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SSRN eLibrary Statistics:

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Abstracts: 566,745
Full Text Papers: 468,827
Authors: 262,772
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63,753

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Last 12 months: 9,732,432
Last 30 days: 802,644

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  References:
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Total References: 9,074,523
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6,006,425
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  Footnotes:
93,431
Total Footnotes: 9,189,712


SSRN eLibrary Search Results
JEL Code: C63
344,090 Total downloads
Showing Papers 381 - 430 of 1,729
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Incl. Electronic Paper The Benefits and Liabilities of Interacting for Innovation: a Quantitative Model
Levine, S. S., Gorman, T., & Prietula, M. J. (2014). The Benefits and Liabilities of Interacting for Innovation: a Quantitative Model. In K. Pugh (Ed.), Smarter Innovation: using interactive processes to drive better business results (pp. 111-119). London: Ark Group.
Sheen S. Levine , Trish Gorman and Michael Prietula
Columbia University , Independent and Emory University - Goizueta Business School
Date Posted: September 22, 2014
Accepted Paper Series
3 downloads

Incl. Electronic Paper Risk Profiles for Re-Profiling the Sovereign Debt of Crisis Countries
The Wharton School Financial Institutions Centre Research Paper No. 14-14
Andrea Consiglio and Stavros A. Zenios
University of Palermo and University of Cyprus
Date Posted: September 17, 2014
Last Revised: September 19, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Global Warming and a Potential Tipping Point in the Atlantic Thermohaline Circulation: The Role of Risk Aversion
CESifo Working Paper Series No. 4930
Mariia Belaia , Michael Funke and Nicole Glanemann
University of Hamburg - Faculty of Economics and Business Administration , Hamburg University, Department of Economics and University of Hamburg - Faculty of Economics and Business Administration
Date Posted: September 16, 2014
Working Paper Series
5 downloads

Monte Carlo Calculation of Exposure Profiles and Greeks for Bermudan and Barrier Options Under the Heston Hull-White Model
Qian Feng and Cornelis W. Oosterlee
Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: September 16, 2014
Working Paper Series

Incl. Electronic Paper Straightforward Approximate Stochastic Equilibria for Nonlinear Rational Expectations Models
Crawford School Research Paper No. 59/2014
Michael K. Johnston , Robert G. King and Denny Lie
Government of the Republic of South Africa - South African Reserve Bank , Boston University - Department of Economics and University of Sydney - School of Economics
Date Posted: September 16, 2014
Working Paper Series
2 downloads

Garbage Can Model Excel Reconstruction
CoMSES Computational Model Library, August 2014
Ivan Smarzhevskiy
Peoples’ Friendship University of Russia
Date Posted: September 15, 2014
Last Revised: September 22, 2014
Accepted Paper Series

Incl. Electronic Paper Filling in the Blanks: Network Structure and Interbank Contagion
BIS Working Paper No. 455
Kartik Anand , Ben R. Craig and Goetz von Peter
Government of Canada - Bank of Canada , Federal Reserve Bank of Cleveland and Bank for International Settlements - Research and Policy Analysis
Date Posted: September 12, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Evaluating Linear Approximations in a Two-Country Model with Occasionally Binding Borrowing Constraints
Alexis Anagnostopoulos and Xin Tang
Stony Brook and Stony Brook University
Date Posted: September 08, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Garbage Can Model: Reconstruction and Logical Analysis
Ivan Smarzhevskiy
Peoples’ Friendship University of Russia
Date Posted: September 08, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Model01: Quantifying the Risk of Incremental Model Changes
Damian Abasto and Mark P. Kust
Independent and Independent
Date Posted: September 07, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Probabilistic Transitivity in Sports
Institute of Mathematical Economics Working Paper No. 520
Johannes Tiwisina and Philipp Külpmann
Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics
Date Posted: September 03, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Optimal Trade Execution with a Dark Pool and Adverse Selection
Patrick Cheridito and Tardu Sepin
Princeton University and Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Date Posted: September 02, 2014
Working Paper Series
36 downloads

