Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 689,639
Full Text Papers: 579,157
Authors: 317,476
Papers Received in
  Last 12 months:
67,619

Paper Downloads:
To date: 102,404,430
Last 12 months: 13,054,345
Last 30 days: 925,471

CiteReader:  What's this?
Papers with
  Resolved
  References:
306,598
Total References: 8,930,989
Papers with Cites: 246,061
Total Citation
  Links:
5,799,040
Papers with
  Resolved
  Footnotes:
91,661
Total Footnotes: 8,994,327


SSRN eLibrary Search Results
JEL Code: C63
450,181 Total downloads
Showing Papers 351 - 400 of 2,212
Sort By
1 2 3 4 ... 45 | Next >
   

Incl. Electronic Paper Supplement To "Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets"
Gustavo Fruet Dias and George Kapetanios
University of Aarhus and University of London - Queen Mary College - Department of Economics
Date Posted: August 29, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Multi-Layered Interbank Model For Assessing Systemic Risk
ECB Working Paper No. 1944
Mattia Montagna and Christoffer Kok
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: August 28, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The Impact of Macroprudential Housing Finance Tools in Canada: 2005-10
Bank of Canada Staff Working Paper 2016-41
Jason Allen, Timothy Grieder, Brian Michael Peterson and Tom Roberts
Bank of Canada, Government of Canada - Bank of Canada, Government of Canada - Bank of Canada and Government of Canada - Bank of Canada
Date Posted: August 27, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Occasionally Binding Liquidity Constraints and Macroeconomic Dynamics
Maximilian Werner
University of Zurich
Date Posted: August 25, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Obtaining Informationally Consistent Decisions When Computing Costs with Limited Information
Production and Operations Management, Forthcoming
Vic Anand, Ramji Balakrishnan and Eva Labro
Emory University - Goizueta Business School, University of Iowa - Department of Accounting and University of North Carolina Kenan-Flagler Business School
Date Posted: August 23, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Integral Representation of Vega for American Put Options
Yanchu Liu, Zhenyu Cui and Ning Zhang
Lingnan (University) College, Sun Yat-sen University, Guangzhou, China., Stevens Institute of Technology and Jiangxi University of Finance and Economics
Date Posted: August 23, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Endogenous Dynamics of Multi-Agent Firms
Robert L. Axtell
George Mason University - Department of Computational Social Science
Date Posted: August 23, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Optimal Monetary Policy Regime Switches
Federal Reserve Bank of Kansas City Working Paper No. 16-07
Jason Choi and Andrew T. Foerster
Federal Reserve Bank of Kansas City and Federal Reserve Bank of Kansas City
Date Posted: August 19, 2016
Accepted Paper Series
5 downloads

Incl. Electronic Paper A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds
Alessandro Gnoatto, Martino Grasselli and Eckhard Platen
Independent, University of Padova - Department of Mathematics and University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: August 18, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Single- and Multi-Period Portfolio Optimization with Cone Constraints and Discrete Decisions
Ümit Sağlam and Hande Yurttan Benson
East Tennessee State University - Department of Management and Marketing and Drexel University
Date Posted: August 13, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Rom Simulation with Exact Means, Covariances, and Multivariate Skewness
Michael Hanke, Spiridon Penev, Wolfgang Schief and Alex Weissensteiner
University of Liechtenstein, University of New South Wales (UNSW) - School of Mathematics, University of New South Wales (UNSW) - School of Mathematics and Statistics and Free University of Bolzano/Bozen
Date Posted: August 11, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Schumpeterian Competition and Consumer Networks: An Exploration of the Internet Access Market
Marcelo C Pereira
University of Campinas
Date Posted: August 08, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Portfolio Diversification in the Sovereign Credit Swap Markets
Andrea Consiglio, Somayyeh Lotfi and Stavros A. Zenios
University of Palermo, University of Guilan and University of Cyprus
Date Posted: August 08, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper On the Use of Agricultural System Models for Exploring Technological Innovations Across Scales in Africa: A Critical Review
ZEF-Discussion Paper No. 223
Reimund Rötter, Fanou Sehomi, Jukka Höhn, Jarkko Niemi and Marrit Van den Berg
University of Göttingen, Wageningen UR, Natural Resources Institute Finland (Luke), Natural Resources Institute Finland (Luke) and Wageningen University - Development Economics
Date Posted: August 05, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Tax Compliance with Uncertain Income: A Stochastic Control Model
Gaetano Tarcisio Spartà and Gabriele Stabile
University of Rome I - Department of Methods and Models for Economics, Territory and Finance (MEMOTEF) and University of Rome I - Department of Methods and Models for Economics, Territory and Finance (MEMOTEF)
Date Posted: August 02, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper A Gentle Introduction to Default Risk and Counterparty Credit Modelling
Laura Ballotta, Gianluca Fusai and Marina Marena
City University London - Sir John Cass Business School, Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa and University of Eastern Piedmont
Date Posted: August 01, 2016
Working Paper Series
492 downloads

