Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 624,004
Full Text Papers: 520,058
Authors: 287,934
Papers Received in
  Last 12 months:
62,637

Paper Downloads:
To date: 89,355,725
Last 12 months: 11,711,755
Last 30 days: 817,681

CiteReader:  What's this?
Papers with
  Resolved
  References:
293,435
Total References: 9,075,589
Papers with Cites: 247,592
Total Citation
  Links:
5,864,310
Papers with
  Resolved
  Footnotes:
94,263
Total Footnotes: 9,164,813


SSRN eLibrary Search Results
JEL Code: C11
337,548 Total downloads
Showing Papers 951 - 1,000 of 1,594
Sort By
1 2 3 4 ... 32 | Next >
   


Incl. Electronic Paper What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence
Bank of Finland Research Discussion Paper No. 17/2015
Iftekhar Hasan , Roman Horvath and Jan Mares
Fordham University - Gabelli School of Business , Charles University in Prague and Czech Republic - Ministry of Finance of the Czech Republic
Date Posted: August 29, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models
FEDS Working Paper No. 2015-066
Antonello D'Agostino , Domenico Giannone , Michele Lenza and Michele Modugno
Central Bank and Financial Services Authority of Ireland , Federal Reserve Banks - Federal Reserve Bank of New York , European Central Bank (ECB) and Board of Governors of the Federal Reserve System
Date Posted: August 26, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper What Gradient? A BMA Approach to Untangling Income, Inequality, and Mortality
Markus P. A. Schneider
University of Denver
Date Posted: August 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Stochastic Claims Reserving Manual: Advances in Dynamic Modeling
Swiss Finance Institute Research Paper No. 15-34
Mario V. Wuthrich and Michael Merz
RiskLab, ETH Zurich and University of Hamburg
Date Posted: August 23, 2015
Working Paper Series
156 downloads

Incl. Electronic Paper On the Optimality of Hedge Fund Investment Strategies: A Bayesian Skew T Distribution Model
African Journal of Business Management Vol. 6(x), 2012
John Weirstrastrass Muteba Mwamba
University of Johannesburg
Date Posted: August 20, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Pricing Sovereign Credit Risk of an Emerging Market
Gonzalo Camba-Mendez , Konrad Kostrzewa , Ann Mospan` and Dobromil Serwa
European Central Bank (ECB) , NBP , NBP and National Bank of Poland
Date Posted: August 19, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Market Perception of Sovereign Credit Risk in the Euro Area During the Financial Crisis
Gonzalo Camba-Mendez and Dobromil Serwa
European Central Bank (ECB) and National Bank of Poland
Date Posted: August 19, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper The Global Component of Local Inflation: Revisiting the Empirical Content of the Global Slack Hypothesis with Bayesian Methods
FRB of Dallas Working Paper No. FEDDGW225
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Date Posted: August 17, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Unconventional Monetary Policies and the Macroeconomy: The Impact of the United Kingdom's QE2 and Funding for Lending Scheme
Bank of England Working Paper No. 542
Rohan Churm , Michael Joyce , George Kapetanios and Konstantinos Theodoridis
Bank of England - Monetary Analysis , Bank of England - Monetary Analysis , University of London - Queen Mary College - Department of Economics and Bank of England
Date Posted: August 16, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Nonlinear Decision Weights or Skewness Preference? A Model Competition
Leonidas Spiliopoulos and Ralph Hertwig
Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Human Development and Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Human Development
Date Posted: August 13, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Nuanced Voters in Japan: Estimating Transition between Economic and Accountability Voting
Hanako Ohmura
Kwansei Gakuin University
Date Posted: August 12, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Bayesian Model Comparison for Time-Varying Parameter VARs with Stochastic Volatility
CAMA Working Paper No. 32/2015
Joshua C. C. Chan and Eric Eisenstat
Australian National University (ANU) and University of Bucharest
Date Posted: August 12, 2015
Last Revised: August 14, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper A Bayesian Model Comparison for Trend-Cycle Decompositions of Output
CAMA Working Paper No. 31/2015
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: August 12, 2015
Last Revised: August 13, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design
Vahid Montazerhodjat and Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Electrical Engineering and Computer Science and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: August 11, 2015
Last Revised: August 21, 2015
Working Paper Series
194 downloads

