Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

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

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

CiteReader:  What's this?
Papers with
  Resolved
  References:
289,056
Total References: 9,075,639
Papers with Cites: 247,253
Total Citation
  Links:
6,036,513
Papers with
  Resolved
  Footnotes:
94,530
Total Footnotes: 9,172,179


SSRN eLibrary Search Results
JEL Code: E43
427,886 Total downloads
Showing Papers 141 - 190 of 2,293
Sort By
1 2 3 4 ... 46 | Next >
   


Incl. Electronic Paper The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates
Francesca Biagini , Alessandro Gnoatto and Maximilian Härtel
University of Bologna - Department of Mathematics , Ludwig-Maximilians-Universität München and Ludwig-Maximilians-Universität München - Department of Mathematics
Date Posted: July 03, 2015
Working Paper Series
2 downloads

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 Notes on Bonds: Liquidity at All Costs in the Great Recession
David K. Musto , Greg Nini and Krista Schwarz
University of Pennsylvania - Finance Department , Drexel University - Department of Finance and University of Pennsylvania - Finance Department
Date Posted: July 01, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Empirical Evidence on International Bond Risk Premia
Handbook of Fixed-Income Securities, First Edition. Edited by Pietro Veronesi. 2015 John Wiley Sons, Inc
Magnus Dahlquist and Henrik Hasseltoft
Stockholm School of Economics and University of Zurich
Date Posted: July 01, 2015
Accepted Paper Series
7 downloads

Incl. Electronic Paper Currency Board Arrangement Capital Structure Macrofinancial Diagnostics
Financial Management Association, Nashville, Tennessee, Annual Meeting, 2014
Eleftherios Ioannis Thalassinos , Pantelis Thalassinos , Bozhana Plamenova Venediktova and Vilimir Yordanov
University of Piraeus - Department of Maritime Studies , Credit Suisse AG , University of National and World Economy and Independent
Date Posted: June 30, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Bond Markets and Unconventional Monetary Policy
Handbook of Fixed-Income Securities, First Edition. Edited by Pietro Veronesi. c 2015 John Wiley Sons, Inc.
Andrea Buraschi and Paul Whelan
The University of Chicago and Copenhagen Business School
Date Posted: June 24, 2015
Last Revised: July 02, 2015
Accepted Paper Series
8 downloads

Incl. Electronic Paper Bond Markets and Monetary Policy
Handbook of Fixed-Income Securities, First Edition. Edited by Pietro Veronesi. 2015 John Wiley Sons, Inc.
Andrea Buraschi and Paul Whelan
The University of Chicago and Copenhagen Business School
Date Posted: June 24, 2015
Last Revised: July 02, 2015
Accepted Paper Series
8 downloads

Seasonal Variation in Treasury Returns
Critical Finance Review, 4(1), 45-115, 2015
Mark J. Kamstra , Lisa A. Kramer and Maurice D. Levi
York University - Schulich School of Business , University of Toronto - Rotman School of Management and University of British Columbia (UBC) - Sauder School of Business
Date Posted: June 21, 2015
Accepted Paper Series

Incl. Electronic Paper The Impact of Fiscal Policy Announcements by the Italian Government on the Sovereign Spread: A Comparative Analysis
ECB Working Paper No. 1782
Matteo Falagiarda and Wildmer Daniel Gregori
University of Bologna - Department of Economics and University of Bologna - Department of Economics
Date Posted: June 21, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Impact of Loan Contract Characteristics on Monetary Transmission and Consumer Rent (Presentation Slides)
Javier Villar Burke
European Commission
Date Posted: June 19, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis
Multinational Finance Journal, Vol. 18, No. 3/4, p. 215-248, 2014
Sha Liu
University of Southampton - Southampton Business School
Date Posted: June 17, 2015
Accepted Paper Series
14 downloads

