Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 614,179
Full Text Papers: 510,962
Authors: 283,658
Papers Received in
  Last 12 months:
63,504

Paper Downloads:
To date: 87,768,509
Last 12 months: 11,473,038
Last 30 days: 902,206

CiteReader:  What's this?
Papers with
  Resolved
  References:
289,056
Total References: 9,075,639
Papers with Cites: 247,253
Total Citation
  Links:
6,036,513
Papers with
  Resolved
  Footnotes:
94,530
Total Footnotes: 9,172,179


SSRN eLibrary Search Results
JEL Code: C63
387,313 Total downloads
Showing Papers 281 - 330 of 1,924
Sort By
1 2 3 4 ... 39 | Next >
   


Incl. Electronic Paper High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation
Jakub Rojcek and Alexandre Ziegler
Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Date Posted: July 01, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
Multinational Finance Journal, Vol. 10, No. 3/4, p. 153-177, 2006
Tim Brailsford , Jack H.W. Penm and R. Deane Terrell
Bond University , Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Date Posted: June 30, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Itchy Feet vs Cool Heads: Flow of Funds in an Agent-Based Financial Market
Jan Palczewski , Klaus Reiner Schenk-Hoppé and Tongya Wang
University of Leeds - School of Mathematics , University of Manchester - Department of Economics and University of Leeds - Centre for Advanced Studies in Finance
Date Posted: June 30, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Major Defects of the Market Economy
Egmont Kakarot-Handtke
University of Stuttgart - Institute of Economics and Law
Date Posted: June 30, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Decomposing Bivariate Dominance for Social Welfare Comparisons
Discussion Papers on Business and Economics, University of Southern Denmark, 12/2015
Tina Gottschalk , Troels Martin Range , Peter Sudhölter and Lars Peter Østerdal
University of Southern Denmark , University of Southern Denmark - Department of Business and Economics , University of Southern Denmark - Department of Business and Economics and Department of Business and Economics, University of Southern Denmark
Date Posted: June 30, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Heterogeneous Basket Options Pricing Using Analytical Approximations
Multinational Finance Journal, Vol. 15, No. 1/2, p. 47-85, 2011
Georges Dionne , Geneviève Gauthier , Nadia Ouertani and Nabil Tahani
HEC Montreal - Department of Finance , HEC Montreal - Department of Management Sciences , IESEG School of Management and York University - Atkinson School of Administrative Studies
Date Posted: June 25, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Efficient Numerical Fourier Methods for Coupled Forward-Backward SDEs
Thomas P. Huijskens , Marjon Ruijter and Cornelis W. Oosterlee
University of Oxford , Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: June 25, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Shifting Taxes from Labor to Consumption: More Employment and More Inequality
ZEW - Centre for European Economic Research Discussion Paper No. 15-042
Nico Pestel and Eric Sommer
Institute for the Study of Labor (IZA) and University of Cologne
Date Posted: June 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Complexity of Coordination
Vipin P. Veetil and Davoud Taghawi-Nejad
George Mason University - Department of Economics and University of Sao Paulo (USP)
Date Posted: June 25, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Advancing the Universality of Quadrature Methods to Any Underlying Process for Option Pricing
Journal of Financial Economics (JFE), Vol. 114, No. 3, 2014
Ding , Hannu Hannu Härkönen and David Newton
Nottingham University Business School , Nottingham University Business School and Nottingham University Business School (NUBS)
Date Posted: June 24, 2015
Accepted Paper Series
10 downloads

Incl. Fee Electronic Paper Stochastic Volatility Models for the Brent Oil Futures Market: Forecasting and Extracting Conditional Moments
OPEC Energy Review, Vol. 39, Issue 2, pp. 184-221, 2015
Per Bjarte Solibakke
Høgskolen i Molde
Date Posted: June 24, 2015
Accepted Paper Series