Incl. Electronic Paper Efficient Pricing of Discrete Arithmetic Asian Options Under Mean Reversion and Jumps Based on Fourier-Cosine Expansions
Forthcoming in Journal of Computational and Applied Mathematics
Chun-Sung Huang, John G O'Hara and Sure Mataramvura
University of Cape Town (UCT) - Department of Finance and Tax, University of Essex - Centre for Computational Finance and Economic Agents and University of Cape Town (UCT)
Date Posted: July 30, 2016
Accepted Paper Series
20 downloads

Incl. Electronic Paper ENID Loading - We Finally Cracked it! (Presentation Slides)
Jerome Kirk and Yuriy Krvavych
PricewaterhouseCoopers LLP, UK and PricewaterhouseCoopers LLP
Date Posted: July 30, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Accuracy and Speed of Different Fourier Implementations: An Analysis of the Bates and Asymmetric Variance Gamma Models
Ricardo Crisóstomo
Comisión Nacional del Mercado de Valores (CNMV)
Date Posted: July 28, 2016
Last Revised: July 29, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper XVA at the Exercise Boundary
Andrew David Green and Chris Kenyon
Scotiabank and Lloyds Banking Group
Date Posted: July 27, 2016
Last Revised: August 08, 2016
Working Paper Series
35 downloads

Incl. Electronic Paper Option-Based Pricing of Wrong Way Risk for CVA
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Scotiabank
Date Posted: July 27, 2016
Last Revised: August 25, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper Choosing a Good Toolkit, II: Simulations and Conclusions
Stanford University Graduate School of Business Research Paper No. 16-39
Alejandro Francetich and David M. Kreps
UW Bothell School of Business and Stanford Graduate School of Business
Date Posted: July 25, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper Choosing a Good Toolkit, I: Formulation, Heuristics, and Asymptotic Properties
Stanford University Graduate School of Business Research Paper No. 16-38
Alejandro Francetich and David M. Kreps
UW Bothell School of Business and Stanford Graduate School of Business
Date Posted: July 25, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Pricing Sovereign Contingent Convertible Debt
The Wharton Financial Institutions Center WP 16-05
Andrea Consiglio, Michele Tumminello and Stavros A. Zenios
University of Palermo, University of Palermo and University of Cyprus
Date Posted: July 25, 2016
Working Paper Series
29 downloads

Incl. Electronic Paper Jumps and Stochastic Volatility in Crude Oil Prices and Advances in Average Option Pricing
Quantitative Finance (Forthcoming)
Ioannis Kyriakou, Panos K. Pouliasis and Nikos C. Papapostolou
City University London - Sir John Cass Business School, Sir John Cass Business School and Cass Business School, City University London
Date Posted: July 24, 2016
Accepted Paper Series
63 downloads

Incl. Electronic Paper Multivariate Concordance Measures and Copulas via Tensor Approximation of Generalized Correlated Diffusions
Antonio Dalessandro and Gareth William Peters
University College London and University College London - Department of Statistical Science
Date Posted: July 22, 2016
Last Revised: July 25, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper MSSA vs. Multivariate Regularized Expectation Maximization for Data Cleaning
Jan W Dash and Yan Zhang
Bloomberg LP and Bloomberg LP
Date Posted: July 20, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Data Spike Cleaning with MSSA
Jan W Dash and Yan Zhang
Bloomberg LP and Bloomberg LP
Date Posted: July 20, 2016
Working Paper Series
37 downloads

Incl. Electronic Paper Cleaning Data with Real-World Updating Using MSSA
Jan W Dash and Yan Zhang
Bloomberg LP and Bloomberg LP
Date Posted: July 20, 2016
Working Paper Series
44 downloads

Incl. Electronic Paper Pricing Asian Options: A Comparison of Numerical and Simulation Approaches, Twenty Years Later
Akos Horvath and Péter Medvegyev
Vienna Graduate School of Finance and Corvinus University of Budapest
Date Posted: July 19, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper Path Integrals and Greeks
Jan W Dash
Bloomberg LP
Date Posted: July 17, 2016
Last Revised: July 22, 2016
Working Paper Series
54 downloads

Incl. Electronic Paper Efficient Simulation of High Dimensional Gaussian Vectors
Nabil Kahalé
ESCP Europe
Date Posted: July 14, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Nearest Neighbor Technique for a Positive Definite Correlation Matrix in Advanced Stressed VAR
Jan W Dash and Xipei Yang
Bloomberg LP and Bloomberg L.P.
Date Posted: July 13, 2016
Last Revised: July 22, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper Smart Monte Carlo, Path Integrals, and American Options
Jan W Dash and Xipei Yang
Bloomberg LP and Bloomberg L.P.
Date Posted: July 13, 2016
Last Revised: July 22, 2016
Working Paper Series
106 downloads

