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Abstracts: 599,553
Full Text Papers: 497,911
Authors: 277,589
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Last 12 months: 10,775,639
Last 30 days: 1,138,903

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94,530
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SSRN eLibrary Search Results
JEL Code: G13
2,159,886 Total downloads
Showing Papers 2,251 - 2,300 of 5,679
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1 2 3 4 ... 114 | Next >
   


Incl. Electronic Paper Price Discovery and Foreign Participation in Korea's Government Bond Cash and Futures Markets
Bank of Korea WP 2015-8
Jaehun CHOI , Hosung Lim , Rogelio V. Mercado, Jr. and Cyn-Young Park
Bank of Korea , Bank of Korea , Trinity College (Dublin) and Asian Development Bank - Economic Research
Date Posted: March 31, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper On the Causal Effect of Option Trading on Underlying Stock Pricing
Tong Wang
Virginia Tech
Date Posted: March 28, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Limits to Arbitrage: The Case of Single Stock Futures and Spot Prices
Nidhi Aggarwal
Indira Gandhi Institute of Development Research
Date Posted: March 28, 2015
Last Revised: March 30, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Anchoring Heuristic in Option Pricing
Hammad Siddiqi
University of Queensland
Date Posted: March 26, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper An Investigation of the Lead-Lag Relationship between the VIX Index and the VIX Futures on the S&P500
International Journal of Science, Innovation and New Technology, Vol. 1, No. 11, 43-56
Sotirios Karagiannis
University of Peloponnese
Date Posted: March 24, 2015
Accepted Paper Series
27 downloads

Incl. Electronic Paper An Analysis of the Covered Warrants Listed on the Athens Exchange
Siriopoulos, C. and Fassas, A. (2014) An Analysis of the Covered Warrants listed on the Athens Exchange. Journal of Risk & Control, 1(1), pp. 13-30.
Costas Siriopoulos and Athanasios Fassas
University of Patras - Business Administration and University of Patras - Business Administration
Date Posted: March 23, 2015
Last Revised: March 24, 2015
Accepted Paper Series
6 downloads

Incl. Electronic Paper Monetary Policy Surprises, Positions of Traders, and Changes in Commodity Futures Prices
FRB Atlanta Working Paper 2013-12
Nikolay Gospodinov and Ibrahim Jamali
Federal Reserve Bank of Atlanta and American University of Beirut
Date Posted: March 22, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Sources of Variation in Holding Returns for Fed Funds Futures Contracts
FRB Atlanta CQER Working Paper No. 09-03
James D. Hamilton and Tatsuyoshi Okimoto
University of California at San Diego and Australian National University
Date Posted: March 22, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Calibration of Temperature Futures by Changing the Mean Reversion
Fred Espen Benth and Salvador Ortiz-Latorre
University of Oslo - Department of Mathematics and University of Oslo - Department of Mathematics
Date Posted: March 21, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Uncertainty Quantification of Derivative Instruments
Xianming Sun and Michèle Vanmaele
Central South University and Ghent University - Department of Applied Mathematics, Computer Science and Statistics
Date Posted: March 20, 2015
Last Revised: March 21, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Option Trading Costs Are Lower than You Think
Dmitriy Muravyev and Neil D. Pearson
Boston College and University of Illinois at Urbana-Champaign - Department of Finance
Date Posted: March 20, 2015
Working Paper Series
86 downloads

Incl. Electronic Paper Integrated Trend Analysis with Triple Trend Oscillator -- Technical Insights
Market Technicians Association, New York, Technically Speaking, June 2014
Sanjay Khandelwal
EQTrend Research
Date Posted: March 20, 2015
Working Paper Series
45 downloads

Incl. Electronic Paper Constant Solution Models of Demand for Risks and Those Missed Distributions
Yiyong Yuan
Southwestern University of Finance and Economics (SWUFE)
Date Posted: March 19, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Dividend Swaps and Dividend Futures: State of Play
Scott Mixon and Esen Onur
Commodity Futures Trading Commission and Commodity Futures Trading Commission (CFTC)
Date Posted: March 18, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Commodity Forward Curve Dynamics with Inventory Information
Marcel Prokopczuk and Sebastian Vicedom
Leibniz University of Hannover - Faculty of Economics and Management and Leibniz University of Hannover - Faculty of Economics and Management
Date Posted: March 18, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper The Financialization of Food?
Valentina Bruno , Bahattin Buyuksahin and Michel A. Robe
American University - Department of Finance and Real Estate , Bank of Canada and American University - Kogod School of Business
Date Posted: March 17, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Modelling Airline Costs Using Short Straddles
Tumellano Sebehela
Sebehela Inc
Date Posted: March 17, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Still Not Cheap: Portfolio Protection in Calm Markets
Roni Israelov and Lars N Nielsen
AQR Capital Management, LLC and AQR Capital Management, LLC
Date Posted: March 17, 2015
Last Revised: March 26, 2015
Working Paper Series
52 downloads

