1.
Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero
Journal of Economics and Financial Analysis, 2(2), 1-27
Number of pages: 27
Posted: 26 Feb 2018
Last Revised: 12 Jan 2021
Accepted Paper Series
London School of Commerce
Downloads
8,851
2.
Robust Value at Risk Prediction
Swiss Finance Institute Research Paper No. 07-31
Number of pages: 51
Posted: 17 Aug 2005
Last Revised: 13 Sep 2010
Working Paper Series
Università della Svizzera italiana (USI Lugano) and University of Geneva
Downloads
1,219
3.
Public Debt, Money Supply, and Inflation: A Cross-Country Study and its Application to Jamaica
IMF Working Paper No. 06/121
Number of pages: 39
Posted: 21 Jun 2006
Working Paper Series
International Monetary Fund (IMF), affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads
898
4.
Empirics of Growth and Development
INTERNATIONAL HANDBOOK OF DEVELOPMENT ECONOMICS, Vol. 1, Amitava Dutt and Jaime Ros, eds., Edward Elgar Publishing, 2008
Number of pages: 22
Posted: 07 Nov 2005
Last Revised: 24 Apr 2011
Accepted Paper Series
University of Chicago - Stone Center for Research on Wealth Inequality and Mobility, University of Cyprus - Department of Economics and University of North Dakota - Nistler College of Business & Public Administration - Department of Economics & Finance
Downloads
610
5.
Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital
BAFFI CAREFIN Centre Research Paper No. 202
Number of pages: 51
Posted: 22 Jun 2023
Last Revised: 14 Oct 2024
Working Paper Series
Bocconi University, Dept. of Finance, Bocconi University and Bocconi University
Downloads
500
6.
History Dependence in the Economy. A Review of the Literature
Revista de Economia del Rosario, Vol. 4, No. 1, 2001
Number of pages: 24
Posted: 06 Sep 2006
Accepted Paper Series
Universidad de los Andes, Colombia - Department of Economics
Downloads
483
7.
Estimating the Price Elasticity of Beer: Meta-Analysis of Data with Heterogeneity, Dependence, and Publication Bias
Number of pages: 27
Posted: 14 Jan 2013
Working Paper Series
Pennsylvania State University - College of the Liberal Arts - Department of Economic
Downloads
480
8.
Is God in the Details? A Reexamination of the Role of Religion in Economic Growth
Journal of Applied Econometrics, 27(7), p. 1059-1075, 2012
Number of pages: 32
Posted: 03 Oct 2006
Last Revised: 20 Aug 2013
Accepted Paper Series
University of Chicago - Stone Center for Research on Wealth Inequality and Mobility, University of Cyprus - Department of Economics and University of North Dakota - Nistler College of Business & Public Administration - Department of Economics & Finance
Downloads
469
9.
Future of Finance Beyond 'Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World: Knight Reconsidered: Risk, Uncertainty, and Profit for the Cyber Era (Presentation Slides)
Princeton Quant Trading Conference 2015
Number of pages: 55
Posted: 08 Apr 2015
Last Revised: 13 May 2018
Working Paper Series
Global Risk Management Network, LLC
Downloads
462
10.
The Effect of Public Debt on Growth in Multiple Regimes
Journal of Macroeconomics, Vol. 38, 2013
Number of pages: 19
Posted: 04 Jul 2012
Last Revised: 16 Dec 2013
Accepted Paper Series
University of Cyprus - Department of Economics, University of Guelph - Department of Economics and University of North Dakota - Nistler College of Business & Public Administration - Department of Economics & Finance
Downloads
446
11.
Effects of Multicollinearity on the Estimation of Macroeconomic Variables by Using Data from Sudan
Number of pages: 89
Posted: 29 Jul 2011
Last Revised: 14 Aug 2011
Working Paper Series
Al-Neelain University - Department of Economics
Downloads
425
12.
Determining the Optimal Order Picking Batch Size in Single Aisle Warehouses
ERIM Report Series Reference No. ERS-2002-64-LIS
Number of pages: 25
Posted: 17 Feb 2003
Working Paper Series
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR) - Department of Technology and Operations Management
Downloads
401
13.
