Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 669,646
Full Text Papers: 560,555
Authors: 308,671
Papers Received in
  Last 12 months:
66,477

Paper Downloads:
To date: 98,762,554
Last 12 months: 12,889,839
Last 30 days: 1,473,383

CiteReader:  What's this?
Papers with
  Resolved
  References:
303,004
Total References: 8,877,005
Papers with Cites: 244,008
Total Citation
  Links:
5,714,935
Papers with
  Resolved
  Footnotes:
91,679
Total Footnotes: 8,995,660


SSRN eLibrary Search Results
JEL Code: G13
2,392,045 Total downloads
Showing Papers 151 - 200 of 6,150
Sort By
1 2 3 4 ... 123 | Next >
   


Incl. Electronic Paper The Joint Cross-Sectional Variation of Equities and Volatilities
Ana Gonzalez-Urteaga and Gonzalo Rubio
Public University of Navarre and Universidad CEU Cardenal Herrera
Date Posted: May 03, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Pricing Contingent Claims under Jump Uncertainty
Christoph Belak and Olaf Menkens
University of Trier and Dublin City University - School of Mathematical Sciences
Date Posted: May 03, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Jump Activity Analysis for Affine Jump-Diffusion Models: Evidences from the Commodity Market
José Da Fonseca and Katja Ignatieva
Auckland University of Technology - Faculty of Business & Law and University of New South Wales - Australian School of Business
Date Posted: May 01, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Forward Premia in Electricity Markets with Fixed and Flexible Retail Rates: Replication and Extension
Robert Schuman Centre for Advanced Studies Research Paper No. RSCAS 2016/24
Silvester Van Koten
University of Economics, Prague - Department of Institutional Economics
Date Posted: April 29, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Pricing Bermudan Options Under Local Lévy Models with Default
Anastasia Borovykh , Andrea Pascucci and Cornelis W. Oosterlee
University of Bologna - Department of Mathematics , University of Bologna - Department of Mathematics and Center for Mathematics and Computer Science (CWI)
Date Posted: April 29, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper What is the Expected Return on a Stock?
Ian Martin and Christian Wagner
London School of Economics & Political Science (LSE) - Department of Finance and Copenhagen Business School
Date Posted: April 28, 2016
Working Paper Series
92 downloads

Incl. Electronic Paper Forward Premia in Electricity Markets with Fixed and Flexible Retail Rates: Replication and Extension
Robert Schuman Centre for Advanced Studies Research Paper No. RSCAS 2016/24
Silvester Van Koten
University of Economics, Prague - Department of Institutional Economics
Date Posted: April 27, 2016
Working Paper Series
5 downloads

Bank Portfolio Risk and Interest Rate Spread of Risky Loans: Methodological Analysis
Journal of Financial Management and Analysis, Vol. 28(2), 2015
Hua Yu
University of Quebec at Trois Rivieres
Date Posted: April 26, 2016
Accepted Paper Series

Incl. Electronic Paper The Information Hidden in Derivatives Markets
Peregrine Securities, 2016
Emlyn James Flint , Anthony J. Seymour and Florence Chikurunhe
Peregrine Securities , University of Cape Town (UCT) and Peregrine Securities
Date Posted: April 25, 2016
Last Revised: April 28, 2016
Working Paper Series
66 downloads

Incl. Electronic Paper Nonparametric Tail Risk, Stock Returns and the Macroeconomy
Caio Almeida , Kym Marcel Martins Ardison , René Garcia and Jose Vicente
Getulio Vargas Foundation , Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças , EDHEC Business School and Government of the Federative Republic of Brazil - Central Bank of Brazil
Date Posted: April 25, 2016
Last Revised: April 30, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper In Search of the Perfect Hedge Underlying
Peregrine Securities, 2015
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 23, 2016
Last Revised: April 28, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Currency Hedge Design: Accounting for Uncertain Correlation and Volatility
Peregrine Securities, 2015
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 23, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Multi-Curve Discounting
Bert-Jan Nauta
RBS
Date Posted: April 22, 2016
Working Paper Series
37 downloads

