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SSRN eLibrary Statistics:

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Abstracts: 561,058
Full Text Papers: 463,587
Authors: 260,471
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  Last 12 months:
64,002

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To date: 77,927,020
Last 12 months: 9,683,756
Last 30 days: 661,519

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Total References: 9,034,735
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5,983,061
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  Footnotes:
92,654
Total Footnotes: 9,166,729


SSRN eLibrary Search Results
JEL Code: C63
340,075 Total downloads
Showing Papers 381 - 430 of 1,698
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Incl. Electronic Paper The Impact of Model Instability on Long-Term Investors
Bart F. Diris
Erasmus University Rotterdam (EUR) - Department of Econometrics
Date Posted: August 15, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Risk Management Optimization for Sovereign Debt Restructuring
The Wharton School Financial Institutions Centre No. 14-10
Andrea Consiglio and Stavros A. Zenios
University of Palermo and University of Cyprus
Date Posted: August 11, 2014
Last Revised: August 14, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper Estimation of the Hawkes Process with Renewal Immigration Using the EM Algorithm
Swiss Finance Institute Research Paper No. 14-52
Spencer Wheatley , Vladimir Filimonov and Didier Sornette
ETH Zurich , Swiss Federal Institute of Technology Zurich (ETH Zurich) and Swiss Finance Institute
Date Posted: August 08, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper A Non-Stationary Model of Dividend Distribution in A Stochastic Interest-Rate Setting
Andrea Barth , Santiago Moreno-Bromberg and Oleg Reichmann
ETH Zurich , University of Zurich - Department of Banking and Finance and ETH Zurich - Department of Mathematics
Date Posted: August 08, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Generalized Barndorff-Nielsen and Shephard Model and Discretely Monitored Option Pricing
Akira Yamazaki
Hosei University - Graduate School of Business Administration
Date Posted: August 05, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Teaching Measure Transformation in Option Pricing with a Loaded Die
Nico van der Wijst
Norwegian University of Science and Technology
Date Posted: August 05, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Bayesian Exploratory Factor Analysis
IZA Discussion Paper No. 8338
Gabriella Conti , Sylvia Fruhwirth-Schnatter , James J. Heckman and Remi Piatek
University of Chicago , Johannes Kepler University - Department of Applied Statistics and Econometrics , University of Chicago - Department of Economics and University of Chicago
Date Posted: August 02, 2014
Working Paper Series
3 downloads

Incl. Fee Electronic Paper Viable Ramsey Economies
Canadian Journal of Economics/Revue canadienne d'économique, Vol. 47, Issue 2, pp. 422-441, 2014,
Noël Bonneuil and Raouf Boucekkine
National Institute of Demographic Studies (INED) and Universite Catholique de Louvain
Date Posted: July 31, 2014
Accepted Paper Series

Incl. Electronic Paper Many Risks, One (Optimal) Portfolio
Cristian Homescu
Independent
Date Posted: July 30, 2014
Working Paper Series
388 downloads

Incl. Electronic Paper A Regression Method Based on Characteristic Functions for Numerical Solutions of Forward-Backward Stochastic Differential Equations
Deng Ding , Yiqi Liu , Zhijie Cao and Qiang Liu
University of Macau , University of Macau , University of Macau and University of Macau
Date Posted: July 29, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper Modeling Firm Heterogeneity in International Trade: Do Structural Effects Matter?
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 12/WP/2014
Roberto Roson and Kazuhiko Oyamada
Ca Foscari University of Venice - Department of Economics and Institute of Developing Economies, Japan External Trade Organization (IDE-JETRO)
Date Posted: July 26, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Computational Economic Modeling of Migration
Anna Klabunde
Ruhr Universität Bochum
Date Posted: July 25, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Envelope Condition Method with an Application to Default Risk Models
Cristina Arellano , Lilia Maliar , Serguei Maliar and Viktor Tsyrennikov
Federal Reserve Bank of Minneapolis , Stanford University , Santa Clara University and Cornell University - Department of Economics
Date Posted: July 23, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Backtesting and Evaluation of Different Trading Schemes for the Portfolio Management of Natural Gas
FCN Working Paper No. 5/2014
Maxim Popov and Reinhard Madlener
Nexus Energie GmbH and RWTH Aachen University
Date Posted: July 23, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper A Theory of Pruning
ECB Working Paper No. 1696
Giovanni Lombardo and Harald Uhlig
European Central Bank (ECB) and University of Chicago - Department of Economics
Date Posted: July 22, 2014
Working Paper Series
5 downloads

The Fusion of Insurance and Financial Structured Products – A Monte Carlo Valuation
Insurance Markets and Companies: Analyses and Actuarial Computations, 2013, Volume 4, Issue 1, pp. 30-38
Zvika Afik and Rami Yosef
Ben Gurion University and Ben-Gurion University of the Negev
Date Posted: July 20, 2014
Accepted Paper Series

Practical Valuation of Options on Durable Goods
Journal of Derivatives, Forthcoming
Zvika Afik
Ben Gurion University
Date Posted: July 20, 2014
Accepted Paper Series

Incl. Electronic Paper Stochastic Volatility Models for the European Electricity Markets: Forecasting and Extracting Conditional Moments for Option Pricing and Implied Market Risk Premiums
USAEE Working Paper No. 14-169
Per Bjarte Solibakke
Høgskolen i Molde
Date Posted: July 19, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper OccBin: A Toolkit for Solving Dynamic Models with Occasionally Binding Constraints Easily
FEDS Working Paper No. 2014-47
Luca Guerrieri and Matteo M. Iacoviello
Federal Reserve Board - Trade and Financial Studies and Federal Reserve Board - Trade and Financial Studies
Date Posted: July 16, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper FVA, The Fake Debate: Why Are They Still Debating?
Christian Kamtchueng
Barclays Capital
Date Posted: July 11, 2014
Last Revised: July 15, 2014
Working Paper Series
15 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
18 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
22 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
30 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
2 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
5 downloads

Incl. Electronic Paper Dynamics of Interest Cash Flows From a Bank’s Loan Portfolio with Continuously Distributed Maturities
Ihor Voloshyn
Academy of Financial Management of Ministry of Finances of Ukraine
Date Posted: July 01, 2014
Last Revised: August 04, 2014
Working Paper Series
8 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
7 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
8 downloads

Incl. Electronic Paper There Is No Spoon: Reconsidering the Tax Compliance Puzzle
J. T. Manhire
Treasury Executive Institute - U.S. Department of the Treasury
Date Posted: June 28, 2014
Last Revised: August 05, 2014
Working Paper Series
60 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
11 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 16, 2014
Working Paper Series
11 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
13 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
8 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
3 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
23 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
6 downloads

Incl. Electronic Paper Coherent CVA and FVA with Liability Side Pricing of Derivatives
Wujiang Lou
HSBC
Date Posted: June 15, 2014
Last Revised: August 01, 2014
Working Paper Series
87 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
31 downloads

Incl. Electronic Paper Local Stochastic Volatility Models: Calibration and Pricing
Cristian Homescu
Independent
Date Posted: June 11, 2014
Last Revised: July 15, 2014
Working Paper Series
564 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
91 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
16 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
30 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
6 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
12 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
10 downloads

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


 

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