 10, 2011
Working Paper Series
243 downloads

Incl. Electronic Paper A g-and-h Copula Approach to Risk Measurement in Multivariate Financial Models
 Markus Huggenberger and Timo Klett
University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance and University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance
Date Posted: September 15, 2010
Last Revised: December 18, 2010
Working Paper Series
199 downloads

Incl. Electronic Paper Volatility Transmission and Changes in Stock Market Interdependence in the European Community
European Review of Economics and Finance, Vol.3, No. 3, pp. 203-231, 2004
Xijuan Angel Bellotti and Jonathan M. Williams
Middlesex University and Bangor Business School, Bangor University
Date Posted: September 14, 2010
Accepted Paper Series
53 downloads

Incl. Electronic Paper Closed Form Solutions of Measures of Systemic Risk
 Manfred Jaeger-Ambrozewicz
Hochschule für Technik und Wirtschaft Berlin
Date Posted: September 12, 2010
Last Revised: November 18, 2012
Working Paper Series
182 downloads

Modeling Exchange Rate Dependence Dynamics at Different Time Horizons
Journal of International Money and Finance, Vol. 29, pp. 1687-1705, 2010
 Alexandra Dias and Paul Embrechts
University of Leicester School of Management and Swiss Federal Institute of Technology Zurich
Date Posted: September 10, 2010
Last Revised: March 07, 2011
Accepted Paper Series

Incl. Electronic Paper Semiparametric Estimation of Locally Stationary Diffusion Models
 Bonsoo Koo and Oliver B. Linton
Monash University - Faculty of Business and Economics and University of Cambridge
Date Posted: September 09, 2010
Last Revised: May 09, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper Stock Returns and Monetary Policy: Are There Any Ties?
CIRPEE Working Paper 10-26
 Hafedh Bouakez , Badye Essid and Michel Normandin
HEC Montréal , HEC Montreal - Institute of Applied Economics and HEC Montreal - Institute of Applied Economics
Date Posted: September 09, 2010
Working Paper Series
63 downloads

Incl. Electronic Paper Separating Moral Hazard from Adverse Selection and Learning in Automobile Insurance: Longitudinal Evidence from France
 Georges Dionne , Pierre-Carl Michaud and Maki Dahchour
HEC Montreal - Department of Finance , University of Quebec at Montreal (UQAM) - Department of Economics and Aviva Canada - National Personal Lines
Date Posted: September 08, 2010
Working Paper Series
75 downloads

Currency Substitution, Policy Rule and Pass-Through: Evidence from Turkey
Applied Economics, Vol. 42, No. 18, 2010
 Ilknur Zer and Mustafa Ege Yazgan
London School of Economics & Political Science (LSE) and Istanbul Bilgi University
Date Posted: September 06, 2010
Accepted Paper Series

Incl. Electronic Paper Modelling and Forecasting Imported Japanese Parts Content of US Transplants: An Error Correction and State Space Approach
Date Posted: September 06, 2010
Working Paper Series
17 downloads

Incl. Electronic Paper Spectral Analysis of Time-Dependent Market-Adjusted Return Correlation Matrix
 Michael James Bommarito II and Ahmet Duran
Bommarito Consulting, LLC and University of Michigan at Ann Arbor
Date Posted: September 06, 2010
Working Paper Series
177 downloads

The Purchasing Power Parity Hypothesis for a High Inflation Country: A Re-Examination of the Case of Turkey
Applied Economics Letters, Vol. 10, 2003
 Mustafa Ege Yazgan
Istanbul Bilgi University
Date Posted: September 06, 2010
Accepted Paper Series

Incl. Electronic Paper Dynamic Hedging in Markov Regimes Switching
 Wagner Oliveira Monteiro and Rodrigo De-Losso
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics and University of Sao Paulo (USP) - Department of Economics
Date Posted: September 05, 2010
Working Paper Series
58 downloads

The Effect of Monetary Variables on Stock Transaction Value in Iran in the Period 1984-2008
 Nasrin Monirimanesh and Alireza Fazlzadeh
affiliation not provided to SSRN and University of Tabriz
Date Posted: September 05, 2010
Working Paper Series

Incl. Electronic Paper On Vector Autoregressive Modeling in Space and Time
Bank of Italy Temi di Discussione (Working Paper) No. 746
 Valter Di Giacinto
Bank of Italy
Date Posted: September 04, 2010
Working Paper Series
40 downloads

Incl. Electronic Paper Forecast Densities for Economic Aggregates from Disaggregate Ensembles
CAMA Working Paper No. 10/2010
 Francesco Ravazzolo and Shaun P. Vahey
Norges Bank and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: August 31, 2010
Working Paper Series
16 downloads

Incl. Electronic Paper Modeling High Frequency Market Order Dynamics Using Self-Excited Point Process
 Howard Howan Stephen Shek
Stanford University
Date Posted: August 31, 2010
Last Revised: September 26, 2011
Working Paper Series
376 downloads

Incl. Electronic Paper Measuring the Output Responses to Fiscal Policy
 Alan J. Auerbach and Yuriy Gorodnichenko
University of California, Berkeley - Department of Economics and University of California, Berkeley - Department of Economics
Date Posted: August 29, 2010
Working Paper Series
53 downloads

Incl. Electronic Paper Modeling, Estimation and Analysis of the Interaction between Public Debt and Economic Growth in Cameroon
 Kana K. Christophe and Jules Tinang Nzesseu
National Institute of Statistics and Institut Sous-régional de Statistique et d'Economie Appliquée (ISSEA)
Date Posted: August 28, 2010
Working Paper Series
59 downloads

Incl. Electronic Paper Term Structure Models and the Zero Bound: An Empirical Investigation of Japanese Yields
 Kenneth J. Singleton
Stanford University-Graduate School of Business
Date Posted: August 28, 2010
Working Paper Series
85 downloads

Incl. Electronic Paper Multivariate Option Pricing with Time Varying Volatility and Correlations
 J. V. K. Rombouts and Lars Stentoft
HEC Montreal and HEC Montréal - Department of Finance
Date Posted: August 26, 2010
Working Paper Series
46 downloads

Incl. Fee Electronic Paper Business Cycles Around the Globe: A Regime-Switching Approach
CEPR Discussion Paper No. DP7968
 Sumru Altug and Melike Bildirici
Koc University - Department of Economics and Yildiz Technical University
Date Posted: August 24, 2010
Working Paper Series
3 downloads

Incl. Fee Electronic Paper International Business Cycle Spillovers
CEPR Discussion Paper No. DP7966
 Kamil Yilmaz
Koc University
Date Posted: August 24, 2010
Working Paper Series
2 downloads

Incl. Electronic Paper The Art of Volatility Modelling: A Case Study Based on DBS
 Ke Chen , XueFei He and Ser-Huang Poon
University of Manchester - Manchester Business School , University of Manchester - Manchester Business School and University of Manchester - Business School
Date Posted: August 24, 2010
Working Paper Series
194 downloads

Incl. Electronic Paper Will Tighter Futures Price Limits Decrease Hedge Effectiveness?
23rd Australasian Finance and Banking Conference 2010 Paper
 Jonathan Dark
University of Melbourne
Date Posted: August 23, 2010
Working Paper Series
69 downloads


 

1 2 3 4 ... Last | Next >


 

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo3 in 3.532 seconds