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Full Text Papers: 520,139
Authors: 287,968
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SSRN eLibrary Search Results
JEL Code: C63
395,572 Total downloads
Showing Papers 381 - 430 of 1,956
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Incl. Electronic Paper Adaptive Grids for the Estimation of Dynamic Models
Gregor Reich and Ole Wilms
University of Zurich - Department of Business Administration and University of Zurich
Date Posted: August 27, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper New Perspectives on Emergence in Economics
Journal of Economic Behavior and Organization, 82 (2-3): 329-37, 2012
David A. Harper and Paul A. Lewis
New York University (NYU) and King's College London - Department of Political Economy
Date Posted: August 25, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Utilizarea Metodelor Iterative În Rezolvarea Sistemelor Economice (Iterative Methods Used to Solve Economic Systems)
Impactul transformărilor socio-economice și tehnologice la nivel national, european si mondial; Nr. 3/2015, Vol. 3,
Paul Calanter
Romanian Academy - Institute for World Economy
Date Posted: August 21, 2015
Accepted Paper Series
1 downloads

Approximating Solution for the Free Boundary SABR for Pricing and Calibration
Joerg Kienitz
Deloitte & Touche GmbH
Date Posted: August 20, 2015
Working Paper Series

Incl. Electronic Paper Euro Area Monetary and Fiscal Policy Tracking Design in the Time-Frequency Domain
Bank of Finland Research Discussion Paper No. 12/2015
Patrick M. Crowley and David Hudgins
Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences and Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences
Date Posted: August 20, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Real Options Valuation Under Uncertainty
Marie Lambert , Manuel Moreno and Federico Platania
University of Liege - HEC Management School , University of Castilla-La Mancha and University of Liege
Date Posted: August 20, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper The Analysis and Computations in Determining a Financial Proxy Corresponding to De-Trending
Siya Goodwill Chule , Marie de Beer Sr. and Sibusiso Moyo
DUT Research and Postgraduate Support , Durban University of Technology and Independent
Date Posted: August 19, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Dynamic Return-Based Classification of European Mutual Funds
Philipp Gerlach and Raimond Maurer
Goethe University Frankfurt - Finance Department and Goethe University Frankfurt - Finance Department
Date Posted: August 15, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market
Filip Stanek and Jiri Kukacka
Charles University in Prague - Institute of Economic Studies and Charles University in Prague - Institute of Economic Studies
Date Posted: August 14, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Development of a Technique for Combating Unemployment Based on a Switched-Mode Economies Network Tally
Thomas Kokumo Yesufu and Olufemi Adedotun Yesufu
Obafemi Awolowo University - Electronic And Electrical Engineering and Obafemi Awolowo University - Agricultural Economics
Date Posted: July 31, 2015
Last Revised: August 19, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Sectoral Imbalance in Two-Sector Economy with Mobility Constraint and Firm Migration
Xi Hao Li and Mauro Gallegati
Università Politecnica delle Marche - Department of Economics and Università Politecnica delle Marche - Faculty of Economics
Date Posted: July 31, 2015
Last Revised: August 07, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper On the Uniqueness of Tikhonov Regularized Local Volatility Surfaces
Vinicius Viana Luiz Albani
Computational Science Center - University of Vienna
Date Posted: July 30, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Classification Models Via Tabu Search: An Application to Early Stage Venture Classification
Samir Elhedhli , Canan Akdemir and Thomas B. Astebro
University of Waterloo - Department of Management Sciences , University of Waterloo - Department of Management Sciences and HEC Paris (Groupe HEC) - Strategy & Business Policy
Date Posted: July 29, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Risk Analysis Probability of Default: A Stochastic Simulation Model
The Journal of Credit Risk Volume 10, Number 3 (September 2014)
Giuseppe Montesi and Giovanni Papiro
School of Economics and Management - University of Siena and Banca Monte Del Paschi de Siena (MPS)
Date Posted: July 28, 2015
Accepted Paper Series
16 downloads

Incl. Electronic Paper A Computational Spectral Approach to Interest Rate Models
Luca di Persio , Gregorio Pellegrini and Michele Bonollo
University of Verona - Department of Computer Science , University of Verona - Department of Computer Science and Iason Ltd
Date Posted: July 27, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper A Simulation-Based Methodology for Evaluating Hedge Fund Investments
Marat Molyboga and Christophe L'Ahelec
Efficient Capital Management, LLC and Ontario Teachers' Pension Plan (OTPP)
Date Posted: July 26, 2015
Working Paper Series
422 downloads

