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JEL Code: C36

18,249 Total downloads

Viewing: 1 - 50 of 234 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
University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 2,075
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
University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 1,395
3.

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
University of Cologne - Department of Banking & Finance and University of Paderborn - Faculty of Business Administration, Economics and Business Computing
Downloads 713
4.

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
Australian National University (ANU) - Crawford School of Public Policy
Downloads 639
5.

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
Department of Economics, Sciences Po-CNRS
Downloads 565
6.

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

Number of pages: 54 Posted: 17 May 2016 Last Revised: 21 Nov 2017
Working Paper Series
University of Oklahoma and Hofstra University - Frank G. Zarb School of Business
Downloads 523
7.

Does Income Inequality Lead to Terrorism?

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

Multiple version iconThere are 2 versions of this paper

Downloads 374
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
University of Freiburg - Department of Economics and WZB Berlin Social Science Center
Downloads 370
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
University of California, Berkeley, Students
Downloads 349
10.

Identifying Latent Structures in Panel Data

Number of pages: 75 Posted: 13 Jun 2014 Last Revised: 30 Jun 2016
Working Paper Series
Singapore Management University, Department of Economics, the Chinese University of Hong Kong and Yale University - Cowles Foundation
Downloads 287
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
University of St. Andrews
Downloads 284
12.

Selecting Instrumental Variables: A Graph-Theoretic Approach

Number of pages: 48 Posted: 01 Sep 2013
Working Paper Series
Sasin of Chulalongkorn University and Duke University - Departments of Economics and Philosophy
Downloads 282
13.

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
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 250
14.

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
Stockholm School of Economics
Downloads 249
15.

Government Debt and its Macroeconomic Determinants – An Empirical Investigation

Number of pages: 27 Posted: 04 May 2015
Working Paper Series
IBS-Hyderabad
Downloads 222
16.

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
University of Vienna - Institute of Business Administration
Downloads 203
17.

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

Number of pages: 25 Posted: 04 May 2015
Working Paper Series
IBS-Hyderabad
Downloads 195
18.

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
London School of Economics & Political Science (LSE) - Centre for Economic Performance (CEP), Chulalongkorn University and University of Melbourne - Melbourne Institute of Applied Economic and Social Research
Downloads 184
19.

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
University of Oregon
Downloads 176
20.

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
Waseda University - School of Political Science and Economics, Arizona State University - School of Sustainability, Australian Energy Specialist and Waseda University - School of Commerce
Downloads 175
21.

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

Number of pages: 61 Posted: 05 Jul 2011
Working Paper Series
Bates College
Downloads 174
22.

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
Ca Foscari University of Venice - Dipartimento di Economia, affiliation not provided to SSRN and Athens University of Economics and Business - Department of Economics
Downloads 171
23.

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

Number of pages: 31 Posted: 27 Mar 2018 Last Revised: 13 Aug 2018
Working Paper Series
University of Maryland - Department of Finance
Downloads 170
24.

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 , CRREP Working Paper 2015-01,
Number of pages: 37 Posted: 19 Feb 2015 Last Revised: 29 Mar 2018
Accepted Paper Series
Université Laval and Université Laval - Département d'Économique
Downloads 161
25.

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
University of Rome II Tor Vergata, Faculty of Economics, Department of Economics and Institutions (DEI)
Downloads 158
26.

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

Number of pages: 32 Posted: 06 May 2017 Last Revised: 22 Jan 2018
Working Paper Series
Sciences Po - LIEPP and Department of Economics, Sciences Po-CNRS

Multiple version iconThere are 2 versions of this paper

Downloads 158
27.

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
Leiden University - Department of Economics and Leiden University - Leiden Law School

Multiple version iconThere are 2 versions of this paper

Downloads 158
28.

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
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 152
29.

An Option Theoretic Approach to Market Efficiency

Number of pages: 75 Posted: 05 Jun 2018 Last Revised: 05 Aug 2018
Working Paper Series
University of Maryland - Department of Finance
Downloads 148
30.

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
Columbia University
Downloads 147
31.

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
Kyiv School of Economics
Downloads 145
32.

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

Number of pages: 72 Posted: 19 Jul 2017 Last Revised: 16 May 2019
Working Paper Series
University of Maryland - Department of Finance
Downloads 143
33.

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
Indiana University - Kelley School of Business, Fudan University - School of Management and University of Washington - Michael G. Foster School of Business
Downloads 142
34.

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
University of Washington
Downloads 136
35.

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
University of St. Andrews, Newcastle University (UK) and Swansea University
Downloads 126
36.
Downloads 124
37.

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
University of Texas at Arlington - Department of Economics, University of Lethbridge and Lancaster University
Downloads 121
38.

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
National Sun Yat-sen University - Department of Finance, Department of Quantitative Finance, National Tsing Hua University and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 120
39.

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
IZA Institute of Labor Economics and Institute for Social and Economic Research
Downloads 120
40.

Persistence of Informality in a Developing Country

Number of pages: 19 Posted: 03 May 2012
Working Paper Series
Universidad ICESI - Economics & Management and Universidad de Alcalá
Downloads 116
41.

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
Fordham University - Department of Economics
Downloads 111
42.

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
Institute of Law and Economics, University of Hamburg
Downloads 107
43.

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
University of Toronto - Department of Economics and University of Montreal
Downloads 104
44.

E-Participation: Social Capital and the Internet

FEEM Working Paper No. 081.2014
Number of pages: 58 Posted: 04 Oct 2014
Working Paper Series
Sapienza University of Rome - Department of Economics and Law and STATEC
Downloads 103
45.

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
University of Chile - Center for Applied Economics (CEA) and Claremont Colleges - Claremont Graduate University
Downloads 94
46.

Accidental Rivals? EU Fiscal Rules, NATO, and Transatlantic Burden-Sharing

Number of pages: 45 Posted: 10 Nov 2016 Last Revised: 05 Oct 2017
Working Paper Series
King's College London
Downloads 90
47.

Collusion Detection in Public Procurement with Limited Information

Number of pages: 50 Posted: 11 Mar 2017 Last Revised: 03 Aug 2018
Working Paper Series
TOBB University of Economics and Technology - Department of Economics
Downloads 89
48.

Numerical Solutions of PIDEs for the Prices of Bond Options, Swaps, Caps and Floors for Levy-Based Stochastic Interest Rate Models

Number of pages: 19 Posted: 02 May 2010
Working Paper Series
Mälardalen University and University of Calgary
Downloads 89
49.

Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors

Tinbergen Institute Discussion Paper 13-001/III
Number of pages: 20 Posted: 11 Jan 2013
Working Paper Series
University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 88
50.

Does Gender Matter for Public Spending? Empirical Evidence from Italian Municipalities

Bank of Italy Temi di Discussione (Working Paper) No. 862
Number of pages: 52 Posted: 15 May 2012
Working Paper Series
Bank of Italy and Bank of Italy
Downloads 85