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JEL Code: C32
450,852 Total downloads
Showing Papers 961 - 1,010 of 3,071
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Extreme News Events, Long-Memory Volatility, and Time Varying Risk Premia in Stock Market Returns
Wing H. Chan and
LiLing Feng
Wilfrid Laurier University - Department of Economics
and
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Date Posted: July 29, 2008
Last Revised: August 18, 2008
Working Paper Series
166 downloads
Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns
Umea Economic Studies Working Paper No. 597
Kurt Brannas ,
Shahiduzzaman Quoreshi
and
Ola Simonsen
University of Umea - Department of Economics
,
Tillväxtanalys (Swedish Agency for Growth Policy Analysis)
and
Nasdaq Economic Research
Date Posted: January 08, 2003
Working Paper Series
147 downloads
Eyes Wide Shut? The U.S. House Market Bubble Through the Lense of Statistical Process Control
CESifo Working Paper Series No. 3962
Michael Berlemann
,
Julia Freese
and
Sven Knoth
University of the German Federal Armed Forces - Helmut Schmidt Universität
,
Helmut-Schmidt-University Hamburg
and
Helmut-Schmidt-University Hamburg
Date Posted: October 24, 2012
Working Paper Series
49 downloads
Factor Analysis of Permanent and Transitory Dynamics of the US Economy and the Stock Market
Journal of Applied Econometrics, Forthcoming
Zeynep Senyuz
Federal Reserve Board
Date Posted: November 20, 2010
Last Revised: November 26, 2010
Accepted Paper Series
36 downloads
Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting
U of London Queen Mary Economics Working Paper No. 466
George Kapetanios
University of London - Queen Mary College - Department of Economics
Date Posted: February 19, 2003
Working Paper Series
141 downloads
Factor Vector Autoregressive Estimation: A New Approach
Journal of Economic Interaction and Coordination, Vol. 3, pp. 15-23, 2008
Claudio Morana and
Fabio C. Bagliano
Università di Milano Bicocca
and
University of Turin - Department of Economics and Statistics
Date Posted: December 10, 2006
Last Revised: July 25, 2008
Working Paper Series
Factor-Augmented VARMA Models with Macroeconomic Applications
Jean-Marie Dufour
and
Dalibor Stevanovic
McGill University
and
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Date Posted: May 12, 2013
Working Paper Series
1 downloads
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments
CEPR Discussion Paper No. DP7726
George Kapetanios and
Massimiliano Giuseppe Marcellino
University of London - Queen Mary College - Department of Economics
and
European University Institute
Date Posted: March 17, 2010
Working Paper Series
2 downloads
Factors and Problems of Economic Growth in Hungary, Russia and Serbia
International Problems UDK, Vol. LXII, No. 2, pp. 195-238, 2010
György Simon Jr.
Corvinus University of Budapest
Date Posted: July 14, 2010
Accepted Paper Series
81 downloads
Factors Driving Aggregate Mortality Rates in Postwar Germany
Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 99, No. 2, pp. 211–229, 2010,
Katja Hanewald
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: February 03, 2009
Last Revised: January 11, 2012
Accepted Paper Series
47 downloads
Facts or Ideology: What Determines the Results of Econometric Estimates of the Deterrence Effect of Death Penalty? A Meta-Analysis
CESifo Working Paper Series No. 4159
Berit Gerritzen
and
Gebhard Kirchgässner
University of St. Gallen
and
Universität St. Gallen
Date Posted: April 03, 2013
Working Paper Series
11 downloads
Farm Acreage Shocks and Food Prices: An SVAR Approach to Understanding the Impacts of Biofuels
Catherine Hausman (Almirall)
,
Maximilian Auffhammer
and
Peter Berck
University of California, Berkeley - Department of Agricultural & Resource Economics
,
University of California, Berkeley - College of Natural Resources, Department of Agricultural & Resource Economics
and
University of California, Berkeley - Department of Agricultural & Resource Economics
Date Posted: May 18, 2010
