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SSRN eLibrary Search Results
JEL Code: C63
440,146 Total downloads
Showing Papers 801 - 850 of 2,151
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Incl. Electronic Paper Money-Weighted Rates of Return that are Better than the IRR What I've Learned from the Academics – Part 1
Dean Altshuler
Bard Consulting LLC
Date Posted: June 28, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The WITCH 2016 Model - Documentation and Implementation of the Shared Socioeconomic Pathways
FEEM Working Paper No. 42.2016
Johannes Emmerling , Laurent Drouet , Lara Aleluia Reis , Michela Bevione , Loïc Berger , Valentina Bosetti , Samuel Carrara , Enrica De Cian , Gauthier de Maere d'Aertrycke , Thomas Longden , Maurizio Malpede , Giacomo Marangoni , Fabio Sferra , Massimo Tavoni , Jan Witajewski-Baltvilks and Petr Havlík
Fondazione Eni Enrico Mattei , Fondazione Eni Enrico Mattei (FEEM) , Fondazione Eni Enrico Mattei (FEEM) , Fondazione Eni Enrico Mattei (FEEM) , Fondazione Eni Enrico Mattei (FEEM) , Fondazione Eni Enrico Mattei (FEEM) , Centro Euro-Mediterraneo per i Cambiamenti Climatici (CMCC) , Fondazione Eni Enrico Mattei (FEEM) , Fondazione Eni Enrico Mattei , Macquarie University, Faculty of Business and Economics , Fondazione Eni Enrico Mattei (FEEM) , Fondazione Eni Enrico Mattei , Fondazione Eni Enrico Mattei (FEEM) , Fondazione Eni Enrico Mattei (FEEM) , Fondazione Eni Enrico Mattei (FEEM) and International Institute for Applied Systems Analysis (IIASA)
Date Posted: June 27, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Occupational Choice, Retirement, and the Effects of Disability Insurance
FEDS Working Paper No. 2016-051
Lindsay Jacobs
Board of Governors of the Federal Reserve System
Date Posted: June 27, 2016
Working Paper Series

Incl. Electronic Paper An Agent-Based Simulation of the Stolper-Samuelson Effect
Computational Economics, Forthcoming
Luzius Meisser and Carl Friedrich Kreuser
University of Zurich - Department of Banking and Finance and Stellenbosch University
Date Posted: June 25, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Multi-Objective Portfolio Optimization by Mixed Integer Programming
Bartosz Sawik
AGH University of Science and Technology
Date Posted: June 24, 2016
Working Paper Series
25 downloads

Incl. Electronic Paper Quantification of the Evolution of Firm Size Distributions Due to Mergers and Acquisitions
Swiss Finance Institute Research Paper No. 16-41
Sandro Claudio Lera and Didier Sornette
ETH Zurich and Swiss Finance Institute
Date Posted: June 22, 2016
Last Revised: June 23, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Shapley Value Regression and the Resolution of Multicollinearity
Sudhanshu K. Mishra
Independent
Date Posted: June 22, 2016
Last Revised: June 24, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper The Credit Quality Channel: Modeling Contagion in the Interbank Market
Bundesbank Discussion Paper No. 38/2015
Kilian Fink , Ulrich Krüger , Barbara Meller and Lui Hsian Wong
Goethe University Frankfurt , Deutsche Bundesbank , Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Filling in the Blanks: Network Structure and Interbank Contagion
Bundesbank Discussion Paper No. 02/2014
Kartik Anand , Ben R. Craig and Goetz von Peter
Deutsche Bundesbank , Federal Reserve Bank of Cleveland and Bank for International Settlements - Research and Policy Analysis
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Agentes Computacionales Y Análisis Económico (Computational Agents and Economic Analysis)
Revista de Economía Institucional Vol. 18, No. 34, primer semestre de 2016,
Juan M.C. Larrosa
National University of the South - Department of Economics
Date Posted: June 21, 2016
Accepted Paper Series
1 downloads

Incl. Electronic Paper Restructuring Counterparty Credit Risk
Bundesbank Discussion Paper No. 14/2013
Claudio Albanese , Damiano Brigo and Frank Oertel
Global Valuation , Imperial College London - Department of Mathematics and Deloitte, FSI Assurance - Quantitative Services & Valuation
Date Posted: June 21, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Selected Research Methods
Paul E. Cottrell
Independent
Date Posted: June 21, 2016
Working Paper Series
7 downloads

Incl. Fee Electronic Paper Macro, Money and Finance: A Continuous Time Approach
CEPR Discussion Paper No. DP11329
Markus K. Brunnermeier and Yuliy Sannikov
Princeton University - Department of Economics and Princeton University
Date Posted: June 20, 2016
Working Paper Series

