REGISTER
SIGN IN
Email
This field is required
Password
This field is required
Sign in
Remember me
Forgot ID or Password?
Register now
- Your Account
- User Home
- Personal Info
- Affiliations
- Subscriptions
- My Papers
- My Briefcase
- Sign out
|
|
||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||
|
SSRN eLibrary Statistics:
|
||||||||||||||||||||||||||||||||
SSRN eLibrary Search Results
JEL Code: C51
532,478 Total downloads
The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and SentimentRoman Frydman, Soren Johansen, Anders Rahbek and Morten Nyboe Tabor New York University (NYU) - Department of Economics, University of Copenhagen - Department of Economics, University of Copenhagen - Department of Statistics and Operations Research and University of Copenhagen - Department of Economics Date Posted: June 23, 2017 Working Paper Series 13 downloads
A Model of the Dynamics of the Relationship between the Prices of World Crude Oil and the Prices
Of RiceProceedings of the Celebes Interntional Confrence on Diversity atWallacea’s Line (CICWDL), ISBN: 978-602-8161-81-7, Pasrun Adam Department of Mathematics, Universitas Halu Oleo Date Posted: June 15, 2017 Accepted Paper Series 6 downloads
Causal Paths and Exogeneity Tests in Generalcorr Package for Air Pollution and Monetary PolicyHrishikesh D. Vinod Fordham University - Department of Economics Date Posted: June 07, 2017 Working Paper Series 54 downloads
The Effects of Health Resource Supply Shortages on Access to Needed Health Care Services in Burkina Faso: The Case of Generic Essential Drugs and Nursing Staff SuppliesIbrahim Niankara Université Aube Nouvelle (New Dawn University) Date Posted: June 06, 2017 Last Revised: June 10, 2017 Working Paper Series 2 downloads
Smiles & Smirks: A Tale of FactorsLaura Ballotta and Grégory Rayée Sir John Cass Business School - City, University of London and Université Libre de Bruxelles (ULB) Date Posted: June 06, 2017 Working Paper Series 75 downloads The Contribution of Body Mass Index in the Shared Etiology of Diabetes, Hypertension and Hyperlipidaemia: A Semi-Parametric Trivariate Probit Modeling Approach Journal of Clinical Medicine and Therapeutics, 2017, vol.2, No.1, pp.1-12. Ibrahim Niankara and Aminata Niankara Université Aube Nouvelle (New Dawn University) and Department of Cardiology Date Posted: June 06, 2017 Last Revised: June 10, 2017 Accepted Paper Series
The Relative Influence of Wealth on Households Joint Decisions on Cooking Fuel, Drinking Water and Sanitation in Burkina Faso: A Semi-Parametric Trivariate Probit Modeling ApproachIbrahim Niankara Université Aube Nouvelle (New Dawn University) Date Posted: June 05, 2017 Last Revised: June 13, 2017 Working Paper Series 2 downloads
Regression Discontinuity Design with Continuous Measurement Error in the Running VariableIZA Discussion Paper No. 10801 Laurent Davezies and Thomas Le Barbanchon National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and Bocconi university Date Posted: June 05, 2017 Working Paper Series 2 downloads
Comparing Cross-Country Estimates of Lorenz Curves Using a Dirichlet Distribution Across Estimators and DatasetsFEDS Working Paper No. 2017-062 Andrew C. Chang, Phillip Li and Shawn M. Martin Board of Governors of the Federal Reserve System, Office of the Comptroller of the Currency and University of Michigan at Ann Arbor Date Posted: June 05, 2017 Working Paper Series 6 downloads
Nigeria Consumption Function – An Empirical Test of the Permanent Income HypothesisJournal of Global Economics, Management and Business Research 9(1): 17-24, 2017 Ikechukwu Kelikume, Faith Alabi and Friday Osemenshan Anetor Lagos Business School Nigeria, University of Benin and University of Lagos Date Posted: June 03, 2017 Accepted Paper Series 7 downloads
