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Abstracts: 587,841
Full Text Papers: 488,128
Authors: 272,030
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  Last 12 months:
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Last 12 months: 10,306,150
Last 30 days: 850,525

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SSRN eLibrary Search Results
JEL Code: C1
2,329,567 Total downloads
Showing Papers 4,951 - 5,000 of 10,259
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1 2 3 4 ... 206 | Next >
   


Incl. Electronic Paper Pricing Bermudan Options Under Merton Jump-Diffusion Asset Dynamics
International Journal of Computer Mathematics, Forthcoming
Fei Cong and Cornelis W. Oosterlee
Delft University of Technology - Delft Institute of Applied Mathematics (DIAM) and Center for Mathematics and Computer Science (CWI)
Date Posted: January 31, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper IV, GMM or Likelihood Approach to Estimate Dynamic Panel Models When Either N or T or Both Are Large
USC-INET Research Paper No. 15-06
Cheng Hsiao and Junwei Zhang
University of Southern California - Department of Economics and University of Southern California
Date Posted: January 31, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Better Investing Through Factors, Regimes and Sensitivity Analysis
Cristian Homescu
Independent
Date Posted: January 30, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
UNSW Business School Research Paper No. 2015-01
Seojeong Jay Lee
UNSW Australia Business School, School of Economics
Date Posted: January 30, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Best Estimate Reporting with Asymmetric Loss
NHH Dept. of Business and Management Science Discussion Paper No. 2015/7
Jostein Lillestol and Richard Sinding-Larsen
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian University of Science and Technology (NTNU)
Date Posted: January 30, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Theory and Validation of Replicating Portfolios in Insurance Risk Management
Eric Beutner , Antoon Pelsser and Janina Schweizer
Maastricht School of Business and Economics , Maastricht University and Maastricht School of Business and Economics
Date Posted: January 30, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper The Difference between LSMC and Replicating Portfolio in Insurance Liability Modeling
Antoon Pelsser and Janina Schweizer
Maastricht University and Maastricht School of Business and Economics
Date Posted: January 30, 2015
Working Paper Series
4 downloads

Optimally Sampled Realized Range-Based Volatility Estimators
Research in International Business and Finance, Vol. 30, pp. 34-50, 2014

Date Posted: January 30, 2015
Accepted Paper Series

Incl. Electronic Paper The Free Boundary SABR: Natural Extension to Negative Rates
Alexandre Antonov , Michael Konikov and Michael Spector
Numerix , Numerix and Numerix
Date Posted: January 30, 2015
Working Paper Series
5 downloads

Nonparametric Realized Volatility Estimation in the International Equity Markets
International Review of Financial Analysis, Vol. 28, pp. 34-45, 2013
Dimitrios D. Thomakos
University of Peloponnese - School of Management and Economics
Date Posted: January 30, 2015
Accepted Paper Series

The Properties of Realized Correlation: Evidence from the French, German and Greek Equity Markets
The Quarterly Review of Economics and Finance, Vol. 50, pp. 273-290, 2010