Incl. Electronic Paper It's a Small World after All: Using Social Network Analysis to Investigate Systemic Risk in the Australian Superannuation Sector
Centre for Law, Markets and Regulation (CLMR) Research Paper Working Paper No. 1541
Rob Nicholls , M. Scott Donald and Kevin Liu
Swinburne University of Technology , University of New South Wales (UNSW) and University of New South Wales (UNSW), Australian School of Business - School of Risk & Actuarial Studies,
Date Posted: June 24, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Computing the Cross-Sectional Distribution to Approximate Stationary Markov Equilibria with Heterogeneous Agents and Incomplete Markets
Elisabeth Pröhl
University of Geneva and Swiss Finance Institute
Date Posted: June 21, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Seasonal Stochastic Volatility and Correlation Together with the Samuelson Effect in Commodity Futures Markets
Lorenz Schneider and Bertrand Tavin
EMLYON Business School and EMLYON Business School
Date Posted: June 20, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Stabilization Policies and Long Term Growth: Policy Implications from an Agent-Based Macroeconomic Model
Bielefeld Working Papers in Economics and Management No. 06-2015
Philipp Harting
Faculty of Business Administration and Economics
Date Posted: June 19, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Q-Learning and SARSA: A Comparison between Two Intelligent Stochastic Control Approaches for Financial Trading
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. No. 15/WP/2015
Marco Corazza and Andrea Sangalli
Ca Foscari University of Venice - Department of Economics and Independent
Date Posted: June 17, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper Globalized Robust Optimization for Nonlinear Uncertain Inequalities
CentER Discussion Paper Series No. 2015-031
Aharon Ben-Tal , R.C.M. Brekelmans , Dick den Hertog and Jean-Philippe Vial
Technion-Israel Institute of Technology , Tilburg University - Center and Faculty of Economics and Business Administration , Tilburg University - Department of Econometrics & Operations Research and University of Geneva
Date Posted: June 16, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper The Analytical Formula for the Distribution Function of the Variance Gamma Process and its Application to Option Pricing
Roman V. Ivanov
Russian Academy of Sciences (RAS)
Date Posted: June 12, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Defuse the Bomb: Rewiring Interbank Networks
LEM Papers Series 2015/16
Matteo Chinazzi , Stefano Pegoraro and Giorgio Fagiolo
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) , University of Chicago and Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Date Posted: June 11, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Bubbles, Crashes and the Financial Cycle: Insights from a Stock-Flow Consistent Agent-Based Macroeconomic Model
Bielefeld Working Papers in Economics and Management No. 01.2015
Sander van der Hoog and Herbert Dawid
Bielefeld University and Bielefeld University - Department of Business Administration and Economics
Date Posted: June 10, 2015
Last Revised: June 23, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper CVaR Bounds with Partial Dependence Information
Alexandru V. Asimit and Yuriy Zinchenko
Cass Business School and University of Calgary - Department of Mathematics and Statistics
Date Posted: June 08, 2015
Working Paper Series
20 downloads

A Fast Algorithm to Combine Binomial Option Pricing Framework with Stochastic Volatility Forecasts from a T-GARCH Model for Valuation of Path Dependent Options: A Path Integral Approach
Pavan Gadiraju
Independent
Date Posted: June 07, 2015
Working Paper Series

Incl. Fee Electronic Paper The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending
Journal of Time Series Analysis, Vol. 36, Issue 4, pp. 562-586, 2015
Marcus J. Chambers
University of Essex - Department of Economics
Date Posted: June 03, 2015
Accepted Paper Series

Incl. Electronic Paper An Interior-Point Path-Following Method for Computing a Perfect Stationary Point of a Polynomial Mapping on a Polytope
CentER Discussion Paper Series No. 2015-019
Chuangyin Dang , xiaoxuan meng and Dolf Talman
City University of Hong Kong (CityUHK) , City University of Hong Kong (CityUHK) and Tilburg University - Department of Econometrics & Operations Research
Date Posted: June 02, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Can Social Media and the Options Market Predict the Stock Market Behavior?
Patrick Houlihan and Germán Creamer, “Can social media and the options market predict the stock market behavior?” in Proceedings of the 21st International Conference on Computing in Economics and Finance, Taipei, June 2015, Forthcoming,
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology - Wesley J. Howe School of Technology Management
Date Posted: May 29, 2015
Working Paper Series
53 downloads

