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JEL Code: C22
534,559 Total downloads
Showing Papers 961 - 1,010 of 3,424
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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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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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