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JEL Code: C52
415,381 Total downloads
Showing Papers 421 - 470 of 2,348
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Incl. Electronic Paper Inflation-Forecast Targeting for India: An Outline of the Analytical Framework
IMF Working Paper No. 17/32
Jaromír Beneš, Kevin Clinton, asish thomas george, Joice John, Ondra Kamenik, Douglas Laxton, Pratik Mitra, G.V. Nadhanael, Hou Wang and Fan Zhang
International Monetary Fund (IMF), Government of Canada - Bank of Canada, Government of India - Reserve Bank of India, Government of India - Reserve Bank of India, International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department, Government of India - Reserve Bank of India, Government of India - Reserve Bank of India, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: March 23, 2017
Working Paper Series

Incl. Electronic Paper Quarterly Projection Model for India: Key Elements and Properties
IMF Working Paper No. 17/33
Jaromír Beneš, Kevin Clinton, asish thomas george, Pranav Gupta, Joice John, Ondra Kamenik, Douglas Laxton, Pratik Mitra, G.V. Nadhanael, Rafael Portillo, Hou Wang and Fan Zhang
International Monetary Fund (IMF), Government of Canada - Bank of Canada, Government of India - Reserve Bank of India, International Monetary Fund (IMF), Government of India - Reserve Bank of India, International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department, Government of India - Reserve Bank of India, Government of India - Reserve Bank of India, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: March 23, 2017
Working Paper Series

Incl. Electronic Paper Dynamic Linkages between Gold and Equity Prices: Evidence from Indian Financial Services and Information Technology Companies
Shubhasis Dey and Aravind Sampath
Indian Institute of Management, Kozhikode, India and Indian Institute of Management (IIM), Kozhikode
Date Posted: March 22, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Model Selection for Explosive Models
Yubo Tao and Jun Yu
Singapore Management University - School of Economics and Singapore Management University
Date Posted: March 17, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper The Feller Diffusion, Filter Rules and Abnormal Stock Returns
European Journal of Finance (Forthcoming)
Paul Docherty, Yizhe Dong, Xiaojing Song and Mark J. Tippett
University of Newcastle (Australia), University of Aberdeen - Business School, Lecturer of Accounting & Finance and Loughborough University - Business School
Date Posted: March 17, 2017
Accepted Paper Series
26 downloads

A Parsimonious Risk Factor Model for Global Commodity Future Market
Zhenya Liu and Weiqing Tang
Renmin University of China and University of Birmingham, Department of Economics, Students
Date Posted: March 16, 2017
Working Paper Series

Incl. Electronic Paper Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk
Asmerilda Hitaj, Cesario Mateus and Ilaria Peri
Università degli Studi di Milano-Bicocca - Dipartimento di Statistica e Metodi Quantitativi, University of Greenwich Business School and University of Greenwich
Date Posted: March 15, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper The (Adaptive) Lasso in the Zoo - Firm Characteristic Selection in the Cross-Section of Expected Returns
Marcial Messmer and Francesco Audrino
University of St. Gallen and University of St. Gallen
Date Posted: March 10, 2017
Working Paper Series
57 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 The Effects of IFRS Adoption on the Unconditional Conservatism of Spanish Listed Companies
Olga Fullana, Mariano Gonzalez-Sanchez and David Toscano
Universidad CEU Cardenal Herrera, Universidad CEU Cardenal Herrera and University of Liverpool
Date Posted: March 03, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper A Standardized Method for the Evaluation of Adherence to Practice Guidelines
McMaster University, Department of Economics Working Paper No. 2016-14
S. M. Thomas
McMaster University - Department of Clinical Epidemiology & Biostatistics
Date Posted: March 02, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper More Power for Out-Of-Sample Tests of Predictability
Pablo M. Pincheira
Adolfo Ibanez University - School of Business
Date Posted: February 24, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Knowledge as Explanations
Marco Valente
University of L'Aquila
Date Posted: February 16, 2017
Working Paper Series
14 downloads

Incl. Electronic Paper Publish and Perish: Creative Destruction and Macroeconomic Theory
Jean-Bernard Chatelain and Kirsten Ralf
Paris School of Economics, Université Paris 1 Panthéon Sorbonne and Ecole Supérieure du Commerce Extérieur (ESCE)
Date Posted: February 15, 2017
Working Paper Series
49 downloads

