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SSRN eLibrary Search Results
JEL Code: C15
440,682 Total downloads
Showing Papers 1 - 50 of 2,037
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Incl. Electronic Paper Markov Interacting Importance Samplers
Eduardo F. Mendes , Marcel Scharth and Robert Kohn
Northwestern University , University of New South Wales and University of New South Wales - School of Economics and School of Banking and Finance
Date Posted: February 26, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Lagged Explanatory Variables and the Estimation of Causal Effects
Marc F. Bellemare , Takaaki Masaki and Thomas B. Pepinsky
University of Minnesota - Twin Cities - Department of Applied Economics , Cornell University and Cornell University - Department of Government
Date Posted: February 24, 2015
Working Paper Series
82 downloads

Incl. Electronic Paper A Double Correlated Three Factor Model for a Crude Oil Market
Gaetano Fileccia and Carlo Sgarra
Politecnico di Milano and Politecnico di Milano- Dipartimento di Matematica
Date Posted: February 24, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper In-Sample Bounds for Time-Varying Parameters of Observation Driven Models
Tinbergen Institute Discussion Paper 15-027/III
Francisco Blasques , Siem Jan Koopman , Katarzyna Lasak and Andre Lucas
VU University Amsterdam , VU University Amsterdam , VU Amsterdam and VU University Amsterdam - Faculty of Economics and Business
Date Posted: February 24, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Latent Class Logits and Discrete Choice Experiments: Implications for Welfare Measures
Revue Revue d'économie politique, 2015, Forthcoming,
Adan L Martinez-Cruz
Swiss Federal Institute of Technology Zurich - Centre for Energy Policy and Economics (CEPE)
Date Posted: February 22, 2015
Last Revised: February 25, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Bayesian Estimation of Cox Models with Non-Nested Random Effects: An Application to the Ratification of ILO Conventions by Developing Countries
Annales d’Economie et de Statistique, 2008, Issue 89, Banque de France Working Paper No. 249,
Guillaume Horny , Bernhard Boockmann , Dragana Djurdjevic and Francois Laisney
Banque de France , Centre for European Economic Research (ZEW) , University of St. Gallen and Universite Louis Pasteur - BETA-Theme
Date Posted: February 22, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Measures of Agreement for Probabilistic Diagnoses
Douglas Mossman
University of Cincinnati College of Medicine
Date Posted: February 20, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Centrality-Based Capital Allocations
FRB of Cleveland Working Paper No. 15-01
Adrian Alter , Ben R. Craig and Peter Raupach
International Monetary Fund , Federal Reserve Bank of Cleveland and Deutsche Bundesbank - Research Department
Date Posted: February 19, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper To Score or Not to Score? Estimates of a Sponsored Search Auction Model
USC-INET Research Paper No. 15-09
Yu-Wei Hsieh , Matthew Shum and Sha Yang
USC Dornsife Institute for New Economic Thinking , California Institute of Technology and University of Southern California - Marshall School of Business
Date Posted: February 18, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper CDO, HAME Copulas and an R Package 'CDO'
Yafei Xu
Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), Students
Date Posted: February 17, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Bayesian Estimation of Time-Changed Default Intensity Models
FEDS Working Paper No. 2015-002
Michael B. Gordy and Pawel Szerszen
Board of Governors of the Federal Reserve and Board of Governors of the Federal Reserve System (FRB)
Date Posted: February 14, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Cumulative Prospect Theory and the Variance Premium
Netspar Discussion Paper No. 12/2014-067
Lieven Baele , Joost Driessen , Juan M. Londono and Oliver G. Spalt
Tilburg University - Department of Finance , Tilburg University - Department of Finance , Federal Reserve Board of Governors and Tilburg University - Department of Finance
Date Posted: February 14, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper The Identification of Directed Technical Change Revisited
ZEW - Centre for European Economic Research Discussion Paper No. 14-127
Marianne Saam
Centre for European Economic Research (ZEW) - Information and Communication Technologies Research Group
Date Posted: February 12, 2015
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Structural Estimation of Sequential Games of Complete Information
Economic Inquiry, Vol. 53, Issue 2, pp. 791-811, 2015
Jason R. Blevins
Ohio State University (OSU) - Department of Economics
Date Posted: February 07, 2015
Accepted Paper Series

