Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 724,940
Full Text Papers: 610,293
Authors: 334,469
Papers Received in
  Last 12 months:
63,789

Paper Downloads:
To date: 110,573,936
Last 12 months: 13,537,183
Last 30 days: 1,245,946

CiteReader:  What's this?
Papers with
  Resolved
  References:
316,866
Total References: 9,134,094
Papers with Cites: 247,932
Total Citation
  Links:
5,974,042
Papers with
  Resolved
  Footnotes:
93,244
Total Footnotes: 9,029,811


SSRN eLibrary Search Results
JEL Code: C13
546,764 Total downloads
Showing Papers 1 - 50 of 2,921
Sort By
1 2 3 4 ... 59 | Next >
   

Incl. Electronic Paper Voluntary Turnover: What We Measure and What It (Really) Means
SOEPpaper No. 897
Matthias Georg Will
University of Wittenberg - Faculty of Economics and Business Administration
Date Posted: March 29, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series
CentER Discussion Paper Series No. 2017-017
Pavel Čížek and Chao Hui Koo
Tilburg University and Tilburg University
Date Posted: March 22, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Interquantile Expectation Regression
Tinbergen Institute Discussion Paper 2017-034/III
Sander Barendse
Erasmus University Rotterdam (EUR)
Date Posted: March 21, 2017
Working Paper Series
39 downloads

Incl. Electronic Paper Cointegration and Nonlinear Causality Amongst Gold, Oil, and the Indian Stock Market: Evidence from Implied Volatility Indices
Resources Policy, Forthcoming
Elie Bouri, Anshul Jain, Pratap Chandra Biswal and David Roubaud
Université Saint Esprit de Kaslik (USEK), Management Development Institute, Management Development Institute (MDI) and Montpellier Business School
Date Posted: March 20, 2017
Accepted Paper Series
21 downloads

Incl. Electronic Paper Producción De Bioetanol En México: Implicaciones Socio-Económicas (Bioethanol Production in Mexico: Socio-Economic Implications)
Revista Internacional Administracion & Finanzas, v. 10 (1) p. 13-24
Alberto Pérez Fernández and José Apolonio Venegas Venegas
Universidad Autónoma del Carmen and Universidad Autónoma de Chiapas (UNACH)
Date Posted: March 20, 2017
Accepted Paper Series
6 downloads

Incl. Electronic Paper Confidence Intervals in High-Dimensional Regression Based on Regularized Pseudoinverses
Tinbergen Institute Discussion Paper 2017-032/III
Didier Nibbering and Tom Boot
Erasmus University Rotterdam (EUR) - Department of Econometrics and University of Groningen
Date Posted: March 16, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Large Deviations of Factor Models with Regularyly-Varying Tails: Asymptotics and Efficient Estimation
Farzad Pourbabaee
University of California, Berkeley - Department of Economics
Date Posted: March 14, 2017
Working Paper Series
40 downloads

Incl. Electronic Paper To Lie or Not to Lie: Survey Mode Effects on the Validity of Self-Reported Substance Use Data
Bin Peng, Mengxi Zhang and Xiaohui Zhang
University of Bath - Department of Economics, University of Technology Sydney and University of Exeter Business School - Department of Economics
Date Posted: March 10, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Noise Fit, Estimation Error and a Sharpe Information Criterion: Linear Case
Dirk Paulsen and Jakob Söhl
John Street Capital and Delft University of Technology - Delft Institute of Applied Mathematics (DIAM)
Date Posted: March 08, 2017
Working Paper Series
29 downloads

Incl. Electronic Paper Macroeconomic Forecasting and Variable Selection with a Very Large Number of Predictors: A Penalized Regression Approach
Yoshimasa Uematsu and Shinya Tanaka
The Institute of Statistical Mathematics and Otaru University of Commerce
Date Posted: March 07, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models
Journal of Econometrics, Forthcoming
Emir Malikov and Yiguo Sun
Auburn University - Department of Agricultural Economics and Rural Sociology and University of Guelph
Date Posted: March 05, 2017
Accepted Paper Series
3 downloads

