Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 742,410
Full Text Papers: 626,284
Authors: 344,042
Papers Received in
  Last 12 months:
64,514

Paper Downloads:
To date: 113,878,266
Last 12 months: 13,387,243
Last 30 days: 903,769

CiteReader:  What's this?
Papers with
  Resolved
  References:
320,289
Total References: 9,124,793
Papers with Cites: 248,462
Total Citation
  Links:
5,988,945
Papers with
  Resolved
  Footnotes:
93,271
Total Footnotes: 9,047,441


SSRN eLibrary Search Results
JEL Code: C63
499,735 Total downloads
Showing Papers 1 - 50 of 2,400
Sort By
1 2 3 4 ... 48 | Next >
   

Incl. Electronic Paper M-Press-Creditrisk: A Holistic Micro- and Macroprudential Approach to Capital Requirements
Bundesbank Discussion Paper No. 15/2017
Natalia Tente, Natalja von Westernhagen and Ulf D. Slopek
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 27, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper A Predictive Analysis of the Indian FMCG Sector Using Time Series Decomposition-Based Approach
Jaydip Sen and Tamal Datta Chaudhuri
Praxis Business School and Calcutta Business School
Date Posted: June 26, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Solving DSGE Models - When Local Approximations Fail
Nikolai Gräber and Malte Schumacher
University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Date Posted: June 26, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Maximum Likelihood Estimation of Latent Variable Models by SMC with Marginalization and Data Cloning
Jin-Chuan Duan, Andras Fulop and Yu-Wei Hsieh
National University of Singapore (NUS) - Business School and Risk Management Institute, ESSEC Business School and University of Southern California - Department of Economics
Date Posted: June 23, 2017
Last Revised: June 27, 2017
Working Paper Series
12 downloads

Incl. Electronic Paper Computing Moment Inequality Models using Constrained Optimization
Baiyu Dong, Yu-Wei Hsieh and Matthew Shum
University of Southern California - Department of Economics, University of Southern California - Department of Economics and California Institute of Technology
Date Posted: June 21, 2017
Last Revised: June 28, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Structural Changes and Growth Regimes
SWPS 2017-12
Tommaso Ciarli, Andre Lorentz, Marco Valente and Maria Savona
SPRU, University of Sussex, Université de Technologie de Belfort-Montbéliard, University of L'Aquila and University of Sussex
Date Posted: June 20, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Calendar Anomalies in the Ukrainian Stock Market
Guglielmo Maria Caporale and Alex Plastun (2017). Calendar anomalies in the Ukrainian stock market. Investment Management and Financial Innovations, 14(1), 104-114. doi:10.21511/imfi.14(1).2017.11
Guglielmo Maria Caporale and Oleksiy Plastun
Brunel University London - Department of Economics and Finance and Sumy State University
Date Posted: June 15, 2017
Accepted Paper Series
6 downloads

Incl. Electronic Paper Measuring Cross-Frequency Coupling of EEG Signals between Different Scalp Electrode Locations during Extended Seizure Epochs
Richard Robertson
California State Polytechnic University, Pomona
Date Posted: June 13, 2017
Last Revised: June 14, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper Interbank Rules, Liquidity, and the Capital-Base: Simulation-Based Experiments of the Artificial Interbank Network
Mitja Steinbacher and Timotej Jagric
Fakulteta za poslovne vede and University of Maribor - Faculty of Economics & Business
Date Posted: June 13, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Early Warning Indicators and Macro-Prudential Policies: A Credit Network Agent Based Model
Ermanno Catullo, Ruggero Grilli, Antonio Palestrini and Mauro Gallegati
Università Politecnica delle Marche, Università Politecnica delle Marche - Department of Management, Università Politecnica delle Marche and Università Politecnica delle Marche - Faculty of Economics
Date Posted: June 10, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Causal Paths and Exogeneity Tests in Generalcorr Package for Air Pollution and Monetary Policy
Hrishikesh D. Vinod
Fordham University - Department of Economics
Date Posted: June 07, 2017
Working Paper Series
54 downloads

Incl. Electronic Paper The Impact of Macroprudential Housing Finance Tools in Canada
BIS Working Paper No. 632
Jason Allen, Timothy Grieder, Brian Michael Peterson and Tom Roberts
Government of Canada - Bank of Canada, Government of Canada - Bank of Canada, Government of Canada - Bank of Canada and Government of Canada - Bank of Canada
Date Posted: June 07, 2017
Working Paper Series
23 downloads