Incl. Electronic Paper Double Bootstrap Confidence Intervals in the Two-Stage DEA Approach
A revised version in the Journal of Time Series Analysis, Forthcoming
Dimitris K. Chronopoulos , Claudia Girardone and John Nankervis
University of St. Andrews - School of Management , University of Essex - Essex Business School and University of Essex - Department of Accounting, Finance & Management
Date Posted: February 07, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Government Bonds Ammunitions for the ECB Quantitative Easing
Umberto Cherubini and Roberto Violi
University of Bologna - Department of Statistics and Bank of Italy
Date Posted: February 06, 2015
Working Paper Series
41 downloads

Incl. Electronic Paper When Demand Projections are Too Optimistic: A Structural Model of Product Line and Pricing Decisions
Andres Musalem
Universidad de Chile
Date Posted: February 06, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Centrality-Based Capital Allocations
IMF Working Paper No. 14/237
Adrian Alter , Ben R. Craig and Peter Raupach
International Monetary Fund , Federal Reserve Bank of Cleveland and Deutsche Bundesbank - Research Department
Date Posted: February 06, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
CESifo Working Paper Series No. 5189
Jan F. Kiviet , Milan Pleus and Rutger Poldermans
University of Amsterdam - Department of Quantitative Economics , University of Amsterdam and University of Amsterdam
Date Posted: February 05, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper A Non-Linear Forecast Combination Procedure for Binary Outcomes
CESifo Working Paper Series No. 5175
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics
Date Posted: February 04, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Liquidity Commonality and Pricing in UK Equities
Forthcoming, Research in International Business and Finance
Jason Foran , Mark C. Hutchinson and Niall O'Sullivan
University College Cork , University College Cork and University College Cork (UCC) - Department of Economics
Date Posted: February 03, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Pricing Bermudan Options Under Merton Jump-Diffusion Asset Dynamics
International Journal of Computer Mathematics, Forthcoming
Fei Cong and Cornelis W. Oosterlee
Delft University of Technology - Delft Institute of Applied Mathematics (DIAM) and Center for Mathematics and Computer Science (CWI)
Date Posted: January 31, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Better Investing Through Factors, Regimes and Sensitivity Analysis
Cristian Homescu
Independent
Date Posted: January 30, 2015
Working Paper Series
420 downloads

Incl. Electronic Paper Theory and Validation of Replicating Portfolios in Insurance Risk Management
Eric Beutner , Antoon Pelsser and Janina Schweizer
Maastricht School of Business and Economics , Maastricht University and Maastricht School of Business and Economics
Date Posted: January 30, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper The Difference between LSMC and Replicating Portfolio in Insurance Liability Modeling
Antoon Pelsser and Janina Schweizer
Maastricht University and Maastricht School of Business and Economics
Date Posted: January 30, 2015
Working Paper Series
21 downloads

Size Distortions of the Wild Bootstrapped HCCME-Based LM Test for Serial Correlation in the Presence of Asymmetric Conditional Heteroskedasticity
Empirical Economics, Forthcoming
Klaus Grobys
University of Vaasa
Date Posted: January 29, 2015
Accepted Paper Series

