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SSRN eLibrary Search Results
JEL Code: C52
412,151 Total downloads
Showing Papers 751 - 800 of 2,333
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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
4 downloads

Incl. Electronic Paper Knowledge as Explanations
Marco Valente
University of L'Aquila
Date Posted: February 16, 2017
Working Paper Series
9 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
26 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
55 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
13 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
17 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
20 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
7 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
10 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
Working Paper Series
62 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
40 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
9 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
2 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
8 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
16 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
8 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
17 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
7 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
39 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
64 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
21 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
29 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
9 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
6 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
29 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
23 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
51 downloads

Incl. Electronic Paper The P&L Attribution Test
Kevin Fergusson, Hayden Luo and Peter Thompson
University of Melbourne - Centre for Actuarial Studies, ANZ Bank and ANZ Bank
Date Posted: December 03, 2016
Last Revised: January 18, 2017
Working Paper Series
54 downloads

Incl. Electronic Paper Tests for Relevance and Redundancy of Moment Conditions
Alexander Larin
National Research University Higher School of Economics
Date Posted: December 02, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
Globalization and Monetary Policy Institute Working Paper No. 290
Alexander Chudik, George Kapetanios and M. Hashem Pesaran
Federal Reserve Banks - Federal Reserve Bank of Dallas, University of London - Queen Mary College - Department of Economics and USC Dornsife Institute for New Economic Thinking
Date Posted: November 22, 2016
Working Paper Series
31 downloads

Incl. Electronic Paper Speci fication Tests for the Propensity Score
Pedro H. C. Sant'Anna and Xiaojun Song
Vanderbilt University - College of Arts and Science - Department of Economics and Peking University - Guanghua School of Management
Date Posted: November 21, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper Viewing Discretionary and Non-Discretionary Accruals Through the Univariate Lens: A Conditional Heteroscedastic Mean-Variance Approach
Albert Kwame Mensah
City university of Hong Kong
Date Posted: November 18, 2016
Last Revised: December 15, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Value-at-Risk Prediction in R with the GAS Package
David Ardia, Kris Boudt and Leopoldo Catania
University of Neuchatel - Institute of Financial Analysis, Vrije Universiteit Brussel (VUB) and University of Rome, Tor Vergata - Department of Economics and Finance
Date Posted: November 17, 2016
Last Revised: December 06, 2016
Working Paper Series
122 downloads

Incl. Electronic Paper Signaling Effects of Monetary Policy
FRB of Chicago Working Paper No. WP-2016-14
Leonardo Melosi
Federal Reserve Bank of Chicago
Date Posted: November 17, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Forecastability and Statistical Characteristics of Aggregate Oil and Gas Investments on the Norwegian Continental Shelf
CESifo Working Paper Series No. 6113
Sindre Lorentzen and Petter Osmundsen
University of Stavanger and University of Stavanger
Date Posted: November 10, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Forecasting Product Life Cycle Curves: Practical Approach and Empirical Analysis
Kejia Hu, Jason Acimovic, Francisco Erize, Douglas J. Thomas and Jan A. Van Mieghem
Northwestern University - Kellogg School of Management, Penn State University, Smeal College of Business, Dell Inc., Pennsylvania State University - Department of Supply Chain & Information Systems and Northwestern University - Kellogg School of Management
Date Posted: November 10, 2016
Working Paper Series
56 downloads

Incl. Electronic Paper Yes, Econometrics is Alchemy
Morong Yang
Hefei University of Technology
Date Posted: November 10, 2016
Last Revised: November 13, 2016
Working Paper Series
159 downloads

Incl. Electronic Paper The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach
CESifo Working Paper Series No. 6099
Stephen J. Cole and Fabio Milani
Marquette University and University of California, Irvine - Department of Economics
Date Posted: November 09, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Restrictions Search for Panel VARs
DIW Berlin Discussion Paper No. 1612
Annika Schnücker
German Institute for Economic Research (DIW Berlin)
Date Posted: November 08, 2016
Working Paper Series
7 downloads


 

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