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JEL Code: C68

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1.

A Jump Diffusion Model For Option Pricing

AFA 2001 New Orleans Meetings
Number of pages: 36 Posted: 16 Sep 2000
Working Paper Series
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
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
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
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
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
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
Simon Business School, University of Rochester

Multiple version iconThere 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
University of Brasilia - Department of Economics and The World Bank

Multiple version iconThere 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
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
Yale School of Management, Tsinghua University, SEM and Georgia State University

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

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

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

Multiple version iconThere 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
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
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
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
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
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
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
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
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
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
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
United Nations - Trade Analysis Branch and World Bank

Multiple version iconThere 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
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
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