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SSRN eLibrary Statistics:

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Abstracts: 673,816
Full Text Papers: 564,439
Authors: 310,618
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  Last 12 months:
66,888

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To date: 99,644,528
Last 12 months: 12,844,197
Last 30 days: 956,584

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304,167
Total References: 8,918,372
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5,712,585
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  Footnotes:
91,672
Total Footnotes: 8,995,546


SSRN eLibrary Search Results
JEL Code: C63
435,830 Total downloads
Showing Papers 351 - 400 of 2,118
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Incl. Electronic Paper Taxing Financial Transactions in Fundamentally Heterogeneous Markets
Edoardo Gaffeo and Massimo Molinari
University of Trento - Department of Economics and Management and Sapienza University of Rome - Department of Economics and Law
Date Posted: May 31, 2016
Working Paper Series

Incl. Electronic Paper Bank Stress Testing: A Stochastic Simulation Framework to Assess Banks’ Financial Fragility
Giuseppe Montesi and Giovanni Papiro
University of Siena - School of Economics and Management and Banca Monte Del Paschi de Siena (MPS)
Date Posted: May 28, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Optimal Payments to Connected Depositors in Turbulent Times - A Markov Chain Approach
Dávid Csercsik and Hubert Janos Kiss
Peter Pazmany Catholic University and Eötvös Loránd University
Date Posted: May 27, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper System Reduction and Finite-Order VAR Solution Methods for Linear Rational Expectations Models
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Date Posted: May 27, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Risk Optimisation: Finding the Signal in the Noise
Benedict Burnett , Simon C O'Callaghan and Tom Hulme
Barclays Investment Bank , Barclays Investment Bank and Barclays Investment Bank
Date Posted: May 26, 2016
Last Revised: May 28, 2016
Working Paper Series
58 downloads

Incl. Electronic Paper New Insights into Rental Housing Markets Across the United States: Web Scraping Big Data to Analyze Craigslist
Geoff Boeing and Paul Waddell
University of California, Berkeley - Department of City and Regional Planning and University of California, Berkeley - Department of City and Regional Planning
Date Posted: May 26, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Estimation of Financial Agent-Based Models with Simulated Maximum Likelihood
IES Working Paper 7/2016. IES FSV. Charles University
Jiri Kukacka and Jozef Barunik
Charles University in Prague - Institute of Economic Studies and Charles University in Prague - Institute of Economic Studies
Date Posted: May 26, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Contemporary Risk Management
Paul E. Cottrell
Independent
Date Posted: May 24, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper An Alternative Framework for Time Series Decomposition and Forecasting and its Relevance for Portfolio Choice – A Comparative Study of the Indian Consumer Durable and Small Cap Sectors
Journal of Economics Library, Vol 3, No 2, June 2016, Forthcoming
Jaydip Sen and Tamal Datta Chaudhuri
Calcutta Business School and Calcutta Business School
Date Posted: May 21, 2016
Accepted Paper Series
20 downloads

Incl. Electronic Paper Expected Worth for 2 × 2 Matrix Games with Variable Grid Sizes
Cowles Foundation Discussion Paper No. 2039
Michael R. Powers , Martin Shubik and Wen Wang
Temple University - Risk Management & Insurance & Actuarial Science , Yale University - School of Management and Nankai University-School of Business
Date Posted: May 21, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper 'It's Computerization, Stupid!' The Spread of Computers and the Changing Roles of Theoretical and Applied Economics
Roger Backhouse and Beatrice Cherrier
University of Birmingham - Department of Economics and CREM Université de Caen
Date Posted: May 21, 2016
Working Paper Series
109 downloads