Are Any Growth Theories Robust?
Number of pages: 30
Posted: 13 Mar 2007
Working Paper Series
University of Chicago - Stone Center for Research on Wealth Inequality and Mobility, University of Cyprus - Department of Economics and University of North Dakota - Nistler College of Business & Public Administration - Department of Economics & Finance
Downloads
352
14.
Pitfalls of Using Proxy Variables in Studies of Guns and Crime
Number of pages: 8
Posted: 29 Nov 2003
Working Paper Series
College of William and Mary - Department of Economics and Justec Research
Downloads
334
15.
Fractional Black-Scholes Option Pricing, Volatility Calibration and Implied Hurst Exponents
Number of pages: 22
Posted: 13 Jun 2016
Working Paper Series
Peresec and Independent
Downloads
333
16.
This Time Is Different: Bitcoin Has More Reasons to Reach the Price of $100,000
Number of pages: 32
Posted: 31 Aug 2021
Working Paper Series
Universiti Malaysia Sarawak (UNIMAS)
Downloads
332
17.
Seasonality in Economic Models
University of Aarhus, Economics Working Paper No. 2001-16
Number of pages: 42
Posted: 18 Dec 2001
Working Paper Series
Aarhus University - Department of Economics and Business Economics, Aarhus University - Department of Economics and Business Economics, Aarhus University - Department of Economics and Business Economics, Aarhus University - Department of Economics and Business Economics and Department of Economics, University of Western Ontario
Downloads
323
18.
Early Prediction of Bank Failures in the Republic of Croatia
Number of pages: 3
Posted: 20 Feb 2007
Working Paper Series
University of J.J. Strossmayer in Osijek - Faculty of Economics
Downloads
320
19.
New Area- and Population-Based Geographic Crosswalks for U.S. Counties and Congressional Districts, 1790-2020
Number of pages: 37
Posted: 27 Jan 2022
Last Revised: 22 Mar 2023
Working Paper Series
University of Pittsburgh - Department of Economics, Tulane University, Department of Economics and University of Pittsburgh-Department of Economics
There are 2 versions of this paper
New Area- and Population-Based Geographic Crosswalks for U.S. Counties and Congressional Districts, 1790-2020
Number of pages: 37
Posted: 27 Jan 2022
Last Revised: 22 Mar 2023
Downloads
320
New Area- and Population-Based Geographic Crosswalks for U.S. Counties and Congressional Districts, 1790–2020
NBER Working Paper No. w32206
Number of pages: 43
Posted: 05 Mar 2024
Downloads
4
Downloads
320
20.
Testing for Structural Breaks in Small Samples
IMF Working Paper No. 08/75
Number of pages: 29
Posted: 02 Apr 2008
Working Paper Series
George Washington University, School of Business, International Monetary Fund (IMF) - Developing Country Studies Division and George Washington University - School of Business
Downloads
320
21.
Mathematical Models for Planning Support
Number of pages: 31
Posted: 30 May 2003
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Technology and Operations Management and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads
292
22.
Mobilizing Revenue in Sub-Saharan Africa: Empirical Norms and Key Determinants
IMF Working Paper No. 12/108
Number of pages: 44
Posted: 27 Aug 2012
Working Paper Series
International Monetary Fund (IMF), affiliation not provided to SSRN, affiliation not provided to SSRN and International Monetary Fund (IMF)
Downloads
291
23.
Palmnet: A Pension Asset and Liability Model for the Netherlands
DNB Research Memorandum No. 760
Number of pages: 57
Posted: 24 Feb 2005
Working Paper Series
De Nederlandsche Bank, Vrije Universiteit Amsterdam, School of Business and Economics and De Nederlandsche Bank - Econometrics
Downloads
290
24.
Modelling the Daily Banknotes in Circulation in the Context of the Liquidity Management of the European Central Bank
Number of pages: 55
Posted: 20 Jan 2003
Working Paper Series
Banco de España, European Central Bank (ECB), European Central Bank (ECB) and Banco de España
Downloads
283
25.
