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JEL Code: E47
69,611 Total downloads
Showing Papers 1 - 50 of 358
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Reestimación Del Modelo De Curva De Tipos Basado En Tres Factores De Diebold: Una Determinación Imprecisa De Lambda Puede Inducir a Sesgos Significativos (A Three-Factor Yield Curve Model by Diebold Re-Estimation: A Lambda Miscalculation Leads to Biased Forecasts)
Félix R. Doldán Tíe
,
Pablo de Llano Monelos Sr. ,
Carlos Piñeiro-Sánchez
and
Manuel Rodríguez - López Sr.
Date Posted: May 09, 20133 downloads
Rethinking Potential Output: Embedding Information About the Financial Cycle BIS Working Paper No. 404
Claudio E. V. Borio ,
Piti Disyatat
and
Mikael Juselius
Date Posted: April 10, 2013Last Revised: April 13, 201322 downloads
The Monetary Policy of the ECB: A Robin Hood Approach? CESifo Working Paper Series No. 4178
Marcus Drometer
,
Thomas Siemsen and
Sebastian Watzka
Date Posted: April 05, 201361 downloads
Was There a 'Greenspan Conundrum' in the Euro Area? CREST Working Paper No. 2013-07
Gildas Lame
Date Posted: April 05, 20134 downloads
The Predictive Content of the Yield Curve for Inflation
Hans Dewachter ,
Leonardo Iania
and
Marco Lyrio
Date Posted: March 24, 201319 downloads
Information in the Yield Curve: A Macro-Finance Approach
Hans Dewachter ,
Leonardo Iania
and
Marco Lyrio
Date Posted: March 24, 201320 downloads
Governance in the Public Corporation of the Future: The Battle for Control of Corporate Governance Chapman Law Review, Vol. 15, No. 1, p. 1, 2011
Z. Jill Barclift
Date Posted: March 21, 201317 downloads
Corporate Social Responsibility and Financial Institutions: Beyond Dodd-Frank Banking & Financial Services Policy Report, Vol. 31, No. 1, January 2012
Z. Jill Barclift
Date Posted: March 21, 201331 downloads
Prediction Bias Correction for Dynamic Term Structure Models
Eran Raviv
Date Posted: March 15, 201325 downloads
A Tractable Multi-Factor Dynamic Term-Structure Model for Risk Management
Michael Henseler
,
Christoph Peters
and
Roland C. Seydel
Date Posted: March 02, 201363 downloads
Viewing Futures Network: Collaborative Learning and Innovation at Rabobank (Chapter 9) Scenarios for Success: Turning Insights into Action Edited by Bill Sharpe and Kees Van der Heijden
© 2007 John Wiley & Sons, Ltd,
Paul A. de Ruijter
Date Posted: February 22, 20135 downloads
Contagion in the Interbank Market and its Determinants Journal of Financial Stability, Vol. 9, No. 1, 2013
Christoph Memmel
and
Angelika Sachs
Date Posted: February 16, 2013
Forecasting Term Structure of Libor Swap Rates The International Journal of Business and Finance Research, v. 6 (4) p. 87-100
Mei-Mei Kuo
,
Shih-Wen Tai
and
Bing-Huei Lin
Date Posted: January 29, 201331 downloads
Developing a Practical Yield Curve Model: An Odyssey New Developments in Macro-Finance Yield Curves, J. Chadha, A. Durre, M. Joyce & L. Sarnio, eds., Cambridge University Press, 2013
M. A. H. Dempster ,
Jack L. Evans
and
Elena Medova
Date Posted: January 15, 201333 downloads
How Effective is Central Bank Forward Guidance? FRB of St. Louis Working Paper No. 2012-063A
Clemens J.M. Kool and
Daniel L. Thornton
Date Posted: January 05, 201315 downloads
The Federal Reserve's Balance Sheet and Overnight Interest Rates
Jaime Marquez ,
Ari Morse
and
Bernd Schlusche
Date Posted: January 01, 201321 downloads
The Federal Reserve's Balance Sheet: A Primer and Projections FEDS Working Paper No. 2012-56
Seth B. Carpenter ,
Jane E. Ihrig ,
Elizabeth Klee
,
Alexander H. Boote
and
Daniel W. Quinn
Date Posted: December 26, 201283 downloads
Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts ETH Risk Center Working Paper No. 11-005
Wei-Xing Zhou
,
Guo-Hua Mu
,
Wei Chen and
Didier Sornette
Date Posted: December 21, 2012Last Revised: December 22, 201218 downloads
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model ETH Risk Center – Working Paper No. 11-004,
Didier Sornette ,
Ryan Woodard
,
Wanfeng Yan
and
Wei-Xing Zhou
Date Posted: December 21, 201221 downloads
A Counterfactual Analysis of the Argentinian Monetary Transformation in 2002 Applied Economics, Vol. 41, No. 27, 2009
Anne Laure Delatte
Date Posted: December 01, 20125 downloads
Bayesian Analysis of Recursive SVAR Models with Overidentifying Restrictions ECB Working Paper No. 1492
Andrzej Kociecki
,
Michal Rubaszek
and
Michele Ca'Zorzi
Date Posted: November 22, 201220 downloads
Derivatives Mismarking Cases
Rupert Macey-Dare
Date Posted: November 21, 2012Last Revised: November 28, 2012
Financial Markets Portfolio Revaluation System
Rupert Macey-Dare
Date Posted: November 14, 2012Last Revised: November 28, 2012
Pricing a Callable Leveraged Constant Maturity Swap Spread Note
Daniel L. Chertok
Date Posted: November 08, 2012Last Revised: November 18, 201228 downloads
The Yield Spread Puzzle and the Information Content of SPF Forecasts Economics Letters, Forthcoming
Kajal Lahiri ,
George Monokroussos
and
Yongchen Zhao
Date Posted: November 05, 20128 downloads
Tails of Inflation Forecasts and Tales of Monetary Policy
Philippe Andrade
,
Eric Ghysels and
Julien Idier
affiliation not provided to SSRN
,
University of North Carolina (UNC) at Chapel Hill - Department of Economics
and
affiliation not provided to SSRN
Date Posted: November 03, 201251 downloads
Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks FRB of Philadelphia Working Paper No. 12-24
James M. Nason and
Ellis W. Tallman
Date Posted: October 17, 201226 downloads
Forecasting Inflation and the Inflation Risk Premium using Nominal Yields
Bruno Feunou
and
Jean-Sebastien Fontaine
Date Posted: October 16, 2012Last Revised: December 05, 201258 downloads
The Time-Varying Leading Properties of the High Yield Spread in the United States
Pierangelo De Pace and
Kyle D. Weber
Date Posted: October 10, 2012Last Revised: February 24, 201332 downloads
The Yield Spread Puzzle and the Information Content of SPF Forecasts CESifo Working Paper Series No. 3949
Kajal Lahiri ,
George Monokroussos
and
Yongchen Zhao
Date Posted: October 04, 201217 downloads
Predicting Inflation: Portfolio Erosion or Collapse?
