Search Results
JEL Code: C01

151,625 Total downloads

Viewing: 101 - 150 of 895 papers

101.

Predicting US Recessions: A Dynamic Time Warping Exercise in Economics

Number of pages: 41 Posted: 07 Oct 2017
Working Paper Series
University of California, Riverside (UCR), College of Humanities, Arts, & Social Sciences, Department of Economics
Downloads 294
102.

Gold, Oil, and Stocks

Number of pages: 27 Posted: 02 Aug 2013 Last Revised: 10 May 2014
Working Paper Series
Charles University in Prague - Department of Economics, Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Downloads 293
103.

A Non-Structural Investigation of VIX Risk Neutral Density

Journal of Banking and Finance, Forthcoming
Number of pages: 45 Posted: 01 Apr 2017 Last Revised: 16 Nov 2018
Accepted Paper Series
Nordea, Aarhus University - CREATES and Maastricht University - Department of Economics
Downloads 292
104.

Divergence between Accounting and Economic Profit in HUL: An Econometric Approach

Number of pages: 10 Posted: 18 Feb 2012 Last Revised: 25 Feb 2012
Working Paper Series
Dayalbagh Educational Institute and Dayalbagh Educational Institute
Downloads 290
105.

Which Risk Factors Drive Oil Futures Price Curves?

Number of pages: 63 Posted: 20 Sep 2016 Last Revised: 03 Feb 2020
Working Paper Series
The Institute of Statistical MathematicsResilientML, ESC Rennes School of Business, The Institute of Statistical Mathematics, University College London - Department of Statistical ScienceUniversity of California Santa Barbara and Macquarie University - Department of Actuarial Studies and Business Analytics
Downloads 287
106.

A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed Effects

Number of pages: 20 Posted: 19 Jan 2009
Working Paper Series
University of South Carolina - Darla Moore School of Business and Bank of Portugal - Research Department
Downloads 286
107.

An Axiomatic Foundation for the Expected Shortfall

Management Science, Forthcoming
Number of pages: 38 Posted: 22 Jul 2019 Last Revised: 17 Mar 2020
Accepted Paper Series
University of Waterloo - Department of Statistics and Actuarial Science and Western University
Downloads 286
108.

Russell's Paradox and Economics

Number of pages: 4 Posted: 02 Sep 2013 Last Revised: 04 Oct 2013
Working Paper Series
Chienkuo Technology University - Department of International Business
Downloads 284
109.

On Estimating Bitcoin Value at Risk: A Comparative Analysis

Number of pages: 24 Posted: 31 Aug 2018
Working Paper Series
University of Rome III - Department of Business Studies
Downloads 278
110.

Asset Allocation with Correlation: A Composite Trade-Off

European Journal of Operational Research, Forthcoming
Number of pages: 40 Posted: 08 Apr 2017
Accepted Paper Series
Trinity College (Dublin), University College Dublin, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 273
111.

Effects of Education on Job Quality in Colombia

Number of pages: 21 Posted: 28 Feb 2011
Working Paper Series
Universidad ICESIUniversidad IcesiUniversidad ICESI - Economics & Management and affiliation not provided to SSRN
Downloads 272
112.

Neural Networks and Value at Risk

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-7
Number of pages: 43 Posted: 03 Jun 2020 Last Revised: 16 Jul 2020
Working Paper Series
University of Kaiserslautern - Sociovestix Labs - a DFKI spin-off, University of St. Gallen - Institute of Computer Science, Smurfit Graduate Business School, University College Dublin, Deutsche Factoring Bank GmbH & Co. KG and Talanx AG - HDI Global SE
Downloads 271
113.

Panel Non-Linear Causality Test

Number of pages: 8 Posted: 21 May 2015
Working Paper Series
Northeast Normal University, Hong Kong Baptist University (HKBU) – Department of Accountancy and Law - Department of Economics and Asia University, Department of Finance
Downloads 271
114.

Sharp Bounds on Functionals of the Joint Distribution in the Analysis of Treatment Effects

Number of pages: 49 Posted: 04 Aug 2017 Last Revised: 09 Jan 2019
Working Paper Series
University of Toronto - Department of Economics
Downloads 270
115.

