Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 729,316
Full Text Papers: 614,166
Authors: 336,853
Papers Received in
  Last 12 months:
63,237

Paper Downloads:
To date: 111,670,596
Last 12 months: 13,362,266
Last 30 days: 1,297,439

CiteReader:  What's this?
Papers with
  Resolved
  References:
317,907
Total References: 9,116,095
Papers with Cites: 247,932
Total Citation
  Links:
5,975,996
Papers with
  Resolved
  Footnotes:
93,208
Total Footnotes: 9,024,552


SSRN eLibrary Search Results
Econometric Modeling: Capital Markets - Risk eJournal
834,826 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 4,808
Sort By
1 2 3 4 ... 97 | Next >
   

Incl. Fee Electronic Paper Credit Ratings and Market Information
CEPR Discussion Paper No. DP11961
Alessio Piccolo and Joel D. Shapiro
Department of Economics and University of Oxford - Said Business School
Date Posted: April 21, 2017
Working Paper Series
1 downloads

Incl. Fee Electronic Paper Pipeline Risk in Leveraged Loan Syndication
CEPR Discussion Paper No. DP11956
Max Bruche, Frederic Malherbe and Ralf R. Meisenzahl
Cass Business School, City University London, London Business School and Federal Reserve Board
Date Posted: April 21, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper Endogenous and Exogenous Risk Premia
Andrés Schneider
University of California, Los Angeles (UCLA) - Department of Economics
Date Posted: April 20, 2017
Working Paper Series
20 downloads

Shariah-Compliant Investments and Stock Returns: Evidence from the Indonesian Stock Market
Journal of Islamic Accounting and Business Research, Vol. 8, Issue 2, pp. 143-160, 2017
Devi Lusyana and Mo Sherif
Independent and Heriot-Watt University - Department of Accountancy and Finance
Date Posted: April 20, 2017
Working Paper Series

Incl. Electronic Paper Discount Rate (Risk-Free Rate and Market Risk Premium) Used for 41 Countries in 2017: A Survey
Pablo Fernandez, Vitaly Pershin and Isabel Fernández Acín
University of Navarra - IESE Business School, University of Navarra, IESE Business School and University of Navarra
Date Posted: April 19, 2017
Working Paper Series
677 downloads

Illiquidity Premium and Expected Stock Returns in the UK: A New Approach
Physica A: Statistical Mechanics and its Applications, Volume 458, Pages 52–66, September 2016,
Jiaqi Chen and Mo Sherif
Heriot-Watt University - Department of Accountancy, Economics and Finance and Heriot-Watt University - Department of Accountancy and Finance
Date Posted: April 19, 2017
Working Paper Series

Ethical Dow Jones Indexes and Investment Performance: International Evidence
Investment Management and Financial Innovations, Volume 13, Issue 2, 2016
Mo Sherif
Heriot-Watt University - Department of Accountancy and Finance
Date Posted: April 19, 2017
Working Paper Series

Incl. Electronic Paper Credit Misallocation During the European Financial Crisis
CESifo Working Paper Series No. 6406
Fabiano Schivardi, Enrico Sette and Guido Tabellini
Einaudi Institute for Economics and Finance (EIEF), Bank of Italy and Bocconi University - Department of Economics
Date Posted: April 18, 2017
Working Paper Series
3 downloads

Incl. Electronic Paper Residential House Prices, Commercial Real Estate and Bank Failures
Gary S. Fissel, Gerald A. Hanweck and Anthony B. Sanders
U.S. Federal Deposit Insurance Corporation (FDIC) - Division of Research and Statistics, School of Management George Mason University and George Mason University - School of Business
Date Posted: April 18, 2017
Working Paper Series
4 downloads

Modern Day Bank Runs: A Self-Fulfilling Credit Crunch
Nikos Paltalidis
Durham University Business School, Durham University
Date Posted: April 17, 2017
Working Paper Series

Incl. Fee Electronic Paper Risk Management with Supply Contracts
NBER Working Paper No. w23331
Heitor Almeida, Kristine Watson Hankins and Ryan Williams
University of Illinois at Urbana-Champaign, University of Kentucky and University of Arizona - Department of Finance
Date Posted: April 17, 2017
Working Paper Series
1 downloads

