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Full Text Papers: 500,742
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SSRN eLibrary Search Results
JEL Code: C50
294,719 Total downloads
Showing Papers 301 - 350 of 519
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An Analysis of Implied Volatility Jump Dynamics: Novel Functional Data Representation in Crude Oil Markets
North American Journal of Economics and Finance, Forthcoming
Fearghal Kearney , Finbarr Murphy and Mark Cummins
Queen's University Management School , University of Limerick - Kemmy Business School and Dublin City University Business School
Date Posted: April 19, 2015
Accepted Paper Series

Incl. Electronic Paper Forecasting Tail Risks
CESifo Working Paper Series No. 5286
Gianni De Nicolo and Marcella Lucchetta
International Monetary Fund and CESifo and University Ca' Foscari of Venice
Date Posted: April 14, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Knight Reconsidered: 'Future of Finance Beyond Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World
Princeton Quant Trading Conference 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 08, 2015
Last Revised: April 15, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper Exports and Domestic Demand Pressure: A Dynamic Panel Data Model for the Euro Area Countries
ECB Working Paper No. 1777
Elena Bobeica , Paulo Soares Esteves , Antonio Rua and Karsten Staehr
European Central Bank (ECB) , Bank of Portugal - Economic Research Department , Bank of Portugal - Economic Research Department and Tallinn University of Technology (TUT) - Department of Finance and Economics
Date Posted: April 07, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Volatilidade Dos Índices De Ações Mid-Large Cap E Small Cap: Uma Investigação A Partir De Modelos ARIMA/GARCH (Volatility of Stock Index Mid-Large Cap and Small Cap: An Investigation from ARIMA/GARCH Models)
Israel J S Felipe Sr., Anderson Luiz Mol Sr. and Franklin Sr.
Universidade Federal de Ouro Preto (UFOP) , Tribunal de Contas do Estado do Rio Grande do Norte and UNIFACEX
Date Posted: April 04, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Systemic Risk in Interbanking Networks
SIAM Journal on Financial Mathematics. Forthcoming
Lijun Bo and Agostino Capponi
Xidian University and Columbia University
Date Posted: April 03, 2015
Accepted Paper Series
17 downloads

Incl. Electronic Paper Housing Market Dynamics: Any News?
ECB Working Paper No. 1775
Sandra Gomes and Caterina Mendicino
Bank of Portugal and Bank of Portugal
Date Posted: April 02, 2015
Working Paper Series
3 downloads

Regulation of Information & Communications Technology (ICT) Sector: An Empirical Analysis
James Alleman and Paul Rappoport
University of Colorado at Boulder - College of Engineering and Applied Science and Temple University - Department of Economics
Date Posted: April 01, 2015
Working Paper Series

Incl. Electronic Paper 통화정책 효과의 지역적 차이 (The Differential Regional Effects of Monetary Policy: The Korea Case)
Bank of Korea WP 2015-4
Ki-Ho Kim
Independent
Date Posted: March 31, 2015
Working Paper Series
3 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
27 downloads

Incl. Electronic Paper Fixing the VIX: An Indicator to Beat Fear
Journal of Technical Analysis, Forthcoming
Amber Hestla-Barnhart
Independent
Date Posted: March 17, 2015
Last Revised: March 19, 2015
Accepted Paper Series
115 downloads

Incl. Electronic Paper STI Policy in Russia and China – Mapping and Comparisons in Instruments, Objectives and Implementation
Fan Li and Peijie Wang
Beijing International Studies University and IÉSEG
Date Posted: March 13, 2015
Working Paper Series
13 downloads

An Analysis of the Effect of Volatility of Capital Flows on the Real Exchange Rate in Turkey
Burcu Berke
Nigde University
Date Posted: March 12, 2015
Working Paper Series

