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Full Text Papers: 570,033
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SSRN eLibrary Search Results
JEL Code: E43
478,765 Total downloads
Showing Papers 141 - 190 of 2,578
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Incl. Electronic Paper Funding Liquidity Risk and the Cross-Section of MBS Returns
FEDS Working Paper No. 2016-052
Yuriy Kitsul and Marcelo Ochoa
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Date Posted: June 28, 2016
Working Paper Series
3 downloads

Time-Varying Mark-Up and the ECB Monetary Policy Transmission in a Highly Non Linear Framework
Forthcoming International Review of Economics and Finance, doi:10.1016/j.iref.2016.06.001
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Date Posted: June 25, 2016
Accepted Paper Series

Incl. Electronic Paper Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model
BAFFI CAREFIN Centre Research Paper No. 2016-23
Massimo Guidolin , Alexei G. Orlov and Manuela Pedio
Securities and Exchange Commission and Baffi Carefin Centre, Bocconi University
Date Posted: June 24, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper Konsistente Stresstests in quotierenden Modellen (Consistent Stress Testing and Plain Vanilla Models)
André Miemiec and Sebastian Schlenkrich
d-fine GmbH and d-fine GmbH
Date Posted: June 23, 2016
Working Paper Series
15 downloads

Incl. Electronic Paper The Intraday Interest Rate: What's that?
Bundesbank Discussion Paper No. 24/2015
Puriya Abbassi , Falko Fecht and Johannes Tischer
Deutsche Bundesbank , Frankfurt School of Finance & Management and University of Mainz
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper The Interest Rate Pass-Through in the Euro Area During the Sovereign Debt Crisis
Bundesbank Discussion Paper No. 10/2015
Julia von Borstel , Sandra Eickmeier and Leo Krippner
Helmut Schmidt Universitat , Deutsche Bundesbank and Reserve Bank of New Zealand
Date Posted: June 21, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper The Term Structure of Interest Rates and the Macroeconomy: Learning About Economic Dynamics from a FAVAR
Bundesbank Discussion Paper No. 02/2015
Arne Halberstadt
affiliation not provided to SSRN
Date Posted: June 21, 2016
Working Paper Series

Incl. Electronic Paper Financial Conditions, Macroeconomic Factors and (Un)Expected Bond Excess Returns
Bundesbank Discussion Paper No. 35/2014
Christoph Fricke and Lukas Menkhoff
Deutsche Bundesbank and German Institute for Economic Research (DIW Berlin)
Date Posted: June 21, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Monetary Policy and Stock Market Volatility
Bundesbank Discussion Paper No. 45/2013
Dirk Bleich , Ralf Fendel and Jan-Christoph Rülke
Deutsche Bundesbank , WHU Otto Beisheim Graduate School of Management and WHU - Otto Beisheim School of Management
Date Posted: June 21, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper An Affine Multifactor Model with Macro Factors for the German Term Structure: Changing Results During the Recent Crises
Bundesbank Discussion Paper No. 25/2012
Arne Halberstadt and Jelena Stapf
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper The Effectiveness of Monetary Policy in Steering Money Market Rates During the Financial Crisis
Bundesbank Discussion Paper No. 14/2012
Puriya Abbassi and Tobias Linzert
Deutsche Bundesbank and European Central Bank (ECB)
Date Posted: June 21, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Changes in Prudential Policy Instruments ---- a New Cross-Country Database
FRB International Finance Discussion Paper No. 1169
Eugenio Cerutti , Ricardo Correa , Elisabetta Fiorentino and Esther Segalla
Johns Hopkins University , Board of Governors of the Federal Reserve System , Dresden University of Technology and Oesterreichische Nationalbank (OeNB)
Date Posted: June 21, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper The Impact of Unconventional Monetary Policy on the Sovereign Bank Nexus within and Across EU Countries. A Time-Varying Conditional Correlation Analysis
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Date Posted: June 20, 2016
Last Revised: June 23, 2016
Working Paper Series
8 downloads

Incl. Electronic Paper The Term Structure of Credit Spreads and Business Cycle in Japan
AJRC Working Paper No. 3, May 2016. Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University
Tatsuyoshi Okimoto and Sumiko Takaoka
Australian National University and Seikei University - Faculty of Economics
Date Posted: June 15, 2016
Working Paper Series
13 downloads

Incl. Electronic Paper Exact Smooth Term Structure Estimation
Swiss Finance Institute Research Paper No. 16-38
Damir Filipović and Sander Willems
Ecole Polytechnique Fédérale de Lausanne and Ecole Polytechnique Fédérale de Lausanne
Date Posted: June 14, 2016
Working Paper Series
30 downloads

