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SSRN eLibrary Search Results
JEL Code: C50
408,568 Total downloads
Showing Papers 1 - 50 of 639
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Incl. Electronic Paper Financial Globalisation, Monetary Policy Spillovers and Macro-Modelling: Tales from 1001 Shocks
ECB Working Paper No. 2082
Georgios Georgiadis and Martina Jancokova
European Central Bank (ECB) and Goethe University Frankfurt
Date Posted: June 28, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper A Reverse Index Futures Split Effect on Liquidity and Market Dynamics
Athanasios Fassas and Nikolaos L. Hourvouliades
Hellenic Open University and American College of Thessaloniki
Date Posted: June 21, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Рейтинги и Оценка Кредитоспособности: История Развития и Тенденции в Исследованиях (Ratings and Credit Risk Measurement: The History and the Current State of Research Agenda)
Проблемы теории и практики управления. 2017. № 3. С. 98-109. (Problemy teorii i praktiki upravlenija (Russia). 2017. № 3. P. 98-109),
Olga N. Volkova, Jana V. Loginova and Irina V. Lvova
National Research University Higher School of Economics, National Research University Higher School of Economics (Moscow), Students and National Research University Higher School of Economics (Moscow), Students
Date Posted: June 12, 2017
Accepted Paper Series
2 downloads

Organizational Management Culture and Employers' Health Insurance Offering Strategies in the Us: An Ubuntu Based Random Utility Modeling Approach
Global Business and Economics Review (Forthcoming)
Ibrahim Niankara
Université Aube Nouvelle (New Dawn University)
Date Posted: June 06, 2017
Accepted Paper Series

Incl. Electronic Paper The Effect of Education on Households Spending Choices and Poverty Status in Burkina Faso: Evidence from the 2009 Survey on Household Living Conditions
Ibrahim Niankara and Didier T. Zoungrana
Université Aube Nouvelle (New Dawn University) and Independent
Date Posted: June 05, 2017
Last Revised: June 07, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper The Relative Influence of Heads of Households Educational Attainment on Households Food Insecurity and Monetary Poverty in Burkina Faso
Ibrahim Niankara
Université Aube Nouvelle (New Dawn University)
Date Posted: June 05, 2017
Last Revised: June 18, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Educational Attainment, and the Joint Outcomes of Employment and Consumption in Burkina Faso: A Semi-Parametric Bivariate Modeling Approach
Ibrahim Niankara
Université Aube Nouvelle (New Dawn University)
Date Posted: June 05, 2017
Last Revised: June 07, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper A Risk Based Random Utility Model for Population Based Discrete Choice Analysis in Health Economics with Applications in Modeling Patients Choices Among Medical Treatment Plans
Global Business & Economics Anthology (GBEA), ISSN: 1553-1392, Volume I, pp. 27-39, March 2017
Ibrahim Niankara
Université Aube Nouvelle (New Dawn University)
Date Posted: June 05, 2017
Accepted Paper Series
6 downloads

Incl. Electronic Paper A Modern, Behavior-Aware Approach to Asset Allocation and Portfolio Construction
Corey Hoffstein, Justin Sibears and Nathan Faber
Newfound Research, Newfound Research and Newfound Research
Date Posted: June 02, 2017
Working Paper Series
66 downloads

Incl. Electronic Paper Financial Globalisation, Monetary Policy Spillovers and Macro-Modelling: Tales from 1001 Shocks
Globalization and Monetary Policy Institute Working Paper No. 314
Georgios Georgiadis and Martina Jancokova
European Central Bank (ECB) and Goethe University Frankfurt
Date Posted: June 01, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Evidence on the Production of Cognitive Achievement from Moving to Opportunity
FRB of Cleveland Working Paper No. 17-07
Dionissi Aliprantis
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: May 25, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Policy, Risk and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
IMF Working Paper No. 17/89
Francis Vitek
International Monetary Fund (IMF)
Date Posted: May 12, 2017
Working Paper Series
11 downloads

