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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 623,563
Full Text Papers: 519,638
Authors: 287,759
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  Last 12 months:
62,786

Paper Downloads:
To date: 89,283,923
Last 12 months: 11,714,509
Last 30 days: 832,533

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292,904
Total References: 9,075,589
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Total Citation
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5,879,321
Papers with
  Resolved
  Footnotes:
94,282
Total Footnotes: 9,170,091


SSRN eLibrary Search Results
JEL Code: G13
2,240,182 Total downloads
Showing Papers 721 - 770 of 5,849
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1 2 3 4 ... 117 | Next >
   


Incl. Electronic Paper Intermediation and Pricing in Tri-Party Repo Market
Zhaogang Song
Board of Governors of the Federal Reserve System
Date Posted: August 24, 2015
Working Paper Series
69 downloads

Incl. Electronic Paper Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets
Simone Farinelli and Luisa Tibiletti
Core Dynamics GmbH and University of Turin - Department of Management
Date Posted: August 22, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Conquering Misperceptions about Commodity Futures Investing
Claude B. Erb and Campbell R. Harvey
TR and Duke University - Fuqua School of Business
Date Posted: August 21, 2015
Last Revised: August 22, 2015
Working Paper Series
163 downloads

Incl. Electronic Paper Evaluating the Use of Double Asian Options in Volatile Markets
Angelo Joseph and Jan Walters Kruger
University of South Africa - School of Business Leadership and University of South Africa - Graduate School of Business Leadership (SBL)
Date Posted: August 20, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Estimating the Risk of Joint Defaults: An Application to Central Bank Collateralized Lending Operations
Dariusz Gatarek and Juliusz Jablecki
Polish Academy of Sciences and National Bank of Poland
Date Posted: August 19, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper FX Modelling in Collateralized Markets: Foreign Measures, Basis Curves, and Pricing Formulae
Nicola Moreni and Andrea Pallavicini
Banca IMI and Banca IMI
Date Posted: August 19, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper The Term Structure of the Price of Variance Risk
FRB of New York Working Paper No. FEDNSR736
Marianne Andries , Thomas M. Eisenbach , Martin C. Schmalz and Yichuan Wang
University of Toulouse 1 - Toulouse School of Economics (TSE) , Federal Reserve Banks - Federal Reserve Bank of New York , University of Michigan, Stephen M. Ross School of Business and University of Michigan at Ann Arbor
Date Posted: August 18, 2015
Working Paper Series
18 downloads

Incl. Electronic Paper Supplementary Material for 'The Tradability Premium on the S&P 500 Index'
Peng Xu , Christian Gourieroux and Joann Jasiak
ESSEC Business School , University of Toronto - Department of Economics and York University - Department of Economics
Date Posted: August 18, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Convertible Bonds and Bank Risk-Taking
De Nederlandsche Bank Working Paper No. 480
Natalya Martynova and Enrico C. Perotti
De Nederlandsche Bank - Research Department and University of Amsterdam - Finance Group
Date Posted: August 15, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper The Effect of Settlement Rules on Trading Behavior
Esen Onur and David Reiffen
Commodity Futures Trading Commission (CFTC) and U.S. Commodity Futures Trading Commission (CFTC)
Date Posted: August 13, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper When a Buyer Gets Cold Feet: What is the Value of a Bidder Termination Provision in a Takeover?
Hamed Mahmudi , Aazam Virani and Xiaofei Zhao
University of Oklahoma - Division of Finance , University of Arizona - Department of Finance and University of Texas at Dallas - Jindal School of Management
Date Posted: August 11, 2015
Last Revised: August 12, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Buyouts Under the Threat of Preemption
Monika Tarsalewska
University of Exeter Business School
Date Posted: August 08, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Pricing Asian Options Under Fractional Volatility Models

Date Posted: August 08, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Liquidity Effects and FFA Returns in the International Shipping Derivatives Market
Alizadeh A., Kappou K., Tsouknidis D.A. and Visvikis I., 2015. Liquidity eff ects and FFA returns in the international shipping derivatives market. Transportation Research Part E: Logistics and Transportation Review 76, 58-75.
Amir H. Alizadeh , Konstantina Kappou , Dimitrios A. Tsouknidis and Ilias Visvikis
City University London - Sir John Cass Business School , University of Reading - ICMA Centre , University of Bradford - School of Management and World Maritime University
Date Posted: August 07, 2015
Accepted Paper Series
4 downloads

Incl. Electronic Paper Bidirectional Causality in Oil and Gas Markets
Energy Economics, Volume 42, March 2014, Pages 325-331
Marketa Halova Wolfe and Robert Rosenman
Skidmore College - Department of Economics and Washington State University
Date Posted: August 07, 2015
Accepted Paper Series
16 downloads

