SSRN JEL Code: C36

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 1,903

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 1,335

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

Tobias Schlueter and Soenke Sievers

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

Downloads 659

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

David I. Stern

Australian National University (ANU) - Crawford School of Public Policy

Downloads 526

5.

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 University of Freiburg

Downloads 302

6.

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 302

7.

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 267

8.

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

Downloads 234

9.

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 Ngoc Luu

University of St. Andrews

Downloads 223

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 219

11.

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

Number of pages: 48 Posted: 16 Jan 2014

Working Paper Series

Florian Eugster

Stockholm School of Economics

Downloads 218

12.

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 University of Freiburg

There are 2 versions of this paper

Downloads 185

13.

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 172

14.

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 167

15.

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 159

16.

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

There are 2 versions of this paper

Downloads 150

17.

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 150

18.

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 , CIRPÉE Working Paper 15-04,

Number of pages: 37 Posted: 19 Feb 2015

Accepted Paper Series

Vincent Boucher and Bernard Fortin

Laval University and Laval University - Département d'Économique

Downloads 146

19.

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

There are 3 versions of this paper

Downloads 142

20.

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 137

21.

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 128

22.

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), University College London and University of Melbourne - Melbourne Institute of Applied Economic and Social Research

Downloads 125

23.

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 122

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 111

25.

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 107

26.

Risk Attitudes, Investment Behavior and Linguistic Variation

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 34/15

Number of pages: 48 Posted: 27 Dec 2015 Last Revised: 04 Dec 2016

Working Paper Series

Matija Kovacic, Juliana Bernhofer and Francesco Costantini

Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Department of Economics and Università degli Studi di Udine

There are 2 versions of this paper

Downloads 104

27.

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 102

28.

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

Foster School of Business, University of Washington

Downloads 102

29.

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 101

30.

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 99

31.

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 Sun Yat-sen University - Department of Finance, Adam Smith Business School, University of Glasgow and Universidad Carlos III de Madrid - Department of Business Administration

Downloads 96

32.

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

Anatoliy Malyarenko and Anatoliy V. Swishchuk

Mälardalen University and University of Calgary

Downloads 84

33.

Can Live Chats Substitute for Reputation? Evidence from Clickstream Data

Number of pages: 40 Posted: 03 Oct 2016 Last Revised: 10 Dec 2016

Working 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 81

34.

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 80

35.

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

Simon A. Broda

University of Amsterdam - Amsterdam School of Economics (ASE)

Downloads 80

36.

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

Forthcoming, Journal of Developing Areas

Number of pages: 34 Posted: 28 Nov 2016 Last Revised: 24 May 2017

Accepted Paper Series

Hiep Ngoc Luu, Vu Quang Trinh and Nam Hoai Vu

University of St. Andrews, Newcastle University (UK) and University of Leicester - Department of Economics

Downloads 77

37.

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 72

38.

Networks in Conflict: Theory and Evidence from the Great War of Africa

University of Zurich, UBS International Center of Economics in Society, Working Paper No. 14

Number of pages: 72 Posted: 17 Dec 2015

Working Paper Series

Michael König, Dominic Rohner, Mathias Thoenig and Fabrizio Zilibotti

University of Zurich - Department of Economics, University of Zurich, University of Lausanne and University of Zurich

There are 3 versions of this paper

Downloads 72

39.

Adaptive GMM Shrinkage Estimation with Consistent Moment Selection

Number of pages: 61 Posted: 15 Oct 2012 Last Revised: 05 Dec 2012

Working Paper Series

Zhipeng Liao

University of California, Los Angeles (UCLA) - Department of Economics

Downloads 70

40.

Trade, Integration, and Interregional Inequality

CESifo Working Paper Series No. 4799

Number of pages: 53 Posted: 24 Jun 2014

Working Paper Series

Georg Hirte and Christian Lessmann

Technische Universität Dresden Institute of Transport & Economics and Technology University of Braunschweig

Downloads 70

41.

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

Number of pages: 52 Posted: 02 Mar 2016 Last Revised: 03 Oct 2016

Working Paper Series

Roee Sarel

Frankfurt School of Finance & Management gemeinnützige GmbH

Downloads 68

42.

Do Corporate Cash Holdings Decrease the Impact of Tail Risk Spillovers from the Financial Sector? Evidence from Europe

Number of pages: 54 Posted: 01 Apr 2014 Last Revised: 22 Dec 2014

Working Paper Series

Wan-Chien Chiu, Juan Ignacio Peña and Chih-Wei Wang

Adam Smith Business School, University of Glasgow, Universidad Carlos III de Madrid - Department of Business Administration and National Sun Yat-sen University - Department of Finance

Downloads 66

43.

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 Public Affairs & School of Sustainability, Australian Energy Specialist and Waseda University - School of Commerce

Downloads 63

44.

The Pursuit of Happiness? Subjective Wellbeing and Internal Migration in Great Britain

Number of pages: 31 Posted: 19 Mar 2013

Working Paper Series

William Whittaker

University of Manchester

Downloads 63

45.

A Class of Adaptive EM-Based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation

Tinbergen Institute Discussion Paper No. 2011-004/4

Number of pages: 53 Posted: 10 Jan 2011

Working Paper Series

Lennart F. Hoogerheide, Anne Opschoor and H. K. van Dijk

Vrije Universiteit Amsterdam - Dept. of Econometrics, Vrije Universiteit Amsterdam and Tinbergen Institute

Downloads 62

46.

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

Massimiliano Rigon and Giulia Tanzi

Bank of Italy and Bank of Italy

Downloads 62

47.

Pca2: Implementing a Strategy to Reduce the Instrument Count in Panel GMM

Quaderni - Working Paper DSE N° 960,

Number of pages: 25 Posted: 02 Sep 2014

Working Paper Series

Maria Elena Bontempi and Irene Mammi

University of Bologna - Department of Economics and University of Bologna - School of Economics, Management, and Statistics

Downloads 59

48.

Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo

Tinbergen Institute Discussion Paper 12-098/III

Number of pages: 35 Posted: 27 Sep 2012

Working Paper Series

Arnold Zellner, Tomohiro Ando, Nalan Basturk, Lennart F. Hoogerheide and H. K. van Dijk

University of Chicago, Booth School of Business (Deceased), Melbourne Business School, Maastricht University - Department of Quantitative Economics, Vrije Universiteit Amsterdam - Dept. of Econometrics and Tinbergen Institute

Downloads 58

49.

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 of Applied Economics (CEA) and Claremont Colleges - Claremont Graduate University

Downloads 58

50.

Why Do Banks Default When Asset Quality is High?

The International Journal of Business and Finance Research, Vol. 6, No.1, pp. 83-96, 2012

Number of pages: 14 Posted: 05 Jan 2012

Accepted Paper Series

Lie-Jane Kao, Po-Cheng Wu and Tai-Yuan Chen

Kainan University, Kainan University and Kainan University - Department of Banking and Finance

Downloads 58

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