The Impact of Online Information on the Value of Quality Signals in Traditional Markets

NET Institute Working Paper Series No. 07-37
Number of pages: 34 Posted: 26 Feb 2007 Last Revised: 03 Aug 2014
Working Paper Series
University of Utah - Department of Operations and Information Systems, University of Maryland - Robert H. Smith School of Business and University of Maryland - Robert H. Smith School of Business
Downloads 269
116.

Latent Instrumental Variables: A Critical Review

Institute for New Economic Thinking Working Paper Series No. 46
Number of pages: 43 Posted: 05 Aug 2016
Working Paper Series
Columbia University
Downloads 260
117.

Pre-holiday Returns and Volatility in Thai Stock Market

Asian Journal of Finance & Accounting, Vol. 2, No. 2
Number of pages: 14 Posted: 04 Oct 2011 Last Revised: 05 Oct 2011
Accepted Paper Series
Thammasat University - College of Innovation
Downloads 260
118.

Propuesta De Un Indicador De Salud Financiera Y Su Efecto En La Predicción Del Fracaso Empresarial (Indicator of Financial Health Proposal and its Impact on Probability of Default)

Revista Internacional Administración & Finanzas, Vol. 5, No. 3, pp. 19-40, 2012
Number of pages: 22 Posted: 06 Jan 2012 Last Revised: 15 Mar 2016
Accepted Paper Series
affiliation not provided to SSRN, affiliation not provided to SSRN and University of Murcia - Department of Quantitative Economic Methods
Downloads 257
119.

Econometric Methods for Causal Evaluation of Education Policies and Practices: A Non-Technical Guide

Number of pages: 42 Posted: 09 Jan 2010
Working Paper Series
Bavarian Ministry for Economic Affairs,Infrastructure, Transport an Technology, University of Konstanz - Faculty of Economics and Statistics and Ifo Institute for Economic Research

Multiple version iconThere are 2 versions of this paper

Downloads 248
120.

El Mercado De Valores Y Su Influencia En La Economía: Estudio Del Caso Colombiano 2001-2013 (the Stock Market and its Impact on the Economy: A Colombian Case Study 2001-2013 )

Revista Internacional Administracion & Finanzas, v. 10 (2) p. 29-39
Number of pages: 11 Posted: 13 Nov 2017
Accepted Paper Series
Universidad Santo Tomás de Aquino - Sede Tunja, Universidad Santo Tomás de Aquino - Sede Tunja and University of Santo Tomas
Downloads 248
121.

Desempeño De Los Fondos De Pensiones Chilenos En El Extranjero (Overseas Performance of Chilean Pension Funds)

Revista Internacional Administración & Finanzas, Vol. 7 (4) pp. 11-25, 2014
Number of pages: 15 Posted: 06 Feb 2014
Accepted Paper Series
Universidad Andrés Bello
Downloads 247
122.

Risk Tolerance and its Relation to Important Life Events

Number of pages: 37 Posted: 11 May 2007
Working Paper Series
Washington State University - School of Economic Sciences and Ohio State University (OSU) - Department of Agricultural, Environmental & Development Economics
Downloads 246
123.

Temporal Aggregation of GARCH Models: Conditional Kurtosis and Optimal Frequency

Number of pages: 30 Posted: 07 Mar 2007 Last Revised: 28 Sep 2010
Working Paper Series
University of Applied Sciences Vorarlberg and University of Applied Sciences Vorarlberg
Downloads 243
124.
Downloads 242
125.

Essays on economic analysis of competition law: theory and practice

Law & Economics LAB, LUISS “Guido Carli” University, Rome, Italy, pp. 1-124
Number of pages: 124 Posted: 20 Apr 2014 Last Revised: 25 Sep 2020
Accepted Paper Series
CDC Cartel Damage Claims
Downloads 239
126.

Do Bubbles Occur in the Gold Price? An Investigation of Gold Lease Rates and Markov Switching Models

Number of pages: 21 Posted: 02 Dec 2012 Last Revised: 11 Jul 2015
Working Paper Series
Trinity Business School, Trinity College Dublin and University College Cork
Downloads 237
127.

Retail in High Definition: Monitoring Customer Assistance through Video Analytics

Columbia Business School Research Paper No. 15-73
Number of pages: 37 Posted: 22 Aug 2015 Last Revised: 11 Feb 2016
Working Paper Series
Universidad de Chile, University of Chile and SCOPIX
Downloads 237
128.

Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering

Number of pages: 53 Posted: 21 Feb 2011
Working Paper Series
Banque de France and University of Warwick
Downloads 236
129.

Energy Consumption and GDP Causality: New Evidence from Disaggregated Data and Panel Long-Run Causality Tests of Developed and Developing Countries

35th IAEE International Conference, Perth, Australia, 26 June 2012, Final version of this paper published in Applied Energy (2015) Vol. 142, pp.44-55. DOI: 10.1016/j.apenergy.2014.12.036 , USAEE Working Paper No. 13-122.
Number of pages: 32 Posted: 01 Apr 2013 Last Revised: 27 Jan 2015
Working Paper Series
Energy Studies Institute, NUS and Victoria University - School of Economics and Finance
Downloads 234
130.

The Cross Attributes Flexible Substitution Logit: Uncovering Category Expansion and Share Impacts of Marketing Instruments

Liu, Q., Steenburgh, T. J., and Gupta, S. (2015). The Cross Attributes Flexible Substitution Logit: Uncovering Category Expansion and Share Impacts of Marketing Instruments. Marketing Science, vol. 34 (1), 144-159. , Darden Business School Working Paper No. 1923329, Harvard Business School Marketing Unit Working Paper No. 12-012
Number of pages: 44 Posted: 06 Sep 2011 Last Revised: 30 Nov 2015
Accepted Paper Series
Purdue University - Krannert School of Management, University of Virginia - Darden Graduate School of Business and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 234
131.

Bounding Omitted Variable Bias Using Auxiliary Data

Number of pages: 46 Posted: 16 Jun 2021 Last Revised: 29 Sep 2021
Working Paper Series
Johns Hopkins University
Downloads 232
132.

Impact of Derivative Trading on Currency Market Volatility in India

Global Journal of Multidisciplinary Studies Volume 4, Issue 02, January 2015, pp 226-238. ISSN: - 2348-0459
Number of pages: 13 Posted: 07 Feb 2015
Accepted Paper Series
Devi Ahilya Vishwavidyalaya (DAVV) University - Graduate School of Business and Devi Ahilya Vishwavidyalaya (DAVV) University
Downloads 232
133.

Machine Learning Macroeconometrics: A Primer

Number of pages: 37 Posted: 28 Sep 2018
Working Paper Series
University of Glasgow - Adam Smith Business School
Downloads 231
134.

Understanding Jumps in High Frequency Digital Asset Markets

Number of pages: 34 Posted: 18 Oct 2021 Last Revised: 21 Oct 2021
Working Paper Series
Humboldt University of Berlin, Corvinus University of Budapest, Students, University of Koblenz-Landau - Information Systems and Semantic Web (ISWeb) and Blockchain Research Center
Downloads 231
135.

Modeling the Price Spread between the EUA and the CER Carbon Prices

Number of pages: 28 Posted: 15 Oct 2010 Last Revised: 26 May 2014
Working Paper Series
Macquarie University
Downloads 230
136.

EL EFECTO ECONÓMICO DE LA MIGRACIÓN INTERNACIONAL EN EL CRECIMIENTO ECONÓMICO DE MÉXICO (The Economic Impact of International Migration on Economic Growth in Mexico)

Revista Internacional Administración & Finanzas, v. 6 (1) p. 55-65
Number of pages: 12 Posted: 28 Jan 2013 Last Revised: 15 Mar 2016
Accepted Paper Series
Universidad Autónoma de Baja California (UABC) and Universidad Autónoma de Baja California (UABC)
Downloads 229
137.

Impact of Crude Oil Price and Exchange Rate on Performance of Indian Stock Market

Asian Journal of Research in Banking and Finance Vol. 6, No. 2, February 2016, pp. 17-29
Number of pages: 13 Posted: 06 Feb 2016 Last Revised: 07 Nov 2016
Accepted Paper Series
Devi Ahilya Vishwavidyalaya (DAVV) University - Graduate School of Business and Devi Ahilya Vishwavidyalaya (DAVV) University, Students
Downloads 227
138.

The Split Population Logit (SPopLogit): Modeling Measurement Bias in Binary Data

Number of pages: 46 Posted: 05 Mar 2011
Working Paper Series
Independent, University of North Texas, affiliation not provided to SSRN and Florida State University - Department of Political Science
Downloads 227
139.

