Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
489,423
Full Text Papers:
398,298
Authors:
228,729
Papers Received in Last 12 months:
69,626
Paper Downloads:
To date:
66,741,858
Last 12 months:
11,229,174
Last 30 days:
844,246
CiteReader: What's this?
Papers with
239,806
Total References:
8,539,827
Papers with Cites:
230,167
Total Citation
5,733,423
Papers with
78,859
Total Footnotes:
8,610,864
SSRN eLibrary Search Results
JEL Code: E43
345,331 Total downloads
Showing Papers 281 - 330 of 1,881
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
A Forward-Looking Model of the Term Structure of Interest Rates
Albert Lee Chun
Date Posted: March 20, 2012Last Revised: June 02, 201326 downloads
Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications
Ying Chen
and
Linlin Niu
Date Posted: March 20, 2012Last Revised: June 03, 201383 downloads
The Impact of Quantitative Easing on the U.S. Term Structure of Interest Rates Johnson School Research Paper No. 2-2012
Robert A. Jarrow and
Hao Li
Date Posted: March 20, 2012Last Revised: November 05, 2012389 downloads
Bayesian Estimation of Dynamic Term Structure Models Under Restrictions on Risk Pricing
Michael D. Bauer
Date Posted: March 19, 201240 downloads
Over-Libor and Brazilian CDS: Wild Horses?
Marcelo L. Moura
and
Gabriel D. Pecoli
Date Posted: March 19, 201219 downloads
Economic Catastrophe Bonds: Inefficient Market or Inadequate Model? AFA 2013 San Diego Meetings Paper
Haitao Li and
Feng Zhao
Date Posted: March 17, 201234 downloads
Predicting Yields for Predicting Returns
Michael Markovich
and
Alberto Plazzi
Date Posted: March 17, 2012Last Revised: March 25, 201375 downloads
International Financial Transmission of the U.S. Monetary Policy: An Empirical Assessment
Nikola Mirkov
Date Posted: March 16, 201227 downloads
Modifying Gaussian Term Structure Models When Interest Rates are Near the Zero Lower Bound
Leo Krippner
Date Posted: March 15, 201236 downloads
Catching-Up and Inflation in Europe: Balassa-Samuelson, Engel’s Law and Other Culprits Economic Systems, Vol. 35, No. 2, 2011
Balázs Égert
Date Posted: March 12, 2012
Cointegrated VARMA Models and Forecasting US Interest Rates
Christian Kascha
and
Carsten Trenkler
affiliation not provided to SSRN
and
University of Mannheim
Date Posted: March 09, 201232 downloads
What Can EMU Countries’ Sovereign Bond Spreads Tell Us About Market Perceptions of Default Probabilities During the Recent Financial Crisis? Deutsche Bundesbank Discussion Paper No. 11/2010
Christoph A. Fischer
and
Niko Dötz
Date Posted: March 08, 201258 downloads
Low-Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk International Review of Finance, Vol. 11, No. 3, pp. 353-390, 2011
A. S. M. Sohel Azad ,
Victor Fang
and
J. Wickramanayake
affiliation not provided to SSRN
Date Posted: March 06, 2012Last Revised: March 07, 2012
Framing Effects in Intertemporal Choice Tasks and Financial Implications
Wolfgang Breuer
and
Can Kalender Soypak
Date Posted: March 05, 2012Last Revised: November 19, 2012105 downloads
A Model of the Euro-Area Yield-Curve with Discrete Policy Rates
Jean-Paul Renne
Date Posted: March 04, 2012Last Revised: February 20, 201362 downloads
Equilibrium Growth, Inflation, and Bond Yields
Howard Kung
Date Posted: March 01, 2012Last Revised: June 04, 201267 downloads
Breakeven Inflation Rates and Their Puzzling Correlation Relationships Banque de France Working Paper No. 367
Gilbert Cette
and
Marielle De Jong
Date Posted: February 29, 201255 downloads
Demographics and the Behavior of Interest Rates
