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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 542,496
Full Text Papers: 445,028
Authors: 251,974
Papers Received in
  Last 12 months:
66,050

Paper Downloads:
To date: 74,824,077
Last 12 months: 10,166,364
Last 30 days: 849,358

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Papers with
  Resolved
  References:
254,687
Total References: 8,920,295
Papers with Cites: 240,003
Total Citation
  Links:
5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,013,447


SSRN eLibrary Search Results
JEL Code: C63
326,009 Total downloads
Showing Papers 1 - 50 of 1,620
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Incl. Electronic Paper z-Tree ? Experimenter?s Manual
Institute for Empirical Research in Economics Working Paper No. 21
Urs Fischbacher
University of Konstanz - Faculty of Economics and Statistics
Date Posted: April 14, 2000
Working Paper Series
274 downloads

Incl. Electronic Paper You Don't Have to Bother Newton for Implied Volatility
Minqiang Li
Bloomberg LP
Date Posted: December 20, 2006
Working Paper Series
1145 downloads

Incl. Electronic Paper Yes, Libor Models can Capture Interest Rate Derivatives Skew: A Simple Modelling Approach

Eymen Errais and Fabio Mercurio
Stanford University and Bloomberg L.P.
Date Posted: March 10, 2005
Working Paper Series
598 downloads

Incl. Electronic Paper Worst Case Pricing of Rainbow Options
Discussion Paper No. 217
Juergen Topper
Andersen
Date Posted: December 18, 2001
Working Paper Series
602 downloads

Incl. Electronic Paper Wooing the Voters: Economic Performance and Regime Change
Technical Report No. BIRU/2011/1
Gopal K. Basak and Diganta Mukherjee
Indian Statistical Institute, Kolkata and Indian Statistical Institute, Kolkata
Date Posted: November 24, 2012
Working Paper Series
6 downloads

Incl. Electronic Paper Why the Rotation Count Algorithm Works
Tinbergen Institute Discussion Paper No. 2006-065/2
Roger Lord
Cardano Risk Management
Date Posted: August 03, 2006
Working Paper Series
797 downloads

Incl. Electronic Paper Why Should an Economy Be Competitive?
Hugues Bersini and Nicolas van Zeebroeck
affiliation not provided to SSRN and Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, iCite
Date Posted: October 18, 2011
Working Paper Series
23 downloads

Incl. Electronic Paper Why Might Climate Change Not Cause Conflict? An Agent-Based Computational Response
Behrooz Hassani-Mahmooei and Brett Parris
Monash University - Department of Econometrics and Business Statistics and affiliation not provided to SSRN
Date Posted: November 09, 2012
Last Revised: November 11, 2012
Working Paper Series
38 downloads

Incl. Electronic Paper Why Imposing New Tolls on Third-Party Content and Applications Threatens Innovation and will not Improve Broadband Providers’ Investment
NET Institute Working Paper No. 10-01, NYU Law and Economics Research Paper No. 10-32
Nicholas Economides
New York University - Leonard N. Stern School of Business - Department of Economics
Date Posted: June 20, 2010
Last Revised: December 23, 2013
Working Paper Series
121 downloads

Why are Lawyers Nice or Nasty? Insights from Agent-Based Modeling
Advances in Complex Systems, Vol. 13, No. 4, pp. 535-558, 2010
Eunate Mayor and Giovanni Sartor
European University Institute and European University Institute Law Department
Date Posted: October 03, 2010
Accepted Paper Series

Incl. Electronic Paper Who's Who on the Australian Political Left-Right Spectrum?
Michael Coleman Dalvean
Australian National University - School of Politics and International Relations
Date Posted: March 06, 2013
Working Paper Series
9 downloads

Incl. Electronic Paper When to Sell Apple and the NASDAQ? Trading Bubbles with a Stochastic Disorder Model
A.N. Shiryaev , Mikhail Zitlukhin and William T. Ziemba
Steklov Mathematical Institute , Steklov Mathematical Institute and University of British Columbia (UBC) - Sauder School of Business
Date Posted: October 28, 2013
Working Paper Series
258 downloads

