1.
Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero
Journal of Economics and Financial Analysis, 2(2), 1-27
Number of pages: 27
Posted: 26 Feb 2018
Last Revised: 12 Jan 2021
Accepted Paper Series
London School of Commerce
Downloads
2,457
2.
Robust Value at Risk Prediction
Swiss Finance Institute Research Paper No. 07-31
Number of pages: 51
Posted: 17 Aug 2005
Last Revised: 13 Sep 2010
Working Paper Series
USI Lugano - Institute of Finance and Swiss Finance Institute
Downloads
1,135
3.
Public Debt, Money Supply, and Inflation: A Cross-Country Study and its Application to Jamaica
IMF Working Paper No. 06/121
Number of pages: 39
Posted: 21 Jun 2006
Working Paper Series
International Monetary Fund (IMF), affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads
608
4.
Empirics of Growth and Development
INTERNATIONAL HANDBOOK OF DEVELOPMENT ECONOMICS, Vol. 1, Amitava Dutt and Jaime Ros, eds., Edward Elgar Publishing, 2008
Number of pages: 22
Posted: 07 Nov 2005
Last Revised: 24 Apr 2011
Accepted Paper Series
University of Chicago, University of Cyprus - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics
Downloads
555
5.
History Dependence in the Economy. A Review of the Literature
Revista de Economia del Rosario, Vol. 4, No. 1, 2001
Number of pages: 24
Posted: 06 Sep 2006
Accepted Paper Series
Universidad de los Andes, Colombia - Department of Economics
Downloads
452
6.
Estimating the Price Elasticity of Beer: Meta-Analysis of Data with Heterogeneity, Dependence, and Publication Bias
Number of pages: 27
Posted: 14 Jan 2013
Working Paper Series
Pennsylvania State University - College of the Liberal Arts - Department of Economic
Downloads
397
7.
Future of Finance Beyond 'Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World: Knight Reconsidered: Risk, Uncertainty, and Profit for the Cyber Era (Presentation Slides)
Princeton Quant Trading Conference 2015
Number of pages: 55
Posted: 08 Apr 2015
Last Revised: 13 May 2018
Working Paper Series
Global Risk Management Network, LLC
Downloads
366
8.
Is God in the Details? A Reexamination of the Role of Religion in Economic Growth
Journal of Applied Econometrics, 27(7), p. 1059-1075, 2012
Number of pages: 32
Posted: 03 Oct 2006
Last Revised: 20 Aug 2013
Accepted Paper Series
University of Chicago, University of Cyprus - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics
Downloads
364
9.
Determining the Optimal Order Picking Batch Size in Single Aisle Warehouses
ERIM Report Series Reference No. ERS-2002-64-LIS
Number of pages: 25
Posted: 17 Feb 2003
Working Paper Series
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR) - Department of Technology and Operations Management
Downloads
338
10.
The Effect of Public Debt on Growth in Multiple Regimes
Journal of Macroeconomics, Vol. 38, 2013
Number of pages: 19
Posted: 04 Jul 2012
Last Revised: 16 Dec 2013
Accepted Paper Series
University of Cyprus - Department of Economics, University of Guelph - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics
Downloads
330
11.
Early Prediction of Bank Failures in the Republic of Croatia
Number of pages: 3
Posted: 20 Feb 2007
Working Paper Series
University of J.J. Strossmayer in Osijek - Faculty of Economics
Downloads
285
12.
Pitfalls of Using Proxy Variables in Studies of Guns and Crime
Number of pages: 8
Posted: 29 Nov 2003
Working Paper Series
College of William and Mary - Department of Economics and Justec Research
Downloads
282
13.
Are Any Growth Theories Robust?
Number of pages: 30
Posted: 13 Mar 2007
Working Paper Series
University of Chicago, University of Cyprus - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics
There are 2 versions of this paper
Are Any Growth Theories Robust?
The Economic Journal, Vol. 118, Issue 527, pp. 329-346, March 2008
Number of pages: 18
Posted: 26 Feb 2008
Downloads
11
Downloads
278
14.
Seasonality in Economic Models
University of Aarhus, Economics Working Paper No. 2001-16
Number of pages: 42
Posted: 18 Dec 2001
Working Paper Series
Aarhus University - Department of Economics and Business Economics, Aarhus University - Department of Economics and Business Economics, Queen's University - Department of Economics, Aarhus University - Department of Economics and Business Economics and Department of Economics, University of Western Ontario
Downloads
273
15.