Carlo A. Favero ,
Arie Eskenazi Gozluklu
and
Haoxi Yang
Date Posted: February 29, 2012Last Revised: May 26, 201251 downloads
Modeling the Term Structure of Interest Rates: A Review of the Literature Foundations and Trends in Finance, Vol. 5, No. 1-2, 2010
Rajna Gibson ,
Francois Lhabitant and
Denis Talay
Date Posted: February 29, 2012
Real Interest Rate and Growth Rate: Theory and Empirical Evidence Frontiers in Finance and Economics, Vol. 8, No. 2, pp.136-152, 2011
Jean Marie Le Page
Date Posted: February 29, 2012160 downloads
Treasury Bills And/Or Central Bank Bills for Absorbing Surplus Liquidity: The Main Considerations IMF Working Paper No. NO.12/40
Obert Nyawata
Date Posted: February 28, 201233 downloads
The Role of Financial Sector Competition for Monetary Policy (Le Rôle De La Concurrence Dans Le Secteur Financier Pour La Politique Monétaire) Canadian Journal of Economics/Revue canadienne d'économique, Vol. 45, Issue 1, pp. 270-287, 2012,
Edgar A. Ghossoub
,
Thanarak Laosuthi and
Robert R. Reed
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: February 24, 20121 downloads
A Note on the Credit Risk Component of Yields on Irish Sovereign Bonds Issued in Foreign Currencies
Eddie Casey and
Peter G. Dunne
Date Posted: February 23, 2012Last Revised: July 19, 201234 downloads
How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies Banque de France Working Paper No. 361
Anindya Banerjee ,
Victor Bystrov
and
Paul Mizen
Date Posted: February 21, 201234 downloads
The Effectiveness of Non‐Traditional Monetary Policy Measures: The Case of the Bank of Japan Japanese Economic Review, Vol. 63, Issue 1, pp. 1-22, 2012
Kazuo Ueda
Date Posted: February 20, 20122 downloads
The Impact of the Recent Financial Crisis on Bank Loan Interest Rates and Guarantees
Giorgio Calcagnini ,
Fabio Farabullini and
Germana Giombini
Date Posted: February 20, 201266 downloads
Weathering Financial Crisis: Domestic Bond Markets in EMEs BIS Paper No. 63e
Philip Turner
Date Posted: February 17, 2012Last Revised: October 25, 201238 downloads
Local Currency Bond Markets and the Asian Bond Fund 2 Initiative BIS Paper No. 63f
Eric Chan
,
Michael K.F. Chui ,
Frank Packer and
Eli M. Remolona
affiliation not provided to SSRN
,
Bank for International Settlements (BIS)
,
Bank for International Settlements (BIS)
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: February 16, 2012Last Revised: October 25, 201250 downloads
Modifying Gaussian Term Structure Models When Interest Rates are Near the Zero Lower Bound
Leo Krippner
Date Posted: February 16, 201218 downloads
The Economic Value of Predicting Bond Risk Premia: Can Anything Beat the Expectations Hypothesis?
Lucio Sarno ,
Paul Schneider and
Christian Wagner
Date Posted: February 15, 2012Last Revised: January 09, 2013168 downloads
Testing Uncovered Interest Rate Parity and Term Structure Using a Three‐Regime Threshold Unit Root Vecm: An Application to the Swiss ‘Isle’ of Interest Rates* Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 2, pp. 180-202, 2012
Jaya Krishnakumar
and
David Neto
affiliation not provided to SSRN
Date Posted: February 10, 20122 downloads
An Accompaniment to a Course on Interest Rate Modeling: With Discussion of Black-76, Vasicek and HJM Models and a Gentle Introduction to the Multivariate LIBOR Market Model
Vasily Nekrasov
Date Posted: February 09, 201259 downloads
Communicational Bias in Monetary Policy: Can Words Forecast Deeds? Economia, Vol. 11, No. 1, pp. 103-152, 2010
Pablo M. Pincheira
and
Miguel Mauricio Calani Sr.