Date Posted: January 29, 2015
Accepted Paper Series

Incl. Electronic Paper Persistent Impact of Macroeconomic Announcements in Financial Market Data
Nicolas Boitout and Radu Lupu
MarketScience and MarketScience
Date Posted: January 29, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper A New Class of Bivariate Threshold Cointegration Models
Biqing Cai , Jiti Gao and Dag Tjostheim
University of Bergen , Monash University - Department of Econometrics & Business Statistics and University of Bergen - Faculty of Mathematics and Natural Sciences
Date Posted: January 29, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper On-Line Learning and Forecast Combination in Unbalanced Panels
Econometric Reviews, Forthcoming
Kajal Lahiri , Huaming Peng and Yongchen Zhao
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics , State University of New York (SUNY) at Albany - Department of Economics and Towson University - Department of Economics
Date Posted: January 29, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Evidence of Stock Returns and Abnormal Trading Volume: A Quantile Regression Approach
Cathy W. S. Chen , Mike K. P. So and Thomas Chinan Chiang
Feng Chia University - Department of Statistics , Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management and Drexel University - Department of Finance
Date Posted: January 28, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Institutional Factors of Government Efficiency: Cross-Country Comparative Analysis
Higher School of Economics Research Paper No. WP BRP 22/PS/2014
Olga T. Gasparyan
National Research University Higher School of Economics
Date Posted: January 28, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Data Sparseness and Variance in Accounting Profitability
Tinbergen Institute Discussion Paper 15-014/VII
Spyridon Stavropoulos , Martijn J. Burger and Dimitris Skuras
University of Patras , Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Patras - Department of Economics
Date Posted: January 27, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Overleveraging, Financial Fragility and the Banking-Macro Link: Theory and Empirical Evidence
ZEW - Centre for European Economic Research Discussion Paper No. 14-110
Stefan Mittnik and Willi Semmler Sr.
Ludwig-Maximilians-Universität München and The New School - Department of Economics
Date Posted: January 27, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Microeconomic Models with Latent Variables: Applications of Measurement Error Models in Empirical Industrial Organization and Labor Economics
Yingyao Hu
Johns Hopkins University - Department of Economics
Date Posted: January 26, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Comparing Dynamic Equilibrium Economies to Data: A Bayesian Approach
FRB Atlanta Working Paper Series No. 2001-23a
Jesús Fernández-Villaverde and Juan Francisco Rubio-Ramirez
University of Pennsylvania - Department of Economics and Duke University - Department of Economics
Date Posted: January 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Informativeness of Stochastic Frontier and Programming Frontier Efficiency Scores: Cost Efficiency and Other Measures of Bank Holding Company Performance
FRB Atlanta Working Paper Series No. 99-23
Robert A. Eisenbeis , Gary D. Ferrier and Simon H. Kwan
Independent , University of Arkansas - Sam M. Walton College of Business and Federal Reserve Bank of San Francisco
Date Posted: January 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors
FRB Atlanta Working Paper Series No. 99-21
Lutz Kilian and Tao Zha
University of Michigan at Ann Arbor - Department of Economics and Federal Reserve Bank of Atlanta
Date Posted: January 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Measuring Immediate Price Impact Using Nonparametric Models
Manh Pham , Huu Nhan Duong and Paul Lajbcygier
Monash University - Department of Econometrics & Business Statistics , Monash University - Department of Accounting and Finance and Monash University - Department of Banking & Finance
Date Posted: January 25, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Hedge Fund Replication: A Model Combination Approach
Michael S. O'Doherty , N. Eugene Savin and Ashish Tiwari
University of Missouri at Columbia - Department of Finance , University of Iowa - Henry B. Tippie College of Business - Department of Economics and University of Iowa
Date Posted: January 25, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper A Bayesian Model to Predict Content Creation with Two-Sided Peer Influence in Content Platforms
Bin Zhang , Anjana Susarla and Ramayya Krishnan
University of Arizona , Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management and Carnegie Mellon University - H. John Heinz III School of Public Policy and Management
Date Posted: January 25, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper The Capacity of Local Governments to Improve Business Environment: Evidence from Serbia
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 32, No. 2, 2014, pp. 233-254,
Janković Milić Vesna , Jelena Stanković and Srdjan Marinkovic
University of Niš - Faculty of Economics , University of Niš - Faculty of Economics and University of Niš - Faculty of Economics
Date Posted: January 24, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Inference on Causal Effects in a Generalized Regression Kink Design
David Card , Zhuan Pei , David Lee and Andrea Weber
University of California, Berkeley - Department of Economics , Brandeis University , Princeton University and University of Mannheim
Date Posted: January 24, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Quality of Match for Statistical Matches Using the Consumer Expenditure Survey 2011 and Annual Social Economic Supplement 2011
Levy Economics Institute of Bard College Working Paper No. 830
Fernando Rios‐Avila
Bard College - The Levy Economics Institute
Date Posted: January 24, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper The Inequality-Growth Plateau
IZA Discussion Paper No. 8771
Daniel J. Henderson , Junhui Qian and Le Wang
University of Alabama , Shanghai Jiao Tong University and University of New Hampshire
Date Posted: January 24, 2015
Working Paper Series

Incl. Electronic Paper Inference on Causal Effects in a Generalized Regression Kink Design
IZA Discussion Paper No. 8757
David Card , David Lee , Zhuan Pei and Andrea Weber
University of California, Berkeley - Department of Economics , Princeton University , W.E. Upjohn Institute for Employment Research and University of Mannheim
Date Posted: January 24, 2015
Working Paper Series

Incl. Electronic Paper Robust Confidence Intervals for Average Treatment Effects Under Limited Overlap
IZA Discussion Paper No. 8758
Christoph Rothe
Columbia University
Date Posted: January 24, 2015
Working Paper Series