Incl. Electronic Paper When Does it Hurt? The Exchange Rate 'Pain Threshold' for German Exports
Ansgar Hubertus Belke , Matthias Göcke and Martin Günther
University of Duisburg-Essen - Department of Economics , University of Muenster - Faculty of Economics and Justus-Liebig-University of Giessen - Department of Business Administration and Economics
Date Posted: May 05, 2010
Working Paper Series
22 downloads

Incl. Electronic Paper When Does it Hurt? The Exchange Rate 'Pain Threshold' for German Exports
DIW Berlin Discussion Paper No. 943
Ansgar Hubertus Belke , Matthias Göcke and Martin Günther
University of Duisburg-Essen - Department of Economics , University of Muenster - Faculty of Economics and affiliation not provided to SSRN
Date Posted: November 06, 2009
Working Paper Series
34 downloads

Incl. Electronic Paper When Do Jumps Matter for Portfolio Optimization?
SAFE Working Paper No. 16
Marius Ascheberg , Nicole Branger and Holger Kraft
Goethe University Frankfurt , University of Muenster - Finance Center Muenster and Goethe University Frankfurt
Date Posted: May 04, 2013
Working Paper Series
47 downloads

Incl. Electronic Paper What We Owe Our Children, They Their Children, and...
Cowles Foundation Discussion Paper No. 1326
John E. Roemer and Roberto Veneziani
Yale University - Department of Political Science and University of London, Queen Mary - Department of Economics
Date Posted: April 19, 2000
Working Paper Series
234 downloads

Incl. Electronic Paper What is the Growth Potential of Green Innovation? An Assessment of EU Climate Policy Options
European Economy Economic Paper No. 413
Ziga Zarnic , Janos Varga and Ariane Labat
Organization for Economic Co-Operation and Development (OECD) , affiliation not provided to SSRN and European Union - Directorate General for Climate Action (DG CLIMA)
Date Posted: December 20, 2010
Working Paper Series
81 downloads

Incl. Electronic Paper What is the Cost of Low Participation in French Timber Auctions?
Document de recherche du LAMETA DR No. 2010-08
Raphaele Preget and Patrick Waelbroeck
National Institute for Agricultural Research (INRA) - UMR Economie Publique and Telecom ParisTech
Date Posted: September 03, 2010
Working Paper Series
20 downloads

Incl. Electronic Paper What is the Best Method of Matrix Adjustment? A Formal Answer by a Return to the World of Vectors
Louis de Mesnard
University of Burgundy and CNRS
Date Posted: January 31, 2012
Working Paper Series
31 downloads

Incl. Electronic Paper What Drives the Network’s Growth? An Agent-Based Study of the Payment Card Market
ECB Working Paper No. 1143
Biliana Alexandrova-Kabadjova and Jose L. Negrin
Bank of Mexico and Banco de Mexico
Date Posted: January 18, 2010
Working Paper Series
55 downloads

Incl. Electronic Paper What Does the Financial Market Pricing Do? A Simulation Analysis with a View to Systemic Volatility, Exuberance and Vagary
25th Annual EAEPE Conference 2013, Research Area S (Evolutionary Economic Simulation), Paris, November 2013
Yuri Biondi and Simone Righi
French National Center for Scientific Research (CNRS) and MTA TK Lendület Research Center for Educational and Network Studies (RECENS), Hungarian Academy of Sciences
Date Posted: November 17, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper What Does Financial Market Do? The Formation of Share Market Prices Under Heterogeneous Beliefs and Common Knowledge
Physica A: Statistical Mechanics and its Applications, Volume 391, Issue 22, 15 November 2012, Pages 5532-5545
Yuri Biondi , Serge Galam and Pierpaolo Giannoccolo
French National Center for Scientific Research (CNRS) , French National Center for Scientific Research (CNRS) - Centre de Recherche en Epistémologie Appliquée (CREA) and University of Bologna
Date Posted: May 17, 2011
Last Revised: October 09, 2012
Accepted Paper Series
157 downloads

