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SSRN eLibrary Search Results
JEL Code: C5
1,967,909 Total downloads
Showing Papers 181 - 230 of 9,315
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Incl. Electronic Paper Fertility Effects of Child Benefits
IZA Discussion Paper No. 10757
Regina T. Riphahn and Frederik Wiynck
University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg - Department of Economics and University of Erlangen-Nuremberg-Friedrich Alexander Universität Erlangen Nürnberg
Date Posted: May 22, 2017
Working Paper Series

Incl. Electronic Paper Anticipating Critical Transitions of Chinese Housing Markets
Swiss Finance Institute Research Paper No. 17-18
Zhang Qun, Didier Sornette and Hao Zhang
Guangdong University of Foreign Studies, Swiss Finance Institute and Guangdong University of Foreign Studies
Date Posted: May 20, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Reading between the Lines: Using Media to Improve German Inflation Forecasts
DIW Berlin Discussion Paper No. 1665
Benjamin Beckers, Konstantin A. Kholodilin and Dirk Ulbricht
German Institute for Economic Research (DIW Berlin), German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW)
Date Posted: May 19, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Separating Accuracy from Forecast Certainty: A Modified Miscalibration Measure
Doron Sonsino, Yaron Lahav and Amir Levkowitz
College of Management Academic Studies (COMAS), Ben-Gurion University of the Negev and College of Management Academic Studies
Date Posted: May 19, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Local Currency Systemic Risk
Nicola Borri
LUISS Guido Carli University - Department of Economics
Date Posted: May 19, 2017
Last Revised: May 21, 2017
Working Paper Series
13 downloads

Incl. Electronic Paper Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market
World Development, Volume 67, Pages 110–125, March 2015,
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Date Posted: May 19, 2017
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Micro-Price
Sasha Stoikov
Cornell Financial Engineering Manhattan
Date Posted: May 19, 2017
Working Paper Series
63 downloads

Incl. Electronic Paper Pricing Variance, Gamma and Corridor Swaps Using Multinomial Trees
Honglei Zhao, Zhe zhao, Rupak Chatterjee, Thomas Monza Lonon and Ionut Florescu
Hanlon Financial Systems Lab, Stevens Institute of Technology, Stevens Institute of Technology, Stevens Institute of Technology and Stevens Institute of Technology
Date Posted: May 18, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper An Extreme Value Approach to Test the Effect of Price Limits on Volatility
Nobanee, H. , K. Hilu. (2013). An Extreme Value Approach to Test the Effect of Price Limits on Volatility. Journal of Modern Accounting and Auditing, 9(10), 1382-1391
Haitham Nobanee and Khalil Al-Hilu
Abu Dhabi University and Abu Dhabi University
Date Posted: May 18, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Long-Dated Swaption Volatility Approximation in the Forward-LIBOR Model
Jacques van Appel, Thomas A McWalter and Johan de Kock
University of Johannesburg, University of Cape Town (UCT) and Libfin, Liberty Life
Date Posted: May 17, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Robust Bootstrap Densities for Dynamic Conditional Correlations: Implications for Portfolio Selection and Value-at-Risk
Carlos Trucíos, Luiz Koodi Hotta and Esther Ruiz
Sao Paulo School of Economics, FGV., University of Campinas (UNICAMP) - Department of Statistics and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Date Posted: May 17, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Forecasting Inflation Under Uncertainty: The Forgotten Dog & the Frisbee.
Muhammad Ali Nasir
Leeds Beckett University
Date Posted: May 16, 2017
Last Revised: May 19, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Identification and Estimation of a Search Model: A Procurement Auction Approach
Mateusz Myśliwski, Fabio Sanches, Daniel Silva Jr. and Sorawoot Srisuma
University College London - Department of Economics, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, City University London - Department of Economics and University of Surrey
Date Posted: May 16, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper How to Predict Financial Stress? An Assessment of Markov Switching Models
ECB Working Paper No. 2057
Thibaut Duprey and Benjamin Klaus
Bank of Canada and European Central Bank (ECB)
Date Posted: May 16, 2017
Working Paper Series
31 downloads

Incl. Electronic Paper Predicting Movement of Stock of Apple Inc. Using Sutte Indicator
Proceedings The 3rd AISTSSE Trends in Science and Science Education, 2016
Ansari Saleh Ahmar
Departement of Statistics, Universitas Negeri Makassar
Date Posted: May 15, 2017
Accepted Paper Series
8 downloads

