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JEL Code: C20

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Viewing: 501 - 527 of 527 papers

501.

Lease Maturity and Initial Rent: Is There a Term Structure for UK Commercial Property Leases?

Journal of Real Estate Finance and Economics, Vol. 36, No. 4, 2008
Posted: 30 Jan 2008
Accepted Paper Series
UQ Business School, affiliation not provided to SSRN and University of Reading - Department of Real Estate and Planning
502.

Long Term Dependence in Stock Returns

Journal of Empirical Finance, Vol. 3, No. 4, 1996
Posted: 25 Sep 2007
Accepted Paper Series
Tilburg University - TIAS School for Business and Society
503.

Mean Shifts, Unit Roots and Forecasting Seasonal Time Series

A1.89 WP 9609/A
Posted: 14 Jan 1998
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Econometrics, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
504.

Model Uncertainty, Complexity and Rank in Finance

The ICFAI Journal of Financial Risk Management, Vol. 2, No. 2, pp. 31-61, June 2005
Posted: 04 Jun 2008
Accepted Paper Series
University of California at Irvine - The Paul Merage School of Business

Multiple version iconThere are 2 versions of this paper

505.

Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors

Advances in Econometrics, 2014, vol. 33, 65-92.
Posted: 27 Feb 2016
Accepted Paper Series
Purdue University, University of California, Riverside (UCR) - Department of Economics and University of California, Riverside (UCR)
506.

Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors

Working Paper No. 1245
Posted: 03 May 2000
Working Paper Series
Indiana University Bloomington - Department of Economics, Seoul National University and Yale University - Cowles Foundation

Multiple version iconThere are 2 versions of this paper

507.

Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors

Posted: 04 Sep 2001
Accepted Paper Series
Indiana University Bloomington - Department of Economics, Seoul National University and Yale University - Cowles Foundation

Multiple version iconThere are 2 versions of this paper

508.

On Pricing Kernels, Information and Risk

Investment Analysts Journal, Vol. 44, No. 1, pp 1-19, 2015
Posted: 16 Oct 2013 Last Revised: 14 Feb 2015
Accepted Paper Series
University of the Witwatersrand, School of Computational and Applied Mathematics and University of Cape Town, Department of Statistical Sciences
509.

On Simultaneous Switching Autore

University of Tokyo Working Paper No. 99-50
Posted: 31 May 2000
Working Paper Series
University of Tokyo - Faculty of Economics and University of Tokyo - Faculty of Economics
511.

On Theil's Errors

CentER Working Paper No. 2003-18
Posted: 26 May 2004
Working Paper Series
Vrije Universiteit Amsterdam, School of Business and Economics and Tilburg University - Center for Economic Research (CentER)
512.

Personality Traits and the Perception of Macroeconomic Indicators: Survey Evidence

Bulletin of Economic Research, Vol. 69, Issue 4, pp. E150-E172, 2017
Number of pages: 23 Posted: 10 Oct 2017
Accepted Paper Series
Universität Potsdam

Multiple version iconThere are 2 versions of this paper

514.

Regime-Dependent Nonlinear Analysis of Hedge Funds

Journal of Alternative Investments, Vol. 3, No. 4, 2011
Posted: 10 Mar 2017
Accepted Paper Series
Independent, University of Bremen and Business School Berlin
515.

Robust Tests for Normality of Errors in Regression Models

Economics Letters, Vol. 86, pp. 63-68, 2005
Posted: 07 Feb 2005
Accepted Paper Series
Ege University - Department of Economics and PIDE
516.

Some Evidence on a Procedure for Testing Symmetry Restrictions in Large Demand Systems

A1.89 WP 9621/A
Posted: 14 Jan 1998
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Econometrics, affiliation not provided to SSRN and Erasmus University
517.

Temporal Aggregation in Repeated Sales

Journal of Real Estate Finance and Economics, Vol. 33, No. 2, 2006
Posted: 13 Apr 2006
Accepted Paper Series
Statistics Norway - Research Department
519.

Testing for Smooth Transition Nonlinearity in the Presence of Outliers

A1.89 WP 9622/A
Posted: 14 Jan 1998
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Econometrics, Vrije Universiteit Amsterdam - School of Business and Economics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
520.

The Economic Burden of Disabled Children on Families in Kerala in South India

iHEA 2007 6th World Congress: Explorations in Health Economics Paper, Centre for Development Studies Discussion Paper No. 91
Posted: 23 Jun 2007
Working Paper Series
Sri Uthradom Thirunal Medical College and affiliation not provided to SSRN
521.

The Flexible Fourier Form and Local Generalised Least Squares De‐Trended Unit Root Tests

Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 5, pp. 736-759, 2012
Number of pages: 24 Posted: 12 Sep 2012
Accepted Paper Series
Banco de Portugal and University of Essex - Essex Business SchoolUniversity of Essex
522.

The Impact of Hedging and Trading Derivatives on Value, Performance and Risk of European Banks

Titova, Yulia & Penikas, Henry & Gomayun, Nikita. (2020). The Impact of Hedging and Trading Derivatives on Value, Performance and Risk of European Banks. Empirical Economics. 58. 10.1007/s00181-018-1545-1.
Posted: 06 Aug 2020
Working Paper Series
Catholic University of Lille - IESEG School of Management, National Research University Higher School of Economics and National Research University Higher School of Economics
523.

Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK

Posted: 14 Jul 2000
Working Paper Series
Curtin University of Technology - Curtin Business School - Bentley Campus, Lombard Odier Asset Management (SA), University of Geneva - Geneva School of Economics and Management (GSEM) and University of Aberdeen - Centre for Property Research
524.

Timeliness of Spread Implied Ratings

European Financial Management Journal, Forthcoming
Posted: 16 Oct 2007
Accepted Paper Series
University of Reading - ICMA Centre and ICMA Centre - Henley Business School, University of Reading

Multiple version iconThere are 2 versions of this paper

525.

Unit Root Log Periodogram Regression

Working Paper No. 1244
Posted: 03 May 2000
Working Paper Series
Yale University - Cowles Foundation
526.

Using Higher Moments to Estimate the Simple Errors-in-Variables Model

RAND JOURNAL OF ECONOMICS, Vol 28 No 0, Special Issue
Posted: 25 Mar 1997
Accepted Paper Series
University of British Columbia (UBC) - Department of Economics
527.

Volatility Clustering in Monthly Stock Returns

Journal of Empirical Finance, Vol. 10, No. 4, 2003
Posted: 25 Sep 2007
Accepted Paper Series
Tilburg University - TIAS School for Business and Society and affiliation not provided to SSRN