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12,970,139 Total downloads
Showing Papers 4,751 - 4,800 of 36,679
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Option Pricing Revisited
Ilya I. Gikhman
Independent
Date Posted: March 07, 2012
Working Paper Series
56 downloads
Pricing of Discount Bonds with a Markov Switching Regime
Robert J. Elliott and
Katsumasa Nishide
University of Calgary - Haskayne School of Business
and
International Graduate School of Social Sciences, Yokohama National University
Date Posted: March 07, 2012
Last Revised: May 17, 2012
Working Paper Series
73 downloads
Shock on Variable or Shock on Distribution with Application to Stress-Tests
Banque de France Working Paper No. 368
Simon Dubecq
and
Christian Gourieroux
Banque de France
and
University of Toronto - Department of Economics
Date Posted: March 07, 2012
Last Revised: March 15, 2012
Working Paper Series
44 downloads
The Systematic Risk of Corporate Bonds: Default Risk, Term Risk and Index Choice
Christian Klein
and
Christoph Stellner
University of Hohenheim - Faculty of Business, Economics and Social Sciences
and
affiliation not provided to SSRN
Date Posted: March 07, 2012
Working Paper Series
74 downloads
Explaining the Volatility Surface: A Closed-Form Solution to Option Pricing in a Fractional Jump-Diffusion Market
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Stefan Rostek
University of Tuebingen - Faculty of Economics and Business Administration
Date Posted: March 06, 2012
Last Revised: October 26, 2012
Working Paper Series
71 downloads
A Comprehensive Look at Financial Volatility Prediction by Economic Variables
BIS Working Paper No. 374
Charlotte Christiansen ,
Maik Schmeling
and
Andreas Schrimpf
University of Aarhus - School of Economics and Management - CREATES
,
City University London - Sir John Cass Business School
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: March 06, 2012
Working Paper Series
155 downloads
Analysts and Corporate Liquidity Policy
Chinghung (Henry) Chang
Arizona State University - Department of Finance
Date Posted: March 06, 2012
Working Paper Series
42 downloads
Bounded Rationality, Information and Problem Analysis
International Technical Conference of Risk Management, Basel, February 2012
Antonella Malinconico
University of Sannio
Date Posted: March 06, 2012
Last Revised: March 11, 2012
Accepted Paper Series
19 downloads
Constant Proportion Portfolio Insurance Under Regime Switching Exponential Levy Process
Insurance: Mathematics and Economics, Forthcoming
Chengguo Weng
University of Waterloo
Date Posted: March 06, 2012
Last Revised: March 08, 2013
Accepted Paper Series
80 downloads
Does Religion Matter to Equity Pricing?
Journal of Business Ethics, Forthcoming
Sadok El Ghoul ,
Omrane Guedhami ,
Yang Ni
,
Jeffrey Pittman and
Samir Saadi
University of Alberta - Campus Saint-Jean
,
University of South Carolina - Moore School of Business
,
Shanghai Jiao Tong University (SJTU)
,
Memorial University of Newfoundland (MUN) - Faculty of Business Administration
and
Queen's School of Business
Date Posted: March 06, 2012
Last Revised: April 26, 2012
Accepted Paper Series
Evaluating the Performance of Global Emerging Markets Equity Exchange-Traded Funds
Emerging Markets Review, Vol. 13, pp. 149-158, 2012
David Blitz
and
Joop Huij
Robeco Asset Management - Quantitative Strategies
and
Erasmus University - Rotterdam School of Management
Date Posted: March 06, 2012
Accepted Paper Series
Financial Analysis and Valuation of Astrazeneca
Thanh C. Le
affiliation not provided to SSRN
Date Posted: March 06, 2012
Working Paper Series
231 downloads
Financial Innovation: The Bright and the Dark Sides
HKIMR Working Paper No.05/2012
Thorsten Beck ,
Tao Chen
,
Chen Lin
and
Frank M. Song
Tilburg University - European Banking Center, CentER
,
Chinese University of Hong Kong (CUHK) - Department of Finance
,
Chinese University of Hong Kong (CUHK) - Department of Finance
and
University of Hong Kong - School of Economics and Finance
Date Posted: March 06, 2012
Last Revised: March 08, 2012
Working Paper Series
76 downloads
Global Identification Standards for Counterparties and Other Financial Market Participants
Journal of Risk Management in Financial Institutions - Special Issue on Counterparty Risk, Vol. 5, No. 2
Allan D. Grody
,
Peter J. Hughes
and
Daniel Reininger
Financial InterGroup
,
Financial InterGroup-UK; York University
and
Semandex Networks Inc
Date Posted: March 06, 2012
Last Revised: April 17, 2012
Accepted Paper Series
364 downloads
Human Security as a Proxy for Country Risk in the Credit Ratings of Frontier Market Sovereign Bonds
Allan Dwyer
Mount Royal University - Bissett School of Business
Date Posted: March 06, 2012
Working Paper Series
45 downloads
Low-Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk
International Review of Finance, Vol. 11, No. 3, pp. 353-390, 2011
