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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,677
Full Text Papers: 394,024
Authors: 226,879
Papers Received in
  Last 12 months: 		68,940

Paper Downloads:
To date: 66,000,865
Last 12 months: 11,189,348
Last 30 days: 1,046,661

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  Resolved
  References: 		238,981
Total References: 8,480,523
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Total Citation
  Links: 		5,722,240
Papers with
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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G13
1,853,571 Total downloads
Showing Papers 181 - 230 of 4,934
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Incl. Electronic Paper European ‘Fear’ Indices – Evidence before and during the Financial Crisis
Wolfgang Aussenegg , Lukas Götz and Ranko Jelic
Vienna University of Technology , UNIQA Finanz-Service GmbH and University of Birmingham Business School
Date Posted: May 23, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Which Currency Hedging Strategy is Best?
MIT Sloan Research Paper No. 5003-13
 Wei Chen , Mark Kritzman and David Turkington
State Street Corporate - State Street Associates , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Global Markets
Date Posted: May 22, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Futures Commodities Prices and Media Coverage
ZEF- Discussion Papers on Development Policy No. 178
 Miguel Almanzar , Maximo A. Torero and Klaus von Grebmer
A member of the CGIAR Consortium - International Food Policy Research Institute (IFPRI) , International Food Policy Research Institute (IFPRI) and A member of the CGIAR Consortium - International Food Policy Research Institute (IFPRI)
Date Posted: May 21, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Strategic Allocation to Commodity Factor Premiums
 David Blitz and Wilma de Groot
Robeco Asset Management - Quantitative Strategies and Robeco Asset Management
Date Posted: May 17, 2013
Working Paper Series
63 downloads

Incl. Electronic Paper A Model for Dependent Defaults and Pricing Contingent Claims with Counterparty Risk
 Dariusz Gatarek and Juliusz Jablecki
Polish Academy of Sciences and National Bank of Poland
Date Posted: May 13, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads
Johnson School Research Paper Series No. 14-2013
 PeiLin Billy Hsieh and Robert A. Jarrow
Cornell University - Department of Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: May 13, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads
 PeiLin Billy Hsieh and Robert A. Jarrow
Cornell University - Department of Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: May 13, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Divided Governments and Asset Prices
 Elvira Sojli and Wing Wah Tham
RSM Erasmus University and Erasmus School of Economics - Econometric Institute
Date Posted: May 12, 2013
Working Paper Series
6 downloads

Risk Aversion, Fanning Preference, and Volatility Smirk on S&P500 Index Options
 Jian Chen and Chenghu Ma
Xiamen University - School of Economics and Fudan University - School of Management
Date Posted: May 09, 2013
Working Paper Series

Incl. Electronic Paper Trading Volatility: At What Cost?
 Robert E. Whaley
Vanderbilt University - Finance
Date Posted: May 07, 2013
Working Paper Series
180 downloads

Incl. Electronic Paper Instalment Warrant Mechanics
 Antonie Kotze
Financial Chaos Theory
Date Posted: May 06, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Collateral Volatility
 Paul McCloud
Nomura
Date Posted: May 04, 2013
Last Revised: May 13, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper Estimating Option Implied Risk Neutral Densities: A Novel Parametric Approach
 Greg Orosi
American University of Sharjah
Date Posted: May 04, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Option Pricing Bounds in a Finite Market Model: A Simple Geometric Approach Using Barycentric Coordinates
 Yann Braouezec and Cyril Grunspan
IESEG School of Management, LEM CNRS and Ecole Superieure d'Ingenierie Leonard de Vinci (ESILV)
Date Posted: May 04, 2013
Last Revised: May 13, 2013
Working Paper Series
25 downloads

Incl. Electronic Paper Model Risk and Power Plant Valuation
 Karl Bannor , Ruediger Kiesel , Anna Nazarova and Matthias A. Scherer
Technische Universität München (TUM) , University of Duisburg-Essen - Faculty of Economic Science , University of Oslo and Technische Universität München (TUM)
Date Posted: May 04, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper A Square-Root T Hedging Rule for Nonstorable Products
 Jukka Sihvonen
University of Vaasa
Date Posted: May 03, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper The Information Content of Carbon Options
 Svetlana Viteva , Yulia V. Veld-Merkoulova and Kevin Campbell
University of Stirling , Adam Smith Business School, University of Glasgow and University of Stirling - Stirling Management School
Date Posted: May 02, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper A Note on Replicating a CDS Through a Repo and an Asset Swap
 Lorenzo Giada and Claudio Nordio
Banco Popolare and Banco Popolare
Date Posted: May 02, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Optimal Posting of Sticky Collateral
 Vladimir Piterbarg
Barclays Capital
Date Posted: May 01, 2013
Working Paper Series
69 downloads