Last Revised: January 25, 2012
Working Paper Series
135 downloads
Fast Clustering of GARCH Processes Via Gaussian Mixture Models
Gian Piero Aielli
and
Massimiliano Caporin
affiliation not provided to SSRN
and
University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: June 03, 2012
Working Paper Series
24 downloads
Fast Efficient Importance Sampling by State Space Methods
Tinbergen Institute Discussion Paper No. 12-008/4
Siem Jan Koopman and
Thuy Minh Nguyen
VU University Amsterdam
and
Deutsche Bank AG (London)
Date Posted: February 01, 2012
Working Paper Series
24 downloads
Fast Filtering and Smoothing For Multivariate State Space Models
Tilburg University, Center for Economic Research Discussion Paper Series No. 1998-18
Siem Jan Koopman and
J. Durbin
VU University Amsterdam
and
London School of Economics & Political Science (LSE)
Date Posted: November 18, 1998
Working Paper Series
FDI, Exports, and GDP in East and Southeast Asia - Panel Data versus Time-Series Causality Analyses
Journal of Asian Economics, Vol. 17, No. 6, pp. 1082-1106, 2006
Frank S.T. Hsiao
and
Mei-Chu W. Hsiao
University of Colorado at Boulder
and
University of Colorado at Denver - Department of Economics
Date Posted: May 09, 2011
Accepted Paper Series
Federal Reserve Forecasts: Asymmetry and State-Dependence
FRB of St. Louis Working Paper No. 2013-012A
Julieta Caunedo
,
Riccardo DiCecio
,
Ivana Komunjer
and
Michael Owyang
Washington University in Saint Louis
,
Federal Reserve Bank of St. Louis - Research Division
,
University of California, San Diego (UCSD) - Department of Economics
and
Federal Reserve Bank of St. Louis - Research Division
Date Posted: March 13, 2013
Working Paper Series
13 downloads
FEER for the CFA Franc
IMF Working Paper No. 06/236
Yasser Abdih and
Charalambos G. Tsangarides
International Monetary Fund (IMF)
and
International Monetary Fund (IMF)
Date Posted: November 13, 2006
Working Paper Series
88 downloads
Financial Development and Economic Growth: The Case of Eight Asian Countries
Macquarie Economics Working Paper No. 7/99
Dipendra Sinha and
Joseph Macri
Macquarie University, Australia
and
Macquarie University - Department of Economics
Date Posted: June 23, 2000
Working Paper Series
Financial Development and Real Price Level Differences
Review of Development Economics, January 31, 1998
Zhenhui Xu and
David H. Feldman
Georgia College & State University - Department of Economics and Finance
and
College of William and Mary
Date Posted: July 16, 1998
Accepted Paper Series
Financial Instability - A Result of Excess Liquidity or Credit Cycles?
Univ. of Copenhagen Dept. of Economics Discussion Paper No. 11-21
Christian Heebøll-Christensen
University of Copenhagen - Department of Economics
Date Posted: August 25, 2011
Working Paper Series
62 downloads
Financial Integration and International Diversification Benefits: Cross Country Evidence from a Malaysian Perspective
Surianor Kamaralzaman
,
Fazilah A. Samad
and
Mansor Md. Isa
Universiti Teknologi MARA, Malaysia
,
University of Malaya
and
University of Malaya
Date Posted: July 15, 2010
Last Revised: July 16, 2010
Working Paper Series
74 downloads
Financial Integration of New EU Member States
ECB Working Paper No. 683
Lorenzo Cappiello ,
Arjan Kadareja
,
Bruno Gerard and
Simone Manganelli
European Central Bank (ECB)
,
European Central Bank (ECB)
,
Norwegian School of Management BI - Department of Financial Economics
and
European Central Bank (ECB)
Date Posted: November 09, 2006
Working Paper Series
273 downloads
Financial Intermediation and Economic Growth: A Lesson from Sri Lanka
Ranasinghe Arachchige Rathnasiri IV
Wuhan University of Technology
Date Posted: September 18, 2011
Working Paper Series
Financial Management Modelling of the Performance of Nigerian Quoted Small and Medium-Sized Enterprises
Journal of Financial Management and Analysis, Vol. 20, No. 1, 2007
Adolphus J. Toby
Rivers State University of Science and Technology (RSUST) - Department of Banking and Finance
Date Posted: October 26, 2007