Modeling Health Insurance Enrollment Decisions in the U.S., Under Preferences Endogeneity: A Bayesian Multinomial Probit ApproachJournal of Global Business and Trade, Vol.12, No.2, pp.1-14 Ibrahim Niankara Université Aube Nouvelle (New Dawn University) Date Posted: June 01, 2017 Accepted Paper Series 5 downloads
Closed-Form Implied Volatility Surfaces for Stochastic Volatility ModelsYacine Ait-Sahalia, Chenxu Li and Chen Xu Li Princeton University - Department of Economics, Peking University - Guanghua School of Management and Peking University - Guanghua School of Management Date Posted: June 01, 2017 Working Paper Series 143 downloads
Short-Term Forecasting of GDP via Evolutionary Algorithms Using Survey-Based ExpectationsOscar Claveria, Enric Monte and Salvador Torra University of Barcelona - Regional Quantitative Analysis Group (AQR-IREA), Polytechnic University of Catalunya and University of Barcelona - Riskcenter-IREA Date Posted: May 25, 2017 Working Paper Series 11 downloads
Let the Data Do the Talking: Empirical Modelling of Survey-Based Expectations by Means of Genetic ProgrammingResearch Institute of Applied Economics Working Paper No. 2017/11, Regional Quantitative Analysis Research Group Working Paper No. 2017/06 Oscar Claveria, Enric Monte and Salvador Torra University of Barcelona - Regional Quantitative Analysis Group (AQR-IREA), Polytechnic University of Catalunya and University of Barcelona - Riskcenter-IREA Date Posted: May 25, 2017 Working Paper Series 4 downloads
Inferring Conservatism from the Asymmetric Reporting of Accruals: A Conditional Heteroscedastic Modeling ApproachAlbert Kwame Mensah City University of Hong Kong (CityUHK) Date Posted: May 22, 2017 Working Paper Series 28 downloads
Anticipating Critical Transitions of Chinese Housing MarketsSwiss Finance Institute Research Paper No. 17-18 Zhang Qun, Didier Sornette and Hao Zhang Guangdong University of Foreign Studies, Swiss Finance Institute and Guangdong University of Foreign Studies Date Posted: May 20, 2017 Working Paper Series 51 downloads
The Micro-Price: A High Frequency Estimator of Future PricesSasha Stoikov Cornell Financial Engineering Manhattan Date Posted: May 19, 2017 Last Revised: June 10, 2017 Working Paper Series 293 downloads
Long-Dated Swaption Volatility Approximation in the Forward-LIBOR ModelJacques van Appel, Thomas A McWalter and Johan de Kock University of Johannesburg, University of Cape Town (UCT) and Libfin, Liberty Life Date Posted: May 17, 2017 Working Paper Series 14 downloads
Inference on Breakdown FrontiersMatthew A. Masten and Alexandre Poirier Duke University - Department of Economics and University of Iowa - Department of Economics Date Posted: May 15, 2017 Working Paper Series 9 downloads
Shadow Economies Around the World: New Results for 158 Countries Over 1991-2015CESifo Working Paper Series No. 6430 Leandro Medina and Friedrich Schneider George Washington University - Department of Economics and Johannes Kepler University Linz - Department of Economics Date Posted: May 11, 2017 Working Paper Series 106 downloads
Moment Estimators for Autocorrelated Time Series and Their Application to Default CorrelationsChristoph Frei and Marcus Wunsch University of Alberta and UBS AG Date Posted: May 10, 2017 Working Paper Series 15 downloads
Supplementary Appendix to 'Modeling the Dependence of Conditional
Correlations on Market Volatility'Luc Bauwens and Edoardo Otranto Université catholique de Louvain and University of Messina Date Posted: May 10, 2017 Working Paper Series 4 downloads
Modeling the Dependence of Conditional Correlations on Market VolatilityJournal of Business and Economic Statistics, 34/2, 254-268, 2016 Luc Bauwens and Edoardo Otranto Université catholique de Louvain and University of Messina Date Posted: May 09, 2017 Accepted Paper Series 19 downloads
Regulation, Institutions and Aggregate Investment: New Evidence from OECD CountriesCESifo Working Paper Series No. 6415 Balazs Egert Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) Date Posted: May 08, 2017 Working Paper Series 24 downloads
