Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,056
Full Text Papers:
393,459
Authors:
226,593
Papers Received in Last 12 months:
68,998
Paper Downloads:
To date:
65,863,139
Last 12 months:
11,179,664
Last 30 days:
1,087,336
CiteReader: What's this?
Papers with
238,027
Total References:
8,463,775
Papers with Cites:
230,038
Total Citation
5,708,794
Papers with
77,375
Total Footnotes:
8,499,290
SSRN eLibrary Search Results
JEL Code: G13
1,850,548 Total downloads
Showing Papers 2,101 - 2,150 of 4,933
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Product Liability Litigation: An Issue of Merck and Lawsuits Over Vioxx Seton Hall Public Law Research Paper No. 1151271
Kurt W. Rotthoff
Date Posted: June 26, 2008Last Revised: September 20, 2010191 downloads
A Bridge between Mortgage TBA Options and Swaptions Risk, pp. 86-89, May 2008
Shijun Liu
Date Posted: June 25, 2008
Volatility Components, Affine Restrictions and Non-Normal Innovations CREATES Research Paper No. 2008-10
Peter Christoffersen ,
Kris Jacobs ,
Christian Dorion
and
Yintian Wang
Date Posted: June 25, 200893 downloads
Counterparty Risk Valuation for Energy-Commodities Swaps: Impact of Volatilities and Correlation
Damiano Brigo ,
Kyriakos Chourdakis and
Imane Bakkar
Date Posted: June 24, 2008564 downloads
Construction and Interpretation of Model-Free Implied Volatility
Torben G. Andersen and
Oleg Bondarenko
Date Posted: June 23, 2008Last Revised: October 12, 2011357 downloads
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities CREATES Research Paper 2007-16
Tim Bollerslev ,
Michael S. Gibson and
Hao Zhou
Date Posted: June 23, 2008Last Revised: September 25, 2009262 downloads
Market Power in Power Markets: Evidence from Forward Prices of Electricity CREATES Research Paper No. 2007-30
Bent Jesper Christensen ,
Thomas Elgaard Jensen
and
Rune Mølgaard
affiliation not provided to SSRN
and
University of Aarhus
Date Posted: June 23, 2008128 downloads
Option Pricing Using Realized Volatility CREATES Research Paper No. 2008-13
Lars Stentoft
Date Posted: June 23, 2008158 downloads
Performance of Time-Varying Correlation Estimation Methods
Ahmet Karagozoglu
and
Michael Jacobs Jr.
Date Posted: June 23, 2008Last Revised: February 15, 201070 downloads
Pricing Options on the Dax - An Empirical Investigation
Rene Reinsberg
Date Posted: June 23, 2008178 downloads
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem
Chiaki Hara
,
James Huang and
Christoph Kuzmics
Date Posted: June 17, 200869 downloads
Currency Regimes and Weak Interest Rate Parity
Leonard MacLean
,
Yonggan Zhao
and
William T. Ziemba
Date Posted: June 16, 2008Last Revised: March 14, 2010126 downloads
Optimal Investments in Volatility Financial Markets and Portfolio Management, Vol. 22, No. 2, pp. 147-167, 2008
Reinhold Hafner and
Martin Wallmeier
Date Posted: June 16, 2008
Options Pricing Via Statistical Learning Techniques: The Support Vector Regression Approach
Panayiotis C. Andreou
,
Christakis Charalambous and
Spiros Martzoukos
Date Posted: June 16, 2008231 downloads
Pricing American Options by Canonical Least-Squares Monte Carlo
Qiang Liu
Date Posted: June 16, 2008371 downloads
The Impact of H-Share Derivatives on the Underlying Equity Market
Steven Shuye Wang ,
Wei Li and
Louis T. W. Cheng
Date Posted: June 16, 2008164 downloads
Valuation of Defaultable Bonds and Debt Restructuring Journal of Corporate Finance, Vol. 13, No. 1, 2007
Ariadna Dumitrescu
Date Posted: June 16, 2008
Closed Form Spread Option Valuation NHH Dept. of Finance & Management Science Discussion Paper No. 2006/20
Petter Bjerksund
and
Gunnar Stensland
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: June 13, 2008586 downloads
Using Futures Prices to Filter Short-Term Volatility and Recover a Latent, Long-Term Price Series for Oil MIT Center for Energy and Environmental Policy Working Paper No. 06-005
John E. Parsons ,
Miguel Herce and
Robert C. Ready
Date Posted: June 13, 2008118 downloads
Asset Prices, Debt Constraints and Inefficiency CEPR Discussion Paper No. DP6779
Gaetano Bloise
and
Pietro Reichlin
Date Posted: June 12, 20081 downloads
A Note on Estimating Realignment Probabilities - A First-Passage-Time Approach Journal of International Money and Finance, Vol. 28, pp. 804-812, 2009
C. H. Hui and
C.F. Lo
Date Posted: June 11, 2008Last Revised: May 18, 200939 downloads
Interactions between Exchange Traded Derivatives and OTC Derivatives: Evidence for the Canadian Dollar Futures vs. OTC Markets International Journal of Business, Vol. 13, No. 1, 2008
Lorne N. Switzer and
Haibo Fan
Date Posted: June 10, 2008
On the Impact of Forward Contract Obligations in Multi-Unit Auctions CEPR Discussion Paper No. DP6756
Maria Angeles de Frutos
and
Natalia Fabra
Date Posted: June 10, 20082 downloads
Finiteness of Variance is Irrelevant in the Practice of Quantitative Finance Complexity, Vol. 14, Issue 3, pp. 66–76, January/February 2009,
Nassim Nicholas Taleb