Opinion Evolution of Online Consumer Reviews in the E-Commerce Environment
Electronic Commerce Research, Forthcoming
Yan Wan, Baojun Ma and Yu Pan
Beijing University of Posts and Telecommunications (BUPT) - School of Economics and Management, Beijing University of Posts and Telecommunication - School of Economics and Management and Shanghai International Studies University
Date Posted: June 05, 2017
Accepted Paper Series

Incl. Electronic Paper Firm Internationalization from a Network-Centric Complex-Systems Perspective
Journal of World Business (Forthcoming)
Yanto Chandra and Ian F. Wilkinson
City University of Hong Kong and University of Sydney Business School
Date Posted: June 05, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Supercomputers
Electronic version of a book chapter forthcoming in High-Performance Computing in Finance: Problems, Methods, and Solutions, M.A.H. Dempster, J. Kanniainen, J. Keane, and E. Vynckier (Eds), Chapman and Hall/CRC, London, 2017. ISBN 9781482299663
Peter Schober
Goethe University Frankfurt - Department of Finance
Date Posted: June 05, 2017
Accepted Paper Series
24 downloads

Incl. Electronic Paper Towards a Microfounded Agent-Based Macroeconomic Model
Jesper Riedler
Centre for European Economic Research (ZEW)
Date Posted: June 03, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Extracting Latent States from High Frequency Option Prices
Diego Amaya, Jean-François Bégin and Geneviève Gauthier
Wilfrid Laurier University, Simon Fraser University and HEC Montreal - Department of Decision Sciences
Date Posted: May 30, 2017
Working Paper Series
62 downloads

Incl. Electronic Paper Searching for Structure: Formal Organization Design as a Guide to Network Evolution
Forthcoming, Management Science , INSEAD Working Paper No. 2017/41/STR
Julien Clement and Phanish Puranam
INSEAD and INSEAD
Date Posted: May 27, 2017
Last Revised: June 24, 2017
Working Paper Series
32 downloads

Incl. Electronic Paper A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors
FIRN Research Paper
Mesias Alfeus, Martino Grasselli and Erik Schlogl
UTS Business School/Finance Discipline group, University of Padova - Department of Mathematics and University of Technology Sydney (UTS), UTS Business School, Finance Discipline Group
Date Posted: May 25, 2017
Working Paper Series
25 downloads

Incl. Electronic Paper Short-Term Forecasting of GDP via Evolutionary Algorithms Using Survey-Based Expectations
Oscar Claveria, Enric Monte and Salvador Torra
University of Barcelona - Regional Quantitative Analysis Group (AQR-IREA), Polytechnic University of Catalunya and University of Barcelona - Riskcenter-IREA
Date Posted: May 25, 2017
Working Paper Series
11 downloads

Incl. Electronic Paper Let the Data Do the Talking: Empirical Modelling of Survey-Based Expectations by Means of Genetic Programming
Research Institute of Applied Economics Working Paper No. 2017/11, Regional Quantitative Analysis Research Group Working Paper No. 2017/06
Oscar Claveria, Enric Monte and Salvador Torra
University of Barcelona - Regional Quantitative Analysis Group (AQR-IREA), Polytechnic University of Catalunya and University of Barcelona - Riskcenter-IREA
Date Posted: May 25, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper CDS Rate Construction Methods by Machine Learning Techniques (Presentation Slides)
Zhongmin Luo and Raymond Brummelhuis
Standard Chartered Bank, London and University of Reims Champagne-Ardenne
Date Posted: May 24, 2017
Working Paper Series
762 downloads

Freight Derivatives Pricing for Decoupled Mean-Reverting Diffusion and Jumps
Ioannis Kyriakou, Panos K. Pouliasis, Nikos C. Papapostolou and Kostas D. Andriosopoulos
City University London - Sir John Cass Business School, Sir John Cass Business School, Cass Business School, City, University of London and ESCP Europe Business School
Date Posted: May 20, 2017
Working Paper Series

Incl. Electronic Paper Pricing Variance, Gamma and Corridor Swaps Using Multinomial Trees
Honglei Zhao, Zhe Zhao, Rupak Chatterjee, Thomas Monza Lonon and Ionut Florescu
Hanlon Financial Systems Lab, Stevens Institute of Technology, Stevens Institute of Technology, Stevens Institute of Technology and Stevens Institute of Technology
Date Posted: May 18, 2017
Last Revised: May 23, 2017
Working Paper Series
20 downloads

Incl. Electronic Paper Modelos Económicos Básicos y Simulaciones en MATLAB (Basic Economic Models and Simulations with MATLAB)
Documento de Trabajo Omega Beta Gamma No. 16-2015
Alfonso Ayala
Universidad Nacional Mayor de San Marcos
Date Posted: May 17, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper Testing for Convexity Relevance: An IFRS 9 Benchmark Cashflow Test Proposal
Luigi A. Cefis
Intesa SanPaolo SpA
Date Posted: May 17, 2017
Last Revised: May 24, 2017
Working Paper Series
88 downloads

