Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
489,519
Full Text Papers:
398,394
Authors:
228,766
Papers Received in Last 12 months:
69,683
Paper Downloads:
To date:
66,757,919
Last 12 months:
11,228,952
Last 30 days:
844,040
CiteReader: What's this?
Papers with
239,806
Total References:
8,539,827
Papers with Cites:
230,167
Total Citation
5,733,423
Papers with
78,859
Total Footnotes:
8,610,864
SSRN eLibrary Search Results
JEL Code: G13
1,868,598 Total downloads
Showing Papers 2,351 - 2,400 of 4,954
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Measuring Systemic Risk-Adjusted Liquidity (SRL) - A Model Approach
Andreas A. Jobst
Date Posted: April 01, 2013Last Revised: June 04, 201320 downloads
Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance IMF Working Paper No. 12/194
Tiago Severo
Date Posted: November 01, 201256 downloads
Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance IMF Working Paper No. WP/12/194
Tiago Severo
Date Posted: August 06, 2012109 downloads
Measuring Systematic Risk in Emu Government Yield Spreads Review of Finance, Vol. 8, No. 2, pp. 171-197, 2004
Alois Geyer ,
Stephan Kossmeier and
Stefan Pichler
Date Posted: May 12, 2003Last Revised: September 15, 2011342 downloads
Measuring Provisions for Collateralised Retail Lending Journal of Economics and Business, Vol. 58, pp. 343-361, 2006
C. H. Hui ,
C.F. Lo ,
T. C. Wong and
P. K. Man
Date Posted: May 01, 2007116 downloads
Measuring Portfolio Credit Risk: Modelling Versus Calibration Errors BIS Quarterly Review
Nikola A. Tarashev
and
Haibin Zhu
Date Posted: December 02, 201123 downloads
Measuring Portfolio Credit Risk: Modeling Versus Calibration Errors BIS Quarterly Review, March 2007
Nikola A. Tarashev
and
Haibin Zhu
Date Posted: May 11, 201079 downloads
Measuring Performance in a Dynamic World: Conditional Mean-Variance Fundamentals
Bob Korkie ,
Harry J. Turtle and
Ranjini Jha
Date Posted: May 05, 2006Last Revised: April 06, 2009219 downloads
Measuring Off-Balance-Sheet Leverage IMF Working Paper No. 00/202
Peter Breuer
Date Posted: February 14, 20011540 downloads
Measuring Idiosyncratic Risks in Leveraged Buyout Transactions IESE Business School Working No. D682, EFA 2008 Athens Meetings Paper
Alexander Peter Groh
,
Rainer Baule and
Olivier Gottschalg
Date Posted: March 03, 2008Last Revised: October 02, 2008651 downloads
Measuring Historical Volatility Journal of Applied Finance, Vol. 16, No. 1, Spring/Summer 2006
Louis H. Ederington and
Wei Guan
Date Posted: August 24, 200622 downloads
Measuring Flight to Quality: A Local Correlation Analysis Review of Accounting and Finance, Vol. 10, No. 1, pp. 69-87, 2011
A. Can Inci ,
Hsi-Cheng Li
and
Joseph McCarthy
affiliation not provided to SSRN
and
Bryant University
Date Posted: March 04, 2011
Measuring Fair Capital Adequacy Holdings for Banks: The Case of Taiwan GLOBAL FINANCE JOURNAL, Vol. 7 No. 2, Fall/Winter 1996
Min-Teh Yu
Date Posted: December 10, 1996
Measuring and Analyzing Sovereign Risk with Contingent Claims IMF Working Paper No. 05/155
Michael Gapen
,
Dale F. Gray ,
Cheng Hoon Lim and
Yingbin Xiao
Date Posted: March 03, 2006320 downloads
Mean-Variance Hedging With Limited Capital - A Decomposition Result
Nicole Branger
,
Christian Schlag ,
Angelika Esser
and
Yulia Bondarenko
Date Posted: March 27, 2002196 downloads
Mean-Variance Hedging and Optimal Investment in Heston's Model with Correlation Cass Business School Research Paper
Ales Cerny and
Jan Kallsen
Date Posted: March 20, 2008762 downloads
Mean-reversion Properties of Implied Volatilities
Florian Ielpo and
Guillaume Simon
Date Posted: October 16, 2007Last Revised: July 24, 2010275 downloads
Mean-Reversion Across MENA Stock Markets: Implications for Derivative Pricing International Journal of Business, Vol. 8, No. 3, 2003
Sam Hakim
and
Simon Neaime
Date Posted: October 09, 2003193 downloads
Mean Square Error for the Leland-Lott Hedging Strategy: Convex Pay-Off Finance Stochastics, Vol. 14, No. 4, 2010
Emmanuel Lepinette-Denis
and
Youri Kabanov
Date Posted: April 13, 201219 downloads
Mean Reverting Levy Based Processes
Mark A. Minnis
affiliation not provided to SSRN
Date Posted: June 19, 201236 downloads
Mean Reversion Tests of Put-call Parity for Equity Index Options with Randomization and Bayesian Gibbs Sampling Viewpoint: S&P500 versus DAX
Anthony Tu
and
Doris Chin
Date Posted: February 06, 2004132 downloads
Maximum Likelihood Estimation of Asymmetric Jump-Diffusion Processes: Application to Security Prices
Cyrus A. Ramezani
and
Yong Zeng
Date Posted: October 19, 2004634 downloads
Maximal Affine Models for Multiple Commodities: A Note