Incl. Electronic Paper Do Financial Analysts Generate Value-Relevant Interpretive Information from 10-K Filings?
Jamie Diaz, Kenneth Njoroge and Philip B. Shane
College of William and Mary, College of William and Mary - Mason School of Business and College of William & Mary
Date Posted: May 15, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper Inference on Breakdown Frontiers
Matthew A. Masten and Alexandre Poirier
Duke University - Department of Economics and University of Iowa - Department of Economics
Date Posted: May 15, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Regional Strategies and Comparative Case Studies of Industrial Production Dynamics
Monitoring of Russia's Economic Outlook. Moscow, IEP. 2017, No. 8, pp. 15-20
Andrey Kaukin and Evgenia Miller
Gaidar Institute for Economic Policy and Russian Presidential Academy of National economy and public administration
Date Posted: May 13, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Industry Adaptability Index in Q1 2017
Monitoring of Russia's Economic Outlook. Moscow, IEP. 2017, No. 8, pp. 13-14
Sergey Tsukhlo
Gaidar Institute for Economic Policy
Date Posted: May 13, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems
IMF Working Paper No. 17/102
Andreas (Andy) Jobst, Li Lian Ong and Christian Schmieder
World Bank Group, GIC and Bank for International Settlements (BIS) - Financial Stability Board (FSB)
Date Posted: May 12, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Policy, Risk and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
IMF Working Paper No. 17/89
Francis Vitek
International Monetary Fund (IMF)
Date Posted: May 12, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Bayesian Analysis of Moving Average Stochastic Volatility Models: Modelling in Mean Effects and Leverage for Financial Time Series
Stefanos Dimitrakopoulos and Michalis Kolossiatis
Oxford Brookes University and University of Cyprus
Date Posted: May 12, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Safety, Liquidity, and the Natural Rate of Interest
FRB of NY Staff Report No. 812
Marco Del Negro, Domenico Giannone, Marc P. Giannoni and Andrea Tambalotti
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: May 12, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper On the Estimation and Inference of Global Categorical Effects in General Parametric Models: With a Logit Regression Application
Paulo Saraiva and Somdutta Basu
Econ One Research and Econ One Research, Inc.
Date Posted: May 11, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Density Forecasts in Panel Models: A Semiparametric Bayesian Perspective
PIER Working Paper No. 17-006
Laura Liu
University of Pennsylvania - Department of Economics
Date Posted: May 11, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Shadow Economies Around the World: New Results for 158 Countries Over 1991-2015
CESifo Working Paper Series No. 6430
Leandro Medina and Friedrich Schneider
George Washington University - Department of Economics and Johannes Kepler University Linz - Department of Economics
Date Posted: May 11, 2017
Working Paper Series
85 downloads

Incl. Electronic Paper The Impact of Economic Globalization on the Shadow Economy in Egypt
CESifo Working Paper Series No. 6424
Mohammad Reza Farzanegan and Mai Hassan
Philipps-University of Marburg - Center for Near and Middle Eastern Studies (CNMS) and University of Marburg - Center for Near and Middle Eastern Studies (CNMS)
Date Posted: May 11, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Sparse Precision Matrices for Minimum Variance Portfolios
Gabriele Torri, Rosella Giacometti and Sandra Paterlini
University of Bergamo, University of Bergamo and EBS Universität für Wirtschaft und Recht
Date Posted: May 10, 2017
Working Paper Series
51 downloads

Incl. Electronic Paper Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices
Annales d'Economie et de Statistique, 123-124,103-134, December, 2016
Luc Bauwens, Manuela Braione and Giuseppe Storti
Université catholique de Louvain, Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and University of Salerno - Department of Economics
Date Posted: May 10, 2017
Accepted Paper Series
4 downloads

Incl. Electronic Paper Modeling Frost Losses: Application to Pricing Frost Insurances
Hirbod Assa, Meng Wang and Athanasios A. Pantelous
University of Liverpool, University of Liverpool - Institute of Financial and Actuarial Mathematics and University of Liverpool, Department of Mathematical Sciences and Institute for Risk and Uncertainty
Date Posted: May 10, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Moment Estimators for Autocorrelated Time Series and Their Application to Default Correlations
Christoph Frei and Marcus Wunsch
University of Alberta and UBS AG
Date Posted: May 10, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Factors vs. Sectors in Asset Allocation: Stronger Together?
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Date Posted: May 10, 2017
Working Paper Series
136 downloads

Incl. Electronic Paper Multivariate Volatility Modeling of Electricity Futures: Online Appendix
Luc Bauwens, Christian M. Hafner and Diane Pierret
Université catholique de Louvain, Catholic University of Louvain - Institute of Statistics and HEC - University of Lausanne
Date Posted: May 10, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Supplementary Appendix to 'Modeling the Dependence of Conditional Correlations on Market Volatility'
Luc Bauwens and Edoardo Otranto
Université catholique de Louvain and University of Messina
Date Posted: May 10, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Multiple Regression Model Averaging and the Focused Information Criterion with an Application to Portfolio Choice
Filip Klimenka and James Wolter
University of Oxford and University of Oxford
Date Posted: May 10, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Focused Shrinkage with an Application to Portfolio Choice
Filip Klimenka and James Wolter
University of Oxford and University of Oxford
Date Posted: May 10, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper On Marginal Likelihood Computation in Change-Point Models
Computational Statistics and Data Analysis, 56, 3415-3429, 2012
Luc Bauwens and J. V. K. Rombouts
Université catholique de Louvain and HEC Montreal
Date Posted: May 09, 2017
Accepted Paper Series
1 downloads

