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SSRN eLibrary Statistics:

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Abstracts: 581,461
Full Text Papers: 482,156
Authors: 269,236
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  Last 12 months:
63,403

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To date: 81,496,734
Last 12 months: 10,263,464
Last 30 days: 919,855

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Total References: 9,075,409
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  Footnotes:
94,592
Total Footnotes: 9,190,620


SSRN eLibrary Search Results
JEL Code: E43
402,207 Total downloads
Showing Papers 141 - 190 of 2,177
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1 2 3 4 ... 44 | Next >
   


Incl. Electronic Paper Exchange Rates and UIP Violations at Short and Long Horizons
Rosen Valchev
Duke University
Date Posted: December 19, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Dynamic Relationship between Housing Prices and the Macroeconomy: Evidence from OECD Countries
Narayan K. Kishor and Hardik Marfatia
University of Wisconsin - Milwaukee and Northeastern Illinois University - Economics
Date Posted: December 19, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper MRO Bidding in the Presence of LTROs: An Empirical Analysis of the Pre-crisis Period
ECB Working Paper No. 1753
Edgar Vogel
European Central Bank
Date Posted: December 19, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper What Drives Bank Funding Spreads?
FRB of Chicago Working Paper No. 2014-23
Thomas B. King and Kurt F. Lewis
Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System (FRB)
Date Posted: December 19, 2014
Working Paper Series
1 downloads

Incl. Electronic Paper Implementing Monetary Policy in a Fragmented Monetary Union
Banque de France Working Paper No. 529
Miklos Vari
Banque de France
Date Posted: December 19, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper The Calculation of Interest
20 New Zealand Journal of Taxation Law and Policy 231, 2014
Ivor Richardson
Victoria University of Wellington - Faculty of Law
Date Posted: December 13, 2014
Accepted Paper Series
6 downloads

Incl. Electronic Paper Interest Rate Channel of Monetary Transmission Mechanism: Evidence from Nigeria
The International Journal of Business and Finance Research, v. 8 (4) p. 97-107, 2014
Ikechukwu Kelikume
Pan-African University - Lagos Business School
Date Posted: December 12, 2014
Accepted Paper Series
1 downloads

Inside the Emerging Markets Risky Spreads and Credit Default Swap - Sovereign Bonds Basis
Vilimir Yordanov
Independent
Date Posted: December 11, 2014
Working Paper Series

Incl. Electronic Paper An Arbitrage-Free Nelson-Siegel Term Structure Model with Stochastic Volatility for the Determination of Currency Risk Premia
Banque de France Working Paper No. 527
Sarah Mouabbi
Banque de France
Date Posted: December 10, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Jumps in Bond Yields at Known Times
FEDS Working Paper No. 2014-100
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Date Posted: December 09, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper International Financial Transmission of the Fed's Monetary Policy
International Journal of Economic Sciences and Applied Research, 7 (2): 7-49
Nikola Mirkov
Swiss National Bank
Date Posted: December 09, 2014
Accepted Paper Series
1 downloads

Incl. Electronic Paper Replication & XVA: The Unique Counting Approach
Alexandre Antonov and Andy McClelland
Numerix and Numerix
Date Posted: December 08, 2014
Working Paper Series
38 downloads

Incl. Electronic Paper The Validity of Fisher Hypothesis: Evidence from Sri Lanka
Thuraisingam Udayaseelan and Prabhath Jayasinghe
Central Bank of Sri Lanka and University of Colombo - Department of Business Economics
Date Posted: December 08, 2014
Working Paper Series
2 downloads

Incl. Fee Electronic Paper Government Debt Management: The Long and the Short of it
CEPR Discussion Paper No. DP10281
Elisa Faraglia , Albert Marcet , Rigas Oikonomou and Andrew Scott
London Business School , Universitat Autònoma de Barcelona - Institut d'Anàlisi Economica CSIC , Catholic University of Louvain (UCL) and London Business School - Department of Economics
Date Posted: December 08, 2014
Working Paper Series

