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Full Text Papers: 497,911
Authors: 277,589
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SSRN eLibrary Search Results
JEL Code: C32
550,108 Total downloads
Showing Papers 981 - 1,030 of 3,700
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Incl. Electronic Paper Measuring the Connectedness of the Global Economy
Melbourne Institute Working Paper No. 7/15
Matthew Greenwood-Nimmo , Viet Hoang Nguyen and Yongcheol Shin
University of Melbourne , Melbourne Institute of Applied Economic and Social Research and University of York (UK) - Department of Economics and Related Studies
Date Posted: March 30, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
FRB Atlanta Working Paper No. 2014-1
Jonas Arias , Juan Francisco Rubio-Ramirez and Daniel F. Waggoner
Board of Governors of the Federal Reserve System (FRB) , Duke University - Department of Economics and Federal Reserve Bank of Atlanta
Date Posted: March 30, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Copula Modelling of Dependence in Multivariate Time Series
International Journal of Forecasting, Forthcoming
Michael S. Smith
University of Melbourne - Melbourne Business School
Date Posted: March 30, 2015
Working Paper Series
2 downloads

Incl. Fee Electronic Paper The Effects of Monetary Policy Shocks in the USA: A Forecast‐Augmented VAR Approach
Australian Economic Papers, Vol. 53, Issue 3-4, pp. 139-152, 2014
Rokon Bhuiyan
Queen's University (Canada) - Department of Economics
Date Posted: March 30, 2015
Accepted Paper Series

Incl. Electronic Paper Can a Data-Rich Environment Help Identify the Sources of Model Misspecification?
Bank of England Working Paper No. 527
Francesca Monti
Bank of England
Date Posted: March 29, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Forecasting Moscow Ambulance Trips
Higher School of Economics Research Paper No. WP BRP 36/STI/2015
Filipp Bykov and Vladimir A. Gordin
Government of the Russian Federation - Hydrometeorological Research Centre and Government of the Russian Federation - Hydrometeorological Research Centre
Date Posted: March 29, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Mapping Korea's International Linkages Using Generalised Connectedness Measures
Bank of Korea WP 2014-16
Hail Park and Yongcheol Shin
Bank of Korea and University of York (UK) - Department of Economics and Related Studies
Date Posted: March 28, 2015
Working Paper Series
1 downloads

Time-Varying Effects of Housing and Stock Returns on U.S. Consumption
Journal of Real Estate Finance and Economics, Vol. 50, No. 3, 2015
Beatrice D. Simo-Kengne , Stephen M. Miller , Rangan Gupta and Goodness C. Aye
University of Pretoria - Department of Economics , University of Nevada, Las Vegas - Department of Economics , University of Pretoria - Department of Economics and University of Pretoria - Department of Economics
Date Posted: March 28, 2015
Accepted Paper Series

Incl. Electronic Paper Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea
Bank of Korea WP 2013-26
Hyun Hak Kim
Bank of Korea
Date Posted: March 27, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Aggregate Asset Growth and Expected Stock Returns
Min S. Kim
University of New South Wales
Date Posted: March 27, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper An Investigation of the Lead-Lag Relationship between the VIX Index and the VIX Futures on the S&P500
International Journal of Science, Innovation and New Technology, Vol. 1, No. 11, 43-56
Sotirios Karagiannis
University of Peloponnese
Date Posted: March 24, 2015
Accepted Paper Series
27 downloads