Incl. Electronic Paper Efficient Parameter Estimation for Multivariate Jump-Diffusions
Francois Guay and Gustavo Schwenkler
Boston University and Boston University - Department of Finance & Economics
Date Posted: March 03, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper A Simple and Robust Estimator for Linear Regression Models with Strictly Exogenous Instruments
CAEPR Working Paper #2017-001
Juan Carlos Escanciano
Indiana University Bloomington - Department of Economics
Date Posted: March 02, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Zone Pricing in Retail Oligopoly
Cowles Foundation Discussion Paper No. 2079
Brian Adams and Kevin R. Williams
Bureau of Labor Statistics and Yale School of Management
Date Posted: March 02, 2017
Working Paper Series
26 downloads

Incl. Electronic Paper A Gravity-Based Revealed Comparative Advantage Estimator
UNSW Business School Research Paper No. 2017-05
Scott French
UNSW Australia Business School, School of Economics
Date Posted: March 01, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Weighted-Average Least Squares Estimation of Generalized Linear Models
Tinbergen Institute Discussion Paper 2017-029/III
Giuseppe De Luca, J.R. Magnus and Franco Peracchi
University of Palermo, VU University Amsterdam - Faculty of Economics and Business Administration and University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS)
Date Posted: February 28, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Testing Beta-Pricing Models Using Large Cross-Sections
Valentina Raponi, Cesare Robotti and Paolo Zaffaroni
Imperial College Business School, Imperial College Business School and Imperial College Business School
Date Posted: February 28, 2017
Working Paper Series
75 downloads

Algunas Aplicaciones De La Teoría De Control Óptimo En Finanzas (Some Applications of the Optimum Control Theory in Finance)
John Freddy Moreno Trujillo
Universidad Externado de Colombia - Facultad de Finanzas, Gobierno y Relaciones Internacionales
Date Posted: February 25, 2017
Working Paper Series

Incl. Electronic Paper Estimation of Discrete Dividends Using American Options
Sascha Desmettre, Sarah Grün and Ralf Korn
Karlsruhe Institute of Technology - Department of Mathematics, Fraunhofer ITWM and University of Kaiserslautern - Department of Mathematics
Date Posted: February 24, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper Machine Learning Techniques for Mortality Modeling
Philippe Deprez, Pavel V. Shevchenko and Mario V. Wuthrich
ETH Zurich - Department of Mathematics, Applied Finance and Actuarial Studies, Macquarie University and RiskLab, ETH Zurich
Date Posted: February 23, 2017
Working Paper Series
66 downloads

Incl. Electronic Paper Knowing Factors or Factor Loadings, or Neither? Evaluating Estimators of Large Covariance Matrices with Noisy and Asynchronous Data
Chicago Booth Research Paper No. 17-02
Chaoxing Dai, Kun Lu and Dacheng Xiu
University of Chicago - Booth School of Business, Princeton University and University of Chicago - Booth School of Business
Date Posted: February 23, 2017
Working Paper Series
72 downloads

Incl. Electronic Paper Finite-Sample Generalized Confidence Distributions and Sign-Based Robust Estimators In Median Regressions with Heterogeneous Dependent Errors
Elise Coudin and Jean-Marie Dufour
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) and McGill University
Date Posted: February 22, 2017
Last Revised: February 24, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Two New Risk Metrics: Liquidity Asian Put VaR(TM) and Shortfall(TM) to LIQUIDATION Based on Tail Volatilities & Correlations 'The Need for New Valuation, Risk and Policy Making Models'
Cesar Oreste Crousillat
Universidad del Pacifico
Date Posted: February 21, 2017
Last Revised: February 24, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends
CESifo Working Paper Series No. 6313
Kajal Lahiri, Zhongwen Liang and Huaming Peng
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, University at Albany and State University of New York (SUNY) at Albany - Department of Economics
Date Posted: February 21, 2017
Working Paper Series
7 downloads