Incl. Electronic Paper Comparing Dynamic Equilibrium Economies to Data: A Bayesian Approach
FRB Atlanta Working Paper Series No. 2001-23a
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Duke University - Department of Economics
Date Posted: January 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper A Bayesian Model to Predict Content Creation with Two-Sided Peer Influence in Content Platforms
Bin Zhang , Anjana Susarla and Ramayya Krishnan
University of Arizona , Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management and Carnegie Mellon University - H. John Heinz III School of Public Policy and Management
Date Posted: January 25, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Complete Analytical Solution of the American Style Option Pricing with Constant and Stochastic Volatilities: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 24, 2015
Last Revised: January 25, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 23, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper Sklar's Theorem Revisited: An Elaboration of the Rüschendorf Transform Approach
Frank Oertel
Deloitte, FSI Assurance - Quantitative Services & Valuation
Date Posted: January 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Fuzzy Sets on Shaky Ground: Parameter Sensitivity and Confirmation Bias in fsQCA
Political Analysis (2015) 23:21-41
Chris Krogslund , Donghyun Danny Choi and Mathias Poertner
University of California, Berkeley , University of California, Berkeley and University of California, Berkeley - Charles and Louise Travers Department of Political Science
Date Posted: January 23, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper A Larger-N, Fewer Variables Problem? The Counterintuitive Sensitivity of QCA
Qualitative & Multi-Method Research, Spring 2014, Vol. 12, No. 1
Chris Krogslund and Katherine Michel
University of California, Berkeley and University of California, Berkeley
Date Posted: January 23, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper A Network Perspective on the Dynamics of Market Structure for Outsourced IT Services: A Bayesian Inference Approach
Yingda Lu , Anjana Susarla , Kiron Ravindran and Deepa Mani
Rensselaer Polytechnic Institute , Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management , IE Business School and Indian School of Business (ISB), Hyderabad
Date Posted: January 20, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods
Milan Fičura and Jiri Witzany
University of Economics, Prague - Faculty of Finance and Accounting and University of Economics in Prague
Date Posted: January 20, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Taylor Expansion Based Methods to Measure Credit Risk
Rubén García-Céspedes and Manuel Moreno
BBVA and University of Castilla-La Mancha
Date Posted: January 20, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Credit Risk in the Spanish Financial System a Saddlepoint Approach
Rubén García-Céspedes and Manuel Moreno
BBVA and University of Castilla-La Mancha
Date Posted: January 20, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Importance Sampling and the Spanish Financial System
Rubén García-Céspedes and Manuel Moreno
BBVA and University of Castilla-La Mancha
Date Posted: January 20, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Penalized Indirect Inference
Tinbergen Institute Discussion Paper 15-009/III
Francisco Blasques and Artem Duplinskiy
VU University Amsterdam and VU University Amsterdam - Faculty of Economics and Business Administration
Date Posted: January 19, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Stochastic Simulation Framework for the Limit Order Book Using Liquidity Motivated Agents
Efstathios Panayi and Gareth William Peters
University College London - Financial Computing and Analytics Group, Department of Computer Science and University College London - Department of Statistical Science
Date Posted: January 19, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Complete Analytical Solution of the Heston Model for Option Pricing and Value-at-Risk Problems: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 14, 2015
Working Paper Series
85 downloads

Incl. Electronic Paper How Risky is Your Retirement Income Risk Model?
Patrick J. Collins , Huy D. Lam and Josh Stampfli
Schultz Collins, Inc. , Schultz Collins, Inc. and Independent
Date Posted: January 14, 2015
Working Paper Series
104 downloads

Incl. Electronic Paper Testing of a Market Fraction Model and Power-Law Behaviour in the DAX 30
Journal of Empirical Finance, Forthcoming
Xuezhong He and Youwei Li
University of Technology Sydney (UTS) - School of Finance and Economics and Queen's University Belfast - School of Management
Date Posted: January 11, 2015
Last Revised: January 22, 2015
Accepted Paper Series
15 downloads

Incl. Electronic Paper Complete Analytical Solution of the Asian Option Pricing and Asian Option Value-at-Risk Problems: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 09, 2015
Last Revised: January 10, 2015
Working Paper Series
49 downloads

Incl. Electronic Paper Testing for Benford's Law: A Monte Carlo Comparison of Methods
Dieter William Joenssen
Ilmenau University of Technology - Department of Quantitative Methods for Economics
Date Posted: January 06, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper Long-Term Investors and Valuation-Based Asset Allocation
Wade D. Pfau
The American College
Date Posted: January 04, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper Withdrawal Rates, Savings Rates, and Valuation-Based Asset Allocation
Wade D. Pfau
The American College
Date Posted: January 04, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Capital Market Expectations, Asset Allocation, and Safe Withdrawal Rates
Wade D. Pfau
The American College
Date Posted: January 04, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Getting on Track for a Sustainable Retirement: A Reality Check on Savings and Work
Wade D. Pfau
The American College
Date Posted: January 04, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Choosing a Retirement Income Strategy: A New Evaluation Framework
Wade D. Pfau
The American College
Date Posted: January 04, 2015
Working Paper Series
42 downloads


 

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