Incl. Electronic Paper Understanding the Changing Equilibrium Real Interest Rates in Asia-Pacific
BIS Working Paper No. 567
Feng Zhu
Bank for International Settlements (BIS)
Date Posted: June 14, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Monetary Transmission Right from the Start: On the Information Content of the Eurosystem's Main Refinancing Operations
Bundesbank Series 1 Discussion Paper No. 2011,24
Puriya Abbassi and Dieter Nautz
Deutsche Bundesbank and Free University of Berlin (FUB) - Department of Economics
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Forecast Uncertainty and the Bank of England Interest Rate Decisions
Bundesbank Series 1 Discussion Paper No. 2010,27
Guido Schultefrankenfeld
Economist
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper What Can Emu Countries' Sovereign Bond Spreads Tell Us About Market Perceptions of Default Probabilities During the Recent Financial Crisis?
Bundesbank Series 1 Discussion Paper No. 2010,11
Niko Dötz and Christoph A. Fischer
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Banking and Sovereign Risk in the Euro Area
Bundesbank Series 1 Discussion Paper No. 2010,09
Stefan Gerlach , Alexander Schulz and Guntram B. Wolff
Central Bank of Ireland , Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Monetary Policy, Housing Booms and Financial (Im)Balances
Bundesbank Series 1 Discussion Paper No. 2010,07
Sandra Eickmeier and Boris Hofmann
Deutsche Bundesbank and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper Price Discovery on Traded Inflation Expectations: Does the Financial Crisis Matter?
Bundesbank Series 1 Discussion Paper No. 2009,25
Alexander Schulz and Jelena Stapf
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
3 downloads

Incl. Electronic Paper A Value at Risk Analysis of Credit Default Swaps
Bundesbank Series 2 Discussion Paper No. 2008,12
Burkhard Raunig and Martin Scheicher
Austrian National Bank - Economic Studies Division and European Central Bank (ECB)
Date Posted: June 08, 2016
Working Paper Series
5 downloads

Incl. Electronic Paper Market Conditions, Default Risk and Credit Spreads
Bundesbank Series 2 Discussion Paper No. 2008,08
Dragon Yongjun Tang and Hong Yan
The University of Hong Kong - School of Economics and Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Date Posted: June 08, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper The German Sub-National Government Bond Market: Evolution, Yields and Liquidity
Bundesbank Series 1 Discussion Paper No. 2008,06
Alexander Schulz and Guntram B. Wolff
Deutsche Bundesbank and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Monetary Policy and Core Inflation
Bundesbank Series 1 Discussion Paper No. 2007,35
Michele Lenza
European Central Bank (ECB)
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Simple Interest Rate Rules with a Role for Money
Bundesbank Series 1 Discussion Paper No. 2007,31
Michael Scharnagl , Christina Gerberding and Franz Seitz
Deutsche Bundesbank , Deutsche Bundesbank and Technical University of Applied Sciences Weiden
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Money in Monetary Policy Design Under Uncertainty: The Two-Pillar Phillips Curve Versus Ecb-Style Cross-Checking
Bundesbank Series 1 Discussion Paper No. 2007,20
Günter Beck and Volker Wieland
affiliation not provided to SSRN and University of Frankfurt
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper An Affine Macro-Finance Term Structure Model for the Euro Area
Bundesbank Series 1 Discussion Paper No. 2007,13
Wolfgang Lemke
European Central Bank
Date Posted: June 08, 2016
Working Paper Series
4 downloads

Incl. Electronic Paper Money-Based Interest Rate Rules: Lessons from German Data
Bundesbank Series 1 Discussion Paper No. 2007,06
Christina Gerberding , Franz Seitz and Andreas Worms
Deutsche Bundesbank , Technical University of Applied Sciences Weiden and Deutsche Bundesbank, Economics Department
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Threshold Dynmamics of Short-Term Interest Rates: Empirical Evidence and Implications for the Term Structure
Bundesbank Series 1 Discussion Paper No. 2007,02
Theofanis Archontakis and Wolfgang Lemke
Goethe University Frankfurt and European Central Bank
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Fiscal Institutions, Fiscal Policy and Sovereign Risk Premia
Bundesbank Series 1 Discussion Paper No. 2006,35
Mark Hallerberg and Guntram B. Wolff
Emory University - Department of Political Science and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Fool the Markets? Creative Accounting, Fiscal Transparency and Sovereign Risk Premia
Bundesbank Series 1 Discussion Paper No. 2006,19
Kerstin Bernoth and Guntram B. Wolff
German Institute for Economic Research (DIW Berlin) and Deutsche Bundesbank
Date Posted: June 08, 2016
Working Paper Series
6 downloads

Incl. Electronic Paper Bond Pricing When the Short Term Interest Rate Follows a Threshold Process
Bundesbank Series 1 Discussion Paper No. 2006,06
Wolfgang Lemke and Theofanis Archontakis
European Central Bank and Goethe University Frankfurt
Date Posted: June 08, 2016
Working Paper Series
7 downloads

Incl. Electronic Paper The Dynamic Relationship between the Euro Overnight Rate, the Ecb's Policy Rate and the Term Spread
Bundesbank Series 1 Discussion Paper No. 2006,01
Christian Offermanns and Dieter Nautz
Goethe University Frankfurt and Free University of Berlin (FUB) - Department of Economics
Date Posted: June 08, 2016
Working Paper Series