Incl. Electronic Paper The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation
Bank of England Working Paper No. 540
Ching-Wai (Jeremy) Chiu and John Hill
Bank of England and Bank of England
Date Posted: August 09, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance
Norges Bank Working Paper No. 12/2015
Roberto Casarin , Stefano Grassi , Francesco Ravazzolo and H. K. van Dijk
University Ca' Foscari of Venice - Department of Economics , University of Kent, Canterbury , Norges Bank and Tinbergen Institute
Date Posted: August 08, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Smoking Initiation: Peers and Personality
Tinbergen Institute Discussion Paper TI 15-093/V
Chih-Sheng Hsieh and Hans van Kippersluis
The Chinese University of Hong Kong (CUHK) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: August 04, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Clearing Up the Fiscal Multiplier Morass
Eric M. Leeper , Nora Traum and Todd B. Walker
Indiana University at Bloomington - Department of Economics , North Carolina State University - Department of Economics and Indiana University Bloomington - Department of Economics
Date Posted: July 31, 2015
Working Paper Series
43 downloads

Incl. Electronic Paper Assessing Identifying Restrictions in SVAR Models
Michele Piffer
German Institute for Economic Research (DIW Berlin)
Date Posted: July 30, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Expected Returns Independent Allocations
Gabriele Susinno
Financial Advisory Services
Date Posted: July 29, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Directional Forecasting of Stock Market Premia Using Bayesian Dynamic Model Averaging and Selection
Nottingham University Business School Research Paper No. 2015-01
Shamim Ahmed and Thanaset Chevapatrakul
Nottingham University Business School and Nottingham University Business School
Date Posted: July 25, 2015
Accepted Paper Series
46 downloads

Incl. Electronic Paper Optimising Asset Allocation between Hedge Funds and Private Equity
Gabriele Susinno and Christophe de Dardel
Financial Advisory Services and Unigestion SA
Date Posted: July 25, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Demystifying Rebalancing Premium: A Methodological Path to Risk Premia Engineering
Vladislav Dubikovsky and Gabriele Susinno
MSCI Barra and Financial Advisory Services
Date Posted: July 25, 2015
Working Paper Series
46 downloads

Generalized Method of Moment Based Parameter Estimation of Affine Term Structure Models
Jaroslava Hlouskova and Leopold Sögner
Institute for Advanced Studies (IHS) - Department of Economics & Finance and Institute for Advanced Studies (IHS)
Date Posted: July 23, 2015
Working Paper Series

Incl. Electronic Paper Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance
Tinbergen Institute Discussion Paper 15-084/III
Roberto Casarin , Stefano Grassi , Francesco Ravazzolo and H. K. van Dijk
University Ca' Foscari of Venice - Department of Economics , University of Kent, Canterbury , Norges Bank and Tinbergen Institute
Date Posted: July 21, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Directional Forecasting of Stock Market Premia Using Bayesian Dynamic Model Averaging and Selection
Shamim Ahmed and Thanaset Chevapatrakul
Nottingham University Business School and Nottingham University Business School
Date Posted: July 18, 2015
Working Paper Series
50 downloads

A Simple Procedure for Merging Expert Opinions to Achieve Superior Portfolio Performance
Journal of Portfolio Management, Forthcoming
Mark Davis and Sebastien Lleo
Imperial College London and NEOMA Business School
Date Posted: July 18, 2015
Last Revised: July 19, 2015
Accepted Paper Series

Incl. Electronic Paper A Triple Hazard Model for Price and Sales Crashes of New High-Technology Products
Carlos H. Mireles and Georgios Effraimidis
University of Texas at Austin and University of Southern Denmark
Date Posted: July 17, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia
CentER Discussion Paper No. 2015-036, European Banking Center No. 2015-008
Miguel Sarmiento and Jorge E. Galán
Banco de la República and Bank of Spain
Date Posted: July 07, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper A Process Analysis of Heuristic Use in Games Under Time Constraints
Leonidas Spiliopoulos , Andreas Ortmann and Le Zhang
Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Human Development , University of New South Wales - Australian School of Business and Curtin University - School of Economics and Finance
Date Posted: July 01, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Extreme Risk Spillover in Financial Markets: Evidence from the Recent Financial Crisis
Seoul Journal of Economics 28 (No. 2 2015): 171-198
Jungbin Hwang and Jae-Young Kim
University of California, San Diego and Seoul National University - Department of Economics
Date Posted: June 30, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Endogenous Derivation and Forecast of Lifetime PDs
Volodymyr Perederiy
Postbank / Deutsche Bank Group
Date Posted: June 30, 2015
Last Revised: July 14, 2015
Working Paper Series
27 downloads

Incl. Fee Electronic Paper Stochastic Volatility Models for the Brent Oil Futures Market: Forecasting and Extracting Conditional Moments
OPEC Energy Review, Vol. 39, Issue 2, pp. 184-221, 2015
Per Bjarte Solibakke
Høgskolen i Molde
Date Posted: June 24, 2015
Accepted Paper Series