Accepted Paper Series
Financial Market Frictions in a Model of the Euro Area
ECB Working Paper No. 1423
Giovanni Lombardo
and
Peter McAdam
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: February 13, 2012
Working Paper Series
32 downloads
Financial Market Integration in Europe: On the Effects of EMU on Stock Markets
ECB Working Paper No. 48
Marcel Fratzscher
DIW Berlin
Date Posted: March 03, 2003
Working Paper Series
531 downloads
Financial Market Liberalization, Monetary Policy, and Housing Price Dynamic
International Business & Economics Research Journal, 11(1), 2012
Rangan Gupta
,
Stephen M. Miller and
Dylan van Wyk
University of Pretoria
,
University of Nevada, Las Vegas - Department of Economics
and
University of Pretoria - Department of Economics
Date Posted: March 30, 2010
Last Revised: April 08, 2012
Accepted Paper Series
69 downloads
Financial Market Spillovers Around the Globe
Applied Financial Economics, Vol. 22, Issue 1, 2012
Thomas Dimpfl
and
Robert Jung
University of Tuebingen - Department of Statistics and Econometrics
and
University of Hohenheim - Institute of Economics
Date Posted: July 19, 2007
Last Revised: October 07, 2011
Accepted Paper Series
Financial Markets and the Macro Economy
AFA 2007 Chicago Meetings Paper
Menachem Brenner ,
Paolo Pasquariello and
Marti G. Subrahmanyam
New York University (NYU) - Department of Finance
,
University of Michigan - Stephen M. Ross School of Business
and
New York University - Stern School of Business
Date Posted: March 04, 2005
Working Paper Series
555 downloads
Financial Markets Linkages Via Higher Moments: A Realized Spill-Over Approach
24th Australasian Finance and Banking Conference 2011 Paper
Hung Xuan Do
,
Robert Darren Brooks
and
Sirimon Treepongkaruna
Monash University
,
Monash University
and
University of Western Australia
Date Posted: August 25, 2011
Working Paper Series
74 downloads
Financial Safety Inequalities Based on Expected Risks for Credit Institutions
5th International AFIR (Approach for FInancial Risks) Symposium, Vol. 2. pp. 511–518, Bruxelles, 1995 ,
Gennady Medvedev
Belarusian State University
Date Posted: September 14, 2009
Accepted Paper Series
9 downloads
Financial Shocks and the Macroeconomy: Heterogeneity and Non-Linearities
ECB Occasional Paper No. 143
Kirstin Hubrich ,
Antonello D'Agostino
,
Marianna Cervena
,
Matteo Ciccarelli ,
Paolo Guarda ,
Markus Haavio
,
Philippe Jeanfils
,
Caterina Mendicino
,
Eva Ortega ,
Maria Teresa Valderrama
and
Marianna Valentinyine Endresz
European Central Bank - Research Department
,
Central Bank and Financial Services Authority of Ireland
,
National Bank of Slovakia
,
European Central Bank (ECB)
,
Banque Centrale du Luxembourg
,
Bank of Finland - Research
,
National Bank of Belgium
,
Bank of Portugal
,
Bank of Spain, Research Department
,
Österreichische Nationalbank - Department of Economics
and
National Bank of Hungary
Date Posted: March 12, 2013
Working Paper Series
25 downloads
Financial Stress and Economic Dynamics: The Transmission of Crises
FEDS Working Paper No. 2012-82
Kirstin Hubrich and
Robert J. Tetlow
European Central Bank - Research Department
and
Federal Reserve Board
Date Posted: January 07, 2013
Last Revised: January 15, 2013
Working Paper Series
36 downloads
Financial Structures and the Real Effects of Credit-Supply Shocks in Denmark 1922-2011
ECB Working Paper No. 1460
Kim Abildgren
National Bank of Denmark
Date Posted: August 20, 2012
Working Paper Series
29 downloads
Financial Volatility Forecasting
Economic & Financial Computing, Vol. 10, No. 3, Autumn 2000
Michalis N. Vafopoulos
National Technical University of Athens (NTUA)
Date Posted: July 17, 2011
Accepted Paper Series
51 downloads
Finite Sample Forecasting with Estimated Temporally Aggregated Linear Processes
Lyudmila Grigoryeva
and
Juan-Pablo Ortega
Université de Franche-Comté
and
Centre National de la Recherche Scientifique (CNRS)
Date Posted: September 19, 2012
Last Revised: October 31, 2012
Working Paper Series
22 downloads
Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory
LSE STICERD Research Paper No. EM501
Afonso Gonçalves da Silva
affiliation not provided to SSRN
Date Posted: July 21, 2008
Working Paper Series
20 downloads
Firm Size and Monetary Policy Transmission: Evidence from German Business Survey Data
CESifo Working Paper Series No. 1201; ECB Working Paper No. 21
Michael Ehrmann
European Central Bank (ECB)
Date Posted: July 12, 2004
Working Paper Series
136 downloads
Firm Size and Volatility Analysis in the Spanish Stock Market
Helena Chuliá and
Hipòlit Torró
University of Barcelona - Faculty of Economic Science and Business Studies
and
University of Valencia
Date Posted: February 20, 2007
Working Paper Series
188 downloads
Fiscal Foresight and the Effects of Goverment Spending
CEPR Discussion Paper No. DP7840
Mario Forni and
Luca Gambetti
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
and
Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Date Posted: July 19, 2010
Working Paper Series
2 downloads
Fiscal Policy and the Term Structure of Interest Rates
Qiang Dai
and
Thomas Philippon
University of North Carolina (UNC) at Chapel Hill - Finance Area
and
New York University (NYU) - Department of Finance
Date Posted: January 05, 2005
Working Paper Series
328 downloads
Fiscal Policy in the European Monetary Union
FRB International Finance Discussion Paper No. 961
Betty C. Daniel
and
Christos Shiamptanis
Federal Reserve Board
and
Trent University - Department of Economics
Date Posted: January 27, 2009
Working Paper Series
93 downloads
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
Goodness C. Aye
,
Mehmet Balcilar ,
Rangan Gupta
,
Charl Jooste ,
Stephen M. Miller and
Zeynel Abidin Ozdemir
University of Pretoria - Department of Economics
,
Eastern Mediterranean University
,
University of Pretoria
,
Government of the Republic of South Africa - South Africa National Treasury
,
University of Nevada, Las Vegas - Department of Economics
and
Gazi University
Date Posted: September 16, 2012
Last Revised: December 04, 2012
Working Paper Series
16 downloads
Fiscal Policy, Housing and Stock Prices
ECB Working Paper No. 990
Antonio Afonso and
Ricardo M. Sousa
Technical University of Lisbon - ISEG (School of Economics and Management)
and
University of Minho
Date Posted: January 25, 2009
Working Paper Series
37 downloads
Fiscal Policy, Housing and Stock Prices
ECB Working Paper No. 990
Antonio Afonso and
Ricardo Sousa
Technical University of Lisbon - ISEG (School of Economics and Management)
and
University of Minho - Department of Economics
Date Posted: February 02, 2009
Working Paper Series
64 downloads
Fiscal Re-Adjustments in the U.S.: A Non-Linear Time Series Analysis
Andrea Cipollini
,
Bassam Fattouh
and
Kostas Mouratidis
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
,
University of London - School of Oriental and African Studies (SOAS)
and
Swansea University
Date Posted: August 26, 2005
Working Paper Series
52 downloads
Fiscal Readjustments in the United States: A Nonlinear Time-Series Analysis
Economic Inquiry, Vol. 47, Issue 1, pp. 34-54, January 2009
Andrea Cipollini
,
Bassam Fattouh
and
Kostas Mouratidis
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
,
University of London - School of Oriental and African Studies (SOAS)
and
Swansea University
Date Posted: January 26, 2009
Accepted Paper Series
2 downloads
Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America
CESifo Working Paper Series No. 2228
Guglielmo Maria Caporale ,
Davide Ciferri
and
Alessandro Girardi
London South Bank University
,
John Cabot University
and
National Institute of Statistics (ISTAT)
Date Posted: February 26, 2008
Working Paper Series
99 downloads
Fiscal Spillovers in the Euro Area
DIW Berlin Discussion Paper No. 1164
Guglielmo Maria Caporale and
Alessandro Girardi
London South Bank University
and
National Institute of Statistics (ISTAT)
Date Posted: October 28, 2011
Working Paper Series
36 downloads
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