Incl. Electronic Paper The Monte Carlo First-Come-First-Served Heuristic for Network Revenue Management
Nicolas Houy and Francois Le Grand
University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE) and EMLYON Business School
Date Posted: May 28, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper An Attitude of Complexity: Thirteen Essays on the Nature and Construction of Reality Under the Challenge of Zeno's Paradox
Scott A. Albers
University of Missouri School of LawAttorney-at-Law
Date Posted: May 28, 2015
Working Paper Series
41 downloads

Incl. Electronic Paper Fast and Accurate Exercise Policies for Bermudan Swaptions in Libor Market Model
Patrik Karlsson , Shashi Jain and Cornelis W. Oosterlee
Lund University , Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: May 27, 2015
Last Revised: June 01, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Worst-Case Approach to Strategic Optimal Portfolio Selection Under Transaction Costs and Trading Limits
Higher School of Economics Research Paper No. WP BRP 45/FE/2015
Nikolay A Andreev
National Research University Higher School of Economics
Date Posted: May 20, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Continuous Opinion Dynamics Under Bounded Confidence on a Complete Network
Matjaz Steinbacher and Mitja Steinbacher
Kiel Institute for the World Economy and Fakulteta za poslovne vede
Date Posted: May 18, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Discrete Local Fixed Point Methods: A Fast and Generic Way to Calibrate Option Smiles
Pascal Delanoë
JP Morgan
Date Posted: May 16, 2015
Last Revised: June 01, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper An Efficient Algorithm Based on Eigenfunction Expansions for Some Optimal Timing Problems in Finance
Lingfei Li , Xianjun Qu and Gongqiu Zhang
The Chinese University of Hong Kong , Independent and The Chinese University of Hong Kong (CUHK)
Date Posted: May 14, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Microsimulador Del Impuesto a La Renta De Personas Jurídicas MIR(PJ). Nota Metodológica (Corporate Income Tax Microsimulador. Methodological Note)
José Ramírez
Centro de Estudios Fiscales
Date Posted: May 13, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Microsimulador Del Impuesto a La Renta De Personas Jurídicas MIR(PJ). Año 2011 (Corporate Income Tax Microsimulador. Year 2011)
José Ramírez
Centro de Estudios Fiscales
Date Posted: May 13, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Uncovering Trend Rules
Paul Beekhuizen and Winfried G. Hallerbach
Robeco Asset Management and Robeco Asset Management, Quantitative Strategies
Date Posted: May 12, 2015
Working Paper Series
916 downloads

Incl. Electronic Paper 140 Characters to Victory?: Using Twitter to Predict the UK 2015 General Election
Pete Burnap , Rachel K. Gibson , Luke Sloan , Rosalynd Southern and Matthew L. Williams
University of Wales System - Cardiff University , University of Manchester , University of Wales System - Cardiff University , University of Manchester and University of Wales System - Cardiff School of Social Sciences
Date Posted: May 08, 2015
Working Paper Series
32 downloads

Incl. Electronic Paper Derivatives Pricing Under Bilateral Counterparty Risk
FEDS Working Paper No. 2015-026

Date Posted: May 05, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper The LIVES4IT Approach on Access to Documentation Resources, Education, Training and Research
Proceedings of the The 6th INTERNATIONAL CONFERENCE on Information Science and Information Literacy - bcu.ulbsibiu.ro/conference/proceed.htm, 04/2015, ISSN-L 2247-0255
Daniel Homocianu
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration
Date Posted: May 05, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Dimension Reduction on Statistical Moment Term Structure for Portfolio Diversification
Gerardo A Santacruz
Stevens Institute of Technology - Stevens Institute of Technology - School of Business
Date Posted: May 04, 2015
Working Paper Series
17 downloads

