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SSRN eLibrary Statistics:

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Abstracts: 614,418
Full Text Papers: 511,188
Authors: 283,760
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  Last 12 months:
63,545

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To date: 87,796,088
Last 12 months: 11,476,193
Last 30 days: 896,541

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Total References: 9,075,639
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  Footnotes:
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Total Footnotes: 9,172,179


SSRN eLibrary Search Results
JEL Code: E47
85,781 Total downloads
Showing Papers 1 - 50 of 460
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Incl. Electronic Paper A Practical Robust Long Term Yield Curve Model
High Performance Computing in Finance, J Kanniainen, J Keane and E Vynckier, eds. Chapman & Hall CRC Financial Mathematics Series (2015), Forthcoming
M. A. H. Dempster , Elena Medova , Igor Osmolovskiy and Philipp Ustinov
University of Cambridge - Centre for Financial Research , University of Cambridge - Centre for Financial Research , Cambridge Systems Associates Limited and Cambridge Systems Associates Limited
Date Posted: July 02, 2015
Last Revised: July 03, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Foreign Capital Inflow and Financial Crisis in a Dynamic Model
Gopal K. Basak , Pranab Kumar Das and Allena Rohit
Indian Statistical Institute, Kolkata , Centre for Studies in Social Sciences, Calcutta and Indian Statistical Institute, Kolkata
Date Posted: June 30, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Monetary Policy, Heterogeneous Expectations and Uncertainty
Tsvetomira Tsenova
Bulgarian National Bank
Date Posted: June 19, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper A State-Price Volatility Index for the Government Bond Market
Zheyao Pan
UQ Business School, University of Queensland
Date Posted: June 08, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Gestión Fiscal, Señoreaje e Impuesto Inflacionario en Venezuela (Financial Management, Seigniorage and Inflation Tax in Venezuela)
Luis Zambrano Sequín Sr.
Universidad Católica Andrés Bello
Date Posted: June 01, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Forecasting the Rupee-Dollar Exchange Rate Using the Monetary Model
Neha Gupta
University of Delhi - Department of Economics
Date Posted: May 31, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Investigating Interbank Contagion with Agent-Based Modeling and Functional Dependency Network Analysis (FDNA)
Amy Costa , Michael K. McShane and C. Ariel Pinto
Old Dominion University , Old Dominion University and Old Dominion University
Date Posted: May 22, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility
PIER Working Paper No. 15-018
Francis X. Diebold , Frank Schorfheide and Minchul Shin
University of Pennsylvania - Department of Economics , University of Pennsylvania - Department of Economics and University of Pennsylvania - Department of Economics
Date Posted: May 22, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper Information Processing of Foreign Exchange News: Extending the Overshooting Model to Include Qualitative Information from News Sentiment
Stefan Feuerriegel , Georg Wolff and Dirk Neumann
University of Freiburg (Germany) - Information Systems Research , University of Freiburg (Germany) - Information Systems Research and University of Freiburg
Date Posted: May 08, 2015
Working Paper Series
24 downloads

Incl. Electronic Paper Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
Joseph P Byrne , Shuo Cao and Dimitris Korobilis
Heriot-Watt University - Economics , University of Glasgow - Adam Smith Business School and University of Glasgow - Adam Smith Business School
Date Posted: May 05, 2015
Working Paper Series
36 downloads

Incl. Electronic Paper Overcoming the Forecast Combination Puzzle: Lessons from the Time-Varying Efficiency of Phillips Curve Forecasts of U.S. Inflation
UNSW Business School Research Paper No. 2015-09
Christopher G. Gibbs
UNSW Australia
Date Posted: April 28, 2015
Last Revised: June 02, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?
Thomas Gilbert , Chiara Scotti , Georg Strasser and Clara Vega
University of Washington - Department of Finance and Business Economics , Board of Governors of the Federal Reserve System , Boston College and Board of Governors of the Federal Reserve System
Date Posted: April 25, 2015
Working Paper Series
27 downloads

Incl. Electronic Paper An Adaptive Approach to Forecasting Three Key Macroeconomic Variables for Transitional China
BOFIT Discussion Paper No. 12/2015
Linlin Niu , Xiu Xu and Ying Chen
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE) , Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and National University of Singapore (NUS)
Date Posted: April 15, 2015
Last Revised: April 17, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper The Need for Efficient Investment: Fundamental Analysis and Technical Analysis
Wellington Garikai Bonga
Independent
Date Posted: April 13, 2015
Working Paper Series
63 downloads

Incl. Electronic Paper Future of Finance Beyond 'Flash Boys': Risk Modeling for Managing Uncertainty in an Increasingly Non-Deterministic Cyber World
Princeton Quant Trading Conference 2015
Yogesh Malhotra
Global Risk Management Network, LLC
Date Posted: April 08, 2015
Last Revised: June 17, 2015
Working Paper Series
82 downloads

Bank Liquidity Creation and Asset Market Liquidity
Journal of Financial Stability, Forthcoming
Ujjal Chatterjee
American University of Sharjah
Date Posted: April 02, 2015
Accepted Paper Series