Incl. Electronic Paper Path Integrals and Smart Monte Carlo - II
Jan W Dash and Xipei Yang
Bloomberg LP and Bloomberg L.P.
Date Posted: July 13, 2016
Last Revised: July 22, 2016
Working Paper Series
24 downloads

Incl. Electronic Paper Path Integrals and Smart Monte Carlo - I
Jan W Dash and Xipei Yang
Bloomberg LP and Bloomberg L.P.
Date Posted: July 13, 2016
Last Revised: July 22, 2016
Working Paper Series
26 downloads

Incl. Electronic Paper The Macro-Micro Model, Trends vs. Noise, and SSA - I
Jan W Dash, Xipei Yang and Mario Bondioli
Bloomberg LP, Bloomberg L.P. and Bloomberg L.P.
Date Posted: July 13, 2016
Last Revised: July 22, 2016
Working Paper Series
29 downloads

Incl. Electronic Paper Macro-Micro, Trends vs. Noise, and SSA - II
Jan W Dash, Xipei Yang and Mario Bondioli
Bloomberg LP, Bloomberg L.P. and Bloomberg L.P.
Date Posted: July 12, 2016
Last Revised: July 22, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper Empirical Validation of Simulated Models through the GSL-div: An Illustrative Application
LEM Working Paper Series, 2016/18
Francesco Lamperti
Scuola Superiore Sant'Anna di Pisa - Institute of Economics and LEM
Date Posted: July 12, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper Complexity and the Economics of Climate Change: A Survey and a Look Forward
LEM Working Paper Series, 2016/29
Tomas Balint, Francesco Lamperti, Antoine Mandel, Mauro Napoletano, Andrea Roventini and Alessandro Sapio
Université Paris I Panthéon-Sorbonne, Scuola Superiore Sant'Anna di Pisa - Institute of Economics and LEM, Université Paris I Panthéon-Sorbonne, Observatoire Français des Conjonctures Economiques (OFCE), Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) and University Parthenope of Naples
Date Posted: July 12, 2016
Working Paper Series
39 downloads

Incl. Electronic Paper Risk Tails and General Orthonormal Polynomials
Jan W Dash, Harvey J. Stein and Mario Bondioli
Bloomberg LP, Bloomberg L.P. and Bloomberg L.P.
Date Posted: July 12, 2016
Last Revised: July 22, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper HYVAR (Hybrid VAR): HVAR Mixed with MC-HVAR
Jan W Dash and Mario Bondioli
Bloomberg LP and Bloomberg L.P.
Date Posted: July 12, 2016
Last Revised: July 29, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Cleaning Financial Data Using SSA and MSSA
Jan W Dash and Yan Zhang
Bloomberg LP and Bloomberg LP
Date Posted: July 12, 2016
Last Revised: July 22, 2016
Working Paper Series
32 downloads

Incl. Electronic Paper A Distressed Bond Model
Jan W Dash, Xipei Yang and Stan Maydan
Bloomberg LP, Bloomberg L.P. and Bloomberg LP
Date Posted: July 12, 2016
Last Revised: July 22, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Analytic Solution to the Two Dimension Merton Model
Jan W Dash, Mario Bondioli and Harvey J. Stein
Bloomberg LP, Bloomberg L.P. and Bloomberg L.P.
Date Posted: July 12, 2016
Last Revised: July 22, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Non-Leading Eigenvalue Distributions, RMT, and Correlations
Jan W Dash and Xipei Yang
Bloomberg LP and Bloomberg L.P.
Date Posted: July 11, 2016
Last Revised: July 22, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Noise-Reduced Correlations, the Signal to Noise Ratio, and SSA
Jan W Dash and Xipei Yang
Bloomberg LP and Bloomberg L.P.
Date Posted: July 11, 2016
Last Revised: July 22, 2016
Working Paper Series
19 downloads

Incl. Electronic Paper SSA, Random Matrix Theory, and Noise-Reduced Correlations
Jan W Dash, Xipei Yang, Mario Bondioli and Harvey J. Stein
Bloomberg LP, Bloomberg L.P., Bloomberg L.P. and Bloomberg L.P.
Date Posted: July 11, 2016
Last Revised: July 22, 2016
Working Paper Series
23 downloads

Incl. Electronic Paper Stable Reduced-Noise 'Macro' SSA - Based Correlations for Long-Term Counterparty Risk Management
Jan W Dash, Xipei Yang, Harvey J. Stein and Mario Bondioli
Bloomberg LP, Bloomberg L.P., Bloomberg L.P. and Bloomberg L.P.
Date Posted: July 11, 2016
Last Revised: July 22, 2016
Working Paper Series
14 downloads

Incl. Electronic Paper Multi-Level Monte Carlo Simulation for the Heston Stochastic Volatility Model
Chao Zheng
Heriot-Watt University - Actuarial Maths & Statistics
Date Posted: July 08, 2016
Working Paper Series
24 downloads


 

1 2 3 4 ... 45 | Next >
   


 

© 2016 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollobot1 in 5.563 seconds