Incl. Electronic Paper State-Dependent Fees for Variable Annuity Guarantees
 Carole Bernard , Mary R. Hardy and Anne MacKay
University of Waterloo , University of Waterloo and University of Waterloo
Date Posted: April 30, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Tradable Macro Risk Factors and the Cross-Section of Stock Returns
 Nikolay Doskov , Tapio Pekkala and Ruy Ribeiro
NBIM - Norges Bank Investment Management , NBIM - Norges Bank Investment Management and J.P.Morgan
Date Posted: April 29, 2013
Working Paper Series
241 downloads

Incl. Electronic Paper Reducing the Impact of the Stock Price Movements on the Implied Parameters
 Nikolai Dokuchaev
Curtin University of Technology
Date Posted: April 29, 2013
Last Revised: May 15, 2013
Working Paper Series
14 downloads

Incl. Electronic Paper Rationalisation of the Tariff Structure of the Board as per National Tariff Policy – A Suggested Framework
 C. Jayapalan
Independent
Date Posted: April 27, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper An Examination of the Continuous-Time Dynamics of International Volatility Indices Amid the Recent Market Turmoil
 Minqiang Li
Bloomberg LP
Date Posted: April 27, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Are Classical Option Pricing Models Consistent with Observed Option Second-Order Moments? Evidence from High-Frequency Data
 Francesco Audrino and Matthias R. Fengler
University of St. Gallen and University of St. Gallen - School of Economics and Political Science
Date Posted: April 27, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper The Price of Government Bond Volatility
Swiss Finance Institute Research Paper No. 13-27
 Antonio Mele and Yoshiki Obayashi
Swiss Finance Institute & University of Lugano and Applied Academics LLC
Date Posted: April 26, 2013
Working Paper Series
54 downloads

Incl. Electronic Paper Volatility Indexes and Contracts for Government Bonds and Time Deposits
Swiss Finance Institute Research Paper No. 13-26
 Antonio Mele and Yoshiki Obayashi
Swiss Finance Institute & University of Lugano and Applied Academics LLC
Date Posted: April 26, 2013
Working Paper Series
17 downloads

Incl. Electronic Paper Volatility Indexes and Contracts for Eurodollar and Related Deposits
Swiss Finance Institute Research Paper No. 13-25
 Antonio Mele and Yoshiki Obayashi
Swiss Finance Institute & University of Lugano and Applied Academics LLC
Date Posted: April 26, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Credit Variance Swaps and Volatility Indexes
Swiss Finance Institute Research Paper No. 13-24
 Antonio Mele and Yoshiki Obayashi
Swiss Finance Institute & University of Lugano and Applied Academics LLC
Date Posted: April 26, 2013
Working Paper Series
37 downloads

Incl. Electronic Paper Dynamics of Interest Rate Swap and Equity Volatilities
Swiss Finance Institute Research Paper No. 13-23
 Antonio Mele , Yoshiki Obayashi and Catherine Shalen
Swiss Finance Institute & University of Lugano , Applied Academics LLC and Chicago Board Options Exchange (CBOE)
Date Posted: April 26, 2013
Working Paper Series
85 downloads

Incl. Electronic Paper Easy Volatility Investing
 Tony Cooper
Double-Digit Numerics
Date Posted: April 23, 2013
Working Paper Series
520 downloads

Incl. Electronic Paper JSE Exotic Can-Do Options: Determining Initial Margins
 Antonie Kotze and Rudolf Oosthuizen
Financial Chaos Theory and JSE Securities Exchange
Date Posted: April 23, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Die Bestimmung Des Unternehmenswertes Konventioneller Mikrofinanzbanken Ohne Börsennotierung Anhand Von Kundenlebenswerten Unter Berücksichtigung Von Handlungsflexibilität (Valuation of Microfinance Banks)
 Dirk Lebe
Independent
Date Posted: April 22, 2013
Working Paper Series
6 downloads

