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JEL Code: C3

1,991,917 Total downloads

Viewing: 151 - 200 of 12,002 papers

151.

Asset Allocation Under Multivariate Regime Switching

FRB of St. Louis Working Paper No. 2005-002C
Number of pages: 41 Posted: 28 Oct 2006
Working Paper Series
Bocconi University - Department of Finance and UCSD

Multiple version iconThere are 2 versions of this paper

Downloads 1,433
152.

Approaches to Customer Segmentation

Journal of Relationship Marketing, 2007
Number of pages: 41 Posted: 02 Aug 2006
Accepted Paper Series
Vanderbilt University - Statistics, Koc University and Ipsos Loyalty - North America
Downloads 1,430
153.

The Costs and Benefits of Reinsurance

Number of pages: 33 Posted: 11 Jun 2008 Last Revised: 11 Feb 2021
Working Paper Series
Temple University - Risk Management & Insurance & Actuarial Science, HEC Montreal - Department of Finance, HEC Montreal - Institute of Applied Economics and HEC Montreal - Department of Finance
Downloads 1,427
154.

A Framework for Stress Testing Banks' Credit Risk

The Journal of Risk Model Validation, Vol. 2, No. 1, pp. 3-23, Spring 2008
Number of pages: 21 Posted: 15 Jan 2009 Last Revised: 04 Mar 2009
Accepted Paper Series
Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 1,426
155.

European Securitization: A Garch Model of CDO, MBS and Pfandbrief Spreads

Journal of Structured Finance, Vol. 12, No. 1, pp. 55-80, J.W. Goethe Universitaet Frankfurt am Main Finance Working Paper No. 121
Number of pages: 43 Posted: 13 Apr 2005
Accepted Paper Series
International Monetary Fund (IMF) - European Department
Downloads 1,411
156.

MATLAB Applications of Trading Rules and GARCH with Wavelets Analysis

Number of pages: 11 Posted: 15 Dec 2009
Working Paper Series
Aydin Adnan Menderes University, Nazilli Faculty of Economics and Administrative Sciences
Downloads 1,400
157.

Risk Measures for Hedge Funds: A Cross-Sectional Approach

European Financial Management Journal, Forthcoming
Number of pages: 54 Posted: 17 May 2006
Accepted Paper Series
University of Massachusetts Amherst - Department of Finance and Brooklyn College - CUNY

Multiple version iconThere are 2 versions of this paper

Downloads 1,395
158.

Testing the Relation between Price-to-Earnings Ratio and Stock Returns in the Athens Stock Exchange

Number of pages: 32 Posted: 27 Dec 2005
Working Paper Series
Athens University of Economics and Business - Department of Accounting and Finance
Downloads 1,395
159.

The Macroeconomic Effects of Oil Price Shocks: Empirical Evidence for India

Number of pages: 25 Posted: 10 May 2006
Working Paper Series
University of Delhi - Department of Business Economics
Downloads 1,378
160.

The Seasonality of Gold - The Autumn Effect

Number of pages: 22 Posted: 23 Jan 2012 Last Revised: 09 Oct 2012
Working Paper Series
University of Western Australia - Business School
Downloads 1,347
161.

Funding Value Adjustment for General Financial Instruments: Theory and Practice

A version of this paper was published in Risk, Nov. 2015
Number of pages: 28 Posted: 10 Jul 2013 Last Revised: 10 Sep 2018
Accepted Paper Series
Danske Bank - Danske Markets, Intesa Sanpaolo - Financial and Market Risk Management and Numerix
Downloads 1,339
162.

Volatility in the Gold Futures Market

Number of pages: 14 Posted: 25 Jun 2007
Working Paper Series
RMIT University and Trinity Business School, Trinity College Dublin
Downloads 1,338
163.

Dynamic Conditional Correlation: On Properties and Estimation

Number of pages: 28 Posted: 18 Nov 2009 Last Revised: 14 Jul 2011
Working Paper Series
Independent
Downloads 1,333
164.

Portfolio Oversight: An Evolutionary Approach

Number of pages: 50 Posted: 08 Nov 2012 Last Revised: 26 May 2014
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,329
165.

Analyzing the Relationship between Organic and Sponsored Search Advertising: Positive, Negative or Zero Interdependence?

Number of pages: 52 Posted: 20 Oct 2009 Last Revised: 27 Oct 2012
Working Paper Series
University of Southern California - Marshall School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 1,326
166.

Shedding Light on the Shadow Economy: A Global Database and the Interaction with the Official One

CESifo Working Paper No. 7981
Number of pages: 54 Posted: 12 Dec 2019
Working Paper Series
George Washington University - Department of Economics and Johannes Kepler University Linz - Department of Economics
Downloads 1,318
167.

Eine anwenderorientierte Einführung in Partial Least Square (PLS)-Methode (A User-Oriented Introduction to Partial Least Squares (PLS) Method)

Number of pages: 72 Posted: 02 Jul 2012 Last Revised: 22 Jul 2014
Working Paper Series
University of the German Federal Armed Forces - Universität der Bundeswehr München
Downloads 1,310
168.

