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SSRN eLibrary Search Results
JEL Code: C50
408,568 Total downloads
Financial Globalisation, Monetary Policy Spillovers and Macro-Modelling: Tales from 1001 ShocksECB 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
A Reverse Index Futures Split Effect on Liquidity and Market DynamicsAthanasios Fassas and Nikolaos L. Hourvouliades Hellenic Open University and American College of Thessaloniki Date Posted: June 21, 2017 Working Paper Series 11 downloads
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
The Effect of Education on Households Spending Choices and Poverty Status in Burkina Faso: Evidence from the 2009 Survey on Household Living ConditionsIbrahim 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
The Relative Influence of Heads of Households Educational Attainment on Households Food Insecurity and Monetary Poverty in Burkina FasoIbrahim Niankara Université Aube Nouvelle (New Dawn University) Date Posted: June 05, 2017 Last Revised: June 18, 2017 Working Paper Series 4 downloads
Educational Attainment, and the Joint Outcomes of Employment and Consumption in Burkina Faso: A Semi-Parametric Bivariate Modeling ApproachIbrahim Niankara Université Aube Nouvelle (New Dawn University) Date Posted: June 05, 2017 Last Revised: June 07, 2017 Working Paper Series 2 downloads
A Risk Based Random Utility Model for Population Based Discrete Choice Analysis in Health Economics with Applications in Modeling Patients Choices Among Medical Treatment PlansGlobal 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
A Modern, Behavior-Aware Approach to Asset Allocation and Portfolio ConstructionCorey Hoffstein, Justin Sibears and Nathan Faber Newfound Research, Newfound Research and Newfound Research Date Posted: June 02, 2017 Working Paper Series 66 downloads
Financial Globalisation, Monetary Policy Spillovers and Macro-Modelling: Tales from 1001 ShocksGlobalization 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
Evidence on the Production of Cognitive Achievement from Moving to OpportunityFRB 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
Policy, Risk and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium ApproachIMF 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
Alternative Risk Premia: What Do We Know?Thierry Roncalli Amundi Asset Management Date Posted: April 29, 2017 Working Paper Series 187 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
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
Momentum and Trend Following Trading Strategies for Currencies Revisited - Combining Academia and IndustryJanick 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
Populism and Extremism: The Immediate Political Challenges to EuropeanismShaen Corbet and Charles James Larkin Dublin City University Business School and Trinity College Dublin Date Posted: April 08, 2017 Working Paper Series 48 downloads
Why Markets Are Inefficient: A Gambling ‘Theory’ of Financial Markets for Practitioners and TheoristsSteven 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
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
Quantile Treatment Effects in Difference in Differences Models Under Dependence Restrictions and with Only Two Time PeriodsBrantly 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
What Our Market Return Forecasts Really Mean: Convexity in Equity Returns and its Implications for Investment SizingVictor Haghani and James White Elm Partners and Independent Date Posted: February 10, 2017 Last Revised: February 13, 2017 Working Paper Series 565 downloads
Comparative Advantage and Biased GravityUNSW 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
All Change! The Implications of Non-Stationarity for Empirical Modelling, Forecasting and PolicyOxford 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
Evaluation of Investment StrategiesIgor Vilcek Tatra Asset Management Date Posted: January 12, 2017 Working Paper Series 91 downloads
Consumer Search and Purchase: An Empirical Investigation of Search-Based RetargetingKelley 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
Let's Take the Bias Out of EconometricsDuo Qin University of London - Department of Economics, SOAS Date Posted: January 10, 2017 Working Paper Series 95 downloads
Empirical Pricing Kernels and Investor PreferencesSFB 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
De Copulis Non Est Disputandum - Copulae: An OverviewSFB 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
Time Varying Hierarchical Archimedean CopulaeSFB 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
Analysis of Deviance in Generalized Partial Linear ModelsSFB 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
Composite Quantile Regression for the Single-Index ModelSFB 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
Tail Event Driven ASset Allocation: Evidence from Equity and Mutual Funds’ MarketsSFB 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
On the Consequences of Power-Law Behavior in Partial Correlation Network ModelsMatteo 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
Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling GovernanceJournal 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
Optimal Trade Sizing in a Game with Favourable Odds: The Stock MarketVictor 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
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
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
A Sharper Lens for Sizing Up Nickels and SteamrollersVictor Haghani and James White Elm Partners and Independent Date Posted: November 23, 2016 Last Revised: January 26, 2017 Working Paper Series 792 downloads
Hedonic Models and the Inclusion of Conditions of Sale in Commercial Real Estate Transactions: A Review of the LiteratureSpenser 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
Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased CoinVictor Haghani and Richard Dewey Elm Partners and Pimco Date Posted: October 25, 2016 Working Paper Series 5289 downloads
Healthcare Spending: The Role of Healthcare Institutions from an International PerspectiveMaRBLe, 2, 2016 Hannes Titeca Department of Economics, University of Exeter Date Posted: October 16, 2016 Accepted Paper Series 27 downloads
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
The Monotone Phenomenon of IssuesJoseph Emmanuel Mullat Independent Date Posted: October 06, 2016 Last Revised: October 12, 2016 Working Paper Series 8 downloads
Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk PremiaBenjamin 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
How Do Hospital-Specialty Characteristics Influence Health System Responsiveness? An Empirical Evaluation of In-Patient Care in the Italian Region of Emilia-RomagnaQuaderni - 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
Macroeconometric Modeling as a 'Photographic Description of Reality' or as an 'Engine for the Discovery of Concrete Truth'? Friedman and Klein on Statistical IllusionsCenter 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
The Role of Jumps and Leverage in Forecasting Volatility in International Equity MarketsDaniel 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
Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic WithdrawalsYao 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
Regression Modeling for the Valuation of Large Variable Annuity PortfoliosGuojun 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 |