George Crawford
,
Jim Kyung-Soo Liew and
Andrew Marks
Date Posted: October 04, 2012Last Revised: November 07, 201224 downloads
Migration as Separation of Human Community ─ Analysis and Forecast
Boris Rozin
Date Posted: September 30, 2012Last Revised: December 10, 201253 downloads
Comparing Behavioural and Rational Expectations for the US Post-War Economy CEPR Discussion Paper No. DP9132
Chunping Liu
and
Patrick Minford
affiliation not provided to SSRN
and
Cardiff University Business School
Date Posted: September 28, 20123 downloads
Liquidity Risk and Interest Rate Risk on Banks: Are They Related? The IUP Journal of Financial Risk Management, Forthcoming
Cinzia Baldan and
Francesco Zen
Date Posted: September 28, 2012Last Revised: October 21, 2012100 downloads
Forecasting Inflation with a Simple and Accurate Benchmark: A Cross-Country Analysis
Pablo M. Pincheira
and
Carlos A. Medel
Date Posted: September 26, 201214 downloads
Contagion in the Interbank Market with Stochastic Loss Given Default International Journal of Central Banking, Vol. 8 No. 3, 177-206, 2012
Christoph Memmel
,
Angelika Sachs
and
Ingrid Stein
Date Posted: September 22, 2012
A Model of the Euro-Area Yield Curve with Discrete Policy Rates Banque de France Working Paper No. 395
Jean-Paul Renne
Date Posted: September 06, 201215 downloads
Survey-Based Nowcasting of US Growth: A Real-Time Forecast Comparison Over More than 40 Years ECB Working Paper No. 1455
Antonello D'Agostino
and
Bernd Schnatz
Date Posted: August 20, 201225 downloads
The Use of the Signal Approach to Development of Early Warning Indicators of Financial Turmoil in Russia
Pavel Trunin
Date Posted: August 01, 20126 downloads
Inflation and Interest Rate Policy
Syed Zahid Ali
and
Sajid Anwar
Date Posted: July 14, 201230 downloads
Taking Trends Seriously in DSGE Models: An Application to the Dutch Economy De Nederlandsche Bank Working Paper No. 345
Pierre M Lafourcade
and
Joris de Wind
Date Posted: July 12, 20129 downloads
Estimating Financial Institutions’ Intraday Liquidity Risk: A Monte Carlo Simulation Approach Borradores de Economia, No. 713, 2012
Carlos León
Date Posted: July 06, 201264 downloads
Optimal Policy and Taylor Rule Cross-Checking Under Parameter Uncertainty
Dirk Bursian
and
Markus Roth
Date Posted: June 14, 2012Last Revised: May 13, 201352 downloads
The Financial Market Impact of UK Quantitative Easing BIS Paper No. 65p, QMUL Working Paper 696
August 2012
Francis Breedon ,
Jagjit S. Chadha and
A. Waters
affiliation not provided to SSRN
Date Posted: June 12, 2012Last Revised: August 29, 2012169 downloads
A Model of the Euro-Area Yield Curve with Discrete Policy Rates Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Jean-Paul Renne
Date Posted: June 09, 201214 downloads
Fixed Interest Rates over Finite Horizons Bank of England Working Paper No. 454
Andrew P. Blake
Date Posted: May 21, 20129 downloads
Forecasting UK GDP Growth, Inflation and Interest Rates under Structural Change: A Comparison of Models with Time-Varying Parameters Bank of England Working Paper No. 450
Alina Barnett
,
Haroon Mumtaz
and
Konstantinos Theodoridis
Date Posted: May 21, 201261 downloads
Extraction of Economies Aggregate Expectations, Using a Modified Yield Spread Approach
Gal Zahavi ,
Tzachi Perry
and
Denis Geidman
Date Posted: May 20, 2012Last Revised: February 20, 201312 downloads
Evaluating DSGE Model Forecasts of Comovements FEDS Working Paper No. 2012-11
Frank Schorfheide and
Edward Herbst
Date Posted: May 04, 201217 downloads
A Simple Empirical Measure of Central Banks' Conservatism
Grégory Levieuge
and
Yannick Lucotte
Date Posted: April 30, 2012Last Revised: February 26, 201334 downloads
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