SSRN JEL Code: C68

1.

A Jump Diffusion Model For Option Pricing

AFA 2001 New Orleans Meetings

Number of pages: 36 Posted: 16 Sep 2000

Working Paper Series

Steven Kou

Risk Management Institute, NUS

Downloads 2,567

2.

The Average-Marginal Relationship and Tractable Equilibrium Forms

Number of pages: 55 Posted: 30 Dec 2012 Last Revised: 27 Oct 2016

Working Paper Series

Michal Fabinger and E. Glen Weyl

University of Tokyo - Graduate School of Economics and Microsoft Research

Downloads 1,440

3.

GMOS, Trade Policy, and Welfare in Rich and Poor Countries

CIES Working Paper No. 21

Number of pages: 43 Posted: 14 Jul 2000

Working Paper Series

Chantal Nielsen and Kym Anderson

Danish Research Institute of Food Economics (FOI) - Agricultural Policy Division and University of Adelaide - Centre for International Economic Studies (CIES)

Downloads 1,425

4.

Option Pricing Under A Double Exponential Jump Diffusion Model

Number of pages: 21 Posted: 24 Sep 2001

Working Paper Series

Steven Kou and Hui Wang

Risk Management Institute, NUS and Brown University

Downloads 1,345

5.

Unilateral Carbon Taxes, Border Tax Adjustments, and Carbon Leakage

University of Chicago Institute for Law & Economics Olin Research Paper No. 600

Number of pages: 43 Posted: 02 Jun 2012

Working Paper Series

Joshua Elliott, Ian Foster, Samuel S. Kortum, Gita Khun Jush, Todd Munson and David A. Weisbach

University of Chicago, University of Chicago, University of Chicago - Department of Economics, University of Chicago, Argonne National Laboratory and University of Chicago - Law School

Downloads 951

6.

The Impact of Ageing on Demand, Factor Markets and Growth

OECD Economics Department Working Paper No. 420

Number of pages: 100 Posted: 06 Apr 2005

Working Paper Series

Joaquim Oliveira Martins, Frederic Gonand, Pablo Antolin, Christine de la Maisonneuve and Kwang-Yeol Yoo

Organization for Economic Co-Operation and Development (OECD) - Statistics Directorate (STD), Organization for Economic Co-Operation and Development (OECD), Organisation for Economic Cooperation and Development, OECD, Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and Republic of Korea - Ministry of Finance and Economy

Downloads 929

7.

An Equilibrium Model of Investment Under Uncertainty

Haas School of Business Working Paper, 2002

Number of pages: 57 Posted: 21 Jan 2003

Working Paper Series

Robert Novy-Marx

Simon Business School, University of Rochester

There are 2 versions of this paper

Downloads 901

8.

Assessing the Impacts of Trade on Poverty and Inequality

Number of pages: 11 Posted: 01 Oct 2003

Working Paper Series

Jorge Arbache and Francisco Carneiro

University of Brasilia - Department of Economics and The World Bank

There are 2 versions of this paper

Downloads 786

9.

Term Structure and Roll Yield: Not Your Father’s Backwardation

Number of pages: 39 Posted: 17 May 2010 Last Revised: 15 Jun 2010

Working Paper Series

Michael Mack Frankfurter and Davide Accomazzo

IQ3 Solutions Group and Pepperdine University - Graziadio School of Business

Downloads 730

10.

Agency-Based Asset Pricing

Number of pages: 49 Posted: 21 Feb 2006 Last Revised: 07 Nov 2011

Working Paper Series

Gary B. Gorton, Ping He and Lixin Huang

Yale School of Management, Tsinghua University, SEM and Georgia State University

There are 2 versions of this paper

Downloads 717

11.

Assessing Climate Change Impacts: Agriculture

FEEM Working Paper No. 94.05, CMCC Research Paper No. 2

Number of pages: 39 Posted: 09 Aug 2005 Last Revised: 20 May 2014

Working Paper Series

Francesco Bosello and Jian Zhang

Fondazione Eni Enrico Mattei (FEEM) and UNESCO/ IAEA , The Abdus Salam International Center of Theoretical Physics

Downloads 686

12.

Poverty and Income Distribution in a CGE-Household Micro-Simulation Model: Top-Down/Bottom Up Approach

CIRPEE Working Paper No. 03-43

Number of pages: 40 Posted: 19 Jan 2004

Working Paper Series

Luc Savard

Université de Sherbrooke - Department of Economics

Downloads 598

13.

Agricultural Trade Reform and the Doha Development Agenda

World Bank Policy Research Working Paper No. 3607

Number of pages: 40 Posted: 08 Jul 2005

Working Paper Series

Kym Anderson and Will J. Martin

University of Adelaide - Centre for International Economic Studies (CIES) and International Food Policy Research Institute (IFPRI)

There are 2 versions of this paper

Downloads 562

14.