A. S. M. Sohel Azad ,
Victor Fang
and
J. Wickramanayake
Deakin University
,
Monash University - Department of Accounting and Finance
and
affiliation not provided to SSRN
Date Posted: March 06, 2012
Last Revised: March 07, 2012
Accepted Paper Series
Optimal Bank Transparency
Bank of Finland Research Discussion Paper No. 9/2012
Diego Moreno and
Tuomas Takalo
Universidad Carlos III de Madrid - Department of Economics
and
Bank of Finland, Monetary Policy and Research Department
Date Posted: March 06, 2012
Working Paper Series
65 downloads
Pension Risk, Governance and CFO Liability
Susan Mangiero
Fiduciary Leadership, LLC
Date Posted: March 06, 2012
Working Paper Series
44 downloads
Public to Private Transactions: Company Characteristics, Wealth Gain and Role of Macro-Economic Factors
Thanh C. Le
affiliation not provided to SSRN
Date Posted: March 06, 2012
Working Paper Series
22 downloads
Regímenes Societarios Paralelos: Una Alternativa Idónea para Promover el Desarrollo del Mercado de Valores (Parallel Systems of Corporate Law: A Way Forward for Stock Market Development)
Análisis Jurídico, Vol. 1, No. 2, p. 124, 2011,
Jose Miguel Mendoza
University of Oxford
Date Posted: March 06, 2012
Accepted Paper Series
11 downloads
Sentiment, Irrationality and Market Efficiency: The Case of the 2010 FIFA World Cup
Guy Kaplanski and
Haim Levy
Bar Ilan University
and
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Date Posted: March 06, 2012
Working Paper Series
151 downloads
Variance Bounds on the Permanent and Transitory Components Of Stochastic Discount Factors
Journal of Financial Economics, 2012
Gurdip Bakshi
University of Maryland - Robert H. Smith School of Business
Date Posted: March 06, 2012
Accepted Paper Series
23 downloads
Common Effects in Imbalances and Returns: Style-Based Comovement and Flight-to-Quality
Nuri Volkan Kayacetin and
Aditya Kaul
Ozyegin University
and
University of Alberta - Department of Finance and Statistical Analysis
Date Posted: March 05, 2012
Working Paper Series
22 downloads
Forecasting Economic Fundamentals and Stock Returns with Equity Market Order Flows
Nuri Volkan Kayacetin and
Aditya Kaul
Ozyegin University
and
University of Alberta - Department of Finance and Statistical Analysis
Date Posted: March 05, 2012
Working Paper Series
68 downloads
Modeling Credit Contagion Via the Updating of Fragile Beliefs
Luca Benzoni ,
Pierre Collin-Dufresne ,
Robert S. Goldstein and
Jean Helwege
Federal Reserve Bank of Chicago - Research Department
,
Columbia Business School - Finance and Economics
,
University of Minnesota - Twin Cities - Carlson School of Management
and
University of South Carolina
Date Posted: March 05, 2012
Working Paper Series
107 downloads
Nonparametric, Conditional Pricing of Higher Order Multivariate Contingent Claims
Kostas Giannopoulos
Neapolis University, Pafos
Date Posted: March 05, 2012
Working Paper Series
Planning for the Death of a Systemically Important Financial Institution Under Title I § 165(d) of the Dodd-Frank Act: The Practical Implications of Resolution Plans or Living Wills in Planning a Bank's Funeral
Virginia Law & Business Review, Vol. 6, No. 3, p. 467, Winter 2012
Joseph Karl Grant
Capital University School of Law
Date Posted: March 05, 2012
Last Revised: March 06, 2012
Accepted Paper Series
154 downloads
Real Estate Investment Trusts (REITs) in India: Some Regulatory Issues
Kunal
Indian Institute of Technology Kanpur - Department of Industrial and Management Engineering
Date Posted: March 05, 2012
Working Paper Series
The Art Fund in India: Origin, Structure and Performance
Kunal
Indian Institute of Technology Kanpur - Department of Industrial and Management Engineering
Date Posted: March 05, 2012
Working Paper Series
The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models
Linlin Niu
and
Gengming Zeng
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE)
and
affiliation not provided to SSRN
Date Posted: March 05, 2012
Last Revised: March 20, 2012
Working Paper Series
48 downloads
VAR Without Correlations for Portfolios of Derivative Securities
Kostas Giannopoulos
Neapolis University, Pafos
Date Posted: March 05, 2012
Working Paper Series
A Comparison and Survey of Finite Difference Methods for Pricing American Options Under Finite Activity Jump-Diffusion Models
Santtu Salmi
and
Jari Toivanen
University of Jyvaskyla - Department of Mathematical Information Technology
and
University of Jyvaskyla - Department of Mathematical Information Technology
Date Posted: March 04, 2012
Working Paper Series
163 downloads
A Model of the Euro-Area Yield-Curve with Discrete Policy Rates
Jean-Paul Renne
Banque de France
Date Posted: March 04, 2012
Last Revised: February 20, 2013
Working Paper Series
53 downloads
A Systems Accident Approach to Systemic Financial Risk
Journal of Financial Transformation, Forthcoming
Joseph Calandro Jr.
