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Abstracts: 489,423
Full Text Papers: 398,298
Authors: 228,729
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To date: 66,741,858
Last 12 months: 11,229,174
Last 30 days: 844,246

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SSRN eLibrary Search Results
JEL Code: C15
369,788 Total downloads
Showing Papers 481 - 530 of 1,762
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Incl. Electronic Paper Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects
Banque de France Working Paper No. 202
Vassilis Hajivassiliou and Frederique Savignac
London School of Economics & Political Science (LSE) - Department of Economics and University Paris-Est Créteil (UPEC)
Date Posted: September 22, 2010
Working Paper Series
41 downloads

Incl. Electronic Paper Cardinality versus q-Norm Constraints for Index Tracking
Bjoern Fastrich , Sandra Paterlini and Peter Winker
University of Giessen - Department of Economics , EBS Universität für Wirtschaft und Recht and University of Giessen - Department of Economics
Date Posted: September 21, 2010
Working Paper Series
126 downloads

Incl. Electronic Paper Liquidity-Adjusted Market Risk Measures with Stochastic Holding Period
Damiano Brigo and Claudio Nordio
Department of Mathematics, Imperial College, London and Banco Popolare
Date Posted: September 21, 2010
Last Revised: October 22, 2010
Working Paper Series
166 downloads

Incl. Electronic Paper Multidimensional Poverty and Social Politics in Benin (Pauvreté Multidimensionnelle Et Politiques Sociales AU Bénin)
Poverty and Economic Policy Research Network Working Paper No. PMMA-2009-03
Cosme Vodounou
Institut National de la Statistique et de l'Analyse Economique (INSAE)
Date Posted: September 18, 2010
Working Paper Series
14 downloads

Incl. Electronic Paper Completing CVA and Liquidity: Firm-Level Positions and Collateralized Trades
Chris Kenyon
Lloyds Banking Group - Wholesale Banking & Markets
Date Posted: September 17, 2010
Working Paper Series
237 downloads

Incl. Electronic Paper Performance, Stock Selection and Market Timing of the German Equity Mutual Fund Industry
Keith Cuthbertson and Dirk Nitzsche
City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Date Posted: September 17, 2010
Working Paper Series
129 downloads

Incl. Electronic Paper Dating the Timeline of Financial Bubbles During the Subprime Crisis
Cowles Foundation Discussion Paper No. 1770
Peter C. B. Phillips and Jun Yu
Yale University - Cowles Foundation and Singapore Management University
Date Posted: September 14, 2010
Working Paper Series
375 downloads

Incl. Electronic Paper Robust Value at Risk Prediction: Appendix
Loriano Mancini and Fabio Trojani
Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute
Date Posted: September 12, 2010
Working Paper Series
104 downloads

Incl. Electronic Paper Hitting Streaks Don't Obey Your Rules: Evidence that Hitting Streaks Aren't Just By-Products of Random Variations
Chance, Vol. 23, No. 4, pp. 52-57, 2010
Trent McCotter
University of North Carolina (UNC) at Chapel Hill - School of Law
Date Posted: September 09, 2010
Last Revised: January 31, 2011
Accepted Paper Series
58 downloads

Incl. Electronic Paper Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?
CentER Discussion Paper Series No. 2010-95
Bart Cockx and Matteo Picchio
Ghent University - Sherppa - Faculty of Economics and Business Administration and Department of Economic and Social Science, Marche Polytechnic University
Date Posted: September 03, 2010
Working Paper Series
15 downloads

Incl. Electronic Paper What is the Cost of Low Participation in French Timber Auctions?
Document de recherche du LAMETA DR No. 2010-08
Raphaele Preget and Patrick Waelbroeck
National Institute for Agricultural Research (INRA) - UMR Economie Publique and Telecom ParisTech
Date Posted: September 03, 2010
Working Paper Series
18 downloads

The Volatility of Market Returns: A Comparative Study of GCC Markets, Oil, UK & USA
Abdallah Fayyad and Kevin Daly
affiliation not provided to SSRN and University of Western Sydney - Department of Economics & Finance
Date Posted: September 01, 2010
Working Paper Series

Efficient Resource Allocation Via Efficiency Bootstraps: An Application to R&D Project Budgeting
Operations Research, Vol. 59, No. 3, pp. 729-741, 2011
Chien-Ming Chen and Joe Zhu
Nanyang Technological University (NTU) - Nanyang Business School and affiliation not provided to SSRN
Date Posted: August 31, 2010
Last Revised: May 10, 2013
Accepted Paper Series

Incl. Electronic Paper Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much
Swiss Finance Institute Research Paper No. 11-33
Fabio Trojani , Christian Wiehenkamp and Jan Wrampelmeyer
Swiss Finance Institute , RiskLab GmbH and University of St. Gallen
Date Posted: August 30, 2010
Last Revised: June 11, 2013
Working Paper Series
255 downloads

