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SSRN eLibrary Statistics:

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Abstracts: 556,071
Full Text Papers: 458,518
Authors: 258,159
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To date: 77,268,738
Last 12 months: 9,683,829
Last 30 days: 666,017

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SSRN eLibrary Search Results
JEL Code: C11
296,891 Total downloads
Showing Papers 951 - 1,000 of 1,387
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Incl. Electronic Paper Stochastic Volatility Models for the European Electricity Markets: Forecasting and Extracting Conditional Moments for Option Pricing and Implied Market Risk Premiums
USAEE Working Paper No. 14-169
Per Bjarte Solibakke
Høgskolen i Molde
Date Posted: July 19, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
CAMA Working Paper No. 51/2014
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: July 12, 2014
Last Revised: July 21, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Household Finances and Social Interaction: Bayesian Analysis of Household Panel Data
IZA Discussion Paper No. 8301
Sarah Brown , Pulak Ghosh and Karl Taylor V
University of Leicester - Department of Economics , Indian Institute of Management (IIMB), Bangalore and University of Sheffield - Department of Economics
Date Posted: July 12, 2014
Working Paper Series

Incl. Electronic Paper Evaluating Endogenous Program Interventions with Heterogeneous Treatment Intensity Using Bayesian Potential Outcomes Approach
Andinet Woldemichael , Degnet Abebaw and Assefa Admassie
Georgia State University - Department of Economics , Ethiopian Economics Association/Ethiopian Economic Policy Research Institute and Ethiopian Economics Association/Ethiopian Economic Policy Research Institute
Date Posted: July 06, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Melting Down: Systemic Financial Instability and the Macroeconomy
Philipp Hartmann , Kirstin Hubrich , Manfred Kremer and Robert J. Tetlow
European Central Bank (ECB) , European Central Bank - Research Department , European Central Bank (ECB) and Federal Reserve Board
Date Posted: July 06, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Effect of Broker-Dealers to Macroeconomic Variables – The Role of Broker-Dealers in a TVP VAR Setting
Attila Acs
Independent
Date Posted: June 30, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Bayesian Interpretations of Regularization for Models with Many Predictors: An Introduction for Management Researchers
Seth M. Spain , Kristin L. Sotak and P. D. Harms
State University of New York at Binghamton - School of Management , State University of New York (SUNY) at Binghamton - School of Management and University of Nebraska at Lincoln
Date Posted: June 29, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Respect for Experts or Respect for Unanimity? The Liberal Paradox in Probabilistic Opinion Pooling
Institute of Mathematical Economics Working Paper No. 513
Frederik Herzberg
Bielefeld University - Center for Mathematical Economics
Date Posted: June 26, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry
Swiss Finance Institute Research Paper No. 14-42
Angie Andrikogiannopoulou and Filippos Papakonstantinou
University of Geneva and Imperial College London
Date Posted: June 25, 2014
Last Revised: July 01, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper A Tool for Distributed Meta-Analysis
James A Rising and Solomon M. Hsiang
Columbia University - School of International & Public Affairs (SIPA) and University of California, Berkeley
Date Posted: June 24, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Asset-Pricing Anomalies at the Firm Level
Journal of Econometrics, Forthcoming
Scott Cederburg and Michael S. O'Doherty
University of Arizona - Department of Finance and University of Missouri at Columbia - Department of Finance
Date Posted: June 18, 2014
Accepted Paper Series
37 downloads

Incl. Electronic Paper Time Varying Forecasting Performance of the Federal Reserve
Ozan Eksi and Bedri Kamil Onur Tas
Independent and TOBB University of Economics and Technology - Department of Economics
Date Posted: June 13, 2014
Last Revised: June 16, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets
Monica Billio , Roberto Casarin and Ayokunle Anthony Osuntuyi
Ca Foscari University of Venice - Department of Economics , University Ca' Foscari of Venice - Department of Economics and Ca Foscari University of Venice
Date Posted: June 10, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Variance Components, Term Structures of Variance Risk Premia, and Expected Asset Returns
Junye Li and Gabriele Zinna
ESSEC Business School and Bank of Italy
Date Posted: June 05, 2014
Working Paper Series
40 downloads

Incl. Electronic Paper Dynamic Credit Investment in Partially Observed Markets
Finance Stochastics, Forthcoming
Agostino Capponi , Jose E. Figueroa-Lopez and Andrea Pascucci
Johns Hopkins University - Department of Applied Mathematics and Statistics , Purdue University and University of Bologna - Department of Mathematics
Date Posted: June 02, 2014
Accepted Paper Series
14 downloads

Incl. Fee Electronic Paper Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
CEPR Discussion Paper No. DP9931
Marta Banbura , Domenico Giannone and Michele Lenza
European Central Bank , Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and European Central Bank (ECB)
Date Posted: June 02, 2014
Working Paper Series

