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12,992,812 Total downloads
Showing Papers 9,361 - 9,410 of 36,704
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Macroeconomic Fundamentals and the Exchange Rate Dynamics: A No-Arbitrage Macro-Finance Approach
Junye Li
and
Weiwei Yin
Date Posted: December 12, 2010Last Revised: December 16, 201075 downloads
Option Pricing Where the Underlying Assets Follow a Gram/Charlier Density of Arbitrary Order
Erik Schlogl
Date Posted: December 12, 2010105 downloads
Predictability of Returns and Cash Flows
Ralph S. J. Koijen
and
Stijn Van Nieuwerburgh
Date Posted: December 12, 2010Last Revised: January 09, 2011984 downloads
Quantification of Counterparty Risk Via Bessel Bridges
Mark Davis
and
Martijn Pistorius
Date Posted: December 12, 2010137 downloads
Selection vs. Averaging of Logistic Credit Risk Models
Evelyn Hayden
,
Alex Stomper and
Arne Westerkamp
Date Posted: December 12, 2010Last Revised: December 14, 201177 downloads
Text Mining and the Information Content of Bank of Canada Communications
Scott Hendry and
Alison Madeley
affiliation not provided to SSRN
Date Posted: December 12, 201041 downloads
Two Kinds of Value Premiums
Daehwan Kim
Date Posted: December 12, 201095 downloads
What Interest Rate Models to Use? Buy Side Versus Sell Side
Sanjay K. Nawalkha and
Riccardo Rebonato
Date Posted: December 12, 2010Last Revised: June 18, 2011407 downloads
Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets: Evidence from China Journal of Futures Markets, Forthcoming
Jian Yang
,
Yinggang Zhou
and
Zihui Yang
Date Posted: December 11, 2010Last Revised: January 25, 2011252 downloads
Level, Slope, Curvature of the Sovereign Yield Curve, and Fiscal Behaviour ECB Working Paper No. 1276
Antonio Afonso and
Manuel M. F. Martins
Date Posted: December 11, 201076 downloads
News Analytics for Energy Futures
Svetlana Borovkova
Date Posted: December 11, 2010Last Revised: November 16, 2012
The Determinants and Consequences of IPOs in a Regulated Economy: Evidence from China
Fang Junxiong Sr.
,
Haina Shi
and
Haoping Xu
Date Posted: December 10, 2010Last Revised: December 04, 201289 downloads
Are Reported Mutual Fund Yields Useful? An Analysis of Municipal Bond Funds
Vaneesha Boney
and
George Comer III
Date Posted: December 10, 201051 downloads
High Frequency Trading and the New-Market Makers AFA 2012 Paper, EFA 2011 Paper
Albert J. Menkveld
Date Posted: December 10, 2010Last Revised: May 14, 20135431 downloads
How Important is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange Bank of Canada Working Paper No. 2008-47
Ron Alquist
Date Posted: December 10, 201051 downloads
Liquidity Risk and Solvency II Insurance Markets and Companies: Analyses and Actuarial Computations, Vol. 1, No. 3, pp. 85-96
Raquel M. Gaspar and
Hugo Sousa
affiliation not provided to SSRN
Date Posted: December 10, 2010Last Revised: December 16, 2010250 downloads
Trading Activity in the Equity Market and Its Contingent Claims: An Empirical Investigation
Richard Roll ,
Eduardo S. Schwartz and
Avanidhar Subrahmanyam
Date Posted: December 10, 2010Last Revised: March 31, 2012118 downloads
Modeling Asset Prices for Algorithmic and High Frequency Trading Forthcoming, Applied Mathematical Finance
Álvaro Cartea and
Sebastian Jaimungal
Date Posted: December 09, 2010Last Revised: January 07, 20132271 downloads
Asset Pricing with Durable Goods and Nonhomothetic Preferences
Michal Pakos
Date Posted: December 09, 201072 downloads
Mean-Variance Framework and Diversification Objective: Theoretical and Empirical Implications
Ghislain Yanou
Date Posted: December 09, 2010Last Revised: December 15, 2010132 downloads
The Black-Litterman Model: Wrong Views v.s. Opportunity Cost
Ghislain Yanou
Date Posted: December 09, 2010165 downloads
The Retail Investor Vote: Mobilizing Rationally Apathetic Shareholders to Preserve or Challenge the Board's Presumption of Authority Utah Law Review, Vol. 2010, No. 3, 2010
Christopher John Gulinello
Date Posted: December 09, 201045 downloads
Are Speculators Informed?