Incl. Electronic Paper Non-Linear DSGE Models and the Central Difference Kalman Filter
Martin M. Andreasen
University of Aarhus
Date Posted: August 29, 2010
Last Revised: September 14, 2011
Working Paper Series
157 downloads

Incl. Electronic Paper Multivariate Option Pricing with Time Varying Volatility and Correlations
J. V. K. Rombouts and Lars Stentoft
HEC Montreal and HEC Montréal - Department of Finance
Date Posted: August 26, 2010
Working Paper Series
46 downloads

Incl. Electronic Paper A Revised Trade-to-Trade Model for All Levels of Trading Thinness in Event Studies
23rd Australasian Finance and Banking Conference 2010 Paper
Warwick W. Anderson
University of Canterbury
Date Posted: August 25, 2010
Working Paper Series
92 downloads

Incl. Electronic Paper Multi-Asset Class Portfolio Optimisation Using a Belief Rule-Based System
Yu-Wang Chen , Jian-Bo Yang , Dong-Ling Xu , Dongxu Zhang , Simon Acomb and Ser-Huang Poon
University of Manchester - Manchester Business School , University of Manchester - Manchester Business School , University of Manchester - Manchester Business School , University of Manchester - Manchester Business School , Acomb Financial Research Limited and University of Manchester - Business School
Date Posted: August 24, 2010
Working Paper Series
61 downloads

Incl. Electronic Paper Macroprudential Capital Requirements and Systemic Risk
Celine Gauthier , Alfred Lehar and Moez Souissi
Government of Canada - Bank of Canada , University of Calgary - Haskayne School of Business and Government of Canada - Bank of Canada
Date Posted: August 23, 2010
Last Revised: December 23, 2010
Working Paper Series
507 downloads

Incl. Electronic Paper Treating Measurement Error in Tobin’s Q
Simon School Working Paper No. FR 10-27
Timothy Erickson and Toni M. Whited
U.S. Department of Labor - Bureau of Labor Statistics and University of Rochester - Simon Graduate School of Business
Date Posted: August 23, 2010
Last Revised: October 24, 2011
Working Paper Series
931 downloads

Earnings Sharing in the U.S. Social Security System: A Microsimulation Analysis of Future Female Retirees
The Gerontologist, Vol. 50, No. 4, pp. 495-508, 2010
Howard Iams , Gayle Reznik and Christopher R. Tamborini
U.S. Social Security Administration , U.S. Social Security Administration and U.S. Social Security Administration
Date Posted: August 21, 2010
Accepted Paper Series

Incl. Electronic Paper Nonparametric Estimation of the Volatility Under Microstructure Noise: Wavelet Adaptation
Marc Hoffmann , Axel Munk and Johannes Schmidt-Hieber
affiliation not provided to SSRN , Georg-August-Universitaet. Institut fuer Mathematische Stochastik and Georg-August-Universitaet. Institut fuer Mathematische Stochastik
Date Posted: August 21, 2010
Working Paper Series
49 downloads

Incl. Electronic Paper Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis
Economics of Education Review, Vol. 31, Issue 5, pp. 515-523
Lennart F. Hoogerheide , Joern Block and Roy Thurik
Vrije Universiteit Amsterdam - Dept. of Econometrics , University of Trier - Faculty of Management and Erasmus University Rotterdam (EUR) - Centre for Advanced Small Business Economics (CASBEC)
Date Posted: August 15, 2010
Last Revised: January 05, 2013
Accepted Paper Series
37 downloads

Incl. Electronic Paper Path-Dependent Options Pricing: A Quasi Monte Carlo Simulation Approach with MATLAB
Jay Au Yeung
Chinese University of Hong Kong (CUHK)
Date Posted: August 15, 2010
Last Revised: October 18, 2010
Working Paper Series
468 downloads

Incl. Electronic Paper Estimating the Effects of Recent Disability Reforms in the Netherlands
Jan-Maarten van Sonsbeek and Raymond H. J. M. Gradus
UWV and Vrije Universiteit Amsterdam
Date Posted: August 10, 2010
Last Revised: January 22, 2013
Working Paper Series
82 downloads

Incl. Electronic Paper Minimum Distance Estimation for a Class of Markov Decision Processes
Sorawoot Srisuma
University of Cambridge - Faculty of Economics and Politics
Date Posted: August 08, 2010
Working Paper Series
33 downloads

Incl. Electronic Paper Income Distribution in a Stock-Flow-Consistent Model with Education and Technological Change
Eastern Economic Journal, Forthcoming
Stephen Kinsella , Edward Nell and Matthias Greiff
University of Limerick , The New School - Department of Economics and University of Giessen - Department of Economics
Date Posted: August 07, 2010
Accepted Paper Series
25 downloads

