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JEL Code: C36

22,554 Total downloads

Viewing: 1 - 50 of 275 papers

1.

Algorithms Behind Term Structure Models of Interest Rates Ii: The Hull-White Trinomial Tree of Interest Rates

Hebrew University Working Paper No. int071899
Number of pages: 17 Posted: 30 Nov 2001
Working Paper Series
Markus Leippold and Zvi Wiener
University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 2,140
2.

Algorithms Behind Term Structure Models of Interest Rates: I. Valuation and Hedging of Interest Rates Derivatives with the Ho-Lee Model

Number of pages: 22 Posted: 30 Nov 2001
Working Paper Series
Markus Leippold and Zvi Wiener
University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 1,454
3.

Fear and Loathing on the Campaign Trail: Did Immigration Cause Brexit?

Number of pages: 30 Posted: 29 Mar 2017 Last Revised: 06 Dec 2017
Working Paper Series
Max Viskanic
Department of Economics, Sciences Po-CNRS
Downloads 835
4.

Determinants of Market Beta: The Impacts of Firm-Specific Accounting Figures and Market Conditions

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 51 Posted: 27 Apr 2011 Last Revised: 10 Feb 2013
Accepted Paper Series
Tobias Schlueter and Soenke Sievers
University of Cologne - Department of Banking & Finance and Paderborn University
Downloads 766
5.

Selection Bias or Treatment Effect? A Re-Examination of Russell 1000/2000 Index Reconstitution

Number of pages: 55 Posted: 17 May 2016 Last Revised: 23 Oct 2019
Working Paper Series
Wei Wei and Alex Young
University of Oklahoma and Hofstra University - Frank G. Zarb School of Business
Downloads 730
6.

From Correlation to Granger Causality

Crawford School Research Paper No. 13
Number of pages: 37 Posted: 16 Nov 2011 Last Revised: 23 Apr 2012
Working Paper Series
David I. Stern
Australian National University (ANU) - Crawford School of Public Policy
Downloads 688
7.

Does Income Inequality Lead to Terrorism?

CESifo Working Paper Series No. 5821
Number of pages: 36 Posted: 21 Apr 2016
Working Paper Series
Tim Krieger and Daniel Meierrieks
University of Freiburg - Department of Economics and WZB Berlin Social Science Center

Multiple version iconThere are 2 versions of this paper

Downloads 487
8.

Does Income Inequality Lead to Terrorism? Evidence from the Post-9/11 Era

Discussion Paper Series, Wilfried Guth Endowed Chair for Constitutional Political Economy and Competition Policy, University of Freiburg, No. 2015-04
Number of pages: 30 Posted: 13 Jun 2015
Working Paper Series
Tim Krieger and Daniel Meierrieks
University of Freiburg - Department of Economics and WZB Berlin Social Science Center
Downloads 409
9.

Political Fundraising Networks

MIT Political Science Department Research Paper No. 2012-28
Number of pages: 28 Posted: 08 Nov 2012 Last Revised: 28 Nov 2012
Working Paper Series
Jason Poulos
University of California, Berkeley, Students
Downloads 380
10.

Selecting Instrumental Variables: A Graph-Theoretic Approach

Number of pages: 48 Posted: 01 Sep 2013
Working Paper Series
Piyachart Phiromswad and Kevin D. Hoover
Sasin of Chulalongkorn University and Duke University - Departments of Economics and Philosophy
Downloads 315
11.

Greenfield Investments, Cross-Border M&As, and Economic Growth in Emerging Countries

Economics and Business Letter, Vol 5, Issue 3, 2016
Number of pages: 10 Posted: 04 Mar 2016 Last Revised: 25 Nov 2016
Accepted Paper Series
Hiep Luu
University of St. Andrews
Downloads 313
12.

Government Debt and its Macroeconomic Determinants – An Empirical Investigation

Number of pages: 27 Posted: 04 May 2015
Working Paper Series
Vighneswara Swamy
IBS-Hyderabad
Downloads 301
13.

Identifying Latent Structures in Panel Data

Number of pages: 75 Posted: 13 Jun 2014 Last Revised: 30 Jun 2016
Working Paper Series
Liangjun Su, Zhentao Shi and Peter C. B. Phillips
Singapore Management University, Department of Economics, the Chinese University of Hong Kong and Yale University - Cowles Foundation
Downloads 296
14.

