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SSRN eLibrary Statistics:

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Abstracts: 598,585
Full Text Papers: 497,024
Authors: 277,159
Papers Received in
  Last 12 months:
63,248

Paper Downloads:
To date: 84,548,649
Last 12 months: 10,728,999
Last 30 days: 1,144,325

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  Resolved
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283,437
Total References: 9,075,757
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6,036,513
Papers with
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  Footnotes:
94,530
Total Footnotes: 9,187,538


SSRN eLibrary Search Results
JEL Code: C63
371,098 Total downloads
Showing Papers 801 - 850 of 1,861
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Incl. Electronic Paper A Mean-Reverting Stochastic Model for the Political Business Cycle
Gopal K. Basak , Mrinal K. Ghosh and Diganta Mukherjee
Indian Statistical Institute, Kolkata , Indian Institute of Science and Indian Statistical Institute, Kolkata
Date Posted: March 25, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Conducting Simulation Experiments to Test Historical Explanations: The Historical Development of the German Dye Industry 1857-1913
UNSW Business School Research Paper No. 2015 MGMT 02
Thomas Brenner and Johann Peter Murmann
University of Marburg and UNSW Australia Business School - AGSM
Date Posted: March 21, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper A Bayesian Methodology for Systemic Risk Assessment in Financial Networks
Axel Gandy and Luitgard A. M. Veraart
Imperial College London and London School of Economics & Political Science (LSE)
Date Posted: March 21, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Uncertainty Quantification of Derivative Instruments
Xianming Sun and Michèle Vanmaele
Central South University and Ghent University - Department of Applied Mathematics, Computer Science and Statistics
Date Posted: March 20, 2015
Last Revised: March 21, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Integrated Trend Analysis with Triple Trend Oscillator -- Technical Insights
Market Technicians Association, New York, Technically Speaking, June 2014
Sanjay Khandelwal
EQTrend Research
Date Posted: March 20, 2015
Working Paper Series
35 downloads

Incl. Electronic Paper Semi-Markov Model for the Price Dynamics in Limit Order Markets
Anatoliy V. Swishchuk and Nelson Vadori
University of Calgary and University of Calgary - Department of Mathematics and Statistics
Date Posted: March 18, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Mean-Field Game Strategies for a Major-Minor Agent Optimal Execution Problem
Sebastian Jaimungal and Mojtaba Nourian
University of Toronto - Department of Statistics and Bank of Montreal
Date Posted: March 16, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?
DIW Berlin Discussion Paper No. 1458
Guglielmo Maria Caporale , Luis A. Gil-Alana and Alex Plastun
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Date Posted: March 12, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Dimension of the Lisbon Voting Rules in the EU Council: A Challenge and New World Record
Sascha Kurz and Stefan Napel
University of Bayreuth and University of Bayreuth
Date Posted: March 10, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper An Online Appendix to: 'A Tractable Approach to Pass-Through Patterns'
Michal Fabinger and E. Glen Weyl
University of Tokyo and Microsoft Research New England
Date Posted: March 10, 2015
Last Revised: March 25, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Efficient SABR Simulation Schemes Revisited
Kyle Haven
Aozora Bank
Date Posted: March 10, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper An Information Theoretic Criterion for Empirical Validation of Time Series Models
LEM Working Papers
Francesco Lamperti
Scuola Superiore Sant'Anna
Date Posted: March 09, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper The Strategic Use of Download Limits by a Monopoly Platform
Nicholas Economides and Benjamin E. Hermalin
New York University - Leonard N. Stern School of Business - Department of Economics and University of California, Berkeley
Date Posted: March 07, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper The Out-of-Sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model
Carlos Medel and Pablo M. Pincheira
University of Nottingham and School of Business, Adolfo Ibáñez University
Date Posted: March 05, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Bank Networks: Contagion, Systemic Risk and Prudential Policy
SAFE Working Paper No. 87
Iñaki Aldasoro , Domenico Delli Gatti and Ester Faia
Goethe University Frankfurt , Universita' Cattolica, Milano and Goethe University Frankfurt
Date Posted: March 03, 2015
Last Revised: March 05, 2015
Working Paper Series
21 downloads

A Novel Multi-Level Monte Carlo Approach for One-Way Coupled Multi-Dimensional Models in Finance
Duy-Minh Dang
University of Queensland - School of Mathematics and Physics
Date Posted: March 01, 2015
Working Paper Series