Price Discovery and the Effects of Fragmentation on Market Quality: Evidence from Cypriot Cross-Listed Stocks
Applied Economics, Vol. 47, Issue 32, pp. 3382-3394, 2015
Vassilios G. Papavassiliou
Queen's University Belfast
Date Posted: February 01, 2015
Last Revised: April 18, 2015
Accepted Paper Series

Incl. Electronic Paper Complete Analytical Solution of the American Style Option Pricing with Constant and Stochastic Volatilities: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 24, 2015
Last Revised: January 25, 2015
Working Paper Series
38 downloads

Incl. Electronic Paper Risk, Uncertainty, and Profit for the Cyber Era: Model Risk Management of Cyber Insurance Models Using Quantitative Finance and Advanced Analytics
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 23, 2015
Last Revised: February 05, 2015
Working Paper Series
172 downloads

Incl. Electronic Paper What Are the Carbon Emissions Elasticities for Income and Population? Bridging STIRPAT and EKC via Robust Heterogeneous Panel Estimates
Global Environmental Change, Vol. 31, pp. 62-73, 2015
Brant Liddle
Asia Pacific Energy Research Centre
Date Posted: January 15, 2015
Last Revised: January 19, 2015
Accepted Paper Series
10 downloads

Incl. Electronic Paper Complete Analytical Solution of the Heston Model for Option Pricing and Value-at-Risk Problems: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 14, 2015
Working Paper Series
135 downloads

Incl. Electronic Paper Complete Analytical Solution of the Asian Option Pricing and Asian Option Value-at-Risk Problems: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 09, 2015
Last Revised: January 10, 2015
Working Paper Series
59 downloads

Incl. Electronic Paper Systemic Risk: The Dynamics Under Central Clearing
Agostino Capponi , Wan-Schwin Allen Cheng and Sriram Rajan
Columbia University , Johns Hopkins University - Department of Applied Mathematics and Statistics and Government of the United States of America - Office of Financial Research
Date Posted: December 26, 2014
Last Revised: March 23, 2015
Working Paper Series
96 downloads

Incl. Electronic Paper Comprehensive Time-Series Regression Models Using Gretl — U.S. GDP and Government Consumption Expenditures & Gross Investment from 1980 to 2013
Juehui Shi
State University of New York (SUNY) at Buffalo - School of Management - Department of Operations Management and Strategy
Date Posted: December 21, 2014
Last Revised: January 08, 2015
Working Paper Series
60 downloads

Incl. Electronic Paper Unregulated Markets and Internet Financial Communication: Qualitative and Quantitative Approaches
Review of Business & Finance Studies, v. 6 (1) p. 109-120
Laetitia Pozniak
University of Mons
Date Posted: December 13, 2014
Accepted Paper Series
13 downloads

Incl. Electronic Paper Framing Effects in Survey Research: Consistency-Adjusted Estimators
Jacob Goldin and Daniel H. Reck
Stanford Law School and University of Michigan at Ann Arbor - Department of Economics
Date Posted: November 26, 2014
Last Revised: February 27, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Exports and Capacity Constraints -- A Smooth Transition Regression Model for Six Euro Area Countries
ECB Working Paper No. 1740
Ansgar Hubertus Belke , Anne Oeking and Ralph Setzer
University of Duisburg-Essen - Department of Economics , University of Duisburg-Essen - Department of Economics and Business Administration and European Central Bank (ECB)
Date Posted: November 18, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper An Empirical Analysis of the Determinants of Poor Academic Performance
Bonga W.G (2010), “Determinants of Poor Academic Performance.” (Online) 13 November 2010.,
Wellington Garikai Bonga
Independent
Date Posted: November 17, 2014
Accepted Paper Series
60 downloads

Incl. Electronic Paper Facts and Fantasies About Factor Investing
Zélia Cazalet and Thierry Roncalli
Lyxor Asset Management and Lyxor Asset Management
Date Posted: November 16, 2014
Last Revised: November 28, 2014
Working Paper Series
1136 downloads