Profiling Compliers and Non-compliers for Instrumental Variable Analysis

Number of pages: 22 Posted: 03 Jun 2019 Last Revised: 20 Dec 2019
Working Paper Series
Moritz Marbach and Dominik Hangartner
ETH Zürich - Department of Humanities, Social and Political Sciences (GESS) and London School of Economics & Political Science (LSE)
Downloads 285
15.

Causal Inference Methods: Lessons from Applied Microeconomics

Number of pages: 76 Posted: 15 Nov 2018
Working Paper Series
Laura Dague and Joanna Lahey
Texas A&M University - George Bush School of Government and Public Service and Texas A&M University - George Bush School of Government and Public Service
Downloads 269
16.

Endogeneity and the Dynamics of Voluntary Disclosure Quality: Is There Really an Effect on the Cost of Equity Capital?

Number of pages: 66 Posted: 16 Jan 2014 Last Revised: 20 Aug 2018
Working Paper Series
Florian Eugster
Stockholm School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 265
17.

Firm Performance and (Foreign) Debt Financing before and during the Crisis: Evidence from Firm-Level Data

European Stability Mechanism Research Paper No. 15
Number of pages: 41 Posted: 11 Oct 2013 Last Revised: 19 Apr 2017
Working Paper Series
Mateja Gabrijelcic, Uros Herman and Andreja Lenarcic
Bank of Slovenia, Goethe University Frankfurt, House of Finance (HoF), Graduate School of Economics, Finance and Management (GSEFM), Students and European Stability Mechanism

Multiple version iconThere are 2 versions of this paper

Downloads 257
18.

Impact of Live Chat on Purchase in Electronic Markets: The Moderating Role of Information Cues

Forthcoming in Information Systems Research
Number of pages: 53 Posted: 03 Oct 2016 Last Revised: 21 Apr 2019
Accepted Paper Series
Xue Tan, Youwei Wang and Yong Tan
Indiana University - Kelley School of Business, Fudan University - School of Management and University of Washington - Michael G. Foster School of Business
Downloads 248
19.

The Effect of ISO 14001 on Environmental Performance: Resolving Equivocal Findings

Journal of Environmental Management, Forthcoming
Number of pages: 41 Posted: 19 Oct 2015 Last Revised: 06 Nov 2015
Accepted Paper Series
Toshi H. Arimura, Nicole Darnall, Rama Ganguli and Hajime Katayama
Waseda University - School of Political Science and Economics, Arizona State University - School of Sustainability, Australian Energy Specialist and Waseda University - School of Commerce
Downloads 246
20.

The Turkish Phillips Curve Experience and the New Keynesian Phillips Curve: A Conceptualization and Application of a Novel Measure for Marginal Costs

International Research Journal of Finance and Economics, Vol. 63, pp. 8-45, 2011
Number of pages: 38 Posted: 20 May 2011
Accepted Paper Series
Gökhan Saz
University of Vienna - Institute of Business Administration
Downloads 234
21.

The Marginal Income Effect of Education on Happiness: Estimating the Direct and Indirect Effects of Compulsory Schooling on Well-Being in Australia

Melbourne Institute Working Paper No. 16/13
Number of pages: 40 Posted: 03 May 2013 Last Revised: 31 May 2013
Working Paper Series
Nattavudh Powdthavee, Warn N. Lekfuangfu and Mark Wooden
London School of Economics & Political Science (LSE) - Centre for Economic Performance (CEP), Universidad Carlos III de Madrid and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 228
22.

Dismantling the 'Jungle': Migrant Relocation and Extreme Voting in France

Number of pages: 40 Posted: 06 May 2017 Last Revised: 21 May 2019
Working Paper Series
Paul Vertier and Max Viskanic
Sciences Po - LIEPP and Department of Economics, Sciences Po-CNRS

Multiple version iconThere are 2 versions of this paper

Downloads 217
23.

Government Debt and Economic Growth – Decomposing the Cause and Effect Relationship

Number of pages: 25 Posted: 04 May 2015
Working Paper Series
Vighneswara Swamy
IBS-Hyderabad
Downloads 210
24.

Latent Instrumental Variables: A Critical Review

Institute for New Economic Thinking Working Paper Series No. 46
Number of pages: 43 Posted: 05 Aug 2016
Working Paper Series
Irene Hueter
Columbia University
Downloads 199
25.