Cross-Border Scheduled Macroeconomic News Impacts: Evidence from High-Frequency Asia Pacific Currencies
Pacific Basin Finance Journal, Forthcoming
Kam Fong Chan, Mahesh Chhagan and Alastair Marsden
University of Queensland - Faculty of Business, Economics and Law, Independent and University of Auckland - Business School
Date Posted: April 29, 2017
Accepted Paper Series

Incl. Electronic Paper Alternative Risk Premia: What Do We Know?
Thierry Roncalli
Amundi Asset Management
Date Posted: April 29, 2017
Working Paper Series
187 downloads

Incl. Electronic Paper Sentiment Spillover Effects for US and European Companies
Francesco Audrino and Anastasija Tetereva
University of St. Gallen and University of St. Gallen
Date Posted: April 24, 2017
Working Paper Series
50 downloads

Incl. Electronic Paper On a Constructive Theory of Financial Markets (Prologue)
Steven Douglas Moffitt
Stuart School of Business, Illinois Institute of Technology
Date Posted: April 12, 2017
Working Paper Series
183 downloads

Incl. Electronic Paper Momentum and Trend Following Trading Strategies for Currencies Revisited - Combining Academia and Industry
Janick Rohrbach, Silvan Suremann and Joerg Osterrieder
Zurich University of Applied Sciences, Zurich University of Applied Sciences and Zurich University of Applied Sciences
Date Posted: April 11, 2017
Last Revised: June 07, 2017
Working Paper Series
338 downloads

Incl. Electronic Paper Populism and Extremism: The Immediate Political Challenges to Europeanism
Shaen Corbet and Charles James Larkin
Dublin City University Business School and Trinity College Dublin
Date Posted: April 08, 2017
Working Paper Series
48 downloads

Incl. Electronic Paper Why Markets Are Inefficient: A Gambling ‘Theory’ of Financial Markets for Practitioners and Theorists
Steven Douglas Moffitt
Stuart School of Business, Illinois Institute of Technology
Date Posted: March 03, 2017
Last Revised: April 12, 2017
Working Paper Series
1638 downloads

Incl. Electronic Paper Management Responses to Online WOM: Helpful or Detrimental?
Young-Jin Lee, Karen Xie, Ali Besharat and Yong Tan
University of Denver, Daniels College of Business, Business Information and Analytics, University of Denver, Daniels College of Business, Fritz Knoebel School of Hospitality Management, University of Denver - Department of Marketing and University of Washington - Michael G. Foster School of Business
Date Posted: February 17, 2017
Working Paper Series
41 downloads

Incl. Electronic Paper Quantile Treatment Effects in Difference in Differences Models Under Dependence Restrictions and with Only Two Time Periods
Brantly Callaway, Tong Li and Tatsushi Oka
Temple University, Vanderbilt University and Department of Econometrics and Business Statistics
Date Posted: February 13, 2017
Last Revised: February 15, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper What Our Market Return Forecasts Really Mean: Convexity in Equity Returns and its Implications for Investment Sizing
Victor Haghani and James White
Elm Partners and Independent
Date Posted: February 10, 2017
Last Revised: February 13, 2017
Working Paper Series
565 downloads

Incl. Electronic Paper Comparative Advantage and Biased Gravity
UNSW Business School Research Paper No. 2017-03
Scott French
UNSW Australia Business School, School of Economics
Date Posted: February 09, 2017
Working Paper Series
31 downloads

Incl. Electronic Paper All Change! The Implications of Non-Stationarity for Empirical Modelling, Forecasting and Policy
Oxford Martin School Policy Paper Series, Forthcoming
David F. Hendry and Felix Pretis
University of Oxford - Department of Economics and University of Oxford
Date Posted: January 16, 2017
Accepted Paper Series
43 downloads

Incl. Electronic Paper Evaluation of Investment Strategies
Igor Vilcek
Tatra Asset Management
Date Posted: January 12, 2017
Working Paper Series
91 downloads