Incl. Electronic Paper Effects of Macroeconomic Uncertainty on the Stock and Bond Markets
Hossein Asgharian , Charlotte Christiansen and Ai Jun Hou
Lund University - Department of Economics , Aarhus University - CREATES and Stockholm University, Business School
Date Posted: March 24, 2015
Last Revised: March 26, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains
FRB Atlanta Working Paper 2013-05
Nikolay Gospodinov and Damba Lkhagvasuren
Federal Reserve Bank of Atlanta and Concordia University, Quebec
Date Posted: March 22, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Intraday Stock Price Dependence Using Dynamic Discrete Copula Distributions
Tinbergen Institute Discussion Paper 15-037/III/DSF90
Siem Jan Koopman , Rutger Lit and Andre Lucas
VU University Amsterdam , VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: March 21, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Linkages between the US and European Stock Markets: A Fractional Cointegration Approach
Guglielmo Maria Caporale , Luis A. Gil-Alana and C. James Orlando
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics and University of Navarra - School of Economics
Date Posted: March 20, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Disentangling Loan Demand and Supply Shocks in Russia
BOFIT Discussion Paper No. 8/2015
Elena Deryugina , Olga Kovalenko , Irina Pantina and Alexey A. Ponomarenko
Bank of Russia , Central Bank of Russia , Bank of Russia and Central Bank of Russia
Date Posted: March 20, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean
CAMA Working Paper No. 8/2015
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: March 19, 2015
Last Revised: March 20, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Modelling Airline Costs Using Short Straddles
Tumellano Sebehela
Sebehela Inc
Date Posted: March 17, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility
CAMA Working Paper No. 6/2015
Elmar Mertens and James M. Nason
Government of the United States of America - Division of Monetary Affairs and North Carolina State University - Department of Economics
Date Posted: March 16, 2015
Last Revised: March 18, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Real or Nominal Variables, Does it Matter for the Impulse Response?
Peter Reusens and Christophe Croux
Katholieke Universiteit Leuven - Faculty of Business and Economics (FBE) and KU Leuven - Faculty of Business and Economics (FEB)
Date Posted: March 15, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates
DIW Berlin Discussion Paper No. 1455
Helmut Luetkepohl and George Milunovich
German Institute for Economic Research (DIW Berlin) and Macquarie University - Department of Economics
Date Posted: March 12, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Economic Effects of Eliminating Texas' Business Margin Tax
Texas Public Policy Foundation, pp. 1-20, March 2015
Vance Ginn and Talmadge Heflin
Texas Public Policy Foundation and Texas Public Policy Foundation
Date Posted: March 10, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Efficient SABR Simulation Schemes Revisited
Kyle Haven
Aozora Bank
Date Posted: March 10, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Timing Law School
Frank McIntyre and Michael Simkovic
Rutgers Business School Newark and New Brunswick and Seton Hall Law School
Date Posted: March 08, 2015
Last Revised: March 12, 2015
Working Paper Series
175 downloads

Incl. Electronic Paper Long-Run International Diversification
Thomas Conlon , John Cotter and Ramazan Gencay
University College Dublin , University College Dublin and Simon Fraser University
Date Posted: March 05, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper The Federal Funds Interest Rate Meets the Prime Rates
Joseph Friedman and Yochanan Shachmurove
Temple University - Department of Economics and City University of New York, CUNY City College of New York - Department of Economics
Date Posted: March 04, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Identification of Canonical Models for Vectors of Time Series: A Subspace Approach
Alfredo García-Hiernaux , José Casals and Miguel Jerez
Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics) , Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics) and Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics)
Date Posted: March 03, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Global Liquidity: A Review of Concepts, Measurement and Impact on Asset Prices and a Study of the Possible Impact on the Indian Stock Market
Suchismita Bose
ICRA Ltd
Date Posted: March 03, 2015
Working Paper Series
5 downloads

Causes-of-Death Mortality: What Do We Know on Their Dependence?
North American Actuarial Journal, 2015 Forthcoming
Severine Arnold (-Gaille) and Michael Sherris
University of Lausanne - Faculty of Business and Economics and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: March 02, 2015
Accepted Paper Series

Incl. Fee Electronic Paper Fast Ml Estimation of Dynamic Bifactor Models: An Application to European Inflation
CEPR Discussion Paper No. DP10461
Gabriele Fiorentini , Alessandro Galesi and Enrique Sentana
Universita di Firenze - Dipartimento di Statistica , Centre for Monetary and Financial Studies (CEMFI) and Centro de Estudios Monetarios y Financieros (CEMFI)
Date Posted: March 02, 2015
Working Paper Series

International Stock Market Integration: Central and South Eastern Europe Compared
Economic Systems, Vol. 37, No. 1, 2013
Roman Horvath and Dragan Petrovski
Charles University in Prague and IOS and Independent
Date Posted: February 26, 2015
Accepted Paper Series

Incl. Electronic Paper The Determinants of Foreign Direct Investment in Iran: Bounds Testing Approach
Economic Research - Ekonomska Istrazivanja Vol. 25(3) (2012)
Mohammad Reza Mohammadvandnahidi , Nasim Jaberi and Davoud Norouzi
Islamic Azad University (IAU) - Tabriz Branch , Islamic Azad University (IAU) - Tabriz Branch and Islamic Azad University (IAU) - Tabriz Branch
Date Posted: February 26, 2015
Accepted Paper Series
3 downloads

Incl. Electronic Paper Treasury Yields and Credit Spread Dynamics: A Regime-Switching Approach
Dimitris A. Georgoutsos and Thomas I. Kounitis
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Date Posted: February 25, 2015
Working Paper Series
28 downloads

Economic Growth, CO2 Emissions, and Energy Use in Israel
The International Journal of Sustainable Development and World Ecology, 22, 1, 89-97, 2015, ISSN: 1745-2627.
Cosimo Magazzino
University of Rome III
Date Posted: February 25, 2015
Accepted Paper Series