Modified Munich Chain-Ladder Method
Swiss Finance Institute Research Paper No. 14-65
Number of pages: 20
Posted: 30 Aug 2014
Working Paper Series
University of Hamburg and RiskLab, ETH Zurich
Downloads
260
16.
Mathematical Models for Planning Support
Number of pages: 31
Posted: 30 May 2003
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Technology and Operations Management and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads
248
17.
Replication in Economics
IZA Discussion Paper No. 2760
Number of pages: 37
Posted: 04 May 2007
Working Paper Series
University of Texas at Austin - Department of Economics
There are 2 versions of this paper
Downloads
243
Replication in Economics
NBER Working Paper No. w13026
Number of pages: 29
Posted: 14 Apr 2007
Last Revised: 06 Aug 2010
Downloads
31
Downloads
243
18.
Mobilizing Revenue in Sub-Saharan Africa: Empirical Norms and Key Determinants
IMF Working Paper No. 12/108
Number of pages: 44
Posted: 27 Aug 2012
Working Paper Series
International Monetary Fund (IMF), affiliation not provided to SSRN, affiliation not provided to SSRN and International Monetary Fund (IMF)
Downloads
240
19.
Virtual Worlds as Petri Dishes for the Social and Behavioral Sciences
Number of pages: 13
Posted: 08 Dec 2008
Working Paper Series
Indiana University and Indiana University Bloomington - Department of Telecommunications
Downloads
233
20.
Effects of Multicollinearity on the Estimation of Macroeconomic Variables by Using Data from Sudan
Number of pages: 89
Posted: 29 Jul 2011
Last Revised: 14 Aug 2011
Working Paper Series
Al-Neelain University - Department of Economics
Downloads
232
21.
Palmnet: A Pension Asset and Liability Model for the Netherlands
DNB Research Memorandum No. 760
Number of pages: 57
Posted: 24 Feb 2005
Working Paper Series
De Nederlandsche Bank, VU University Amsterdam and De Nederlandsche Bank - Econometrics
Downloads
227
22.
Modelling the Daily Banknotes in Circulation in the Context of the Liquidity Management of the European Central Bank
Number of pages: 55
Posted: 20 Jan 2003
Working Paper Series
Banco de España, European Central Bank (ECB), European Central Bank (ECB) and Banco de España
Downloads
222
23.
Portfolio Management Implications of Volatility Shifts: Evidence from Simulated Data
IIIS Discussion Paper No. 131
Number of pages: 18
Posted: 04 May 2006
Working Paper Series
Adolfo Ibanez University and Trinity Business School, Trinity College Dublin
Downloads
213
24.
Testing for Structural Breaks in Small Samples
IMF Working Paper No. 08/75
Number of pages: 29
Posted: 02 Apr 2008
Working Paper Series
George Washington University, School of Business, International Monetary Fund (IMF) - Developing Country Studies Division and George Washington University - School of Business
Downloads
211
25.
Best-Estimate Claims Reserves in Incomplete Markets
Swiss Finance Institute Research Paper No. 14-64
Number of pages: 21
Posted: 17 Aug 2014
Last Revised: 12 Nov 2014
Working Paper Series
University of Hamburg, University of Hamburg and RiskLab, ETH Zurich
Downloads
209
26.
Endogenous Growth in an Open Economy and the Real Exchange Rate
Number of pages: 29
Posted: 21 Aug 2001
Working Paper Series
University of Cassino and Southern Lazio and Accademia dei Lincei
There are 2 versions of this paper
Endogenous Growth in an Open Economy and the Real Exchange Rate
Number of pages: 29
Posted: 21 Aug 2001
Downloads
200
Endogenous Growth in an Open Economy and the Real Exchange Rate
Number of pages: 20
Posted: 14 Jan 2003
Downloads
12
Downloads
200
27.
Fractional Black-Scholes Option Pricing, Volatility Calibration and Implied Hurst Exponents
Number of pages: 22
Posted: 13 Jun 2016
Working Paper Series
Legae Peresec and Independent
Downloads
200
28.