The Effects of Forward Guidance: What Do We Learn from Staff Forecasts and Survey-Based Expectations?
Peter G. Dunne , Danielle Kedan , Gerard O'Reilly and Rebecca Stuart
Central Bank of Ireland , Independent , Central Bank & Financial Services Authority of Ireland and Central Bank of Ireland
Date Posted: March 31, 2015
Working Paper Series

Incl. Electronic Paper Forecasting the Term Structure of Government Bond Yields Using Credit Spreads and Structural Breaks
Bank of Korea WP 2014-19
Azamat Abdymomunov , Kyu H. Kang and Ki Jeong Kim
Federal Reserve Banks - Federal Reserve Bank of Richmond , Korea University and Bank of Korea
Date Posted: March 28, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper Restraining Credit Growth: The Case of Bulgaria
Nedyalka Dimitrova and Dimitar Vasilev
Agency for Economic Analysis and Forecasting and Agency for Economic Analysis and Forecasting
Date Posted: March 28, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper A Cost of Production Model for Bitcoin
Adam Hayes
The New School - Department of Economics
Date Posted: March 21, 2015
Last Revised: March 22, 2015
Working Paper Series
84 downloads

Incl. Electronic Paper What Factors Give Cryptocurrencies Their Value: An Empirical Analysis
Adam Hayes
The New School - Department of Economics
Date Posted: March 18, 2015
Working Paper Series
122 downloads

Incl. Electronic Paper The Decision to Produce Altcoins: Miners' Arbitrage in Cryptocurrency Markets
Adam Hayes
The New School - Department of Economics
Date Posted: March 17, 2015
Working Paper Series
44 downloads

Incl. Electronic Paper Modest Policy Interventions
FRB Atlanta Working Paper No. 2002-19
Eric M. Leeper and Tao Zha
Indiana University at Bloomington - Department of Economics and Federal Reserve Bank of Atlanta
Date Posted: February 23, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Modest Policy Interventions
FRB Atlanta Working Paper Series No. 99-22
Eric M. Leeper and Tao Zha
Indiana University at Bloomington - Department of Economics and Federal Reserve Bank of Atlanta
Date Posted: January 25, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Debasement and Inflation: A New Measure of Monetary Debasement that Forecasts Inflation
Douglas Carr
Carr Capital Co.
Date Posted: January 10, 2015
Last Revised: July 03, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Near-Rational Expectation: How Far Surveys from Rationality
Sergey Ivashchenko
St. Petersburg Institute for Economics and Mathematics (Russian Academy of Sciences)
Date Posted: December 24, 2014
Working Paper Series
6 downloads

Incl. Electronic Paper Inflation Uncertainty and Disagreement in Bond Risk Premia
FRB of Chicago Working Paper No. 2014-24
Stefania D'Amico and Athanasios Orphanides
Federal Reserve Bank of Chicago and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: December 19, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper A Large Bayesian Vector Autoregression Model for Russia
BOFIT Discussion Paper No. 22/2014
Elena B. Deryugina and Alexey A. Ponomarenko
Central Bank of Russia and Central Bank of Russia
Date Posted: December 16, 2014
Working Paper Series
34 downloads

Incl. Electronic Paper Estimación Del Riesgo Operativo Bajo Ambiente De Incertidumbre: Estudio De Caso (Operational Risk Estimation Uncertainty on Environment: A Case Study)
Revista Internacional Administración & Finanzas, v. 7 (7) p. 39-54,
Jorge A. Restrepo and Santiago Medina Hurtado
Universidad Autónoma Latinoamericana and Tecnológico De Antioquia
Date Posted: December 12, 2014
Accepted Paper Series
20 downloads

Incl. Electronic Paper World De-Dollarisation: Economic Implication of De-Dollarisation in Zimbabwe (Introduction of Special Coins)
Wellington Garikai Bonga , Frank Chirowa , Johannes Chiminya and Fungayi Mawire-Van Strien
Independent , Independent , Independent Researcher and Independent
Date Posted: December 08, 2014
Working Paper Series
111 downloads

Incl. Electronic Paper Financial Frictions and Sources of Business Cycle
IMF Working Paper No. 14/194
Marzie Taheri Sanjani
International Monetary Fund (IMF)
Date Posted: November 22, 2014
Working Paper Series
34 downloads

Incl. Electronic Paper Effectiveness of the Easing of Monetary Policy in the Japanese Economy, Incorporating Energy Prices
ADBI Working Paper 503
Naoyuki Yoshino and Farhad Taghizadeh Hesary
Asian Development Bank Institute and Keio University
Date Posted: November 10, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Fixed-Income Pricing in a Non-Linear Interest-Rate Model
Banque de France Working Paper No. 517
Jean-Paul Renne
Banque de France
Date Posted: October 29, 2014
Working Paper Series
33 downloads

Incl. Electronic Paper The Risk of Financial Intermediaries
Journal of Banking and Finance, Vol. 44, July, 2014: pp 1-12, Bank of Finland Research Discussion Paper No. 18/2014
Manthos D. Delis , Iftekhar Hasan and Efthymios G. Tsionas
University of Surrey - Surrey Business School , Fordham University and Athens University of Economics and Business - Department of Economics
Date Posted: October 07, 2014
Accepted Paper Series
80 downloads