Jaime Casassus ,
Peng Liu
and
Ke Tang
Date Posted: September 09, 201257 downloads
Maturity Structure of a Hedge Matters: Lessons from the Metallgesellschaft Debacle
Antonio S. Mello and
John E. Parsons
Date Posted: September 06, 1999
Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets UC Santa Cruz Economics Working Paper No. 03-6
Rita Madarassy Akin
Date Posted: June 27, 2003381 downloads
Maturity Effect on Stock Index Futures in an Emerging Market Applied Economics Letters, Forthcoming
Dimitris Kenourgios
and
Athanasios Katevatis
Date Posted: October 17, 2010
Mathematical Foundation of Convexity Correction Quantitative Finance, Vol. 3, No. 1, 2003
Antoon Pelsser
Date Posted: May 16, 2001Last Revised: May 08, 20114118 downloads
Mathematical Finance Introduction to Continuous Time Financial Market Models
Christian-Oliver Ewald
Date Posted: April 02, 200710677 downloads
Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement
Andrea Pascucci
,
Carlos Vázquez Cendón
and
Maria del Carmen Calvo-Garrido
Date Posted: February 06, 201258 downloads
Matching the Sensitivities to Discrete Dividends: A New Approach for Pricing Vanillas
Fouad Sahel
and
Arnaud Gocsei
affiliation not provided to SSRN
Date Posted: August 25, 2010Last Revised: October 23, 2010115 downloads
Martingales and Portfolio Decisions: A User's Guide Financial Markets and Portfolio Management, Vol. 20, No. 1, pp. 75-101, 2006
Heinz Zimmermann
Date Posted: April 04, 2006
Martingale Representation Theorem for the G-Expectation Swiss Finance Institute Research Paper No. 10-54
Halil Mete Soner ,
Nizar Touzi
and
Jianfeng Zhang
Date Posted: December 27, 2010168 downloads
Martingale Optimal Transport and Robust Hedging in Continuous Time Swiss Finance Institute Research Paper No. 13-13
Yan Dolinsky
and
Halil Mete Soner
Date Posted: April 06, 201391 downloads
Martingale and Arbitrage in Securities Markets with Transaction Cost Journal of Economic Theory, Vol. 66, pp. 178-197, 1995
Elyes Jouini and
Hedi Kallal
Date Posted: August 16, 2007
Markov-Functional Interest Rate Models
Phil J. Hunt ,
Joanne Kennedy and
Antoon Pelsser
Date Posted: January 12, 19983680 downloads
Markov-Functional Interest Rate Models Finance & Stochastics
Phil J. Hunt ,
Joanne Kennedy and
Antoon Pelsser
Date Posted: November 17, 1999
Markov Models for Commodity Futures: Theory and Practice
Leif B. G. Andersen
Date Posted: May 30, 2008Last Revised: December 30, 20082540 downloads
Markov Functional Modeling of Equity, Commodity and Other Assets
Christian P. Fries
Date Posted: April 05, 2006483 downloads
Markets, Profits, Capital, Leverage and Return
Peter Carr ,
Juan Jose Vicente Alvarez
and
Dilip B. Madan
Date Posted: September 20, 2010174 downloads
Markets Evolution after the Credit Crunch
Marco Bianchetti
and
Mattia Carlicchi
Date Posted: January 28, 2013120 downloads
Market-Based Structural Determinants of Australian CDS Spreads
Andrew B. Ainsworth and
Jiri Svec
Date Posted: October 06, 201138 downloads
Market Volatility Risk and Risk Premiums at Earnings Announcements
Mary E. Barth
and
Eric C. So
Date Posted: July 07, 2010Last Revised: January 07, 2013262 downloads
Market Volatility And Feedback Effects From Dynamic Hedging
Rüdiger Frey and
Alexander Stremme
Date Posted: September 06, 1999
Market Value of Insurance Contracts with Profit Sharing Journal of Risk Finance, Vol. 3, No. 3, 2002
Pieter Bouwknegt and
Antoon Pelsser
Date Posted: May 16, 2001Last Revised: May 08, 2011439 downloads
Market Transparency, Liquidity Externalities, and Institutional Trading Costs in Corporate Bonds Journal of Financial Economics, Forthcoming
Hendrik Bessembinder ,
William F. Maxwell and
Kumar Venkataraman
Date Posted: November 02, 2005
Market Timing with Option-Implied Distributions: A Forward-Looking Approach Management Science, Vol. 57, No. 7, pp. 1231-1249, 2011
Alexandros Kostakis
,
Nikolaos Panigirtzoglou and
George S. Skiadopoulos
Date Posted: November 24, 2011Last Revised: November 27, 2011
Market Timing with Option-Implied Distributions: A Forward-Looking Approach
Alexandros Kostakis
,
Nikolaos Panigirtzoglou and
George S. Skiadopoulos
Date Posted: October 23, 2008Last Revised: March 07, 2011715 downloads
Market Structure and Swap Spreads: International Evidence
Frank Fehle
Date Posted: November 04, 1999
Market Sentiment in Commodity Futures Returns
Lin Gao
and
Stephan Süss
Date Posted: September 27, 2011Last Revised: June 11, 2013251 downloads
Market Risk, Credit Risk, and Futures Trading in Commodity Markets
Takashi Kanamura
Date Posted: May 13, 2012119 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.157 seconds
