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Abstracts: 593,061
Full Text Papers: 493,121
Authors: 274,452
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SSRN eLibrary Search Results
JEL Code: C32
544,084 Total downloads
Showing Papers 981 - 1,030 of 3,674
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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
1 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
1 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
1 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
9 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
6 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
3 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
15 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
26 downloads

Incl. Electronic Paper Post-Malthusian Dynamics in Pre-Industrial Scandinavia
Marc Klemp and Niels Framroze Møller
University of Copenhagen - Department of Economics and University of Copenhagen - Department of Economics
Date Posted: February 20, 2015
Working Paper Series
2 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
4 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
2 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
9 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
13 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
18 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
6 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
15 downloads

Incl. Electronic Paper Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage
Econometric Reviews, Forthcoming
Stanislav Anatolyev and Nikita Kobotaev
New Economic School and Independent
Date Posted: February 11, 2015
Accepted Paper Series
20 downloads

Incl. Electronic Paper The Informational Content of SMP Deposit Auctions in Forecasting Short-Term Repurchase Agreement Interest Rates (Dissertation)
Kostas Vladimirou Kalevras
Athens University of Economics and Business, Department of Economics, Students
Date Posted: February 11, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper The Changing Transmission Mechanism of U.S. Monetary Policy
UNSW Business School Research Paper No. 2015-03
Norhana Endut , James Morley and Pao-Lin Tien
Central Bank of Malaysia , University of New South Wales and Wesleyan University Economics Department
Date Posted: February 10, 2015
Working Paper Series
12 downloads

Incl. Fee Electronic Paper Designing a Simple Loss Function for the Fed: Does the Dual Mandate Make Sense?
CEPR Discussion Paper No. DP10409
Davide Debortoli , Jinill Kim , Jesper Lindé and Ricardo Cavaco Nunes
Universitat Pompeu Fabra - Department of Economics and Business , Korea University , Sveriges Riksbank - Research Division and Federal Reserve Board
Date Posted: February 10, 2015
Working Paper Series

Incl. Electronic Paper Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?
Ruhr Economic Paper No. 506
Dirk G. Baur , Joscha Beckmann and Robert Czudaj
Kuehne Logistics University , University of Duisburg-Essen and University of Duisburg-Essen
Date Posted: February 08, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Impact of Derivative Trading on Currency Market Volatility in India
Global Journal of Multidisciplinary Studies Volume 4, Issue 02, January 2015, pp 226-238. ISSN: - 2348-0459
Saurabh Singh and L. K. Tripathi
Graduate School of Business, Devi Ahilya Vishwavidyalaya (DAVV) University and Devi Ahilya Vishwavidyalaya (DAVV) University
Date Posted: February 07, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Dynamic Asset Correlations Based on Vines
Benjamin Poignard and Jean-David Fermanian
ENSAE-CREST and Ensae-Crest
Date Posted: February 07, 2015
Working Paper Series
23 downloads

Incl. Fee Electronic Paper Analyzing Comovements in Housing Prices Using Vine Copulas
Economic Inquiry, Vol. 53, Issue 2, pp. 1156-1169, 2015
David M. Zimmer
Western Kentucky University - Department of Economics
Date Posted: February 07, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Statistical Inference for Panel Dynamic Simultaneous Equations Models
USC-INET Research Paper No. 15-07
Cheng Hsiao and Qiankun Zhou
University of Southern California - Department of Economics and University of Southern California
Date Posted: February 07, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper A Network Visualization Approach and Global Stock Market Integration
Mike Buckle , Jing Chen and Chen Tong
University of Wales, Swansea - School of Business and Economics , Swansea University, School of Management and Swansea University, School of Management
Date Posted: February 07, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper La Stima Del Pil Potenziale E Dell’Output Gap: Analisi Di Alcune Criticità (Estimation of Potential Output and Output Gap: An Analysis of Some Critical Issues)
Marco Fioramanti , Flavio Padrini and Corrado Pollastri
ISTAT - Italian National Institute of Statistics , Parliamentary Budget Office (PBO) and Independant
Date Posted: February 05, 2015
Last Revised: February 06, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Dynamic Principal Components: A New Class of Multivariate GARCH Models
Gian Piero Aielli and Massimiliano Caporin
Independant and University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: February 04, 2015
Working Paper Series
37 downloads