Incl. Electronic Paper The Asset Management Industry, Systemic Risk, and Macroprudential Policy
Journal of Financial Transformation, 2017, vol: 45 pp. 121-128
Claude Lopez
Milken Institute
Date Posted: April 17, 2017
Accepted Paper Series
18 downloads

Incl. Electronic Paper Аналіз науково-практичного інструментарію оцінювання кредитоспроможності підприємств (The Analysis of Scientific-Practical Tools of the Company Creditworthiness Evaluation)
Traektoriâ Nauki, Vol. 2, No. 4, p. 2.47-2.56, 2016,
Lyudmila Sokolova, Oleg Sokolov and Alena Timosheva
Independent, Independent and Kyiv National Economic University (KNEU)
Date Posted: April 17, 2017
Accepted Paper Series
3 downloads

Incl. Electronic Paper Risk Management with Weighted VaR
Pengyu Wei
University of Oxford - Mathematical Institute
Date Posted: April 17, 2017
Working Paper Series
40 downloads

Incl. Electronic Paper Simplifying Credit Scoring Rules Using LVQ PSO
Kybernetes, Vol. 46 Iss 1 pp. 8 - 16
Laura Cristina Lanzarini, Augusto Villa Monte, Aurelio F. Bariviera and Patricia Jimbo Santana
Universidad Nacional de La Plata, Universidad Nacional de La Plata, Universitat Rovira i Virgili - Department of Business and Universidad Central del Ecuador
Date Posted: April 14, 2017
Accepted Paper Series
14 downloads

Incl. Electronic Paper The Unintended Consequences of Bank Stress Tests
Mehrnoush Shahhosseini
School of Management - University of San Francisco
Date Posted: April 14, 2017
Working Paper Series
7 downloads

Incl. Fee Electronic Paper Dynamic Longevity Hedging in the Presence of Population Basis Risk: A Feasibility Analysis from Technical and Economic Perspectives
Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 417-437, 2017
Kenneth Q. Zhou and Johnny Siu‐Hang Li
University of Waterloo and University of Waterloo
Date Posted: April 14, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model with the Gas Structure
Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 393-415, 2017
Hua Chen, Richard D. MacMinn and Tao Sun
Temple University - Risk Management & Insurance & Actuarial Science, National Chengchi University and University of Wisconsin - La Crosse
Date Posted: April 14, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Pricing Buy‐Ins and Buy‐Outs
Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 367-392, 2017
Yijia Lin, Tianxiang Shi and Ayse Arik
University of Nebraska at Lincoln, Temple University - Fox School of Business and Management and Hacettepe University
Date Posted: April 14, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper Robust Mean–Variance Hedging of Longevity Risk
Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 459-475, 2017
Hong Li, Anja De Waegenaere and Bertrand Melenberg
Nankai University, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
Date Posted: April 14, 2017
Accepted Paper Series
1 downloads

Incl. Fee Electronic Paper The Cross‐Section of Asia‐Pacific Mortality Dynamics: Implications for Longevity Risk Sharing
Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 515-532, 2017
Enrico Biffis, Yijia Lin and Andreas Milidonis
J. Mack Robinson College of Business, University of Nebraska at Lincoln and University of Cyprus - Department of Accounting and Finance
Date Posted: April 14, 2017
Accepted Paper Series
1 downloads

Incl. Electronic Paper Household Debt and the Great Recession
Review, Vol. 99, Issue 2, pp. 183-205, 2017
Carlos Garriga, Bryan J. Noeth and Don E Schlagenhauf
Federal Reserve Banks - Research Division, Federal Reserve Banks - Federal Reserve Bank of St. Louis and Federal Reserve Banks - Federal Reserve Bank of St. Louis
Date Posted: April 14, 2017
Accepted Paper Series
7 downloads