Incl. Electronic Paper A Predictive System with Heteroscedastic Expected Returns and Economic Constraints
Maxime Bonelli and Daniel Mantilla-Garcia
Inria research centre Sophia Antipolis – Méditerranée and Koris International
Date Posted: May 25, 2014
Last Revised: July 16, 2014
Working Paper Series
37 downloads

Incl. Electronic Paper Has U.S. Monetary Policy Tracked the Efficient Interest Rate?
Vasco Curdia , Andrea Ferrero , Ging Cee Ng and Andrea Tambalotti
Federal Reserve Bank of San Francisco , University of Oxford - Department of Economics , Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: May 20, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Divergence of the High and Low Frequency Estimation: Causes and Consequences
MIT Sloan Research Paper No. 5087-14
William B. Kinlaw , Mark Kritzman and David Turkington
State Street Global Exchange , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: May 14, 2014
Working Paper Series
190 downloads

Incl. Electronic Paper International Capital Flows and the Boom-Bust Cycle in Spain
Crawford School Research Paper No. 40/2014
Jan In't Veld , Robert Kollmann , Beatrice Pataracchia , Marco Ratto and Werner Roeger
European Union - Directorate General for Economic and Financial Affairs (DG ECFIN) , ECARES, Université Libre de Bruxelles , JRC-Ispra, European Commission , European Commission - Joint Research Center and European Commission, DGECFIN
Date Posted: May 13, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Bayesian Estimation of Truncated Data with Applications to Operational Risk Measurement
Quantitative Finance, November 2012
Xiaoping Zhou , Rosella Giacometti , Frank J. Fabozzi and Ann H Tucker
State University of New York (SUNY) - Department of Applied Mathematics and Statistics , University of Bergamo - Mathematics, Statistics, Computer Science and Applications (MSIA) , EDHEC Business School and State University of New York (SUNY) - Department of Applied Mathematics and Statistics
Date Posted: May 12, 2014
Last Revised: May 13, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper Markov-Switching Quantile Autoregression
Xiaochun Liu
Emory University - Department of Economics
Date Posted: May 09, 2014
Working Paper Series
21 downloads

Incl. Fee Electronic Paper The Post‐Asian Crisis Drop in Investment: The Cases of Indonesia, Korea, Malaysia, and Thailand
Contemporary Economic Policy, Vol. 32, Issue 3, pp. 618-638, 2014
Tai-Kuang Ho and Kuo‐Chun Yeh
National Chung Cheng University - Department of Economics and National Chung Cheng University - Department of Economics
Date Posted: May 09, 2014
Accepted Paper Series

Incl. Electronic Paper Bayesian Estimation of the Random Coefficients Logit from Aggregate Count Data
Quantitative Marketing and Economics, Vol. 12, No. 1, 2014
German Zenetti and Thomas Otter
Humboldt University of Berlin and Goethe University Frankfurt, Department of Marketing
Date Posted: May 09, 2014
Accepted Paper Series
8 downloads

Incl. Electronic Paper Durable Product Purchase Decisions: Influences of Retailer Warranty Extension Information Sequencing
Michael Steiner and Thomas Otter
Marketing Center Muenster and Goethe University Frankfurt, Department of Marketing
Date Posted: May 07, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Utility and Attention - A Structural Model of Consideration
Keyvan Dehmamy and Thomas Otter
Goethe University Frankfurt, Department of Marketing and Goethe University Frankfurt, Department of Marketing
Date Posted: May 06, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach
Nima Nonejad
Aarhus University and CREATES
Date Posted: April 23, 2014
Last Revised: July 16, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory
Nima Nonejad
Aarhus University and CREATES
Date Posted: April 23, 2014
Last Revised: July 16, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Time-Consistency Problem and the Behavior of US Inflation from 1960 to 2013
Nima Nonejad
Aarhus University and CREATES
Date Posted: April 23, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks
Nima Nonejad
Aarhus University and CREATES
Date Posted: April 21, 2014
Last Revised: July 16, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox
Nima Nonejad
Aarhus University and CREATES
Date Posted: April 21, 2014
Last Revised: May 01, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Do We Need a Calculus of Weight to Understand Proof Beyond a Reasonable Doubt?
Boston University Law Review, Vol. 66, No. 3-4, 1986
David H. Kaye
Penn State Law
Date Posted: April 21, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Point and Density Forecasts for the Euro Area Using Bayesian VARs
CESifo Working Paper Series No. 4711
Tim Oliver Berg and Steffen Henzel
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and Ifo Institute for Economic Research
Date Posted: April 16, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper What Regional Scientists Need to Know About Spatial Econometrics
James P. LeSage
Texas State University - McCoy College of Business Administration
Date Posted: April 06, 2014
Working Paper Series
57 downloads

Incl. Electronic Paper Spatial Regression-Based Model Specifications for Exogenous and Endogenous Spatial Interaction
James P. LeSage and Manfred M. Fischer
Texas State University - McCoy College of Business Administration and Vienna University of Economics and Business - Institute for Economic Geography and GIScience, Department of Socioeconomics
Date Posted: April 06, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Skill and Luck in Private Equity Performance
Rock Center for Corporate Governance at Stanford University Working Paper No. 179
Arthur G. Korteweg and Morten Sorensen
University of Southern California - Marshall School of Business and Columbia Business School
Date Posted: April 03, 2014
Last Revised: April 17, 2014
Working Paper Series
471 downloads