Incl. Fee Electronic Paper Small Sample Performance of Indirect Inference on DSGE Models
CEPR Discussion Paper No. DP10382
Vo Phuong Mai Le , David Meenagh , Patrick Minford and Michael R. Wickens
Cardiff University - Cardiff Business School , Cardiff University Business School , Cardiff University Business School and University of Cardiff; Centre for Economic Policy Research (CEPR)
Date Posted: February 02, 2015
Working Paper Series

Incl. Electronic Paper Causality between Economic Policy Uncertainty Across Countries: Evidence from Linear and Nonlinear Tests
Frontiers in Finance and Economics, Vol. 11, No. 1, 73-102, 2014
Ahdi Noomen Ajmi , Rangan Gupta and Patrick Kanda
BESTMOD (Business & Economic Statistics Modelling) - Statistics Department , University of Pretoria - Department of Economics and University of Pretoria - Department of Economics
Date Posted: February 02, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Dynamic Factor Models for the Volatility Surface
Michel van der Wel , Sait R. Ozturk and Dick J. C. van Dijk
Erasmus University Rotterdam , Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: February 01, 2015
Working Paper Series
64 downloads

Incl. Electronic Paper Discovering the Signs of Dutch Disease in Russia
BOFIT Discussion Paper No. 3/2015
V. V. Mironov and A. V. Petronevich
National Research University Higher School of Economics and Université Paris 1 Panthéon-Sorbonne
Date Posted: January 31, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Macroeconomic Consequences of the Real-Financial Nexus: Imbalances and Spillovers between China and the U.S.
BOFIT Discussion Paper No. 2/2015
Ke Pang and Pierre L. Siklos
Wilfrid Laurier University and Wilfrid Laurier University - School of Business & Economics
Date Posted: January 31, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Gold and Silver Prices, Long-Run and Short-Run Association
Arev Hambardzumyan
Independent
Date Posted: January 31, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Modeling Time Series with Both Permanent and Transient Components Using the Partially Autoregressive Model
Matthew Clegg
Independent
Date Posted: January 30, 2015
Working Paper Series
40 downloads

Analyzing the Exchange Rate Pass-Through in Mexico: Evidence Post Inflation Targeting Implementation
Ensayos sobre Política Económica 32 (74) 18-35, 2014,
Martín Alberto Rodríguez Brindis
Universidad Anáhuac Oaxaca (UA)
Date Posted: January 29, 2015
Accepted Paper Series

Size Distortions of the Wild Bootstrapped HCCME-Based LM Test for Serial Correlation in the Presence of Asymmetric Conditional Heteroskedasticity
Empirical Economics, Forthcoming
Klaus Grobys
University of Vaasa
Date Posted: January 29, 2015
Accepted Paper Series

Incl. Electronic Paper Flexibility in the Market for International Carbon Credits and Price Dynamics Difference with European Allowances
FEEM Working Paper No. 3.2015
Claire Gavard and Djamel Kirat
Fondazione Eni Enrico Mattei (FEEM) and University of Orleans
Date Posted: January 27, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Auxiliary Regressions for Identification of Trend Stationarity
Shlomo Zilca
Tel Aviv University, Faculty of Management
Date Posted: January 27, 2015
Last Revised: February 07, 2015
Working Paper Series
3 downloads

Dependence Structure between the Equity Market and the Foreign Exchange Market – A Copula Approach
Journal of International Money and Finance, Vol. 20, 2010
Cathy Ning
Ryerson University
Date Posted: January 26, 2015
Accepted Paper Series

Incl. Electronic Paper Microeconomic Models with Latent Variables: Applications of Measurement Error Models in Empirical Industrial Organization and Labor Economics
Yingyao Hu
Johns Hopkins University - Department of Economics
Date Posted: January 26, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Conditional Forecasts in Dynamic Multivariate Models
FRB Atlanta Working Paper Series No. 98-22
Daniel F. Waggoner and Tao Zha
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: January 25, 2015
Working Paper Series
6 downloads


 

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