Incl. Electronic Paper Complete Analytical Solution of the American Style Option Pricing with Constant and Stochastic Volatilities: A Probability Density Function Approach
Alexander F. Izmailov and Brian Shay
Market Memory Trading L.L.C. and Market Memory Trading
Date Posted: January 24, 2015
Last Revised: January 25, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper QCA and Causal Inference: A Poor Match for Public Policy Research
Qualitative & Multi-Method Research, 12(1), 15-24
Sean Tanner
University of California, Berkeley
Date Posted: January 24, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper QCA is of Questionable Value for Policy Research
Policy and Society 33 (2014) 287–298,
Sean Tanner
University of California, Berkeley
Date Posted: January 24, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Identification of Lagged Duration Dependence in Multiple-Spell Competing Risks Models
Economics Letters, Vol. 106, No. 3, 2010
Guillaume Horny and Matteo Picchio
Banque de France and Department of Economic and Social Science, Marche Polytechnic University
Date Posted: January 23, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Risk, Uncertainty, and Profit for the Cyber Era: Model Risk Management of Cyber Insurance Models Using Quantitative Finance and Advanced Analytics
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 23, 2015
Last Revised: January 28, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper How Robust Is Robust Covariance? Evidence from International Portfolio Selection
Tsung-Wu Ho
Shih Hsin University
Date Posted: January 23, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Sklar's Theorem Revisited: An Elaboration of the Rüschendorf Transform Approach
Frank Oertel
Deloitte, FSI Assurance - Quantitative Services & Valuation
Date Posted: January 23, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Fuzzy Sets on Shaky Ground: Parameter Sensitivity and Confirmation Bias in fsQCA
Political Analysis (2015) 23:21-41
Chris Krogslund , Donghyun Danny Choi and Mathias Poertner
University of California, Berkeley , University of California, Berkeley and University of California, Berkeley - Charles and Louise Travers Department of Political Science
Date Posted: January 23, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper A Larger-N, Fewer Variables Problem? The Counterintuitive Sensitivity of QCA
Qualitative & Multi-Method Research, Spring 2014, Vol. 12, No. 1
Chris Krogslund and Katherine Michel
University of California, Berkeley and University of California, Berkeley
Date Posted: January 23, 2015
Accepted Paper Series
1 downloads

Incl. Electronic Paper Power, Composition, and Decision Making: The Behavioral Consequences of Institutional Reform on Brazil's Supremo Tribunal Federal
Journal of Law, Economics, and Organization, Forthcoming
Scott W Desposato , Matthew C. Ingram and Osmar P Lannes Jr.
University of California, San Diego , SUNY Albany and Chamber of Deputies, Brazil
Date Posted: January 23, 2015
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Moderating Political Extremism: Single Round vs Runoff Elections Under Plurality Rule
CEPR Discussion Paper No. DP10323
Massimo Bordignon , Tommaso Nannicini and Guido Tabellini
Universita Cattolica , Bocconi University - Department of Economics and Bocconi University - Department of Economics
Date Posted: January 23, 2015
Working Paper Series

Incl. Fee Electronic Paper Betting the House
CEPR Discussion Paper No. DP10305
Oscar Jorda , Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco , Free University of Berlin (FUB) and University of California, Davis - Department of Economics
Date Posted: January 23, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Testing for Systemic Risk Using Stock Returns
Paul H. Kupiec and Levent Guntay
American Enterprise Institute and Federal Deposit Insurance Corporation (FDIC)
Date Posted: January 22, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Robust Estimation and Moment Selection in Dynamic Fixed-Effects Panel Data Models
CentER Discussion Paper Series No. 2015-002
Pavel Cizek and Michele Aquaro
Tilburg University - Department of Econometrics & Operations Research and University of Warwick
Date Posted: January 21, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper A Network Perspective on the Dynamics of Market Structure for Outsourced IT Services: A Bayesian Inference Approach
Yingda Lu , Anjana Susarla , Kiron Ravindran and Deepa Mani
Rensselaer Polytechnic Institute , Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management , IE Business School and Indian School of Business (ISB), Hyderabad
Date Posted: January 20, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods
Milan Fičura and Jiri Witzany
University of Economics, Prague - Faculty of Finance and Accounting and University of Economics in Prague
Date Posted: January 20, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Asymmetric Exchange Rate Pass-Through Behavior over the Business Cycle
Luiggi Donayre and Irina B. Panovska
University of Minnesota - Duluth and Lehigh University
Date Posted: January 20, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Taylor Expansion Based Methods to Measure Credit Risk
Rubén García-Céspedes and Manuel Moreno
BBVA and University of Castilla-La Mancha
Date Posted: January 20, 2015
Working Paper Series
21 downloads


 

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