Marginal Abatement Cost Curves in General Equilibrium: The Influence of World Energy Prices

FEEM Working Paper No.136.04

Number of pages: 42 Posted: 13 Nov 2004

Working Paper Series

Gernot Klepper and Sonja M. Peterson

Kiel Institute of World Economics and Kiel Institute for the World Economy

Downloads 539

15.

Calibration of Credit Spread Scenarios for Monte Carlo Simulations

Number of pages: 117 Posted: 13 Jun 2012 Last Revised: 16 Jun 2012

Working Paper Series

Ludovic Dubrana

Ecole Nationale des Ponts et Chaussées (ENPC)

Downloads 536

16.

Long-Term Portfolio Management with a Structural Macroeconomic Model

Swiss Finance Institute Research Paper No. 13-45

Number of pages: 54 Posted: 15 Sep 2013

Working Paper Series

Ludovic Cales, Eric Jondeau and Michael Rockinger

Paris School of Economics - Université Paris-1 Panthéon-La Sorbonne, University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)

Downloads 524

17.

Carbon Tax and Revenue Recycling: Impacts on Households in British Columbia

Resource and Energy Economics, Vol. 41, 2015

Number of pages: 49 Posted: 08 Sep 2014 Last Revised: 07 Aug 2015

Working Paper Series

Marisa Beck, Nicholas Rivers, Randall Wigle and Hidemichi Yonezawa

University of Waterloo, University of Ottawa - Graduate School of Public and International Affairs, Wilfrid Laurier University - School of Business & Economics and ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich

Downloads 484

18.

Technological Change in Economic Models of Environmental Policy: A Survey

FEEM Working Paper No. 4.2002; ZEW Discussion Paper No. 01-62

Number of pages: 48 Posted: 09 Feb 2004

Working Paper Series

Andreas Löschel

University of Muenster - Chair of Microeconomics, esp. Energy and Resource Economics

Downloads 474

19.

Labor Market Distortions, Rural-Urban Inequality, and the Opening of China's Economy

World Bank Policy Research Working Paper No. 3455

Number of pages: 41 Posted: 20 Apr 2016

Working Paper Series

Thomas W. Hertel and Fan Zhai

Purdue University - Center for Global Trade Analysis and China Investment Corporation

Downloads 473

20.

China, GMOs, and World Trade in Agricultural and Textile Products

CIES Discussion Paper No. 0126

Number of pages: 24 Posted: 26 Oct 2001

Working Paper Series

Kym Anderson and Shunli Yao

University of Adelaide - Centre for International Economic Studies (CIES) and University of International Business and Economics

There are 2 versions of this paper

Downloads 454

21.

Trade Liberalization and Endogenous Growth in a Small Open Economy: A Quantitative Assessment

World Bank Policy Research Working Paper No. 1970

Number of pages: 57 Posted: 10 Feb 1999

Working Paper Series

Thomas F. Rutherford and David G. Tarr

Centre for Energy Policy and Economics and International Trade Analysis

Downloads 453

22.

Bank Capital Channels in the Monetary Transmission Mechanism

Bank of England Working Paper No. 313

Number of pages: 52 Posted: 27 Feb 2007

Working Paper Series

Bojan Markovic

EBRD - Economics, Policy and Governance

Downloads 425

23.

Fifth-Order Perturbation Solution to DSGE Models

Number of pages: 31 Posted: 09 Dec 2013 Last Revised: 02 Mar 2017

Working Paper Series

Oren Levintal

Interdisciplinary Center (IDC) Herzliyah

Downloads 416

24.

Impact of Organic Food Agritourism on a Small Rural Economy: A Social Accounting Matrix Approach

Number of pages: 23 Posted: 02 Jan 2007

Working Paper Series

Yuri Mansury and Tad Hara

KDI School of Public Policy and Management and University of Central Florida - Rosen College

Downloads 411

25.

Impact of a Lower Oil Subsidy on Indonesian Macroeconomic Performance, Agricultural Sector and Poverty Incidences: A Recursive Dynamic Computable General Equilibrium Analysis

MPIA Working Paper No. 2007-28

Number of pages: 29 Posted: 25 Jan 2008

Working Paper Series

Rina Oktaviani, Dedi B. Hakim, Sahara Sahara and Hermanto Siregar

affiliation not provided to SSRN, affiliation not provided to SSRN, Bogor Agricultural University and affiliation not provided to SSRN

Downloads 407

26.

