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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
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  Last 12 months:
68,973

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To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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


SSRN eLibrary Search Results
JEL Code: C32
450,852 Total downloads
Showing Papers 961 - 1,010 of 3,071
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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