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12,971,094 Total downloads
Showing Papers 9,961 - 10,010 of 36,683
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Dynamic Copulas and Long Range Dependence
Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 89-111, 2011
Beatriz V.M. Mendes
and
Silvia Regina Costa Lopes
Universidade Federal do Rio de Janeiro (UFRJ) - Instituto de Matematica
and
University of Sao Paulo (USP) - Institute of Mathematics and Statistics (IME)
Date Posted: February 29, 2012
Accepted Paper Series
92 downloads
Dynamic Corporate Capital Stocks: Cross-sectional and Inter-temporal Stock Return Patterns
AFA 2011 Denver Meetings Paper
Jacob S. Sagi ,
Matthew I. Spiegel and
Masahiro Watanabe
Vanderbilt University - Finance
,
Yale University - Yale School of Management, International Center for Finance
and
University of Alberta - School of Business
Date Posted: July 26, 2009
Last Revised: January 27, 2013
Working Paper Series
198 downloads
Dynamic Correlation Analysis of Asian Stock Markets
International Advances in Economic Research, Vol. 18, No. 2, 2012
Jae-Kwang Hwang
Virginia State University - Department of Economics & Finance
Date Posted: March 20, 2013
Accepted Paper Series
Dynamic Correlation Analysis of Financial Contagion: Evidence from Asian Countries
Journal of International Money and Finance, Vol. 26, No. 7, 2007
Thomas Chinan Chiang ,
Bang Nam Jeon and
Humin Li
Drexel University - Department of Finance
,
Drexel University - Department of Economics & International Business
and
West Chester University of Pennsylvania - School of Business and Public Affairs - Department of Economics and Finance
Date Posted: November 23, 2008
Accepted Paper Series
251 downloads
Dynamic Correlation Hedging in Copula Models for Portfolio Selection
Paris December 2009 Finance International Meeting
Denitsa Stefanova
and
Redouane Elkamhi
VU University Amsterdam
and
University of Iowa - Henry B. Tippie College of Business
Date Posted: October 26, 2009
Working Paper Series
234 downloads
Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection
AFA 2012 Chicago Meetings Paper
Denitsa Stefanova
and
Redouane Elkamhi
VU University Amsterdam
and
University of Iowa - Henry B. Tippie College of Business
Date Posted: March 15, 2011
Working Paper Series
125 downloads
Dynamic Credit Portfolio Management: Linking Credit Risk Systems, Securitization and Standardised Credit Indices
Joao Garcia ,
Serge Goossens and
Jeroen Lamoot
Fitch Solutions
,
affiliation not provided to SSRN
and
Banking, Finance and Insurance Commission (CBFA)
Date Posted: September 29, 2008
Working Paper Series
539 downloads
Dynamic Deception
Axel Anderson and
Lones Smith
Georgetown University - Department of Economics
and
University of Wisconsin at Madison - Department of Economics
Date Posted: January 10, 2012
Last Revised: November 27, 2012
Working Paper Series
59 downloads
Dynamic Density Forecasts for Multivariate Asset Returns
Arnold Polanski and
Evarist Stoja
University of East Anglia
and
University of Bristol
Date Posted: August 09, 2010
Working Paper Series
33 downloads
Dynamic Dynamic-Programming Solutions for the Portfolio of Risky Assets
Mark S. Tenney
Independent
Date Posted: August 09, 2005
Working Paper Series
162 downloads
Dynamic Effects of Financial Stress on the U.S. Real Estate Market Performance
Vichet Sum and
Kate Brown
University of Maryland, Eastern Shore
and
University of Maryland, Eastern Shore
Date Posted: January 04, 2013
Last Revised: May 10, 2013
Working Paper Series
1 downloads
Dynamic Effects of Idiosyncratic Volatility and Liquidity on Corporate Bond Spreads
Journal of Banking and Finance, Forthcoming
Madhu Kalimipalli ,
Subhankar Nayak and
Marcos Fabricio Perez
Wilfrid Laurier University - School of Business & Economics
,
Wilfrid Laurier University - Clarica Financial Services Research Centre
and
Wilfrid Laurier University - School of Business & Economics
Date Posted: August 01, 2011
Last Revised: April 17, 2013
Accepted Paper Series
91 downloads
Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry
Economic Research Initiatives at Duke (ERID) Working Paper Series No. 57
A. Ronald Gallant ,
Han Hong and
Ahmed Khwaja
Duke University - Fuqua School of Business, Economics Group
,
Duke University - Department of Economics
and
Yale School of Management
Date Posted: September 09, 2010
Working Paper Series
100 downloads
Dynamic Equicorrelation with Non-Gaussian Innovations
Gregorio A. Vargas III
affiliation not provided to SSRN
Date Posted: July 26, 2009
Working Paper Series
75 downloads
Dynamic Equilibrium and Volatility in Financial Asset Markets
Yacine Ait-Sahalia
Princeton University - Department of Economics
