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Full Text Papers: 545,764
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SSRN eLibrary Search Results
JEL Code: C51
466,299 Total downloads
Showing Papers 951 - 1,000 of 2,360
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1 2 3 4 ... 48 | Next >
   


Incl. Electronic Paper Multivariate Filter Estimation of Potential Output for the Euro Area and the United States
IMF Working Paper No. 15/253
Ali Alichi , Olivier Bizimana , Silvia Domit , Emilio Fernández Corugedo , Douglas Laxton , Kadir Tanyeri , Hou Wang and Fan Zhang
International Monetary Fund (IMF) , International Monetary Fund (IMF) , Bank of England - Monetary Analysis , Bank of England , International Monetary Fund (IMF) - Research Department , International Monetary Fund (IMF) , International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: February 03, 2016
Working Paper Series

Incl. Electronic Paper Exchange Rate Bands of Inaction and Play -- Hysteresis in Greek Exports to the Euro Area, the US and Turkey -- Sectoral Evidence
Ruhr Economic Paper No. 593
Ansgar Hubertus Belke and Dominik Kronen
University of Duisburg-Essen - Department of Economics and University of Duisburg-Essen
Date Posted: February 02, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns
Jeremias Bekierman and Bastian Gribisch
University of Cologne - Department of Econometrics and Statistics and University of Cologne - Department of Econometrics and Statistics
Date Posted: January 29, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Industrial Sector Exports in Colombia: Efficient Frontier Analysis
International Journal of Management and Marketing Research, v. 8 (2) p. 85-97, 2016
Jorge A. Restrepo M , Lorenzo Portocarrero and Juan Gabriel Vanegas L
Fundación Autónoma de las Américas , I.U. Tecnológico de Antioquia and I.U. Tecnológico de Antioquia
Date Posted: January 28, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Risk Everywhere: Modeling and Managing Volatility
Tim Bollerslev , Benjamin Hood , John Huss and Lasse Heje Pedersen
Duke University - Finance , AQR Capital Management, LLC , AQR Capital Management, LLC and AQR Capital Management, LLC
Date Posted: January 28, 2016
Working Paper Series
139 downloads

Industrial Sector Exports in Colombia: Efficient Frontier Analysis
International Journal of Management and Marketing Research, 2015
J.A. Restrepo-Morales Sr., Lorenzo Portocarrero and Juan Gabriel Vanegas L
Tecnológico De Antioquia , I.U. Tecnológico de Antioquia and I.U. Tecnológico de Antioquia
Date Posted: January 25, 2016
Accepted Paper Series

Incl. Electronic Paper Modelling and Forecasting Rig Rates on the Norwegian Continental Shelf
Terje Skjerpen , Halvor Briseid Storrosten , Knut Einar Rosendahl and Petter Osmundsen
Statistics Norway , Statistics Norway , Norwegian University of Life Sciences and University of Stavanger
Date Posted: January 22, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Generalized Autoregressive Method of Moments
Tinbergen Institute Discussion Paper 15-138/III
Drew D. Creal , Siem Jan Koopman , Andre Lucas and Marcin Zamojski
University of Chicago - Booth School of Business - Econometrics and Statistics , VU University Amsterdam , VU University Amsterdam - Faculty of Economics and Business and VU University Amsterdam - Department of Finance and Financial Sector Management
Date Posted: January 20, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Collective Labour Supply, Taxes, and Intrahousehold Allocation: An Empirical Approach
Netspar Discussion Paper No. 10/2015-053
Hans Bloemen
VU University Amsterdam
Date Posted: January 13, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Macroeconomic Determinants of Stock Price Variations: An Economic Analysis of KSE-100 Index
Pakistan Journal of Humanities and Social Sciences, Jan-June 2013, Volume 1, No. 1, Pages 28-46
Altaf Hussain , Musrat Rafique and Maryam Nawaz
The Islamia University of Bahawalpur Pakistan , The Islamia University of Bahawalpur Pakistan and National College of Business Administration and Economics (NCBA&E)
Date Posted: January 12, 2016
Accepted Paper Series
8 downloads