A New Method for Uniform Subset Inference of Linear Instrumental Variables Models

Number of pages: 29 Posted: 19 Jun 2015 Last Revised: 22 Jul 2015
Working Paper Series
Yinchu Zhu
University of Oregon
Downloads 193
26.

Objective Measures of Market Efficiency; Applications to Securities Class Actions and Valuations

Berkeley Business Law Journal, Vol. 16, No. 2, 2019
Number of pages: 18 Posted: 27 Mar 2018 Last Revised: 11 Nov 2019
Accepted Paper Series
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 191
27.

Avoiding the Pitfalls of Instrumental Variables Estimation with Few or Many Instruments

Number of pages: 61 Posted: 05 Jul 2011
Working Paper Series
Michael P. Murray
Bates College
Downloads 184
28.

Intertemporal Labor Force Participation of Married Women in Germany: A Panel Data Analysis

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 17/WP/2011
Number of pages: 24 Posted: 29 Oct 2011
Accepted Paper Series
Enrica Croda, Ekaterini Kyriazidou and Ioannis Polycarpou
Ca Foscari University of Venice - Dipartimento di Economia, affiliation not provided to SSRN and Athens University of Economics and Business - Department of Economics
Downloads 181
29.

Auctions Versus Negotiations: Evidence from Public Procurement in the Italian Healthcare Sector

CEIS Working Paper No. 191
Number of pages: 37 Posted: 05 Apr 2011
Working Paper Series
Mercedes Vellez
University of Rome II Tor Vergata, Faculty of Economics, Department of Economics and Institutions (DEI)
Downloads 179
30.

Market Efficiency, Short Sales Costs & Constraints, and Trading Volume; A Structural Study

Number of pages: 47 Posted: 19 Jul 2017 Last Revised: 14 Apr 2020
Working Paper Series
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 171
31.

Some Challenges in the Empirics of the Effects of Networks

Oxford Handbook on the Economics of Networks, Y. Bramoullé, B. Rogers and A. Galeotti (Eds.), Oxford University Press, 2015, Forthcoming
Number of pages: 37 Posted: 19 Feb 2015 Last Revised: 29 Mar 2018
Accepted Paper Series
Vincent Boucher and Bernard Fortin
Université Laval and Université Laval - Département d'Économique
Downloads 171
32.

An Option Theoretic Approach to Market Efficiency

Annals of Financial Economics (Forthcoming)
Number of pages: 21 Posted: 05 Jun 2018 Last Revised: 16 Nov 2019
Accepted Paper Series
Rajeev R. Bhattacharya
Washington Finance and Economics
Downloads 166
33.

Early Retirement Across Europe. Does Non-Standard Employment Increase Participation of Older Workers?

Netspar Discussion Paper No. 10-2014-044
Number of pages: 40 Posted: 16 Oct 2014
Working Paper Series
Jim Been and Olaf van Vliet
Leiden University - Department of Economics and Leiden University - Leiden Law School

Multiple version iconThere are 2 versions of this paper

Downloads 163
34.

Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments

PIER Working Paper No. 12-045
Number of pages: 46 Posted: 27 Nov 2012
Working Paper Series
Xu Cheng and Zhipeng Liao
University of Pennsylvania - Department of Economics and University of California, Los Angeles (UCLA) - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 157
35.

Brain Gain or Brain Waste? The Performance of Return Labor Migrants in the Ukrainian Labor Market

Economics Education and Research Consortium Working Paper No. 11/06E
Number of pages: 46 Posted: 09 Apr 2011
Working Paper Series
Olga Kupets
Kyiv School of Economics
Downloads 156
36.

A Study of the Regulatory Input Parameters in the Granularity Adjustment of the Gordy-Lütkebohmert Model and a New Method to Calibrate Them to Rating Grades

Number of pages: 18 Posted: 01 Mar 2019
Working Paper Series
Dr. Achim Posthaus
Frankfurt School of Finance and Management
Downloads 151
37.

Impact of Social Network Structure on Content Propagation – A Study Using YouTube Data

Quantitative Marketing and Economics, Vol. 10, No. 1, 2012
Number of pages: 49 Posted: 19 Nov 2012
Accepted Paper Series
Hema Yoganarasimhan
University of Washington
Downloads 150
38.

A Time-Varying True Individual Effects Model with Endogenous Regressors

Number of pages: 45 Posted: 26 Jan 2016 Last Revised: 26 Feb 2019
Working Paper Series
Levent Kutlu, Kien Tran and Mike Tsionas
University of Texas Rio Grande Valley, University of Lethbridge and Lancaster University
Downloads 141
39.