Date Posted: August 30, 1999
Working Paper Series
Dynamic Equilibrium Correction Modelling of Credit Spreads. The Case of Yen Eurobonds
Seppo Pynnonen
,
Jonathan A. Batten and
Warren P. Hogan
University of Vaasa - Department of Mathematics and Statistics
,
Hong Kong University of Science & Technology (HKUST) - Department of Finance
and
University of Technology, Sydney - School of Finance and Economics
Date Posted: January 27, 2004
Working Paper Series
114 downloads
Dynamic Equilibrium Valuation of Electricity Futures
Wolfgang Bühler and
Jens Müller-Merbach
University of New South Wales, Australian Business School
and
BHF-Bank AG
Date Posted: May 02, 2007
Working Paper Series
297 downloads
Dynamic Equilibrium with Heterogeneous Agents and Risk Constraints
Rodolfo Prieto
Boston University - School of Management
Date Posted: September 15, 2010
Last Revised: October 17, 2011
Working Paper Series
122 downloads
Dynamic Equilibrium with Overpriced Put Options
Sergey Isaenko
Concordia University, Quebec - Department of Finance
Date Posted: April 04, 2006
Working Paper Series
221 downloads
Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio Constraints
Georgy Chabakauri
London School of Economics and Political Science
Date Posted: February 19, 2013
Working Paper Series
26 downloads
Dynamic Estimation of Credit Rating Transition Probabilities
Arthur M. Berd
General Quantitative, LLC
Date Posted: November 07, 2005
Working Paper Series
394 downloads
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities
FEDS Working Paper No. 2004-56, AFA 2006 Boston Meetings Paper, Journal of Econometrics, Forthcoming
Tim Bollerslev ,
Michael S. Gibson and
Hao Zhou
Duke University - Finance
,
Federal Reserve Board
and
PBC School of Finance, Tsinghua University
Date Posted: January 25, 2005
Last Revised: March 13, 2009
Accepted Paper Series
2102 downloads
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities
CREATES Research Paper 2007-16
Tim Bollerslev ,
Michael S. Gibson and
Hao Zhou
Duke University - Finance
,
Federal Reserve Board
and
PBC School of Finance, Tsinghua University
Date Posted: June 23, 2008
Last Revised: September 25, 2009
Working Paper Series
262 downloads
Dynamic Exposure of Hedge Funds to the Changes in the Risk Factors
Midwest Finance Association 2013 Annual Meeting Paper
Sangheon Shin ,
Jan Smolarski
and
Gokce Soydemir
South University-Montgomery
,
University of Texas-Pan American - College of Business Administration
and
California State University, Stanislaus
Date Posted: September 30, 2012
Last Revised: January 22, 2013
Working Paper Series
60 downloads
Dynamic Extensions and Probabilistic Expansions of the SABR Model
Karl Larsson
Lund University - Department of Economics
Date Posted: January 17, 2010
Working Paper Series
253 downloads
Dynamic Factors and Asset Pricing
Zhongzhi (Lawrence) He
,
Sahn-Wook Huh
and
Bong-Soo Lee
Brock University
,
State University of New York at Buffalo
and
Florida State University
Date Posted: September 11, 2007
Last Revised: October 04, 2008
Working Paper Series
456 downloads
Dynamic Factors and the Source of Momentum Profits
Tong Yao
University of Iowa - Henry B. Tippie College of Business
Date Posted: May 19, 2006
Working Paper Series
607 downloads
Dynamic Federalism and Consumer Financial Protection: How the Dodd-Frank Act Changes the Preemption Debate
North Carolina Law Review, Vol. 89, p. 1273, 2011
Jared Elosta
University of North Carolina (UNC) at Chapel Hill - School of Law
Date Posted: November 20, 2011
Accepted Paper Series
44 downloads
Dynamic Financial Market Model and Its Consequences
Bohumil Stádník
University of Economics, Prague - Faculty of Finance
Date Posted: May 19, 2012
Working Paper Series
31 downloads
Dynamic General Equilibrium and T-Period Fund Separation
Anke Gerber ,
Thorsten Hens and
Peter Woehrmann
University of Hamburg
,
Department of Banking and Finance
and
University of Zurich
Date Posted: February 22, 2006
Working Paper Series
89 downloads
Dynamic Growth Equity Returns
George Blazenko and
Yufen Fu
Simon Fraser University (SFU) - Finance Area
and
Tunghai University
Date Posted: March 06, 2011
Working Paper Series
40 downloads
Dynamic Hedge Fund Style Analysis with Errors-in-Variables
Laurent Bodson
,
Alain Coen
and
Georges Hubner
HEC Management School - University of Liège
,
Université du Québec à Montréal (UQÀM) - Graduate School of Business (ESG)
and
HEC Management School - University of Liège
Date Posted: May 01, 2008
Working Paper Series
390 downloads
Dynamic Hedging and Extreme Asset Co-Movements
Denitsa Stefanova
VU University Amsterdam
Date Posted: October 28, 2009
Last Revised: April 23, 2012
Working Paper Series
102 downloads