Upgrade: VaR and Expected Shortfall to Liquidation Based on Asian Put Option Formula and Tail Volatilities & Correlations
Cesar Oreste Crousillat
Universidad del Pacifico
Date Posted: February 17, 2017
Working Paper Series

Incl. Electronic Paper Probabilistic Topic Model for Hybrid Recommender Systems: A Stochastic Variational Bayesian Approach
Columbia Business School Research Paper No. 17-24
Asim Ansari, Yang Li and Jonathan Z. Zhang
Columbia Business School - Marketing, Cheung Kong Graduate School of Business and University of Washington - Michael G. Foster School of Business
Date Posted: February 15, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression
Cowles Foundation Discussion Paper No. 1923R2
Xiaohong Chen and Timothy Christensen
Yale University - Cowles Foundation and New York University (NYU) - Department of Economics
Date Posted: February 15, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper 국면전환 확산과정모형을 이용한 콜금리행태 분석 (Analysis of Call Rate Behaviour Using Regime-switching Diffusion Process Model)
Bank of Korea WP 2017-7
Seungmoon Choi and Byungkuk Kim
School of Economics, University of Seoul and Economic Research Institute, The Bank of Korea
Date Posted: February 14, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper The Economics of Replication
DIW Berlin Discussion Paper No. 1640
Frank Mueller-Langer, Benedikt Fecher, Dietmar Harhoff and Gert G. Wagner
European Commission, Joint Research Center, German Institute for Economic Research (DIW Berlin), Max Planck Institute for Innovation and Competition and German Institute for Economic Research (DIW Berlin)
Date Posted: February 09, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Comparative Advantage and Biased Gravity
UNSW Business School Research Paper No. 2017-03
Scott French
UNSW Australia Business School, School of Economics
Date Posted: February 09, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Event Study Analysis with Time-Varying Alphas, Betas and Variances: The Case of M&As
Mohammad Irani
University of South Carolina - Darla Moore School of Business
Date Posted: February 07, 2017
Working Paper Series
34 downloads

Incl. Electronic Paper The Economics of Replication
IZA Discussion Paper No. 10533
Frank Mueller-Langer, Benedikt Fecher, Dietmar Harhoff and Gert G. Wagner
European Commission, Joint Research Center, German Institute for Economic Research (DIW Berlin), Max Planck Institute for Innovation and Competition and German Institute for Economic Research (DIW Berlin)
Date Posted: February 05, 2017
Working Paper Series
6 downloads

RiskPortfolios: Computation of Risk-based Portfolios in R
Journal of Open Source Software, Vol 10, No. 2, 2017
David Ardia, Kris Boudt and Jean-Philippe Gagnon Fleury
University of Neuchatel - Institute of Financial Analysis, Vrije Universiteit Brussel (VUB) and Laval University - Département de Finance et Assurance
Date Posted: February 04, 2017
Last Revised: February 06, 2017
Accepted Paper Series

Incl. Electronic Paper Pricing of Bonds and Equity when the Zero Lower Bound is Relevant
ECB Working Paper No. 1992
Heinrich Kick
European Central Bank (ECB)
Date Posted: February 03, 2017
Working Paper Series
24 downloads

Incl. Electronic Paper Voluntary Turnover: What We Measure and What it (Really) Means
Matthias Georg Will
University of Wittenberg - Faculty of Economics and Business Administration
Date Posted: February 02, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper The Decomposition of Jump Risks in Individual Stock Returns
Xiao Xiao and Chen Zhou
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: February 02, 2017
Working Paper Series
36 downloads