Using Simulation Methods in Accounting Research
Journal of Management Control, Forthcoming
Eva Labro
University of North Carolina Kenan-Flagler Business School
Date Posted: March 01, 2015
Accepted Paper Series

Incl. Electronic Paper A Value Based Cohort Index for Longevity Risk Management
UNSW Business School Research Paper No. 2015ACTL02
Yang Chang and Michael Sherris
School of Risk and Actuarial Studies, ARC Center of Excellence in Population Ageing Research (CEPAR) and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: February 26, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators
Antonio Dalessandro and Gareth William Peters
Independent and University College London - Department of Statistical Science
Date Posted: February 26, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Renewable Energy Support in Germany: Surcharge Development and the Impact of a Decentralized Capacity Mechanism
DIW Berlin Discussion Paper No. 1452
Thure Traber and Claudia Kemfert
German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Date Posted: February 25, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Quanto Implied Correlation in a Multi-Lévy Framework
Laura Ballotta , Griselda Deelstra and Grégory Rayée
City University London - Sir John Cass Business School , Université Libre de Bruxelles (ULB) and Université Libre de Bruxelles (ULB)
Date Posted: February 24, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper A Double Correlated Three Factor Model for a Crude Oil Market
Gaetano Fileccia and Carlo Sgarra
Politecnico di Milano and Politecnico di Milano- Dipartimento di Matematica
Date Posted: February 24, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Stochastic Volatility Double Jump-Diffusions Model: The Importance of Distribution Type of Jump Amplitude
Youfa Sun and Shimin Guo
Guangdong University of Technology - Institute of Financial Engineering (IFE) and Xi'an Jiaotong University (XJTU)
Date Posted: February 23, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Using the Kalman Filter to Smooth the Shocks of a Dynamic Stochastic General Equilibrium Model
FRB Atlanta Working Paper No. 2003-32
Andy Bauer , Nicholas Haltom and Juan Francisco Rubio-Ramirez
Federal Reserve Bank of Richmond , Federal Reserve Bank of Atlanta and Duke University - Department of Economics
Date Posted: February 23, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Cities and Labor Market Dynamics
Andrew Young School of Policy Studies Research Paper Series No. 15-05
Kyle Mangum
Georgia State University - Department of Economics
Date Posted: February 20, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Modelling Dynamic Redemption and Default Risk for LBO Evaluation: A Boundary Crossing Approach
Alexander D.F. Lahmann , Maximilian Schreiter and Bernhard Schwetzler
HHL Leipzig Graduate School of Management , HHL Leipzig Graduate School of Management and HHL Leipzig Graduate School of Management - Department of Finance
Date Posted: February 15, 2015
Last Revised: March 20, 2015
Working Paper Series
33 downloads

Incl. Electronic Paper Stock-Flow Dynamic Projection
Mauro Gallegati and Xi Hao Li
Università Politecnica delle Marche - Faculty of Economics and Università Politecnica delle Marche - Department of Economics
Date Posted: February 12, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Accurate and Robust Numerical Methods for the Dynamic Portfolio Management Problem
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: February 11, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper The Numerics of Premium Bonds
Dirk Tasche
Bank of England - Prudential Regulation Authority
Date Posted: February 10, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Labour Force Participation and Tax-Benefit Systems: A Cross-Country Comparative Perspective
Banque de France Working Paper No. 536
Kamil Galuscak and Gabor Katay
Czech National Bank and Banque de France
Date Posted: February 10, 2015
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Industry Location and Wages: The Role of Market Size and Accessibility in Trading Networks
CEPR Discussion Paper No. DP10411
Javier Barbero , Kristian Behrens and Jose Zofio
Universidad Autónoma de Madrid , University of Quebec at Montreal (UQAM) - Department of Economics and Universidad Autónoma de Madrid
Date Posted: February 10, 2015
Working Paper Series

Incl. Fee Electronic Paper The Economics of Emergency Meetings
Economic Inquiry, Vol. 53, Issue 2, pp. 1019-1037, 2015
David Aadland and Frederic Sterbenz
University of Wyoming and University of Wyoming - College of Business - Department of Economics and Finance
Date Posted: February 07, 2015
Accepted Paper Series

