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JEL Code: C59

18,968 Total downloads

Viewing: 1 - 50 of 121 papers

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

Multiple version iconThere are 2 versions of this paper

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)

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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