Incl. Electronic Paper Approximate Variational Estimation for a Model of Network Formation
Angelo Mele and Lingjiong Zhu
Johns Hopkins University - Carey Business School and University of Minnesota
Date Posted: February 02, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper The Economics of Replication
Max Planck Institute for Innovation & Competition Research Paper No. 17-03
Frank Mueller-Langer, Benedikt Fecher, Dietmar Harhoff and Gert G. Wagner
European Commission, Joint Research Center, German Institute for Economic Research (DIW Berlin), Max Planck Institute for Innovation and Competition and German Institute for Economic Research (DIW Berlin)
Date Posted: January 31, 2017
Working Paper Series
118 downloads

Incl. Electronic Paper Half-Panel Jackknife Fixed Effects Estimation of Panels with Weakly Exogenous Regressors
USC-INET Research Paper No. 17-01
Alexander Chudik, M. Hashem Pesaran and Jui-Chung Yang
Federal Reserve Banks - Federal Reserve Bank of Dallas, USC Dornsife Institute for New Economic Thinking and USC Dornsife Institute for New Economic Thinking
Date Posted: January 31, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Cohort Effects in Mortality Modelling: A Bayesian State-Space Approach
Man Chung Fung, Gareth William Peters and Pavel V. Shevchenko
CSIRO, University College London - Department of Statistical Science and Applied Finance and Actuarial Studies, Macquarie University
Date Posted: January 31, 2017
Last Revised: March 24, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper A Reassessment of the Finance & Growth Nexus Using Monte Carlo Evidence
Thorsten Franz
Goethe University Frankfurt
Date Posted: January 27, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression
Banco de Espana Working Paper No. 1702
Luis J. Álvarez
Bank of Spain
Date Posted: January 24, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper The Value of Trading Relationships and Networks in the CDS Market
Diana Iercosan and Alexander Alberto Jiron
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Date Posted: January 20, 2017
Last Revised: March 28, 2017
Working Paper Series
34 downloads

Incl. Electronic Paper Bias-Variance Trade-Off in Portfolio Optimization under Expected Shortfall with ℓ2 Regularization
Gabor Papp, Fabio Caccioli and Imre Kondor
Eötvös Loránd University, University College London - Financial Computing and Analytics Group, Department of Computer Science and Parmenides Foundation
Date Posted: January 17, 2017
Working Paper Series
43 downloads

Incl. Electronic Paper Analytic Solution to Variance Optimization with No Short-Selling
Imre Kondor, Gabor Papp and Fabio Caccioli
Parmenides Foundation, Eötvös Loránd University and University College London - Financial Computing and Analytics Group, Department of Computer Science
Date Posted: January 17, 2017
Last Revised: January 30, 2017
Working Paper Series
31 downloads

Incl. Electronic Paper Simple Estimators for GARCH Models: Supplemental Appendix
Todd Prono
Federal Reserve Board
Date Posted: January 13, 2017
Last Revised: January 19, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Risk Measure Estimates in Quiet and Turbulent Times: An Empirical Study
ESSEC WORKING PAPER 1618
Rosnan Chotard, Michel M. Dacorogna and Marie Kratz
ESSEC Business School, DEAR-Consulting and ESSEC Business School
Date Posted: January 13, 2017
Working Paper Series
22 downloads

Incl. Electronic Paper Simple Estimators for GARCH Models
Todd Prono
Federal Reserve Board
Date Posted: January 13, 2017
Last Revised: January 27, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Nonparametric Estimation of Risk-Neutral Densities
SFB 649 Discussion Paper 2010-021
Maria Grith, Wolfgang K. Härdle and Melanie Schienle
Humboldt University of Berlin, Humboldt University of Berlin - Institute for Statistics and Econometrics and Karlsruhe Institute of Technology (KIT)
Date Posted: January 10, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Price Dependence between Different Beef Cuts and Quality Grades: A Copula Approach at the Retail Level for the U.S. Beef Industry
Dimitrios Panagiotou and Athanassios Stavrakoudis
University of Ioannina - Department of Economics and University of Ioannina - Department of Economics
Date Posted: January 10, 2017
Working Paper Series
5 downloads


 

1 2 3 4 ... 59 | Next >