Incl. Electronic Paper Analysis of Credit Risk, Efficiency, Liquidity, and Profitability of Selected Non-Bank Financial Institution: An Empirical Study
Journal of Business, 02(02), 16-23, March (2017)
Sabrina SAA Akhter and Jewel Kumar Roy
Daffodil International University and Daffodil International University
Date Posted: April 12, 2017
Accepted Paper Series
8 downloads

Incl. Electronic Paper Advanced Lending Operations and Credit Risk Assessment Using Purchase Order Information
Bank of Japan Working Paper Series, No. 16-E-19
Suguru Yamanaka
Bank of Japan - Financial System and Bank Examination Department
Date Posted: April 12, 2017
Working Paper Series
8 downloads

Incl. Electronic Paper Financial Penalties and the Systemic Risk of Banks
Hannes Koester and Matthias Pelster
Leuphana University of Lueneburg and Leuphana University Lueneburg
Date Posted: April 12, 2017
Working Paper Series
13 downloads

Systemic Risk and Capital Adequacy
Fabian Woebbeking
Goethe University Frankfurt - Department of Finance
Date Posted: April 12, 2017
Working Paper Series

Incl. Electronic Paper SenSR: A Sentiment-Based Systemic Risk Indicator
De Nederlandsche Bank Working Paper No. 553
Svetlana Borovkova, Evgeny Garmaev, Philipp Lammers and Jordi Rustige
Vrije Universiteit Amsterdam - Faculty of Economics and Business Administration, VU University Amsterdam - Finance, VU University Amsterdam, Finance and VU University Amsterdam, Faculty of Economics and Business Administration
Date Posted: April 11, 2017
Working Paper Series
71 downloads

Incl. Electronic Paper Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Are Islamic Stocks Different?
Muhammad A. Cheema and Gilbert V. Nartea
University of Waikato and University of Waikato
Date Posted: April 11, 2017
Working Paper Series
35 downloads

Incl. Electronic Paper Risk, Competition, and Efficiency in Chinese Banking: The Role of Interest Rate Liberalization
Yong Tan
University of Huddersfield - Business School
Date Posted: April 11, 2017
Working Paper Series
7 downloads

Incl. Electronic Paper Credit Ratings and Market Information
Alessio Piccolo and Joel D. Shapiro
Department of Economics and University of Oxford - Said Business School
Date Posted: April 11, 2017
Working Paper Series
29 downloads

Incl. Electronic Paper Performance and Size: Empirical Evidence from CIMB Bank
Nur Asyhana Tasneem Binti Abdul Amzah
Universiti Utara Malaysia
Date Posted: April 10, 2017
Working Paper Series
6 downloads

Incl. Electronic Paper Risk Management and Performances Hong Leong Bank, Malaysia
Nor Asniza Asmi
Universiti Utara Malaysia
Date Posted: April 10, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Corporate Governance and Risk Performance in Genting Plantation Berhad
Nor Hamizah Nasarudin
Universiti Utara Malaysia
Date Posted: April 10, 2017
Working Paper Series
9 downloads

Incl. Electronic Paper Does Sentiment Index Predict Future Returns?
Muhammad A. Cheema and Gilbert V. Nartea
University of Waikato and University of Waikato
Date Posted: April 10, 2017
Last Revised: April 12, 2017
Working Paper Series
114 downloads

Incl. Electronic Paper Mean-Reverting Statistical Arbitrage in Crude Oil Markets
Viviana Fanelli
University of Bari
Date Posted: April 10, 2017
Working Paper Series
172 downloads

Incl. Electronic Paper High Frequency vs. Daily Resolution: The Economic Value of Forecasting Volatility Models
Quaderni - Working Paper DSE N° 1099,
Francesca Lilla
University of Bologna - Department of Economics
Date Posted: April 10, 2017
Working Paper Series
20 downloads

Searching for Rational Bubble Footprints in the Singaporean and Indonesian Stock Markets
Journal of Economics and Finance, Forthcoming
Gilbert V. Nartea, Muhammad A. Cheema and Kenneth R. Szulczyk
University of Waikato, University of Waikato and Universiti Utara Malaysia
Date Posted: April 10, 2017
Accepted Paper Series

