Social Science Research Network
QuickSearch SSRN eLibrary

Search Within Results




Feedback to SSRN

SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 623,752
Full Text Papers: 519,822
Authors: 287,851
Papers Received in
  Last 12 months:
62,689

Paper Downloads:
To date: 89,314,096
Last 12 months: 11,717,880
Last 30 days: 833,576

CiteReader:  What's this?
Papers with
  Resolved
  References:
292,904
Total References: 9,075,589
Papers with Cites: 247,416
Total Citation
  Links:
5,879,321
Papers with
  Resolved
  Footnotes:
94,282
Total Footnotes: 9,170,091


SSRN eLibrary Search Results
JEL Code: E43
434,493 Total downloads
Showing Papers 321 - 370 of 2,340
Sort By
1 2 3 4 ... 47 | Next >
   


Incl. Electronic Paper Capital Inflows and Euro Area Long-Term Interest Rates
ECB Working Paper No. 1798
Daniel Carvalho and Michael Fidora
European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: August 26, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations
ECB Working Paper No. 1840
Philipp Engler and Christoph Große Steffen
Freie Universität Berlin and German Institute for Economic Research (DIW Berlin)
Date Posted: August 26, 2015
Working Paper Series
2 downloads

Why Implicit Bank Debt Guarantees Matter: Some Empirical Evidence
Financial Market Trends, Vol. 2014, No. 2, 2015
Oliver Denk , Sebastian Schich and Boris Cournede
Organization for Economic Co-Operation and Development (OECD) , Organisation for Economic Co-operation and Development (OECD) and Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO)
Date Posted: August 25, 2015
Last Revised: August 28, 2015
Working Paper Series

Incl. Electronic Paper Nominal Rigidities and the Term Structures of Equity and Bond Returns
FEDS Working Paper No. 2015-064
Pierlauro Lopez , David Lopez-Salido and Francisco Vazquez-Grande
Banque de France , Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Date Posted: August 25, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Central Bank Credibility and the Expectations Channel: Evidence Based on a New Credibility Index
Grégory Levieuge , Yannick Lucotte and Sébastien Ringuedé
University of Orleans - Laboratoire d'économie d'Orléans , PSB Paris School of Business and University of Orleans - Laboratoire d'économie d'Orléans
Date Posted: August 25, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper A New Interpretation of the Mechanism for the Determination of Interest Rate and Its Policy Implications
Wenge Huang and Jinsong Zhang
Sichuan Sinoland Fortune Investment Group and Southwestern University of Finance and Economics (SWUFE)
Date Posted: August 23, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Structural and Cyclical Determinants of Bank Interest Rate Pass-Through in Eurozone
Aurélien Leroy and Yannick Lucotte
University of Orleans - Laboratoire d'économie d'Orléans and PSB Paris School of Business
Date Posted: August 22, 2015
Working Paper Series
3 downloads

Incl. Electronic Paper Forecasting the Term Structure of Interest Rates Near the Zero Bound - A New Era?
Stefan Trueck and Dennis Wellmann
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies and Macquarie University
Date Posted: August 21, 2015
Working Paper Series
5 downloads

Incl. Fee Electronic Paper The Sovereign Yield Curve and the Macroeconomy in China
Pacific Economic Review, Vol. 20, Issue 3, pp. 415-441, 2015
Yifeng Yan and Ju'e Guo
Xi'an Jiaotong University (XJTU) - School of Management and Xi'an Jiaotong University (XJTU)
Date Posted: August 20, 2015
Accepted Paper Series