Incl. Electronic Paper Does Fisher Effect Hold in Sri Lanka? An Analysis with Bounds Testing Approach to Cointegration
Prabhath Jayasinghe and Thuraisingam Udayaseelan
University of Colombo - Department of Business Economics and Central Bank of Sri Lanka
Date Posted: December 08, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Negative Real Interest Rates
Jing Chen , Diandian Ma , Xiaojing Song and Mark J. Tippett
University of Wales System - Swansea University , Lecturer in Accounting , Lecturer of Accounting & Finance and Loughborough University - Business School
Date Posted: December 07, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Evaluating the Robustness of UK Term Structure Decompositions Using Linear Regression Methods
Bank of England Working Paper No. 518
Sheheryar Malik and Andrew Meldrum
International Monetary Fund (IMF) and University of Cambridge
Date Posted: December 07, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper Identifying the Effects of Chinese Treasury Purchases Using High-Frequency Data
Christopher A. Martin
Federal Deposit Insurance Corporation (FDIC)
Date Posted: December 07, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Foreign Treasury Purchases and the Yield Curve: Evidence from a Sign-Identified Vector Autoregression
Christopher A. Martin
Federal Deposit Insurance Corporation (FDIC)
Date Posted: December 07, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Unconventional Monetary Policy and Long-Term Interest Rates
IMF Working Paper No. 14/189
Tao Wu
International Monetary Fund (IMF)
Date Posted: November 22, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper The Bank of England Credit Conditions Survey
Bank of England Working Paper No. 515
Venetia Bell and Alice Pugh
Bank of England and Bank of England
Date Posted: November 22, 2014
Working Paper Series
4 downloads

Incl. Electronic Paper The Liquidity Trap, the Great Depression, and Unconventional Policy: Reading Keynes at the Zero Lower Bound
Richard C. Sutch
University of California, Riverside (UCR) - Department of Economics
Date Posted: November 22, 2014
Working Paper Series
50 downloads

Incl. Electronic Paper Can Interbank Money Markets Create Liquidity?
Diemo Dietrich and Achim Hauck
Newcastle University Business School and University of Portsmouth
Date Posted: November 18, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Information in the Term Structure for the Conditional Volatility of One Year Bond Returns
Revansiddha Basavaraj Khanapure
University of Delaware - Department of Finance
Date Posted: November 17, 2014
Working Paper Series
8 downloads

Incl. Electronic Paper The Leverage Ratio Over the Cycle
BIS Working Paper No. 471
Michael Brei and Leonardo Gambacorta
Université Paris Ouest - Nanterre, La Défense - EconomiX and Bank for International Settlements (BIS)
Date Posted: November 17, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Efficient Markets Meet the Shannon Limit (The Shannon Limit, Relative Channel Capacity, and Price Uncertainty)
Edgar Parker Jr.
New York Life Insurance Company
Date Posted: November 08, 2014
Working Paper Series
44 downloads

Incl. Electronic Paper L'insostenibile leggerezza dei Bund tedeschi nell'area Euro (The Unbearable Lightness of German Bonds in the Euro Area)
Il Risparmio review, Anno LXI -n.2 April- June 2013, pp 119-156
Mauro Aliano
Universita di Cagliari - Department of Economic and Social Sciences
Date Posted: November 07, 2014
Accepted Paper Series
9 downloads

Incl. Electronic Paper One Size Does Not Fit All. A Non-Linear Analysis of European Monetary Transmission
Giulio Cifarelli and Giovanna Paladino
University of Florence - Dipartimento di Scienze Economiche and IntesaSanpaolo
Date Posted: November 04, 2014
Working Paper Series
32 downloads

Incl. Electronic Paper Real and Nominal Equilibrium Yield Curves with Endogenous Inflation: A Quantitative Assessment
Ross School of Business Paper No. 1256
Alex C. Hsu , Erica X. N. Li and Francisco Palomino
Georgia Institute of Technology , Cheung Kong Graduate School of Business and University of Michigan, Stephen M. Ross School of Business
Date Posted: November 02, 2014
Last Revised: November 20, 2014
Working Paper Series
21 downloads

Incl. Electronic Paper Can Interest Rate Factors Explain Exchange Rate Fluctuations?
Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 207
Julieta Yung
Federal Reserve Bank of Dallas
Date Posted: November 02, 2014
Working Paper Series
24 downloads

Incl. Electronic Paper The Term Structure of CDS Spreads and Sovereign Credit Risk
Patrick Augustin
McGill University, Desautels Faculty of Management
Date Posted: November 01, 2014
Working Paper Series
18 downloads

Incl. Electronic Paper Productivity and Welfare: An Application to the Spanish Banking Industry
Banco de Espana Working Paper No. 1426
Alfredo Martín‐Oliver , Sonia Ruano and Vicente Salas-Fumás
University of the Balearic Islands , Bank of Spain and University of Zaragoza - Department of Business Administration and Organization
Date Posted: October 29, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Options Embedded in ECB Targeted Refinancing Operations
Banque de France Working Paper No. 518
Jean-Paul Renne
Banque de France
Date Posted: October 29, 2014
Working Paper Series
12 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
24 downloads

