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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 483,932
Full Text Papers: 393,337
Authors: 226,553
Papers Received in
  Last 12 months:
68,947

Paper Downloads:
To date: 65,850,457
Last 12 months: 11,179,656
Last 30 days: 1,087,338

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Papers with
  Resolved
  References:
238,027
Total References: 8,463,775
Papers with Cites: 230,038
Total Citation
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5,708,794
Papers with
  Resolved
  Footnotes:
77,375
Total Footnotes: 8,499,290


SSRN eLibrary Search Results
JEL Code: G1
12,971,094 Total downloads
Showing Papers 9,961 - 10,010 of 36,683
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Dynamic Dynamic-Programming Solutions for the Portfolio of Risky Assets
Mark S. Tenney
Independent
Date Posted: August 09, 2005
Working Paper Series
162 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Dynamic Equilibrium with Overpriced Put Options
Sergey Isaenko
Concordia University, Quebec - Department of Finance
Date Posted: April 04, 2006
Working Paper Series
221 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper Dynamic Estimation of Credit Rating Transition Probabilities
Arthur M. Berd
General Quantitative, LLC
Date Posted: November 07, 2005
Working Paper Series
394 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Fee Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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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