Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,216
Full Text Papers:
393,599
Authors:
226,660
Papers Received in Last 12 months:
68,900
Paper Downloads:
To date:
65,896,135
Last 12 months:
11,175,670
Last 30 days:
1,053,335
CiteReader: What's this?
Papers with
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation
5,722,240
Papers with
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: E4
1,240,226 Total downloads
Showing Papers 101 - 150 of 7,457
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
A Failure in the Measurement of Inflation: Results From a Hedonic and Matched Experiment Using Scanner Data ECB Working Paper No. 144
Mick Silver and
Saeed Heravi
Date Posted: January 20, 200382 downloads
A Federal Funds Rate Equation
Yash P. Mehra
Date Posted: April 28, 1998
A Financial Conditions Index for South Africa IMF Working Paper No. 12/196
Nombulelo Gumata ,
Nir Klein
and
Eliphas Ndou
affiliation not provided to SSRN
,
International Monetary Fund (IMF)
and
affiliation not provided to SSRN
Date Posted: November 01, 201212 downloads
A Financial Systemic Stress Index for Greece
Dimitrios P. Louzis
and
Angelos T. Vouldis
Date Posted: January 10, 2011157 downloads
A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention IMF Working Paper No. 02/29
Michael Kumhof
and
Stijn Van Nieuwerburgh
Date Posted: January 29, 200671 downloads
A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates Economics Bulletin, Forthcoming
Jean-Michel Sahut
and
Mehdi Mili
Date Posted: February 07, 20111087 downloads
A Flexible Prior Distribution for Markov Switching Autoregressions With Student-T Errors Journal of Econometrics, Vol. 133, pp. 153-190, 2006
Philippe J. Deschamps
Date Posted: May 08, 2006
A Formalisation of Hayek's Concurrent Currencies with Insights on Stateless Somalia and the Flight of Bank Deposits
Leonardo Baggiani
Date Posted: November 03, 201149 downloads
A Forward-Looking Model of the Term Structure of Interest Rates
Albert Lee Chun
Date Posted: March 20, 2012Last Revised: April 02, 201317 downloads
A Framework for Designing Sustainable Urban Communities
Shann Turnbull
Date Posted: April 12, 2007220 downloads
A Framework for the Analysis of Financial Reforms and the Cost of Official Safety Nets IMF Working Paper No. 92/31
Donald J. Mathieson and
Liliana Rojas-Suarez
Date Posted: February 15, 200645 downloads
A Framework for the Analysis of Moderate Inflations FRB Richmond Working Paper No. 97-4
Marvin Goodfriend
Date Posted: November 19, 20127 downloads
A Fresh View on the Ho-Lee Model of the Term Structure from a Stochastic Discounting Perspective OR Spektrum, Vol. 21, Issue 1-2
Jochen Wilhelm
Date Posted: March 02, 1999
A Frictionless View of U.S. Inflation CRSP Working Paper No. 479
John H. Cochrane
Date Posted: July 19, 2000176 downloads
A Frictionless View of U.S. Inflation CRSP Working Paper No. 479
John H. Cochrane
Date Posted: November 06, 199889 downloads
A General Equilibrium Approach to Asset Pricing in an Efficient Market
Ralph Chami ,
Thomas F. Cosimano and
Connel Fullenkamp
Date Posted: July 15, 1998
A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives EFA 2007 Ljubljana Meetings Paper
Anders B. Trolle and
Eduardo S. Schwartz
Date Posted: March 06, 2007668 downloads
A General-Equilibrium Asset-Pricing Approach to the Measurement of Nominal and Real Bank Output FRB of Boston Working Paper No. 04-7
J. Christina Wang
,
Susanto Basu and
John G. Fernald
Date Posted: January 13, 200581 downloads
A Generalized Arbitrage-Free Nelson-Siegel Term Structure Model with Macroeconomic Fundamentals
Canlin Li
,
Linlin Niu
and
Gengming Zeng
affiliation not provided to SSRN
Date Posted: March 21, 201178 downloads
A Generalized Ornstein-Uhlenbeck Process of Yield Rates Calibrated with Strips
Jacques F. Carriere
Date Posted: April 18, 1999554 downloads
A Global Model of International Yield Curves: No-Arbitrage Term Structure Approach Bank of England Working Paper No. 419
Iryna Kaminska
,
Andrew Meldrum
and
James Matthew Smith
Date Posted: April 13, 2011Last Revised: April 22, 201154 downloads
A Goldsmith Experiment for Learning Money Creation
Sarah Pearlman
and
Robert Rebelein
Date Posted: October 26, 201223 downloads
A Government-Sponsored Crisis: How Fannie and Freddie Caused the Recession
Andrew T. Young
Date Posted: May 06, 2010231 downloads
A Guide to Duration, DV01, and Yield Curve Risk Transformations
Thomas Coleman
Date Posted: January 01, 2011Last Revised: January 23, 2011667 downloads
A High-Frequency Analysis of Trading Activity in the Corporate Bond Market: Do Macro Announcements Drive Activity?