Incl. Electronic Paper Currency Management for Offshore Investing
Peregrine Securities, 2015
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper A Guide to South African Volatility: Understanding, Modelling, Investing & Hedging
Peregrine Securities, 2014
Emlyn James Flint , Florence Chikurunhe and Anthony J. Seymour
Peregrine Securities , Peregrine Securities and University of Cape Town (UCT)
Date Posted: April 22, 2016
Last Revised: April 28, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Adapting to Market Regimes with Timed Hedging
Peregrine Securities, 2014
Emlyn James Flint , Anthony J. Seymour and Florence Chikurunhe
Peregrine Securities , University of Cape Town (UCT) and Peregrine Securities
Date Posted: April 22, 2016
Last Revised: April 28, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Single Stock and Custom Basket Options in Fund Management
Peregrine Securities, 2014
Anthony J. Seymour , Emlyn James Flint and Florence Chikurunhe
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Currency Options for Fund Managers
Peregrine Securities, 2016
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 22, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Historical Analysis of Exotic Options: A General Framework
Peregrine Securities, 2013
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 22, 2016
Last Revised: April 28, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Pricing and Hedging of Guaranteed Minimum Benefits Under Regime-Switching and Stochastic Mortality
Katja Ignatieva , Andrew Song and Jonathan Ziveyi
University of New South Wales - Australian School of Business , UNSW Australia Business School, School of Risk & Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Date Posted: April 21, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Hedge Design: A Systematic Approach
Pelegrine Securities, 2012
Anthony J. Seymour , Florence Chikurunhe and Emlyn James Flint
University of Cape Town (UCT) , Peregrine Securities and Peregrine Securities
Date Posted: April 21, 2016
Working Paper Series
47 downloads

Incl. Electronic Paper (Un)Modelling the Volatility Surface: Valuing South African Volatility Surfaces Via Risk-Neutral Historic Return Distributions
Peregrine Securities, 2012
Emlyn James Flint , Florence Chikurunhe and Anthony J. Seymour
Peregrine Securities , Peregrine Securities and University of Cape Town (UCT)
Date Posted: April 21, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper A Universal Pairwise Local Correlation Model
Frank Koster and Daniel Oeltz
DGZ-DekaBank and Independent
Date Posted: April 19, 2016
Working Paper Series
24 downloads

Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
CEPR Discussion Paper No. DP10947
Mikhail Chernov , Brett R. Dunn and Francis A. Longstaff
UCLA Anderson , University of California, Los Angeles (UCLA) and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: April 18, 2016
Working Paper Series

Incl. Fee Electronic Paper Term Structures of Asset Prices and Returns
CEPR Discussion Paper No. DP11227
David K. Backus , Nina Boyarchenko and Mikhail Chernov
NYU Stern School of Business , Federal Reserve Bank of New York and UCLA Anderson
Date Posted: April 18, 2016
Working Paper Series

Incl. Electronic Paper Optimal Discrete Hedging of American Options Using an Integrated Approach to Options with Complex Embedded Decisions
Johannes Gerer and Gregor Dorfleitner
University of Regensburg - Department of Finance and Universität Regensburg
Date Posted: April 16, 2016
Working Paper Series
12 downloads

Term Structures of Asset Prices and Returns
FRB of NY Staff Report No. 774
David K. Backus , Nina Boyarchenko and Mikhail Chernov
NYU Stern School of Business , Federal Reserve Bank of New York and UCLA Anderson
Date Posted: April 13, 2016
Working Paper Series

Incl. Electronic Paper Basic Insights in Pricing Basket Credit Derivatives
Liuc Papers n. 100, Serie Financial Markets and Corporate Governance 1, Febbraio 2002
Marcello Esposito
Università Carlo Cattaneo (LIUC)
Date Posted: April 13, 2016
Accepted Paper Series
9 downloads

Incl. Electronic Paper Efeito Epps, Razões E Efetividade Do Hedge: Evidências Para Os Mercados Agropecuários Brasileiros (Epps Effect, Hedge Ratio and Effectiveness: Evidence for Brazilian Agricultural Markets)
5ª Conferência em gestão de risco e comercialização de commodities,
Marcos Aurelio Rodrigues and Leandro Stocco
University of Sao Paulo (USP) - Graduate School of Agriculture (ESALQ) and University of Sao Paulo (USP) - Graduate School of Agriculture (ESALQ)
Date Posted: April 12, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Testando a Realidade dos Excessos de retornos nos contratos futuros de boi gordo e café (Market Efficiency and Reality Check in Brazilian Futures Contracts of Live Cattle and Coffee)
Rodrigues, M.A. Testando a realidade dos excessos de retornos nos contratos futuros de boi gordo e café. 1ª Conferência em Gestão de Risco e Comercialização de Commodities. Instituto Educacional BM&F Bovespa. São Paulo, 2011.,
Marcos Aurelio Rodrigues
University of Sao Paulo (USP) - Graduate School of Agriculture (ESALQ)
Date Posted: April 12, 2016
Accepted Paper Series
4 downloads

Incl. Electronic Paper Margin Trading: Hedonic Returns and Real Losses
Daniel Ladley , Guanqing Liu and James Charles Rockey
University of Leicester - Department of Economics , University of Leicester - Department of Economics and University of Leicester
Date Posted: April 12, 2016
Working Paper Series
52 downloads

Incl. Electronic Paper The Modigliani-Miller Second Proposition is Dead; Long Live the Second Proposition
Kuo-Ping Chang
National Tsing Hua University - Department of Quantitative Finance
Date Posted: April 12, 2016
Working Paper Series
19 downloads

Static Trade-Off Theory Towards Capital Structuring in Case of Pakistan's Chemical Industry
Ashiq Ali and Li Hui
Shanghai Normal University
Date Posted: April 12, 2016
Working Paper Series

