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Full Text Papers: 515,296
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SSRN eLibrary Search Results
JEL Code: E43
431,351 Total downloads
Showing Papers 321 - 370 of 2,314
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Does the Yield Spread Retain Its Forecasting Ability During the 2007 Recession? A Comparative Analysis
Applied Economics Letters, Vol. 21, No. 12, April 2014
Anastasios Evgenidis and Costas Siriopoulos
University of Patras- Department of Business Administration and University of Patras - Business Administration
Date Posted: July 31, 2015
Accepted Paper Series

Incl. Electronic Paper A Model of the Twin Ds: Optimal Default and Devaluation
FRB Atlanta Working 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
1 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
15 downloads

Incl. Electronic Paper Modifying Hybrid Optimization Algorithms to Construct Spot Term Structure of Interest Rates and Standardizing Two Criterions of Assessment
Aryo Sasongko , Cynthia Afriani , buddi wibowo and Zaäfri A. Husodo
Bank Indonesia, Monetary Management Department , Universitas Indonesia, Graduate School of Management , University of Indonesia (UI) - Management and Universitas Indonesia, Graduate School of Management
Date Posted: July 27, 2015
Working Paper Series
12 downloads

Incl. Electronic Paper Learning, Dispersion of Beliefs, and Risk Premiums in an Arbitrage-Free Term Structure Model
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
17 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
5 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
11 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
6 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: July 24, 2015
Working Paper Series
20 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
27 downloads

Incl. Electronic Paper Consistent Re-Calibration in Yield Curve Modeling: An Example
Swiss Finance Institute Research Paper No. 15-24
Mario V. Wuthrich
RiskLab, ETH Zurich
Date Posted: July 14, 2015
Working Paper Series
25 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
6 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
50 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
24 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
12 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 Government of the United States of America - Monetary and Reserve Analysis Section
Date Posted: July 09, 2015
Working Paper Series
22 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
15 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
30 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
24 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
Working Paper Series
14 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
16 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
35 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
28 downloads

Incl. Electronic Paper Currency Board Arrangement Capital Structure Macrofinancial Diagnostics
Financial Management Association, Nashville, Tennessee, Annual Meeting, 2014
Eleftherios Ioannis Thalassinos , Pantelis Thalassinos and Vilimir Yordanov
University of Piraeus - Department of Maritime Studies , Credit Suisse AG and Independent
Date Posted: June 30, 2015
Last Revised: July 10, 2015
Working Paper Series
10 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
10 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
27 downloads

Seasonal Variation in Treasury Returns
Critical Finance Review, 4(1), 45-115, 2015, Rotman School of Management Working Paper No. 2620912
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
3 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
7 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
23 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
7 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
15 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
14 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
47 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
10 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
17 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
20 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
108 downloads

QE and Yield-Oriented Investors: Depressing Implications for Investment

Date Posted: May 27, 2015
Working Paper Series

Incl. Electronic Paper FFDs: Futures Friendly Derivatives that Replace OTC Cleared Derivatives
James Kurt Dew
Tecnológico de Monterrey
Date Posted: May 23, 2015
Last Revised: July 31, 2015
Working Paper Series
20 downloads

Incl. Electronic Paper A Fix for the Unnecessary, Undesirable, Over-the-Counter (OTC) Dealer Markets.
James Kurt Dew
Tecnológico de Monterrey
Date Posted: May 23, 2015
Last Revised: July 31, 2015
Working Paper Series
8 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
28 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
10 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
6 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
17 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
16 downloads


 

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