What Can We Learn from Simulating a Standard Agency Model?
Economics Letters, Vol. 73, No. 2, November 1, 2001
Michel A. Robe
American University - Kogod School of Business
Date Posted: January 07, 2002
Accepted Paper Series

Incl. Electronic Paper What Can a Discretionary Bailout Policy Do to Stabilize a Banking System after a Systemic Credit Event?
Matjaz Steinbacher , Mitja Steinbacher and Matej Steinbacher
Kiel Institute for the World Economy , Fakulteta za poslovne vede and Free Society Institute
Date Posted: November 23, 2013
Last Revised: December 07, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Welfare Costs of Shifting Trend Inflation
FEDS Working Paper No. 2013-12
Taisuke Nakata
Federal Reserve Board
Date Posted: April 06, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Wavelet Power: Wavelet Energy Ratio Unit Root Tests
Mirza Trokic
Bilkent University
Date Posted: August 18, 2012
Last Revised: November 18, 2013
Working Paper Series
66 downloads

Incl. Electronic Paper Wavelet Improvement in Turning Point Detection Using a Hidden Markov Model
NHH Dept. of Business and Management Science Discussion Paper No. 2014/10
Yushu Li and Simon Reese
Norwegian School of Economics (NHH) - Department of Business and Management Science and Lund University - Department of Economics
Date Posted: March 27, 2014
Working Paper Series
100 downloads

Incl. Electronic Paper Walrasian Tatônnement by Sequential Pairwise Trading: Convergence and Welfare Implications
Working Papers No. 161, Department of Economics and Law, University of Rome La Sapienza
Maria-Augusta Miceli , Federico Cecconi and Giovanni Cerulli
University of Rome "Sapienza" , ISTC-CNR and Ceris-CNR
Date Posted: January 20, 2013
Last Revised: March 22, 2013
Accepted Paper Series
88 downloads

Incl. Electronic Paper Waiting Times and Cost Sharing for a Public Health Care Service with a Private Alternative: A Multi-Agent Approach
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 18/WP/2011
Vincenzo Rebba and Dino Rizzi
University of Padua - Department of Economics and Ca Foscari University of Venice - Department of Economics
Date Posted: October 29, 2011
Last Revised: May 02, 2012
Accepted Paper Series
43 downloads

Incl. Electronic Paper Wage Regimes, Accumulation and Finance Constraints: Keynesian Unemployment Revisited

Francesco Saraceno
Observatoire Francais des Conjonctures Economiques, Paris (OFCE)
Date Posted: November 19, 2003
Working Paper Series
47 downloads

Incl. Electronic Paper Volatility-of-Volatility : A Simple Model-Free Motivation
Wilmott Magazine, September 2012
Gabriel G. Drimus
Institute of Banking and Finance, University of Zürich
Date Posted: January 23, 2011
Last Revised: November 07, 2012
Accepted Paper Series
229 downloads

Volatility of Volatility of Financial Markets
Journal of Mathematical Computer Modelling, 1998
Jennifer K. Wilson
DRW Trading Group
Date Posted: September 03, 1998
Accepted Paper Series

Incl. Electronic Paper Volatility of Volatility of Financial Markets
DRW-98-1-VVFM
Jennifer K. Wilson
DRW Trading Group
Date Posted: April 22, 1998
Working Paper Series
592 downloads

Incl. Electronic Paper Volatility in the Consumer Packaged Goods Industry: A Simulation Based Study
Abhijit Sengupta and Stephen E. Glavin
University of Essex - Essex Business School and University College London
Date Posted: February 12, 2009
Last Revised: March 16, 2010
Working Paper Series
70 downloads

Incl. Electronic Paper Volatility Computed by Time Series Operators at High Frequency
Olsen & Associates Working Paper No. 323
Ulrich A. Müller
Olsen & Associates
Date Posted: March 21, 2000
Working Paper Series
340 downloads

Incl. Electronic Paper Volatile Stock Markets: Equilibrium Computation and Policy Analysis
Thomas M. Mertens
New York University (NYU) - Department of Finance
Date Posted: March 18, 2009
Last Revised: November 22, 2011
Working Paper Series
327 downloads