Sentiment Spillover Effects for US and European Companies

Number of pages: 42 Posted: 24 Apr 2017
Working Paper Series
University of St. Gallen and University of St. Gallen
Downloads 224
140.

Inflation and Unemployment Trade-off: A Re-examination of the Phillips Curve and Its Stability in Nigeria

Contemporary Economics, Vol. 13. No. 1, pp. 21-34, 2019
Number of pages: 14 Posted: 30 May 2019
Accepted Paper Series
University of Abuja
Downloads 223
141.

Multivariate Nonparametric Estimation of Value at Risk and Expected Shortfall for Nonlinear Returns Using Extreme Value Theory

Number of pages: 49 Posted: 18 Sep 2012
Working Paper Series
University of Colorado at Boulder
Downloads 223
142.

The Role of the Informational Efficiency in the Dotcom Bubble

Number of pages: 10 Posted: 06 May 2008 Last Revised: 04 Aug 2014
Working Paper Series
University of Siena - Department of Economics
Downloads 223
143.

London or New York: Where and When Does the Gold Price Originate?

Number of pages: 11 Posted: 16 Oct 2012
Working Paper Series
Trinity Business School, Trinity College Dublin, Institute for Policy Research (IPR), University of Bath and University College Cork
Downloads 221
144.

Stock Price Informativeness, Analyst Coverage and Economic Growth: Evidence from Emerging Markets

25th Australasian Finance and Banking Conference 2012
Number of pages: 30 Posted: 19 Aug 2012 Last Revised: 08 Jan 2013
Working Paper Series
University of New South Wales, Deakin University - Department of Accounting and University of Texas at Arlington - Department of AccountingCity University of Hong Kong (CityU) - Department of Accountancy

Multiple version iconThere are 2 versions of this paper

Downloads 218
145.

Some Notes About Decentralization Process Implications on Public Administration Corruption In Romania

Prague Economic Papers, Vol. 18, No. 1, pp. 26-37, 2009
Number of pages: 12 Posted: 14 Nov 2009
Accepted Paper Series
Academy of Economic Studies Bucharest - Faculty of Cybernetics, Statistics and Economic Informatics, Department of Statistics and Econometrics, National School of Political Studies and Public Administration (NSPSPA), Romanian Academy and Nicolae Titulescu University of Bucharest
Downloads 217
146.

Innovation or Shock Size for Stata’s PVAR

Number of pages: 2 Posted: 27 Dec 2018
Working Paper Series
Phoenix Center for Advanced Legal & Economic Public Policy Studies
Downloads 216
147.

The Effects of VIX Index, Exchange Rate & Oil Prices on the BIST 100 Index: A Quantile Regression Approach

Tekin, B , Hatipoğlu, M . (2017). The Effects of VIX Index, Exchange Rate & Oil Prices on the BIST 100 Index: A Quantile Regression Approach. ODÜ Sosyal Bilimler Araştırmaları Dergisi (ODÜSOBİAD), 7 (3), 627-634.
Number of pages: 8 Posted: 06 Apr 2017 Last Revised: 24 Jul 2020
Accepted Paper Series
Çank?r? Karatekin University and Çank?r? Karatekin University
Downloads 216
148.

The Relationship between Energy Consumption and Economic Growth in South and Southeast Asian Countries: A Panel VAR Approach and Causality Analysis

International Journal of Energy Economics and Policy (Forthcoming)
Number of pages: 16 Posted: 02 Jun 2015
Accepted Paper Series
Agricultural University of Athens - Department of Agricultural Economics and Rural Development and University of Patras - Department of Business Administration of Food and Agricultural Enterprises
Downloads 215
149.

The Promise of Machine Learning for Patent Landscaping

USPTO Economic Working Paper No. 2020-1, Santa Clara High Technology Law Journal 2020-1
Number of pages: 9 Posted: 17 Mar 2020 Last Revised: 08 Nov 2021
Working Paper Series
United States Patent and Trademark Office, United States Patent and Trademark Office, Google and United States Patent and Trademark Office
Downloads 212
150.

Measurement of Validity of Corruption Indices

Higher School of Economics Research Paper No. WP BRP 42/PS/2017
Number of pages: 25 Posted: 18 Jan 2017
Working Paper Series
University of Mannheim and National Research University Higher School of Economics
Downloads 210