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SSRN eLibrary Statistics:

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Abstracts: 563,544
Full Text Papers: 465,864
Authors: 261,419
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  Last 12 months:
63,955

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To date: 78,243,823
Last 12 months: 9,694,164
Last 30 days: 682,059

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263,113
Total References: 9,045,618
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5,983,464
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  Footnotes:
92,654
Total Footnotes: 9,169,322


SSRN eLibrary Search Results
JEL Code: C32
516,758 Total downloads
Showing Papers 951 - 1,000 of 3,515
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Incl. Electronic Paper Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
Tinbergen Institute Discussion Paper 14-118/III
Istvan Barra , Lennart F. Hoogerheide , Siem Jan Koopman and Andre Lucas
VU University Amsterdam , Vrije Universiteit Amsterdam - Dept. of Econometrics , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: September 02, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper A Relative Entropy approach to Stochastic Dominance Analysis
Thierry Post
Koc University - Graduate School of Business
Date Posted: September 02, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Financial Stress and Economic Dynamics: The Transmission of Crises
ECB Working Paper No. 1728
Kirstin Hubrich and Robert J. Tetlow
European Central Bank - Research Department and Federal Reserve Board
Date Posted: September 02, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Pairs Trading Strategy in Dhaka Stock Exchange: Implementation and Profitability Analysis
Asian Economic and Financial Review, 2014, 4(8): 1091-1105
Sharjil Muktafi Haque and A.K. Enamul Haque
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and East West University
Date Posted: August 30, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Credibility of Hong Kong's Currency Board System: Looking Through the Prism of MS-VAR Models with Time-Varying Transition Probabilities
BOFIT Discussion Paper No. 15/2014
Boris Blagov and Michael Funke
University of Hamburg - Department of Economics and Politics and Hamburg University, Department of Economics
Date Posted: August 30, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Multi-Jumps
Massimiliano Caporin , Alexey Kolokolov and Roberto Renò
University of Padova - Department of Economics and Management "Marco Fanno" , University of Lund and University of Siena - Department of Economics and Statistics
Date Posted: August 30, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Asymmetry in Stock Returns: An Entropy Measure
Lei Jiang , Ke Wu and Guofu Zhou
Tsinghua University , Emory University - Department of Economics and Washington University in St. Louis - Olin School of Business
Date Posted: August 27, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper News of Inflation and Effect on Stock Prices in India
Anweshwan, Vol. 2(1), 1-26, North Bengal University, ISSN: 2321-070
Tarak Nath Sahu , Kalpataru Bandopadhyay and Debasish Mondal
Independent , Dept. of Commerce with F.M. and Independent
Date Posted: August 25, 2014
Accepted Paper Series
5 downloads

An Empirical Study on the Dynamic Relationship between Oil Prices and Indian Stock Market
Manegerial Finance; Emerld; Vol. 40(2); 200-215
Tarak Nath Sahu , Kalpataru Bandopadhyay and Debasish Mondal
Independent , Dept. of Commerce with F.M. and Independent
Date Posted: August 25, 2014
Accepted Paper Series

Regional and Inter-Regional Financial Integration: ASEM Equity Markets
Dina Jaccob
Cairo University
Date Posted: August 25, 2014
Working Paper Series

