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JEL Code: C63

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3151.

The Analytics of New Keynesian Phillips Curves

Institut für Volkswirtschaftslehre der Universität Augsburg Beitrag Volkswirtschaftliche Diskussionsreihe No. 313
Posted: 30 Mar 2011
Working Paper Series
University of Augsburg - Faculty of Business and Economics
3152.

The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending

Journal of Time Series Analysis, Vol. 36, Issue 4, pp. 562-586, 2015
Number of pages: 25 Posted: 03 Jun 2015
Accepted Paper Series
University of Essex - Department of Economics
3153.

The Concept of Mutual Perception of Persons in a Hierarchy

Posted: 18 Sep 2019
Working Paper Series
Peoples’ Friendship University of Russia
3154.

The Development of the Concept of Mutual Perception of Persons in a Hierarchy: The Dynamics of Perceptions

Posted: 18 Sep 2019
Working Paper Series
Peoples’ Friendship University of Russia
3155.

The Devil Is in the Detail: How Do Implementation Choices Affect Alternative Risk Premia?

Posted: 19 Jan 2019
Working Paper Series
Universität St. Gallen - Swiss Institute of Banking and Finance and affiliation not provided to SSRN
3156.

The Duration Derby: A Comparison of Duration-Based Strategies in Asset Liability Management

Journal of Bond Trading & Management, Vol. 1, No. 4, pp. 371-80, April 2003
Posted: 17 Sep 2003
Accepted Paper Series
Imperial College London - Mathematical Finance, University of Southampton - School of Management and School of Mathematics and Statistics, The University of Sydney

Multiple version iconThere are 2 versions of this paper

3157.

The Economics of Emergency Meetings

Economic Inquiry, Vol. 53, Issue 2, pp. 1019-1037, 2015
Number of pages: 19 Posted: 07 Feb 2015
Accepted Paper Series
University of Wyoming and University of Wyoming - College of Business - Department of Economics and Finance
3158.

The Economics of Mating Taboos in a Matching Model

SUNY Binghamton University Working Paper
Posted: 20 Jan 1999
Working Paper Series
University of Iowa - Henry B. Tippie College of Business - Department of Economics
3159.

The Fine Structure of Currency Returns Implied in One-Touch Options

Journal of Derivatives, Vol. 20, No. 4, 2013, https://doi.org/10.3905/jod.2013.20.4.078
Posted: 20 May 2019
Accepted Paper Series
Independent
3160.

The Fusion of Insurance and Financial Structured Products – A Monte Carlo Valuation

Insurance Markets and Companies: Analyses and Actuarial Computations, 2013, Volume 4, Issue 1, pp. 30-38
Posted: 20 Jul 2014
Accepted Paper Series
Ben Gurion University and Ben-Gurion University of the Negev
3161.

The Hull and White Model of the Short Rate: An Alternative Analytical Representation

Posted: 29 Sep 2001
Accepted Paper Series
University of New Mexico - Robert O. Anderson Schools of Management and University of New Mexico - Department of Finance, International, and Techology (FIT)
3162.

The Identification of Acquisition Targets in the EU Banking Industry: An Application of Multicriteria Approaches

International Review of Financial Analysis, Vol. 16, No. 3, pp. 262-281, 2007
Posted: 13 Sep 2006
Accepted Paper Series
GSCM-Montpellier Business School, Coventry University and Technical University of Crete (TUC) - Department of Production Engineering and Management
3163.

The Impact of Jump Distributions on the Implied Volatility of Variance

Posted: 17 Feb 2014
Working Paper Series
Aarhus University - Department of Business and Economics, Aarhus University - Department of Economics and Business Economics and Danske Bank - Danske Markets
3164.

The Irony in the Derivatives Discounting

Wilmott Magazine, pp. 92-98, July 2007
Posted: 25 Feb 2009
Accepted Paper Series
muRisQ Advisory

Multiple version iconThere are 2 versions of this paper

3165.

The Irony in the Derivatives Discounting Part II: The Crisis

Wilmott Journal, Vol. 2, pp. 301-316, 2010
Posted: 28 Sep 2011
Accepted Paper Series
muRisQ Advisory

Multiple version iconThere are 2 versions of this paper

3166.

The Margins of Global Sourcing: Theory and Evidence from U.S. Firms

CEPR Discussion Paper No. DP10310
Number of pages: 53 Posted: 23 Jan 2015
Working Paper Series
Harvard University - Department of Economics, Dartmouth College - Tuck School of Business and University of Chicago Department of Economics

Multiple version iconThere are 4 versions of this paper

3167.

