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SSRN eLibrary Search Results
Finance Research Centers Papers
4,433,627 Total downloads
Showing Papers 1 - 50 of 8,136
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1 2 3 4 ... 163 | Next >
   


Incl. Electronic Paper Model-Free Methods in Valuation and Hedging of Derivative Securities
Mark Davis
Imperial College London
Date Posted: April 16, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper A Model of the Twin Ds: Optimal Default and Devaluation
FRB Atlanta CQER Working Paper No. 15-1
Seunghoon Na , Stephanie Schmitt-Grohé , Martin Uribe and Vivian Z. Yue
Columbia University , Columbia University - Graduate School of Arts and Sciences - Department of Economics , Columbia University - Graduate School of Arts and Sciences - Department of Economics and Federal Reserve Board of Governors
Date Posted: April 16, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Lessons for Forecasting Unemployment in the United States: Use Flow Rates, Mind the Trend
FRB Atlanta Working Paper No. 2015-1
Brent H. Meyer and Murat Tasci
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Bank of Cleveland
Date Posted: April 13, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper The Efficiency of Private E-Money-Like Systems: The U.S. Experience with National Bank Notes
FRB Atlanta CenFIS Working Paper No. 15-2
Warren E. Weber
Federal Reserve Bank of Minneapolis
Date Posted: April 13, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper The Efficiency of Private E-Money-Like Systems: The U.S. Experience with State Bank Notes
FRB Atlanta CenFIS Working Paper No. 15-1
Warren E. Weber
Federal Reserve Bank of Minneapolis
Date Posted: April 13, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Failure of Supervisory Stress Testing: Fannie Mae, Freddie Mac, and OFHEO
FRB Atlanta Working Paper No. 2015-3
W. Scott Frame , Kristopher Gerardi and Paul Willen
Federal Reserve Bank of Atlanta , Federal Reserve Bank of Atlanta and Federal Reserve Bank of Boston - Research Department
Date Posted: April 13, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper The Rescue of Fannie Mae and Freddie Mac
FRB Atlanta Working Paper No. 2015-2
W. Scott Frame , Andreas Fuster , Joseph S. Tracy and James I. Vickery
Federal Reserve Bank of Atlanta , Federal Reserve Banks - Federal Reserve Bank of New York , Federal Reserve Bank of New York and Federal Reserve Bank of New York
Date Posted: April 13, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Markets, Corporate Governance and Efficiency or Lack Thereof: Arguments in Favor of Reforms
Senthil Kumar Muthusamy
University System of Georgia - Middle Georgia State College
Date Posted: April 12, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Optimal Portfolio for Terminal Wealth Under Inflation
Gajah Mada International Conference on Economic and Business by University of Gajah Mada Indonesia, December 2014
Ashri Putri Rahadi and Budhi Arta Surya
Bandung Institute of Technology - School of Business and Management and Bandung Institute of Technology - School of Business and Management
Date Posted: April 12, 2015
Working Paper Series
7 downloads

Dynamic Optimal Lifetime Portfolio Selection in Discrete Framework
JUST, 2015 Forthcoming
Ashri Putri Rahadi , Nora A. Rizal and Budhi Arta Surya
Bandung Institute of Technology - School of Business and Management , Institut Teknologi Bandung - School of Business and Management and Bandung Institute of Technology - School of Business and Management
Date Posted: April 12, 2015
Accepted Paper Series

Incl. Electronic Paper Central Bankers as Supervisors: Do Crises Matter?
BAFFI CAREFIN Centre Research Paper No. 2015-4
Donato Masciandaro and Davide Romelli
Bocconi University - Department of Economics and University of Cergy-Pontoise - THEMA
Date Posted: April 09, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Ups and Downs. Central Bank Independence from the Great Inflation to the Great Recession: Theory, Institutions and Empirics
BAFFI CAREFIN Centre Research Paper No. 2015-3
Donato Masciandaro and Davide Romelli
Bocconi University - Department of Economics and University of Cergy-Pontoise - THEMA
Date Posted: April 09, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Análise do Impacto do IFRS em Indicadores Financeiros em Empresas Brasileiras (Analysis of the Impact of IFRS Adoption on Financial Variables for Brazilian Companies)
Marcos Antonio Ferreira , Eduardo Flores , Clarice Carneiro Martins and Joelson Oliveira Sampaio
FIAP , University of Sao Paulo (USP) , University of Sao Paulo (USP) and University of Sao Paulo (USP) - Department of Economics
Date Posted: April 09, 2015
Working Paper Series
7 downloads

The Associative Property of Attribution Linking
Jiang, Yindeng, Joseph Sáenz, "The Associative Property of Attribution Linking," The Journal of Performance Measurement, Vol. 19, No. 1 (2015), pp. 19-24.,
Yindeng Jiang and Joseph F Saenz
University of Washington - Investment Management and University of Washington - Investment Management
Date Posted: April 08, 2015
Accepted Paper Series