Incl. Electronic Paper Redistributive Politics and the Tyranny of the Middle Class
CESifo Working Paper Series No. 5881
Floris T. Zoutman , Bas Jacobs and Egbert L.W. Jongen
Norwegian School of Economics (NHH) - Department of Business and Management Science , Erasmus University Rotterdam (EUR) and CPB Netherlands Bureau of Economic Policy Analysis
Date Posted: May 20, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Calendar Anomalies in the Ukrainian Stock Market
CESifo Working Paper Series No. 5877
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State Universtity
Date Posted: May 20, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Stochastic Analysis of Special Steel Market: Modeling of Special Steel Price
Shin Ichi Aihara and Arunabha Bagchi
Hanshin Special Steel Inc. and Universiteit Twente
Date Posted: May 19, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Corporate Finance
Paul E. Cottrell
Independent
Date Posted: May 16, 2016
Working Paper Series
38 downloads

Incl. Electronic Paper Interbank Contagion with Suboptimal Bilateral Exposures: An ABM Approach to Endogenously Form Networks
Steve Y. Yang , Anqi Liu , Xingjia Zhang and Mark E. Paddrik
Stevens Institute of Technology , Stevens Institute of Technology , Stevens Institute of Technology and Government of the United States of America - Office of Financial Research
Date Posted: May 10, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Stochastic Portfolio Theory: A Machine Learning Perspective
Proceedings of the 32nd Conference on Uncertainty in Artificial Intelligence, 2016
Yves-Laurent KOM SAMO and Alexander Vervuurt
University of Oxford and Mathematical Institute, University of Oxford
Date Posted: May 09, 2016
Accepted Paper Series
222 downloads

Incl. Electronic Paper Unbiased Monte Carlo Simulation of Diffusion Processes
Louis Paulot
Misys
Date Posted: May 08, 2016
Working Paper Series
34 downloads

Incl. Electronic Paper A Functional Perspective to Financial Networks
Edoardo Gaffeo and Massimo Molinari
University of Trento - Department of Economics and Management and Sapienza University of Rome - Department of Economics and Law
Date Posted: May 05, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Pricing, Valuation and Hedging of Credit Derivatives
Silke Prohl
Princeton University
Date Posted: May 02, 2016
Working Paper Series
22 downloads

Incl. Electronic Paper Libor Market Models
Silke Prohl
Princeton University
Date Posted: May 02, 2016
Working Paper Series
45 downloads

Incl. Electronic Paper Improving Instructional Simulation with Structural Debriefing
Pavlov, O., K. Saeed and L. W. Robinson (2015). "Improving Instructional Simulation with Structural Debriefing." Simulation & Gaming 46(3-4): 383-403.
Oleg V. Pavlov , Khalid Saeed and Lawrence W. Robinson
Worcester Polytechnic Institute (WPI) - Department of Social Science & Policy Studies , Worcester Polytechnic Institute (WPI) and Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: May 01, 2016
Accepted Paper Series
3 downloads

Incl. Electronic Paper Calibration and Backtesting of the Heston Model for Counterparty Credit Risk
Marco de Innocentis and Sergei Levendorskii
Credit Suisse Securities (Europe) Limited and Calico Science Consulting
Date Posted: May 01, 2016
Last Revised: May 07, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Distribution Dynamics of Property Crime Rates in the United States
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13
Alessandro Moro
Ca Foscari University of Venice - Dipartimento di Economia
Date Posted: April 29, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Redistributive Politics and the Tyranny of the Middle Class
Tinbergen Institute Discussion Paper 16-032/VI
Floris T. Zoutman , Bas Jacobs and Egbert L.W. Jongen
Norwegian School of Economics (NHH) - Department of Business and Management Science , Erasmus University Rotterdam (EUR) and CPB Netherlands Bureau of Economic Policy Analysis
Date Posted: April 29, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper A Behavioral Model of Investor Sentiment in Limit Order Markets
Forthcoming in Quantitative Finance
Carl Chiarella , Xuezhong He , Lei Shi and Lijian Wei
University of Technology, Sydney - UTS Business School, Finance Discipline Group , University of Technology Sydney (UTS) , University of Technology Sydney (UTS) and Business School of Sun Yat-sen Univerisity
Date Posted: April 29, 2016
Accepted Paper Series
36 downloads