Incl. Electronic Paper A New S.D.E. and Instantaneous Mean Reversion Rate Formula (Presented via a Numerical Empirical Model Comparison)
Yedidya Rabinovitz
Independent
Date Posted: February 15, 2017
Last Revised: March 22, 2017
Working Paper Series
24 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 Sum of All Black-Scholes-Merton Models: An Efficient Pricing Method for Spread, Basket, and Asian Options
Jaehyuk Choi
Peking University - HSBC Business School
Date Posted: February 08, 2017
Working Paper Series
86 downloads

Incl. Electronic Paper Unconventional Monetary Policy and the Anchoring of Inflation Expectations
ECB Working Paper No. 1995
Matteo Ciccarelli, Juan A. Garcia and Carlos Montes-Galdon
European Central Bank (ECB), European Central Bank (ECB) and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Date Posted: February 03, 2017
Working Paper Series
29 downloads

Incl. Electronic Paper What Has Caused Global Business Cycle Decoupling: Smaller Shocks or Reduced Sensitivity?
CEGE - Center for European, Governance and Economic Development Research, Discussion Papers, No. 300, January 2017
Tino Berger and Julia Richter
University of Goettingen (Gottingen) - Department of Economics and University of Göttingen
Date Posted: January 16, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?
ECB Working Paper No. 1972
Kirstin Hubrich and Frauke Skudelny
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Date Posted: January 16, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Crisis Severity and the International Trade Network
ECB Working Paper No. 1971
Marianna Valentinyine Endresz and Frauke Skudelny
Magyar Nemzeti Bank and European Central Bank (ECB)
Date Posted: January 16, 2017
Working Paper Series
13 downloads

Incl. Fee Electronic Paper Does the Probability of Informed Trading Model Fit Empirical Data?
Financial Review, Vol. 52, Issue 1, pp. 5-35, 2017
Quan Gan, Wang Chun Wei and David James Johnstone
University of Sydney Business School, Macquarie Group and University of Sydney Business School
Date Posted: January 15, 2017
Accepted Paper Series

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 Evaluating Cyber Infrastructure for Cyber-Insurance in the Corporate World: An Analytical Focus.
Aruna Kumar Nishanka Sr.
Narasinghpur College
Date Posted: January 13, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Measuring the Output Gap Using Stochastic Model Specification Search
CAMA Working Paper No. 2/2017
Joshua C. C. Chan and Angelia Grant
Australian National University (ANU) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Date Posted: January 13, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper The P&L Attribution Test
Peter J. Thompson, Hayden Luo and Kevin Fergusson
ANZ Bank, ANZ Bank and University of Melbourne - Centre for Actuarial Studies
Date Posted: January 13, 2017
Last Revised: March 16, 2017
Working Paper Series
93 downloads

Incl. Electronic Paper Simulating Historical Inflation-Linked Bond Returns
Laurentius (Laurens) Adrianus Petrus Swinkels
Erasmus University Rotterdam (EUR)
Date Posted: January 09, 2017
Working Paper Series
44 downloads

Incl. Electronic Paper Value-at-Risk and Expected Shortfall When There Is Long Range Dependence
SFB 649 Discussion Paper 2008-006
Wolfgang K. Härdle and Julius Mungo
Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin
Date Posted: January 09, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper A Consistent Nonparametric Test for Causality in Quantile
SFB 649 Discussion Paper 2008-007
Kiho Jeong and Wolfgang K. Härdle
Kyungpook National University and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: January 09, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Long Memory Persistence in the Factor of Implied Volatility Dynamics
SFB 649 Discussion Paper 2007-027
Wolfgang K. Härdle and Julius Mungo
Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin
Date Posted: January 09, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter
SFB 649 Discussion Paper 2007-022
Wen-Jen Tsay and Wolfgang K. Härdle
Academia Sinica - Institute of Economics and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: January 09, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper On the Appropriateness of Inappropriate VAR Models
SFB 649 Discussion Paper 2006-003
Wolfgang K. Härdle, Zdeněk Hlávka and Gerhard Stahl
Humboldt University of Berlin - Institute for Statistics and Econometrics, Charles University in Prague and European Union - Committee of the Regions
Date Posted: January 09, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Monetary Policy and Macroeconomic Stability Revisited
Federal Reserve Bank of Kansas City Working Paper No. 17-01
Yasuo Hirose, Takushi Kurozumi and Willem Van Zandweghe
Faculty of Economics, Keio University, Bank of Japan and Federal Reserve Bank of Kansas City
Date Posted: January 09, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models
SFB 649 Discussion Paper 2014-008
Shuzhuan Zheng, Rong Liu, Lijian Yang and Wolfgang K. Härdle
Soochow University, University of Toledo, Soochow University and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: January 05, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper CRIX or Evaluating Blockchain Based Currencies
SFB 649 Discussion Paper 2015-048
Simon Trimborn and Wolfgang K. Härdle
Humboldt University of Berlin and Humboldt University of Berlin - Institute for Statistics and Econometrics
Date Posted: January 05, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory
Firmin Doko Tchatoka and Jean-Marie Dufour
University of Adelaide and McGill University
Date Posted: January 04, 2017
Working Paper Series
10 downloads

