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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 554,784
Full Text Papers: 457,357
Authors: 257,666
Papers Received in
  Last 12 months:
63,617

Paper Downloads:
To date: 77,061,803
Last 12 months: 9,696,406
Last 30 days: 661,390

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  Resolved
  References:
259,503
Total References: 8,995,649
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5,937,149
Papers with
  Resolved
  Footnotes:
89,535
Total Footnotes: 9,125,454


SSRN eLibrary Search Results
JEL Code: C63
334,905 Total downloads
Showing Papers 351 - 400 of 1,679
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Incl. Electronic Paper FVA, the Fake Debate: Why are They Still Debating?
Christian Kamtchueng
Barclays Capital
Date Posted: July 11, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Price Discovery
Mark Satterthwaite , Steven R. Williams and Konstantinos E. Zachariadis
Northwestern University - Kellogg School of Management , University of Illinois at Urbana-Champaign - Department of Economics and London School of Economics
Date Posted: July 10, 2014
Working Paper Series
6 downloads

Affine-Structure Models and the Pricing of Energy Commodity Derivatives
Ioannis Kyriakou , Nikos K. Nomikos , Panos K. Pouliasis and Nikos C. Papapostolou
City University London - Sir John Cass Business School , Cass Business School, City University London , Sir John Cass Business School and Cass Business School, City University London
Date Posted: July 09, 2014
Working Paper Series

Incl. Electronic Paper The Weekend Effect: A Trading Robot and Fractional Integration Analysis
CESifo Working Paper Series No. 4849
Guglielmo Maria Caporale , Luis A. Gil-Alana , Alex Plastun and Inna Makarenko
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics , National Bank of Ukraine - Ukrainian Academy of Banking and National Bank of Ukraine - Ukrainian Academy of Banking
Date Posted: July 09, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Application of Binary Classifiers to Filter Transactions on the Financial Market
Andrzej Endler
Quants Technologies S.A.
Date Posted: July 06, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper How Diverse Can Spatial Measures of Cultural Diversity Be? Results from Monte Carlo Simulations on an Agent-Based Model
Tinbergen Institute Discussion Paper 14-081/VIII
Daniel Arribas-Bel , Peter Nijkamp and Jacques Poot
University of Birmingham , VU University of Amsterdam - Department of Spatial Economics and University of Waikato - National Institute of Demographic and Economic Analysis
Date Posted: July 04, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper On the Applicability of Global Approximation Methods for Models with Jump Discontinuities in Policy Functions
CESifo Working Paper Series No. 4837
Christoph G. Görtz and Afrasiab Mirza
University of Nottingham and University of Birmingham - The Birmingham Business School
Date Posted: July 03, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper A Continuous-Time Dynamics of Interest Cash Flows from a Bank’s Loan Portfolio
Ihor Voloshyn
Academy of Financial Management of Ministry of Finances of Ukraine
Date Posted: July 01, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Energy Storage and Renewable Energy
NHH Dept. of Economics Discussion Paper No. 18/2014
Tunc Durmaz
Norwegian School of Economics (NHH) - Department of Economics
Date Posted: July 01, 2014
Working Paper Series
3 downloads

Decomposing Technical Inefficiency Using the Principle of Least Action
European Journal of Operational Research 239(3), 2014
Juan Aparicio , Bernhard Mahlberg , Jesús T. Pastor and Biresh Sahoo
University Miguel Hernandez - Center of Operations Research , Institute for Industrial Research (IWI) , Miguel Hernandez University and Xavier Institute of Management
Date Posted: July 01, 2014
Accepted Paper Series

Incl. Electronic Paper High-Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions
Bertram Düring and Christof Heuer
University of Sussex - School of Mathematical and Physical Sciences and University of Sussex - School of Mathematical and Physical Sciences
Date Posted: June 28, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper There Is No Spoon: An Agent-Based Computational Model Approach to Solving the Tax Compliance Puzzle
J. T. Manhire
Treasury Executive Institute - U.S. Department of the Treasury
Date Posted: June 28, 2014
Last Revised: July 12, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper How Diverse Can Spatial Measures of Cultural Diversity Be? Results from Monte Carlo Simulations of an Agent-Based Model
IZA Discussion Paper No. 8251
Daniel Arribas-Bel , Peter Nijkamp and Jacques Poot
Arizona State University (ASU) , VU University of Amsterdam - Department of Spatial Economics and University of Waikato - National Institute of Demographic and Economic Analysis
Date Posted: June 28, 2014
Working Paper Series

