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484,343
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393,706
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226,701
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68,955
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JEL Code: E43
341,710 Total downloads
Showing Papers 41 - 90 of 1,868
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Economic Crisis and Structural Changes in the Integration Process of Eastern European Countries
Proceedings of 8th International Conference «Economic Integration, Competition and Cooperation», 6-9 April, Opatija, University of Rijeka – Faculty of Economics, CD with Full papers,
Giuliana Passamani
Universita degli Studi - Department of Economics
Date Posted: March 19, 2013
Last Revised: May 21, 2013
Working Paper Series
7 downloads
Identification and Inference Using Event Studies
CEPR Discussion Paper No. DP9388
Refet S. Gurkaynak and
Jonathan H. Wright
Bilkent University - Department of Economics
and
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Date Posted: March 19, 2013
Working Paper Series
3 downloads
International Parity Relations between Albania and Euro Area
Giuliana Passamani
and
Eva Perndoj
Universita degli Studi - Department of Economics
and
University of Trento - Department of Economics
Date Posted: March 19, 2013
Working Paper Series
1 downloads
Term Structure Dynamics with Macro Factors Using High Frequency Data
Hwagyun Kim
and
Hail Park
Texas A&M University - Mays Business School
and
Bank of Korea
Date Posted: March 16, 2013
Working Paper Series
18 downloads
Prediction Bias Correction for Dynamic Term Structure Models
Eran Raviv
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: March 15, 2013
Working Paper Series
25 downloads
Monetary Policy Regimes: Implications for the Yield Curve and Bond Pricing
Kameliya Filipova
,
Francesco Audrino
and
Enrico G. De Giorgi
UBS Wealth Management
,
University of St. Gallen
and
University of Saint Gallen - SEPS: Economics and Political Sciences
Date Posted: March 14, 2013
Working Paper Series
53 downloads
Interest Rate Pass-Through and Monetary Policy Asymmetry: A Journey into the Caucasian Black Box
CESifo Working Paper Series No. 4131
Rustam Jamilov
and
Balázs Égert
The Central Bank of the Republic of Azerbaijan
and
Organization for Economic Co-Operation and Development (OECD)
Date Posted: March 08, 2013
Working Paper Series
15 downloads
The Pricing of G7 Sovereign Bond Spreads: The Times, They are A-Changin
ECB Working Paper No. 1520
Antonello D'Agostino
and
Michael Ehrmann
Central Bank and Financial Services Authority of Ireland
and
European Central Bank (ECB)
Date Posted: March 08, 2013
Working Paper Series
23 downloads
The Austerity Paradox: I See Austerity Everywhere, But Not in the Statistics
Georg Erber
German Institute for Economic Research (DIW Berlin) - Competition and Consumers
Date Posted: March 05, 2013
Working Paper Series
32 downloads
A Tractable Multi-Factor Dynamic Term-Structure Model for Risk Management
Michael Henseler
,
Christoph Peters
and
Roland C. Seydel
German Finance Agency
,
German Finance Agency
and
German Finance Agency
Date Posted: March 02, 2013
Working Paper Series
63 downloads
A Robust Approach to Risk Aversion
ETH-RC-13-002
Antoine Bommier
and
Francois Le Grand
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich
and
EMLYON Business School
Date Posted: February 28, 2013
Working Paper Series
8 downloads
The Effect of Underreporting on LIBOR Rates
FRB of St. Louis Working Paper No. 2013-008A
Andrea Monticini
and
Daniel L. Thornton
Catholic University of the Sacred Heart of Milan - Institute of Economy and Finance
and
Federal Reserve Bank of St. Louis - Research Division
Date Posted: February 27, 2013
Working Paper Series
28 downloads
Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields
Junko Koeda
University of Tokyo - Faculty of Economics
Date Posted: February 26, 2013
Last Revised: February 28, 2013
Working Paper Series