Robust Capital Requirements with Model Risk
Number of pages: 42
Posted: 20 Jul 2013
Last Revised: 14 Jul 2014
Working Paper Series
Center for Finance and Insurance and London School of Economics & Political Science (LSE)
There are 2 versions of this paper
Robust Capital Requirements with Model Risk
Number of pages: 42
Posted: 20 Jul 2013
Last Revised: 14 Jul 2014
Downloads
199
Robust Capital Requirements with Model Risk
Economic Notes, Vol. 44, Issue 1, pp. 1-28, 2015
Number of pages: 28
Posted: 25 Jan 2015
Downloads
199
29.
Ranking the Predictive Performances of Value-at-Risk Estimation Methods
Number of pages: 25
Posted: 02 Oct 2010
Working Paper Series
Ozyegin University; Bank of America; Centre for Computational Finance, Center For Computational Finance and Center For Computational Finance
Downloads
180
30.
Robust Value at Risk Prediction: Appendix
Number of pages: 30
Posted: 12 Sep 2010
Working Paper Series
USI Lugano - Institute of Finance and Swiss Finance Institute
Downloads
164
31.
Causal Relations via Econometrics
International Econometric Review, Vol 2, No. 1, p 36-56, April 2010
Number of pages: 31
Posted: 07 Apr 2009
Last Revised: 03 Sep 2012
Accepted Paper Series
Quaid-i-Azam University - Pakistan Institute of Development Economics (PIDE)
Downloads
159
32.
Contagion, Common Exposure, and Selection: Empirical Modeling of the Theories and Substance of Interdependence in Political Science
Number of pages: 33
Posted: 05 Jan 2009
Working Paper Series
University of Michigan and University of Pittsburgh
Downloads
147
33.
Dynamic Instrument Rules Based on Time Varying Coefficients Vector Autoregressive Modeling and Forecast-Based Monetary Policy
Number of pages: 38
Posted: 10 Feb 2005
Working Paper Series
Komazawa University and Graduate School of Economics, The University of Tokyo
Downloads
144
34.
An Equilibrium-Correction Model for Dynamic Network Data
ERIM Report Series Reference No. ERS-2001-39-MKT
Number of pages: 33
Posted: 26 Aug 2006
Working Paper Series
Erasmus Research Institute of Management (ERIM), Erasmus University Rotterdam (EUR) - Department of Econometrics and Carnegie Mellon University - David A. Tepper School of Business
Downloads
138
35.
A Note on the Link between Asymmetric Risk and Shortfall Risk
Number of pages: 21
Posted: 03 Oct 2008
Working Paper Series
Carleton University
Downloads
129
36.
Testing Distributional Assumptions: A L-Moment Approach
Number of pages: 39
Posted: 04 Sep 2008
Working Paper Series
Carleton University and University of Cambridge - Faculty of Economics and Politics
Downloads
120
37.
The Most Entropic Canonical Copula with an Application To 'Style' Investment
Number of pages: 57
Posted: 04 Sep 2008
Working Paper Series
University of Cambridge - Faculty of Economics and Politics and Carleton University
There are 2 versions of this paper
The Most Entropic Canonical Copula with an Application To 'Style' Investment
Number of pages: 57
Posted: 04 Sep 2008
Downloads
113
The Most Entropic Canonical Copula with an Application To 'Style' Investment
Number of pages: 57
Posted: 21 Feb 2009
Downloads
106
Downloads
113
38.
The Most Entropic Canonical Copula with an Application To 'Style' Investment
Number of pages: 57
Posted: 21 Feb 2009
Working Paper Series
University of Cambridge - Faculty of Economics and Politics and Carleton University
There are 2 versions of this paper
The Most Entropic Canonical Copula with an Application To 'Style' Investment
Number of pages: 57
Posted: 04 Sep 2008
Downloads
113
The Most Entropic Canonical Copula with an Application To 'Style' Investment
Number of pages: 57
Posted: 21 Feb 2009
Downloads
106
Downloads
106
39.
Technological Choice and Network Externalities: A Catastrophe Model Analysis of Firm Software Adoption for Competing Operating Systems
Structural Change and Economic Dynamics, Vol. 12, pp. 29-57, 2001
Number of pages: 29
Posted: 23 Mar 2006
Accepted Paper Series
Illinois State Board of Education, The Gallup Organization and Independent
Downloads
94
40.
The Network Picture of Labor Flow
Number of pages: 27
Posted: 16 Jul 2015
Working Paper Series
University of Oxford - Said Business School, The Alan Turing Institute and George Mason University - Department of Computational Social Science
There are 2 versions of this paper
The Network Picture of Labor Flow
Saïd Business School WP 2015-11
Number of pages: 28
Posted: 18 Jul 2015
Last Revised: 21 Feb 2017
Downloads
77
Downloads
87
41.