Incl. Electronic Paper Finding the Nearest Valid Covariance Matrix: A FX Market Case
European University at St. Petersburg Department of Economics Working Paper Ec-07/13
Alexey Minabutdinov , Ilia Manaev and Maxim Bouev
National Research University Higher School of Economics , Saint Petersburg State Polytechnical University - Institute of Computing and Control and European University at St.Petersburg
Date Posted: June 26, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Macro­-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance
CentER Discussion Paper Series No. 2014-040
Carlos León , Clara Lía Machado and Andres Murcia
Banco de la República (Central Bank of Colombia) , Banco de la Republica and Ministry of Finance, Netherlands
Date Posted: June 25, 2014
Last Revised: July 02, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Reform of the United Nations Security Council: Equity and Efficiency
CESifo Working Paper Series No. 4818
Matthew Gould and Matthew D. Rablen
Brunel University and Brunel University - School of Social Sciences
Date Posted: June 25, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Finding the Nearest Valid Covariance Matrix: A FX Market Case
Higher School of Economics Research Paper No. WP BRP 32/FE/2014
Alexey Minabutdinov , Ilia Manaev and Maxim Bouev
National Research University Higher School of Economics , Saint Petersburg State Polytechnical University - Institute of Computing and Control and European University at St.Petersburg
Date Posted: June 24, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Dynamics of Voting Propensity: Experimental Tests of Adaptive Learning Models
Susumu Shikano and Bernhard Kittel
University of Konstanz and University of Vienna Department of Economic Sociology
Date Posted: June 22, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper The Weekend Effect: A Trading Robot and Fractional Integration Analysis
DIW Berlin Discussion Paper No. 1386
Guglielmo Maria Caporale , Luis A. Gil-Alana , Alex Plastun and Inna Makarenko
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics , National Bank of Ukraine - Ukrainian Academy of Banking and National Bank of Ukraine - Ukrainian Academy of Banking
Date Posted: June 19, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Capacity Mechanisms on Central European Electricity Markets: Effects on Consumers, Producers and Technologies Until 2033
DIW Berlin Discussion Paper No. 1385
Thure Traber
German Institute for Economic Research (DIW Berlin)
Date Posted: June 19, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Coherent CVA and FVA with Liability Side Pricing of Derivatives
Wujiang Lou
HSBC
Date Posted: June 15, 2014
Last Revised: June 24, 2014
Working Paper Series
45 downloads

Incl. Electronic Paper Multivariate Financial Dependence Analysis of Asian Markets Using Vine Copulas
Abhay Kumar Singh , David E. Allen , Robert J. Powell and Krishna Reddy
Edith Cowan University , University of South Australia , Edith Cowan University - School of Accounting, Finance and Economics and University of Waikato
Date Posted: June 14, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Local Stochastic Volatility Models: Calibration and Pricing
Cristian Homescu
Independent
Date Posted: June 11, 2014
Working Paper Series
414 downloads

Incl. Electronic Paper Pricing Levered Warrants with Dilution using Observable Variables
Quantitative Finance, Vol. 13, No. 8
Isabel Abinzano and Javier F. Navas
Universidad Pública de Navarra and Universidad Pablo de Olavide
Date Posted: June 03, 2014
Accepted Paper Series
8 downloads

Incl. Electronic Paper Economic Capital Modeling Closed Form Approximation for Real-Time Applications
Thomas Ribarits , Axel Clement , Heikki Seppälä , Hua Bai and Ser-Huang Poon
European Investment Bank , European Investment Bank , University of Jyvaskyla - Department of Mathematics , University of Manchester and University of Manchester - Manchester Business School
Date Posted: June 03, 2014
Working Paper Series
50 downloads