Incl. Electronic Paper Monetary Policy Under the Microscope: Intra-Bank Transmission of Asset Purchase Programs of the ECB
IWH Discussion Papers No. 9 / 2015, Halle Institute for Economic Research
Lisa Cycon and Michael Koetter
Frankfurt School of Finance & Management gemeinnützige GmbH and Frankfurt School of Finance and Management
Date Posted: August 20, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Three Scenarios for Interest Rates in the Transition to Normalcy
Review, Vol. 97, Issue 1, pp. 1-24, 2015
Diana A. Cooke and GavinEcon
Federal Reserve Banks - Federal Reserve Bank of Saint Louis and Federal Reserve Bank of St. Louis - Research Division
Date Posted: August 19, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Inflation, Financial Conditions and Non-Standard Monetary Policy in a Monetary Union. A Model-Based Evaluation
Bank of Italy Temi di Discussione (Working Paper) No. 1015
Lorenzo Burlon , Andrea Gerali , Alessandro Notarpietro and Massimiliano Pisani
Bank of Italy , Bank of Italy - Research Department , Bank of Italy and Bank of Italy
Date Posted: August 19, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Can Interest Rate Spreads Stabilize the Euro Area?
Michal Brzoza-Brzezina , Jacek Kotlowski and Kamil Wierus
National Bank of Poland , Warsaw School of Economics, Institute of Econometrics and NBP
Date Posted: August 19, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Interest Rate Pass-Through in Poland. Evidence from Individual Bank Data
Ewa Stanislawska
National Bank of Poland - Bureau of Macroeconomic Research
Date Posted: August 19, 2015
Working Paper Series
1 downloads

Incl. Electronic Paper Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises
Christopher F. Baum , Margarita Karpava , Dorothea Schäfer and Stephan Andreas
Boston College , MediaCom , German Institute for Economic Research (DIW Berlin) and Jonkoping University - Jonkoping International Business School (JIBS)
Date Posted: August 19, 2015
Working Paper Series
9 downloads

Incl. Electronic Paper Monetary Policy Expectations and Economic Fluctuations at the Zero Lower Bound
FRB of Dallas Working Paper No. FEDDGW240
Rachel Doehr and Enrique Martínez-García
Claremont Colleges - Claremont McKenna College and Federal Reserve Bank of Dallas - Research Department
Date Posted: August 17, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Derivatives and Interest Rate Risk Management by Commercial Banks
Guillaume Vuillemey
HEC Paris
Date Posted: August 16, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Interest Rates, Debt and Intertemporal Allocation: Evidence from Notched Mortgage Contracts in the United Kingdom
Bank of England Working Paper No. 543
Michael Carlos Best , James Cloyne , Ethan Ilzetzki and Henrik Jacobsen Kleven
Stanford University , Bank of England - Monetary Analysis , University of Maryland - Department of Economics and University of Copenhagen - Economic Policy Research Unit (EPRU)
Date Posted: August 16, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper Inflation Targeting and Term Premia Estimates for Latin America
Latin American Economic Review (2015), 24(3)
Ole Rummel , Andrew P. Blake and Garreth R. Rule
Bank of England - Centre for Central Banking Studies , Bank of England - CCBS and Bank of England
Date Posted: August 15, 2015
Accepted Paper Series
2 downloads

Incl. Electronic Paper Forecasts from Reduced-Form Models Under the Zero-Lower-Bound Constraint
FRB of Cleveland Working Paper No. FEDCWP1512
Mehmet Pasaogullari
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: August 13, 2015
Working Paper Series

Incl. Electronic Paper Central Bank Policy Paths and Market Forward Rates: A Simple Model
Riksbank Research Paper Series No. 127, Sveriges Riksbank Working Paper Series No. 303
Ferre De Graeve and Jens Iversen
Sveriges Riksbank and Centre for Economic and Business Research - Copenhagen Business School
Date Posted: August 13, 2015
Working Paper Series
5 downloads

Incl. Electronic Paper Forecasts from Reduced-Form Models Under the Zero-Lower-Bound Constraint
FRB of Cleveland Working Paper No. 1512
Mehmet Pasaogullari
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: August 10, 2015
Accepted Paper Series
5 downloads