Replication in Economics
IZA Discussion Paper No. 2760
Number of pages: 37
Posted: 04 May 2007
Working Paper Series
University of Texas at Austin - Department of Economics
There are 2 versions of this paper
Downloads
282
Replication in Economics
NBER Working Paper No. w13026
Number of pages: 29
Posted: 14 Apr 2007
Last Revised: 06 Aug 2022
Downloads
43
Downloads
282
26.
The Implied Futures Financing Rate
Number of pages: 49
Posted: 15 Mar 2021
Working Paper Series
University of California, Berkeley, University of California, Berkeley, University of California, Berkeley and University of California, Berkeley
Downloads
277
27.
Best-Estimate Claims Reserves in Incomplete Markets
Swiss Finance Institute Research Paper No. 14-64
Number of pages: 21
Posted: 17 Aug 2014
Last Revised: 12 Nov 2014
Working Paper Series
University of Hamburg, University of Hamburg and RiskLab, ETH Zurich
Downloads
266
28.
Virtual Worlds as Petri Dishes for the Social and Behavioral Sciences
Number of pages: 13
Posted: 08 Dec 2008
Working Paper Series
Indiana University and Indiana University Bloomington - Department of Telecommunications
Downloads
262
29.
Robust Capital Requirements with Model Risk
Number of pages: 42
Posted: 20 Jul 2013
Last Revised: 14 Jul 2014
Working Paper Series
Center for Finance and Insurance and London School of Economics & Political Science (LSE)
Downloads
254
30.
Ranking the Predictive Performances of Value-at-Risk Estimation Methods
Number of pages: 25
Posted: 02 Oct 2010
Working Paper Series
Ozyegin University; Bank of America; Centre for Computational Finance, Center For Computational Finance and Center For Computational Finance
Downloads
247
31.
Portfolio Management Implications of Volatility Shifts: Evidence from Simulated Data
IIIS Discussion Paper No. 131
Number of pages: 18
Posted: 04 May 2006
Working Paper Series
Universidad Adolfo Ibañez and Trinity Business School, Trinity College Dublin
Downloads
245
32.
On the Stability of Stablecoins
Number of pages: 48
Posted: 04 Mar 2021
Working Paper Series
University of Vaasa, University of Oulu - Department of Economics, Accounting and Finance, Texas A&M University - Department of Finance and University of Vaasa
Downloads
236
33.
Endogenous Growth in an Open Economy and the Real Exchange Rate
Number of pages: 29
Posted: 21 Aug 2001
Working Paper Series
University of Cassino and Southern Lazio and Accademia dei Lincei
Downloads
232
34.
Dynamic Instrument Rules Based on Time Varying Coefficients Vector Autoregressive Modeling and Forecast-Based Monetary Policy
Number of pages: 38
Posted: 10 Feb 2005
Working Paper Series
Komazawa University and Graduate School of Economics, The University of Tokyo
Downloads
228
35.
How Much Are We Willing To Lose in Cyberspace? On the Tail Risk of Scam in the Market for Initial Coin Offerings
Number of pages: 22
Posted: 09 Jan 2021
Working Paper Series
University of Vaasa, University of Vaasa and University of Vaasa
Downloads
228
36.
Causal Relations via Econometrics
International Econometric Review, Vol 2, No. 1, p 36-56, April 2010
Number of pages: 31
Posted: 07 Apr 2009
Last Revised: 03 Sep 2012
Accepted Paper Series
Akhuwat University
Downloads
221
37.
Robust Value at Risk Prediction: Appendix
Number of pages: 30
Posted: 12 Sep 2010
Working Paper Series
Università della Svizzera italiana (USI Lugano) and University of Geneva
Downloads
193
38.
The Value Added by Arts Experts: The Case of Klaus Ertz and Pieter Brueghel the Younger
Number of pages: 30
Posted: 06 Feb 2020
Last Revised: 06 Feb 2020
Working Paper Series
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), Université Libre de Bruxelles (ULB) and Monash University
Downloads
193
39.