Dynamic Hedging in Incomplete Markets: A Simple Solution
AFA 2012 Chicago Meetings Paper
Suleyman Basak and
Georgy Chabakauri
London Business School
and
London School of Economics and Political Science
Date Posted: November 07, 2008
Last Revised: May 12, 2011
Working Paper Series
1159 downloads
Dynamic Hedging in Incomplete Markets: A Simple Solution
CEPR Discussion Paper No. DP8402
Suleyman Basak and
Georgy Chabakauri
London Business School
and
London School of Economics and Political Science
Date Posted: May 26, 2011
Working Paper Series
6 downloads
Dynamic Hedging in Markov Regimes Switching
Wagner Oliveira Monteiro
and
Rodrigo De-Losso
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
and
University of Sao Paulo (USP) - Department of Economics
Date Posted: September 05, 2010
Working Paper Series
58 downloads
Dynamic Hedging Incentives, Debt, and Warrants
EFA 2004 Maastricht Meetings Paper No. 5094
Chris Hennessy and
Yuri Tserlukevich
London Business School
and
Arizona State University (ASU)
Date Posted: August 03, 2004
Working Paper Series
324 downloads
Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process
Birbeck Working Paper No. 0508
Álvaro Cartea
University College London
Date Posted: October 05, 2006
Working Paper Series
610 downloads
Dynamic Hedging of Portfolio Credit Derivatives
Rama Cont and
Yu Hang (Gabriel) Kan
Imperial College London
and
Barclays Capital
Date Posted: February 26, 2009
Last Revised: December 07, 2009
Working Paper Series
1031 downloads
Dynamic Hedging of Vanilla and Exotic Options with Transaction Costs
Peter J Meindl and
James Primbs
Stanford University
and
Stanford University - Management Science & Engineering
Date Posted: March 17, 2005
Working Paper Series
959 downloads
Dynamic Hedging Performance with the Evaluation of Multivariate GARCH Models: Evidence from KOSTAR Index Futures
Applied Economics Letters, Forthcoming
Gyu-Hyun Moon
,
Wei-Choun Yu
and
Chung-Hyo Hong
Hyupsung University
,
Winona State University
and
Korea Deposit Insurance Corporation
Date Posted: January 09, 2009
Last Revised: May 26, 2010
Accepted Paper Series
170 downloads
Dynamic Hedging Strategies: An Application to the Crude Oil Market
Delphine Lautier
and
Alain G. Galli
affiliation not provided to SSRN
and
Cerna Mines-Paristech
Date Posted: March 11, 2010
Working Paper Series
362 downloads
Dynamic Hedging Strategies: An Application to the Crude Oil Market
Review of Futures Market, Forthcoming
Delphine Lautier
and
Alain G. Galli
University Paris Dauphine
and
Cerna Mines-Paristech
Date Posted: March 29, 2010
Accepted Paper Series
199 downloads
Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps
Studies in Nonlinear Dynamics and Econometrics, Vol. 12, No. 2, 2008
Wing H. Chan
Wilfrid Laurier University - Department of Economics
Date Posted: August 03, 2008
Accepted Paper Series
Dynamic Hedging with Futures: A Copula-Based GARCH Model
Journal of Futures Markets, Forthcoming
Chih-Chiang Hsu
,
Chih-Ping Tseng
and
Yaw-Huei Wang
National Central University at Taiwan - Department of Economics
,
National Central University at Taiwan
and
National Taiwan University
Date Posted: January 15, 2008
Accepted Paper Series
585 downloads
Dynamic Hedging with Stochastic Differential Utility
EFMA 2003 Helsinki Meetings
Rodrigo De-Losso
University of Sao Paulo (USP) - Department of Economics
Date Posted: June 08, 2003
Working Paper Series
214 downloads
Dynamic Information Disclosure
Martin J. Dierker
and
Avanidhar Subrahmanyam
Korea Advanced Institute of Science and Technology (KAIST) - School of Finance and Accounting
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: January 22, 2013
Last Revised: January 31, 2013
Working Paper Series
74 downloads
Dynamic Interactions Among the Stock Market, Federal Funds Rate, Inflation, and Economic Activity
Financial Review, Vol. 41, No. 4, November 2006
Nikiforos T. Laopodis
Fairfield University - School of Business - Department of Finance
Date Posted: August 10, 2006
Accepted Paper Series
Dynamic Interactions Between Interest Rate, Credit, and Liquidity Risks: Theory and Evidence from the Term Structure of Credit Default Swap Spreads
Ren-Raw Chen ,
Xiaolin Cheng
and
Liuren Wu
Fordham University Schools of Business
,
Rutgers Business School - New Brunswick
and
City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: August 16, 2005
Working Paper Series
1436 downloads
Dynamic International Diversification Strategies
EFMA 2004 Basel Meetings Paper
Aleksandar Georgiev and
Sergei Sontchik
UBS AG
and
University of Lausanne - Institute of Banking and Finance (IBF)
Date Posted: May 18, 2004
Working Paper Series
206 downloads
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