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SSRN eLibrary Statistics:

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Abstracts: 543,572
Full Text Papers: 445,954
Authors: 252,438
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65,413

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To date: 75,048,237
Last 12 months: 10,061,543
Last 30 days: 851,579

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Total References: 8,923,266
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5,937,149
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89,535
Total Footnotes: 9,017,140


SSRN eLibrary Search Results
JEL Code: C63
326,720 Total downloads
Showing Papers 281 - 330 of 1,626
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Incl. Electronic Paper Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks
Nima Nonejad
Aarhus University and CREATES
Date Posted: April 21, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox
Nima Nonejad
Aarhus University and CREATES
Date Posted: April 21, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper An Analytic Recursive Method for Optimal Multiple Stopping: Canadization and Phase-Type Fitting
Tim Leung , Kazutoshi Yamazaki and Hongzhong Zhang
Columbia University , Kansai University - Department of Mathematics and Columbia University - Department of Statistics
Date Posted: April 19, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Model Uncertainty and Energy Technology Policy: The Example of Induced Technical Change
RDCEP Working Paper No. 14-01
Yongyang Cai and Alan Sanstad
Stanford University - The Hoover Institution on War, Revolution and Peace and Lawrence Berkeley National Laboratory
Date Posted: April 18, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Simulation as a Stock Market Backtesting Tool
Tony Cooper
Double-Digit Numerics
Date Posted: April 17, 2014
Working Paper Series
19 downloads

Incl. Electronic Paper Increasing Borrowing Costs and the Equity Premium
Jasmina Hasanhodzic
Boston University
Date Posted: April 16, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Optimization Cultures
Manfred Gilli and Enrico Schumann
University of Geneva - Department of Economics and Aquila Capital Group
Date Posted: April 15, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Interaction-Based Model for Pricing CDS with Counterparty Risk
Matjaz Steinbacher , Mitja Steinbacher and Matej Steinbacher
Kiel Institute for the World Economy , Fakulteta za poslovne vede and Free Society Institute
Date Posted: April 10, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Trade-In Programs in the Context of Technological Innovation with Herding
Department of Management, Università Ca' Foscari Venezia Working Paper No. 2014/4,
Paolo Pellizzari , Elena Sartori and Marco Tolotti
Ca Foscari University of Venice - Department of Economics , Ca Foscari University of Venice - Department of Management and Ca Foscari University of Venice - Department of Management
Date Posted: April 06, 2014
Accepted Paper Series
4 downloads

The Strategic Use of Download Limits by a Monopoly Platform
Nicholas Economides and Benjamin E. Hermalin
New York University - Leonard N. Stern School of Business - Department of Economics and University of California, Berkeley
Date Posted: March 31, 2014
Working Paper Series

Incl. Electronic Paper Omega Risk Model with Tax
Zhenyu Cui
Brooklyn College, CUNY
Date Posted: March 31, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Monetary Policy Implementation in an Interbank Network: Effects on Systemic Risk
SAFE Working Paper No. 46
Marcel Bluhm , Ester Faia and Jan Pieter Krahnen
Wang Yanan Institute for Studies in Economics , Goethe University Frankfurt and University of Frankfurt
Date Posted: March 29, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Wavelet Improvement in Turning Point Detection Using a Hidden Markov Model
NHH Dept. of Business and Management Science Discussion Paper No. 2014/10
Yushu Li and Simon Reese
Norwegian School of Economics (NHH) - Department of Business and Management Science and Lund University - Department of Economics
Date Posted: March 27, 2014
Working Paper Series
107 downloads

Incl. Electronic Paper Towards a Credit Network Based Early Warning Indicator for Crises
Ermanno Catullo , Mauro Gallegati and Antonio Palestrini
Università Politecnica delle Marche , Università Politecnica delle Marche - Faculty of Economics and Università Politecnica delle Marche
Date Posted: March 27, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models
Bank of Italy Temi di Discussione (Working Paper) No. 944
Michele Leonardo Bianchi , Frank J. Fabozzi and Svetlozar Rachev
Bank of Italy , EDHEC Business School and Stony Brook University
Date Posted: March 25, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Automated Democracy Scores
Thiago Marzagão
PhD candidate, Ohio State University (OSU) - Department of Political Science
Date Posted: March 22, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Information Aggregation in a DSGE Model
Tarek A. Hassan and Thomas M. Mertens
University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
Date Posted: March 22, 2014
Last Revised: April 04, 2014
Working Paper Series
30 downloads