Incl. Electronic Paper A Large-Dimensional Factor Analysis of the Federal Reserve's Large-Scale Asset Purchases
Lasse Bork
Aalborg University - Department of Business and Management
Date Posted: June 16, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Staying at Zero with Affine Processes: An Application to Term Structure Modelling
Banque de France Working Paper No. 558
Alain Monfort , Fulvio Pegoraro , Jean-Paul Renne and Guillaume Roussellet
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST) , Banque de France - Economics and Finance Research Center , Banque de France and Banque de France
Date Posted: June 13, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper General Information Product Theory in Economics Science
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: June 12, 2015
Last Revised: June 18, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper European Business Fluctuations in the Austrian Framework
Parnaudeau, M. (2008), European Business Fluctuations in the Austrian Framework, Quarterly Journal of Austrian Economics, 11:94-105.
Miia Parnaudeau
Ecole Superieure des Sciences Commerciales d'Angers (ESSCA)
Date Posted: June 12, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper In Search of Accounting Conservatism at the Macroeconomic Level
Henry Laurion and Panos N. Patatoukas
University of California, Berkeley - Haas School of Business and University of California, Berkeley - Haas School of Business
Date Posted: June 11, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Sovereign Yield Spreads in Europe: Credit-Risk Premia and the CDS-Bond Basis
Tommaso Colozza
University of Pisa - Department of Economics
Date Posted: June 09, 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 Digital Waves in Economics
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: June 03, 2015
Last Revised: June 12, 2015
Working Paper Series
17 downloads

Incl. Electronic Paper What Drives Interest Rate Spreads in Pacific Island Countries? An Empirical Investigation
IMF Working Paper No. 15/96
Fazurin Jamaludin , Vladimir Klyuev and Anuk Serechetapongse
International Monetary Fund (IMF) , International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: June 02, 2015
Working Paper Series
29 downloads

Incl. Electronic Paper Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates
Tinbergen Institute Discussion Paper 15-066/VI
Casper G. de Vries and Xuedong Wang
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics
Date Posted: May 30, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Indonesian Macro Policy Through Two Crises
CAMA Working Paper No. 16/2015
Prayudhi Azwar and Rod Tyers
University of Western Australia - UWA Business School and Australian National University (ANU) - School of Economics
Date Posted: May 27, 2015
Last Revised: May 28, 2015
Working Paper Series
103 downloads

QE and Yield-Oriented Investors: Depressing Implications for Investment

Date Posted: May 27, 2015
Working Paper Series

Incl. Electronic Paper FFDs: Reducing Systemic Credit Risk in the OTC Derivatives Market
James Kurt Dew
Tecnológico de Monterrey
Date Posted: May 23, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Increasing Liquidity and Reducing Credit Risk in the Eurodollar Deposit and Futures Markets
James Kurt Dew
Tecnológico de Monterrey
Date Posted: May 23, 2015
Working Paper Series
6 downloads

Incl. Electronic Paper Loss Functions for Forecasting Treasury Yields
Hitesh Doshi , Kris Jacobs and Rui Liu
University of Houston , University of Houston - C.T. Bauer College of Business and University of Houston - C.T. Bauer College of Business
Date Posted: May 23, 2015
Working Paper Series
25 downloads

Incl. Electronic Paper Do Stock Returns Provide a Good Hedge Against Inflation? An Empirical Assessment Using Turkish Data During Periods of Structural Change
Halit Akturk
Meliksah University
Date Posted: May 19, 2015
Working Paper Series
7 downloads

Incl. Electronic Paper Refuting Kennedy's Interest and Inflation Free Money Theory
Hak Choi
Chienkuo Technology University - Department of International Business
Date Posted: May 18, 2015
Last Revised: May 20, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper On the Spectrum of Oscillations in Economics
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: May 15, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Refuting Samuelson's Ponzi Theory of Interest Rate
Hak Choi
Chienkuo Technology University - Department of International Business
Date Posted: May 14, 2015
Working Paper Series
10 downloads

Incl. Electronic Paper Shadow Banking: China's Dual-Track Interest Rate Liberalization
Hao Wang , Honglin Wang , Lisheng Wang and Hao Zhou
Tsinghua University , Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) , The Chinese University of Hong Kong (CUHK) - Department of Economics and Tsinghua University - PBC School of Finance
Date Posted: May 14, 2015
Working Paper Series
117 downloads

Incl. Electronic Paper Monetary Policy Expectations and Economic Fluctuations at the Zero Lower Bound
Rachel Doehr and Enrique Martinez-Garcia
Claremont Colleges - Claremont McKenna College and Federal Reserve Bank of Dallas - Research Department
Date Posted: May 09, 2015
Working Paper Series
8 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

Risky Sovereign Capital Structure: Relative Value and Arbitrage (Part III)
Vilimir Yordanov
Independent
Date Posted: May 01, 2015
Working Paper Series

Risky Sovereign Capital Structure: Macrofinancial Diagnostics (Part II)
Vilimir Yordanov
Independent
Date Posted: April 30, 2015
Working Paper Series