A Financial Social Accounting Matrix for the Integrated Macroeconomic Model for Poverty Analysis: Application to Cameroon with a Fixed-Price Multiplier Analysis

World Bank Policy Research Working Paper No. 3219

Number of pages: 51 Posted: 25 Apr 2009

Working Paper Series

Christian Arnault Emini and Hippolyte Fofack

University of Yaounde II and World Bank

Downloads 403

27.

An Equity Market Model and its Implications

Number of pages: 34 Posted: 13 May 2006

Working Paper Series

Hollister B. Sykes

New York University (NYU) - Berkley Center for Entrepreneurial Studies

Downloads 402

28.

Bank Finance versus Bond Finance: What Explains the Differences Between US and Europe?

ECB Working Paper No. 547

Number of pages: 54 Posted: 11 Nov 2005

Working Paper Series

Fiorella de Fiore and Harald Uhlig

European Central Bank (ECB) - Directorate General Research and University of Chicago - Department of Economics

Downloads 398

29.

Measuring the Impact of Tourism Upon Urban Economies: A Review of Literature

FEEM Working Paper No. 52.2008

Number of pages: 34 Posted: 29 Sep 2008

Working Paper Series

Ugo Gasparino, Elena Bellini, Barbara Del Corpo and William Malizia

Fondazione Eni Enrico Mattei (FEEM), Fondazione Eni Enrico Mattei (FEEM), Fondazione Eni Enrico Mattei (FEEM) and Fondazione Eni Enrico Mattei (FEEM)

Downloads 396

30.

Tax Britannica: Nineteenth Century Tariffs And British National Income

Number of pages: 23 Posted: 05 Sep 2001

Working Paper Series

Sami F. Dakhlia and John V. Nye

ESCE - International Business School and George Mason University - Department of Economics

Downloads 372

31.

The Economic Effects of Employment-Conditional Income Support Schemes for the Low-Paid: An Illustration from a CGE Model Applied to Four OECD Countries

OECD Economics Department Working Paper No. 224

Number of pages: 42 Posted: 12 Jan 2000

Working Paper Series

Andrea Bassanini, Jørn Henrik Rasmussen and Stefano Scarpetta

Organization for Economic Co-Operation and Development (OECD), Confederation of Danish Industries and OECD, Directorate for Employment, Labour and Social Affairs

Downloads 361

32.

Economy-Energy-Climate Interaction: The Model Wiagem

FEEM Working Paper No. 71.2001

Number of pages: 32 Posted: 14 Oct 2001

Working Paper Series

Claudia Kemfert

DIW Deutsches Institut für Wirtschaftsforschung

Downloads 360

33.

Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments

Forthcoming in Quantitative Economics

Number of pages: 50 Posted: 28 Mar 2015 Last Revised: 27 Oct 2016

Accepted Paper Series

Leland E. Farmer and Alexis Akira Toda

University of Virginia and University of California, San Diego (UCSD) - Department of Economics

Downloads 359

34.

Geometric Arbitrage Theory and Market Dynamics

Number of pages: 72 Posted: 27 Mar 2008 Last Revised: 19 Jul 2015

Working Paper Series

Simone Farinelli

Core Dynamics GmbH

Downloads 350

35.

Information and Inventories in High-Frequency Trading

Swiss Finance Institute Research Paper No. 15-35

Number of pages: 15 Posted: 02 Sep 2015 Last Revised: 02 Nov 2016

Working Paper Series

Johannes Muhle-Karbe and Kevin Webster

University of Michigan at Ann Arbor and Princeton University

Downloads 348

36.

Tax Reform and Public-Sector Expenditures

FRB of San Francisco, Working Paper No. 98-09

Number of pages: 44 Posted: 23 Jun 2002

Working Paper Series

Steven P. Cassou and Kevin J. Lansing

Kansas State University - Department of Economics and Federal Reserve Bank of San Francisco

Downloads 348

37.

Ambiguity Aversion and the Term Structure of Interest Rates

University of St. Gallen, Department of Economics, Discussion Paper No. 2007-29, Swiss Finance Institute Research Paper No. 08-19

Number of pages: 48 Posted: 09 Aug 2007 Last Revised: 05 Aug 2008

Working Paper Series

Patrick Gagliardini, Paolo Porchia and Fabio Trojani

University of Lugano and Swiss Finance Institute, IE Business School and University of Geneva

There are 2 versions of this paper

Downloads 346

38.

Public Spending, Pro-Poor Growth and Poverty Reduction in Tunisia: A Multilevel Analysis

Number of pages: 47 Posted: 22 Nov 2005

Working Paper Series

Sami Bibi and Rim Chatti

University of Tunis - Faculty of Economic Sciences and Management (ESSEC) and ESSEC Business School - Economics Department

Downloads 338

39.