Incl. Electronic Paper Invisible Reserves Theory
Wellington Garikai Bonga
Independent
Date Posted: November 11, 2014
Working Paper Series
77 downloads

Incl. Fee Electronic Paper Hedonic Imputed Property Price Indexes: The Effects of Econometric Modeling Choices
Review of Income and Wealth, Vol. 60, pp. S423-S448, 2014
Alicia N Rambaldi and Cameron S. Fletcher
University of Queensland and Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Date Posted: October 24, 2014
Accepted Paper Series

Incl. Electronic Paper Revisiting Sulfur Kuznets Curves with Endogenous Breaks Modeling: Substantial Evidence of Inverted-Us/Vs for Individual OECD Countries
USAEE Working Paper No. 14-179
Brant Liddle and George Messinis
Asia Pacific Energy Research Centre and Victoria University - Victoria Institute of Strategic Economic Studies
Date Posted: October 24, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Revisiting Carbon Kuznets Curves with Endogenous Breaks Modeling: Evidence of Decoupling and Saturation (But Few Inverted-Us) for Individual OECD Countries
United States Association for Energy Economics - USAEE Research Paper No. 14-178
Brant Liddle and George Messinis
Asia Pacific Energy Research Centre and Victoria University - Victoria Institute of Strategic Economic Studies
Date Posted: October 24, 2014
Last Revised: November 10, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper The 'Monsoon Effect' in Indian Equity Market
Hardik Vachhrajani , Jay Desai and Kinjal Jay Desai
Amrita School of Business, Amrita Vishwa Vidyapeetham , Shri Chimanbhai Patel Institute of Management & Research and Corporate Solutions Group, SBI Life Insurance Co. Ltd.
Date Posted: October 23, 2014
Last Revised: October 24, 2014
Working Paper Series
47 downloads

Incl. Electronic Paper Are the Economies of Canada and the United States Integrated? Evidence from Cointegration Analysis
Hari S. Luitel , Gerry J. Mahar , Krishna Kadiyala , Daniel J. Friyia and Brandon Mackinnon
Algoma University , Algoma University , Algoma University , Algoma University and Algoma University
Date Posted: October 12, 2014
Working Paper Series
36 downloads

Incl. Electronic Paper Multi-attribute Loss Aversion and Reference Dependence: Evidence from the Performing Arts Industry
Necati Tereyagoglu , Peter Fader and Senthil K. Veeraraghavan
Georgia Institute of Technology - Scheller College of Business , University of Pennsylvania - Marketing Department and University of Pennsylvania - The Wharton School - Operations & Information Management Department
Date Posted: September 24, 2014
Working Paper Series
104 downloads

Incl. Electronic Paper CFOs' Gender and Real Earnings Management
2014 Diversity Mid-Year Conference of the American Accounting Association
Dina F. El-Mahdy
Morgan State University
Date Posted: September 12, 2014
Last Revised: January 23, 2015
Working Paper Series
134 downloads

Incl. Electronic Paper Linkages between Investment Flows and Financial Development: Causality Evidence from Selected African Countries
African Journal of Economic and Management Studies: 5(3), 269-299 (2014).
Simplice A. Asongu
African Governance and Development Institute
Date Posted: September 10, 2014
Last Revised: April 01, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Fighting African Capital Flight: Timelines for the Adoption of Common Policies
The Empirical Economics Letters (October, 2013).
Simplice A. Asongu
African Governance and Development Institute
Date Posted: September 09, 2014
Last Revised: April 01, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Fighting African Capital Flight: Empirics on Benchmarking Policy Harmonization
Published in: European Journal of Comparative Economics, 11(1), pp. 93-122 (2014).
Simplice A. Asongu
African Governance and Development Institute
Date Posted: September 09, 2014
Last Revised: April 01, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper The Role of Human Development on Deforestation in Africa: A Modelling-Based Approach
International Journal of Green Economics. 6(4), pp. 317-330 (2012).
Simplice A. Asongu and Brian A. Jingwa
African Governance and Development Institute and Hasselt University
Date Posted: September 09, 2014
Last Revised: April 01, 2015
Working Paper Series
3 downloads