Incl. Electronic Paper Fast Option Pricing Using Non Uniform Discrete Fourier Transform on Gaussian Discretization Grids
Marcello Minenna and Paolo Verzella
Bocconi University and The Italian Securities and Exchange Commission (CONSOB)
Date Posted: July 25, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Block Rearranging Elements within Matrix Columns to Minimize the Variability of the Row Sums
Kris Boudt , Steven Vanduffel and Kristof Verbeken
Free University of Brussels (VUB) , Vrije Universiteit Brussel (VUB) and Free University of Brussels (VUB)
Date Posted: July 24, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper TENET: Tail-Event Driven NETwork Risk
Wolfgang K. Härdle , Weining Wang and Lining Yu
Humboldt University of Berlin - Institute for Statistics and Econometrics , Humboldt University of Berlin and Humboldt University of Berlin
Date Posted: July 24, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Simple Forecasting Heuristics that Make Us Smart: Evidence from Different Market Experiments
Mikhail Anufriev , Cars H. Hommes and Tomasz Makarewicz
University of Technology, Sydney , University of Amsterdam - Amsterdam School of Economics (ASE) and University of Amsterdam - Amsterdam School of Economics (ASE)
Date Posted: July 24, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Pricing Vanilla Options with Cash Dividends
Timothy Klassen
PFT Analytics
Date Posted: July 23, 2015
Working Paper Series
115 downloads

Incl. Electronic Paper Accounting for Tax Evasion Profiles and Tax Expenditures in Microsimulation Modelling. The BETAMOD Model for Personal Income Taxes in Italy
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 24/WP/2015
Andrea Albarea , Michele Bernasconi , Cinzia Di Novi , Anna Marenzi , Dino Rizzi and Francesca Zantomio
Ca Foscari University of Venice, Department of Economics, Students , Università Ca' Foscari, Venezia - Department of Economics and SSE , Ca Foscari University of Venice , Ca' Foscari University of Venice, Department of Economics , Ca Foscari University of Venice - Department of Economics and Ca Foscari University of Venice
Date Posted: July 21, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Multiphase Transformation in the Legal Text-to-Program Approach
Liber amicorum Guido Tsuno, F. Sturm, P. Thomas, J. Otto, H. Mori (eds.), pp. 57–70. Vico, Frankfurt/Main. ISBN 978-3-86303-420-7,
Vytautas Cyras and Friedrich Lachmayer
Vilnius University and University of Innsbruck
Date Posted: July 21, 2015
Accepted Paper Series
9 downloads

Incl. Electronic Paper Algoritm De Proiecţie Paralel Pentru Rezolvarea Sistemelor Economice (Parallel Projection Algorithm for Solving Economics Systems)
Impactul Transformarilor Socio-Economice si Tehnologice la Nivel National, European si Mondial; Nr.2/2015, Vol. 2
Cristina Popirlan
Romanian Academy - Institute for World Economy
Date Posted: July 18, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Crowdfunding as a Social Movement: The Determinants of Success in Kickstarter Campaigns
Emily Nicole Robertson and Rossitza B. Wooster
Portland State University - Department of Economics and Portland State University
Date Posted: July 16, 2015
Working Paper Series
53 downloads

Incl. Electronic Paper A Sharp Approximation for ATM-Forward Option Prices and Implied Volatilites
Dan Stefanica and Rados Radoicic
Baruch College, City University of New York and Baruch College, City University of New York
Date Posted: July 15, 2015
Working Paper Series
138 downloads

Incl. Electronic Paper Inequality, Mobility and the Financial Accumulation Process: A Computational Economic Analysis
2nd International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND), Paris, 4-5 June 2015,
Yuri Biondi and Simone Righi
French National Center for Scientific Research (CNRS) and MTA TK Lendület Research Center for Educational and Network Studies (RECENS), Hungarian Academy of Sciences
Date Posted: July 10, 2015
Last Revised: July 18, 2015
Working Paper Series
28 downloads

Effects of Research Policy in Biotechnology: An Empirical Agent-Based Model of Knowledge Generation
Manfred F. Paier , Martina Duenser , Thomas Scherngell and Simon Martin
AIT Austrian Institute of Technology GmbH , AIT Austrian Institute of Technology GmbH , AIT - Austrian Institute of Technology and University of Vienna
Date Posted: July 10, 2015
Working Paper Series

Incl. Electronic Paper Switching to Non-Affine Stochastic Volatility: A Closed-Form Expansion for the Inverse Gamma Model
Nicolas Langrené , Geoffrey Lee and Zili Zhu
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) , Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) and Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Date Posted: July 10, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price
Management Science, Vol. 40, December 1994
Mike Curran
Bank of Montreal
Date Posted: July 08, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market
Multinational Finance Journal, Vol. 5, No. 1, p. 35-58, 2001
Tim Brailsford , Jack H.W. Penm and R. Deane Terrell
Bond University , Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Date Posted: July 08, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Exponential-Affine Approximations of Macro-Finance Models with Nonlinear Habits
Pierlauro Lopez , David Lopez-Salido and Francisco Vazquez-Grande
Banque de France , Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Date Posted: July 05, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation
Swiss Finance Institute Research Paper No. 15-23
Jakub Rojcek and Alexandre Ziegler
University of Zurich, Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Date Posted: July 01, 2015
Last Revised: July 23, 2015
Working Paper Series
68 downloads

