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SSRN eLibrary Search Results
JEL Code: C01
66,202 Total downloads
Time Series Experiments and Causal Estimands: Exact Randomization Tests and TradingIavor Bojinov and Neil Shephard Harvard University, Department of Statistics, Students and Harvard University Date Posted: June 26, 2017 Working Paper Series 13 downloads
Focused Shrinkage Estimators for the Global Minimum Variance PortfolioFilip Klimenka and James Wolter University of Oxford and University of Oxford Date Posted: June 26, 2017 Working Paper Series 7 downloads Duration of Low Wage Employment: A Study Based on a Survival Model Forthcoming, International Journal of Social Economics Francisco J. F. Silva, José António Cabral Vieira, Pimenta Sr. and João C. A. Teixeira University of the Azores - Department of Economics and Business, University of the Azores - Department of Economics and Business, University of the Azores and University of the Azores - School of Business and Economics Date Posted: June 22, 2017 Accepted Paper Series
The Economic Cost of Carbon Abatement with Renewable Energy PoliciesCER-ETH – Center of Economic Research at ETH Zurich Working Paper No. 17/273, Jan Abrell, Mirjam Kosch and Sebastian Rausch ETH Zurich, ETH Zürich and ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich Date Posted: June 16, 2017 Working Paper Series 4 downloads
Quantitative Modeling of Trust and Trust Management Protocols in Next-Generation Social Networks-Based Wireless Mobile AD HOC NetworksIUP Journal of Computer Sciences, Vol. XI, No. 2, pp. 7-28. April 2017 Yogesh Malhotra Global Risk Management Network, LLC Date Posted: June 10, 2017 Last Revised: June 12, 2017 Accepted Paper Series 9 downloads
Backtesting Distributional Forecasts in Counterparty Risk II: Empirical Results for Long Horizon TestingHany Farag and Minyao Zhou CIBC and McMaster University, Faculty of Science, Department of Mathematics and Statistics, Students Date Posted: May 28, 2017 Working Paper Series 31 downloads Generating the Rosenbaum Sensitivity Metric for Matched Samples Which Result in Binary Outcomes by Using the McNemar's T-Test Statistic Hemang Subramanian Florida International University Date Posted: May 26, 2017 Working Paper Series
Empirical Methods for the LawMPI Collective Goods Preprint, No. 2017/7 Christoph Engel Max Planck Institute for Research on Collective Goods Date Posted: May 10, 2017 Working Paper Series 64 downloads
Multiple Regression Model Averaging and the Focused Information Criterion with an Application to Portfolio ChoiceFilip Klimenka and James Wolter University of Oxford and University of Oxford Date Posted: May 10, 2017 Working Paper Series 17 downloads
Focused Shrinkage with an Application to Portfolio ChoiceFilip Klimenka and James Wolter University of Oxford and University of Oxford Date Posted: May 10, 2017 Working Paper Series 24 downloads
Impact of Corruption on Economic Development: Case of TunisiaA. Zouaoui, Mounira Ben-Arab, H. Eleuch, C. Elaoun and Anas AlQudah King Saud University - College of Business Administration, University of Tunis, University of Texas at Austin, University of Sfax - Institut des Hautes Etudes Commerciales (IHEC) and Universiti Teknologi Brunei Date Posted: May 10, 2017 Working Paper Series 10 downloads
Inequality Indices as Tests of FairnessIZA Discussion Paper No. 10721 Ravi Kanbur and Andy Snell Cornell University and University of Edinburgh - Economics Date Posted: May 01, 2017 Working Paper Series 3 downloads
Has the Brexit Vote Affected the United Kingdom's Largest Trading Partners?L. Jan Reid Coast Economic Consulting Date Posted: April 25, 2017 Last Revised: May 22, 2017 Working Paper Series 31 downloads
Sentiment Spillover Effects for US and European CompaniesFrancesco Audrino and Anastasija Tetereva University of St. Gallen and University of St. Gallen Date Posted: April 24, 2017 Working Paper Series 50 downloads
High Frequency vs. Daily Resolution: The Economic Value of Forecasting Volatility ModelsQuaderni - Working Paper DSE N° 1099, Francesca Lilla University of Bologna - Department of Economics Date Posted: April 10, 2017 Working Paper Series 43 downloads
Asset Allocation with Correlation: A Composite Trade-OffEuropean Journal of Operational Research, Forthcoming Rachael Carroll, Thomas Conlon, John Cotter and Enrique Salvador Trinity College (Dublin), University College Dublin, University College Dublin and Universitat Jaume I Date Posted: April 08, 2017 Accepted Paper Series 169 downloads
The Effects of VIX Index, Exchange Rate & Oil Prices on the BIST 100 Index: A Quantile Regression ApproachBilgehan Tekin and Mercan Hatipoğlu Çankırı Karatekin University and Çankırı Karatekin University Date Posted: April 06, 2017 Working Paper Series 40 downloads