Incl. Electronic Paper The Simplicity of Optimal Trading in Order Book Markets
Department of Management, Università Ca' Foscari Venezia Working Paper No. 05/WP/2014,
Dan Ladley and Paolo Pellizzari
University of Leicester - Department of Economics and Ca Foscari University of Venice - Department of Economics
Date Posted: March 21, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Modeling Emergence of the Interbank Networks
ECB Working Paper No. 1646
Grzegorz Halaj and Christoffer Kok Sorensen
National Bank of Poland and European Central Bank (ECB)
Date Posted: March 15, 2014
Working Paper Series
17 downloads

Incl. Electronic Paper Competição Duopolista via Publicidade e Preços: Uma Abordagem Computacional (Duopolistic Competition through Price and Advertising: A Computational Approach)
Jose M. Pinheiro
Universidade de Coimbra - Faculty of Economics
Date Posted: March 15, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Statistical Decision Making for Optimal Budget Allocation in Crowd Labeling
Xi Chen , Qihang Lin and Dengyong Zhou
University of California, Berkeley , Carnegie Mellon University - David A. Tepper School of Business and Microsoft Corporation - Microsoft Research, New York City
Date Posted: March 13, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Systemic Importance Index for Financial Institutions: A Principal Component Analysis Approach
ODEON, No. 7, 2013
Carlos León and Andrés Murcia
Banco de la República (Central Bank of Colombia) and University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: March 13, 2014
Accepted Paper Series
10 downloads

Incl. Electronic Paper Introducing Melitz-Style Firm Heterogeneity in CGE Models: Technical Aspects and Implications
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 04/WP/2014
Roberto Roson and Kazuhiko Oyamada
Ca Foscari University of Venice - Department of Economics and Institute of Developing Economies, Japan External Trade Organization (IDE-JETRO)
Date Posted: March 11, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Introducing Melitz-Style Firm Heterogeneity in CGE Models: Technical Aspects and Implications
Roberto Roson and Kazuhiko Oyamada
Ca Foscari University of Venice - Department of Economics and Institute of Developing Economies, Japan External Trade Organization (IDE-JETRO)
Date Posted: March 11, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper A Regulated Bank Optimal Portfolio with Correlated Liquid and Illiquid Assets
Fabian Astic and Agnes Tourin
Moody's Investors Service and NYU Poly - Department of Finance and Risk Engineering
Date Posted: March 10, 2014
Last Revised: April 01, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Diversification Risk Premium
Vasilios I. Sogiakas , Konstantinos Konstantaras and Evangelos Vagenas-Nanos
University of Glasgow , Heriot-Watt University - School of Management and Languages and University of Glasgow
Date Posted: March 10, 2014
Working Paper Series
51 downloads

Incl. Electronic Paper Unconventional Oil: Will It Satisfy Future Global Oil Demand?
USAEE Working Paper No. 14-156
Ken'ichi Matsumoto , Vlasios Voudouris and Kostas D. Andriosopoulos
The University of Shiga Prefecture , ABM Analytics Ltd and ESCP Europe Business School
Date Posted: March 08, 2014
Last Revised: March 11, 2014
Working Paper Series
34 downloads

Incl. Electronic Paper Crowdfunding, Cascades and Informed Investors
IZA Discussion Paper No. 7994
Simon C. Parker
University of Western Ontario
Date Posted: March 01, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Core-Periphery Model in Discrete Time - An Analysis
Liliana Garrido-da-Silva
Universidade do Porto - Faculdade de Economia (FEP)
Date Posted: February 28, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Strategic Stability in Poisson Games
UNSW Australian School of Business Research Paper No. 2014-09
Francesco De Sinopoli , Claudia Meroni and Carlos Pimienta
University of Verona - Department of Economics , University of Milano-Bicocca and University of New South Wales (UNSW)
Date Posted: February 26, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Fiscal and Monetary Policies in Complex Evolving Economies
Giovanni Dosi , Giorgio Fagiolo , Mauro Napoletano , Andrea Roventini and Tania Treibich
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) , Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) , Observatoire Français des Conjonctures Economiques (OFCE) , University of Verona - Department of Economics and Maastricht University - Department of Economics
Date Posted: February 25, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper A Cheat Sheet for Financial Planning Computations
Patrick Beaudan
Belvedere Advisors LLC
Date Posted: February 25, 2014
Last Revised: March 07, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Optimal Soaring via Hamilton-Jacobi-Bellman Equations
Optimal Control, Applications and Methods, Forthcoming.
Robert Almgren and Agnes Tourin
University of Toronto - Department of Mathematics and NYU Poly - Department of Finance and Risk Engineering
Date Posted: February 22, 2014
Last Revised: April 03, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Efficient Implementation of the Heston-Hull & White Model
Sheldon Maze
University of Cape Town (UCT) - Department of Actuarial Science
Date Posted: February 19, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Agent-Based Modeling Techniques for Development Economics
Florian Wendelspiess Chávez Juárez
University of Geneva - Department of Economics
Date Posted: February 19, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper The Impact of Jump Distributions on the Implied Volatility of Variance
Elisa Nicolato , Camilla Pisani and David Sloth
Aarhus University - Department of Business and Economics , University of Aarhus - Department of Business and Economics and Danske Bank - Danske Markets
Date Posted: February 17, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper An Introduction to Finite Diffference Methods for PDEs in Finance
Book Chapter: Nizar Touzi, Optimal Stochastic Target problems, and Backward SDE, Fields Institute Monographs, 29, Springer, 2013, pp. 201-212.
Agnes Tourin
NYU Poly - Department of Finance and Risk Engineering
Date Posted: February 16, 2014
Last Revised: February 21, 2014
Accepted Paper Series
15 downloads