Incl. Electronic Paper High Frequency Trading and Learning
Jasmina Arifovic , Carl Chiarella , Xuezhong He and Lijian Wei
Simon Fraser University (SFU) - Department of Economics , University of Technology, Sydney - UTS Business School, Finance Discipline Group , University of Technology Sydney (UTS) and Business School of Sun Yat-sen Univerisity
Date Posted: April 28, 2016
Working Paper Series
95 downloads

Incl. Electronic Paper Calendar Anomalies in the Ukrainian Stock Market
DIW Berlin Discussion Paper No. 1573
Guglielmo Maria Caporale and Alex Plastun
Brunel University - Centre for Empirical Finance and Sumy State Universtity
Date Posted: April 28, 2016
Last Revised: May 21, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper IT Emerging Technology to Support Organizational Reengineering
Information Technology & Systems eJournal, 2016
Heru Susanto
Tunghai University, Taiwan
Date Posted: April 28, 2016
Last Revised: May 04, 2016
Accepted Paper Series
14 downloads

Incl. Electronic Paper Seeing in the Dark: A Machine-Learning Approach to Nowcasting in Lebanon
IMF Working Paper No. 16/56
Andrew Tiffin
International Monetary Fund (IMF)
Date Posted: April 26, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper A Novel Monte Carlo Approach to Hybrid Local Volatility Models
Anthonie Willem van der Stoep , Lech A. Grzelak and Cornelis W. Oosterlee
Center for Mathematics and Computer Science (CWI) , Delft University of Technology and Center for Mathematics and Computer Science (CWI)
Date Posted: April 21, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper Pricing and Hedging of Guaranteed Minimum Benefits Under Regime-Switching and Stochastic Mortality
Katja Ignatieva , Andrew Song and Jonathan Ziveyi
University of New South Wales - Australian School of Business , UNSW Australia Business School, School of Risk & Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Date Posted: April 21, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Short-Term Liquidity Contagion in the Interbank Market
CentER Discussion Paper Series No. 2016-018
Carlos León , Constanza Martinez Ventura and Freddy Cepeda
Banco de la República (Central Bank of Colombia) , Banco de la Republica and Banco de la Republica
Date Posted: April 21, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Legal Machines and Legal Act Production within Multisensory Operational Implementations
Lothar Philipps, Rainhard Bengez (eds.) Von der Spezifikation zum Schluss: Rhetorisches, topisches und plausibles Schließen in Normen- und Regelsystemen [From Specification to Conclusion], pp. 147–168. Nomos, Baden-Baden, 2013. ISBN 978-3-8487-0399-9,
Vytautas Cyras and Friedrich Lachmayer
Vilnius University and University of Innsbruck
Date Posted: April 20, 2016
Accepted Paper Series
26 downloads

