Datasets associated with articles published in SSRN

  • Data for: 3282658

    In addition to the source code, variations of the source code etc. used for obtaining the results of this MSc Project, I have also included charts, graphs etc., a text file for the table of contents, and the documents/pdfs which outline the specification and…
  • Data for: 3276605

    These are supporting sound files (in my voice) for my research article "Kalyāṇ - a Voyage through Dēśa and Kāla", which deals with the rāga system in Indian music in the specific context of a prominent family of rāgas known as Kalyāṇ. It explores their with to…
  • Data for: Capital allocation under the FRTB regime via marginal measures

    Simple example sheets for the determination of marginal measures for the Internal Model Approach (IMA) Expected Shortfall (ES) as well as the Sensitivity-Based Approach (SBA) of the Fundamental Review of the Trading Book (FRTB) regulation
  • Excel Pricing Workbook: How to Price Swaps in Your Head - An Interest Rate Swap & Asset Swap Primer

    Interest Rate Swap Excel Pricing and Risk Workbook with Market Data
  • Data for: 3280942

    THE FINE ART OF INVESTING DETERMINING RISK AND RETURN OF AN INVESTMENT IN ART Ralph Palliam Abstract If one should buy something only because one loves it for its beauty or some other aspect of aesthetic or personal appeal, one can never really lose. who…
  • Macro Data & Code

    These 2 files contain all of the data and code for used in this paper. Data spans from 1960.07 through 2011.12. Macro variables include, S&P level, CPI, Industrial production (manufacturing), employment (manufacturing), average hourly wages, average weekly…
  • Data for: Responsive Agents: Epu and Dollar-Pound Exchange Rate Return Volatility

    These files include the daily data and the code used to create all figures, tables, and preliminary data treatments. Includes EPU, VIX, & exchange rate returns
  • Data for: 3277485

    Under
    embargo
    This dataset is under embargo until 02 Nov 2019
  • Excel Pricing Workbook: Cross Currency Swap Theory & Practice - An Illustrated Step-by-Step Guide of How to Price Cross Currency Swaps and Calculate the Basis Spread

    Cross Currency Excel Pricing Workbook with Market Data
  • Data for: 3270500

    This interview study investigates how managers/associates of a failed distributed large-scale Research Infrastructures perceived their brand and the role mindsharing played in light of the organisation’s ultimate failure. Specifically, the study looks at and a…

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