Incl. Electronic Paper Pca2: Implementing a Strategy to Reduce the Instrument Count in Panel GMM
Quaderni - Working Paper DSE N° 960,
Maria Elena Bontempi and Irene Mammi
University of Bologna - Department of Economics and University of Bologna - School of Economics, Management, and Statistics
Date Posted: September 02, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper The Asymptotics of Price and Strategy in the Buyer's Bid Double Auction
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: August 31, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Solving Models with Disappointment Aversion
Swedish House of Finance Research Paper No. 14-14
Patrick Augustin and Roméo Tédongap
McGill University, Desautels Faculty of Management and Swedish House of Finance
Date Posted: August 29, 2014
Last Revised: September 19, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Inefficiencies in a Model of Spatial Networks Formation with Positive Externalities
Journal of Economic Behavior and Organization, Vol. 11, 2008
Nicolas Carayol , Pascale Roux and Murat Yildizoglu
BETA, CNRS and Université Louis Pasteur (Strasbourg I) , French National Center for Scientific Research (CNRS) - Bureau of Economic Theory and Application (BETA) and French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA)
Date Posted: August 28, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Modelling Social Learning in an Agent–Based Baseline Macro Model
Isabelle Salle , Marc-Alexandre Senegas , Murat Yildizoglu and Martin Zumpe
French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA) , University of Bordeaux , French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA) and French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA)
Date Posted: August 28, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Efficient Sampling and Meta-Modeling for Computational Economic Models
Computational Economics, November 2013
Isabelle Salle and Murat Yildizoglu
French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA) and French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA)
Date Posted: August 28, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Inflation Targeting in a Learning Economy: An ABM Perspective
Economic Modelling, Vol. 34, August 2013
Isabelle Salle , Murat Yildizoglu and Marc-Alexandre Senegas
French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA) , French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA) and University of Bordeaux
Date Posted: August 28, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Can They Beat the Cournot Equilibrium? Learning with Memory and Convergence to Equilibria in a Cournot Oligopoly
Computational Economics, April 2013, Volume 41, Issue 4, pp 493-516
Thomas Vallée and Murat Yildizoglu
Univesity of Nantes and French National Center for Scientific Research (CNRS) - Groupe de Recherche en Économie Théorique et Appliquée (GREThA)
Date Posted: August 28, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Modeling Firm Heterogeneity in International Trade: Do Structural Effects Matter?
Bocconi IEFE - Centre for Research on Energy and Environmental Economics and Policy Working Paper n. 70
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: August 27, 2014
Working Paper Series
2 downloads

Incl. Fee Electronic Paper A Fast Fractional Difference Algorithm
Journal of Time Series Analysis, Vol. 35, Issue 5, pp. 428-436, 2014
Andreas Noack Jensen and Morten Ørregaard Nielsen
University of Copenhagen and Queen's University (Canada) - Department of Economics
Date Posted: August 27, 2014
Accepted Paper Series

Incl. Electronic Paper Do Side Effects Really Matter in Financial Contagion? An International Bank-Sovereign Simulation
Stefano Zedda
Universita di Cagliari
Date Posted: August 26, 2014
Last Revised: September 04, 2014
Working Paper Series

Incl. Electronic Paper An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options
J. C. Arismendi and Marcel Prokopczuk
University of Reading - ICMA Centre and Zeppelin University
Date Posted: August 25, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper The Effects of Group Composition and Social Preference Heterogeneity in a Public Goods Game: An Agent-Based Simulation
Journal of Artificial Societies and Social Simulation. 17(3)5, 2014
Pablo Lucas , Angela C. M. de Oliveira and Sheheryar Banuri
University of Essex , University of Massachusetts at Amherst and World Bank - Development Economics Research Group
Date Posted: August 24, 2014
Last Revised: September 03, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Lower Bounds on Approximation Errors: Testing the Hypothesis That a Numerical Solution Is Accurate
Kenneth L. Judd , Lilia Maliar and Serguei Maliar
Stanford University - The Hoover Institution on War, Revolution and Peace , Stanford University and Santa Clara University
Date Posted: August 22, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Design of an Information Pipeline for Security Master Data
Jay Walters, CFA
Boston University - Metropolitan College - Department of Computer Science
Date Posted: August 22, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Research Among Copycats: R&D, Spillovers, and Feedback Strategies
Tinbergen Institute Discussion Paper 14-112/II
Grega Smrkolj and Florian O. Wagener
Newcastle University (UK) - Business School and University of Amsterdam - Center for Nonlinear Dynamics in Economics and Finance (CeNDEF) - Department of Quantitative Economics
Date Posted: August 22, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Markov-Chain Approximation and Estimation of Nonlinear, Non-Gaussian State Space Models
Leland E. Farmer
University of California, San Diego
Date Posted: August 21, 2014
Last Revised: August 23, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper Modelling of Auction Type Markets
Igor Konnov
Kazan Federal University
Date Posted: August 21, 2014
Working Paper Series
1 downloads

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
11 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: September 10, 2014
Working Paper Series
48 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
14 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
12 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
Last Revised: September 18, 2014
Working Paper Series
19 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
14 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
6 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
531 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
19 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
5 downloads

Incl. Electronic Paper Computational Economic Modeling of Migration
Anna Klabunde
Ruhr Universität Bochum
Date Posted: July 25, 2014
Working Paper Series
3 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
24 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
11 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
8 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
23 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
4 downloads

Incl. Electronic Paper FVA, The Fake Debate: Why Are They Still Debating?
Christian Kamtchueng
Barclays Capital
Date Posted: July 11, 2014
Last Revised: September 03, 2014
Working Paper Series
23 downloads


 

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