Date Posted: February 08, 2012
Determinants of Credit to Households in a Life-Cycle Model ECB Working Paper No. 1420
Michal Rubaszek
and
Dobromil Serwa
Date Posted: February 06, 201225 downloads
Fiscal Policy and Learning Bank of Finland Research Discussion Paper No. 5/2012
Kaushik Mitra ,
George W. Evans and
Seppo Honkapohja
Date Posted: January 31, 201244 downloads
House Price Booms, Current Account Deficits, and Low Interest Rates FRB of New York Staff Report No. 541
Andrea Ferrero
Date Posted: January 31, 2012Last Revised: March 11, 201258 downloads
Monetary Equilibrium and Price Stickiness Reconsidered: A Reply to Bagus and Howden
William J. Luther and
Alexander William Salter
Date Posted: January 29, 201246 downloads
A Term Structure Model with Level Factor Cannot Be Realistic and Arbitrage Free Banque de France Working Paper No. 359
Simon Dubecq
and
Christian Gourieroux
Date Posted: January 27, 201242 downloads
Term Structure and Interest Rate Stabilization Policies: New Evidence
Anna Florio
Date Posted: January 26, 201218 downloads
From Taylor Rule to Money - Traditional and Unconventional Monetary Policies in the First Years of the Financial Crisis: Evidence from the United Kingdom, the USA and Europe
Andrea Carboni
and
Alessandro Carboni
Date Posted: January 18, 201286 downloads
The Term Structure of Inflation Compensation in the Nominal Yield Curve FRB of Cleveland Working Paper No. 11-33
Mehmet Pasaogullari
and
Simeon Tsonev
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 11, 201219 downloads
The Information Content of the Embedded Deflation Option in TIPS FEDS Working Paper No. 2011-58
Olesya V. Grishchenko
,
Joel M. Vanden and
Jianing Zhang
Date Posted: January 04, 201236 downloads
A Dynamic Inflation Hedging Trading Strategy Using a CPPI Journal of Finance & Risk Perspectives, Volume 1 (2) 2012, 12th ACRN International Research Conference Proceeding 2012, Steyr, European Business Research Conference Proceedings 2012, Rome
, 7th Annual Risk Management Conference Paper - Singapore 2013
Nicolas Fulli-Lemaire
Date Posted: January 03, 2012Last Revised: May 24, 2013256 downloads
Bond Variance Risk Premia
Philippe Mueller
,
Andrea Vedolin and
Yu-Min Yen
Date Posted: January 02, 2012Last Revised: January 25, 2012541 downloads
Forecasting Yield Changes Using Bond Market Order Flow
Siri Valseth
Date Posted: January 01, 2012Last Revised: October 17, 201233 downloads
Is There Room for Bulls, Bears, and States in the Circuit? Levy Economics Institute of Bard College Working Paper No. 700
L. Randall Wray
Date Posted: December 24, 201113 downloads
The Macroeconomic Effects of Large-Scale Asset Purchase Programs FRB of New York Staff Report No. 527
Han Chen
,
Vasco Curdia
and
Andrea Ferrero
Date Posted: December 23, 2011Last Revised: February 09, 201365 downloads
Is the Long-Term Interest Rate a Policy Victim, a Policy Variable or a Policy Lodestar? BIS Working Paper No. 367
Philip Turner
Date Posted: December 23, 201171 downloads
A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets CEPR Discussion Paper No. DP8705
Viral V. Acharya and
David R. Skeie
Date Posted: December 22, 201110 downloads
Term Structure Modeling with Structural Breaks: A Simple Arbitrage-Free Approach
Wachindra Bandara
and
Richard Munclinger
Date Posted: December 18, 2011Last Revised: November 19, 201273 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
4.485 seconds