Incl. Electronic Paper Towards Multidimensional Rule Visualizations
Michał Araszkiewicz, Paweł Banaś, Tomasz Gizbert-Studnicki, Krzysztof Płeszka (eds.) Problems of Normativity, Rules and Rule-Following, Law and Philosophy Library 111, pp. 445–455, DOI 10.1007/978-3-319-09375-8_33. Springer, 2015,
Vytautas Cyras and Friedrich Lachmayer
Vilnius University and University of Innsbruck
Date Posted: April 20, 2016
Last Revised: April 21, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper On Decay Centrality
Nikolas Tsakas
University of Cyprus - Department of Economics
Date Posted: April 20, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Legal Norms and Legal Institutions as a Challenge for Legal Informatics
Aulis Aarnio, Thomas Hoeren, Stanley L. Paulson, Martin Schulte, Dieter Wyduckel (eds.) Positivität, Normativität und Institutionalität des Rechts (Positivity, Normativity and Institutionality of Law). Festschrift für Werner Krawietz zum 80. Geburtstag, pp. 581–592. Duncker & Humblot, Berlin, 2013,
Vytautas Cyras and Friedrich Lachmayer
Vilnius University and University of Innsbruck
Date Posted: April 20, 2016
Last Revised: April 21, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper An Agent-Based Model of Dynamics in Corporate Bond Trading
Bank of England Working Paper No. 592
Karen Braun-Munzinger , Zijun Liu and Arthur Turrell
Bank of England , Bank of England and Bank of England
Date Posted: April 20, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data
Anmol Bhandari , Jaroslav Borovička and Paul Ho
New York University (NYU) - Department of Economics and Princeton University - Department of Economics
Date Posted: April 18, 2016
Last Revised: April 28, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper On an Efficient Multiple Time-Step Monte Carlo Simulation of the SABR Model
Alvaro Leitao Rodriguez , Lech A. Grzelak and Cornelis W. Oosterlee
Delft University of Technology - Delft Institute of Applied Mathematics (DIAM) , Delft University of Technology and Center for Mathematics and Computer Science (CWI)
Date Posted: April 17, 2016
Last Revised: April 23, 2016
Working Paper Series
21 downloads

Incl. Electronic Paper Optimal Closing-Price Strategy: Peculiarities and Practicalities
Yu Hang (Gabriel) Kan and Park Sanghyun
Bloomberg Tradebook and Bloomberg Tradebook
Date Posted: April 17, 2016
Working Paper Series
53 downloads

Incl. Electronic Paper Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading
Sandrine Jacob Leal and Mauro Napoletano
ICN Business School (Nancy-Metz) France and Observatoire Français des Conjonctures Economiques (OFCE)
Date Posted: April 17, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper The Footprint of Evolutionary Processes of Learning and Selection Upon the Statistical Properties of Industrial Dynamics
Giovanni Dosi , Marcelo C Pereira and Maria Enrica Virgillito
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) , University of Campinas and Scuola Superiore Sant'Anna di Pisa
Date Posted: April 15, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper On the Robustness of the Fat-Tailed Distribution of Firm Growth Rates: A Global Sensitivity Analysis
Giovanni Dosi , Marcelo C Pereira and Maria Enrica Virgillito
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) , University of Campinas and Scuola Superiore Sant'Anna di Pisa
Date Posted: April 15, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Dynamic Principal-Agent Models
Swiss Finance Institute Research Paper No. 16-26
Philipp Renner and Karl Schmedders
Stanford University - The Hoover Institution on War, Revolution and Peace and Swiss Finance Institute
Date Posted: April 14, 2016
Working Paper Series
35 downloads

Incl. Electronic Paper Replicating Portfolio Approach to Capital Calculation
Swiss Finance Institute Research Paper No. 16-25
Mathieu Cambou and Damir Filipović
Ecole Polytechnique Fédérale de Lausanne and Ecole Polytechnique Fédérale de Lausanne
Date Posted: April 13, 2016
Last Revised: May 10, 2016
Working Paper Series
67 downloads

Incl. Electronic Paper Online Portfolio Selection with Transaction Costs Including Market Impact Costs
Youngmin Ha
University of Glasgow - Adam Smith Business School
Date Posted: April 13, 2016
Working Paper Series
79 downloads

Incl. Electronic Paper Probability of Default Uncertainty in the Vasicek Credit Risk Framework
Rubén García-Céspedes and Manuel Moreno
BBVA and
Date Posted: April 11, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper An Approximate Multi-Period Vasicek Credit Risk Model
Rubén García-Céspedes and Manuel Moreno
BBVA and
Date Posted: April 11, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Random LGD Adjustments in the Vasicek Credit Risk Model
Rubén García-Céspedes and Manuel Moreno
BBVA and
Date Posted: April 11, 2016
Working Paper Series
17 downloads


 

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