Visualizing Adverse Selection: An Economic Approach to the Law of Insurance Underwriting
Connecticut Insurance Law Journal, Vol. 8, No. 2
Seth J. Chandler
University of Houston Law Center
Date Posted: January 30, 2003
Accepted Paper Series

Incl. Electronic Paper Visual Portfolio Analysis

Uwe Wehrspohn
Wehrspohn GmbH & Co. KG
Date Posted: March 23, 2004
Working Paper Series
1290 downloads

Incl. Electronic Paper Very High Order Lattice Methods for One Factor Models
Jonathan Alford and Nick Webber
University of Warwick - Warwick Business School and University of Warwick - Warwick Business School
Date Posted: February 15, 2001
Working Paper Series
415 downloads

Incl. Electronic Paper Very Fast and Correctly Sized Estimation of the BDS Statistic
Ludwig Kanzler
affiliation not provided to SSRN
Date Posted: March 20, 1999
Working Paper Series
562 downloads

Incl. Electronic Paper Vertical Mergers in Procurement Markets
Charles J. Thomas
Chapman University - Economic Science Institute
Date Posted: August 11, 2009
Last Revised: October 22, 2011
Working Paper Series
27 downloads

Incl. Electronic Paper Variance Swap for Local Lévy Based Stochastic Volatility with Delay
Anatoliy V. Swishchuk
University of Calgary
Date Posted: July 17, 2010
Working Paper Series
40 downloads

Incl. Electronic Paper Variance Derivatives: Pricing and Convergence
John Crosby and Mark Davis
affiliation not provided to SSRN and Imperial College London
Date Posted: May 01, 2012
Working Paper Series
152 downloads

Incl. Electronic Paper Variance and Volatility Swaps in Energy Markets
Anatoliy V. Swishchuk
University of Calgary
Date Posted: June 21, 2010
Working Paper Series
100 downloads

Incl. Electronic Paper VaR/CVaR Estimation Under Stochastic Volatility Models
2013 Financial Markets & Corporate Governance Conference
Chuan-Hsiang Han , Wei-Han Liu and Tzu-Ying Chen
National Tsing Hua University - Department of Quantitative Finance , La Trobe University, Department of Finance and National Taiwan University
Date Posted: January 17, 2013
Working Paper Series
139 downloads

Valuing Qualitative Options With Stochastic Volatility
Quantitative Finance, Vol 9, Issue 7, 2009
Bong-Gyu Jang and Kum-Hwan Roh
Pohang University of Science and Technology (POSTECH) and Korea Advanced Institute of Science and Technology (KAIST), Department of Mathematical Science
Date Posted: November 27, 2007
Last Revised: October 22, 2010
Accepted Paper Series

Incl. Electronic Paper Valuing GWBs with Stochastic Interest Rates and Volatility
Quantitative Finance, Forthcoming
Ryan Donnelly , Sebastian Jaimungal and Dmitri Rubisov
University of Toronto - Department of Mathematics , University of Toronto - Department of Statistics and BMO Capital Markets
Date Posted: January 14, 2012
Last Revised: August 10, 2013
Accepted Paper Series
241 downloads

Incl. Electronic Paper Valuing Early Exercise Interest Rate Options with Multi-Factor Affine Models
International Journal of Theoretical and Applied Finance, Forthcoming
Sebastian Jaimungal and Vladimir Surkov
University of Toronto - Department of Statistics and RBC Capital Markets
Date Posted: March 04, 2010
Last Revised: June 22, 2013
Accepted Paper Series
457 downloads

Incl. Electronic Paper Valuing Defaultable Bonds: An Excursion Time Approach
Martina Nardon
Ca Foscari University of Venice - Department of Economics
Date Posted: December 01, 2005
Working Paper Series
95 downloads

Valuing Catastrophe Bonds by Monte Carlo Simulations
Applied Mathematical Finance, Vol. 10, No. 1, 2003
Victor Vaugirard
TEAM-CNRS, University of Paris at Sorbonne
Date Posted: October 26, 2004
Accepted Paper Series


 

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