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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,509
Full Text Papers: 393,865
Authors: 226,776
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  Last 12 months:
68,968

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To date: 65,966,954
Last 12 months: 11,189,330
Last 30 days: 1,059,940

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238,981
Total References: 8,480,523
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5,722,240
Papers with
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  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: C22
534,559 Total downloads
Showing Papers 961 - 1,010 of 3,424
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Incl. Electronic Paper Impact of Macroeconomic Surprises on Carry Trade Activity
Michael M. Hutchison and Vladyslav Sushko
University of California, Santa Cruz - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: October 07, 2010
Last Revised: December 21, 2011
Working Paper Series
113 downloads

Incl. Electronic Paper Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Economic Research Initiatives at Duke (ERID) Working Paper No. 73
Tim Bollerslev , George Tauchen and Natalia Sizova
Duke University - Finance , Duke University - Economics Group and Rice University
Date Posted: October 07, 2010
Working Paper Series
96 downloads

Incl. Electronic Paper Assessing the Gap between Observed and Perceived Inflation in the Euro Area: Is the Credibility of the HICP at Stake?
National Bank of Belgium Working Paper No. 112
Luc Aucremanne , Marianne Collin and Thomas Stragier
National Bank of Belgium , National Bank of Belgium and National Bank of Belgium
Date Posted: October 06, 2010
Working Paper Series
22 downloads

Incl. Electronic Paper Determinants of the Component Structure of Intraday Return Distributions
Applied Financial Economics, Vol. 20, No. 4, 2010
Charlie X. Cai , Kevin Keasey and Gao-Liang Tian
University of Leeds - Leeds University Business School (LUBS) , University of Leeds - Division of Accounting and Finance and Xi'an Jiaotong University (XJTU) - School of Management
Date Posted: October 06, 2010
Accepted Paper Series
99 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

Incl. Electronic Paper Do Survey Indicators Let Us See the Business Cycle? A Frequency Decomposition
National Bank of Belgium Working Paper No. 131
Luc Dresse and Christophe Van Nieuwenhuyze
National Bank of Belgium and National Bank of Belgium
Date Posted: October 03, 2010
Working Paper Series
6 downloads

Incl. Electronic Paper Revealing the Arcane: An Introduction to the Art of Stochastic Volatility Models
Alexander Tsyplakov
Novosibirsk State University - Department of Economics
Date Posted: September 30, 2010
Working Paper Series
38 downloads

An Analysis of the Dynamic Relationship Between Commodity Market and Financial Market
The IUP Journal of Behavioral Finance, Vol. VII, No. 3, pp. 61-79, September 2010
Sakthi Vel Rani Jr. and Mariappan Selvarani
Kalasalingam University - Department of Business Administration and Kalasalingam University - Department of Business Administration
Date Posted: September 28, 2010
Last Revised: January 11, 2013
Accepted Paper Series

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

Application of Adaptive Network-Based Fuzzy Inference System in Macroeconomic Variables Forecasting
World Academy of Science, Engineering and Technology, Vol. 64, 2010
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: September 27, 2010
Accepted Paper Series

Application of Feed-Forward Neural Networks Autoregressive Models in Gross Domestic Product Prediction
World Academy of Science, Engineering and Technology, Vol. 64, 2010
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: September 27, 2010
Accepted Paper Series

Application of Feed-Forward Neural Networks Autoregressive Models with Genetic Algorithm in Gross Domestic Product Prediction
World Academy of Science, Engineering and Technology, Vol. 64, 2010
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: September 27, 2010
Accepted Paper Series

Proposal of Additional Fuzzy Membership Functions in Smoothing Transition Autoregressive Models
World Academy of Science, Engineering and Technology, Vol. 64, 2010
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: September 27, 2010
Accepted Paper Series

Incl. Electronic Paper Value at Risk and Hedge Fund Return - Does High Risk Bring High Return?
Tao Jing and Hongxiang Zhao
Simon Fraser University (SFU) - Segal Graduate School of Business and Simon Fraser University (SFU) - Segal Graduate School of Business
Date Posted: September 27, 2010
Last Revised: September 28, 2010
Working Paper Series
232 downloads

Incl. Electronic Paper Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
CIRANO - Scientific Publications No. 2010s-38
J. V. K. Rombouts and Lars Stentoft
HEC Montreal and HEC Montréal - Department of Finance
Date Posted: September 25, 2010
Last Revised: November 15, 2010
Working Paper Series
44 downloads

Incl. Electronic Paper On the Properties of Regression Tests of Asset Return Predictability
Carlos Velasco and Seongman Moon
Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid - Department of Economics
Date Posted: September 24, 2010
Last Revised: March 15, 2011
Working Paper Series
48 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