Incl. Electronic Paper Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?
FEDS Working Paper No. 2016-104
Kirstin Hubrich and Frauke Skudelny
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Date Posted: January 03, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models
Jean-Marie Dufour and Richard Luger
McGill University and Université Laval, Département de finance, assurance et immobilier
Date Posted: January 01, 2017
Working Paper Series
9 downloads

The International Transmission of Monetary Policy in Presence of Government Debt: A GVAR Approach
Marzieh Assadi
Shahid Beheshti University
Date Posted: December 29, 2016
Working Paper Series

Interest Rate and Fiscal Balance Co-Movements: A Global Perspective
Marzieh Assadi
Shahid Beheshti University
Date Posted: December 29, 2016
Working Paper Series

Incl. Electronic Paper Unbiased Estimation of Risk
Marcin Pitera and Thorsten Schmidt
Jagiellonian University in Krakow - Department of Mathematics and University of Freiburg
Date Posted: December 27, 2016
Last Revised: December 28, 2016
Working Paper Series
41 downloads

Incl. Electronic Paper On Univariate and Multivariate GARCH Models: Oil Price and Stock Market Returns Volatilities
Amine Guerouah, Halim Zeghdoudi Sr. and Fatima Zohra Bouseba
Badji-Mokhtar Annaba University - LAPS Laboratory, Badji-Mokhtar University and Badji-Mokhtar Annaba University - LAPS Laboratory
Date Posted: December 21, 2016
Working Paper Series
104 downloads

Incl. Electronic Paper When Can Trend-Cycle Decompositions Be Trusted?
FEDS Working Paper No. 2016-099
Manuel Gonzalez-Astudillo and John M. Roberts
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Date Posted: December 21, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Common Shock Models for Claim Arrays
UNSW Business School Research Paper No. 2016ACTL07
Benjamin Avanzi, Greg Taylor and Bernard Wong
UNSW Australia Business School, School of Risk and Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Date Posted: December 14, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper Rejoinder to Abaluck and Gruber
Jonathan Ketcham, Nicolai Kuminoff and Christopher A. Powers
Arizona State University (ASU) - Marketing Department, Arizona State University (ASU) - Economics Department and Centers for Medicare and Medicaid Services
Date Posted: December 14, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Macroeconomic Now- and Forecasting Based on the Factor Error Correction Model Using Targeted Mixed Frequency Indicators
Bundesbank Discussion Paper No. 47/2016
Jeong-Ryeol Kurz-Kim
Deutsche Bundesbank
Date Posted: December 14, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper On Prediction of Future Insurance Claims When the Model Is Uncertain
Liang Hong, Todd Kuffner and Ryan Martin
Robert Morris University - Department of Mathematics, Washington University in Saint Louis and University of Illinois at Chicago - Department of Mathematics, Statistics, & Computer Science
Date Posted: December 12, 2016
Last Revised: February 22, 2017
Working Paper Series
38 downloads

Incl. Electronic Paper What is Keeping U.S. Core Inflation Low: Insights from a Bottom-Up Approach
IMF Working Paper No. 16/124
Yasser Abdih, Ravi Balakrishnan and Baoping Shang
International Monetary Fund (IMF), International Monetary Fund (IMF) - Fiscal Affairs Department and International Monetary Fund (IMF) - Fiscal Affairs Department
Date Posted: December 09, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors
Cowles Foundation Discussion Paper No. 2060
Jin Seo Cho and Peter C. B. Phillips
Yonsei University - Department of Economics and Yale University - Cowles Foundation
Date Posted: December 08, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Long-Term Growth Rate of Expected Utility for Leveraged ETFs: Martingale Extraction Approach
Tim Leung and Hyungbin Park
University of Washington - Department of Applied Math and Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences
Date Posted: December 06, 2016
Working Paper Series
52 downloads


 

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