On the Time-Varying Relationship between EMU Sovereign Spreads and Their Determinants
ISEG Economics Working Paper No. 05/2013/DE/UECE
Antonio Afonso ,
Michael Arghyrou ,
George Bagdatoglou
and
Alexandros Kontonikas
Technical University of Lisbon - ISEG (School of Economics and Management)
,
Cardiff Business School
,
Timberlake Consultants
and
University of Glasgow - Department of Economics
Date Posted: February 25, 2013
Working Paper Series
13 downloads
Unconventional Government Debt Purchases as a Supplement to Conventional Monetary Policy
Bank of Finland Research Discussion Paper No. 3/2013
Martin Ellison and
Andreas Tischbirek
University of Oxford
and
University of Oxford - Department of Economics
Date Posted: February 23, 2013
Working Paper Series
15 downloads
Viewing Futures Network: Collaborative Learning and Innovation at Rabobank (Chapter 9)
Scenarios for Success: Turning Insights into Action Edited by Bill Sharpe and Kees Van der Heijden
© 2007 John Wiley & Sons, Ltd,
Paul A. de Ruijter
Nyenrode Business University
Date Posted: February 22, 2013
Accepted Paper Series
5 downloads
Global House Price Fluctuations: Synchronization and Determinants
IMF Working Paper No. 13/38
Hideaki Hirata
,
M. Ayhan Kose ,
Christopher Otrok
and
Marco E. Terrones
Hosei University
,
International Monetary Fund (IMF)
,
University of Missouri
and
International Monetary Fund (IMF)
Date Posted: February 22, 2013
Working Paper Series
23 downloads
Asymmetry in Government Bond Returns
CAMA Working Paper No. 12/2013
Ippei Fujiwara
and
Lena Koerber
Crawford School of Economics and Government
and
London School of Economics & Political Science (LSE)
Date Posted: February 21, 2013
Working Paper Series
15 downloads
The Sraffa-Hayek Debate on the Natural Rate of Interest
David Glasner
and
Paul R. Zimmerman
Federal Trade Commission
and
U.S. Federal Trade Commission - Bureau of Economics
Date Posted: February 21, 2013
Working Paper Series
171 downloads
The Fiscal Limit and Non-Ricardian Consumers
Alexander W. Richter
Auburn University - Department of Economics
Date Posted: February 20, 2013
Working Paper Series
2 downloads
Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask
Ferdinando Ametrano
and
Marco Bianchetti
Banca IMI - Financial Engineering
and
Intesa Sanpaolo - Market Risk Management
Date Posted: February 18, 2013
Last Revised: April 03, 2013
Working Paper Series
284 downloads
Cost of Borrowing Shocks and Fiscal Adjustment
ECB Working Paper No. 1503
Oliver de Groot
,
Federic Holm-Hadulla
and
Nadine Leiner-Killinger
University of Cambridge
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: February 14, 2013
Working Paper Series
11 downloads
Interest Rate Volatility: A Consol Rate-Based Measure
ECB Working Paper No. 1505
Vincent Brousseau and
Alain Durré
European Central Bank, Directorate General Economics
and
European Central Bank (ECB) - Directorate General Economics
Date Posted: February 12, 2013
Working Paper Series
20 downloads
Interest Rates and Prices in an Inventory Model of Money with Credit
FRB of Philadelphia Working Paper No. 13-5
Michael Dotsey and
Pablo Guerron-Quintana
Federal Reserve Bank of Philadelphia
and
Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Date Posted: February 08, 2013
Working Paper Series
5 downloads
On the Use of Sterilisation Bonds in Emerging Asia
BOFIT Discussion Paper No. 1/2013
Aaron N. Mehrotra
Bank for International Settlements (BIS)
Date Posted: February 05, 2013
Working Paper Series
4 downloads
A Robust Approach to Risk Aversion
CER-ETH Center of Economic Research at ETH Zurich Working Paper No. 13/172
Antoine Bommier
and
Francois Le Grand
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich
and
EMLYON Business School
Date Posted: February 03, 2013
Last Revised: May 07, 2013
Working Paper Series
46 downloads
Real Term Structure Forecasts of Consumption Growth
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: February 03, 2013
Working Paper Series
4 downloads
Does the Macro Matter in Macro-Finance Term Structure Models?