Incl. Electronic Paper Consumer Search and Purchase: An Empirical Investigation of Search-Based Retargeting
Kelley School of Business Research Paper No. 17-5
Zhenling Jiang, Tat Chan, Hai Che and Youwei Wang
Washington University in St. Louis - John M. Olin Business School, Washington University in St. Louis - John M. Olin Business School, Indiana University - Kelley School of Business and Fudan University - School of Management
Date Posted: January 12, 2017
Working Paper Series
54 downloads

Incl. Electronic Paper Let's Take the Bias Out of Econometrics
Duo Qin
University of London - Department of Economics, SOAS
Date Posted: January 10, 2017
Working Paper Series
95 downloads

Incl. Electronic Paper Empirical Pricing Kernels and Investor Preferences
SFB 649 Discussion Paper 2007-017
Kai Detlefsen, Wolfgang K. Härdle and Rouslan A. Moro
Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin - Institute for Statistics and Econometrics and German Institute for Economic Research (DIW Berlin)
Date Posted: January 09, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper De Copulis Non Est Disputandum - Copulae: An Overview
SFB 649 Discussion Paper 2009-031
Wolfgang K. Härdle and Ostap Okhrin
Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin - School of Business and Economics
Date Posted: January 09, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Time Varying Hierarchical Archimedean Copulae
SFB 649 Discussion Paper 2010-018
Wolfgang K. Härdle, Ostap Okhrin and Yarema Okhrin
Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin - School of Business and Economics and University of Augsburg
Date Posted: January 09, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Analysis of Deviance in Generalized Partial Linear Models
SFB 649 Discussion Paper 2013-028
Wolfgang K. Härdle and Li-Shan Huang
Humboldt University of Berlin - Institute for Statistics and Econometrics and National Tsing Hua University
Date Posted: January 05, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Composite Quantile Regression for the Single-Index Model
SFB 649 Discussion Paper 2013-010
Yan Fan, Wolfgang K. Härdle, Weining Wang and Lixing Zhu
Renmin University of China, Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin and Hong Kong Baptist University (HKBU) - Department of Mathematics
Date Posted: January 05, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Tail Event Driven ASset Allocation: Evidence from Equity and Mutual Funds’ Markets
SFB 649 Discussion Paper 2015-045
Wolfgang K. Härdle, David Lee Kuo Chuen, Sergey Nasekin, Xinwen Ni and Alla Petukhina
Humboldt University of Berlin - Institute for Statistics and Econometrics, Singapore Management University, Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE), Nanyang Technological University (NTU) and Humboldt University of Berlin
Date Posted: January 05, 2017
Working Paper Series
26 downloads

Incl. Electronic Paper On the Consequences of Power-Law Behavior in Partial Correlation Network Models
Matteo Barigozzi, Christian T. Brownlees and Gabor Lugosi
London School of Economics and Political Science, Universitat Pompeu Fabra - Department of Economics and Business and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Date Posted: January 04, 2017
Last Revised: April 11, 2017
Working Paper Series
60 downloads

Incl. Electronic Paper Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance
Journal of Industry, Competition and Trade (December, 2016)
Simplice A. Asongu and Jacinta C. Nwachukwu
African Governance and Development Institute and Coventry University
Date Posted: December 15, 2016
Last Revised: December 27, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Optimal Trade Sizing in a Game with Favourable Odds: The Stock Market
Victor Haghani and Andrew Morton
Elm Partners and Citigroup, Inc. - Citigroup Global Markets
Date Posted: December 02, 2016
Last Revised: December 05, 2016
Working Paper Series
1287 downloads

Incl. Electronic Paper What Does It Take to Make the Proper Restaurant Design?
Advances in Economics and Management Research, Vol 28, January 2017, p. 330-339, ISSN # 2352-5428
Samuel P. D. Anantadjaya, Irma M. Nawangwulan, Aditya Nova Putra, Kevin Juliawan, Yoanita Alexandra, Livia Christie and Timotius A Rachmat
International University Liaison Indonesia (IULI), Universitas Pembangunan Jaya, Independent, Independent, Independent, Independent and International University Liaison Indonesia (IULI)
Date Posted: November 30, 2016
Last Revised: February 01, 2017
Accepted Paper Series
49 downloads

