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JEL Code: C1
1,882,515 Total downloads
Showing Papers 641 - 690 of 8,582
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The Delivery Option in Credit Default Swaps EFA 2007 Ljubljana Meetings Paper
Rainer Pullirsch
,
Tanja Veza
and
Rainer Jankowitsch
Date Posted: May 22, 2006Last Revised: October 26, 2007533 downloads
An Intuitive Guide to Wavelets for Economists Bank of Finland Research Discussion Paper No. 1/2005
Patrick M. Crowley
Date Posted: August 30, 2005532 downloads
Forecasting Implied Volatility Surfaces University of St. Gallen, Department of Economics, Discussion Paper No. 2007-42
Francesco Audrino
and
Dominik Colangelo
Date Posted: November 25, 2007Last Revised: November 23, 2008531 downloads
Realized GARCH: A Joint Model of Returns and Realized Measures of Volatility
Peter Reinhard Hansen ,
Zhuo Huang
and
Howard Howan Stephen Shek
Date Posted: January 10, 2010Last Revised: November 01, 2010531 downloads
Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
Turan G. Bali ,
Robert F. Engle and
Yi Tang
Date Posted: June 23, 2012Last Revised: October 08, 2012530 downloads
Forward Regression for Ultra-High Dimensional Variable Screening
Hansheng Wang
Date Posted: April 10, 2009530 downloads
Log-concave Probability Distributions: Theory and Statistical Testing Duke University Dept of Economics Working Paper No. 95-03
Mark Yuying An
Date Posted: May 12, 1997530 downloads
Model Combination and Stock Return Predictability Swiss Finance Institute Research Paper No. 06-5
Matthias Hagmann-von Arx and
Joachim Loebb
Date Posted: July 05, 2006530 downloads
Pro-Cyclicality, Empirical Credit Cycles, and Capital Buffer Formation EFA 2003 Annual Conference Paper No. 211; Vrije University Finance Working Paper
Siem Jan Koopman ,
Andre Lucas and
Pieter Klaassen
Date Posted: July 27, 2003529 downloads
Brand Value, Preference and Customer Value Effects of Non-Conventional Utility Products: An Experimental Analysis in Mexican Market ITESM Working Paper No. 02/2006
Dr. Rajagopal
Date Posted: February 21, 2006528 downloads
Informed Trading and Option Spreads
Gautam Kaul ,
Mahendrarajah Nimalendran and
Donghang Zhang
Date Posted: May 19, 2004528 downloads
A Comparison of Alternative Bivariate Normal Probability Estimation Procedures for Compound and Min-Max Options Virginia Tech Working Paper No. 99-1
Senay Agca and
Don M. Chance
Date Posted: October 21, 1999527 downloads
A Framework for Economic Forecasting FRB International Finance Discussion Paper No. 626
Neil R. Ericsson and
Jaime Marquez
Date Posted: November 18, 1998526 downloads
A Maximum Likelihood Approach for Reject Inference in Credit Scoring Rotman School of Management Working Paper No. 07-05
Gongyue Chen
and
Thomas B. Astebro
Date Posted: December 29, 2005Last Revised: March 03, 2013526 downloads
Do National Patent Laws Stimulate Domestic Innovation in a Global Patenting Environment? A Cross-Country Analysis of Pharmaceutical Patent Protection, 1978-2002 Review of Economics and Statistics, Vol. 89, No. 3, 2007
Yi Qian
Date Posted: October 28, 2007Last Revised: January 02, 2008526 downloads
Asymmetric Capital Structure Adjustments: New Evidence from Dynamic Panel Threshold Models Journal of Empirical Finance, Forthcoming
Viet Anh Dang ,
Minjoo Kim and
Yongcheol Shin
Date Posted: August 05, 2009Last Revised: April 17, 2012525 downloads
Systematic Risk in Recovery Rates - An Empirical Analysis of U.S. Corporate Credit Exposures EFMA 2004 Basel Meetings Paper
Klaus Duellmann and
Monika Trapp
Date Posted: May 28, 2004524 downloads
IV Estimation with Valid and Invalid Instruments MIT Department of Economics Working Paper No. 03-26
Jinyong Hahn and
Jerry A. Hausman
Date Posted: August 07, 2003523 downloads
Security Bid/Ask Dynamics with Discreteness and Clustering: Simple Strategies for Modeling and Estimation
Joel Hasbrouck
Date Posted: February 15, 1998522 downloads
Evaluating Dynamic Strategies: The Free Lunch was No Banquet Boston College Working Paper
Eric Jacquier and
Tong Yao
Date Posted: January 27, 2003521 downloads
Validation of Simulation Models: Regression Analysis Revisited
Jack P. C. Kleijnen ,
Bert Bettonvil and
Willem J. H. van Groenendaal
Date Posted: November 26, 1996521 downloads
Bayesian Estimation of Dynamic Discrete Choice Models Econometrica, Vol. 77, No. 6, pp. 1865-1899, November 2009
Susumu Imai ,
Neelam Jain and
Andrew Ching
Date Posted: April 09, 2008Last Revised: December 28, 2009520 downloads
Estimating and Testing Fundamental Stock Prices: Evidence from Simulated Economies SFU Discussion Paper, Sauder School of Business Working Paper
R. Glen Donaldson and
Mark J. Kamstra
Date Posted: October 30, 2000520 downloads
Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications
Markus Junker
,
Alexander Szimayer and
Niklas Wagner
Date Posted: June 24, 2003520 downloads
Is Historical VAR a Reliable Tool for Relative Risk Measurement in the Colombian Stock Market?: An Empirical Analysis Using the Coefficient of Variation
