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Abstracts: 593,674
Full Text Papers: 493,735
Authors: 274,730
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To date: 83,749,828
Last 12 months: 10,530,946
Last 30 days: 1,060,143

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6,036,513
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Total Footnotes: 9,188,533


SSRN eLibrary Search Results
JEL Code: C63
367,884 Total downloads
Showing Papers 801 - 850 of 1,850
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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 Central Bank of Chile - Research Department
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
9 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
5 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
8 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
4 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
20 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
10 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 and Xi'an Jiaotong University (XJTU)
Date Posted: February 23, 2015
Working Paper Series
11 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
3 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
10 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 05, 2015
Working Paper Series
19 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
7 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
13 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
11 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
7 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
440 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
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: February 02, 2015
Working Paper Series
64 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
10 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
10 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
32 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
4 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
4 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
11 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
18 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
6 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

Dimension and Variance Reduction for Monte Carlo Methods for High-Dimensional Models in Finance
Duy-Minh Dang , Kenneth R. Jackson and Mohammadreza Mohammadi
University of Queensland - School of Mathematics and Physics , University of Toronto - Department of Computer Science and University of Toronto - Department of Statistics
Date Posted: January 21, 2015
Working Paper Series

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
28 downloads

Incl. Electronic Paper Credit Risk in the Spanish Financial System a Saddlepoint Approach
Rubén García-Céspedes and Manuel Moreno
BBVA and University of Castilla-La Mancha
Date Posted: January 20, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Importance Sampling and the Spanish Financial System
Rubén García-Céspedes and Manuel Moreno
BBVA and University of Castilla-La Mancha
Date Posted: January 20, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Reason, Intuition, and Time
CESifo Working Paper Series No. 5134
Marco Sahm and Robert K. von Weizsäcker
Otto-Friedrich-Universität Bamberg and Technische Universität München (TUM) - Department of Economics
Date Posted: January 16, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper A Tradable Employment Quota
Metin Akyol , Michael Neugart and Stefan Pichler
Technical University of Darmstadt , Technical University of Darmstadt and KOF Swiss Economic Institute, ETH Zürich
Date Posted: January 14, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Testing the Lag Structure of Assets' Realized Volatility Dynamics
Francesco Audrino , Lorenzo Camponovo and Constantin Roth
University of St. Gallen , University of St. Gallen and University of St. Gallen
Date Posted: January 14, 2015
Last Revised: February 03, 2015
Working Paper Series
30 downloads

Incl. Electronic Paper First Passage Times of Regime Switching Models
Statistics & Probability Letters, Vol. 92, pp. 148-157, 2014.
Peter Hieber
University of Ulm - Department of Mathematics and Economics
Date Posted: January 12, 2015
Accepted Paper Series
20 downloads

Incl. Electronic Paper High Performance American Option Pricing
Leif B. G. Andersen , Mark Lake and Dimitri Offengenden
Bank of America Merrill Lynch , Bank of America Merrill Lynch and Strategist
Date Posted: January 11, 2015
Working Paper Series
168 downloads

Incl. Electronic Paper The Fractal Nature of Bitcoin: Evidence from Wavelet Power Spectra
Rafael Delfin Vidal
University of the Americas, Puebla
Date Posted: January 11, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper Fiscal Policy Tracking Design in the Time Frequency Domain Using Wavelet Analysis
Bank of Finland Research Discussion Paper No. 32/2014
Patrick M. Crowley and David Hudgins
Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences and Texas A&M University (TAMU) - Department of Finance, Economics, & Decision Sciences
Date Posted: January 07, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Applying the Explicit Aggregation Algorithm to Heterogeneous Firm Models: With an Application to Estimating the Aggregate Technology Shock Process
Takeki Sunakawa
Graduate School of Public Policy, The University of Tokyo
Date Posted: December 31, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Personal Income Tax Reforms: A Genetic Algorithm Approach
Center for Research on Pensions and Welfare Policies Working Paper No. 147/14
Matteo Morini and Simone Pellegrino
University of Turin - Department of Economics and Statistics and University of Turin - Department of Economics and Statistics
Date Posted: December 28, 2014
Working Paper Series
10 downloads


 

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