Economy-Wide Estimates of the Implications of Climate Change: A Joint Analysis for Sea Level Rise and Tourism

FEEM Working Paper No. 135.2006, CMCC Research Paper No. 5

Number of pages: 32 Posted: 14 Nov 2006 Last Revised: 23 Mar 2014

Working Paper Series

Andrea Bigano, Francesco Bosello, Roberto Roson and Richard S. J. Tol

Fondazione Eni Enrico Mattei (FEEM) & Centro Euro-Mediterraneo per i Cambiamenti Climatici, Fondazione Eni Enrico Mattei (FEEM), Ca Foscari University of Venice - Dipartimento di Economia and VU University Amsterdam - Institute for Environmental Studies (IVM)

Downloads 336

40.

Modelling the Effects of Trade on Women, at Work and at Home

Number of pages: 32 Posted: 21 Feb 2000

Working Paper Series

Marzia Fontana and Adrian Wood

University of Sussex and University of Oxford

Downloads 331

41.

Climate Change and Economic Growth: Impacts and Interactions

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 07_10

Number of pages: 18 Posted: 26 Apr 2010

Working Paper Series

Roberto Roson and Dominique van der Mensbrugghe

Ca Foscari University of Venice - Dipartimento di Economia and World Bank

Downloads 327

42.

Eastern Enlargement of the EU: Jobs, Investment and Welfare in Present Member Countries

CESifo Working Paper Series No. 718

Number of pages: 52 Posted: 30 Jun 2002

Working Paper Series

Ben J. Heijdra, Christian Keuschnigg and Wilhelm Kohler

University of Groningen - Department of Economics, University of St. Gallen - Department of Economics (FGN-HSG) and University of Tuebingen - Department of Economics

Downloads 325

43.

Linking Representative Household Models with Household Surveys for Poverty Analysis: A Comparison of Alternative Methodologies

World Bank Policy Research Working Paper No. 3343

Number of pages: 48 Posted: 20 Apr 2016

Working Paper Series

Pierre-Richard Agenor, Derek H.C. Chen and Michael Grimm

University of Manchester - School of Social Sciences, World Bank and Erasmus University Rotterdam

Downloads 323

44.

Value Function Iteration as a Solution Method for the Ramsey Model

CESifo Working Paper Series No. 2278

Number of pages: 30 Posted: 15 Apr 2008

Working Paper Series

Burkhard Heer and Alfred Maussner

University of Augsburg and University of Augsburg - Faculty of Business and Economics

Downloads 321

45.

Foreign Direct Investment in a Computable General Equilibrium Framework

Number of pages: 43 Posted: 09 Feb 2010

Working Paper Series

Peter A. Petri

Brandeis University - Brandeis International Business School

Downloads 319

46.

Monetary Policy Misspecification in VAR Models

Univ. Pompeu Fabra, Economics and Business Working Paper No. 420

Number of pages: 66 Posted: 09 Aug 2000

Working Paper Series

Fabio Canova and Joaquim Pires Pina

Universitat Pompeu Fabra - Department of Economics and Business (DEB) and affiliation not provided to SSRN

Downloads 319

47.

Effects of the Enlargement of EU on Trade and the Environment

FEEM Working Paper No. 54.2001

Number of pages: 20 Posted: 06 Aug 2001

Working Paper Series

Xueqin Zhu and Ekko van Ierland

VU University Amsterdam - Faculty of Economics and Business Administration and Wageningen UR - Environmental Economics and Natural Resources Group

Downloads 304

48.

Non Tariff Barriers in Computable General Equilibrium Modelling

Number of pages: 25 Posted: 03 Aug 2006

Working Paper Series

Marco Fugazza and Jean-Christophe Maur

United Nations - Trade Analysis Branch and World Bank

There are 2 versions of this paper

Downloads 304

49.

Estimating a Climate Change Damage Function through General Equilibrium Modeling

Department of Economics, University Ca' Foscari of Venice Research Paper No. 08-07

Number of pages: 23 Posted: 16 Jul 2007

Working Paper Series

Francesco Bosello and Roberto Roson

Fondazione Eni Enrico Mattei (FEEM) and Ca Foscari University of Venice - Dipartimento di Economia

Downloads 300

50.

Genetically Modified Rice Adoption: Implications for Welfare and Poverty Alleviation

World Bank Policy Research Working Paper No. 3380

Number of pages: 24 Posted: 20 Apr 2016

Working Paper Series

Kym Anderson, Lee Ann Jackson and Chantal Nielsen

University of Adelaide - Centre for International Economic Studies (CIES), World Trade Organization (WTO) and Danish Research Institute of Food Economics (FOI) - Agricultural Policy Division

Downloads 299

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