Incl. Electronic Paper Bond Markets and Monetary Policy Dilemmas for the Emerging Markets
BIS Working Paper No. 508
Jhuvesh Sobrun and Philip Turner
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: August 10, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Forecast Uncertainty and the Bank of England Interest Rate Decisions
Studies in Nonlinear Dynamics and Econometrics, Vol. 17, No. 1, 2013
Guido Schultefrankenfeld
Economist
Date Posted: August 09, 2015
Working Paper Series
2 downloads

Incl. Electronic Paper Long-Lasting Consequences of the European Crisis
Banco de Espana Working Paper No. 1522
Juan F. Jimeno
Bank of Spain - Research Department
Date Posted: August 08, 2015
Working Paper Series
8 downloads

Incl. Electronic Paper Conditioning Carry Trades: Less Risk, More Return!
Arjen Mulder and Ben Tims
Erasmus University Rotterdam (EUR) - Department of Financial Management and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Date Posted: August 02, 2015
Working Paper Series
90 downloads

Incl. Electronic Paper Key Derivatives Cases 2015
Rupert Macey-Dare
University of Oxford - Saint Cross College
Date Posted: August 01, 2015
Last Revised: August 03, 2015
Working Paper Series
58 downloads

Incl. Electronic Paper A Model of the Twin Ds: Optimal Default and Devaluation
FRB Atlanta Paper No. FEDACQ2015-01
Seunghoon Na , Stephanie Schmitt-Grohé , Martín Uribe and Vivian Z. Yue
Columbia University, Graduate School of Arts and Sciences, Department of Economics , Duke University - Department of Economics , Columbia University - Graduate School of Arts and Sciences - Department of Economics and Federal Reserve Board of Governors
Date Posted: July 30, 2015
Working Paper Series
4 downloads

Incl. Electronic Paper A Computational Spectral Approach to Interest Rate Models
Luca di Persio , Gregorio Pellegrini and Michele Bonollo
University of Verona - Department of Computer Science , University of Verona - Department of Computer Science and Iason Ltd
Date Posted: July 27, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Modifying Hybrid Optimization Algorithms to Construct Spot Term Structure of Interest Rates and Standardizing Two Criterions of An Assessment
Aryo Sasongko , Cynthia Afriani , Buddi Wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department , Universitas Indonesia, Graduate School of Management , Graduate School of Management University of Indonesia and Universitas Indonesia, Graduate School of Management
Date Posted: July 27, 2015
Last Revised: August 18, 2015
Working Paper Series
26 downloads

Incl. Electronic Paper Learning, Dispersion of Beliefs, and Risk Premiums in an Arbitrage-Free Term Structure Model
Stanford University Graduate School of Business Research Paper No. 15-45
Marco Giacoletti , Kristoffer Laursen and Kenneth J. Singleton
Stanford Graduate School of Business , Stanford Graduate School of Business and Stanford University - Graduate School of Business
Date Posted: July 26, 2015
Working Paper Series
47 downloads

Incl. Electronic Paper Demand Shocks and Interest Rates
Daniel Patrick Murphy and Kieran James Walsh
University of Virginia (UVA) - Darden School of Business and University of Virginia (UVA) - Darden School of Business
Date Posted: July 22, 2015
Working Paper Series
11 downloads

Incl. Electronic Paper Global Financial Spillovers to Emerging Market Sovereign Bond Markets
IMF Working Paper No. 15/141
Christian Ebeke and Annette J. Kyobe
Centre d’Etudes et de Recherches sur le Développement International, CERDI-CNRS and International Monetary Fund (IMF)
Date Posted: July 21, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Monetary Policy in India: Transmission to Bank Interest Rates
IMF Working Paper No. 15/129
Sonali Das
International Monetary Fund (IMF)
Date Posted: July 21, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Liquidity Risk Premium Model with Fixed-Expectation Liquidity Measures to Construct Liquidity-Risk-Premium-Free Term Structure
Aryo Sasongko , Cynthia Afriani , Buddi Wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department , Universitas Indonesia, Graduate School of Management , Graduate School of Management University of Indonesia and Universitas Indonesia, Graduate School of Management
Date Posted: July 18, 2015
Last Revised: August 19, 2015
Working Paper Series
39 downloads

