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JEL Code: C32
697,678 Total downloads
Showing Papers 2,551 - 2,600 of 4,537
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Incl. Electronic Paper Forecasting GDP Growth with NIPA Aggregates
FRB of Cleveland Working Paper No. 17-08
Christian Garciga and Edward S. Knotek II
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: May 25, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Economic Policy Uncertainty Spillovers in Booms and Busts
Melbourne Institute Working Paper No. 13/17
Giovanni Caggiano, Efrem Castelnuovo and Juan Manuel Figueres
Department of Economics, Monash University, Melbourne Institute and Department of Economics and University of Padua - Department of Economics and Management
Date Posted: May 24, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Research of the Causalities US Stock Market Returns and G-7 Countries’ Stock Market Volatilities from Pre-Crisis to Post-Crisis of 2008
Advances in Management & Applied Economics, 7(4), 2017, 33-42
Ihsan Erdem Kayral and Semra Karacaer
The Scientific and Technological Research Council of Turkey (TUBITAK) and Hacettepe University
Date Posted: May 24, 2017
Accepted Paper Series
11 downloads

Incl. Electronic Paper Determinants of Price Discovery in the VIX Futures Market
Journal of Empirical Finance, Forthcoming
Yu-Lun Chen and Wei-Che Tsai
Chung Yuan Christian University - Department of Finance and National Sun Yat-sen University - Department of Finance
Date Posted: May 23, 2017
Accepted Paper Series
39 downloads

Incl. Electronic Paper Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests
DIW Berlin Discussion Paper No. 1669
Guglielmo Maria Caporale and Kefei You
Brunel University - Centre for Empirical Finance and University of Greenwich
Date Posted: May 22, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets
DIW Berlin Discussion Paper No. 1668
Guglielmo Maria Caporale, Luis A. Gil-Alana and Kefei You
Brunel University - Centre for Empirical Finance, University of Navarra - Department of Economics and University of Greenwich
Date Posted: May 22, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques
DIW Berlin Discussion Paper No. 1667
Guglielmo Maria Caporale and Luis A. Gil-Alana
Brunel University - Centre for Empirical Finance and University of Navarra - Department of Economics
Date Posted: May 22, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper The Micro-Price
Sasha Stoikov
Cornell Financial Engineering Manhattan
Date Posted: May 19, 2017
Last Revised: May 24, 2017
Working Paper Series
136 downloads

Incl. Electronic Paper Seeking Price and Macroeconomic Stabilisation in the Euro Area: The Role of House Prices and Stock Prices
Imran Hussain Shah and Simón Sosvilla Rivero
University of Bath and Complutense University of Madrid
Date Posted: May 18, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper The Impact of Relative Seniority between Bank Debt and Deposit on Bank Credit Spreads under Stressful Conditions
James Chen
Research137 LLC
Date Posted: May 16, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Effect of Monetary Policies on the Relationship between Advertising and Mutual Fund Flows
Ming-Hung Wu, Wei-Che Tsai and Miao-Ling Chen
National Sun Yat-sen University, Department of Finance, Students, National Sun Yat-sen University - Department of Finance and National Sun Yat-sen University - Department of Finance
Date Posted: May 15, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Random Geometric Analysis in the Stochastic Volatility: Financial Markets States Degeneracy
Analysis and Computations Journal, Forthcoming
Siyabonga Goodwill Chule
Mathematical Sciences (MS) centre, the African Institute for MS
Date Posted: May 15, 2017
Last Revised: May 22, 2017
Accepted Paper Series
23 downloads

Incl. Electronic Paper Dangerous Flexibility – Retirement Reforms Reconsidered
MEA Discussion Paper No. 03-2017
Axel H. Börsch-Supan, Tabea Bucher-Koenen, Vesile Kutlu-Koc and Nicolas Goll
Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA), Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA), Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA) and Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA)
Date Posted: May 13, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper The Natural Rate of Interest in a Nonlinear DSGE Model
CAMA Working Paper No. 38/2017
Yasuo Hirose and Takeki Sunakawa
Faculty of Economics, Keio University and University of Tokyo - Graduate School of Public Policy
Date Posted: May 12, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Should Unconventional Monetary Policies Become Conventional?
IMF Working Paper No. 17/85
Pau Rabanal and Dominic Quint
International Monetary Fund and Deutsche Bundesbank
Date Posted: May 12, 2017
Working Paper Series
20 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
8 downloads