Incl. Electronic Paper Solving Backward Stochastic Differential Equations by Connecting the Short-Term Expansions
Masaaki Fujii and Akihiko Takahashi
University of Tokyo - Faculty of Economics and University of Tokyo - Faculty of Economics
Date Posted: June 16, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper Stochastic Weighted Graphs: Flexible Model Specification and Simulation
James David Wilson , Matthew James Denny , Shankar Bhamidi , Skyler J. Cranmer and Bruce A. Desmarais
University of San Francisco , Pennsylvania State University , University of North Carolina (UNC) at Charlotte , Ohio State University (OSU) - Department of Political Science and Pennsylvania State University
Date Posted: June 15, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Divide and Conquer: Recursive Likelihood Function Integration for Hidden Markov Models with Continuous Latent Variables
Gregor Reich
University of Zurich - Department of Business Administration
Date Posted: June 14, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Research Methods in Quantitative Finance
Paul E. Cottrell
Independent
Date Posted: June 14, 2016
Working Paper Series
92 downloads

Incl. Electronic Paper Operational Conditions in Regulatory Benchmarking Models: A Monte Carlo Analysis
DIW Berlin Discussion Paper No. 1585
Maria Nieswand and Stefan Seifert
German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Date Posted: June 13, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Risk Premium of Social Media Sentiment
Patrick Houlihan and Germán G. Creamer
Stevens Institute of Technology and Stevens Institute of Technology - Wesley J. Howe School of Technology Management
Date Posted: June 09, 2016
Working Paper Series
68 downloads

Incl. Electronic Paper A Hierarchical Model of Tail Dependent Asset Returns for Assessing Portfolio Credit Risk
Bundesbank Series 2 Discussion Paper No. 2011,16
Natalia Puzanova
Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper A Hierarchical Archimedean Copula for Portfolio Credit Risk Modelling
Bundesbank Series 2 Discussion Paper No. 2011,14
Natalia Puzanova
Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper The Effect of the Interbank Network Structure on Contagion and Common Shocks
Bundesbank Series 2 Discussion Paper No. 2011,12
Co-Pierre Georg
Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Systemic Risk Contributions: A Credit Portfolio Approach
Bundesbank Series 2 Discussion Paper No. 2011,08
Klaus Duellmann and Natalia Puzanova
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Interbank Tiering and Money Center Banks
Bundesbank Series 2 Discussion Paper No. 2010,12
Ben R. Craig and Goetz von Peter
Federal Reserve Bank of Cleveland and Bank for International Settlements - Research and Policy Analysis
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Completeness, Interconnectedness and Distribution of Interbank Exposures: A Parameterized Analysis of the Stability of Financial Networks
Bundesbank Series 2 Discussion Paper No. 2010,08
Angelika Sachs
Ludwig Maximilian University of Munich - Faculty of Economics
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Bond Pricing When the Short Term Interest Rate Follows a Threshold Process
Bundesbank Series 1 Discussion Paper No. 2006,06
Wolfgang Lemke and Theofanis Archontakis
European Central Bank and Goethe University Frankfurt
Date Posted: June 08, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper The Forecast Ability of Risk-Neutral Densities of Foreign Exchange
Bundesbank Series 2 Discussion Paper No. 2005,05
Ben R. Craig and Joachim Keller
Federal Reserve Bank of Cleveland and Deutsche Bundesbank - Economic Research Centre
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper The Empirical Performance of Option Based Densities of Foreign Exchange
Bundesbank Series 1 Discussion Paper No. 2002,07
Ben R. Craig and Joachim Keller
Federal Reserve Bank of Cleveland and Deutsche Bundesbank - Economic Research Centre
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Efficient Computation of Exposure Profiles on Real-World and Risk-Neutral Scenarios for Bermudan Swaptions
Qian Feng , Shashi Jain , Patrik Karlsson , Drona Kandhai and Cornelis W. Oosterlee
Center for Mathematics and Computer Science (CWI) , ING Bank - Netherlands Office , ING Bank , University of Amsterdam and Center for Mathematics and Computer Science (CWI)
Date Posted: June 07, 2016
Last Revised: June 09, 2016
Working Paper Series
51 downloads

Incl. Electronic Paper Application in Risk Management
Paul E. Cottrell
Independent
Date Posted: June 06, 2016
Working Paper Series
27 downloads

Incl. Electronic Paper Liability Concentration and Systemic Losses in Financial Networks
Operations Research, Forthcoming
Agostino Capponi , Peng-Chu Chen and David D. Yao
Columbia University , Purdue University and Columbia University
Date Posted: June 05, 2016
Accepted Paper Series
221 downloads

Incl. Electronic Paper Optimal Surrender of Guaranteed Minimum Maturity Benefits Under Stochastic Volatility and Interest Rates
Boda Kang and Jonathan Ziveyi
University of York - Department of Mathematics and UNSW Australia Business School, School of Risk & Actuarial Studies
Date Posted: June 05, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper An Investigation of the Structural Characteristics of the Indian IT Sector and the Capital Goods Sector – An Application of the R Programming in Time Series Decomposition and Forecasting
Journal of Insurance and Financial Management 1(4), 68-132, June 2016.
Jaydip Sen and Tamal Datta Chaudhuri
Calcutta Business School and Calcutta Business School
Date Posted: June 04, 2016
Last Revised: June 15, 2016
Accepted Paper Series
6 downloads