James J. Forest
and
Brian Berry
Date Posted: January 01, 2011Last Revised: July 24, 201222 downloads
A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives
Duy Minh Dang ,
Christina Christara
and
Kenneth R. Jackson
Date Posted: March 23, 2013Last Revised: April 28, 201333 downloads
A History of the Federal Reserve; Chapter 3: In the Beginning, 1913-21
Allan H. Meltzer
Date Posted: February 03, 1998
A History of the Federal Reserve; Chapter 4: New Procedures, New Problems, 1923-29
Allan H. Meltzer
Date Posted: February 03, 1998
A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles
Marcelle Chauvet and
Zeynep Senyuz
Date Posted: May 07, 2009102 downloads
A Joint Econometric Model of Macroeconomic and Term Structure Dynamics ECB Working Paper No. 405; AFA 2005 Philadelphia Meetings Paper
Peter Hördahl ,
Oreste Tristani
and
David Vestin
Date Posted: December 13, 2004275 downloads
A Jump-Diffusion Yield-Factor Model of Interest Rates
Renato G. Flores and
Ricardo D. Brito
Date Posted: May 10, 201041 downloads
A Lattice Approach to Interest Rate Spread Options JOURNAL OF FINANCIAL ENGINEERING, Vol 4 No 3, September 1995
Robert Brooks
Date Posted: April 28, 1998
A Leading Indicator Model of Banking Distress - Developing an Early Warning System for Hong Hong and Other EMEAP Economies Hong Kong Monetary Authority Working Paper No. 22/2007
Jim Wong
,
T. C. Wong and
Phyllis Leung
Date Posted: December 27, 2007358 downloads
A Less Effective Monetary Transmission in the Wake of EMU? Evidence from Lending Rates Pass-Through Università degli studi di Modena e Reggio Emilia Working Paper No. 482,
Gianluca Di Lorenzo
and
Giuseppe Marotta
Date Posted: June 17, 200546 downloads
A Leverage-Based Model of Speculative Bubbles FRB of Chicago Working Paper No. 2008-01
Gadi Barlevy
Date Posted: January 27, 2008196 downloads
A Leverage-Based Model of Speculative Bubbles (Revised) FRB of Chicago Working Paper No. 2011-07
Gadi Barlevy
Date Posted: November 17, 201151 downloads
A LIBOR Market Model with Stochastic Basis
Fabio Mercurio
Date Posted: April 05, 2010935 downloads
A Long Run Risks Model of Asset Pricing with Fat Tails Review of Finance, Vol. 14, No. 3, pp. 409-449, 2009
Zhiguang Wang
and
Prasad V. Bidarkota
Date Posted: July 10, 2011
A Macro Finance Term Structure Model with Stochastic Volatility
Linlin Niu
Date Posted: June 17, 201060 downloads
A Macro-Finance Approach to Exchange Rate Determination HKIMR Working Paper No.01/2011
Yu-Chin Chen and
Kwok Ping Tsang
Date Posted: January 30, 201188 downloads
A Macro-Finance Approach to Exchange Rate Determination
Yu-Chin Chen and
Kwok Ping Tsang
Date Posted: May 28, 2010202 downloads
A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy
Glenn D. Rudebusch and
Tao Wu
Date Posted: March 02, 2004502 downloads
A Macroeconomic Analysis of Transnational Corporations in a Monetary Theory of Production Proceedings of the SUNY Cortland Conference on Globalization and Its Discontents, NY, USA, pp. 148-73, June 2007
Marc Pilkington
Date Posted: November 22, 2007Last Revised: August 12, 2010141 downloads
A Macroeconomic Foundation for the Equilibrium Term Structure of Interest Rates
Howard Kung
Date Posted: April 25, 201311 downloads
A Macroeconomic Framework for Quantifying Systemic Risk Chicago Booth Research Paper No. 12-37, Fama-Miller Working Paper
Zhiguo He and
Arvind Krishnamurthy
Date Posted: August 21, 2012Last Revised: March 08, 2013220 downloads
A Macroeconomic Framework for Quantifying Systemic Risk National Bank of Belgium Working Paper No. 233
Zhiguo He and
Arvind Krishnamurthy
Date Posted: October 13, 2012
A Macroeconomic Model of Endogenous Systemic Risk Taking CEPR Discussion Paper No. DP9134
David Martinez-Miera and
Javier Suarez
Date Posted: September 28, 20126 downloads
A Macroprudential Approach to Address Liquidity Risk with the Loan-to-Deposit Ratio De Nederlandsche Bank Working Paper No. 372
Jan Willem van den End
Date Posted: March 06, 201321 downloads
A Macroprudential Framework for Monitoring and Examining Financial Soundness
Jose Ramon Albert
,
Lei Lei Song
and
L Schou-Zibell
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
Asian Development Bank
Date Posted: April 14, 2010Last Revised: September 28, 201066 downloads
A Market Based Approach to Inflation Expectations, Risk Premia and Real Interest Rates Banco de España Working Paper No. 0802,
Ricardo Gimeno
and
J. Manuel Marqués
Date Posted: March 24, 2008190 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.735 seconds