Incl. Electronic Paper Double-Jump Stochastic Volatility Model for VIX: Evidence from VVIX
Xin Zang , Jun Ni , Jingzhi Huang and Lan Wu
Peking University , Pennsylvania State University - Department of Mathematics , Pennsylvania State University - Department of Finance and Peking University
Date Posted: June 24, 2015
Last Revised: July 07, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Granger Causality and Regime Inference in Bayesian Markov-Switching VARs
ECB Working Paper No. 1794
Matthieu Droumaguet , Anders Warne and Tomasz Wozniak
European University Institute , European Central Bank (ECB) and University of Melbourne - Department of Economics
Date Posted: June 23, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Understanding the Impact of Microcredit Expansions: A Bayesian Hierarchical Analysis of 7 Randomised Experiments
Rachael Meager
Massachusetts Institute of Technology (MIT)
Date Posted: June 20, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Kernel Estimation of Copula Densities and Applications
Song LI and Param Silvapulle
Monash Business School and Monash University - Department of Econometrics & Business Statistics
Date Posted: June 20, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper An Anatomy of Industry Merger Waves
Daniele Bianchi and Carlo Chiarella
University of Warwick, Warwick Business School and CUNEF
Date Posted: June 20, 2015
Last Revised: August 20, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Updating Priest and Klein
USC CLASS Research Paper No. 15-21, USC Law Legal Studies Paper No. 15-17
Yoon-Ho Alex Lee and Daniel M. Klerman
USC Gould School of Law and USC Gould School of Law
Date Posted: June 19, 2015
Last Revised: August 14, 2015
Working Paper Series
63 downloads

Incl. Electronic Paper Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility
CAMA Working Paper No. 20/2015
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: June 11, 2015
Last Revised: June 12, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Efficient Estimation of Bayesian VARMAs with Time-Varying Coefficients
CAMA Working Paper No. 19/2015
Joshua C. C. Chan and Eric Eisenstat
Australian National University (ANU) and University of Bucharest
Date Posted: June 11, 2015
Last Revised: June 12, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Labour Supply Factors and Economic Fluctuations
Norges Bank Working Paper 07 | 2015
Claudia Foroni , Francesco Furlanetto and Antoine Lepetit
Norges Bank , Norges Bank and Paris School of Economics, Université Paris I Panthéon-Sorbonne
Date Posted: June 10, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Bayesian Approach to Disentangling Technical and Environmental Productivity
Econometrics, Forthcoming
Emir Malikov , Subal C. Kumbhakar and Efthymios G. Tsionas
Saint Lawrence University - Department of Economics , State University of New York (SUNY) at Binghamton - Department of Economics and Athens University of Economics and Business - Department of Economics
Date Posted: June 09, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Identification of Dynamic Models of Rewards Program
Andrew Ching and Masakazu Ishihara
University of Toronto - Rotman School of Management and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: June 09, 2015
Last Revised: June 18, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Incorporating Estimates of Error into Linear Factor Covariance Models
Anish R. Shah
Investment Grade Modeling
Date Posted: June 09, 2015
Last Revised: July 11, 2015
Working Paper Series
102 downloads

Incl. Electronic Paper Infinite Sparse Block Model with Text Using 2DCRP
Ryohei Hisano
University of Tokyo
Date Posted: June 06, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Systemwide Commonalities in Market Liquidity
Mark D. Flood , John Liechty and Thomas Piontek
Government of the United States of America - Office of Financial Research , Pennsylvania State University, University Park and Government of the United States of America - Office of Financial Research
Date Posted: May 31, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Forecasting with VAR Models: Fat Tails and Stochastic Volatility
Bank of England Working Paper No. 528
Ching-Wai (Jeremy) Chiu , Haroon Mumtaz and Gabor Pinter
Bank of England , Queen Mary, University of London and Bank of England
Date Posted: May 31, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper The Econometrics of Networks: A Review
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13/WP/2015
Daniel Felix Ahelegbey
Ca Foscari University of Venice - Department of Economics
Date Posted: May 30, 2015
Working Paper Series
285 downloads

Incl. Electronic Paper Estimation Method for Dynamic Equilibrium Models of Heterogeneous Firms
Kazufumi Yamana
Hitotsubashi University - Graduate School of Economics
Date Posted: May 26, 2015
Last Revised: July 30, 2015
Working Paper Series
7 downloads


 

1 2 3 4 ... 32 | Next >
   


 

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo5 in 5.687 seconds