Complex Stylized Facts of the Mexican Economy: A Hirschmanian Perspective (To Attack the 'Fear of Growing', More and Better)
Carlos Guerrero-de-Lizardi
Universidad Nacional Autónoma de México (UNAM) - Facultad de Economía
Date Posted: September 03, 2014
Working Paper Series

Incl. Electronic Paper Breakthrough in Understanding Derivatives and Option Based Hedging - Marginal and Joint Probability Density Functions of Vanilla Options - True Value-at-Risk and Option Based Hedging Strategies
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: September 02, 2014
Working Paper Series
136 downloads

Incl. Electronic Paper Does Gold Glitter in the Long-Run? Gold as a Hedge and Safe Haven Across Time and Investment Horizon
Don Bredin , Thomas Conlon and Valerio Potì
University College Dublin , University College Dublin and University College Dublin (UCD) - School of Business
Date Posted: August 21, 2014
Working Paper Series
196 downloads

Incl. Electronic Paper Super-Exponential Growth Expectations and the Global Financial Crisis
Swiss Finance Institute Research Paper No. 14-52
Matthias Leiss , Heinrich H. Nax and Didier Sornette
ETH Zurich , ETH Zurich and Swiss Finance Institute
Date Posted: August 08, 2014
Last Revised: January 28, 2015
Working Paper Series
223 downloads

Incl. Electronic Paper Detecting Complete and Joint Mixability
Giovanni Puccetti and Ruodu Wang
School of Economics and Management and University of Waterloo - Department of Statistics and Actuarial Science
Date Posted: August 07, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Further to Asset Price Trend Theory: Decision Making, Optimization, Fears and Aspirations, and Notions of Market Efficiency
Robert Dubois
Trend Modus Capital Management LLC
Date Posted: August 01, 2014
Last Revised: August 09, 2014
Working Paper Series
94 downloads

Lawrence R. Klein: The Scientist and His Ties with Italy
Rivista Italiana degli Economisti, Vol. 2, August 2014
Massimo Tivegna
University of Teramo
Date Posted: July 31, 2014
Accepted Paper Series

Business Cycle and Markov Switching Models with Distributed Lags: A Comparison between US and Euro Area
Rivista Italiana degli Economisti, Vol. 2, August 2014
Monica Billio and Maddalena Cavicchioli
Ca Foscari University of Venice - Department of Economics and Advanced School of Economics in Venice
Date Posted: July 31, 2014
Accepted Paper Series

Incl. Electronic Paper Regression-Based Monte Carlo Methods for Stochastic Control Models: Variable Annuities with Lifelong Guarantees
Yao Tung Huang and Yue Kuen Kwok
Hong Kong University of Science and Technology, Department of Mathematics and Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: July 26, 2014
Working Paper Series
44 downloads

Incl. Electronic Paper The Divergence of High- and Low-Frequency Estimation: Implications for Performance Measurement
MIT Sloan Research Paper No. 5110-14
William B. Kinlaw , Mark Kritzman and David Turkington
State Street Global Exchange , Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Date Posted: July 26, 2014
Working Paper Series
238 downloads

Incl. Electronic Paper Fiscal Devaluation Scenarios: A Quantitative Assessment for the Italian Economy
Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 1
Barbara Annicchiarico , Fabio Di Dio and Francesco Felici
University of Rome II - Department of Economics and Law , Sogei S.p.a. and Government of the Italian Republic (Italy) - Ministry of Economy and Finance - Department of the Treasury
Date Posted: June 05, 2014
Accepted Paper Series
11 downloads

Incl. Electronic Paper On the Stationarity of Dynamic Conditional Correlation Models
Jean-David Fermanian and Hassan Malongo
Ensae-Crest and Amundi Asset Management
Date Posted: May 28, 2014
Working Paper Series
8 downloads


 

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