Incl. Electronic Paper Optimal Liquidation of Electricity Futures Portfolios: An Anticipative Market Impact Model
 Markus Hess
Independent
Date Posted: April 21, 2013
Last Revised: May 03, 2013
Working Paper Series
51 downloads

Incl. Electronic Paper A Reduced Form CoCo Model with Deterministic Conversion Intensity
 Patrick Cheridito and Zhikai Xu
Princeton University and Princeton University
Date Posted: April 21, 2013
Last Revised: April 26, 2013
Working Paper Series
26 downloads

Incl. Fee Electronic Paper CoCo Bonds, Conversion Prices and Risk Shifting Incentives - How Does the Conversion Ratio Affect Management's Behaviour?
Financial Markets, Institutions & Instruments, Vol. 22, Issue 2, pp. 143-170, 2013
 Oliviero Roggi , Alessandro Giannozzi and Luca Mibelli
University of Florence - Department of Accounting, Management & Finance , University of Florence and University of Florence - Department of Business Economics
Date Posted: April 20, 2013
Accepted Paper Series

Incl. Electronic Paper Monte Carlo Pricing with Local Volatility Grids
 Damian Abasto , Bernhard Hientzsch and Mark P. Kust
Independent , Independent and Independent
Date Posted: April 18, 2013
Last Revised: April 28, 2013
Working Paper Series
37 downloads

Incl. Electronic Paper The Need for Futures Markets in Currencies
Cato Journal, Vol. 31, No. 3, 2011
 Milton Friedman
University of Chicago
Date Posted: April 16, 2013
Accepted Paper Series
4 downloads

Incl. Electronic Paper Momentum and Reversion in Risk Neutral Martingale Probabilities
 Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: April 16, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper Corporates and Financial Engineering: A Few Case Studies
 Antonie Kotze
Financial Chaos Theory
Date Posted: April 16, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Projection Hedging in Incomplete Markets
 Hirbod Assa and Nikolay Gospodinov
Concordia University, Quebec and Concordia University, Quebec - Department of Economics
Date Posted: April 15, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper Integrated Stress Testing: Impact on Liquidity and Solvency
 Sanjay Basu
National Institute of Bank Management
Date Posted: April 15, 2013
Last Revised: April 28, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Credit Default Swaps, Strategic Default, and the Cost of Corporate Debt
 Gi H. Kim
Warwick Business School - University of Warwick
Date Posted: April 15, 2013
Working Paper Series
16 downloads

Incl. Electronic Paper Managerial Incentives and Management Forecast Precision
Forthcoming, The Accounting Review, September 2013
 Qiang Cheng , Ting Luo and Heng Yue
Singapore Management University , Tsinghua University and Peking University - Department of Accounting
Date Posted: April 12, 2013
Accepted Paper Series
51 downloads

Incl. Electronic Paper Refund Options on South African Equities
 Antonie Kotze
Financial Chaos Theory
Date Posted: April 12, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Optimal Execution Comparison Across Risks and Dynamics, with Solutions for Displaced Diffusions
 Damiano Brigo and Giuseppe Di Graziano
Department of Mathematics, Imperial College, London and Deutsche Bank AG
Date Posted: April 11, 2013
Working Paper Series
39 downloads

Incl. Electronic Paper Refund Options on South African Equities
 Antonie Kotze
Financial Chaos Theory
Date Posted: April 11, 2013
Last Revised: April 16, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Robust and Efficient IMEX Schemes for Option Pricing under Jump-Diffusion Models
 Santtu Salmi and Jari Toivanen
University of Jyvaskyla - Department of Mathematical Information Technology and University of Jyvaskyla - Department of Mathematical Information Technology
Date Posted: April 11, 2013
Working Paper Series
28 downloads

Incl. Electronic Paper Green Expectations: Current Effects of Anticipated Carbon Pricing
 Derek Lemoine
University of Arizona - Department of Economics
Date Posted: April 10, 2013
Last Revised: April 19, 2013
Working Paper Series
54 downloads

Incl. Electronic Paper Expectations of Functions of Stochastic Time with Application to Credit Risk Modeling
FEDS Working Paper No. 2013-14
 Ovidiu Costin , Michael B. Gordy , Min Huang and Pawel Szerszen
Ohio State University , Board of Governors of the Federal Reserve , The University of Chicago and Federal Reserve Board
Date Posted: April 09, 2013
Working Paper Series
9 downloads


 

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