Incl. Electronic Paper Advanced Idiosyncratic Risk and Multi-Factor Models
Jan Dash and Mario Bondioli
Bloomberg LP and Bloomberg LP
Date Posted: April 07, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Utilizing Topographic Finance to Understand Volatility
Paul E. Cottrell and Francesco Ungolo
Independent and Independent
Date Posted: April 07, 2015
Working Paper Series
107 downloads

Incl. Electronic Paper Estimating Economic Capital on a Credit Portfolio: A Survey of Some New Methodologies
CAREFIN Research Paper No. 1/08
Andrea Resti
Bocconi University - Department of Finance
Date Posted: April 06, 2015
Working Paper Series
1120 downloads

Incl. Electronic Paper Non-Rating Revenue and Conflicts of Interest
Swedish House of Finance Research Paper No. 15-06
Ramin Baghai and Bo Becker
Swedish House of Finance and Stockholm School of Economics
Date Posted: April 04, 2015
Last Revised: April 15, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Death of a Reserve Currency
FRB Atlanta Working Paper No. 2014-17
Stephen Quinn and William Roberds
Texas Christian University - Department of Economics and Federal Reserve Bank of Atlanta
Date Posted: April 04, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper The Decline of the U.S. Rust Belt: A Macroeconomic Analysis
FRB Atlanta CQER Working Paper No. 14-5
Simeon Alder , David Lagakos and Lee E. Ohanian
University of Notre Dame - Department of Economics , University of California, San Diego (UCSD) - Department of Economics and University of California, Los Angeles (UCLA) - Department of Economics
Date Posted: April 04, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper How Sticky Wages in Existing Jobs Can Affect Hiring
FRB Atlanta CQER Working Paper No. 14-4
Mark Bils , Yongsung Chang and Sun-Bin Kim
University of Rochester - Department of Economics , University of Rochester - Department of Economics and Concordia University, Quebec - Department of Economics
Date Posted: April 04, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Perturbation Methods for Markov-Switching DSGE Models
FRB Atlanta Working Paper No. 2014-16
Andrew T. Foerster , Juan Francisco Rubio-Ramirez , Daniel F. Waggoner and Tao Zha
Federal Reserve Bank of Kansas City , Duke University - Department of Economics , Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: April 04, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Liquidity Premia, Price-Rent Dynamics, and Business Cycles
FRB Atlanta Working Paper No. 2014-15
Jianjun Miao , Pengfei Wang and Tao Zha
Boston University - Department of Economics , Hong Kong University of Science & Technology (HKUST) and Federal Reserve Bank of Atlanta
Date Posted: April 04, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper The Response of Stock Market Volatility to Futures-Based Measures of Monetary Policy Shocks
FRB Atlanta Working Paper No. 2014-14
Nikolay Gospodinov and Ibrahim Jamali
Federal Reserve Bank of Atlanta and American University of Beirut
Date Posted: April 04, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Hedging and Pricing in Imperfect Markets Under Non-Convexity
FRB Atlanta Working Paper No. 2014-13
Hirbod Assa and Nikolay Gospodinov
University of Liverpool and Federal Reserve Bank of Atlanta
Date Posted: April 04, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Spurious Inference in Unidentified Asset-Pricing Models
FRB Atlanta Working Paper No. 2014-12
Nikolay Gospodinov , Raymond Kan and Cesare Robotti
Federal Reserve Bank of Atlanta , University of Toronto - Rotman School of Management and Imperial College Business School
Date Posted: April 04, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Minimum Distance Estimation of Dynamic Models with Errors-in-Variables
FRB Atlanta Working Paper No. 2014-11
Nikolay Gospodinov , Ivana Komunjer and Fernando Rios‐Avila
Federal Reserve Bank of Atlanta , University of California, San Diego (UCSD) - Department of Economics and Bard College - The Levy Economics Institute
Date Posted: April 04, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Early Public Banks
FRB Atlanta Working Paper No. 2014-9
William Roberds and Francois R. Velde
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Chicago
Date Posted: April 04, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Adjusted Employment-to-Population Ratio as an Indicator of Labor Market Strength
FRB Atlanta Working Paper No. 2014-8
Julie L. Hotchkiss
Federal Reserve Bank of Atlanta
Date Posted: April 04, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Skewness and Investors' Decisions
Journal of Financial and Quantitative Analysis (JFQA), 1975
Jack Clark Francis
Bernard Baruch College
Date Posted: April 04, 2015
Accepted Paper Series
13 downloads

