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
2,670
2.
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
1,746
3.
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
1,533
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
1,357
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
973
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
942
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
There are 2 versions of this paper
An Equilibrium Model of Investment Under Uncertainty
Haas School of Business Working Paper, 2002
Number of pages: 57
Posted: 21 Jan 2003
Downloads
907
An Equilibrium Model of Investment under Uncertainty
The Review of Financial Studies, Vol. 20, Issue 5, pp. 1461-1502, 2007
Posted: 25 Jun 2008
Downloads
907
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
There are 2 versions of this paper
Assessing the Impacts of Trade on Poverty and Inequality
Number of pages: 11
Posted: 01 Oct 2003
Downloads
790
Assessing the Impacts of Trade on Poverty and Inequality
Applied Economics Letters, Forthcoming
Posted: 16 Nov 2003
Downloads
790
9.
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
University of Milan - Department of Economics, Business and Statistics and UNESCO/ IAEA , The Abdus Salam International Center of Theoretical Physics
Downloads
773
10.
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
750
11.
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
There are 2 versions of this paper
Agency-Based Asset Pricing
Number of pages: 49
Posted: 21 Feb 2006
Last Revised: 07 Nov 2011
Downloads
720
Downloads
40
Downloads
720
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
641
13.
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
576
14.
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)
There are 2 versions of this paper
Agricultural Trade Reform and the Doha Development Agenda
World Bank Policy Research Working Paper No. 3607
Number of pages: 40
Posted: 08 Jul 2005
Downloads
568
Agricultural Trade Reform and the Doha Development Agenda
The World Economy, Vol. 28, No. 9, pp. 1301-1327, September 2005
Number of pages: 27
Posted: 31 Oct 2005
Downloads
13
Downloads
568
15.
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
European Union - European Commission, Joint Research Centre, University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
548
16.
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
547
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
543
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
480
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
479
20.
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
461
21.
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
There are 2 versions of this paper
China, Gmos, and World Trade in Agricultural and Textile Products
CIES Discussion Paper No. 0126
Number of pages: 24
Posted: 26 Oct 2001
Downloads
458
China, Gmos and World Trade in Agricultural and Textile Products
CEPR Discussion Paper No. 3171
Number of pages: 28
Posted: 19 Feb 2002
Downloads
21
Downloads
458
22.
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
457
23.
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
441
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
426
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
Bogor Agricultural University - Department of Economics, affiliation not provided to SSRN, Bogor Agricultural University - Department of Economics and Bogor Agricultural University - Department of Economics
There are 2 versions of this paper
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
Downloads
419
Impact of a Lower Oil Subsidy on Indonesian Macroeconomic Performance, Agricultural Sector and Poverty Incidences (A Recursive Dynamic Computable General Equilibrium Analysis)
PEP working paper serie 2007-28
Number of pages: 36
Posted: 15 May 2018
Downloads
2
Downloads
419
26.
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: 04 Sep 2017
Working Paper Series
Carnegie Mellon University - Department of Mathematical Sciences and Princeton University
Downloads
416
27.
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
411
28.
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
408
29.
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
407
30.
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
406
31.
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
380
32.
Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments
Quantitative Economics, July 2017, Volume 8, Issue 2, pp. 651-683
Number of pages: 50
Posted: 28 Mar 2015
Last Revised: 31 Aug 2017
Accepted Paper Series
University of Virginia and University of California, San Diego (UCSD) - Department of Economics
Downloads
370
33.
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
368
34.
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
363
35.
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
357
36.
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
355
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
There are 2 versions of this paper
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
Downloads
354
Ambiguity Aversion and the Term Structure of Interest Rates
The Review of Financial Studies, Vol. 22, Issue 10, pp. 4157-4188, 2009
Posted: 28 Sep 2009
Downloads
354
38.
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 Banks - Federal Reserve Bank of San Francisco
Downloads
352
39.
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
345
40.
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, University of Milan - Department of Economics, Business and Statistics, Ca Foscari University of Venice - Dipartimento di Economia and VU University Amsterdam - Institute for Environmental Studies (IVM)
Downloads
341
41.
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
341
42.
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
333
43.
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
328
44.
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
326
45.
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
326
46.
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
325
47.
Machine Learning for High-Dimensional Dynamic Stochastic Economies
Number of pages: 38
Posted: 06 Mar 2017
Last Revised: 10 Aug 2017
Working Paper Series
University of Zurich and Purdue University
Downloads
323
48.
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
University of Milan - Department of Economics, Business and Statistics and Ca Foscari University of Venice - Dipartimento di Economia
Downloads
309
49.
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
308
50.
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
305
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