Incl. Electronic Paper Relation Entre Le Prix Du Pétrole Et Les Cours Boursiers Des Grandes Compagnies Pétrolières Mondiales (Relationship between Oil Prices and Stock Prices of Major Oil Companies)
Francis Declerck , Jean-Pierre Indjehagopian and Flavien Bellocq
ESSEC Business School , ESSEC Business School - Information & Decision Sciences Department and ESSEC Business School
Date Posted: February 25, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Global Liquidity, House Prices, and the Macroeconomy: Evidence from Advanced and Emerging Economies
IMF Working Paper No. 15/23
Ambrogio Cesa-Bianchi , Luis Felipe Céspedes and Alessandro Rebucci
Bank of England , Adolfo Ibanez University and Johns Hopkins University Carey School of Business
Date Posted: February 23, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Arbitrage-Free Pricing of XVA – Part II: PDE Representation and Numerical Analysis
Maxim Bichuch , Agostino Capponi and Stephan Sturm
Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences , Columbia University and Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences
Date Posted: February 23, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper The Asymmetric Effects of Oil Price Shocks on the Canadian Economy
Luiggi Donayre and Neil A. Wilmot
University of Minnesota - Duluth and University of Minnesota - Duluth - Department of Economics
Date Posted: February 21, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Post-Malthusian Dynamics in Pre-Industrial Scandinavia
Marc Klemp and Niels Framroze Møller
University of Copenhagen - Department of Economics and Technical University of Denmark
Date Posted: February 20, 2015
Last Revised: March 19, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Learning and Monetary Policy Shifts
FRB Atlanta Working Paper No. 2003-23
Frank Schorfheide
University of Pennsylvania - Department of Economics
Date Posted: February 18, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Asymmetric Predictability of Realized Semivariances and the Variations of Signed Jumps: Evidence from China's Stock Market
Nengsheng Fang , Wen Jiang and Ronghua Luo
Southwestern University of Finance and Economics (SWUFE) - School of Finance , Southwestern University of Finance and Economics (SWUFE) and Southwestern University of Finance and Economics (SWUFE) - School of Finance
Date Posted: February 18, 2015
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Does Austerity Pay Off?
CEPR Discussion Paper No. DP10425
Benjamin Born , Gernot Müller and Johannes Pfeifer
University of Mannheim - School of Economics (VWL) , University of Bonn and University of Mannheim - School of Economics (VWL)
Date Posted: February 17, 2015
Working Paper Series

Incl. Fee Electronic Paper A Spectral EM Algorithm for Dynamic Factor Models
CEPR Discussion Paper No. DP10417
Gabriele Fiorentini , Alessandro Galesi and Enrique Sentana
Universita di Firenze - Dipartimento di Statistica , Centre for Monetary and Financial Studies (CEMFI) and Centro de Estudios Monetarios y Financieros (CEMFI)
Date Posted: February 17, 2015
Working Paper Series

Incl. Fee Electronic Paper Forecasting Inflation Using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey
CEPR Discussion Paper No. DP10419
Sumru Altug
Koc University - Department of Economics
Date Posted: February 17, 2015
Working Paper Series

Incl. Electronic Paper Macroeconomic Announcements and Price Discovery in the Foreign Exchange Market
Yin-Feng Gau and Zhen-Xing Wu
National Central University and National Central University at Taiwan - Department of Finance
Date Posted: February 17, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Time-Varying Linkage of the Possible Safe-Haven Assets: A Cross-Market and Cross-Asset Analysis
Phong Minh Nguyen and Wei-Han Liu
La Trobe University - Faculty of Business, Economics and Law and Alfaisal University
Date Posted: February 17, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper On the Size of the Government Spending Multiplier in the Euro Area
Banque de France Working Paper No. 537
Patrick Feve and Jean-Guillaume Sahuc
University of Toulouse 1 - Toulouse School of Economics (TSE) and Banque de France - Centre de Recherche
Date Posted: February 14, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables
Jia Chen , Degui Li , Oliver B. Linton and Zudi Lu
University of York - Department of Economics and Related Studies , University of York , University of Cambridge and University of Southampton
Date Posted: February 11, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 292
Roberta Cardani , Alessia Paccagnini and Stefania Villa
Università of Milan, Bicocca- DEMS , University of Milan, Bicocca - Department of Economics, Quantitative Methods and Business Strategies (DEMS) and KU Leuven - Faculty of Business and Economics (FEB)
Date Posted: February 11, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper A Study of Causality and Co- Integration Effect Among the BRICS Countries Stock Exchanges - A Relationship Study
Singh, R. P., & Gandhi, M. (2014). A Study of Causality and Co- Integration effect among the BRICS Countries Stock Exchanges- A relationship study. Business Rethinking in 21st Century (pp. 435-447). New Delhi: Shree Publisher & Distributor.
Raman Preet Singh and Monika Gandhi
Vivekananda Institute of Professional Studies (VIPS) and Vivekananda Institute of Professional, Students
Date Posted: February 11, 2015
Accepted Paper Series
17 downloads


 

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