Incl. Electronic Paper Excise Tax Policy and Cross-Border Purchases of Automotive Fuels
ICER Working Paper No. 20/2010
Joze Mencinger
University of Ljubljana
Date Posted: September 23, 2010
Working Paper Series
26 downloads

Incl. Electronic Paper Bank Interest Rate Pass-Through: New Evidence from French Individual Data
Banque de France Working Paper No. 194
Anne de la Serre , Sébastien Frappa , Jeremi Montornes and Michèle Murez
affiliation not provided to SSRN , Banque de France , Banque de France and Banque de France
Date Posted: September 22, 2010
Working Paper Series
40 downloads

Incl. Electronic Paper Seasonal Adjustment of Monetary Aggregates: Implementation of New Procedures
Renaud Lacroix and Laurent Maurin
Banque de France and Banque de France
Date Posted: September 22, 2010
Working Paper Series
30 downloads

Incl. Electronic Paper Simultaneous Tests for Non-Stationarity and Non-Linearity: An Application to the US Real Interest Rate
Banque de France Working Paper No. 201
Nicolas Million
Banque de France
Date Posted: September 22, 2010
Working Paper Series
12 downloads

Incl. Electronic Paper Some Preliminary Evidence on the Globalization-Inflation Nexus
Banque de France Working Paper No. 195
Sophie Guilloux and Enisse Kharroubi
Banque de France and Bank for International Settlements (BIS)
Date Posted: September 22, 2010
Working Paper Series
12 downloads

Incl. Electronic Paper A Time-Varying Threshold Star Model of Unemployment and the Natural Rate
Federal Reserve Bank of St. Louis Working Paper No. 2010-029A
Michael Dueker , Michael Owyang and Martin Sola
Russell Investments , Federal Reserve Bank of St. Louis - Research Division and Universidad Torcuato Di Tella
Date Posted: September 21, 2010
Last Revised: September 29, 2010
Working Paper Series
51 downloads

Incl. Electronic Paper Oil and US GDP: A Real-Time Out-of-Sample Examination
Francesco Ravazzolo and Philip Rothman
Norges Bank and East Carolina University
Date Posted: September 21, 2010
Working Paper Series
31 downloads

Incl. Electronic Paper The Volatility Forecasting of Tehran & International Stock Exchanges
Iranian Accounting Studies
Hamid Khaleghi Moghaddam , Saeed Moshiri and Kamran Pakizeh
affiliation not provided to SSRN , University of Saskatchewan - STM College and Department of Financial Engineering, University of Economc Sciences
Date Posted: September 21, 2010
Last Revised: September 25, 2010
Working Paper Series
147 downloads

Incl. Electronic Paper Modelling South African Currency Crises as Structural Changes in the Volatility of the Rand
South African Journal of Economics, Vol. 77, No. 3, September 2009
Andrew Stuart Duncan and Dave Liu
University of Johannesburg and Stellenbosch University
Date Posted: September 20, 2010
Last Revised: November 19, 2010
Accepted Paper Series
27 downloads

Incl. Electronic Paper Short Term Analysis of Raw Data and Business Cycle Estimation - Part 1: Estimation and Tests (Analyse Conjoncturelle de Données Brutes et Estimation de Cycles Partie 1: Estimation et Tests) (French)
Banque de France Working Paper No. NER-R 209
Renaud Lacroix
Banque de France
Date Posted: September 20, 2010
Working Paper Series
20 downloads

Incl. Electronic Paper Short Term Analysis of Raw Data and Business Cycle Estimation - Part 2: Empirical Implementation (Analyse Conjoncturelle de Données Brutes et Estimation de Cycles Partie 2: Mise en Oeuvre Empirique) (French)
Banque de France Working Paper No. NER-R 210
Renaud Lacroix
Banque de France
Date Posted: September 20, 2010
Working Paper Series
20 downloads

Incl. Electronic Paper Business Surveys Modelling with Seasonal-Cyclical Long Memory Models
Banque de France Working Paper No. 224
Laurent Ferrara and Dominique Guegan
Banque de France and Universite Paris 1 Pantheon-Sorbonne
Date Posted: September 17, 2010
Working Paper Series
15 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 Model Selection and Testing of Conditional and Stochastic Volatility Models
Massimiliano Caporin and Michael McAleer
University of Padova - Department of Economics and Management "Marco Fanno" and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Date Posted: September 14, 2010
Working Paper Series
207 downloads

Incl. Electronic Paper Nonlinear Cointegrating Regression Under Weak Identification
Cowles Foundation Discussion Paper 1768
Xiaoxia Shi and Peter C. B. Phillips
UWisconsin - Madison and Yale University - Cowles Foundation
Date Posted: September 14, 2010
Working Paper Series
24 downloads