Incl. Electronic Paper Quantity Precommitment and Bertrand Competition: A Dynamic Games Approach
Philipp Renner
Stanford University - The Hoover Institution on War, Revolution and Peace
Date Posted: February 06, 2015
Last Revised: February 25, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Monetary Asset Substitution in the Euro Area
Frontiers in Finance and Economics, Vol. 10, No. 2, 85-102, 2013
Paolo Zagaglia
University of Bologna
Date Posted: February 03, 2015
Working Paper Series
4 downloads

Incl. Fee Electronic Paper A Welfare Assessment of Revenue Management Systems
CEPR Discussion Paper No. DP10385
Nicolas Dupuis , Marc Ivaldi and Jérôme Pouyet
Toulouse School of Economics , Toulouse School of Economics and Ecole Nationale des Ponts et Chaussées (ENPC) - Centre d'Enseignement et de Recherche en Analyse Socio-Economique (CERAS)
Date Posted: February 02, 2015
Working Paper Series

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

Incl. Electronic Paper Inequality and the Financial Accumulation Process: A Computational Economic Analysis of Income and Wealth Dynamics
Applied Economics Lunch Seminar, Paris School of Economics (PSE), Paris, 2 June 2015., The 20th Annual Workshop on the Economic Science with Heterogeneous Interacting Agents (WEHIA 2015), Sophia Antipolis (France), 21-23 May, 2015.
Yuri Biondi and Simone Righi
French National Center for Scientific Research (CNRS) and MTA TK Lendület Research Center for Educational and Network Studies (RECENS), Hungarian Academy of Sciences
Date Posted: January 30, 2015
Last Revised: March 10, 2015
Working Paper Series
74 downloads

Incl. Electronic Paper A Divide and Conquer Algorithm for Exploiting Policy Function Monotonicity
Grey Gordon and Shi Qiu
Indiana University and Indiana University Bloomington, Department of Economics, Students
Date Posted: January 29, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Simple, Fast and Flexible Pricing of Asian Options
Final version in: Journal of Computational Finance, 4 (3) 89-124 (2001)
Timothy Klassen
Getco LLC
Date Posted: January 25, 2015
Accepted Paper Series
12 downloads

Incl. Electronic Paper Cryptology Beyond Shannon's Information Theory: Preparing for When the ‘Enemy Knows the System’ with Technical Focus on Number Field Sieve Cryptanalysis Algorithms for Most Efficient Prime Factorization on Composites
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: January 24, 2015
Working Paper Series
10 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
41 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
6 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
6 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
6 downloads

Incl. Fee Electronic Paper The Margins of Global Sourcing: Theory and Evidence from U.S. Firms
CEPR Discussion Paper No. DP10310
Pol Antras , Teresa Fort and Felix Tintelnot
Harvard University - Department of Economics , Dartmouth College - Tuck School of Business and Penn State University
Date Posted: January 23, 2015
Working Paper Series

Incl. Electronic Paper Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection
CentER Discussion Paper Series No. 2015-004
Jianzhe Zhen and Dick den Hertog
Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Date Posted: January 22, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Long-Term Price Overreactions: Are Markets Inefficient?
DIW Berlin Discussion Paper No. 1444
Guglielmo Maria Caporale , Luis A. Gil-Alana and Alex Plastun
Brunel University - Centre for Empirical Finance , University of Navarra - Department of Economics and National Bank of Ukraine - Ukrainian Academy of Banking of the National Bank of Ukraine
Date Posted: January 22, 2015
Working Paper Series
20 downloads

Incl. Fee Electronic Paper Calculating Welfare Costs of Inflation in a Search Model with Preference Heterogeneity: A Calibration Exercise
Bulletin of Economic Research, Vol. 67, Issue 1, pp. 14-29, 2015
Pedro de Araujo
Colorado College
Date Posted: January 22, 2015
Accepted Paper Series

Incl. Electronic Paper Monetary Policy and Dark Corners in a Stylized Agent-Based Model
Stanislao Gualdi , Marco Tarzia , Francesco Zamponi and Jean-Philippe Bouchaud
CentraleSupélec , Université Paris VI Pierre et Marie Curie , Ecole Normale Superiéure (ENS) and Capital Fund Management
Date Posted: January 22, 2015
Working Paper Series
7 downloads

Multilevel Dimension Reduction Monte-Carlo Simulation for High-Dimensional Stochastic Models in Finance
Duy-Minh Dang , Qifan Xu and Shangzhe Wu
University of Queensland - School of Mathematics and Physics , School of Mathematics, University of Queensland and School of Mathematics, University of Queensland
Date Posted: January 21, 2015
Working Paper Series


 

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