Incl. Electronic Paper Estimation of Dynamic Models with Occasionally Binding Constraints.
Tom Holden
University of Surrey - School of Economics
Date Posted: May 11, 2017
Working Paper Series
2 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
5 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 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
7 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
10 downloads

Incl. Electronic Paper Unspanned Stochastic Volatility in the Multi-Factor CIR Model
Swiss Finance Institute Research Paper No. 17-13
Damir Filipović, Martin Larsson and Francesco Statti
Ecole Polytechnique Fédérale de Lausanne, ETH Zurich - Department of Mathematics and Ecole Polytechnique Fédérale de Lausanne
Date Posted: May 08, 2017
Last Revised: May 20, 2017
Working Paper Series
39 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
19 downloads

Incl. Electronic Paper Uncertainty and Monetary Policy in Good and Bad Times
Bank of Finland Research Discussion Paper No. 8/2017
Giovanni Caggiano, Efrem Castelnuovo and Gabriela Nodari
Department of Economics, Monash University, Melbourne Institute and Department of Economics and University of Verona - Department of Economics
Date Posted: May 05, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Estimation of a Time-Varying Parameter with Arbitrary Structural Breaks
Michael C Tseng and Ramazan Gencay
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and Simon Fraser University
Date Posted: May 03, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence
BAFFI CAREFIN Centre Research Paper No. 2017-54
Francesco Chincoli and Massimo Guidolin
Independent and Bocconi University - Department of Finance
Date Posted: May 03, 2017
Working Paper Series
101 downloads

Incl. Electronic Paper Industry Interdependency Dynamics in a Network Context
SFB 649 Discussion Paper 2017-010
Ya Qian, Wolfgang K. Härdle and Cathy Yi-Hsuan Chen
Humboldt University of Berlin, Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin
Date Posted: May 02, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Volatility Prediction Using a Realized-Measure-Based Component Model
Diaa Noureldin
American University in Cairo - Department of Economics
Date Posted: May 02, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Developing a Regime-Switching Present Value Model: An Application to the UK Housing Market
Jan R. Kim and Keunsuk Chung
Hankuk University of Foreign Studies (HUFS) -Department of International Economics & Law and UNIST
Date Posted: April 27, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Immigration and the Macroeconomy: Some New Empirical Evidence
Banco de Espana Working Paper No. 1716
Francesco Furlanetto and Ørjan Robstad
Norges Bank and Norges Bank
Date Posted: April 27, 2017
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Changing Business Models in International Bank Funding
CEPR Discussion Paper No. DP11957
Leonardo Gambacorta, Stefano Schiaffi and Adrian Van Rixtel
Bank for International Settlements (BIS), Bocconi University and Banco de España - Department of International Economics & International Relations
Date Posted: April 25, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Improved Inference on Cointegrating Vectors in the Presence of a Near Unit Root Using Adjusted Quantiles
Massimo Franchi and Soren Johansen
University of Copenhagen and University of Copenhagen - Department of Economics
Date Posted: April 25, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper The Effects of US Monetary Policy Shocks: Applying External Instrument Identification to a Dynamic Factor Model
Bundesbank Discussion Paper No. 08/2017
Mark Kerssenfischer
Deutsche Bundesbank
Date Posted: April 24, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis
Norges Bank Working Paper 01/2017
Knut Are Aastveit, Francesco Furlanetto and Francesca Loria
Norges Bank, Norges Bank and European University Institute
Date Posted: April 20, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market
Handbook of Global Financial Markets: Transformations, Dependence, and Risk Spillovers, World Scientific Publishing, 2017, Forthcoming
Conall O'Sullivan and Vassilios G. Papavassiliou
University College Dublin (UCD) - Michael Smurfit Graduate School of Business and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Date Posted: April 19, 2017
Accepted Paper Series
11 downloads

Incl. Electronic Paper Applications of a Multivariate Hawkes Process to Joint Modeling of Sentiment and Market Return Events
Steve Y. Yang, Anqi Liu, Jing Chen and Alan G Hawkes
Stevens Institute of Technology, Stevens Institute of Technology, Cardiff University - School of Mathematics and Swansea University - School of Management
Date Posted: April 19, 2017
Working Paper Series
51 downloads