Incl. Electronic Paper Identification of Mortgage Demand Function with Heterogeneous Preferences
Evgeniy M. Ozhegov
National Research University Higher School of Economics (Moscow)
Date Posted: January 11, 2016
Last Revised: January 22, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper More Accurate Volatility Estimation and Forecasts Using Price Durations
Ingmar Nolte , Stephen J. Taylor and Xiaolu Zhao
Lancaster University - Department of Accounting and Finance , Lancaster University - Department of Accounting and Finance and Lancaster University - Department of Accounting and Finance
Date Posted: January 11, 2016
Last Revised: January 28, 2016
Working Paper Series
40 downloads

Incl. Electronic Paper Identification and Inference in Regression Discontinuity Designs with a Manipulated Running Variable
IZA Discussion Paper No. 9604
Miikka Rokkanen and Christoph Rothe
Massachusetts Institute of Technology (MIT) - Department of Economics and Columbia University
Date Posted: January 11, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Adaptive Models and Heavy Tails
Bank of England Working Paper No. 577
Ivan Petrella and Davide Delle Monache
Bank of England and Bank of Italy
Date Posted: January 09, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Factors Involved in the Process Cane into Sugar in Indonesia
Dyana Sari , Wahib Muhaimin and Wahyunindyawati Wahyunindyawati
University of Tribhuwana Tungga Dewi , University of Brawijaya and Balai Pengkajian Teknologi Pertanian (BPTP)
Date Posted: January 09, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Ch. 1: Henny Penny vs. The King: On Seeking Damages Caused by the Falling Sky Epidemiology for the Mathematically Challenged & Arithmetically Averse
Barbara P. Billauer

Date Posted: January 08, 2016
Last Revised: January 18, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The Henny-Penny Chronicles: Chapter 2
Barbara P. Billauer

Date Posted: January 07, 2016
Working Paper Series
1 downloads

Solutions to Integro-Differential Parabolic Problems Arising in the Pricing of Financial Options in a Levy Market
Electronic Journal of Differential Equations, Vol. 2010 (2010), No. 62, pp. 1-10
Ionut Florescu and Maria C. Mariani
Stevens Institute of Technology and University of Texas at El Paso
Date Posted: January 06, 2016
Accepted Paper Series

Incl. Electronic Paper Macrofinancial Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
IMF Working Paper No. 15/227
Francis Vitek
International Monetary Fund (IMF)
Date Posted: January 05, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Steady as She Goes-Estimating Potential Output During Financial 'Booms and Busts'
IMF Working Paper No. 15/233
Helge Berger , Thomas Dowling , Sergi Lanau , Weicheng Lian , Mico Mrkaic , Pau Rabanal and Marzie Taheri Sanjani
International Monetary Fund (IMF) , International Monetary Fund (IMF) - Western Hemisphere Department , International Monetary Fund (IMF) , International Monetary Fund (IMF) , International Monetary Fund (IMF) , International Monetary Fund and International Monetary Fund (IMF)
Date Posted: January 05, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Empirical Analysis of the Causality between Indian and U.S. Stock Markets’ Conditional Volatility: Further Evidence
Capital Markets Review, 2012
Rakesh Kumar and Raj S. Dhankar
University of Delhi and Maharshi Dayanand University
Date Posted: January 03, 2016
Accepted Paper Series
8 downloads

Incl. Electronic Paper A Micro-Level Claim Count Model with Overdispersion and Reporting Delays
UNSW Business School Research Paper No. 2015ACTL25
Benjamin Avanzi , Bernard Wong and Xinda Yang
UNSW Australia Business School, School of Risk and Actuarial Studies , University of New South Wales (UNSW) - School of Actuarial Studies and University of New South Wales (UNSW) - School of Actuarial Studies
Date Posted: January 02, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper The Impact of Venture Capital on the Life Cycles of Startups
Yun Ling
University of Southern California - Marshall School of Business
Date Posted: December 30, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Measuring Interconnectedness Between Financial Institutions With Bayesian Time-Varying Vector Autoregressions
ECARES Working Paper 2015-51
Marco Valerio Geraci and Jean-Yves Gnabo
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Date Posted: December 24, 2015
Last Revised: January 16, 2016
Working Paper Series
37 downloads