Does Foreign Direct Investment Accelerate Vietnamese Economic Growth? – A Simultaneous Equations Approach

Journal of Developing Areas, 2017, vol. 51, issue 4, 331-345
Number of pages: 34 Posted: 28 Nov 2016 Last Revised: 30 Sep 2017
Accepted Paper Series
Hiep Luu, Dr Vu Quang Trinh (Rainy) and Nam Vu
University of St. Andrews, Newcastle University Business School and University of Birmingham, Department of Economics, Students
Downloads 140
40.

Estimating Models of Supply and Demand: Instruments and Covariance Restrictions

Number of pages: 56 Posted: 28 Aug 2017 Last Revised: 12 Dec 2019
Working Paper Series
Alexander MacKay and Nathan Miller
Harvard University - Business School (HBS) and Georgetown University - Robert Emmett McDonough School of Business
Downloads 138
41.

The Long-Run Effects of Attending an Elite School: Evidence from the UK

IZA Discussion Paper No. 8617
Number of pages: 84 Posted: 22 Nov 2014
Working Paper Series
Damon Clark and Emilia Del Bono
IZA Institute of Labor Economics and Institute for Social and Economic Research
Downloads 134
42.

Industry Characteristics and Financial Risk Contagion

Journal of Banking and Finance, Forthcoming
Number of pages: 48 Posted: 24 Feb 2013 Last Revised: 01 May 2014
Accepted Paper Series
Chih-Wei Wang, Wan-Chien Chiu and Juan Ignacio Peña
National Central University - Department of Finance, Department of Quantitative Finance, National Tsing Hua University and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 131
43.

Finding the Sweet Spot: Ad Scheduling on Streaming Media

Number of pages: 73 Posted: 17 Dec 2019 Last Revised: 29 Dec 2019
Working Paper Series
Prashant Rajaram, Puneet Manchanda and Eric M. Schwartz
University of Michigan, Stephen M. Ross School of Business, University of Michigan, Stephen M. Ross School of Business and University of Michigan, Stephen M. Ross School of Business
Downloads 129
44.

Persistence of Informality in a Developing Country

Number of pages: 19 Posted: 03 May 2012
Working Paper Series
Jhon James Mora and Juan Muro
Universidad ICESI - Economics & Management and Universidad de Alcalá
Downloads 127
45.

Causal Paths and Exogeneity Tests in Generalcorr Package for Air Pollution and Monetary Policy

Number of pages: 39 Posted: 07 Jun 2017
Working Paper Series
Hrishikesh D. Vinod
Fordham University - Department of Economics
Downloads 124
46.

Judicial Errors, Crime Deterrence and Appeals: Evidence from U.S. Federal Courts

Number of pages: 60 Posted: 02 Mar 2016 Last Revised: 05 Dec 2018
Working Paper Series
Roee Sarel
Institute of Law and Economics, University of Hamburg
Downloads 122
47.

Causal Effects of Maternal Time-Investment on Children's Cognitive Outcomes

Center for Applied Economics, Working Paper 285
Number of pages: 45 Posted: 23 Apr 2013
Working Paper Series
Benjamin Villena-Roldan and Cecilia Rios-Aguilar
University of Chile - Center for Applied Economics (CEA) and Claremont Colleges - Claremont Graduate University
Downloads 115
48.

E-Participation: Social Capital and the Internet

FEEM Working Paper No. 081.2014
Number of pages: 58 Posted: 04 Oct 2014
Working Paper Series
Fabio Sabatini and Francesco Sarracino
Sapienza University of Rome - Department of Economics and Law and STATEC
Downloads 115
49.

A Tale of Two Cities: Settlement Disparities in School Achievement in Ouagadougou (Burkina Faso)

Number of pages: 37 Posted: 05 Mar 2014 Last Revised: 12 Nov 2014
Working Paper Series
Ismael Mourifie and Idrissa Ouili
University of Toronto - Department of Economics and University of Montreal
Downloads 113
50.

Collusion Detection in Public Procurement with Limited Information

Number of pages: 50 Posted: 11 Mar 2017 Last Revised: 03 Aug 2018
Working Paper Series
Bedri Kamil Onur Tas
TOBB University of Economics and Technology - Department of Economics
Downloads 108