Incl. Electronic Paper The Mysteries of Trend
Cowles Foundation Discussion Paper No. 1771
Peter C. B. Phillips
Yale University - Cowles Foundation
Date Posted: September 14, 2010
Working Paper Series
195 downloads

Incl. Electronic Paper The Interactive Causality between Higher Education and Economic Growth in Romania
Proceedings of Annual London Business Research Conference, 2010
Lucian Belașcu and Daniela Emanuela Danacica
Lucian Blaga University of Sibiu and Constantin Brancusi University of Targu-Jiu, Faculty of Economics and Business Administration
Date Posted: September 12, 2010
Accepted Paper Series
47 downloads

Continuous-Time Modeling in Econometrics and Engineering
Arie Ten Cate
CPB Netherlands Bureau of Economic Policy Analysis
Date Posted: September 08, 2010
Working Paper Series

Incl. Electronic Paper Trade Openness and Manufacturing Growth in Iran
Alireza Fazlzadeh and Gita Seif
University of Tabriz and Aras High Education Institution
Date Posted: September 06, 2010
Working Paper Series
46 downloads

Incl. Electronic Paper Applying Shape and Phase Restrictions in Generalized Dynamic Categorical Models of the Business Cycle
CAMA Working Paper Series 25/2010
Don Harding
Department of Economics and Finance, Latrobe University
Date Posted: September 04, 2010
Last Revised: November 12, 2010
Working Paper Series
4 downloads

Incl. Electronic Paper Stylized Facts of Financial Markets and Modeling Volatility (The Case of Tehran Stock Exchange)
Kamran Pakizeh
Department of Financial Engineering, University of Economc Sciences
Date Posted: September 01, 2010
Last Revised: November 22, 2012
Working Paper Series
170 downloads

Incl. Electronic Paper Quantiles of the Realized Stock-Bond Correlation and Links to the Macroeconomy
Nektarios Aslanidis and Charlotte Christiansen
Universitat Rovira Virgili and University of Aarhus - School of Economics and Management - CREATES
Date Posted: September 01, 2010
Last Revised: April 16, 2013
Working Paper Series
94 downloads

Incl. Electronic Paper Gathering Insights on the Forest from the Trees: A New Metric for Financial Conditions
FRB of Chicago Working Paper No. 2010-07
Scott A. Brave and R. Andrew Butters
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: August 31, 2010
Working Paper Series
49 downloads

Time Variation in Analyst Optimism: An Investor Sentiment Explanation
Journal of Behavioral Finance, Vol. 10, No. 3, pp. 182-193, November 2007
Hong Qian
Oakland University - Department of Accounting and Finance
Date Posted: August 31, 2010
Last Revised: September 05, 2010
Accepted Paper Series

The Surprise Element: Jumps in Interest Rates
Journal of Econometrics, Vol. 106, pp. 27-65, 2002
Sanjiv Ranjan Das
Santa Clara University - Leavey School of Business
Date Posted: August 30, 2010
Accepted Paper Series

Incl. Electronic Paper Additional Smoothing Transition Autoregressive Models
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: August 28, 2010
Working Paper Series
34 downloads

Incl. Electronic Paper Application of Adaptive Network-Based Fuzzy Inference System (ANFIS) with Genetic Algorithms in Crisis Periods Prediction
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: August 28, 2010
Working Paper Series
127 downloads

Incl. Electronic Paper Applications of Feed-Forward Neural Networks with Error Backpropagation Algorithm and Non-Linear Methods in MATLAB
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: August 28, 2010
Working Paper Series
152 downloads

Incl. Electronic Paper Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: August 28, 2010
Working Paper Series
190 downloads

Incl. Electronic Paper Applications of Neural Network Radial Basis Function in Economics and Financial Time Series
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: August 28, 2010
Working Paper Series
223 downloads

Incl. Electronic Paper Does Human Capital Cause Economic Growth? A Case Study of India
International Journal of Economic Sciences and Applied Research, Vol. 3, No. 1, pp. 7-25
Dr. Sushil Kumar Halder II and Girijasankar Mallik
affiliation not provided to SSRN and University of Western Sydney - School of Economics and Finance
Date Posted: August 28, 2010
Accepted Paper Series
73 downloads

Incl. Electronic Paper Feed-Forward Neural Networks Regressions with Genetic Algorithms: Applications in Econometrics and Finance
Eleftherios Giovanis
University of London, Royal Holloway College - Department of Economics
Date Posted: August 28, 2010
Working Paper Series
184 downloads

Incl. Electronic Paper Financial Development and Economic Growth - An Empirical Analysis for Ireland
International Journal of Economic Sciences and Applied Research, Vol. 3, No. 1, pp. 75-88
Antonios A Adamopoulos
affiliation not provided to SSRN
Date Posted: August 28, 2010
Accepted Paper Series
57 downloads


 

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