A Non-Structural Investigation of VIX Risk Neutral DensityAndrea Barletta, Paolo Santucci de Magistris and Francesco Violante Department of Economics and Business Economics - Aarhus BSS, University of Aarhus - CREATES and Maastricht University - Department of Economics Date Posted: April 01, 2017 Working Paper Series 49 downloads
Panel Models with Interactive EffectsUSC-INET Research Paper No. 17-12 Cheng Hsiao University of Southern California - Department of Economics Date Posted: March 31, 2017 Working Paper Series 36 downloads 
Inequality Indices as Tests of FairnessCEPR Discussion Paper No. DP11930 Ravi Kanbur and Andy Snell Cornell University and University of Edinburgh - Economics Date Posted: March 27, 2017 Working Paper Series
Tax-Financing of Budget Deficits in LDCs: Re-Validation of Laffer Curve TheoryOkafor, S.O., Maduka,O.D., Ike, A.N, & Uzoechina, B.I (2017). Tax-Financing of Budget Deficits in LDCs: Re-Validation of Laffer Curve Theory. Applied Economics and Finance, 4(3), 89-101 Samuel O. Okafor Nnamdi Azikiwe University - Department of Economics Date Posted: March 27, 2017 Accepted Paper Series 13 downloads
Numerical Algorithm for Inverting the Pure Characteristics Model of DemandRoman Istomin Penn State U Date Posted: March 21, 2017 Working Paper Series 4 downloads
Challenges in Implementing Worst-Case AnalysisJon Danielsson, Lerby Murat Ergun and Casper G. de Vries London School of Economics - Systemic Risk Centre, London School of Economics & Political Science (LSE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Date Posted: March 15, 2017 Working Paper Series 37 downloads
A Meta-Analysis About the Relationship between Family Firms and Firm PerformanceDominik Wagner University of Trier - Faculty of Management Date Posted: February 19, 2017 Last Revised: March 27, 2017 Working Paper Series 46 downloads
Long Memory Processes and Complex Systems: An Interesting ConnectionFernando Fernandes and Claudio Garcia Escola Politécnica and Escola Politécnica Date Posted: February 18, 2017 Working Paper Series 12 downloads
Probabilistic Topic Model for Hybrid Recommender Systems: A Stochastic Variational Bayesian ApproachColumbia Business School Research Paper No. 17-24 Asim Ansari, Yang Li and Jonathan Z. Zhang Columbia Business School - Marketing, Cheung Kong Graduate School of Business and University of Washington - Michael G. Foster School of Business Date Posted: February 15, 2017 Working Paper Series 38 downloads
Dynamic Preference HeterogeneityColumbia Business School Research Paper No. 17-23 Ryan Dew, Yang Li and Asim Ansari Columbia University, Columbia Business School, Marketing, Students, Cheung Kong Graduate School of Business and Columbia Business School - Marketing Date Posted: February 13, 2017 Last Revised: June 23, 2017 Working Paper Series 63 downloads
An Empirical Study of University Patent ActivityNYU Journal of Intellectual Property & Entertainment Law, Forthcoming Christopher J. Ryan Jr. and Brian L. Frye Vanderbilt University, Peabody College - Higher Education Law & Policy and University of Kentucky - College of Law Date Posted: February 11, 2017 Last Revised: March 20, 2017 Accepted Paper Series 83 downloads
Market Risk Management in a Post-Basel II Regulatory EnvironmentCESifo Working Paper Series No. 6293 Branko V. Urosevic, Mikica Drenovak, Vladimir Rankovic, Ranko Jelic and Milos Ivanovic University of Belgrade - Faculty of Economics, University of Kragujevac, University of Kragujevac, University of Sussex - School of Business Management and Economics and University of Kragujevac Date Posted: February 09, 2017 Working Paper Series 26 downloads
A Forecasting Performance Comparison of Dynamic Factor Models Based on Static and Dynamic MethodsFabio Della Marra University of Parma - Dipartimento di Economia Date Posted: February 08, 2017 Working Paper Series 18 downloads
Riskiness of Real Estate Development: A Perspective from Urban Economics & Option Value TheoryDavid Geltner, Anil Kumar and Alex van de Minne Massachusetts Institute of Technology (MIT), IESE Business School and Massachusetts Institute of Technology (MIT) Date Posted: January 28, 2017 Working Paper Series 70 downloads
Do Different Price Points Exhibit Different Investment Risk and Return Commercial Real EstateDavid Geltner and Alex van de Minne Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) Date Posted: January 28, 2017 Working Paper Series 86 downloads
Transcending the New Macroeconomic Orthodoxy in the Eurozone: A Post-Keynesian ViewZbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 34, No. 2, 2016, pp. 419-441, Kristijan Kotarski and Milan Deskar-Škrbić University of Zagreb and Erste&Steiermarkische bank Date Posted: January 23, 2017 Accepted Paper Series 6 downloads
Assessing Target Volatility Investment Strategies Using Stochastic Delayed Differential ModelsLorenzo Torricelli Ludwig Maximilian University of Munich - Department of Mathematics Date Posted: January 21, 2017 Last Revised: March 11, 2017 Working Paper Series 53 downloads