The Multivariate Nature of Systemic Risk: Direct and Common Exposures

Posted: 04 Jun 2016
Working Paper Series
University of Pavia, Hanken School of Economics and Independent
3168.

The Pricing of Equity-Linked Contingent Claims Under a Lognormal Short Rate Dynamics

Posted: 14 Apr 2011
Working Paper Series
University of Naples Federico II - Faculty of Economics and University of Naples Federico II - Faculty of Economics
3169.

The Pricing of Insurance-Linked Securities Under Interest Rate Uncertainty

The Journal of Risk Finance, Vol. 3, No. 3, Spring 2002
Posted: 01 Apr 2002
Accepted Paper Series
ESSEC Business School and TEAM-CNRS, University of Paris at Sorbonne
3170.

The Strategic Use of Download Limits by a Monopoly Platform

Posted: 31 Mar 2014
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics and University of California, Berkeley

Multiple version iconThere are 4 versions of this paper

3171.

The Validity of Computational Models in Organization Science: From Model Realism to Purpose of the Model

Computational and Mathematical Organization Theory, Vol. 1, No. 1, pp. 57-71, 1995
Posted: 24 Jan 2007 Last Revised: 24 Mar 2019
Accepted Paper Series
Duke University - Fuqua School of Business and Aarhus University - ICOA
3172.
3173.

The Valuation of Interest Rate Digital Options and Range Notes Revisited

Posted: 21 Oct 1998
Accepted Paper Series
Université de Rennes I and EMLYON Business School
3174.

The Valuation of Nature-Linked Bonds with Exchange Rate Risk

Posted: 14 Nov 2001
Accepted Paper Series
ESSEC Business School and TEAM-CNRS, University of Paris at Sorbonne
3175.

The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?

DIW Berlin Discussion Paper No. 1458
Posted: 12 Mar 2015
Working Paper Series
Brunel University London - Department of Economics and Finance, University of Navarra - Department of Economics and Sumy State University
3176.

Threshold Boolean Form for Joint Probabilistic Constraints with Random Technology Matrix

Posted: 14 Sep 2013 Last Revised: 23 Jan 2015
Working Paper Series
Rutgers, The State University of New Jersey and George Washington University
3177.

Time-Dependent Performance Approximation of Truck Handling Operations at an Air Cargo Terminal

Selinka, Gregor, Axel Franz, and Raik Stolletz (2014): Time-dependent performance approximation of truck handling operations at an air cargo terminal. Computers & Operations Research, DOI: 10.1016/j.cor.2014.06.005.
Posted: 31 Jan 2014 Last Revised: 04 Jul 2014
Accepted Paper Series
University of Mannheim, Center for Doctoral Studies in Business, Graduate School of Economic & Social Sciences, University of Mannheim and University of Mannheim
3178.

Tractable Likelihood-Based Estimation of Non-Linear DSGE Models

CEPR Discussion Paper No. DP12262
Number of pages: 20 Posted: 11 Sep 2017
Working Paper Series
ECARES, Université Libre de Bruxelles

Multiple version iconThere are 2 versions of this paper

3179.

Trans-Tasman CGE Modeling: Some Illustrative Results from the Joani Model

Economic Modelling, Vol. 12, No. 4, 1995
Posted: 15 Jan 2010
Accepted Paper Series
affiliation not provided to SSRN and Victoria University of Wellington - School of Economics & Finance
3180.

Transformers for Limit Order Books

Posted: 25 Mar 2020
Working Paper Series
Independent
3181.

Uncertainty of Multiple Period Risk Measures

University of Umea Economic Studies Paper No. 768
Posted: 18 Oct 2009
Working Paper Series
University of Umea
3182.

Using Genetic Algorithms to Find Technical Trading Rules

Rodney L. White Center for Financial Research Working Paper #20-95
Posted: 14 Jul 1998
Working Paper Series
Imperial College London and University of Colorado at Boulder
3183.

Using Localized Quadratic Functions on an Irregular Grid for Pricing High-Dimensional American Options

CentER Discussion Paper No. 2004-20
Posted: 22 Jun 2004
Working Paper Series
affiliation not provided to SSRN and University of Amsterdam - Department of Quantitative Economics (KE)
3184.