Incl. Electronic Paper A Study of Seasonality on the SAFEX Wheat Market
Chris Motengwe and Ángel Pardo Tornero
University of the Witwatersrand and University of Valencia - Department of Financial Economics
Date Posted: March 16, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Hedging, Speculation and Forward Market Equilibrium Under Ambiguity
Vadhindran K. Rao
Metropolitan State University
Date Posted: March 16, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Heterogeneity in Beliefs and Expensive Index Options
Sang Baum Kang and Hong Luo
Illinois Institute of Technology - Stuart School of Business and Illinois Institute of Technology
Date Posted: March 15, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper The Impact of a New Coco Issuance on the Price Performance of Outstanding Cocos
Jan De Spiegeleer , Stephan Höcht , Ine Marquet and Wim Schoutens
Jabre Capital Partners & KU Leuven , Independent , KU Leuven - Department of Mathematics and KU Leuven - Department of Mathematics
Date Posted: March 14, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper The Effects of IBGE and USDA Announcements on BM&FBOVESPA Soybean and Corn Futures Prices
Paper presented at the 4ª Conferência em Gestão de Risco e Comercialização de Commodities - BM&FBOVESPA -São Paulo, SP, November 11-12, 2014,
Marcelo S. Bego
Sao Paulo School of Business Administration, Students
Date Posted: March 13, 2015
Last Revised: March 14, 2015
Working Paper Series
8 downloads

Explaining Credit Default Swap Spreads by Means of Realized Jumps and Volatilities in the Energy Market
UNSW Business School Research Paper No. 2015ACTL05
José Da Fonseca , Katja Ignatieva and Jonathan Ziveyi
Auckland University of Technology - Faculty of Business & Law , University of New South Wales - Australian School of Business and Univesity of New South Wales - School of Risk and Actuarial Studies
Date Posted: March 13, 2015
Working Paper Series

Incl. Electronic Paper Electoral Incentives, Presidential Disaster Declarations and Federal Disaster Aid
Thomas A. Husted and David B. Nickerson
American University - Department of Economics and Ryerson University, TGSM
Date Posted: March 13, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Modelling of Libor-Ois Basis
Antonio Castagna , Andrea Cova and Matteo Camelia
Iason Ltd. , Iason Ltd. and Iason Ltd.
Date Posted: March 13, 2015
Working Paper Series
45 downloads

Incl. Electronic Paper Optimal Portfolios when Variances and Covariances can Jump
Nicole Branger , Matthias Muck and Stefan Weisheit
University of Muenster - Finance Center Muenster , University of Bamberg and University of Bamberg
Date Posted: March 12, 2015
Working Paper Series
40 downloads

Incl. Electronic Paper A Sensitivity Based Approach for CVA Computation
Adil Reghai and Othmane Kettani
Natixis and Independent
Date Posted: March 12, 2015
Working Paper Series
78 downloads

Incl. Electronic Paper Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives
UNSW Business School Research Paper No. 20015ACTL04
Man Chung Fung , Katja Ignatieva and Michael Sherris
University of New South Wales (UNSW) , University of New South Wales - Australian School of Business and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: March 12, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper A Risk-Neutral Approach for the Evaluation of Commercial Loans
Danilo Tilloca
Unicredit Sp.A.
Date Posted: March 11, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper A Note on Evaluation of Derivatives with Collaterals
Meng Han , Yeqi (Ritchie) He and Hu Zhang
RBC Financial Group , Royal Bank of Canada and Bank of America - Bank of America Merrill Lynch
Date Posted: March 11, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper Relative Risk Perception and the Puzzle of Covered Call Writing
Hammad Siddiqi
University of Queensland
Date Posted: March 10, 2015
Last Revised: March 12, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper CoCo Bonds and Implied CET1 Volatility
Jan De Spiegeleer , Ine Marquet and Wim Schoutens
Jabre Capital Partners & KU Leuven , KU Leuven - Department of Mathematics and KU Leuven - Department of Mathematics
Date Posted: March 10, 2015
Last Revised: March 27, 2015
Working Paper Series
73 downloads