Incl. Electronic Paper An Inquiry into the Nature and Sources of Variation in the Expected Excess Return of a Long-Term Bond
Gurdip Bakshi , Fousseni Chabi-Yo and Xiaohui Gao Bakshi
University of Maryland - Robert H. Smith School of Business , Ohio State University (OSU) - Fisher College of Business and University of Maryland - Department of Finance
Date Posted: April 29, 2015
Working Paper Series
22 downloads

Incl. Electronic Paper The Stability of Short-Term Interest Rates Pass-Through in the Euro Area During the Financial Market and Sovereign Debt Crises
Sanvi Avouyi-Dovi , Guillaume Horny and Patrick Sevestre
Banque de France , Banque de France and Aix-Marseille University
Date Posted: April 25, 2015
Working Paper Series
15 downloads

Incl. Electronic Paper Combine to Compete: Improving Fiscal Forecast Accuracy Over Time
UB Economics Working Papers E15/320
Laura Carabotta and Peter Claeys
University of Barcelona and Free University of Brussels (VUB) - Faculty of Economic, Social and Political Sciences
Date Posted: April 20, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper A Theory of Negative Interest Rate: An Efficient Market Theory of Foreign Exchange Investment
Hak Choi
Chienkuo Technology University - Department of International Business
Date Posted: April 17, 2015
Working Paper Series
31 downloads

Incl. Electronic Paper A Model of the Twin Ds: Optimal Default and Devaluation
FRB Atlanta CQER Working Paper No. 15-1
Seunghoon Na , Stephanie Schmitt-Grohé , Martín Uribe and Vivian Z. Yue
Columbia University , Columbia University - Graduate School of Arts and Sciences - Department of Economics , Columbia University - Graduate School of Arts and Sciences - Department of Economics and Federal Reserve Board of Governors
Date Posted: April 16, 2015
Working Paper Series
13 downloads

Incl. Electronic Paper The Logic and Practice of Yield Curve Construction
Emil Avsar
Barclays Investment Bank
Date Posted: April 16, 2015
Last Revised: April 21, 2015
Working Paper Series
68 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 Use and Effectiveness of Macroprudential Policies: New Evidence
IMF Working Paper No. 15/61
Eugenio Cerutti , Stijn Claessens and Luc Laeven
Johns Hopkins University , Board of Governors of the Federal Reserve System (FRB) and European Central Bank (ECB)
Date Posted: April 14, 2015
Working Paper Series
37 downloads

Incl. Electronic Paper Growth-Debt Nexus: An Examination of Public Debt Levels and Debt Crisis in Zimbabwe
IOSR Journal of Economics and Finance (IOSR-JEF). Volume 6, Issue 2. Ver. III, pp. 9-14, March-April 2015
Wellington Garikai Bonga , Frank Chirowa and Joseph Nyamapfeni
Independent , Independent and University of South Australia - UniSA Business School
Date Posted: April 12, 2015
Accepted Paper Series
28 downloads

Incl. Electronic Paper Information Money Fields of Cyclic Oscillations in Nonlinear Dynamic Economic System
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: April 11, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper Around the World with Irving Fisher
CESifo Working Paper Series No. 5257
Thorvaldur Gylfason , Helgi Tomasson and Gylfi Zoega
University of Iceland - Faculty of Economics and Business Administration , University of Iceland - Faculty of Economics and Business Administration and University of Iceland
Date Posted: April 09, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper A Structural Investigation of the Chinese Economy with a Hybrid Monetary Policy Rule
CAMA Working Paper No. 10/2015
Ran Li and Jiao Wang
Peking University and Australian National University (ANU)
Date Posted: April 03, 2015
Last Revised: April 07, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Эффект Переноса Процентных Ставок в России. Влияние Монетарной Политики На Объемы Банковского Кредитования (Credit Channel of Monetary Policy Transmission in Russia)
Elena Leontyeva and Yuri Perevyshin
Russian Presidential Academy of National Economy and Public Administration (RANEPA) and RANEPA
Date Posted: April 02, 2015
Last Revised: April 03, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Financial Crisis, US Unconventional Monetary Policy and International Spillovers
BIS Working Paper No. 494
Qianying Chen , Andrew J. Filardo , Dong He and Feng Zhu
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) , Bank for International Settlements (BIS) - Monetary and Economic Department , International Monetary Fund (IMF) - Monetary and Exchange Affairs Department and Bank for International Settlements (BIS)
Date Posted: April 01, 2015
Working Paper Series
45 downloads


 

1 2 3 4 ... 46 | Next >
   


 

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo2 in 4.844 seconds