Incl. Electronic Paper CDS Rate Construction Methods by Machine Learning Techniques
Raymond Brummelhuis and Zhongmin Luo
University of Reims Champagne-Ardenne and Standard Chartered Bank, London
Date Posted: May 15, 2017
Working Paper Series
1608 downloads

Incl. Electronic Paper Public Debt Sustainability Under Uncertainty: An Invariant Set Approach
IMF Working Paper No. 17/57
Rossen Rozenov
International Monetary Fund (IMF)
Date Posted: May 12, 2017
Working Paper Series
22 downloads

Incl. Electronic Paper Stochastic Debt Sustainability Analysis for Sovereigns and the Scope for Optimization Modeling
Optimization and Engineering special issue on Financial Engineering, Forthcoming, Working Paper 17-07, The Wharton Financial Institutions Center, The Wharton School, University of Pennsylvania, PA.
Andrea Consiglio and Stavros A. Zenios
Università degli Studi della Calabria and University of Cyprus
Date Posted: May 12, 2017
Accepted Paper Series
10 downloads

Incl. Electronic Paper Pricing and Hedging GDP-Linked Bonds in Incomplete Markets
Andrea Consiglio and Stavros A. Zenios
University of Palermo and University of Cyprus
Date Posted: May 11, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper The Future of Long Term Care in Europe. An Investigation Using a Dynamic Microsimulation Model
CEIS Working Paper No. 405
Vincenzo Atella, Federico Belotti, Ludovico Carrino and Andrea Piano Mortari
University of Rome, Tor Vergata - Centre for International Studies on Economic Growth (CEIS), University of Rome, Tor Vergata - Department of Economics and Finance, King's College London and CEIS Tor Vergata
Date Posted: May 08, 2017
Working Paper Series
47 downloads

Incl. Electronic Paper An Approach for Empirical Work in Spatial Dynamics
Andrew Young School of Policy Studies Research Paper Series No. 17-06
Kyle Mangum
Georgia State University - Department of Economics
Date Posted: May 04, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper The Programmable Economy: Envisaging an Entire Planned Economic System as a Single Computer Through Blockchain Networks
Kartik Hegadekatti and Yatish S G
Government of India, Ministry of Railways and Government of India, Ministry of Railways
Date Posted: May 02, 2017
Working Paper Series
60 downloads

Incl. Electronic Paper Portfolio Management with Drawdown Constraint: An Analysis of Optimal Investment
Maxime Bonelli and Mireille Bossy
INRIA and Institut National de Recherche en Informatique et Automatique (INRIA)
Date Posted: April 29, 2017
Working Paper Series
85 downloads

Incl. Electronic Paper Hierarchical Learning Applied to Word Sense Disambiguation
Andrew N Edmonds
Dr. Andy's IP Ltd
Date Posted: April 28, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Prediction Strategies in a TV Recommender System – Method and Experiments
P. Isaias and N. Karmakar (Eds.), Proceedings of the IADIS International Conference on WWW/Internet, 5-8 November 2003, Algarve, Portugal
Mark van Setten, Mettina Veenstra, Anton Nijholt and Betsy van Dijk
Telematica Instituut, Saxion University of Applied Sciences, Human Media Interaction (HMI) and Human Media Interaction (HMI)
Date Posted: April 27, 2017
Accepted Paper Series
5 downloads

Incl. Electronic Paper Implementing Maximum Likelihood Estimation of Empirical Matching Models: MPEC v.s. NFXP
USC-INET Research Paper No. 17-16
Baiyu Dong, Yu-Wei Hsieh and Xing Zhang
University of Southern California - Department of Economics, University of Southern California - Department of Economics and University of Southern California
Date Posted: April 27, 2017
Working Paper Series
34 downloads

Incl. Electronic Paper A Time Series Analysis-Based Forecasting Framework for the Indian Healthcare Sector
Journal of Insurance and Financial Management, Volume 3, No. 1, Forthcoming
Jaydip Sen and Tamal Datta Chaudhuri
Praxis Business School and Calcutta Business School
Date Posted: April 26, 2017
Accepted Paper Series
15 downloads

In the Truman Show: Generating Dynamic Scenarios in a Driving Simulator
IEEE Intelligent Systems, Vol. 21 (5), Sept.-Oct. 2006, pp.28-32 (DOI: 10.1109/MIS.2006.97)
Ingo Wassink, Betsy van Dijk, Job Zwiers, Anton Nijholt, Jorrit Kuipers and Arnd Brugman
Human Media Interaction (HMI), Human Media Interaction (HMI), University of Twente, Human Media Interaction (HMI), Independent and Independent
Date Posted: April 25, 2017
Accepted Paper Series