Incl. Electronic Paper Inference for Vast Dimensional Elliptical Distributions
Yves Dominicy , Hiroaki Ogata and David Veredas
Université libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES , Waseda University and Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Date Posted: August 06, 2010
Last Revised: April 19, 2012
Working Paper Series
137 downloads

Incl. Electronic Paper Jump-Robust Volatility Estimation Using Nearest Neighbor Truncation
FRB of New York Staff Report No. 465
Torben G. Andersen , Dobrislav Dobrev and Ernst Schaumburg
Northwestern University - Kellogg School of Management , Federal Reserve Board and Federal Reserve Banks - Federal Reserve Bank of New York
Date Posted: August 05, 2010
Working Paper Series
61 downloads

The Advantages of Using Quarterly Returns for Long-Term Event Studies
Review of Quantitative Finance and Accounting, Forthcoming
Ronald Bremer , Bonnie Buchanan and Philip C. English
Texas Tech University , Seattle University - Albers School of Business and Economics and American University - Kogod School of Business
Date Posted: August 02, 2010
Accepted Paper Series

Incl. Electronic Paper Business and Regulation on New Access Generation Networks - An Approach to the Spanish Case using Real Options (Spanish)
Fernando Gallardo and Teodosio Perez Amaral
Independent University of Madrid and Complutense University of Madrid - Facultad de Económicas y Empresariales
Date Posted: July 29, 2010
Working Paper Series
87 downloads

The Timing of Daily Demand for Goods and Services - Microsimulation Policy Results of an Aging Society, Increasing Labour Market Flexibility, and Extended Public Childcare in Germany
Journal of Consumer Policy, Vol. 33, No. 2, pp. 119-141, June 2010
Rafael Rucha , Dominik Hanglberger and Joachim Merz
Research Institute on Professions , Leuphana Universität Lüneburg and Research Institute on Professions
Date Posted: July 27, 2010
Accepted Paper Series

Incl. Electronic Paper Low-Bias Simulation Scheme for the Heston Model by Inverse Gaussian Approximation
Shu Tong Tse and Justin W. L. Wan
University of Waterloo and affiliation not provided to SSRN
Date Posted: July 19, 2010
Last Revised: July 25, 2010
Working Paper Series
150 downloads

Incl. Electronic Paper Spatial, Temporal, and Spatiotemporal Autoregressive Probit Models of Binary Outcomes: Estimation, Interpretation, and Presentation
APSA 2010 Annual Meeting Paper
Robert J. Franzese Jr. , Jude C. Hays and Lena M. Schaffer
University of Michigan , University of Pittsburgh and ETH Zürich
Date Posted: July 19, 2010
Last Revised: September 15, 2010
Working Paper Series
149 downloads

Incl. Electronic Paper Intangibles, Can They Explain the Dispersion in Return Rates?
DIW Berlin Discussion Paper No. 1018
Bernd Görzig and Martin Gornig
German Institute for Economic Research (DIW Berlin) - Innovation, Management, Service and German Institute for Economic Research (DIW Berlin)
Date Posted: July 15, 2010
Working Paper Series
45 downloads

Incl. Electronic Paper Dynamic Model of Pension Savings Management with Stochastic Interest Rates and Stock Returns
Igor Melichercik and Daniel Sevcovic
Comenius University - Faculty of Mathematics, Physics and Informatics; Department of Applied Mathematics and Statistics and Comenius University - Faculty of Mathematics, Physics and Informatics
Date Posted: July 08, 2010
Last Revised: March 28, 2011
Working Paper Series
38 downloads

Incl. Electronic Paper The Growth-Volatility Relationship: New Evidence Based on Stochastic Volatility in Mean Models
Banque de France Working Paper No. 285
Matthieu Lemoine and Christophe Mougin
Banque de France and Banque de France
Date Posted: July 06, 2010
Working Paper Series
26 downloads

Incl. Electronic Paper Dynamic Capital Structure Adjustment and the Impact of Fractional Dependent Variables
Ralf Elsas and David Florysiak
Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management) and Ludwig Maximilians University of Munich - Faculty of Business Administration (Munich School of Management)
Date Posted: July 01, 2010
Last Revised: September 10, 2012
Working Paper Series
427 downloads

Incl. Electronic Paper Monte Carlo Simulation of Damage by Disaster: A Case Study in West Bengal
Tuhin K. Das and Ivy Das Gupta
Jadavpur University and Jadavpur University
Date Posted: July 01, 2010
Last Revised: July 25, 2010
Working Paper Series
102 downloads