Incl. Electronic Paper The Term Structure of the Price of Variance Risk
FRB of New York Staff Report No. 736
Marianne Andries , Thomas M. Eisenbach , Martin C. Schmalz and Yichuan Wang
University of Toulouse 1 - Toulouse School of Economics (TSE) , Federal Reserve Banks - Federal Reserve Bank of New York , University of Michigan, Stephen M. Ross School of Business and University of Michigan at Ann Arbor
Date Posted: August 07, 2015
Working Paper Series
40 downloads

Incl. Electronic Paper A Theory of Equilibrium Market Micro-Structure: The Split Market Paradigm and the $1 Trillion Black Hole
James Kurt Dew
Tecnológico de Monterrey
Date Posted: August 07, 2015
Last Revised: August 27, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Incremental Default Risk (IDR): Modeling Framework for the 'Basel 4' Risk Measure
Sascha Wilkens and Mirela Predescu
BNP Paribas, London and BNP Paribas, London
Date Posted: August 02, 2015
Working Paper Series
49 downloads

Incl. Electronic Paper Interest-Rate Modeling in Collateralized Markets: Multiple Curves and Credit-Liquidity Effects
Giacomo Bormetti , Damiano Brigo , Marco Francischello and Andrea Pallavicini
Scuola Normale Superiore , Imperial College London - Department of Mathematics , Imperial College London - Department of Mathematics and Banca IMI
Date Posted: July 31, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Latent Jump Diffusion Factor Estimation for Commodity Futures
M. A. H. Dempster , Elena Medova and Ke Tang
University of Cambridge - Centre for Financial Research , University of Cambridge - Centre for Financial Research and Tsinghua University - School of Economics & Management
Date Posted: July 30, 2015
Working Paper Series
10 downloads

Testing the Transparency Implications of Mandatory IFRS Adoption: The Spread/Maturity Relation of Credit Default Swaps
Management Science, Forthcoming
Gauri Bhat , Jeffrey L. Callen and Dan Segal
Southern Methodist University (SMU) , University of Toronto - Rotman School of Management and Interdisciplinary Center (IDC) Herzliyah
Date Posted: July 30, 2015
Accepted Paper Series

Incl. Electronic Paper Marx's Theory of Money and 21st-Century Macrodynamics
Levy Economics Institute, Working Papers Series Paper No. 841
Tai Young-Taft
Bard College - The Levy Economics Institute
Date Posted: July 28, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper An Improved Pairs Trading Strategy Based on Switching Regime Volatility
Marco Bee and Giulio Gatti
University of Trento - Department of Economics and Management and University of Trento - Department of Economics and Management
Date Posted: July 27, 2015
Working Paper Series
230 downloads

Incl. Electronic Paper Analyzing Equilibrium in Incomplete Markets with Model Uncertainty
Daisuke Yoshikawa
Hokkai-Gakuen University
Date Posted: July 27, 2015
Working Paper Series
11 downloads

Interest Rate Curve Interpolations and Their Assessment Via Hedge Simulations
Christian P. Fries and Christoph Plum
LMU Munich, Department of Mathematics and Ludwig Maximilian University of Munich - Department of Mathematics
Date Posted: July 26, 2015
Working Paper Series

Incl. Electronic Paper Financial Jeorpardy
Robert H. Smith School Research Paper No. RHS 2635635
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: July 26, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Risk Premia in Option Markets
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: July 26, 2015
Working Paper Series
189 downloads

Incl. Electronic Paper Acceptability Bounds for Forward Starting Options Using Disciplined Convex Programming
Dilip B. Madan and King Wang
University of Maryland - Robert H. Smith School of Business and Morgan Stanley
Date Posted: July 26, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Portfolio Theory for Squared Returns Correlated Across Time
Ernst Eberlein and Dilip B. Madan
University of Freiburg and University of Maryland - Robert H. Smith School of Business
Date Posted: July 26, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Three Non-Gaussian Models of Dependence in Returns
Dilip B. Madan
University of Maryland - Robert H. Smith School of Business
Date Posted: July 26, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Adjusting Exponential Levy Models Towards the Simultaneous Calibration of Market Prices for Crash Cliquets
Peter Carr , Ajay Khanna and Dilip B. Madan
New York University (NYU) - Courant Institute of Mathematical Sciences , New York University (NYU) and University of Maryland - Robert H. Smith School of Business
Date Posted: July 26, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Hedging Insurance Books
Dilip B. Madan , Peter Carr , Wim Schoutens and Michael Melamed
University of Maryland - Robert H. Smith School of Business , New York University (NYU) - Courant Institute of Mathematical Sciences , KU Leuven - Department of Mathematics and Independent
Date Posted: July 26, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Dynamic Conic Hedging for Competitiveness
Robert H. Smith School Research Paper No. RHS 2635600
Dilip B. Madan , Martijn Pistorius and Wim Schoutens
University of Maryland - Robert H. Smith School of Business , Imperial College London and KU Leuven - Department of Mathematics
Date Posted: July 25, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Optimum Weighting for the Least Squares Monte Carlo Approach to American Options Under the CEV Model
Jason Barden and Karl Jenkins
Cranfield University and Independent
Date Posted: July 25, 2015
Working Paper Series
14 downloads