Incl. Electronic Paper Globalization and Monetary Policy Comovement: Evidence from G-7 Countries
UNSW Australian School of Business Research Paper No. 2014-19
Arpita Chatterjee
University of New South Wales - Australian School of Business - School of Economics
Date Posted: April 01, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Emitting Happiness? Using Model-Based Cluster Analysis to Group Countries by Wealth, Development, Carbon Emissions, and Happiness
Adam J. Sulkowski and D. Steven White
University of Massachusetts at Dartmouth - Charlton College of Business and University of Massachusetts at Dartmouth - Charlton College of Business
Date Posted: April 01, 2014
Last Revised: April 14, 2014
Working Paper Series
65 downloads

Incl. Electronic Paper A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models
NHH Dept. of Business and Management Science Discussion Paper No. 2014/11
Yushu Li and Fredrik Andersson
Norwegian School of Economics (NHH) - Department of Business and Management Science and Lund University - Department of Economics
Date Posted: March 27, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices
Tinbergen Institute Discussion Paper 14-039/III
Lukasz T. Gatarek , Lennart F. Hoogerheide and H. K. van Dijk
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) , Vrije Universiteit Amsterdam - Dept. of Econometrics and Tinbergen Institute
Date Posted: March 26, 2014
Working Paper Series
57 downloads

Incl. Electronic Paper A Thematic Analysis of Analyst Information Discovery and Information Interpretation Roles
Ross School of Business Paper No. 1229
Allen Huang , Reuven Lehavy , Amy Zang and Rong Zheng
Hong Kong University of Science and Technology - Department of Accounting , University of Michigan, Stephen M. Ross School of Business , Hong Kong University of Science and Technology - Department of Accounting and Hong Kong University of Science and Technology - School of Business and Management
Date Posted: March 16, 2014
Last Revised: April 07, 2014
Working Paper Series
119 downloads

Incl. Electronic Paper Evaluating Labor Market Targeted Fiscal Policies in High Unemployment EZ Countries
Elton Beqiraj and Massimiliano Tancioni
Sapienza University of Rome, Department of Public Economics and Sapienza University of Rome, Department of Public Economics
Date Posted: March 15, 2014
Working Paper Series
30 downloads

Incl. Electronic Paper Sticking with What (Barely) Worked
Lars Lefgren , Brennan C Platt and Joseph Price
Brigham Young University , Brigham Young University - Department of Economics and Brigham Young University
Date Posted: March 15, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach
IZA Discussion Paper No. 8024
Sylvia Fruhwirth-Schnatter , Martin Halla , Alexandra Posekany , Gerald J. Pruckner and Thomas Schober
Johannes Kepler University - Department of Applied Statistics and Econometrics , University of Linz - Department of Economics , Vienna University of Economics and Business Administration , University Linz - Department of Economics and Johannes Kepler University Linz
Date Posted: March 15, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Statistical Decision Making for Optimal Budget Allocation in Crowd Labeling
Xi Chen , Qihang Lin and Dengyong Zhou
University of California, Berkeley , Carnegie Mellon University - David A. Tepper School of Business and Microsoft Corporation - Microsoft Research, New York City
Date Posted: March 13, 2014
Working Paper Series
6 downloads

A Risk Based Random Utility Model for Discrete Choice Analysis in Medical Health Economics with Application to Diabetes Patients' Choices Among Treatment Plans in the US
Ibrahim L Niankara
Houston Community College
Date Posted: March 10, 2014
Working Paper Series

The Effects of Disease Management on Cardiovascular Health Outcome Among Patients with Coronary Heart Disease: Evidence from the Sphere Randomized Control Trial in Ireland
Ibrahim L Niankara
Houston Community College
Date Posted: March 10, 2014
Working Paper Series

Incl. Fee Electronic Paper Incorporating Asymmetric Preferences into Fan Charts and Path Forecasts
Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 2, pp. 287-297, 2014
Matei Demetrescu and Mu‐Chun Wang
Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Hamburg - Faculty of Economics and Business Administration
Date Posted: March 08, 2014
Accepted Paper Series

Incl. Electronic Paper Stochastic Model Specification Search for Time-Varying Parameter VARs
CAMA Working Paper No. 23/2014
Eric Eisenstat , Joshua C. C. Chan and Rodney W. Strachan
University of Bucharest , Australian National University (ANU) and University of Queensland - School of Economics
Date Posted: March 06, 2014
Last Revised: March 07, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper The Conditional CAPM Can Explain Asset Pricing Anomalies
Daniele Bianchi
Bocconi University - Department of Finance
Date Posted: March 01, 2014
Last Revised: July 15, 2014
Working Paper Series
50 downloads


 

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