Incl. Electronic Paper What Happens If in the Principal Component Analysis the Pearsonian is Replaced by the Brownian Coefficient of Correlation?
Sudhanshu K. Mishra
North-Eastern Hill University (NEHU)
Date Posted: June 01, 2014
Last Revised: June 22, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper VAR and ES/CVAR Dependence on Data Cleaning and Data Models: Analysis and Resolution
Chris Kenyon and Andrew David Green
Lloyds Banking Group and Lloyds Banking Group
Date Posted: May 31, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Position-Limit Design for the CSI 300 Futures Markets
Lijian Wei , Wei Zhang , Xiong Xiong and Lei Shi
University of Technology Sydney - UTS Business School , Tianjin University - College of Management and Economics , College of Management and Economics and China Center for Social Computing and Analytics and University of Technology Sydney (UTS)
Date Posted: May 29, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper An Alternative and User Friendly Algorithm for the Calibration of Complex DSGE Models
Pascal Terveer
Hamburg University
Date Posted: May 24, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Minimal Proper Non-IRUP Instances of the One-Dimensional Cutting Stock Problem
Vadim M. Kartak , Artem V. Ripatti , Guntram Scheithauer and Sascha Kurz
Bashkir State Pedagogical University , UFA State Aviation Technical University , Dresden University of Technology and University of Bayreuth
Date Posted: May 24, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Credit Behavior of Households - A Behavioral Approach
Florian Wendelspiess Chávez Juárez
University of Geneva - Department of Economics
Date Posted: May 24, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper GPCEMA.GMS: A General Purpose Cross-Entropy Matrix Adjustment Program (Quick User Guide)
Andre Lemelin
INRS-UCS Université du Québec
Date Posted: May 23, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Balancing a Social Accounting Matrix: Theory and Application (Revised Edition)
Andre Lemelin , Ismael Fofana and John Cockburn
INRS-UCS Université du Québec , International Food Policy Research Institute (IFPRI) and Partnership for Economic Policy
Date Posted: May 23, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Weak versus Strong Net Neutrality
Joshua S. Gans
University of Toronto - Rotman School of Management
Date Posted: May 21, 2014
Working Paper Series
131 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 13, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper A Theory of Reality: An Introduction to Oppositional Analysis
Scott A Albers
University of Missouri School of LawAttorney-at-Law
Date Posted: May 13, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper A Theory of Consciousness: Five Essays on the Structure of Thought
Scott A Albers
University of Missouri School of LawAttorney-at-Law
Date Posted: May 13, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper On the Architecture of the Rings of Saturn: An 'Identity' Theory of the Distribution of Gaps within Rings
Scott A Albers
University of Missouri School of LawAttorney-at-Law
Date Posted: May 13, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Hybrid Equity-Interest Rate Model with Stochastic Interest Rate and Volatility
Moez Mrad and Racem Triki Sr.
Crédit Agricole Corporate and Investment Bank and Crédit Agricole Corporate and Investment Bank
Date Posted: May 10, 2014
Working Paper Series
23 downloads

Incl. Electronic Paper Efficient Wavelets-Based Valuation of Synthetic CDO Tranches
Luis Ortiz-Gracia
Centre de Recerca Matemàtica
Date Posted: May 10, 2014
Working Paper Series
12 downloads

Incl. Electronic Paper The Risk Channel of Monetary Policy
FEDS Working Paper No. 2014-31
Oliver de Groot
University of Cambridge
Date Posted: May 10, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper A High-Dimensional Pricing Framework for Fi nancial Instruments Valuation
Mercier Jean-Marc
CRIMERE
Date Posted: May 09, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Intraday Anomalies and Market Efficiency: A Trading Robot Analysis
CESifo Working Paper Series No. 4752
Guglielmo Maria Caporale , Luis A. Gil-Alana , Alex Plastun and Inna Makarenko
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics , National Bank of Ukraine - Ukrainian Academy of Banking and National Bank of Ukraine - Ukrainian Academy of Banking
Date Posted: May 09, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper A Consistent Framework for Modelling Basis Spreads in Tenor Swaps
Yang Chang and Erik Schlogl
ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: May 08, 2014
Working Paper Series
64 downloads

Incl. Electronic Paper Intraday Anomalies and Market Efficiency: A Trading Robot Analysis
DIW Berlin Discussion Paper No. 1377
Guglielmo Maria Caporale , Luis A. Gil-Alana , Alex Plastun and Inna Makarenko
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics , National Bank of Ukraine - Ukrainian Academy of Banking and National Bank of Ukraine - Ukrainian Academy of Banking
Date Posted: May 07, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Non-Orthogonal Option Pricing
Florian Niederstätter
University of Tuebingen
Date Posted: May 07, 2014
Last Revised: May 16, 2014
Working Paper Series
34 downloads

Incl. Electronic Paper A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefit s by a PDE Method
North American Actuarial Journal, Vol. 18, issue 4, 2014
Runhuan Feng
University of Illinois at Urbana-Champaign
Date Posted: May 05, 2014
Last Revised: June 07, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper Calculating the Funding Valuation Adjustment (FVA) of Value-at-Risk (VAR) Based Initial Margin
Andrew David Green and Chris Kenyon
Lloyds Banking Group and Lloyds Banking Group
Date Posted: May 04, 2014
Working Paper Series
95 downloads

Incl. Electronic Paper Unemployment Risks and Private Unemployment Insurance
Bong-Gyu Jang and Seyoung Park
Pohang University of Science and Technology (POSTECH) and Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering
Date Posted: May 02, 2014
Last Revised: May 13, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Optimal Allocation Without Money: An Engineering Approach
Itai Ashlagi and Peng Shi
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT)
Date Posted: April 27, 2014
Last Revised: May 22, 2014
Working Paper Series
66 downloads


 

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