Incl. Electronic Paper Cyclical Dispersion in Expected Defaults
Joao F. Gomes, Marco Grotteria and Jessica A. Wachter
The Wharton School, University of Pennsylvania - The Wharton School and University of Pennsylvania - Finance Department
Date Posted: April 10, 2017
Working Paper Series
23 downloads

Incl. Electronic Paper Momentum, Reversals, and Other Puzzles in Fama-Macbeth Cross-Sectional Regressions
Mark J. Kamstra
York University - Schulich School of Business
Date Posted: April 08, 2017
Last Revised: April 16, 2017
Working Paper Series
75 downloads

Incl. Electronic Paper Volatility Mean-Reversion on the Zimbabwe Stock Exchange (ZSE)
Clayton Mudzamba
National University of Science and Technology
Date Posted: April 08, 2017
Working Paper Series
16 downloads

Incl. Electronic Paper Rating Migration and Bond Valuation: Ahistorical Interest Rate and Default Probability Term Structures
Brian Barnard
Independent
Date Posted: April 08, 2017
Working Paper Series
5 downloads

Incl. Electronic Paper A Statistical Analysis of Cryptocurrencies
Joerg Osterrieder, Stephen Chan, Jeffrey Chu and Saralees Nadarajah
Zurich University of Applied Sciences, University of Manchester - School of Mathematics, University of Manchester - School of Mathematics and University of Manchester
Date Posted: April 08, 2017
Working Paper Series
87 downloads

Incl. Electronic Paper The Risk Sensitivity of Basel Risk Weights and Loan Loss Provisions: Evidence from European Banks
Rainer Baule and Christian Tallau
University of Hagen and Münster University of Applied Sciences
Date Posted: April 08, 2017
Working Paper Series
17 downloads

Incl. Electronic Paper Timing the Tail-Risk-Protection of the Spy with VIX-Futures by a Hidden Markov Model. The Wool-Milk-Sow Strategy
Chrilly Donninger
Nimzowerkstatt OEG
Date Posted: April 07, 2017
Working Paper Series
19 downloads

Incl. Electronic Paper The Multi-Horizon Dynamics of Risk and Returns
Andrea Tamoni
London School of Economics & Political Science (LSE)
Date Posted: April 07, 2017
Working Paper Series
30 downloads

Incl. Fee Electronic Paper A Generalized Earnings‐Based Stock Valuation Model with Learning
Financial Review, Vol. 52, Issue 2, pp. 199-232, 2017
Gady Jacoby, Alex Paseka and Yan Wang
University of Manitoba - Department of Accounting and Finance, University of Manitoba and Brock University
Date Posted: April 07, 2017
Accepted Paper Series
2 downloads

Incl. Fee Electronic Paper An Empirical Study of International Spillover of Sovereign Risk to Bank Credit Risk
Financial Review, Vol. 52, Issue 2, pp. 281-302, 2017
Winnie P.H. Poon, Jianfu Shen and John E. Burnett
Lingnan University, Hong Kong, Hang Seng Management College and University of Alabama at Huntsville
Date Posted: April 07, 2017
Accepted Paper Series
1 downloads

Incl. Electronic Paper Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2017 Edition
Aswath Damodaran
New York University - Stern School of Business
Date Posted: April 07, 2017
Working Paper Series
716 downloads

Incl. Electronic Paper Reinsurance Demand and Liquidity Creation
Denise Desjardins and Georges Dionne
University of Montreal - Center for Research on Transportation and HEC Montreal - Department of Finance
Date Posted: April 07, 2017
Working Paper Series
18 downloads

Incl. Electronic Paper The Effects of Tax on Bank Liability Structure
Bank of Italy Temi di Discussione (Working Paper) No. 1101, Kelley School of Business Research Paper No. 17-27, Columbia Business School Research Paper No. 17-35
Leonardo Gambacorta, Giacomo Ricotti, Suresh M. Sundaresan and Zhenyu Wang
Bank for International Settlements (BIS), Bank of Italy, Columbia Business School - Finance and Economics and Indiana University, Kelley School of Business
Date Posted: April 06, 2017
Working Paper Series
18 downloads


 

1 2 3 4 ... 97 | Next >