Incl. Electronic Paper The New Concept of Money: From Record-of-Value (RoV) to Record-of-Entropy (RoE)
Kartik Hegadekatti
Government of India, Ministry of Railways
Date Posted: November 30, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper A Sharper Lens for Sizing Up Nickels and Steamrollers
Victor Haghani and James White
Elm Partners and Independent
Date Posted: November 23, 2016
Last Revised: January 26, 2017
Working Paper Series
792 downloads

Incl. Electronic Paper Hedonic Models and the Inclusion of Conditions of Sale in Commercial Real Estate Transactions: A Review of the Literature
Spenser J Robinson and Andrew Sanderford
Central Michigan University - College of Business Administration and University of Arizona
Date Posted: October 29, 2016
Working Paper Series
38 downloads

Incl. Electronic Paper Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin
Victor Haghani and Richard Dewey
Elm Partners and Pimco
Date Posted: October 25, 2016
Working Paper Series
5289 downloads

Incl. Electronic Paper Healthcare Spending: The Role of Healthcare Institutions from an International Perspective
MaRBLe, 2, 2016
Hannes Titeca
Department of Economics, University of Exeter
Date Posted: October 16, 2016
Accepted Paper Series
27 downloads

Incl. Electronic Paper Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S.
Melbourne Institute Working Paper No. 31/16
Emanuele Bacchiocchi, Efrem Castelnuovo and Luca Fanelli
Università degli Studi di Milano, Melbourne Institute and Department of Economics and University of Bologna
Date Posted: October 12, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper The Monotone Phenomenon of Issues
Joseph Emmanuel Mullat
Independent
Date Posted: October 06, 2016
Last Revised: October 12, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia
Benjamin Bruder, Nazar Kostyuchyk and Thierry Roncalli
Lyxor Asset Management, Lyxor Asset Management and Amundi Asset Management
Date Posted: September 23, 2016
Working Paper Series
492 downloads

Incl. Electronic Paper How Do Hospital-Specialty Characteristics Influence Health System Responsiveness? An Empirical Evaluation of In-Patient Care in the Italian Region of Emilia-Romagna
Quaderni - Working Paper DSE N° 1077,
Gianluca Fiorentini, Silvana Robone and Rossella Verzulli
University of Bologna - Department of Economics, University of York - Centre for Health Economics and University of Bologna - Department of Economics
Date Posted: September 19, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Macroeconometric Modeling as a 'Photographic Description of Reality' or as an 'Engine for the Discovery of Concrete Truth'? Friedman and Klein on Statistical Illusions
Center for the History of Political Economy (CHOPE) Working Paper Series No. 2016-26
Erich Pinzón-Fuchs
University of Paris 1 Pantheon-Sorbonne, Centre d'Economie de la Sorbonne (CES)
Date Posted: September 11, 2016
Working Paper Series
56 downloads

Incl. Electronic Paper The Role of Jumps and Leverage in Forecasting Volatility in International Equity Markets
Daniel Buncic and Katja I. M. Gisler
University of St. Gallen and University of St. Gallen
Date Posted: September 09, 2016
Last Revised: September 13, 2016
Working Paper Series
93 downloads

Incl. Electronic Paper Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals
Yao Tung Huang, Pingping Zeng and Yue Kuen Kwok
Hong Kong University of Science and Technology, Department of Mathematics, Hong Kong University of Science & Technology (HKUST) - Department of Mathematics and Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: August 17, 2016
Last Revised: April 15, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper Regression Modeling for the Valuation of Large Variable Annuity Portfolios
Guojun Gan and Emiliano A. Valdez
University of Connecticut - Department of Mathematics and University of Connecticut
Date Posted: August 11, 2016
Working Paper Series
33 downloads


 

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