Incl. Electronic Paper Lucas Trees with Exponential Utility
Akira Yamazaki
Hosei University - Graduate School of Business Administration
Date Posted: October 28, 2014
Last Revised: November 07, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper Low Real Rates as Driver of Secular Stagnation: Empirical Assessment
De Nederlandsche Bank Working Paper No. 444
Jan Willem van den End and Marco Hoeberichts
De Nederlandsche Bank and De Nederlandsche Bank - Research Department
Date Posted: October 23, 2014
Last Revised: November 17, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Euro Area Monetary Policy Shocks: Impact on Financial Asset Prices During the Crisis?
Banque de France Working Paper No. 512
Caroline Jardet and Allen Monks
Banque de France - Economics and Finance Research Center and Central Bank of Ireland
Date Posted: October 17, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper Retrieving Inflation Expectations and Risk Premia Effects from the Term Structure of Interest Rates
Efthymios Argyropoulos and Elias Tzavalis
Athens University of Economics and Business - Department of Economics and Athens University of Economics and Business - Department of Economics
Date Posted: October 14, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper The Determinants of Long-Term Japanese Government Bonds’ Low Nominal Yields
Levy Economics Institute, Working Papers No. 818
Tanweer Akram and Anupam Das
Voya Investment Management and Mount Royal University
Date Posted: October 14, 2014
Working Paper Series
22 downloads

Incl. Electronic Paper Endogenous Money and the Natural Rate of Interest: The Reemergence of Liquidity Preference and Animal Spirits in the Post-Keynesian Theory of Capital Markets
Levy Economics Institute, Working Papers Series
Philip Clarke Pilkington
Kingston University
Date Posted: October 14, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper An Arbitrage-Free Nelson-Siegel Model with Unspanned Stochastic Volatility for the Pricing of Interest Rate Derivatives
Rui Chen , Ke Du and Xiaoneng Zhu
Central University of Finance and Economics (CUFE) , Institute of Financial Studies (IFS), Southwestern University of Finance and Economics (SWUFE) and Central University of Finance and Economics
Date Posted: October 14, 2014
Working Paper Series
66 downloads

Financial Development in India: An Empirical Test of the Mckinnon-Shaw Model
Analytical Issues in Trade, Development and Finance, Springer, 2014
Mahendra Pal
DSE, University of Delhi
Date Posted: October 14, 2014
Accepted Paper Series

Incl. Electronic Paper The Price of Stability. The Balance Sheet Policy of the Banque De France and the Gold Standard (1880-1914)
Banque de France Working Paper No. 510
Guillaume Bazot , Michael D. Bordo and Eric Monnet
University Paris 8 , Harvard University - Department of Economics and Banque de France
Date Posted: October 09, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Explicit Solutions of Quadratic FBSDEs Arising from Quadratic Term Structure Models
Cody Blaine Hyndman and Xinghua Zhou
Concordia University, Quebec - Department of Mathematics and Statistics and Western University
Date Posted: October 09, 2014
Last Revised: December 17, 2014
Working Paper Series
14 downloads

Incl. Electronic Paper The Equity-Like Behaviour of Sovereign Bonds
Alfonso Dufour , Andrei Tudor Stancu and Simone Varotto
University of Reading - Henley Business School, ICMA Centre , University of Reading - Henley Business School and ICMA Centre - Henley Business School, University of Reading
Date Posted: October 08, 2014
Last Revised: December 01, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule
DIW Berlin Discussion Paper No. 1416
Joscha Beckmann , Ansgar Hubertus Belke and Christian Dreger
University of Duisburg-Essen , University of Duisburg-Essen - Department of Economics and German Institute for Economic Research (DIW Berlin)
Date Posted: October 08, 2014
Working Paper Series
3 downloads

Incl. Electronic Paper Poisson Q Term Risk Model of Yields: Measuring Systematic Dynamic Risk Over the EU Debt Crisis
John A Thorp and Raul C Rosales
Regent's University London and Regent's University London
Date Posted: October 08, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Short-Rate Expectations and Term Premia: Experiences from Hungary and Other Emerging Market Economies
BIS Paper No. 78l
Dániel Horváth , Péter Kálmán , Zalan Kocsis and Imre Ligeti
National Bank of Hungary , National Bank of Hungary , Independent and National Bank of Hungary
Date Posted: October 07, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields
BIS Paper No. 78i
Alexander Guarín , Jose Fernando Moreno and Hernando Vargas
Central Bank of Colombia , Central Bank of Colombia and Central Bank of Colombia
Date Posted: October 07, 2014
Accepted Paper Series
7 downloads

Incl. Electronic Paper Monetary Policy Independence in Chile
BIS Paper No. 78g
Sebastián Claro and Luis Opazo
Central Bank of Chile and Central Bank of Chile
Date Posted: October 07, 2014
Accepted Paper Series
9 downloads


 

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