Do Oil Prices Predict the Conditional Distribution of Aggregate Stock Market Returns? Empirical Evidence From One Hundred Fifty Years of Monthly DataNima Nonejad University of Aarhus - CREATES Date Posted: May 05, 2017 Working Paper Series 20 downloads
Fama-French 1992 Redux with Robust StatisticsChristopher G Green and R. Douglas Martin Independent and University of Washington Applied Mathematics and Statistics Date Posted: May 05, 2017 Working Paper Series 46 downloads
Output Gap, Monetary Policy Trade-Offs and Financial FrictionsNorges Bank Working Paper 8/2017 Francesco Furlanetto, Paolo Gelain and Marzie Taheri Sanjani Norges Bank, Norges Bank and International Monetary Fund (IMF) Date Posted: May 02, 2017 Working Paper Series 4 downloads
On the Empirical Content of the Beckerian Marriage ModelJianfei Cao, Xiaoxia Shi and Matthew Shum University of Chicago - Booth School of Business, University of Wisconsin - Madison and California Institute of Technology Date Posted: May 01, 2017 Working Paper Series 21 downloads
Differences in Positions Along a Hierarchy: Counterfactuals Based on an Assignment ModelIZA Discussion Paper No. 10726 Laurent Gobillon, Dominique Meurs and Sébastien Roux National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), University of Paris II Pantheon-Assas - ERMES and National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) Date Posted: May 01, 2017 Working Paper Series
Prioritizing Which Homeless People Get Housing Using Predictive AlgorithmsHalil Toros and Daniel John Flaming Economic Roundtable and Economic Roundtable Date Posted: April 29, 2017 Last Revised: April 30, 2017 Working Paper Series 10 downloads
Screening for Collusion by Detecting Structural Breaks in Market Behaviour - Dynamic Pricing Model for the Icelandic Gasoline MarketValur Þráinsson Independent Date Posted: April 27, 2017 Working Paper Series 12 downloads 
Differences in Positions Along a Hierarchy: Counterfactuals Based on an Assignment ModelCEPR Discussion Paper No. DP11982 Laurent Gobillon, Dominique Meurs and Sébastien Roux Paris School of Economics (PSE), Université Paris X Nanterre and National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) Date Posted: April 25, 2017 Working Paper Series
Rugby Results and Investor Sentiment in New ZealandAndrew Holmes-Galloway and Mohammed Khaled Victoria University of Wellington and Victoria University of Wellington - School of Economics & Finance Date Posted: April 25, 2017 Working Paper Series 14 downloads
Measuring Substitution and Complementarity Among Offers in Menu Based Choice ExperimentsTetyana Kosyakova, Thomas Otter, Sanjog Misra and Christian Neuerburg Goethe University Frankfurt - Marketing, Goethe University Frankfurt - Department of Marketing, University of Chicago - Booth School of Business and GfK SE Date Posted: April 24, 2017 Working Paper Series 27 downloads
Dynamic Copula ToolboxManthos Vogiatzoglou University of Macedonia - Department of Business Administration Date Posted: April 24, 2017 Working Paper Series 59 downloads
Specifying the Price Impacts of Utility EasementsM. Kevin McGee University of Wisconsin - Oshkosh Date Posted: April 24, 2017 Working Paper Series 3 downloads
ECB-Global: Introducing ECB's Global Macroeconomic Model for Spillover AnalysisECB Working Paper No. 2045 Alistair Dieppe, Georgios Georgiadis, Martino N. Ricci, Ine Van Robays and Björn van Roye European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank and European Central Bank (ECB) Date Posted: April 21, 2017 Working Paper Series 10 downloads
Estimating RobustnessBalint Szoke NYU Date Posted: April 20, 2017 Working Paper Series 39 downloads