Edgardo Cayon Fallon
and
Julio Sarmiento-Sabogal
Date Posted: February 11, 2004519 downloads
Set Identification in Models with Multiple Equilibria Review of Economic Studies, Vol. 78, No. 4, pp. 1264-1298, 2011
Alfred Galichon
and
Marc Henry
Date Posted: May 20, 2008Last Revised: November 04, 2011519 downloads
Fast Monte-Carlo Greeks for Financial Products with Discontinuous Pay-Offs
Jiun Hong Chan and
Mark S. Joshi
Date Posted: January 11, 2010Last Revised: November 28, 2010517 downloads
Parameter Uncertainty and the Credit Risk of Collateralized Debt Obligations
Erik Heitfield
Date Posted: July 31, 2008Last Revised: January 24, 2009516 downloads
Enhanced Credit Default Models for Heterogeneous SME Segments Journal of Financial Transformation, Forthcoming
Silvia Figini
,
Maria Elena De Giuli
and
Paolo Giudici
affiliation not provided to SSRN
and
University of Pavia - Faculty of Economics
Date Posted: March 24, 2009515 downloads
Very Fast and Correctly Sized Estimation of the BDS Statistic
Ludwig Kanzler
affiliation not provided to SSRN
Date Posted: March 20, 1999514 downloads
Construction of Multivariate Copulas and the Compatibility Problem
Christophe Laforge
Date Posted: January 10, 2007513 downloads
Estimating the Effects of Dormitory Living on Student Performance
Pedro de Araujo
and
James Murray
affiliation not provided to SSRN
Date Posted: February 21, 2010513 downloads
Funded Replication: Valuing with Stochastic Funding
Christian P. Fries
Date Posted: March 06, 2011Last Revised: April 14, 2011513 downloads
Risk Aversion and Herd Behavior in Financial Markets
J. P. Decamps and
Stefano Lovo
Date Posted: March 10, 2002513 downloads
Unit Roots and Cointegration in Panels IEPR Working Paper No. 05.32, CESifo Working Paper Series No. 1565
Jörg Breitung
and
M. Hashem Pesaran
Date Posted: September 02, 2005513 downloads
Jensen's Inequality, Parameter Uncertainty, and Multi-Period Investment Chicago Booth Research Paper No. 10-22, CRSP Working Paper
Mark Grinblatt and
Juhani T. Linnainmaa
Date Posted: June 23, 2010Last Revised: November 02, 2010512 downloads
Tails, Fears and Risk Premia Journal of Finance, Forthcoming, Economic Research Initiatives at Duke (ERID) Working Paper Paper No. 34
Tim Bollerslev and
Viktor Todorov
Date Posted: April 14, 2010Last Revised: January 26, 2011511 downloads
Dynamic Financial Analysis: Classification, Conception, and Implementation
Risk Management and Insurance Review, Forthcoming
Martin Eling
and
Thomas Parnitzke
Date Posted: December 13, 2005510 downloads
Hedge Fund Return Predictability Under the Magnifying Glass
Doron Avramov ,
Laurent Barras and
Robert Kosowski
Date Posted: August 01, 2010Last Revised: February 13, 2012509 downloads
The Blp Method of Demand Curve Estimation in Industrial Organization TRANSLATED INTO JAPANESE IN GENDAI KEIZAIGAKU 1, MIKURO-BUNSEKI, Isao Miura, Tohru Naito, eds., Tokyo: Keiso shobo Publisher, 2006
Eric Bennett Rasmusen
Date Posted: March 29, 2006Last Revised: June 08, 2010507 downloads
Spot-Futures Spread, Time-Varying Correlation, and Hedging with Currency Futures Journal of Futures Markets, Forthcoming
Donald D. Lien and
Li Yang
Date Posted: February 22, 2006506 downloads
Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?
Linda Allen ,
Turan G. Bali and
Yi Tang
Date Posted: June 12, 2010Last Revised: July 07, 2012504 downloads
Testing the Arbitrage Pricing Condition of APT
Kim R. Sawyer and
André Gygax
Date Posted: July 13, 2006504 downloads
Predicting Securities Fraud Settlements and Amounts: A Hierarchical Bayesian Model of Federal Securities Class Action Lawsuits Journal of Empirical Legal Studies, Vol. 9, Pg. 482, Sept. 2012, U of Penn, Inst for Law & Econ Research Paper No. 12-20
Blakeley B. McShane
,
Oliver P. Watson
,
Tom Baker and
Sean J. Griffith
affiliation not provided to SSRN
,
University of Pennsylvania Law School
and
Fordham University School of Law
Date Posted: April 30, 2012Last Revised: July 26, 2012503 downloads
The Pricing of Portfolio Credit Risk BIS Working Paper No. 214
Nikola A. Tarashev
and
Haibin Zhu
Date Posted: August 24, 2006503 downloads
Estimation of Copula Models for Time Series of Possibly Different Lengths U of California, Econ. Disc. Paper No. 2001-17
Andrew J. Patton
Date Posted: December 11, 2001502 downloads
Truncation and Acceleration of the Tian Tree for the Pricing of American Put Options
Ting Chen
and
Mark S. Joshi
Date Posted: March 09, 2010502 downloads
What Moves Stock Prices? Evidence that UK Stock Prices Deviate from Fundamentals
David E. Allen and
Wenling Joey Yang
Date Posted: December 11, 2000502 downloads
Stochastic Dominance Test for Risk Seekers: An Application to
Oil Spot and Futures Markets
Hooi Hooi Lean
,
Wing-Keung Wong
and
Michael McAleer
Date Posted: July 17, 2006501 downloads
The Next Generation of Default Prediction Models: Incorporating Signal Strength and Dependency
Andreas Bloechlinger
Date Posted: January 03, 2008Last Revised: March 04, 2013500 downloads
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