Stress Testing: Un Modello Di Simulazione Stocastica E Un Confronto Con L’Esercizio EBA/BCS 2014 (Stress Testing: A Stochastic Simulation Model and a Comparison with 2014 EBA/BCE Exercise)
Bancaria No. 02-15
Giuseppe Montesi , Pasquale Nicastro and Giovanni Papiro
School of Economics and Management - University of Siena , Banca Monte Del Paschi de Siena (MPS) and Banca Monte Del Paschi de Siena (MPS)
Date Posted: April 29, 2015
Accepted Paper Series

Incl. Electronic Paper Models of Complex Adaptive Systems in Strategy and Organization Research
Mind & Society, special issue on "Complexity Modeling in Social Science and Economics", Forthcoming
Oliver Baumann
University of Southern Denmark - Strategic Organization Design Unit (SOD)
Date Posted: April 29, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Dimension-Wise Decompositions and Their Efficient Parallelization
Electronic version of an article published in Recent Developments in Computational Finance, Interdisciplinary Mathematical Sciences, Volume 14, 2013, chapter 13, pages 445-472, DOI: 0.1142/9789814436434 0013(c) World Scientific Publishing Company
Philipp Schröder , Peter Schober and Gabriel Wittum
Goethe Center for Scientific Computing , Goethe University Frankfurt - Department of Finance and Goethe Center for Scientific Computing
Date Posted: April 19, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Stock Price Related Financial Fragility and Growth Patterns
Bielefeld Working Papers in Economics and Management No. 04-2015
Pascal Assmuth
Bielefeld University - Center for Mathematical Economics
Date Posted: April 17, 2015
Last Revised: June 19, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Stock Price Related Financial Fragility and Growth Patterns
Center for Mathematical Economics Working Paper No. 539
Pascal Assmuth
Bielefeld University - Center for Mathematical Economics
Date Posted: April 15, 2015
Last Revised: June 19, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Prezzi di Ramsey (Ramsey Prices)
Maria-Augusta Miceli
University of Rome "Sapienza"
Date Posted: April 13, 2015
Working Paper Series
272 downloads

Incl. Fee Electronic Paper Bank Networks: Contagion, Systemic Risk and Prudential Policy
CEPR Discussion Paper No. DP10540
Iñaki Aldasoro , Domenico Delli Gatti and Ester Faia
Goethe University Frankfurt , Universita' Cattolica, Milano and Goethe University Frankfurt
Date Posted: April 13, 2015
Working Paper Series

Incl. Electronic Paper Dirac Processes and Default Risk
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: April 11, 2015
Last Revised: April 17, 2015
Working Paper Series
72 downloads

Incl. Electronic Paper Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis
Marco Bianchetti , Sergei Kucherenko and Stefano Scoleri
Intesa Sanpaolo - Market Risk Management , Imperial College London - Faculty of Engineering and Iason Ltd.
Date Posted: April 11, 2015
Working Paper Series
119 downloads

Incl. Electronic Paper Advanced Idiosyncratic Risk and Multi-Factor Models
Jan Dash and Mario Bondioli
Bloomberg LP and Bloomberg LP
Date Posted: April 07, 2015
Working Paper Series
70 downloads

Incl. Electronic Paper Efficient Parallel Solution Methods for High-Dimensional Option Pricing Problems
Peter Schober , Philipp Schröder and Gabriel Wittum
Goethe University Frankfurt - Department of Finance , Goethe Center for Scientific Computing and Goethe Center for Scientific Computing
Date Posted: April 07, 2015
Last Revised: June 29, 2015
Working Paper Series
4 downloads


 

1 2 3 4 ... 39 | Next >
   


 

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo6 in 4.656 seconds