Incl. Electronic Paper Analyzing Data Revisions with a Dynamic Stochastic General Equilibrium Model
FRB of Philadelphia Working Paper No. 14-29
Dean Croushore and Keith Sill
University of Richmond and affiliation not provided to SSRN
Date Posted: September 30, 2014
Working Paper Series
8 downloads

Incl. Fee Electronic Paper The Financial and Macroeconomic Effects of OMT Announcements
CEPR Discussion Paper No. DP10025
Carlo Altavilla , Domenico Giannone and Michele Lenza
European Central Bank (ECB) , LUISS Guido Carli University and European Central Bank (ECB)
Date Posted: September 25, 2014
Working Paper Series

Incl. Electronic Paper Risk Profiles for Re-Profiling the Sovereign Debt of Crisis Countries
Forthcoming in Journal of Risk Finance, The Wharton School Financial Institutions Centre Research Paper No. 14-14.
Andrea Consiglio and Stavros A. Zenios
University of Palermo and University of Cyprus
Date Posted: September 17, 2014
Last Revised: December 29, 2014
Working Paper Series
108 downloads

Incl. Electronic Paper Financial Business Cycles
FRB International Finance Discussion Paper No. 1116
Matteo M. Iacoviello
Federal Reserve Board - Trade and Financial Studies
Date Posted: September 17, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Expected Business Conditions and Bond Risk Premia
Jonas Nygaard Eriksen
Aarhus University and CREATES
Date Posted: September 13, 2014
Last Revised: March 30, 2015
Working Paper Series
58 downloads

Incl. Electronic Paper The Unfortunate Uselessness of Most 'State of the Art' Academic Monetary Economics
VoxEU, Research-based policy analysis and commentary from leading economists, March 6, 2009
Willem H. Buiter
Citigroup New York
Date Posted: September 10, 2014
Accepted Paper Series
54 downloads

Incl. Electronic Paper An Analysis of Bitcoin Exchange Rates
Jacob B. Smith
University of Houston - Department of Economics
Date Posted: September 10, 2014
Last Revised: January 21, 2015
Working Paper Series
325 downloads

Incl. Electronic Paper Introducing a Semi-Structural Macroeconomic Model for Rwanda
IMF Working Paper No. 14/159
Luisa Charry , Pranav Gupta and Vimal J. Thakoor
International Monetary Fund (IMF) , International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: September 10, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Sticky Prices for Foreign Capital: Implications for Savings-Investments Equilibriums
Oghenovo A. Obrimah
Babcock University
Date Posted: September 09, 2014
Last Revised: December 20, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper Risk Management Optimization for Sovereign Debt Restructuring
The Wharton School Financial Institutions Centre No. 14-10
Andrea Consiglio and Stavros A. Zenios
University of Palermo and University of Cyprus
Date Posted: August 11, 2014
Last Revised: April 02, 2015
Working Paper Series
177 downloads

Incl. Electronic Paper The Low Frequency Effects of Macroeconomic News on Government Bond Yields
FEDS Working Paper No. 2014-52
Carlo Altavilla , Domenico Giannone and Michele Modugno
European Central Bank (ECB) , LUISS Guido Carli University and Board of Governors of the Federal Reserve System (FRB)
Date Posted: August 10, 2014
Working Paper Series
30 downloads

Incl. Electronic Paper The Financial and Macroeconomic Effects of OMT Announcements
ECB Working Paper No. 1707
Carlo Altavilla , Domenico Giannone and Michele Lenza
European Central Bank (ECB) , LUISS Guido Carli University and European Central Bank (ECB)
Date Posted: August 06, 2014
Working Paper Series
27 downloads

Incl. Electronic Paper Credit Ratings and Bond Spreads of the GIIPS
De Nederlandsche Bank Working Paper No. 432
Tim de Vries and Jakob de Haan
De Nederlandsche Bank - Econometric Research and Special Studies and University of Groningen - Faculty of Economics and Business
Date Posted: July 31, 2014
Working Paper Series
64 downloads

Incl. Electronic Paper Monetary Policy in Hybrid Regimes: The Case of Kazakhstan
IMF Working Paper No. 14/108
Natan P. Epstein and Rafael Portillo
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: July 18, 2014
Working Paper Series
31 downloads

Incl. Electronic Paper Deviations from Rules-Based Policy and Their Effects
Alex Nikolsko‐Rzhevskyy , David H. Papell and Ruxandra Prodan
Lehigh University - Department of Economics , University of Houston - Department of Economics and University of Houston - Department of Economics
Date Posted: July 11, 2014
Working Paper Series
79 downloads

Incl. Electronic Paper A Macro-Financial Analysis of the Euro Area Sovereign Bond Market
National Bank of Belgium Working Paper No. 259
Hans Dewachter , Leonardo Iania , Marco Lyrio and Maite de Sola
Catholic University of Leuven (KUL) - Department of Economics , Louvain School of Management (UCL) , Insper Institute of Education and Research and National Bank of Belgium - Research Department
Date Posted: June 20, 2014
Working Paper Series
30 downloads


 

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