Incl. Electronic Paper A Journey into the Dark Arts of Quantitative Finance
David Sloth
Danske Bank - Danske Markets
Date Posted: February 15, 2014
Working Paper Series
62 downloads

Incl. Electronic Paper Evaluación De Un Modelo Matemático Para Apoyar Decisiones Empresariales Complejas (Evaluation of a Mathematic Model to Support Complex Decision Makings)
Revista Internacional Administración & Finanzas, Vol. 7 (6) pp. 1-13, 2014,
Yoannia Arean Rodríguez , Alejandro Rosete Suárez and Franklin Marín Vargas
Universidad para la Cooperación Internacional , Instituto Superior Politécnico José Antonio Echeverría and Universidad para la Cooperación Internacional
Date Posted: February 14, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper Efficient Computation of Exposure Profiles for Counterparty Credit Risk
Cornelis S.L. de Graaf , Qian Feng , Drona Kandhai and Cornelis W. Oosterlee
University of Amsterdam , Center for Mathematics and Computer Science (CWI) , University of Amsterdam and Center for Mathematics and Computer Science (CWI)
Date Posted: February 14, 2014
Working Paper Series
57 downloads

Incl. Electronic Paper An Algorithmic Approach for Simulating Realistic Irregular Lattices
Documentos de trabajo Economía y Finanzas No 13-20,
Juan C. Duque , Alejandro Betancourt and Freddy Marin
Universidad EAFIT - Center for Research in Economics & Finance (CIEF) , Universidad EAFIT - Center for Research in Economics & Finance (CIEF) and Universidad EAFIT
Date Posted: February 10, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Data-Based Priors for Vector Autoregressions with Drifting Coefficients
Dimitris Korobilis
University of Glasgow - Adam Smith Business School
Date Posted: February 08, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Enumeration of Weighted Games with Minimum and an Analysis of Voting Power for Bipartite Complete Games with Minimum
Josep Freixas and Sascha Kurz
Technical University of Catalonia and University of Bayreuth
Date Posted: February 06, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper On Minimum Integer Representations of Weighted Games
J. Freixas and S. Kurz: On minimum integer representations of weighted games, Mathematical Social Sciences Vol. 67 (2014), Pages 9-22
Josep Freixas and Sascha Kurz
Technical University of Catalonia and University of Bayreuth
Date Posted: February 06, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper On Dedekind's Problem for Complete Simple Games
S. Kurz and N. Tautenhahn: On Dedekind's problem for complete simple games, International Journal of Game Theory, Vol. 42, Nr. 2 (2013), Pages 411-437
Sascha Kurz and Nikolas Tautenhahn
University of Bayreuth and University of Bayreuth
Date Posted: February 06, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper On the Inverse Power Index Problem
S. Kurz: On the inverse power index problem, Optimization, Vol. 61, Nr. 8 (2012), Pages 989-1011
Sascha Kurz
University of Bayreuth
Date Posted: February 06, 2014
Accepted Paper Series
2 downloads

Incl. Electronic Paper On α-Roughly Weighted Games
International Journal of Game Theory, Forthcoming
Josep Freixas and Sascha Kurz
Technical University of Catalonia and University of Bayreuth
Date Posted: February 06, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Inverse Problem for Power Distributions in Committees
Sascha Kurz
University of Bayreuth
Date Posted: February 06, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Rock Around the Clock: An Agent-Based Model of Low- and High-Frequency Trading
Sandrine Jacob Leal , Mauro Napoletano , Andrea Roventini and Giorgio Fagiolo
ICN Business School (Nancy-Metz) France , Observatoire Français des Conjonctures Economiques (OFCE) , University of Verona - Department of Economics and Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Date Posted: February 05, 2014
Working Paper Series
149 downloads

Incl. Electronic Paper Studying International Spillovers in a New Keynesian Continuous Time Framework with Financial Markets
Bernd Hayo and Britta Niehof
University of Marburg - School of Business & Economics and University of Marburg
Date Posted: February 03, 2014
Working Paper Series
4 downloads


 

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