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
5,098
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 University of Geneva
Downloads
1,153
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
685
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
571
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
459
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
427
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
Amazon Web Services Partner
Downloads
394
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
394
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
356
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
352
11.
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
313
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
300
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
Downloads
294
14.
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
289
15.
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, Aarhus University - Department of Economics and Business Economics, Aarhus University - Department of Economics and Business Economics and Department of Economics, University of Western Ontario
Downloads
282
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
256
Replication in Economics
NBER Working Paper No. w13026
Number of pages: 29
Posted: 14 Apr 2007
Last Revised: 06 Aug 2022
Downloads
33
Downloads
256
17.
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
250
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
245
19.
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
244
20.
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
240
21.
Fractional Black-Scholes Option Pricing, Volatility Calibration and Implied Hurst Exponents
Number of pages: 22
Posted: 13 Jun 2016
Working Paper Series
Peresec and Independent
Downloads
238
22.
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
237
23.
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
235
24.
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
219
25.
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
Universidad Adolfo Ibañez and Trinity Business School, Trinity College Dublin
Downloads
219
26.
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
203
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
203
27.
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
201
Endogenous Growth in an Open Economy and the Real Exchange Rate
Number of pages: 20
Posted: 14 Jan 2003
Downloads
12
Downloads
201
28.
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
194
29.
Robust Value at Risk Prediction: Appendix
Number of pages: 30
Posted: 12 Sep 2010
Working Paper Series
USI Lugano - Institute of Finance and University of Geneva
Downloads
167
30.
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
Al-Nafi
Downloads
166
31.
This Time Is Different: Bitcoin Has More Reasons to Reach the Price of $100,000
Number of pages: 32
Posted: 31 Aug 2021
Working Paper Series
Universiti Malaysia Sarawak (UNIMAS)
Downloads
163
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
158
33.
On the Stability of Stablecoins
Number of pages: 48
Posted: 04 Mar 2021
Working Paper Series
University of Vaasa, University of Jyväskylä - Jyväskylä International Macro & Finance Research Group (JyIMaF), Texas A&M University - Department of Finance and University of Vaasa
Downloads
155
34.
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
145
35.
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
142
36.
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
131
37.
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
127
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: 21 Feb 2009
Downloads
116
The Most Entropic Canonical Copula with an Application To 'Style' Investment
Number of pages: 57
Posted: 04 Sep 2008
Downloads
114
Downloads
116
39.
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: 21 Feb 2009
Downloads
116
The Most Entropic Canonical Copula with an Application To 'Style' Investment
Number of pages: 57
Posted: 04 Sep 2008
Downloads
114
Downloads
114
40.
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
111
41.
How Much Are We Willing To Lose in Cyberspace? On the Tail Risk of Scam in the Market for Initial Coin Offerings
Number of pages: 22
Posted: 09 Jan 2021
Working Paper Series
University of Vaasa, University of Vaasa and University of Vaasa
Downloads
105
42.
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
85
Downloads
98
43.
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
44.
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
‘Interdisciplinary Entities Laboratory', 2000
Downloads
87
45.
Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests
Number of pages: 26
Posted: 19 Oct 2007
Working Paper Series
Loyola University Chicago, Ca Foscari University of Venice - Dipartimento di Economia and Independent
Downloads
84
46.
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
83
47.
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach
Number of pages: 36
Posted: 17 Jun 2019
Last Revised: 28 Sep 2020
Working Paper Series
University of Campinas (UNICAMP) - Department of Statistics, Universidad Carlos III de Madrid, ECARES, Universite Libre de Bruxelles, University of Campinas (UNICAMP) - Department of Statistics, Sao Paulo School of Economics - FGV and CEQEF- FGV and Universidade Estadual de Campinas (UNICAMP)
Downloads
80
48.
The Implied Futures Financing Rate
Number of pages: 49
Posted: 15 Mar 2021
Working Paper Series
University of California, Berkeley, University of California, Berkeley, University of California, Berkeley and University of California, Berkeley
Downloads
80
49.
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
79
50.
COVID-19 Pandemic and the Dependence Structure of Global Stock Markets
Applied Economics incorporating Applied Financial Economics 2021
Number of pages: 35
Posted: 21 Sep 2021
Working Paper Series
Hanyang University - School of Business, Comsats University Islamabad, Rennes School of Business, SKEMA Business School – Université Côte d'Azur and ESCE-Intrenational Business School
Downloads
76
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