Incl. Electronic Paper Expected Budget Deficits and Interest Rate Swap Spreads - Evidence for France, Germany and Italy
Bundesbank Series 1 Discussion Paper No. 2004,40
Kirsten Heppke-Falk and Felix P. Hüfner
Deutsche Bundesbank and Organization for Economic Co-Operation and Development (OECD)
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Interest Rate Reaction Functions for the Euro Area Evidence from Panel Data Analysis
Bundesbank Series 1 Discussion Paper No. 2004,33
Karsten Ruth
J. W. Goethe University Frankfurt
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper How the Bundesbank Really Conducted Monetary Policy: An Analysis Based on Real-Time Data
Bundesbank Series 1 Discussion Paper No. 2004,25
Christina Gerberding , Andreas Worms and Franz Seitz
Deutsche Bundesbank , Deutsche Bundesbank, Economics Department and Technical University of Applied Sciences Weiden
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest Rates
Bundesbank Series 1 Discussion Paper No. 2004,24
Ralf Fendel
WHU Otto Beisheim Graduate School of Management
Date Posted: June 08, 2016
Working Paper Series
1 downloads

Incl. Electronic Paper Monetary Transmission in the New Economy: Service Life of Capital, Transmission Channels and the Speed of Adjustment
Bundesbank Series 1 Discussion Paper No. 2002,16
Ulf von Kalckreuth and Jorgen Schroder
Deutsche Bundesbank - Economic Research Centre and University of Mannheim
Date Posted: June 08, 2016
Working Paper Series
2 downloads

Incl. Electronic Paper Hedging Size Risk: Theory and Application to the US Gas Market
Andrea Roncoroni and Rachid Id Brik
ESSEC Business School and ESSEC Business School
Date Posted: June 07, 2016
Working Paper Series
28 downloads

Incl. Electronic Paper Formal Financial System and Accessibility By MSMEs: A Survey
Macro and Micro Dynamics for Empowering Trade, Industry and Society, Eds., Deepak Srivastava, Pawan K. Chugan, Nirmal C. Soni, Nikunj Patel and Excel India Publishers, New Delhi, for Institute of Management, Nirma University, Ahmedabad India. Jan. 2016, ISBN: 978-93-85777-07-3, pp. 22 -38.
Nilam Jayesh Panchal , Wahengdam Chandbabu Singh and Pawan K. Chugan
Gujarat University , Manipur University and Nirma University - Institute of Management
Date Posted: June 07, 2016
Accepted Paper Series
7 downloads

Incl. Electronic Paper A New ‘Preferred Habitat’ Yield Curve Parameter
Michael J Howell
University of London - Birkbeck,University of London
Date Posted: June 04, 2016
Working Paper Series
9 downloads

Incl. Electronic Paper Pricing TIPS and Hedging Bond Portfolios: A Comparative Analysis Applied to French OAT Indexed Bonds
José S da Fonseca and Béatrice de Séverac
University of Coimbra and Université Paris Ouest Nanterre La Défense
Date Posted: June 04, 2016
Working Paper Series
10 downloads

Incl. Electronic Paper The Term Structure of Interest Rates in an Estimated New Keynesian Policy Model
Daniel Buncic and Philipp Lentner
University of St. Gallen and University of Zurich - Department of Banking and Finance
Date Posted: June 03, 2016
Last Revised: June 07, 2016
Working Paper Series
30 downloads

Incl. Fee Electronic Paper Forecasting the Government Bond Term Structure in Australia
Australian Economic Papers, Vol. 55, Issue 2, pp. 99-111, 2016
Rui Chen , Jiri Svec and Maurice Peat
Central University of Finance and Economics (CUFE) , University of Sydney - Discipline of Finance and University of Sydney
Date Posted: June 03, 2016
Accepted Paper Series

Incl. Electronic Paper Financialization of the Early Victorian Economy and the London Stock Exchange
Andrew Odlyzko
University of Minnesota - Twin Cities - School of Mathematics and Digital Technology Center
Date Posted: June 01, 2016
Working Paper Series
103 downloads

Incl. Electronic Paper Unspanned Stochastic Volatility & Conformal Symmetry (Presentation Slides)
Presentation at Global Derivatives 2016
Gregory Pelts
BlackRock
Date Posted: May 31, 2016
Working Paper Series
17 downloads

Incl. Electronic Paper How to Escape a Liquidity Trap with Interest Rate Rules
FRB of NY Staff Report No. 776
Fernando Duarte
Federal Reserve Bank of New York
Date Posted: May 31, 2016
Working Paper Series
12 downloads

Incl. Electronic Paper CoRisk: Measuring Systemic Risk Through Default Probability Contagion
Paolo Giudici and Laura Parisi
University of Pavia and New York University (NYU), Leonard N. Stern School of Business, Students
Date Posted: May 30, 2016
Working Paper Series
25 downloads


 

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