Incl. Electronic Paper Multivariate Volatility Modeling of Electricity Futures
Journal of Applied Econometrics, 28/5, 743-761, 2013
Luc Bauwens, Christian M. Hafner and Diane Pierret
Université catholique de Louvain, Catholic University of Louvain - Institute of Statistics and HEC - University of Lausanne
Date Posted: May 09, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper A Bayesian Method of Change-Point Estimation with Recurrent Regimes: Application to GARCH Models
Luc Bauwens, Bruno De Backer and Arnaud Dufays
Université catholique de Louvain, National Bank of Belgium and Université catholique de Louvain, CORE
Date Posted: May 09, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Modeling the Dependence of Conditional Correlations on Market Volatility
Journal of Business and Economic Statistics, 34/2, 254-268, 2016
Luc Bauwens and Edoardo Otranto
Université catholique de Louvain and University of Messina
Date Posted: May 09, 2017
Accepted Paper Series
13 downloads

Incl. Electronic Paper A Dynamic Component Model for Forecasting High-Dimensional Realized Covariance Matrices
Econometrics and Statistics, 1, 40-61, 2017
Luc Bauwens, Manuela Braione and Giuseppe Storti
Université catholique de Louvain, Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and University of Salerno - Department of Economics
Date Posted: May 09, 2017
Accepted Paper Series
6 downloads

Incl. Electronic Paper Focused Shrinkage Estimators for the Global Minimum Variance Portfolio
Filip Klimenka
University of Oxford
Date Posted: May 09, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Economics as a 'Tooled' Discipline: Lawrence R. Klein and the Making of Macroeconometric Modeling, 1939-1959
Erich Pinzón-Fuchs
University of Paris 1 Pantheon-Sorbonne, Centre d'Economie de la Sorbonne (CES)
Date Posted: May 08, 2017
Working Paper Series
37 downloads

Incl. Electronic Paper The Future of Long Term Care in Europe. An Investigation Using a Dynamic Microsimulation Model
CEIS Working Paper No. 405
Vincenzo Atella, Federico Belotti, Ludovico Carrino and Andrea Piano Mortari
University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS), University of Rome, Tor Vergata - Department of Economics and Finance, King's College London and CEIS Tor Vergata
Date Posted: May 08, 2017
Working Paper Series
30 downloads

Incl. Electronic Paper Calibrating the Predictability of Exchange Rates: A Model-Independent Approach
Chao Wang
University of Warwick - Finance Group, Students
Date Posted: May 08, 2017
Last Revised: May 17, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper Regulation, Institutions and Aggregate Investment: New Evidence from OECD Countries
CESifo Working Paper Series No. 6415
Balazs Egert
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Date Posted: May 08, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper GDP Trend-Cycle Decompositions Using State-Level Data
FEDS Working Paper No. 2017-051
Manuel Gonzalez-Astudillo
Board of Governors of the Federal Reserve System
Date Posted: May 08, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper Empirical Foundations for Agent-Based Modeling: How Do Institutions Affect Agents' Land-Use Decision Processes in Indiana?
Proceedings of the Agent 2002 Conference on Social Agent: Ecology, Exchange, and Evolution
Laura Carlson, Marco A. Janssen, Tun Myint, Elinor Ostrom and Abigail M. York
Indiana University Bloomington, Arizona State University (ASU), Carleton College - Department of Political Science & Environmental Studies, Indiana University Bloomington - School of Public & Environmental Affairs (SPEA) and University of Missouri at Kansas City - Department of Public Administration/Cookingham Institute
Date Posted: May 08, 2017
Accepted Paper Series
3 downloads

Incl. Electronic Paper The Components of Private Debt Performance
Margherita Giuzio, Andreas Gintschel and Sandra Paterlini
EBS Universität für Wirtschaft und Recht, Prime Capital AG and EBS Universität für Wirtschaft und Recht
Date Posted: May 06, 2017
Last Revised: May 10, 2017
Working Paper Series
30 downloads

Incl. Electronic Paper Do Oil Prices Predict the Conditional Distribution of Aggregate Stock Market Returns? Empirical Evidence From One Hundred Fifty Years of Monthly Data
Nima Nonejad
University of Aarhus - CREATES
Date Posted: May 05, 2017
Working Paper Series
9 downloads


 

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