International Workshop 'Energy Security - Multidimensional Scientific Research and Praxis'
International Workshop 'Energy Security - Multidimensional Scientific Research and Praxis,' N. Bulz, ed., May 2011
Number of pages: 38
Posted: 05 Aug 2012
Accepted Paper Series
National Defence Colege
Downloads
85
42.
The Value Added by Arts Experts: The Case of Klaus Ertz and Pieter Brueghel the Younger
Number of pages: 30
Posted: 06 Feb 2020
Last Revised: 06 Feb 2020
Working Paper Series
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), Université Libre de Bruxelles (ULB) and Monash University
Downloads
85
43.
Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests
Number of pages: 26
Posted: 19 Oct 2007
Working Paper Series
Loyola University of Chicago - Department of Economics, Ca Foscari University of Venice - Dipartimento di Economia and Independent
Downloads
82
44.
Failure to Launch? The Role of Land Inequality in Transition Delays
European Economic Review, Vol. 62, 2013
Number of pages: 35
Posted: 25 Apr 2011
Last Revised: 20 Aug 2013
Accepted Paper Series
University of Cyprus - Department of Economics, University of Cyprus - Department of Economics and University of North Dakota - College of Business & Public Administration - Department of Economics
Downloads
77
45.
The Dynamics of Moonlighting in Pakistan
Number of pages: 16
Posted: 02 Jul 2011
Working Paper Series
Institute of Business Administration and affiliation not provided to SSRN
Downloads
74
46.
Estimación De La Relación Entre El Nivel De Precios Y La Tasa De Cambio Para Colombia (1991-2006), Mediante El Filtro De Kalman (Estimating the Relation between Price Levels and Exchange Rate for Colombia (1991-2006) Using Kalman's Filter)
Revista Semestre Económico (Universidad de Medellin), Vol. 15, No. 31, 2012
Number of pages: 28
Posted: 29 Mar 2014
Accepted Paper Series
, Universidad Libre and Escuela Colombiana de Ingeniería
Downloads
68
47.
Forecasting in the Presence of Recent Structural Change
Bank of England Working Paper No. 406
Number of pages: 49
Posted: 05 Dec 2010
Working Paper Series
Bank of England - Monetary Analysis, King's College, London and Essex Business School
Downloads
67
48.
Modeling Stock Market Volatility in India: A Comparison of Univariate Deterministic Models
ICFAI Journal of Applied Finance, pp. 19-33, October 2003
Number of pages: 19
Posted: 23 Sep 2004
Accepted Paper Series
Institute of Chartered Financial Analysts of India (ICFAI) - The Icfai Institute for Management Teachers (IIMT), Independent and ICFAI University
Downloads
65
49.
Scholar Mihai Draganescu's Role within the Scientific Knowledge Innovative Structural-Phenomenological Approach of the Chaordic Systems Alongside the Holistically Evolving Eco-Bio-Geo-Paradigms
Academic Symposium "Information and Knowledge within Mihai Drăgănescu's Opus," May 2013
Number of pages: 34
Posted: 04 May 2013
Accepted Paper Series
Romanian Academy - Center for Agroforestry Biodiversity Study and Research, National Defence Colege, Romanian Academy - Institute of National Economy and Romanian Academy - Institute of National Economy
Downloads
65
50.
Noul Concept Original De 'Bioplatforme' Pentru Cercetare-Dezvoltare-Inovare Prin Transfer De Cunostinte (Stiintifice) Si Tehnologii – Concept Bazat Pe Eco-Bio-Geo-Economie (The 'Bio-Platforms' New and Original Concept Dedicated to the Research-Development-Innovation Through Knowledge Transfer and Technology Transfer – Concept Based on Eco-Bio-Geo-Economy)
Bio-Platforms and Eco-Bio-Geo-Economy Workshop, Director of the Center for Studies and Research on Agrosilvic Biodiversity, Acad. David Davidescu, INCE, Academia Română, Romania, August 15-17, 2013
Number of pages: 10
Posted: 23 Sep 2013
Accepted Paper Series
National Defence Colege, Universitatatea “Spiru Haret”, GNIR Holding S.A., Romanian Academy - Institute of National Economy and Romanian Academy - Center for Agroforestry Biodiversity Study and Research
Downloads
64
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