Asymmetric Capital Structure Adjustments: New Evidence from Dynamic Panel Threshold Models

Journal of Empirical Finance, Forthcoming
Number of pages: 37 Posted: 05 Aug 2009 Last Revised: 17 Apr 2012
Accepted Paper Series
Alliance Manchester Business School, University of Liverpool - Accounting and Finance Division and Independent
Downloads 1,302
169.

Value at Risk Using the Factor-Arch Model

Number of pages: 31 Posted: 16 Aug 1998
Working Paper Series
Aarhus University - CREATES

Multiple version iconThere are 2 versions of this paper

Downloads 1,300
170.

House Prices and the Macroeconomy in Europe: Results from a Structural VAR Analysis

ECB Working Paper No. 18
Number of pages: 65 Posted: 29 Jul 2001
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 1,299
171.

GARCH Processes: Theory, Simulations and Testing with Examples

Number of pages: 20 Posted: 05 Dec 2003
Working Paper Series
Indira Gandhi Institute of Development Research
Downloads 1,297
172.

Dynamic Capital Structure Adjustment and the Impact of Fractional Dependent Variables

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 66 Posted: 01 Jul 2010 Last Revised: 06 Sep 2013
Accepted Paper Series
Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and University of Southern Denmark
Downloads 1,293
173.

Did Quantitative Easing Only Inflate Stock Prices? Macroeconomic Evidence from the US and UK

Number of pages: 48 Posted: 14 Sep 2016 Last Revised: 23 Feb 2018
Working Paper Series
Henley Business School - ICMA Centre, University of Reading - ICMA Centre, University of Reading - Henley Business School and University of Reading - ICMA Centre
Downloads 1,285
174.

Market Structure and Competition in Airline Markets

Number of pages: 71 Posted: 11 May 2016 Last Revised: 02 Mar 2020
Working Paper Series
University of Virginia - Department of Economics, Boston College - Department of Economics and Harvard University

Multiple version iconThere are 2 versions of this paper

Downloads 1,281
175.

A Multivariate Garch Model with Volatility Spill-Over and Time-Varying Correlations

Number of pages: 15 Posted: 20 Feb 2007
Working Paper Series
Stanford University
Downloads 1,274
176.

Board Composition, Managerial Ownership, and Firm Performance: An Empirical Analysis

Financial Review, November 1998
Number of pages: 16 Posted: 21 Sep 1998 Last Revised: 06 Oct 2009
Accepted Paper Series
Florida Atlantic University and University of Colorado at Denver - Department of Finance
Downloads 1,268
177.

International Asset Allocation Under Regime Switching, Skew and Kurtosis Preferences

FRB of St. Louis, Research Division Working Paper No. 2005-034C
Number of pages: 51 Posted: 07 Mar 2005
Working Paper Series
UCSD and Bocconi University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,258
178.

Efficient Calibration to FX Options by Markovian Projection in Cross-Currency Libor Market Models

Number of pages: 14 Posted: 10 Oct 2006
Working Paper Series
Danske Bank - Danske Markets and Bloomberg LP
Downloads 1,255
179.

An Apgarch Investigation of the Main Influences on the Gold Price

Number of pages: 26 Posted: 29 Aug 2005
Working Paper Series
Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin
Downloads 1,246
180.

Risk and Return Characteristics of Venture Capital-Backed Entrepreneurial Companies

Review of Financial Studies, Forthcoming, AFA 2009 San Francisco Meetings Paper
Number of pages: 58 Posted: 25 Mar 2008 Last Revised: 13 Jan 2015
Working Paper Series
University of Southern California - Marshall School of Business and Dartmouth College - Tuck School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,235
181.

Factor High-Frequency Based Volatility (HEAVY) Models

Number of pages: 47 Posted: 28 May 2014
Working Paper Series
University of Oxford - Department of Economics and Capital University of Economics and Business-International School of Economics and Management
Downloads 1,226
182.

Choice Models in Marketing: Economic Assumptions, Challenges and Trends

Foundations and Trends in Marketing, Vol. 2, No. 2, 2007, Fisher College of Business Working Paper Series
Number of pages: 88 Posted: 05 Feb 2008 Last Revised: 12 May 2014
Accepted Paper Series
Indiana University - Kelley School of Business - Department of Marketing, Korea University Business School (KUBS), Goethe University Frankfurt - Department of Marketing, University of California, Los Angeles (UCLA) - Anderson School of Management and Ohio State University (OSU) - Department of Marketing and Logistics
Downloads 1,219
183.

Open Market Versus Tender Offer Share Repurchases: A Conditional Event Study

University of British Columbia, Finance Working Paper No. 98-2, Sauder School of Business Working Paper
Number of pages: 34 Posted: 11 Mar 1999 Last Revised: 09 May 2012
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business and Wilfrid Laurier University - School of Business & Economics
Downloads 1,218
184.

How Smart is Smart Money? A Two-Sided Matching Model of Venture Capital

Number of pages: 63 Posted: 31 Jan 2006
Working Paper Series
Dartmouth College - Tuck School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,216
185.

Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets

Number of pages: 23 Posted: 12 May 2009
Working Paper Series
National Chung Hsing University - Department of Applied Economics, Department of Finance, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Faculty of Economics - Chiang Mai University
Downloads 1,207
186.

Econometrics: A Bird's Eye View

CESifo Working Paper Series No. 1870, IZA Discussion Paper No. 2458
Number of pages: 73 Posted: 30 Nov 2006
Working Paper Series
University of Technology Sydney - Economics Discipline Group, Northwestern University and University of Southern California - Department of Economics
Downloads 1,206
187.

Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility Portfolios

Financial Analysts Journal, Forthcoming
Number of pages: 34 Posted: 16 Aug 2013 Last Revised: 18 Dec 2014
Accepted Paper Series
Florida Atlantic University - Department of Finance, University of Virginia (UVA), Investment Management Company, University of Virginia, Darden Graduate School of Business and TIAA Institute - Covariance Capital Management
Downloads 1,205
188.

The Informative Versus Persuasive Role of Marketing Communication in New Product Categories: An Application to the Prescription Antihistamines Market

Number of pages: 47 Posted: 26 Nov 2003
Working Paper Series
Stanford Graduate School of Business, University of Michigan, Stephen M. Ross School of Business and University of Chicago
Downloads 1,205
189.

Indicators of Financial Crises Do Work! An Early-Warning System for Six Asian Countries

Number of pages: 39 Posted: 27 Dec 2003
Working Paper Series
University of Groningen - Faculty of Economics and Business, University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 1,202
190.

VAR Analysis of the Monetary Transmission Mechanism in Vietnam

Applied Econometrics and International Development. Vol. 9, No. 1, pp. 165-179, January – June 2009
Number of pages: 14 Posted: 27 Aug 2008 Last Revised: 15 Oct 2009
Accepted Paper Series
State Bank of Vietnam and The American College for Financial Services
Downloads 1,201
191.

Regression-Based Tests of the Market Pricing of Accounting Numbers: The Mishkin Test and Ordinary Least Squares

Number of pages: 44 Posted: 11 Jan 2007
Working Paper Series
City University London - Cass Business School, Northwestern University and Simon School, University of Rochester

Multiple version iconThere are 3 versions of this paper

Downloads 1,198
192.

Asset Storability and Price Discovery of Commodity Futures Markets: A New Look

Number of pages: 32 Posted: 21 Nov 2002
Working Paper Series
University of Colorado at Denver - Business School, Texas A&M University, College Station - Department of Agricultural Economics and Texas A&M University - Department of Agricultural Economics
Downloads 1,193
193.

Are Credit Scoring Models Sensitive with Respect to Default Definitions? Evidence from the Austrian Market

Number of pages: 44 Posted: 25 Jun 2003
Working Paper Series
Raiffeisen Bank International
Downloads 1,190
194.

Money, Inflation, and Growth in Pakistan

Pakistan Development Review, Vol. 45, No. 2, pp. 203-212, Summer 2006
Number of pages: 10 Posted: 28 Feb 2007
Accepted Paper Series
affiliation not provided to SSRN
Downloads 1,190
195.

One-Factor-Garch Models for German Stocks - Estimation and Forecasting

Tuebinger Diskussionsbeitraege No. 87
Number of pages: 53 Posted: 01 Feb 1997
Working Paper Series
University of Tuebingen - Faculty of Economics and Business Administration
Downloads 1,189
196.

Trading Volatility Spreads: A Test of Index Option Market Efficiency

Lancaster University Management School, Accounting and Finance Working Paper No. 99/12
Number of pages: 33 Posted: 21 Oct 1999
Working Paper Series
Bocconi University and Alliance Manchester Business School, University of Manchester
Downloads 1,186
197.

In the Same Boat: Exchange Rate Interdependence in the Asia-Pacific Region

PIER Working Paper No. 07-019
Number of pages: 24 Posted: 11 Jul 2007
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and Pennsylvania State University - College of the Liberal Arts - Department of Economic
Downloads 1,176
198.

The Effect of Endogenous Right-to-Work Laws on Business and Economic Conditions in the United States: A Multivariate Approach

Review of Law and Economics, Vol. 5, No. 1, pp. 595-614, 2009
Number of pages: 20 Posted: 07 Nov 2007 Last Revised: 23 Feb 2011
Accepted Paper Series
Hofstra University - Frank G. Zarb School of Business
Downloads 1,173
199.

Volatility Spillovers between Returns on Crude Oil Futures and Oil Company Stocks

Number of pages: 18 Posted: 22 May 2009
Working Paper Series
National Chung Hsing University - Department of Applied Economics, Department of Finance, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Faculty of Economics - Chiang Mai University
Downloads 1,165
200.

Hedge Fund Performance: End of an Era?

Vanderbilt Owen Graduate School of Management Research Paper No. 3034283
Number of pages: 63 Posted: 11 Sep 2017 Last Revised: 19 Feb 2020
Working Paper Series
Vanderbilt University - Finance, Aalto University School of Business and University of Oulu
Downloads 1,164