Incl. Electronic Paper Nowcasting and Forecasting Economic Growth in the Euro Area Using Principal Components
Tinbergen Institute Discussion Paper 14-113/III
Irma Hindrayanto , Siem Jan Koopman and Jasper de Winter
De Nederlandsche Bank , VU University Amsterdam and De Nederlandsche Bank
Date Posted: August 24, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Linkages between European National Stock Markets During Trading and Non-Trading Hours
Malgorzata Doman
Poznan University of Economics - Department of Applied Mathematics
Date Posted: August 23, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Co-Movement of Major Commodity Price Returns: A Time-Series Assessment
IFPRI Discussion Paper 01354
Francesca de Nicola , Pierangelo De Pace and Manuel A. Hernandez
International Food Policy Research Institute (IFPRI) , Pomona College - Department of Economics and International Food Policy Research Institute (IFPRI)
Date Posted: August 22, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Optimal Control of Heteroskedastic Macroeconomic Moldes
Vito Polito and Peter Spencer
University of Bath and University of York
Date Posted: August 21, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Does Gold Glitter in the Long-Run? Gold as a Hedge and Safe Haven Across Time and Investment Horizon
Don Bredin , Thomas Conlon and Valerio Potì
University College Dublin , University College Dublin and Dublin City University Business School
Date Posted: August 21, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Markov-Chain Approximation and Estimation of Nonlinear, Non-Gaussian State Space Models
Leland E. Farmer
University of California, San Diego
Date Posted: August 21, 2014
Last Revised: August 23, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis
CESifo Working Paper Series No. 4912
Guglielmo Maria Caporale , Fabio Spagnolo and Nicola Spagnolo
Brunel University - Centre for Empirical Finance , Brunel University - Economics and Finance and Brunel University
Date Posted: August 20, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Effectiveness and Transmission of the ECB's Balance Sheet Policies
CESifo Working Paper Series No. 4907
Jef Boeckx , Maarten Dossche and Gert Peersman
National Bank of Belgium , National Bank of Belgium and Ghent University-Universiteit Gent - Department of Financial Economics
Date Posted: August 20, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets
Simona Boffelli , Jan Novotny and Giovanni Urga
University of Bergamo , City University London - Faculty of Finance and Cass Business School, Faculty of Finance, London
Date Posted: August 16, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The Impact of Model Instability on Long-Term Investors
Bart F. Diris
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: August 15, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Spillover Dynamics for Systemic Risk Measurement Using Spatial Financial Time Series Models
Tinbergen Institute Discussion Paper 14-107/III
Francisco Blasques , Siem Jan Koopman , Andre Lucas and Julia Schaumburg
VU University Amsterdam , VU University Amsterdam , VU University Amsterdam - Faculty of Economics and Business and VU University AmsterdamTinbergen Institute
Date Posted: August 15, 2014
Last Revised: August 18, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Credit Supply Dynamics and Economic Activity in Euro Area Countries: A Time-Varying Parameter VAR Analysis
ECB Working Paper No. 1714
Martin Bijsterbosch and Matteo Falagiarda
European Central Bank (ECB) and University of Bologna - Department of Economics
Date Posted: August 14, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Identification of Financial Factors in Economic Fluctuations
KOF Working Paper No. 364
Francesco Furlanetto , Francesco Ravazzolo and Samad Sarferaz
Central Bank of Norway , Norges Bank and Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich
Date Posted: August 14, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Debt, Growth and Natural Disasters a Caribbean Trilogy
IMF Working Paper No. 14/125
Sebastian Acevedo Mejia
International Monetary Fund (IMF)
Date Posted: August 14, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Risk Premiums in a Multi-Factor Jump-Diffusion Model for the Joint Dynamics of Equity Options and Their Underlying
Robert Huitema and Bas Peeters
University of Zurich - Department of Banking and Finance and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: August 13, 2014
Working Paper Series
18 downloads

Investor Psychology and Security Under- and Overreactions - An Overview and Some Empirical Testing
Hans Lennard Sievers
Independent
Date Posted: August 13, 2014
Working Paper Series

Incl. Electronic Paper Market Perception of Sovereign Credit Risk in the Euro Area During the Financial Crisis
ECB Working Paper No. 1710
Gonzalo Camba-Mendez and Dobromil Serwa
European Central Bank (ECB) and National Bank of Poland
Date Posted: August 12, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models
Tinbergen Institute Discussion Paper 14-105/III
Francisco Blasques , Siem Jan Koopman and Max Mallee
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: August 12, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Optimal Formulations for Nonlinear Autoregressive Processes
Tinbergen Institute Discussion Paper 14-103/III
Francisco Blasques , Siem Jan Koopman and Andre Lucas
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: August 11, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Quantifying Informational Linkages in a Global Model of Currency Spot Markets
Melbourne Institute Working Paper No. 17/14
Matthew Greenwood-Nimmo , Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne , Melbourne Institute of Applied Economic and Social Research and University of York (UK) - Department of Economics and Related Studies
Date Posted: August 09, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Windfall Gains or Eco-Innovation? ‘Green' Evolution in the Swedish Innovation System
Max Rånge and Mikael Sandberg
Halmstad University and Halmstad University
Date Posted: August 08, 2014
Working Paper Series
7 downloads

Dynamic Relationship between Growth, Foreign Direct Investment and Exports in the US: An Approach with Structural Breaks
The IUP Journal of Applied Economics, Forthcoming
Tasos Stylianou
Technological Educational Institute of Central Macedonia, Department of Accounting and Finance
Date Posted: August 07, 2014
Accepted Paper Series