Incl. Electronic Paper Political Economics of External Sovereign Defaults
CFS Working Paper, No. 508
Carolina Achury , Christos Koulovatianos and John D. Tsoukalas
University of Exeter Business School , Universite du Luxembourg - Faculty of Law, Economics and Finance and University of Glasgow - Department of Economics
Date Posted: July 17, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Consistent Re-Calibration in Yield Curve Modeling: An Example
Swiss Finance Institute Research Paper No. 15-26
Mario V. Wuthrich
RiskLab, ETH Zurich
Date Posted: July 14, 2015
Working Paper Series
48 downloads

Incl. Electronic Paper Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates
CESifo Working Paper Series No. 5421
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: July 14, 2015
Working Paper Series
16 downloads

Incl. Electronic Paper Does Central Bank Tone Move Asset Prices?
Maik Schmeling and Christian Wagner
City University London - Sir John Cass Business School and Copenhagen Business School
Date Posted: July 14, 2015
Last Revised: July 21, 2015
Working Paper Series
99 downloads

Incl. Fee Electronic Paper A Model of the Twin Ds: Optimal Default and Devaluation
CEPR Discussion Paper No. DP10697
Seunghoon Na , Stephanie Schmitt-Grohé , Martín Uribe and Vivian Z. Yue
Columbia University, Graduate School of Arts and Sciences, Department of Economics , Duke University - Department of Economics , Columbia University - Graduate School of Arts and Sciences - Department of Economics and Federal Reserve Board of Governors
Date Posted: July 13, 2015
Working Paper Series

Incl. Electronic Paper An Empirical Application of the EVA® Framework to Business Cycles
Nicolas Cachanosky and Peter Lewin
Metropolitan State University of Denver and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Date Posted: July 11, 2015
Working Paper Series
34 downloads

Incl. Electronic Paper Equilibrium Equity Price with Optimal Dividend Policy Under Jump-Diffusion Processes
Akira Yamazaki
Hosei University - Graduate School of Business Administration
Date Posted: July 09, 2015
Working Paper Series
14 downloads

Incl. Electronic Paper Monetary Policy 101: A Primer on the Fed's Changing Approach to Policy Implementation
FEDS Working Paper No. 2015-047
Jane E. Ihrig , Ellen E. Meade and Gretchen C. Weinbach
Federal Reserve Board - International Financial Transactions , Federal Reserve Board and Federal Reserve Board
Date Posted: July 09, 2015
Working Paper Series
37 downloads

Incl. Electronic Paper Ambiguous Information about Interest Rates and Bond Uncertainty Premiums
Hwagyun Kim
Texas A&M University - Mays Business School
Date Posted: July 07, 2015
Working Paper Series
23 downloads

Incl. Electronic Paper Quantum Macroeconomics Theory
Dimitri O. Ledenyov and Viktor O. Ledenyov Sr.
James Cook University, Townsville, Australia and V. N. Karazin Kharkov National University
Date Posted: July 06, 2015
Last Revised: July 17, 2015
Working Paper Series
42 downloads

Incl. Electronic Paper Nominal Rigidities and the Term Structures of Equity and Bond Returns
Pierlauro Lopez , David Lopez-Salido and Francisco Vazquez-Grande
Banque de France , Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Date Posted: July 05, 2015
Last Revised: July 24, 2015
Working Paper Series
28 downloads

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 Maximilian University of Munich and Ludwig Maximilian University of Munich - Department of Mathematics
Date Posted: July 03, 2015
Last Revised: August 25, 2015
Working Paper Series
19 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
19 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
Last Revised: August 15, 2015
Working Paper Series
37 downloads

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
Last Revised: August 13, 2015
Accepted Paper Series


 

1 2 3 4 ... 47 | Next >
   


 

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo8 in 4.672 seconds