Incl. Electronic Paper Analyzing Systemic Risk using CoVaR under Elliptical Distributions
Brice Hakwa
Bergische Universität Wuppertal Fachbereich Mathematik/Stochastik
Date Posted: December 23, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting
Riksbank Research Paper Series No. 133, Sveriges Riksbank Working Paper Series No. 309
Andre Lucas and Xin Zhang
VU University Amsterdam - Faculty of Economics and Business and Sveriges Riksbank - Research Division
Date Posted: December 22, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Feasibility of Weather Derivatives for Agriculture Risk Reduction in Sri Lanka
12th International Conference on Business Management (ICBM) 2015
D.P.S.M. Dayasekara
University of Colombo
Date Posted: December 22, 2015
Working Paper Series
7 downloads

Financial Development and International Trade in Ghana: An Empirical Study
Johnson Owusu-Amoako
Sacred Heart University
Date Posted: December 21, 2015
Working Paper Series

Incl. Electronic Paper Discerning Non-Stationary Market Microstructure Noise and Time-Varying Liquidity in High Frequency Data
Richard Yongrui Chen and Per A. Mykland
University of Chicago - Department of Statistics and University of Chicago - Department of Statistics
Date Posted: December 21, 2015
Last Revised: January 31, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper Estimación de Métricas de Riesgo de Mercado usando Mixturas Gaussianas (Estimating Market Risk Metrics Using Gaussian Mixtures)
Contaduría y Administtración 61 (2016) 202-219,
Jorge Rosales Contreras
LarrainVial
Date Posted: December 21, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Pro-Active Interactions in the Substance of Knowledge for the Human Development Risk Management: Engineered Knowledge in the Human-Intellectual Analytical Derivation
Siyabonga Goodwill Chule , Bloodless Dzwairo and Sibusiso Moyo
DUT Research and Postgraduate Support , Durban University of Technology, Research and Postgraduate Support and Durban University of Technology
Date Posted: December 18, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Multi Currency Credit Default Swaps: Quanto Effects and FX Devaluation Jumps
Damiano Brigo , Nicola Pede and Andrea Petrelli
Imperial College London - Department of Mathematics , Imperial College London - Department of Mathematics and Credit Suisse Securities
Date Posted: December 16, 2015
Last Revised: December 22, 2015
Working Paper Series
69 downloads

Incl. Electronic Paper Analysis of System Reliability with Control, Dependent Failures, and Arbitrary Repair Times
Elmira Yu. Kalimulina
V.A. Trapeznikov Institute of Control Sciences, Russian Academy of Sciences
Date Posted: December 16, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Multilevel Modeling When the Effects of Lower-Level Variables Vary Across Clusters. A Monte-Carlo Comparison of Mixed-Effects Models, Cluster-Robust Pooled OLS and Two-Step Estimation
Jan Paul Heisig , Merlin Schaeffer and Johannes Giesecke
WZB Berlin Social Science Center , University of Cologne and Humboldt University of Berlin
Date Posted: December 16, 2015
Working Paper Series
44 downloads