Incl. Electronic Paper The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
Multinational Finance Journal, Vol. 10, No. 3/4, p. 153-177, 2006
Tim Brailsford , Jack H.W. Penm and R. Deane Terrell
Bond University , Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Date Posted: June 30, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Itchy Feet vs Cool Heads: Flow of Funds in an Agent-Based Financial Market
Jan Palczewski , Klaus Reiner Schenk-Hoppé and Tongya Wang
University of Leeds - School of Mathematics , University of Manchester - Department of Economics and University of Leeds - Centre for Advanced Studies in Finance
Date Posted: June 30, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Major Defects of the Market Economy
Egmont Kakarot-Handtke
University of Stuttgart - Institute of Economics and Law
Date Posted: June 30, 2015
Working Paper Series
53 downloads

Incl. Electronic Paper Decomposing Bivariate Dominance for Social Welfare Comparisons
Discussion Papers on Business and Economics, University of Southern Denmark, 12/2015
Tina Gottschalk , Troels Martin Range , Peter Sudhölter and Lars Peter Østerdal
University of Southern Denmark , University of Southern Denmark - Department of Business and Economics , University of Southern Denmark - Department of Business and Economics and University of Southern Denmark, Department of Business and Economics
Date Posted: June 30, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Heterogeneous Basket Options Pricing Using Analytical Approximations
Multinational Finance Journal, Vol. 15, No. 1/2, p. 47-85, 2011
Georges Dionne , Geneviève Gauthier , Nadia Ouertani and Nabil Tahani
HEC Montreal - Department of Finance , HEC Montreal - Department of Management Sciences , IESEG School of Management and York University - Atkinson School of Administrative Studies
Date Posted: June 25, 2015
Accepted Paper Series
11 downloads

Incl. Electronic Paper Efficient Numerical Fourier Methods for Coupled Forward-Backward SDEs
Thomas P. Huijskens , Marjon Ruijter and Cornelis W. Oosterlee
University of Oxford , Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: June 25, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper Shifting Taxes from Labor to Consumption: More Employment and More Inequality
ZEW - Centre for European Economic Research Discussion Paper No. 15-042
Nico Pestel and Eric Sommer
Institute for the Study of Labor (IZA) and University of Cologne
Date Posted: June 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Complexity of Coordination
Vipin P. Veetil and Davoud Taghawi-Nejad
George Mason University - Department of Economics and University of Sao Paulo (USP)
Date Posted: June 25, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Advancing the Universality of Quadrature Methods to Any Underlying Process for Option Pricing
Journal of Financial Economics (JFE), Vol. 114, No. 3, 2014
Ding Chen , Hannu Hannu Härkönen and David Newton
Nottingham University Business School , Nottingham University Business School and Nottingham University Business School (NUBS)
Date Posted: June 24, 2015
Accepted Paper Series
24 downloads

Incl. Fee Electronic Paper Stochastic Volatility Models for the Brent Oil Futures Market: Forecasting and Extracting Conditional Moments
OPEC Energy Review, Vol. 39, Issue 2, pp. 184-221, 2015
Per Bjarte Solibakke
Høgskolen i Molde
Date Posted: June 24, 2015
Accepted Paper Series

Incl. Electronic Paper It's a Small World after All: Using Social Network Analysis to Investigate Systemic Risk in the Australian Superannuation Sector
Centre for Law, Markets and Regulation (CLMR) Research Paper Working Paper No. 1541
Rob Nicholls , M. Scott Donald and Kevin Liu
Swinburne University of Technology , University of New South Wales (UNSW) and School of Risk and Actuarial Studies, UNSW Business School | University of New South Wales, Australia
Date Posted: June 24, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Computing the Cross-Sectional Distribution to Approximate Stationary Markov Equilibria with Heterogeneous Agents and Incomplete Markets
Elisabeth Pröhl
University of Geneva and Swiss Finance Institute
Date Posted: June 21, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Seasonal Stochastic Volatility and Correlation Together with the Samuelson Effect in Commodity Futures Markets
Lorenz Schneider and Bertrand Tavin
EMLYON Business School and EMLYON Business School
Date Posted: June 20, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Stabilization Policies and Long Term Growth: Policy Implications from an Agent-Based Macroeconomic Model
Bielefeld Working Papers in Economics and Management No. 06-2015
Philipp Harting
Faculty of Business Administration and Economics
Date Posted: June 19, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Q-Learning and SARSA: A Comparison between Two Intelligent Stochastic Control Approaches for Financial Trading
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. No. 15/WP/2015
Marco Corazza and Andrea Sangalli
Ca Foscari University of Venice - Department of Economics and Independent
Date Posted: June 17, 2015
Working Paper Series
73 downloads

Incl. Electronic Paper Globalized Robust Optimization for Nonlinear Uncertain Inequalities
CentER Discussion Paper Series No. 2015-031
Aharon Ben-Tal , R.C.M. Brekelmans , Dick den Hertog and Jean-Philippe Vial
Technion-Israel Institute of Technology , Tilburg University - Center and Faculty of Economics and Business Administration , Tilburg University - Department of Econometrics & Operations Research and University of Geneva
Date Posted: June 16, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper The Analytical Formula for the Distribution Function of the Variance Gamma Process and its Application to Option Pricing
Roman V. Ivanov
Russian Academy of Sciences (RAS)
Date Posted: June 12, 2015
Working Paper Series
14 downloads


 

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