Incl. Electronic Paper The Virtual Driving Instructor Creating Awareness in a Multiagent System
Proceedings of the 16th Conference of the Canadian Society for Computational Studies of Intelligence (AI2003), Halifax, Canada, June 11-13, 2003
Ivo Weevers, Jorrit Kuipers, Arnd Brugman, Job Zwiers, Betsy van Dijk and Anton Nijholt
University of Twente, Independent, Independent, University of Twente, Human Media Interaction (HMI) and Human Media Interaction (HMI)
Date Posted: April 25, 2017
Accepted Paper Series
2 downloads

Incl. Electronic Paper The Virtual Driving Instructor: A Multi-Agent Based System for Driving Instruction
Technical Report, TR-CTIT-03-17, University of Twente, Centre for Telematics and Information Technology. Enschede, 2003
Ivo Weevers, Jorrit Kuipers, Arnd Brugman, Job Zwiers, Betsy van Dijk and Anton Nijholt
University of Twente, Independent, Independent, University of Twente, Human Media Interaction (HMI) and Human Media Interaction (HMI)
Date Posted: April 25, 2017
Working Paper Series
2 downloads

Incl. Electronic Paper A Student-Adaptive System for Driving Simulation
Lovell, Campbell, Fookes, Maeder (Eds). Proceedings 8th Australian and New Zealand Intelligent Information Systems Conference (ANZIIS 2003), December 10-12, 2003, Sydney, Australia, 253-257, ISBN 9781741070392
Ivo Weevers, Anton Nijholt, Betsy van Dijk, Job Zwiers, Jorrit Kuipers and Arnd Brugman
University of Twente, Human Media Interaction (HMI), Human Media Interaction (HMI), University of Twente, Independent and Independent
Date Posted: April 25, 2017
Accepted Paper Series
2 downloads

Incl. Electronic Paper Case-Based Reasoning as a Prediction Strategy for Hybrid Recommender Systems
Second International Atlantic Web Intelligence Conference, AWIC 2004, Cancun, Mexico, May 16-19, 2004
Mark van Setten, Mettina Veenstra, Betsy van Dijk and Anton Nijholt
Telematica Instituut, Saxion University of Applied Sciences, Human Media Interaction (HMI) and Human Media Interaction (HMI)
Date Posted: April 24, 2017
Accepted Paper Series
1 downloads

Incl. Electronic Paper The Simple Structure of Top Trading Cycles in School Choice
Jacob D. Leshno and Irene Lo
Columbia University and Columbia University
Date Posted: April 20, 2017
Working Paper Series
4 downloads

Incl. Electronic Paper High-Order Compact Finite Difference Scheme for Option Pricing in Stochastic Volatility Jump Models
Bertram Düring and Alexander Pitkin
University of Sussex - School of Mathematical and Physical Sciences and University of Sussex - School of Mathematical and Physical Sciences
Date Posted: April 18, 2017
Working Paper Series
21 downloads

Incl. Electronic Paper Sticks, Balls or a Ribbon? Results of a Formative User Study with Bioinformaticians
Technical Report, TR-CTIT-08-72, University of Twente, Centre for Telematics and Information Technology Enschede, 2008
Olga Kulyk, Ingo Wassink, Paul van der Vet, Gerrit van der Veer and Betsy van Dijk
University of Twente, Human Media Interaction (HMI), Human Media Interaction (HMI), VU University Amsterdam and Human Media Interaction (HMI)
Date Posted: April 18, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper Fast LP Algorithms for Portfolio Optimization
Andrzej Palczewski
University of Warsaw - Faculty of Mathematics, Informatics, and Mechanics
Date Posted: April 13, 2017
Working Paper Series
106 downloads

Incl. Electronic Paper Semi-Automated Legal Decision Support
Viorel Milea
Independent
Date Posted: April 13, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Quantization Meets Fourier: A New Technology for Pricing Options
Giorgia Callegaro, Lucio Fiorin and Martino Grasselli
University of Padua, University of Padua and University of Padova - Department of Mathematics
Date Posted: April 12, 2017
Working Paper Series
125 downloads

Incl. Electronic Paper A Probabilistic Approach to the Computation of the Levelized Cost of Electricity
Energy, Volume 124, Pages 372–381, April 2017,
Thomas Geissmann
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Date Posted: April 11, 2017
Working Paper Series
23 downloads


 

1 2 3 4 ... 48 | Next >