Incl. Electronic Paper A Note on 'Continuous Invertibility and Stable QML Estimation of the EGARCH (1,1) Model'
Tinbergen Institute Discussion Paper 15-131/III, 2015
Francisco Blasques , Paolo Gorgi , Siem Jan Koopman and Olivier Wintenberger
VU University Amsterdam , VU University Amsterdam - Faculty of Economics and Business Administration , VU University Amsterdam and University of Copenhagen
Date Posted: December 14, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Credit Risk Characteristics of US Small Business Portfolios
Dennis Bams , Magdalena Pisa and Christian C. P. Wolff
University of Maastricht - Limburg Institute of Financial Economics (LIFE) , WHU - Otto Beisheim School of Management and University of Luxembourg - Luxembourg School of Finance
Date Posted: December 13, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Sellers' Heterogeneity in Housing Market: Difference in Pricing Strategies
Evgeniy M. Ozhegov and Aleksandra S. Sidorovykh
National Research University Higher School of Economics (Moscow) and National Research University Higher School of Economics (Moscow), Students
Date Posted: December 09, 2015
Last Revised: January 11, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia
Banco de Espana Working Paper No. 1537
Miguel Sarmiento and Jorge E. Galán
Banco de la República and Bank of Spain
Date Posted: December 08, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Measurement of Systemic Risk in the Financial System
Naval Bharti Verma
Industrial Management & Engineering Dept, Indian Institute of Technology, Kanpur India
Date Posted: December 03, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Building a Structural Model: Parameterization and Structurality
Quaderni - Working Paper DSE N° 1039,
Michel Mouchart and Renzo Orsi
Catholic University of Louvain (UCL) - School of Statistics and University of Bologna - School of Economics, Management, and Statistics
Date Posted: November 28, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper News Sentiment, Factor Models and Abnormal Stock Returns
Svetlana Borovkova and Ding Xiaobo
Vrije Universiteit Amsterdam - Faculty of Economics and Business Administration and VU University Amsterdam
Date Posted: November 27, 2015
Working Paper Series
61 downloads

Incl. Electronic Paper Using the Fama-Bliss Method to Estimate the Term Structure of Interest Rates
Encontros Científicos - Tourism & Management Studies, No. 8, pp. 107-116, 2008,
Carmen González-Velasco , José Luis Fanjul-Suárez and Pilar Rodríguez-Fernández
Universidad de León , Universidad de León and Universidad de León
Date Posted: November 25, 2015
Accepted Paper Series
15 downloads

Incl. Electronic Paper Term Structure in the European Interbank Market
Encontros Científicos, No. 3, pp. 7-11, 2007,
Carmen González-Velasco , José Luis Fanjul-Suárez and Pilar Rodríguez-Fernández
Universidad de León , Universidad de León and Universidad de León
Date Posted: November 25, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Loss Reserving: Past, Present and Future
University of Melbourne Centre of Actuarial Studies Research Paper No. 109, Casualty Actuarial Society, 2003
Greg Taylor , Gráinne McGuire and Alan Greenfield
UNSW Business School , Taylor Fry and Taylor Fry
Date Posted: November 24, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Statistical Case Estimation
University of Melbourne Centre for Actuarial Studies Research Paper No. 104, 2002
Greg Taylor and Mireille Campbell
UNSW Business School and GIO Insurance
Date Posted: November 24, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Assessing the Macroeconomic Impact of Bank Intermediation Shocks: A Structural Approach
FRB Atlanta Working Paper 2015-8
Kaiji Chen and Tao A. Zha
Emory University - Department of Economics and Federal Reserve Bank of Atlanta
Date Posted: November 20, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Multivariate Return Decomposition: Theory and Implications
FRB Atlanta Working Paper 2015-7
Stanislav Anatolyev and Nikolay Gospodinov
New Economic School and Federal Reserve Bank of Atlanta
Date Posted: November 20, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Asset Portfolio Securitizations and Cyclicality of Regulatory Capital
European Journal of Operational Research, 237, 2014, 289-302
Kristina Lützenkirchen , Daniel Roesch and Harald (Harry) Scheule
Leibniz University of Hannover , University of Regensburg and University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: November 18, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Modelling and Predicting Photovoltaic Power Generation in the EEX Market
Almut Veraart and Hanna Zdanowicz
Imperial College London and Norwegian Computing Center
Date Posted: November 18, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper A Simple Econometric Approach for Modeling Stress Event Intensities
Journal of Futures Markets, Vol. 35, No. 4, pp. 300-320, 2015
Rainer Jobst , Daniel Roesch , Harald (Harry) Scheule and Martin Schmelzle
University of Regensburg , University of Regensburg , University of Technology Sydney (UTS) - School of Finance and Economics and University of Regensburg
Date Posted: November 14, 2015
Accepted Paper Series
26 downloads


 

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