Using Simulation Methods in Accounting Research

Journal of Management Control, Forthcoming
Posted: 01 Mar 2015
Accepted Paper Series
Kenan-Flagler Business School University of North Carolina
3185.

Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models

CEPR Discussion Paper No. DP13890
Number of pages: 91 Posted: 23 Dec 2020
Working Paper Series
Stanford University - Department of Economics, Northwestern University, Northwestern University and Harvard University

Multiple version iconThere are 2 versions of this paper

3186.

Validation of Default Probability Models: A Stress Testing Approach

International Review of Financial Analysis, Forthcoming
Posted: 02 Jul 2016 Last Revised: 07 Jul 2016
Accepted Paper Series
Midway Financeira, Universidade de Brasília (UnB), University of Brasilia and National University of Ireland (Maynooth University) - School of Business
3187.

Valuation of Barrier Options in a Black-Scholes Setup with Jump Risk

Posted: 29 Mar 2001
Accepted Paper Series
Johannes Gutenberg University Mainz - Department of Banking

Multiple version iconThere are 2 versions of this paper

3188.

Value by Design?

The Journal of Portfolio Management Quantitative Special Issue, 46 (2) 25-43, 2020, DOI: https://doi.org/10.3905/jpm.2019.1.122
Posted: 03 Jun 2020
Accepted Paper Series
Universität St. Gallen - Swiss Institute of Banking and Finance, Independent and University of Wuppertal
3189.

Valuing American Options by Simulation: A Simple Least-Squares Approach

Posted: 26 Oct 1998
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area and Simon Fraser University (SFU)
3190.

Valuing American Put Options Using Gaussian Quadrature

Posted: 20 Oct 1999
Accepted Paper Series
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
3191.

Valuing Catastrophe Bonds by Monte Carlo Simulations

Posted: 26 Oct 2004
Accepted Paper Series
TEAM-CNRS, University of Paris at Sorbonne
3192.

Valuing Qualitative Options With Stochastic Volatility

Quantitative Finance, Vol 9, Issue 7, 2009
Posted: 27 Nov 2007 Last Revised: 22 Oct 2010
Accepted Paper Series
Pohang University of Science and Technology (POSTECH) and Korea Advanced Institute of Science and Technology (KAIST), Department of Mathematical Science
3193.

Valuing Variable Annuity Guarantees on Multiple Assets

Scandinavian Actuarial Journal, 2015, DOI:10.1080/03461238.2015.1102167
Posted: 25 Nov 2015
Accepted Paper Series
UNSW Australia and Auckland University of Technology - Faculty of Business & Law
3194.

Viable Ramsey Economies

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 47, Issue 2, pp. 422-441, 2014
Number of pages: 20 Posted: 31 Jul 2014
Accepted Paper Series
National Institute of Demographic Studies (INED) and Universite Catholique de Louvain
3195.

Visualizing Adverse Selection: An Economic Approach to the Law of Insurance Underwriting

Posted: 30 Jan 2003
Accepted Paper Series
University of Houston Law Center
3196.

Volatility of Volatility of Financial Markets

Journal of Mathematical Computer Modelling, 1998
Posted: 03 Sep 1998
Accepted Paper Series
Physical Studies Institute LLC and DRW Trading Group

Multiple version iconThere are 2 versions of this paper

3197.

What Can We Learn from Simulating a Standard Agency Model?

Posted: 07 Jan 2002
Accepted Paper Series
University of Illinois at Urbana-Champaign
3198.

When the U.S. Catches a Cold, Canada Sneezes: A Lower-Bound Tale Told by Deep Learning

CEPR Discussion Paper No. DP14025
Number of pages: 54 Posted: 07 Oct 2019 Last Revised: 02 Mar 2020
Working Paper Series
Universidad de Alicante, CUNY The Graduate Center - Department of Economics and Santa Clara University
3199.

When to Sell Apple and the NASDAQ? Trading Bubbles with a Stochastic Disorder Model

Posted: 21 May 2019
Accepted Paper Series
Steklov Mathematical Institute, Steklov Mathematical Institute and University of British Columbia (UBC) - Sauder School of Business
3200.

Why are Lawyers Nice or Nasty? Insights from Agent-Based Modeling

Advances in Complex Systems, Vol. 13, No. 4, pp. 535-558, 2010
Posted: 03 Oct 2010
Accepted Paper Series
European University Institute and European University Institute Law Department