Incl. Electronic Paper Towards a Well-Founded Valuation of Managerial Flexibilities in IT Investment Projects - A Multidisciplinary Literature Review
Bernd Heinrich , Marcel Philipp Müller , Sebastian Stöckl and Steffen Zimmermann
University of Regensburg , University of Innsbruck - School of Management , University of Liechtenstein and University of Innsbruck
Date Posted: March 10, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper The Option Value in Timing Derivative Trades
Feike C. Drost , Thijs van der Heijden and Bas J. M. Werker
Tilburg University - Center for Economic Research (CentER) , University of Melbourne - Department of Finance and Tilburg University - Center for Economic Research (CentER)
Date Posted: March 08, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Abandonment Options: Implications for Stock Returns and Momentum Profits
Kyung Hwan Shim
University of New South Wales (UNSW)
Date Posted: March 08, 2015
Last Revised: March 29, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper A Joint Affine Model of Commodity Futures and US Treasury Yields
Bank of England Working Paper No. 526
Michael Chin and Zhuoshi Liu
Bank of England and Bank of England - Monetary Analysis
Date Posted: March 08, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Capital Requirements, Capital Adequacy and Risk Management
Emilio Barone and Rainer Masera
Luiss - Guido Carli (Dpt. of Economics and Finance) and Università degli Studi Guglielmo Marconi
Date Posted: March 07, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model
Swiss Finance Institute Research Paper No. 15-08
Markus Leippold and Nikola Vasiljevic
University of Zurich - Department of Banking and Finance and University of Zurich
Date Posted: March 03, 2015
Last Revised: March 04, 2015
Working Paper Series
43 downloads

Incl. Fee Electronic Paper Volatility-Related Exchange Traded Assets: An Econometric Investigation
CEPR Discussion Paper No. DP10444
Javier Mencia and Enrique Sentana
Bank of Spain and Centro de Estudios Monetarios y Financieros (CEMFI)
Date Posted: March 02, 2015
Working Paper Series

Incl. Electronic Paper Alternative Option Pricing and CVA
Ilya I. Gikhman
Independent
Date Posted: March 02, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Does Model Misspecification Matter for Hedging? A Computational Finance Experiment Based Approach
Youfa Sun and Shimin Guo
Guangdong University of Technology - Institute of Financial Engineering (IFE) and Xi'an Jiaotong University (XJTU)
Date Posted: March 01, 2015
Working Paper Series
26 downloads

A Novel Multi-Level Monte Carlo Approach for One-Way Coupled Multi-Dimensional Models in Finance
Duy-Minh Dang
University of Queensland - School of Mathematics and Physics
Date Posted: March 01, 2015
Working Paper Series

Incl. Electronic Paper Model-Free Implied Variance Measures
Sven Balder
University of Duisburg-Essen - Mercator School of Management
Date Posted: February 27, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper On the EUR/CHF Exchange Rate that Would Have Prevailed Without the SNB's Minimum Exchange Rate Policy
Markus Hertrich
University of Basel - Center for Economic Science (WWZ) - Department of Finance
Date Posted: February 25, 2015
Last Revised: February 28, 2015
Working Paper Series
55 downloads

Incl. Electronic Paper Quanto Implied Correlation in a Multi-Lévy Framework
Laura Ballotta , Griselda Deelstra and Grégory Rayée
City University London - Sir John Cass Business School , Université Libre de Bruxelles (ULB) and Université Libre de Bruxelles (ULB)
Date Posted: February 24, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Analogy Based Valuation of Currency Options
Hammad Siddiqi
University of Queensland
Date Posted: February 24, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Stochastic Volatility Double Jump-Diffusions Model: The Importance of Distribution Type of Jump Amplitude
Youfa Sun and Shimin Guo
Guangdong University of Technology - Institute of Financial Engineering (IFE) and Xi'an Jiaotong University (XJTU)
Date Posted: February 23, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Jumping Off the Bandwagon: Introducing Jumps to Equity Correlation
Valer Zetocha
Independent
Date Posted: February 23, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Arbitrage-Free Pricing of XVA – Part II: PDE Representation and Numerical Analysis
Maxim Bichuch , Agostino Capponi and Stephan Sturm
Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences , Columbia University and Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences
Date Posted: February 23, 2015
Working Paper Series
27 downloads


 

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