1.
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
1,115
2.
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: 13 Mar 2018
Accepted Paper Series
London School of Commerce
Downloads
978
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
581
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
529
5.
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
374
6.
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
333
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
330
8.
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
328
9.
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
301
10.
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
278
11.
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
269
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
269
13.
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, Aarhus University - Department of Economics, Queen's University - Department of Economics, Aarhus University - Department of Economics and Department of Economics, University of Western Ontario
Downloads
266
14.
Mathematical Models for Planning Support
ERIM Report Series Reference No. ERS-2003-032-LIS
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
247
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
247
16.
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
236
Replication in Economics
NBER Working Paper No. w13026
Number of pages: 29
Posted: 14 Apr 2007
Last Revised: 06 Aug 2010
Downloads
25
Downloads
236
17.
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
225
18.
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
219
19.
Modelling the Daily Banknotes in Circulation in the Context of the Liquidity Management of the European Central Bank
ECB Working Paper No. 142
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
212
20.
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
207
21.
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
203
22.
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
199
23.
Endogenous Growth in an Open Economy and the Real Exchange Rate
CESifo Working Paper No. 526
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
CESifo Working Paper No. 526
Number of pages: 29
Posted: 21 Aug 2001
Downloads
197
Endogenous Growth in an Open Economy and the Real Exchange Rate
Australian Economic Papers, Vol. 41, pp. 499-518, 2002
Number of pages: 20
Posted: 14 Jan 2003
Downloads
12
Downloads
197
24.
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
184
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
184
25.
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
180
26.
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
168
27.
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
161
28.
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
156
29.
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
145
30.
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
142
31.
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
141
32.
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
132
33.
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
128
34.
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
128
35.
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
Fedesarrollo
Downloads
115
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
111
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
108
The Most Entropic Canonical Copula with an Application To 'Style' Investment
Number of pages: 57
Posted: 21 Feb 2009
Downloads
103
Downloads
108
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
108
The Most Entropic Canonical Copula with an Application To 'Style' Investment
Number of pages: 57
Posted: 21 Feb 2009
Downloads
103
Downloads
103
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.
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
79
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
Carol I National Defence University, Romania
Downloads
78
42.
The Network Picture of Labor Flow
Number of pages: 27
Posted: 16 Jul 2015
Working Paper Series
University of Oxford - Said Business School, Alan Turing Institute - 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
64
Downloads
77
43.
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
73
44.
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
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
65
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
64
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
62
48.
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, Carol I National Defence University, Romania, Romanian Academy - Institute of National Economy and Romanian Academy - Institute of National Economy
Downloads
58
49.
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
Carol I National Defence University, Romania, Universitatatea “Spiru Haret”, GNIR Holding S.A., Romanian Academy - Institute of National Economy and Romanian Academy - Center for Agroforestry Biodiversity Study and Research
Downloads
57
50.
Virtual Worlds as Petri Dishes for the Social and Behavioral Sciences
RatSWD Working Paper No. 47
Number of pages: 9
Posted: 11 Aug 2009
Working Paper Series
Indiana University and RatSWD
Downloads
56
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