Krista Schwarz
Date Posted: December 08, 201060 downloads
Contingent Liquidity Bank of Italy Occasional Paper No. 70
Sergio Nicoletti-Altimari
and
Carmelo Salleo
Date Posted: December 08, 201076 downloads
Countercyclical Contingent Capital (CCC): Possible Use and Ideal Design Bank of Italy Occasional Paper No. 71
Giuseppe De Martino
,
Massimo Libertucci
,
Mario Marangoni
and
Mario Quagliariello
Date Posted: December 08, 201088 downloads
Entropy and the Value of Information for Investors
Brown Economics Working Paper Series
,
Antonio Cabrales
,
Olivier Gossner
and
Roberto Serrano
Date Posted: December 08, 201076 downloads
Excess Based Allocation of Risk Capital CentER Discussion Paper Series No. 2010-123
Gerwald van Gulick
,
Anja De Waegenaere and
Henk Norde
Date Posted: December 08, 201034 downloads
Pensions, Debt and Inflation Risk in a Monetary Union Netspar Discussion Paper No. 10/2010-070
Yvonne Adema
Date Posted: December 08, 201014 downloads
The Role of Macroeconomic Policies in the Global Crisis Bank of Italy Occasional Paper No. 69
Pietro Catte
,
Pietro Cova
,
Patrizio Pagano
and
Ignazio Visco
Date Posted: December 08, 2010129 downloads
Stress-Testing with Fully Flexible Causal Inputs Risk, 25, 4, p. 61-65 (2012)
Attilio Meucci
Date Posted: December 07, 2010Last Revised: October 11, 20121210 downloads
A Resurgent Chinese Yuan Undervaluation and its International Trade Competitiveness Finance and Corporate Governance Conference 2011 Paper, Monash U. Department of Business Law & Taxation Research Paper No. 1717254
Jothee Sinnakkannu
Date Posted: December 07, 2010Last Revised: October 03, 2011859 downloads
Controlled Options: Derivatives with Added Flexibility
Nikolai Dokuchaev
Date Posted: December 07, 2010Last Revised: October 14, 201144 downloads
Do Firms Sell Forward for Strategic Reasons? An Application to the Wholesale Market for Natural Gas CESifo Working Paper Series No. 3270
Remco van Eijkel
Date Posted: December 07, 201046 downloads
Global Diffusion of the Non-Traditional Banking Model and Alliance Networks: Social Exposure, Learning and Moderating Regulatory Effort ERIM Report Series Reference No. ERS-2010-044-LIS
Alexander N. Cuntz
and
Knut Blind
Date Posted: December 07, 201035 downloads
Credit Supply and the Price of Housing CEPR Discussion Paper No. DP8129
Giovanni Favara and
Jean M. Imbs
Date Posted: December 06, 20108 downloads
Housing Purchases and the Dynamics of Housing Wealth CEPR Discussion Paper No. DP8128
Olympia Bover
Date Posted: December 06, 20103 downloads
Public Ownership of Banks and Economic Growth - The Role of Heterogeneity CEPR Discussion Paper No. DP8138
Tobias Körner
and
Isabel Schnabel
Date Posted: December 06, 20103 downloads
Executive Compensation, Risk Taking and the State of the Economy
Alon Raviv
and
Elif Sisli Ciamarra
Date Posted: December 06, 2010Last Revised: September 01, 2011352 downloads
International Diversification in a Troubled World – Do Frontier Assets Still Improve the Efficient Frontier? Journal of Investing, Forthcoming
Daniel M. Kohlert
Date Posted: December 06, 2010
The Impact of Derivatives Markets on Financial Integration, Risk, and Economic Growth
Peter R. Haiss and
Bernhard Sammer
Date Posted: December 06, 2010175 downloads
What Explains Mutual Fund Performance Persistence? International Evidence Midwest Finance Association 2012 Annual Meetings Paper
Aneel Keswani
,
Miguel A. Ferreira ,
Antonio F. Miguel and
Sofia Brito Ramos
Date Posted: December 06, 2010Last Revised: September 13, 2011249 downloads
A New Heston Based Stochastic Volatility Model for Stock Price and Option Pricing
Huadong (Henry) Pang
Date Posted: December 05, 2010262 downloads
Beating Market Expectations, Analysts’ Forecasts Dispersion and the Pricing of Credit Default Swaps
Mauricio A. Melgarejo
Date Posted: December 05, 2010Last Revised: April 14, 2012104 downloads
Diversification Strategies and the Performance of Funds of Hedge Funds
Na Dai
and
Hany A. Shawky
Date Posted: December 05, 2010262 downloads
Evidence of In-Play Insider Trading on a U.K. Betting Exchange
Alasdair Brown
Date Posted: December 05, 2010120 downloads
Exponential Levy Models Extended by a Jump to Default Applied Mathematical Finance, Forthcoming
Akira Yamazaki
Date Posted: December 05, 2010Last Revised: March 14, 2012147 downloads
Extracting Information from Structured Credit Markets Bank of England Working Paper No. 407
Joseph Noss
affiliation not provided to SSRN
Date Posted: December 05, 201022 downloads
Forecasting Spot Price Volatility Using the Short-Term Forward Curve
Erik Haugom
and
Carl J. Ullrich
affiliation not provided to SSRN
and
Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Date Posted: December 05, 2010Last Revised: January 27, 201184 downloads
Mutual Fund Flows, Expected Returns, and the Real Economy
Stephan Jank
Date Posted: December 05, 2010Last Revised: August 18, 2011220 downloads
On Valuation with Stochastic Proportional Hazard Models in Finance International Journal of Theoretical and Applied Finance, Forthcoming
Akira Yamazaki
Date Posted: December 05, 2010Last Revised: December 20, 2012119 downloads
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