Incl. Electronic Paper GDPNow: A Model for GDP 'Nowcasting'
FRB Atlanta Working Paper 2014-7
Patrick C. Higgins
Federal Reserve Bank of Cleveland
Date Posted: April 04, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis
FRB Atlanta Working Paper No. 2014-6
Mark J. Jensen and John M. Maheu
Federal Reserve Bank of Atlanta and McMaster University - Michael G. DeGroote School of Business
Date Posted: April 04, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Family Welfare and the Great Recession
FRB Atlanta Working Paper No. 2014-10
Julie L. Hotchkiss , Robert Elijah Moore and Fernando Rios‐Avila
Federal Reserve Bank of Atlanta , Georgia State University - Andrew Young School of Policy Studies and Bard College - The Levy Economics Institute
Date Posted: April 04, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Effect of Large Investors on Asset Quality: Evidence from Subprime Mortgage Securities
FRB Atlanta Working Paper No. 2014-4
Manuel Adelino , W. Scott Frame and Kristopher Gerardi
Duke University - Fuqua School of Business , Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Date Posted: April 04, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Trimmed-Mean Inflation Statistics: Just Hit the One in the Middle
FRB Atlanta Working Paper No. 2014-3
Brent H. Meyer and Guhan Venkatu
Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: April 04, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Human Capital Dynamics and the U.S. Labor Market
FRB Atlanta Working Paper No. 2014-2
Lei Fang and Jun Nie
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Kansas City
Date Posted: April 04, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Contrasting Real Estate with Comparable Investments, 1978-2008
Journalof Portfolio Management, Vol. 35, No. 5, p. 141, 2009
Jack Clark Francis and Roger G. Ibbotson
Bernard Baruch College and Yale School of Management
Date Posted: April 04, 2015
Accepted Paper Series
11 downloads

Incl. Electronic Paper Home Hours in the United States and Europe
FRB Atlanta Working Paper No. 2014-5
Lei Fang and Cara McDaniel
Federal Reserve Bank of Atlanta and Peking University - Guang Hua School of Management
Date Posted: April 04, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Actuarially Fair Premia for Deductible Insurance Policies
American Economist, 2010, Vol. 55, No. 2, pages 83-91
Jack Clark Francis , Ariel Harel and Giora Harpaz
Bernard Baruch College , Independent and Independent
Date Posted: April 04, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Intertemporal Differences in Systematic Stock Price Movements
Journal of Financial and Quantitative Analysis (JFQA), 1975
Jack Clark Francis
Bernard Baruch College
Date Posted: April 04, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper The Implied Volatility of Greek Options and the Political Risk in Eurozone
Dimosthenis Karaflos
Athens University of Economics and Business
Date Posted: April 04, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper The Effects of Changing Macroeconomic Conditions on the Parameters of the Single Index Market Model
Journal of Financial and Quantitative Analysis (JFQA), Vol. XIV, No. 2, June 1979
Jack Clark Francis and Frank J. Fabozzi
Bernard Baruch College and EDHEC Business School
Date Posted: April 04, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper The Implications of a Graying Japan for Government Policy
FRB Atlanta Working Paper No. 2014-18
R. Anton Braun and Douglas H. Joines
Federal Reserve Bank of Atlanta and University of Southern California - Marshall School of Business
Date Posted: April 04, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Statistical Analysis of Risk Coefficients for NYSE Stocks
Journal of Financial and Quantitative Analysis (JFQA), Vol. XIV, No. 5, p. 981, December 1979
Jack Clark Francis
Bernard Baruch College
Date Posted: April 04, 2015
Accepted Paper Series
26 downloads

Incl. Electronic Paper Estimating the Joint Tail Risk Under the Filtered Historical Simulation. An Application to the CCP's Default and Waterfall Fund
Swiss Finance Institute Research Paper No. 12-15
Giovanni Barone Adesi , Kostas Giannopoulos and Les Vosper
Swiss Finance Institute at the University of Lugano , Neapolis University, Pafos and London Clearing House Limited
Date Posted: April 04, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Predicting Large Negative Stock Returns: The Trouble Score
B. Korcan Ak
University of California, Berkeley - Haas School of Business
Date Posted: April 04, 2015
Last Revised: April 06, 2015
Working Paper Series
164 downloads

Incl. Electronic Paper Optimal Taxation and Debt with Uninsurable Risks to Human Capital Accumulation
FRB Atlanta Working Paper No. 2014-24
Piero Gottardi , Atsushi Kajii and Tomoyuki Nakajima
European University Institute - Department of Economics , Institute of Economic Research, Kyoto University and Kyoto University - Institute of Economic Research
Date Posted: April 04, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Offshoring, Low-Skilled Immigration, and Labor Market Polarization
FRB Atlanta Working Paper No. 2014-28
Federico Mandelman and Andrei Zlate
Federal Reserve Bank of Atlanta and Boston College
Date Posted: April 04, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Inflation Expectations of Firms: What Do They Look Like, are They Accurate, and Do They Matter?
FRB Atlanta Working Paper No. 2014-27a
Michael F. Bryan , Brent H. Meyer and Nicholas Parker
Federal Reserve Bank of Cleveland , Federal Reserve Banks - Federal Reserve Bank of Atlanta and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Date Posted: April 04, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Changes in Family Welfare from 1994 to 2012: A Tale of Two Decades
FRB Atlanta Working Paper No. 2014-26
Julie L. Hotchkiss , Robert Elijah Moore , Fernando Rios‐Avila and Melissa R Trussell
Federal Reserve Bank of Atlanta , Georgia State University - Andrew Young School of Policy Studies , Bard College - The Levy Economics Institute and Georgia State University
Date Posted: April 04, 2015
Working Paper Series
8 downloads


 

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