Incl. Electronic Paper Financial Stress Regimes and the Macroeconomy
FRB of St. Louis Working Paper No. 2014-020A
Ana Beatriz Galvão and Michael Owyang
University of Warwick and Federal Reserve Bank of St. Louis - Research Division
Date Posted: August 02, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper How Has Empirical Monetary Policy Analysis Changed after the Financial Crisis?
FRB of St. Louis Working Paper No. 2014-019A
Neville Francis , Laura E. Jackson and Michael Owyang
University of North Carolina (UNC) at Chapel Hill - Department of Economics , University of North Carolina (UNC) at Chapel Hill - Department of Economics and Federal Reserve Bank of St. Louis - Research Division
Date Posted: August 02, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Bank Capital, Adjustment and Ownership: Evidence from China
Philip Molyneux , Hong Liu and Chunxia Jiang
Bangor University, Bangor Business School , University of Glasgow - Adam Smith Business School and Middlesex University
Date Posted: August 01, 2014
Working Paper Series
17 downloads

Business Cycle and Markov Switching Models with Distributed Lags: A Comparison between US and Euro Area
Rivista Italiana degli Economisti, Vol. 2, August 2014
Monica Billio and Maddalena Cavicchioli
Ca Foscari University of Venice - Department of Economics and Advanced School of Economics in Venice
Date Posted: July 31, 2014
Accepted Paper Series

Incl. Electronic Paper Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis
DIW Berlin Discussion Paper No. 1399
Guglielmo Maria Caporale , Fabio Spagnolo and Nicola Spagnolo
Brunel University - Centre for Empirical Finance , Brunel University - Economics and Finance and Brunel University
Date Posted: July 30, 2014
Working Paper Series
9 downloads

The Effects of Oil and Gas Prices on Inflation and Interest Rates in India: Evidence from DCC-GARCH Model
Akash Malhotra and Shailesh Krishna
Indian Institute of Technology Bombay and Indian Institute of Technology (IIT), Bombay
Date Posted: July 28, 2014
Working Paper Series

Incl. Electronic Paper Cross-Market Spillovers with ‘Volatility Surprise’
Sofiane Aboura and Julien Chevallier
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG) and IPAG Business School
Date Posted: July 28, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Supply and Demand Shocks in the Oil Market and their Predictive Power
Avihai (Avi) Rapaport
University of Chicago - Booth School of Business
Date Posted: July 27, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Changing Point and Parameter Instability with Heteroskedastic Models
Mumtaz Ahmed , Gulfam Haider and Asad Zaman
Department of Management Sciences, COMSATS Institute of Information Technology Islamabad, Pakistan , International Islamic University, Islamabad and Pakistan Institute of Development Economics
Date Posted: July 27, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement
MIT Sloan Research Paper No. 5110-14
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: July 26, 2014
Working Paper Series
83 downloads

Incl. Fee Electronic Paper The Dynamic Relations between Market Returns and Two Types of Risk with Business Cycles
Financial Review, Vol. 49, Issue 3, pp. 593-618, 2014
Xiaoquan Jiang and Bong‐Soo Lee
Florida International University (FIU) - Department of Finance and Florida State University
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Electronic Paper A Bayesian Midas Approach to Modeling First and Second Moment Dynamics
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: July 26, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper High Dimensional Dynamic Stochastic Copula Models
Chicago Booth Research Paper No. 14-25
Drew D. Creal and Ruey S. Tsay
University of Chicago - Booth School of Business - Econometrics and Statistics and University of Chicago - Booth School of Business - Econometrics and Statistics
Date Posted: July 25, 2014
Working Paper Series
87 downloads

Incl. Electronic Paper Crime, Employment and Social Welfare: An Individual-Level Study on Disadvantaged Males
Tinbergen Institute Discussion Paper 14-091/III
Geert Mesters , Victor van der Geest and Catrien Bijleveld
VU University Amsterdam - Faculty of Economics and Business Administration , VU University Amsterdam and University of Amsterdam - Faculty of Law
Date Posted: July 23, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach
CESifo Working Paper Series No. 4881
Guglielmo Maria Caporale , Faek Menla Ali and Nicola Spagnolo
Brunel University - Centre for Empirical Finance , Brunel University - Economics and Finance Department and Brunel University
Date Posted: July 23, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper Are Bad Times Good News for the Securities and Exchange Commission?
Working Paper of the Max Planck Institute for Tax Law and Public Finance No. 2014-11
Christian J. Thomann
Leibniz University Hannover
Date Posted: July 22, 2014
Working Paper Series
39 downloads

Incl. Electronic Paper Memory Generation for a Trend-Stationarity Constrained-Autoregressive Data-Mining Procedure
Shlomo Zilca
Tel Aviv University, Faculty of Management
Date Posted: July 22, 2014
Last Revised: August 27, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Estimation of the Hurst Exponent by Randomizing Portfolio Coefficients
Aram Gushchyan
Russian Academy of National Economy and Public Administration under the President of the Russian Federation
Date Posted: July 21, 2014
Last Revised: August 18, 2014
Working Paper Series
66 downloads


 

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