Incl. Electronic Paper The Multivariate Nature of Systemic Risk: Direct and Common Exposures
Paolo Giudici V, Peter Sarlin and A. Spelta
University of Pavia - Faculty of Economics , Hanken School of Economics and Independent
Date Posted: June 04, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Taxing Financial Transactions in Fundamentally Heterogeneous Markets
Edoardo Gaffeo and Massimo Molinari
University of Trento - Department of Economics and Management and Sapienza University of Rome - Department of Economics and Law
Date Posted: May 31, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper Bank Stress Testing: A Stochastic Simulation Framework to Assess Banks’ Financial Fragility
Giuseppe Montesi and Giovanni Papiro
University of Siena - School of Economics and Management and Banca Monte Del Paschi de Siena (MPS)
Date Posted: May 28, 2016
Working Paper Series
16 downloads

Incl. Electronic Paper Optimal Payments to Connected Depositors in Turbulent Times - A Markov Chain Approach
Dávid Csercsik and Hubert Janos Kiss
Peter Pazmany Catholic University and Eötvös Loránd University
Date Posted: May 27, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper System Reduction and Finite-Order VAR Solution Methods for Linear Rational Expectations Models
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Date Posted: May 27, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Risk Optimisation: Finding the Signal in the Noise
Benedict Burnett , Simon C O'Callaghan and Tom Hulme
Barclays Investment Bank , Barclays Investment Bank and Barclays Investment Bank
Date Posted: May 26, 2016
Last Revised: May 28, 2016
Working Paper Series
103 downloads

Incl. Electronic Paper New Insights into Rental Housing Markets Across the United States: Web Scraping and Analyzing Craigslist Rental Listings
Journal of Planning Education and Research, Forthcoming
Geoff Boeing and Paul Waddell
University of California, Berkeley - Department of City and Regional Planning and University of California, Berkeley - Department of City and Regional Planning
Date Posted: May 26, 2016
Last Revised: June 26, 2016
Accepted Paper Series
133 downloads

Incl. Electronic Paper Estimation of Financial Agent-Based Models with Simulated Maximum Likelihood
IES Working Paper 7/2016. IES FSV. Charles University
Jiri Kukacka and Jozef Barunik
Charles University in Prague - Institute of Economic Studies and Charles University in Prague - Institute of Economic Studies
Date Posted: May 26, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper Contemporary Risk Management
Paul E. Cottrell
Independent
Date Posted: May 24, 2016
Working Paper Series
57 downloads

Incl. Electronic Paper An Alternative Framework for Time Series Decomposition and Forecasting and its Relevance for Portfolio Choice – A Comparative Study of the Indian Consumer Durable and Small Cap Sectors
Journal of Economics Library, Vol 3, No 2, June 2016, Forthcoming
Jaydip Sen and Tamal Datta Chaudhuri
Calcutta Business School and Calcutta Business School
Date Posted: May 21, 2016
Accepted Paper Series
24 downloads

Incl. Electronic Paper Expected Worth for 2 × 2 Matrix Games with Variable Grid Sizes
Cowles Foundation Discussion Paper No. 2039
Michael R. Powers , Martin Shubik and Wen Wang
Temple University - Risk Management & Insurance & Actuarial Science , Yale University - School of Management and Nankai University-School of Business
Date Posted: May 21, 2016
Working Paper Series
20 downloads

Incl. Electronic Paper 'It's Computerization, Stupid!' The Spread of Computers and the Changing Roles of Theoretical and Applied Economics
Roger Backhouse and Beatrice Cherrier
University of Birmingham - Department of Economics and CREM Université de Caen
Date Posted: May 21, 2016
Working Paper Series
252 downloads

Incl. Electronic Paper Redistributive Politics and the Tyranny of the Middle Class
CESifo Working Paper Series No. 5881
Floris T. Zoutman , Bas Jacobs and Egbert L.W. Jongen
Norwegian School of Economics (NHH) - Department of Business and Management Science , Erasmus University Rotterdam (EUR) and CPB Netherlands Bureau of Economic Policy Analysis
Date Posted: May 20, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Calendar Anomalies in the Ukrainian Stock Market
CESifo Working Paper Series No. 5877
Guglielmo Maria Caporale and Alex Plastun
Brunel University London - Department of Economics and Finance and Sumy State Universtity
Date Posted: May 20, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Stochastic Analysis of Special Steel Market: Modeling of Special Steel Price
Shin Ichi Aihara and Arunabha Bagchi
Hanshin Special Steel Inc. and Universiteit Twente
Date Posted: May 19, 2016
Working Paper Series
11 downloads

Incl. Electronic Paper Corporate Finance
Paul E. Cottrell
Independent
Date Posted: May 16, 2016
Working Paper Series
49 downloads

Incl. Electronic Paper Interbank Contagion with Suboptimal Bilateral Exposures: An ABM Approach to Endogenously Form Networks
Steve Y. Yang , Anqi Liu , Xingjia Zhang and Mark E. Paddrik
Stevens Institute of Technology , Stevens Institute of Technology , Stevens Institute of Technology and Government of the United States of America - Office of Financial Research
Date Posted: May 10, 2016
Working Paper Series
19 downloads


 

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