Measurement of Validity of Corruption IndicesHigher School of Economics Research Paper No. WP BRP 42/PS/2017 Anastasiia Shukhova and Yulii Nisnevich University of Mannheim and National Research University Higher School of Economics Date Posted: January 18, 2017 Working Paper Series 27 downloads
The Bayesian Additive Classification Tree Applied to Credit Risk ModellingSFB 649 Discussion Paper 2008-003 Junni L. Zhang and Wolfgang K. Härdle Peking University and Humboldt University of Berlin - Institute for Statistics and Econometrics Date Posted: January 09, 2017 Working Paper Series 5 downloads
Independent Component Analysis Via Copula TechniquesSFB 649 Discussion Paper 2008-004 Ray-Bing Chen, MH Guo, Wolfgang K. Härdle and Shih-Feng Huan National Cheng Kung University, National Sun Yat-sen University, Humboldt University of Berlin - Institute for Statistics and Econometrics and National Sun Yat-sen University Date Posted: January 09, 2017 Accepted Paper Series 5 downloads
Overstating and Understating Interaction Results in International Business ResearchJournal of World Business, Forthcoming Allison Kingsley, Tom G. Noordewier and Richard Vanden Bergh University of Vermont - Grossman School of Business, University of Vermont - School of Business Administration and University of Vermont - School of Business Administration Date Posted: January 09, 2017 Accepted Paper Series 28 downloads
Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in ElectricitySFB 649 Discussion Paper 2011-013 Wolfgang K. Härdle and Maria Osipenko Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE) Date Posted: January 09, 2017 Working Paper Series 10 downloads
Risk Valuation for Securities with Limited LiquidityJack Sarkissian Algostox Trading Date Posted: December 30, 2016 Working Paper Series 61 downloads
Modelling Supply Response and Investment in Agriculture in Developing Countries - A View from the CloisterLalmani Pandey Indian School of Business, Hyderabad Date Posted: December 28, 2016 Working Paper Series 15 downloads
A Survey of Some Recent Applications of Optimal Transport Methods to EconometricsAlfred Galichon NYU, Department of Economics and Courant Institute Date Posted: December 23, 2016 Working Paper Series 77 downloads
A General Framework for Modelling Mortality to Better Estimate Its Relationship with Interest Rate RisksSCOR Paper no39 - Dynamics of Interest Rates and Mortality Indices Michel M. Dacorogna and Giovanna Apicella DEAR-Consulting and La Sapienza University of Rome Date Posted: December 22, 2016 Working Paper Series 48 downloads
Causality Networks of Financial AssetsStavros Stavroglou, Athanasios A. Pantelous, Kimmo Soramaki and Konstantin Zuev Department of Mathematical Sciences and Institute for Risk and Uncertainty, University of Liverpool, UK, University of Liverpool, Department of Mathematical Sciences and Institute for Risk and Uncertainty, Financial Network Analytics Ltd and California Institute of Technology Date Posted: December 22, 2016 Last Revised: December 23, 2016 Working Paper Series 293 downloads Inference with Hamiltonian Sequential Monte Carlo Simulators Remi Daviet University of Toronto - Department of Economics Date Posted: December 22, 2016 Working Paper Series
An Empirical Analysis of Risk Factors in Aviation: Evidence from 1995-2016 NTSB DataReid Herman and Rossitza B. Wooster Portland State University - Department of Economics and Portland State University Date Posted: December 19, 2016 Working Paper Series 30 downloads
Nonparametric Tests for Treatment Effect Heterogeneity with Duration OutcomesPedro H. C. Sant'Anna Vanderbilt University - College of Arts and Science - Department of Economics Date Posted: December 08, 2016 Last Revised: April 20, 2017 Working Paper Series 60 downloads
The Effects of Mobile Apps on Shopper Purchases and Product ReturnsMays Business School Research Paper No. 2878903 Unnati Narang and Venkatesh Shankar Texas A&M University (TAMU), Mays Business School, Business Administration - Marketing, Students and Texas A&M University - Mays Business School Date Posted: December 02, 2016 Working Paper Series 270 downloads
Negative Impact of CTT on Gold Futures Traded in MCX: Analysis of Evidence Using Impulse Response FunctionVelmurugan Palaniyappa Shanmugam and Perumalraja R Pondicherry University - Department of Commerce and Pondicherry University - Department of Commerce, Students Date Posted: November 18, 2016 Working Paper Series 30 downloads
High Frequency vs. Daily Resolution: The Economic Value of Forecasting Volatility ModelsQuaderni - Working Paper DSE N° 1084, Francesca Lilla University of Bologna - Department of Economics Date Posted: November 17, 2016 Working Paper Series 23 downloads |