Applications of a Multivariate Hawkes Process to Joint Modeling of Sentiment and Market Return EventsSteve Y. Yang, Anqi Liu, Jing Chen and Alan G Hawkes Stevens Institute of Technology, Stevens Institute of Technology, Cardiff University - School of Mathematics and Swansea University - School of Management Date Posted: April 19, 2017 Working Paper Series 65 downloads
Regulation, Institutions, and Productivity: New Macroeconomic Evidence from OECD CountriesCESifo Working Paper Series No. 6407 Balazs Egert Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute) Date Posted: April 18, 2017 Working Paper Series 41 downloads
A New Test of Ricardian Equivalence Using the Narrative Record on Tax ChangesAlfred A. Haug University of Otago - School of Business - Department of Economics Date Posted: April 15, 2017 Working Paper Series 11 downloads
Financial Bridges and Network CommunitiesRoberto Casarin, Michele Costola and Erdem Yenerdag University Ca' Foscari of Venice - Department of Economics, Goethe University Frankfurt - Research Center SAFE and Washington University in St. Louis - Department of Economics Date Posted: April 12, 2017 Last Revised: June 21, 2017 Working Paper Series 37 downloads
Takeover Duration and Negotiation ProcessRiccardo Calcagno, Eric de Bodt and Irina Demidova EMLYON Business School, Université de Lille and École des sciences de la gestion - Université du Québec à Montréal Date Posted: April 03, 2017 Last Revised: May 27, 2017 Working Paper Series 20 downloads
The British Pound on Brexit Night: A Natural Experiment of Market Efficiency and Real-Time PredictabilitySwiss Finance Institute Research Paper No. 17-12 Ke Wu, Spencer Wheatley and Didier Sornette ETH Zurich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich and Swiss Finance Institute Date Posted: March 29, 2017 Working Paper Series 200 downloads
Is the Discretionary Income Effect of Oil Price Shocks a Hoax?CESifo Working Paper Series No. 6369 Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou University of Notre Dame, University of Michigan at Ann Arbor - Department of Economics and University of Michigan at Ann Arbor - Department of Economics Date Posted: March 27, 2017 Working Paper Series 26 downloads
A Green Bargain? The Impact of an Energy Saving Program on Productivity Growth in China's Iron and Steel IndustryMIT Center for Energy and environmental policy research, WP 2017-005 Massimo Filippini, Thomas Geissmann, Valerie Karplus and Da Zhang Swiss Federal Institute of Technology Zurich (ETH), ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology, Sloan School of Management, Students Date Posted: March 22, 2017 Last Revised: March 25, 2017 Working Paper Series 78 downloads
Does Spatial Dispersal Continue Post-Financial Crisis? Analysis of Global Air Transport Network 2011-2015Collin WH Wong, Tommy Cheung, Anming Zhang and Yue Wang Hang Seng Management College, Hang Seng Management College - Department of Supply Chain and Information Management, University of British Columbia (UBC) - Sauder School of Business and Hang Seng Management College - Department of Supply Chain and Information Management Date Posted: March 17, 2017 Working Paper Series 27 downloads
Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail RiskAsmerilda Hitaj, Cesario Mateus and Ilaria Peri Università degli Studi di Milano-Bicocca - Dipartimento di Statistica e Metodi Quantitativi, University of Greenwich Business School and University of Greenwich Date Posted: March 15, 2017 Working Paper Series 44 downloads
Cause of Under-Supply of Variety by Monopolist and Social Cost of It: High Cost or Low Demand?Roman Istomin and Dmitriy B. Potapov Penn State U and National Research University Higher School of Economics Date Posted: March 13, 2017 Working Paper Series 6 downloads
Fair Split of Profit Generated by n PartiesElinor Mualem and Abraham Zaks Technion-Israel Institute of Technology - Faculty of Mathematics and Technion-Israel Institute of Technology - Faculty of Mathematics Date Posted: March 10, 2017 Working Paper Series 4 downloads |