An Algorithmic Model for Retail Credit Portfolio Segmentation
Journal of Risk Model Validation, Vol. 7, No. 2, 2013
Andy Jia-Yuh Yeh
National Taiwan University
Date Posted: July 25, 2015
Last Revised: August 17, 2015
Accepted Paper Series

Incl. Electronic Paper Conditional-Exchange Option
Tumellano Sebehela
Sebehela Inc
Date Posted: July 23, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Pricing Vanilla Options with Cash Dividends
Timothy Klassen
PFT Analytics
Date Posted: July 23, 2015
Working Paper Series
112 downloads

Incl. Electronic Paper A Quasi-Bounded Model for Swiss Franc's One-Sided Target Zone During 2011-2015
HKIMR Working Paper No.15/2015
C. H. Hui , Chi-Fai Lo and Tom Fong
Hong Kong Monetary Authority - Research Department , The Chinese University of Hong Kong and Hong Kong Monetary Authority
Date Posted: July 21, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Assessing Default Risks for Chinese Firms: A Lost Cause?
IMF Working Paper No. 15/140
Daniel Law and Shaun K. Roache
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: July 21, 2015
Working Paper Series
54 downloads

Incl. Electronic Paper A Smiling Bear in the Equity Options Market and the Cross-Section of Stock Returns
Hye-hyun Park , Baeho Kim and Hyeongsop Shim
Korea University Business School (KUBS) , Korea University Business School (KUBS) and Ulsan National Institute of Science and Technology
Date Posted: July 20, 2015
Working Paper Series
63 downloads

Incl. Electronic Paper A Jump and Smile Ride: Continuous and Jump Variance Risk Premia in Option Pricing
Dario Alitab , Giacomo Bormetti and Adam Aleksander Majewski
Scuola Normale Superiore , Scuola Normale Superiore and Scuola Normale Superiore
Date Posted: July 17, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Foreign Exchange Markets with Last Look
Álvaro Cartea and Sebastian Jaimungal
University College London and University of Toronto - Department of Statistics
Date Posted: July 15, 2015
Last Revised: July 24, 2015
Working Paper Series
104 downloads

Incl. Electronic Paper To Reduce Financial Institutions’ Systemic Importance, Create Safer, Simpler Alternatives to the Over-the-Counter Instruments and Markets
James Kurt Dew
Tecnológico de Monterrey
Date Posted: July 15, 2015
Last Revised: August 19, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Quantum Gates and Quantum Circuits of Stock Portfolio
Ovidiu Sorin Racorean
Academy of Economic Studies
Date Posted: July 15, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Stochastic Expectations: Good Mathematics, Bad Economics
Robert G. James
California State University, Chico
Date Posted: July 12, 2015
Working Paper Series
46 downloads

Incl. Electronic Paper Staggered Boards and Private Benefits of Control
Oğuzhan Karakaş and Mahdi Mohseni
Boston College - Department of Finance and Texas A&M University - Department of Finance
Date Posted: July 11, 2015
Last Revised: August 10, 2015
Working Paper Series
50 downloads

Incl. Electronic Paper Switching to Non-Affine Stochastic Volatility: A Closed-Form Expansion for the Inverse Gamma Model
Nicolas Langrené , Geoffrey Lee and Zili Zhu
Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) , Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation) and Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation)
Date Posted: July 10, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper A Decomposition of Empirical Distributions with Applications to the Valuation of Derivative Assets
Multinational Finance Journal, Vol. 6, No. 2, p. 99-130, 2002
Mondher Bellalah and Marc Lavielle
Universite de Cergy-Pontoise and University of Paris 11 Sud - Department of Mathematics
Date Posted: July 08, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Exponential-Affine Approximations of Macro-Finance Models with Nonlinear Habits
Pierlauro Lopez , David Lopez-Salido and Francisco Vazquez-Grande
Banque de France , Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Date Posted: July 05, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Liquidity and Volatility in the Chinese Commodity Futures Market: Evidence from Intraday Data
Ying Jiang , Shamim Ahmed and Xiaoquan Liu
University of Nottingham Ningbo , Nottingham University Business School and University of Nottingham Ningbo
Date Posted: July 03, 2015
Working Paper Series
25 downloads


 

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