Contagion, Common Exposure, and Selection: Empirical Modeling of the Theories and Substance of Interdependence in Political Science
Number of pages: 33
Posted: 05 Jan 2009
Working Paper Series
University of Michigan and University of Pittsburgh
Downloads
191
40.
A Note on the Link between Asymmetric Risk and Shortfall Risk
Number of pages: 21
Posted: 03 Oct 2008
Working Paper Series
Carleton University
Downloads
165
41.
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach
Number of pages: 36
Posted: 17 Jun 2019
Last Revised: 28 Sep 2020
Working Paper Series
University of Campinas (UNICAMP) - Department of Statistics, Charles III University of Madrid, ECARES, Universite Libre de Bruxelles, University of Campinas (UNICAMP) - Department of Statistics, Sao Paulo School of Economics - FGV and CEQEF- FGV and Universidade Estadual de Campinas (UNICAMP)
Downloads
164
42.
An Equilibrium-Correction Model for Dynamic Network Data
ERIM Report Series Reference No. ERS-2001-39-MKT
Number of pages: 33
Posted: 26 Aug 2006
Working Paper Series
Heriot-Watt University - Edinburgh Business School, Erasmus University Rotterdam (EUR) - Department of Econometrics and Carnegie Mellon University - David A. Tepper School of Business
Downloads
163
43.
Testing Distributional Assumptions: A L-Moment Approach
Number of pages: 39
Posted: 04 Sep 2008
Working Paper Series
Carleton University and University of Cambridge - Faculty of Economics and Politics
Downloads
159
44.
The Most Entropic Canonical Copula with an Application To 'Style' Investment
Number of pages: 57
Posted: 21 Feb 2009
Working Paper Series
University of Cambridge - Faculty of Economics and Politics and Carleton University
There are 2 versions of this paper
The Most Entropic Canonical Copula with an Application To 'Style' Investment
Number of pages: 57
Posted: 21 Feb 2009
Downloads
153
The Most Entropic Canonical Copula with an Application To 'Style' Investment
Number of pages: 57
Posted: 04 Sep 2008
Downloads
135
Downloads
153
45.
Measuring the Strength of the Theories of Government Size
Number of pages: 47
Posted: 04 Dec 2017
Last Revised: 29 May 2019
Working Paper Series
University of Cyprus - Department of Economics, Norwegian Computing Center and University of Cyprus - Department of Economics
Downloads
152
46.
An Exploratory Analysis on the Risk to be Offended on the Internet
Number of pages: 27
Posted: 19 Apr 2019
Last Revised: 19 Apr 2019
Working Paper Series
Institute for Advanced Studies (IHS) and Institute for Advanced Studies (IHS)
Downloads
149
47.
A Review of the Limitations of Financial Failure Prediction Research
This paper has been accepted for publication: Spanish Accounting Review
Number of pages: 28
Posted: 13 Dec 2022
Accepted Paper Series
University of Vaasa, Complutense University of Madrid and Universidad Complutense de Madrid (UCM) - Colegio Universitario de Estudios Financieros (CUNEF)
Downloads
146
48.
The Most Entropic Canonical Copula with an Application To 'Style' Investment
Number of pages: 57
Posted: 04 Sep 2008
Working Paper Series
University of Cambridge - Faculty of Economics and Politics and Carleton University
There are 2 versions of this paper
The Most Entropic Canonical Copula with an Application To 'Style' Investment
Number of pages: 57
Posted: 21 Feb 2009
Downloads
153
The Most Entropic Canonical Copula with an Application To 'Style' Investment
Number of pages: 57
Posted: 04 Sep 2008
Downloads
135
Downloads
135
49.
An econometric model of ethnic maps and evaluation of the endogenous areal unit problem
Number of pages: 35
Posted: 02 May 2022
Last Revised: 18 Oct 2024
Working Paper Series
Leipzig University, Institute for Empirical Research in Economics
Downloads
130
50.
Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings
BAFFI CAREFIN Centre Research Paper No. 220
Number of pages: 38
Posted: 23 Feb 2024
Last Revised: 28 Feb 2024
Working Paper Series
Bocconi University, Dept. of Finance and Bocconi University
Downloads
128
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