Incl. Electronic Paper Combining Losing Games into a Winning Game
Bruno Remillard and Jean Vaillancourt
HEC Montreal and HEC Montreal - Department of Decision Sciences
Date Posted: April 14, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper The Joint Dynamics of U.S. and Euro-Area Inflation Rates: Expectations and Time-varying Uncertainty
Banque de France Working Paper No. 622
Olesya V. Grishchenko, Sarah Mouabbi and Jean-Paul Renne
Board of Governors of the Federal Reserve System, Banque de France and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: April 14, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper How Do Fiscal Shocks Affect the Macroeconomic Dynamics in the Bangladesh Economy
Shaikh Touhidul Haque
Northern Illinois University
Date Posted: April 12, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Central Bank Policy Rates: Are They Cointegrated?
CESifo Working Paper Series No. 6389
Guglielmo Maria Caporale, Hector Carcel and Luis A. Gil-Alana
Brunel University London - Department of Economics and Finance, University of Navarra - School of Economics and University of Navarra - Department of Economics
Date Posted: April 12, 2017
Working Paper Series
30 downloads

Incl. Electronic Paper Volatility Mean-Reversion on the Zimbabwe Stock Exchange (ZSE)
Clayton Mudzamba
National University of Science and Technology
Date Posted: April 08, 2017
Working Paper Series
27 downloads

Incl. Electronic Paper A New Class of Discrete-Time Stochastic Volatility Model with Correlated Errors
Sujay Mukhoti and Pritam Ranjan
IIM Indore and Indian Institute of Management (IIM), Indore
Date Posted: April 08, 2017
Working Paper Series
15 downloads

Incl. Electronic Paper Testing R&D-Based Endogenous Growth Models
Peter K. Kruse-Andersen
University of Copenhagen - Department of Economics
Date Posted: April 08, 2017
Working Paper Series
26 downloads

Incl. Fee Electronic Paper Regional Effects of Monetary Policy in China: Evidence from China's Provinces
Bulletin of Economic Research, Vol. 69, Issue 2, pp. 178-208, 2017
Xiaohui Guo and Tajul Ariffin Masron II
Hebei University, Baoding, China and Universiti Sains Malaysia (USM) - School of Management
Date Posted: April 07, 2017
Accepted Paper Series
1 downloads

Incl. Electronic Paper Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis
Banco de Espana Working Paper No. 1713
Knut Are Aastveit, Francesco Furlanetto and Francesca Loria
Norges Bank, Norges Bank and European University Institute
Date Posted: April 06, 2017
Working Paper Series
21 downloads

Incl. Fee Electronic Paper Uncertainty Shocks, Asset Supply and Pricing Over the Business Cycle
CEPR Discussion Paper No. DP11950
Francesco Bianchi, Cosmin L. Ilut and Martin Schneider
Duke University, Duke University and Stanford University
Date Posted: April 04, 2017
Working Paper Series

Incl. Electronic Paper Price and Volatility Spillovers Across the International Steam Coal Market
Jonathan A. Batten, Janusz Brzeszczynski, Cetin Ciner, Chi Keung Marco Lau, Brian M. Lucey and Larisa Yarovaya
Monash University, Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of North Carolina at Wilmington, Northumbria University, Trinity Business School, Trinity College Dublin and Anglia Ruskin University - Lord Ashcroft International Business School
Date Posted: March 31, 2017
Working Paper Series
21 downloads

Incl. Fee Electronic Paper Testing Catching‐Up between the Developing Countries: “Growth Resistance” and Sometimes “Growth Tragedy”
Bulletin of Economic Research, Vol. 64, Issue 4, pp. 470-508, 2012
Gilles Dufrénot, Valérie Mignon and Théo Naccache
GREQAM and Aix-Marseille School of Economics, EconomiX-CNRS, University of Paris Ouest and Université Paris Ouest - Nanterre, La Défense - University of Paris-Ouest Nanterre
Date Posted: March 31, 2017
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Quantitative Effects of Tax Foresight: Not All States Are Equal
Ana Maria Herrera and Sandeep Kumar Rangaraju
University of Kentucky - Gatton College of Business and Economics and Weber State University (WSU) - Goddard School of Business and Economics
Date Posted: March 30, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Financial Development and Energy Consumption Nexus in Malaysia: A Multivariate Time Series Analysis
Islam, F., Shahbaz, M., Ahmed, A.U., and Alam, M.M. 2013. Financial Development and Energy Consumption Nexus in Malaysia: A Multivariate Time Series Analysis, Economic Modelling. Vol. 30, pp. 435- 441.
S.M. Faridul Islam, Muhammad Shahbaz, Ashraf Uddin Ahmed and Md. Mahmudul Alam
Khwaja Yunus Ali University - Department of Business Administration, COMSATS Institute of Information Technology (CIIT), Islamabad, Morgan State University and Universiti Utara Malaysia
Date Posted: March 29, 2017
Accepted Paper Series
7 downloads


 

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