Gabelli Center for Global Investment Analysis at Fordham University
Date Posted: March 04, 2012
Last Revised: July 04, 2012
Accepted Paper Series
54 downloads
An Institutional REE Model with Relative Performance
Zhigang Qiu
Renmin University of China
Date Posted: March 04, 2012
Working Paper Series
25 downloads
Dichotomous Expectations and Insider Trading Following Open Market Repurchases
Hsuan-Chi Chen
,
Sheng-Syan Chen
,
Chia-Wei Huang
and
John Schatzberg
University of New Mexico - Anderson School of Management
,
National Taiwan University - Department of Finance
,
Yuan Ze University
and
University of New Mexico - Robert O. Anderson Schools of Management
Date Posted: March 04, 2012
Working Paper Series
47 downloads
Does the Institutionalization of Derivatives Trading Spur Economic Growth?
Paulo Rodrigues
,
Claudia Schwarz
and
Norman Seeger
Maastricht University - Department of Finance
,
Goethe University Frankfurt
and
VU University Amsterdam
Date Posted: March 04, 2012
Last Revised: January 25, 2013
Working Paper Series
78 downloads
East, West, Boom & Bust: The Spread of House Prices & Rents in Ireland, 2007-2012
Ronan C. Lyons
University of Oxford - Balliol College
Date Posted: March 04, 2012
Last Revised: March 03, 2013
Working Paper Series
268 downloads
Economic Consequences of Going Concern Audit Opinions in Nonprofit Organizations
Nancy Chun Feng
Suffolk University
Date Posted: March 04, 2012
Last Revised: April 25, 2012
Working Paper Series
128 downloads
Governance and Merger Activity in Banking
Journal of Business & Economic Studies, Vol. 17, No. 1, pp. 1-15, 2011
Thomas J. Piskula
City University of New York, Baruch College
Date Posted: March 04, 2012
Accepted Paper Series
79 downloads
Ranking, Risk-Taking and Effort: An Analysis of the ECB’s Foreign Reserves Management
Antonio Scalia and
Benjamin Sahel
Bank of Italy
and
European Central Bank
Date Posted: March 04, 2012
Working Paper Series
24 downloads
U.S. Presidential Elections and Implied Volatility: The Role of Political Uncertainty
Journal of Banking and Finance, Forthcoming
John W. Goodell and
Sami Vähämaa
University of Akron - Department of Finance, College of Business Administration
and
University of Vaasa
Date Posted: March 04, 2012
Last Revised: December 31, 2012
Working Paper Series
152 downloads
A Simple Characterization of Dynamic Completeness in Continuous Time
Theodoros Diasakos
Collegio Carlo Alberto
Date Posted: March 03, 2012
Working Paper Series
17 downloads
Day of the Week Effect on VIX: A Parsimonious Representation
Maria T. Gonzalez-Perez
and
David E. Guerrero
Universidad Complutense de Madrid - Colegio Universitario de Estudios Financieros (CUNEF)
and
Universidad Complutense de Madrid (UCM) - Colegio Universitario de Estudios Financieros (CUNEF)
Date Posted: March 03, 2012
Last Revised: April 13, 2012
Working Paper Series
177 downloads
Onshore and Offshore Hedge Funds: Are They Twins?
Bing Liang ,
George O. Aragon and
Hyuna Park
University of Massachusetts at Amherst - Department of Finance & Operations Management
,
Arizona State University (ASU) - Finance Department
and
Minnesota State University
Date Posted: March 03, 2012
Working Paper Series
106 downloads
Portfolio Selection with Mental Accounts and Background Risk
Journal of Banking and Finance, Vol. 36, No. 4, pp. 968-980, April 2012
Alexandre M. Baptista
George Washington University - School of Business
Date Posted: March 03, 2012
Accepted Paper Series
The Impact of Catastrophes on Insurer Stock Volatility
Journal of Risk and Insurance, Forthcoming
Christian J. Thomann
Leibniz University Hannover
Date Posted: March 03, 2012
Accepted Paper Series
The Relation between Related Party Transactions and Firm Performance: Emphasis on Corporate Governance Mechanisms
Nezamoddin Rahimian
and
Hamid Mohammadi
affiliation not provided to SSRN
and
Raja University of Qazvin
Date Posted: March 03, 2012
Working Paper Series
Forecasting Liquidity-Adjusted Intraday Value-at-Risk with Vine Copulas
Journal of Banking and Finance, Forthcoming
Gregor N. F. Weiss
and
Hendrik Supper
TU Dortmund University
and
Independent
Date Posted: March 02, 2012
Last Revised: May 05, 2013
Accepted Paper Series
150 downloads
High-Frequency Technical Trading: The Importance of Speed
Tinbergen Institute Discussion Paper 12-018/4
Martin L. Scholtus and
Dick J. C. van Dijk
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
and
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Date Posted: March 02, 2012
Working Paper Series
720 downloads
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