Incl. Electronic Paper The Evolution of Secularization: Cultural Transmission, Religion and Fertility Theory, Simulations and Evidence
IZA Discussion Paper No. 4980
Ronen Bar-El , Teresa García-Muñoz , Shoshana Neuman and Yossef Tobol
Open University of Israel , University of Granada - Campus La Cartuja , Bar Ilan University - Department of Economics and Bar Ilan University - Interdisciplinary Department of Social Studies
Date Posted: June 29, 2010
Working Paper Series
14 downloads

Incl. Electronic Paper Attributing Systemic Risk to Individual Institutions
BIS Working Paper No. 308
Nikola A. Tarashev , Claudio E. V. Borio and Kostas Tsatsaronis
Bank for International Settlements (BIS) - Monetary and Economic Department , Bank for International Settlements (BIS) - Research and Policy Analysis and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: June 28, 2010
Last Revised: January 10, 2013
Working Paper Series
481 downloads

Incl. Electronic Paper Bayesian Estimation of Cox Models with Non-Nested Random Effects: An Application to the Ratification of ILO Conventions by Developing Countries
Annales d’Economie et de Statistique, Forthcoming, Banque de France Working Paper No. 249,
Bernhard Boockmann , Dragana Djurdjevic , Guillaume Horny and Francois Laisney
Center for European Economic Research (ZEW) , University of St. Gallen , University of Strasbourg - Bureau of Economic Theory and Application (BETA) and Universite Louis Pasteur - BETA-Theme
Date Posted: June 27, 2010
Accepted Paper Series
19 downloads

Incl. Electronic Paper Comparing the Ability of MS Excel and R While Simulating from Poisson Distribution
Assam University Journal of Science and Technology, Vol. 4, No. 2, pp.1-6, 2009
Kishore K. Das , Tanushree Deb Roy and Dibyojyoti Bhattacharjee
Gauhati Univesity - Department of Statistics , affiliation not provided to SSRN and Assam University
Date Posted: June 27, 2010
Accepted Paper Series
51 downloads

Incl. Electronic Paper Minimum Distance Estimation and Testing of DSGE Models from Structural VARs
Banque de France Working Paper No. 245
Patrick Feve , Julien Matheron and Jean-Guillaume Sahuc
University of Toulouse 1 - Toulouse School of Economics (TSE) , Banque de France and Banque de France - Centre de Recherche
Date Posted: June 27, 2010
Working Paper Series
14 downloads

Incl. Electronic Paper On Use of Simulation Technique to Augment the Reliability of a System
The Aligarh Journal of Statistics, Vol. 26, pp. 1-7, 2006
Dibyojyoti Bhattacharjee
Assam University
Date Posted: June 27, 2010
Accepted Paper Series
12 downloads

Incl. Electronic Paper Solving a Problem of Reliability for Fixed Time Using Monte Carlo Technique
Gujrat Statistical Review, Vol. 30, pp. 67-76, 2003
Dibyojyoti Bhattacharjee
Assam University
Date Posted: June 26, 2010
Accepted Paper Series
21 downloads

Asset Backed Securities: Risks, Ratings and Quantitative Modelling
Henrik Jönsson and Wim Schoutens
European Institute for Statistics, Probability, Operations Research and their Applications (EURANDOM) and KU Leuven - Department of Mathematics
Date Posted: June 22, 2010
Working Paper Series

Incl. Electronic Paper Fast Valuation and Calibration of Credit Default Swaps Under Levy Dynamics
Fang Fang , Henrik Jönsson , Cornelis W. Oosterlee and Wim Schoutens
Delft University of Technology , European Institute for Statistics, Probability, Operations Research and their Applications (EURANDOM) , Center for Mathematics and Computer Science (CWI) and KU Leuven - Department of Mathematics
Date Posted: June 22, 2010
Working Paper Series
85 downloads

Incl. Electronic Paper Pricing Constant Maturity Credit Default Swaps Under Jump Dynamics
Journal of Credit Risk Vol. 5, No. 1, pp. 1-21, 2009
Henrik Jönsson and Wim Schoutens
European Institute for Statistics, Probability, Operations Research and their Applications (EURANDOM) and KU Leuven - Department of Mathematics
Date Posted: June 22, 2010
Accepted Paper Series
52 downloads

Incl. Electronic Paper Simulation-Based Excess Return Model for Real Estate Development: A Practical Monte Carlo Simulation-Based Method for Quantitative Risk Management and Project Valuation for Real Estate Development Projects Illustrated with a High-Rise Office Development Case Study
Journal of Property Investment and Finance, Vol. 29, No. 2, 2011
David J. Gimpelevich
Mid-Market Securities, LLC
Date Posted: June 19, 2010
Last Revised: December 26, 2010
Accepted Paper Series
191 downloads


 

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