Incl. Electronic Paper Density of Generalized Verhulst Process and Bessel Process with Constant Drift
Zhenyu Cui and Duy Nguyen
Stevens Institute of Technology and Massachusetts College of Liberal Arts - Department of Mathematics
Date Posted: April 08, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Correlation Risk and International Portfolio Choice
Nicole Branger , Matthias Muck and Stefan Weisheit
University of Muenster - Finance Center Muenster , University of Bamberg and University of Bamberg
Date Posted: April 08, 2016
Working Paper Series
69 downloads

Incl. Electronic Paper Dynamic Volatility Spillovers Across Shipping Freight Markets
Dimitris A. Tsouknidis
Cyprus University of Technology
Date Posted: April 08, 2016
Last Revised: May 02, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Are There Gains from Using Information Over the Term Structure of Implied Volatilities?
Biao Guo , Qian Han and Hai Lin
Renmin University of China , Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Victoria University of Wellington - School of Economics & Finance
Date Posted: April 08, 2016
Working Paper Series
29 downloads

The Relationship between Commodity Price and Currency Exchange Rate: Evidence from the Futures Markets
Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, pp. 47-71, 2011
Kalok Chan , Yiuman Tse and Michael R. Williams
CUHK Business School , University of Missouri at Saint Louis and Governors State University
Date Posted: April 07, 2016
Accepted Paper Series

Incl. Electronic Paper Commodities, Financialization, and Heterogeneous Agents
SAFE Working Paper No. 131, BoL Working Paper No. 25/2016
Nicole Branger , Patrick Grüning and Christian Schlag
University of Muenster - Finance Center Muenster , Bank of Lithuania - CEFER and Goethe University Frankfurt
Date Posted: April 07, 2016
Last Revised: April 29, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Option Pricing in the Moderate Deviations Regime
Peter K. Friz , Stefan Gerhold and Arpad Pinter
Technische Universität Berlin (TU Berlin) , Vienna University of Technology and Vienna University of Technology
Date Posted: April 05, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper The Dynamics of Commodity Spot and Futures Prices Under Production, Storage, and Financial Trading
Katsushi Nakajima
Ritsumeikan Asia Pacific University, College of International Management
Date Posted: April 05, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper QE Auctions of Treasury Bonds
Zhaogang Song and Haoxiang Zhu
Johns Hopkins University - Carey Business School (JHU) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: March 31, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper A Laplace Space Approach to American Options
Jingtang Ma , Zhenyu Cui and Wenyuan Li
School of Economic Mathematics and Collaborative Innovation Center of Financial Security , Stevens Institute of Technology and Southwestern University of Finance and Economics (SWUFE) - School of Economic Mathematics
Date Posted: March 30, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper A Self-Contained Framework for Replication with Funded Assets
David-Antoine Fournié
Morgan Stanley
Date Posted: March 30, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Futures Market Approach to Understanding Equity Premium Puzzle
Minseong Kim
Independent
Date Posted: March 27, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Generic ADI Schemes with Time Order Constraints for Multidimensional Parabolic Equations in Finance
Olivier Pradere
LexiFi
Date Posted: March 27, 2016
Working Paper Series
45 downloads

Incl. Electronic Paper Optimal Switching Decisions Under Stochastic Volatility with Fast Mean Reversion
European Journal of Operational Research, Vol. 251, No. 1, pp. 148-157, 2016
Andrianos E. Tsekrekos and A.N. Yannacopoulos
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business
Date Posted: March 26, 2016
Accepted Paper Series
29 downloads

Incl. Electronic Paper VIX Exchange Traded Products: Price Discovery, Hedging and Trading Strategy
Journal of Futures Markets, Forthcoming
Christoffer Bordonado , Peter Molnár and Sven Samdal
Norwegian University of Science and Technology (NTNU) , Norwegian University of Science and Technology (NTNU) and Norwegian University of Science and Technology (NTNU)
Date Posted: March 24, 2016
Accepted Paper Series
254 downloads

Incl. Electronic Paper On the Relation between Linearity-Generating Processes and Linear-Rational Models
Swiss Finance Institute Research Paper No. 16-23
Damir Filipović , Martin Larsson and Anders B. Trolle
Ecole Polytechnique Fédérale de Lausanne , ETH Zurich - Department of Mathematics and Ecole Polytechnique Fédérale de Lausanne
Date Posted: March 24, 2016
Working Paper Series
33 downloads

Incl. Electronic Paper Risk Premia in Carbon and Energy Futures Markets
Christel Merlin Kuate Kamga and Kathi Schlepper
Goethe University Frankfurt and Goethe University Frankfurt
Date Posted: March 23, 2016
Working Paper Series
22 downloads


 

1 2 3 4 ... 123 | Next >
   


 

© 2016 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollobot1 in 5.969 seconds