Date Posted: June 09, 2008Last Revised: November 16, 20126647 downloads
Convenience Yields Modeling as Call Options: Indian Wheat Market
Ashutosh Roy
Date Posted: June 09, 2008190 downloads
Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005 CEPR Discussion Paper No. DP6619
Viral V. Acharya ,
Stephen M. Schaefer and
Yili Zhang
Date Posted: June 09, 20082 downloads
Portfolio Insurance Strategies : OBPI versus CPPI Finance, Vol. 26, No.1, pp 5-32, 2005
Philippe Bertrand and
Jean-Luc Prigent
Date Posted: June 09, 2008
Is There a Link between Quote Competition and Order Flows? International Journal of Business, Vol. 12, No. 4, 2007
Hung Neng Lai
Date Posted: June 07, 2008
A Short History of Derivative Security Markets
Ernst Juerg Weber
Date Posted: June 06, 20081131 downloads
Extending Options by Changing Their Underlying Assets 21st Australasian Finance and Banking Conference 2008 Paper
Jian Wu
Date Posted: June 05, 200891 downloads
What Do We Learn from the Price of Crude Oil Futures? CEPR Discussion Paper No. DP6548
Ron Alquist and
Lutz Kilian
Date Posted: June 05, 200814 downloads
Measuring the Degree of Financial Market Efficiency Finance India, Vol. 22, No. 4, December 2008
Cornelis A. Los
Date Posted: June 04, 2008
Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries Journal of Multinational Financial Management, Vol. 8, No. 2-3, pp. 169-198, 1998
Cornelis A. Los
Date Posted: June 04, 2008
The Changing Concept of Financial Risk The ICFAI Journal of Financial Risk Management, Vol. 2, No. 1, pp. 7-41, March 2005
Cornelis A. Los
Date Posted: June 04, 2008
The Effect of Using a Lattice Model to Estimate Reported Option Values AAA 2009 Financial Accounting and Reporting Section (FARS) Paper, McCombs Research Paper Series No. ACC-02-09
Brian Bratten
,
Ross Jennings and
Casey Schwab
Date Posted: June 04, 2008Last Revised: February 24, 2013293 downloads
When to Put All Your Eggs in One Basket? When Diversification Increases Portfolio Risk! Financial Engineering News, p. 4, January-February 2005
Cornelis A. Los
Date Posted: June 04, 2008
Why VAR Fails: Long Memory and Extreme Events in Financial Markets The ICFAI Journal of Financial Economics, Vol. 3, No. 3, pp. 19-36, September 2005
Cornelis A. Los
Date Posted: June 04, 2008
System Identification in Noisy Data Environments Journal of Banking and Finance, Vol. 30, No. 7, pp. 1997-2024, 2006
Cornelis A. Los
Date Posted: June 03, 2008
Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash International Research Journal of Finance and Economics, Vol. 1, No. 4, pp. 106-133, July 2006
Cornelis A. Los and
Rossitsa M. Yalamova
Date Posted: June 02, 2008
Persistence Characteristics of the Chinese Stock Markets International Review of Financial Analysis, Vol. 17, No. 1, pp. 64-82, 2008
Cornelis A. Los and
Bing Yu
Date Posted: June 02, 2008
Securitization, Structuring and Pricing of Longevity Risk UNSW Australian School of Business Research Paper No. 2008ACTL06
Michael Sherris
and
Samuel Wills
affiliation not provided to SSRN
Date Posted: June 02, 2008Last Revised: November 07, 2011632 downloads
Spurious Mean-Reversion of Stock Prices in the State-Space Model KAIST Business School Working Paper Series No. 2008-010
Won-hyeok Choi
,
Duk Bin Jun
,
Dong Soo Kim
and
Jaesun Noh
affiliation not provided to SSRN
,
KAIST Business School
,
Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science
and
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance
Date Posted: June 02, 2008130 downloads
Subsidized Cost of Debt: The Relevance of the Research Question in the Financial Research (La Subvencion Financiera del Coste de la Deuda: La Importancia de la Pregunta en la Investigacion Financiera) Estrategia Financiera, No. 242, pp. 19-26
Mariano Gonzalez
,
Ignacio Velez-Pareja and
Ana Mateos
Date Posted: June 01, 2008Last Revised: April 01, 2009120 downloads
Markov Models for Commodity Futures: Theory and Practice
Leif B. G. Andersen
Date Posted: May 30, 2008Last Revised: December 30, 20082510 downloads
The CARMA Interest Rate Model
Arne Andresen
,
Fred Espen Benth
,
Steen Koekebakker
and
Valeriy Zakamulin
Date Posted: May 30, 2008Last Revised: February 01, 2013291 downloads
A CDO Option Market Model for Standardized CDS Index Tranches
Jochen Dorn
Date Posted: May 29, 2008Last Revised: May 03, 2010361 downloads
Investment Model Uncertainty and Fair Pricing
Cornelis A. Los and
Sachapon Tungsong
Date Posted: May 28, 2008179 downloads
Zero Bound, Option-Implied PDFs, and Term Structure Models
Date Posted: May 28, 2008Last Revised: May 31, 2009136 downloads
Momentum Strategies in Commodity Futures Markets Journal of Banking and Finance, Vol. 31, No. 6, 2007
Joelle Miffre and
Georgios Rallis
Date Posted: May 27, 2008
Memoirs of an Indifferent Trader: Estimating Forecast Distributions from Prediction Markets
Joyce E. Berg
,
John Geweke and
Thomas Rietz
Date Posted: May 25, 2008Last Revised: April 29, 2010135 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.938 seconds