Kwok Ping Tsang
Virginia Polytechnic Institute & State University
Date Posted: February 02, 2013
Working Paper Series
25 downloads
Term Spread Regressions of the Rational Expectations Hypothesis of the Term Structure Allowing for Risk Premium Effects
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: February 02, 2013
Working Paper Series
9 downloads
Purchasing Power Parity between the UK and the Euro Area
Giorgio Canarella
,
Stephen M. Miller and
Stephen K. Pollard
California State University, Los Angeles - Department of Economics & Statistics
,
University of Nevada, Las Vegas - Department of Economics
and
California State University, Los Angeles
Date Posted: February 01, 2013
Working Paper Series
23 downloads
A European History Lesson for Today’s Central Bankers
International Journal of Central Banking (prepared for the 4th Financial Stability Conference)
Hanno N. Lustig
UCLA - Anderson School of Management
Date Posted: February 01, 2013
Accepted Paper Series
27 downloads
Fiscal Multipliers
La Follette School of Public Affairs Working Paper No. 2015-002
Menzie David Chinn
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Date Posted: January 31, 2013
Working Paper Series
50 downloads
Asset Pricing with Uncertain Betas: A Long-Term Perspective
CESifo Working Paper Series No. 4072
Christian Gollier
University of Toulouse 1 - Industrial Economic Institute (IDEI)
Date Posted: January 30, 2013
Working Paper Series
39 downloads
Yield Curve Investing: Optimizing Risk-Adjusted Returns
Global Journal of Business Research, v. 7 (2) pp. 95-102, 2013
Charles Corcoran
University of Wisconsin – River Falls
Date Posted: January 29, 2013
Accepted Paper Series
52 downloads
Integration of Key Worldwide Money Market Interest Rates and the Federal Funds Rate: An Empirical Investigation
The International Journal of Business and Finance Research, v. 6 (4) p.125-138
Krishna M. Kasibhatla
North Carolina Agricultural & Technical State University
Date Posted: January 29, 2013
Accepted Paper Series
19 downloads
Forecasting Term Structure of Libor Swap Rates
The International Journal of Business and Finance Research, v. 6 (4) p. 87-100
Mei-Mei Kuo
,
Shih-Wen Tai
and
Bing-Huei Lin
National Taiwan University of Science and Technology
,
Lunghwa University of Science and Technology (LHU)
and
National Chung Hsing University
Date Posted: January 29, 2013
Accepted Paper Series
31 downloads
Markets Evolution after the Credit Crunch
Marco Bianchetti
and
Mattia Carlicchi
Intesa Sanpaolo - Market Risk Management
and
Intesa Sanpaolo - Market Risk Management
Date Posted: January 28, 2013
Working Paper Series
116 downloads
Government Debt Spillovers - A Panel Data Analysis in Industrialized Countries
Miltiades N. Georgiou
Independent
Date Posted: January 26, 2013
Working Paper Series
19 downloads
Taylor Rules and Monetary Policy: A Global 'Great Deviation'?
BIS Quarterly Review September 2012
Boris Hofmann and
Bilyana Bogdanova
Bank for International Settlements (BIS) - Monetary and Economic Department
and
Bank for International Settlements (BIS)
Date Posted: January 26, 2013
Accepted Paper Series
33 downloads
Does Monetary Policy Affect Stock Market Uncertainty? Empirical Evidence from the United States
Ruhr Economic Paper No. 240
Mario Jovanovic
affiliation not provided to SSRN
Date Posted: January 25, 2013
Working Paper Series
15 downloads
On the Liquidity Coverage Ratio and Monetary Policy Implementation
BIS Quarterly Review December 2012
Todd Keister and
Morten L. Bech
Rutgers University
and
Federal Reserve Bank of New York
Date Posted: January 24, 2013
Accepted Paper Series
33 downloads
When "Risk-Free" Isn't
Journal of Indexes Europe, January/February 2012
Robert Dubois
Trend Modus Capital Management LLC
Date Posted: January 23, 2013
Accepted Paper Series
27 downloads
China's Monetary Policy Communication: Money Markets Not Only Listen, They Also Understand
HKIMR Working Paper No.02/2013
Alicia García-Herrero and
Eric Girardin
BBVA Hong Kong Branch - International Finance Centre
and
University Aix-Marseille 2 - GREQAM
Date Posted: January 18, 2013
Last Revised: February 19, 2013
Working Paper Series
25 downloads
Evaluation of Long-Dated Investments Under Uncertain Growth Trend, Volatility and Catastrophes
CESifo Working Paper Series No. 4052
Christian Gollier
University of Toulouse 1 - Industrial Economic Institute (IDEI)
Date Posted: January 17, 2013
Working Paper Series
29 downloads
Developing a Practical Yield Curve Model: An Odyssey
New Developments in Macro-Finance Yield Curves, J. Chadha, A. Durre, M. Joyce & L. Sarnio, eds., Cambridge University Press, 2013
M. A. H. Dempster ,
Jack L. Evans
and
Elena Medova
University of Cambridge - Judge Business School, Centre for Financial Research
,
eValue FE
and
University of Cambridge - Judge Institute of Management
Date Posted: January 15, 2013
Accepted Paper Series
33 downloads
Financing Growth in the WAEMU Through the Regional Securities Market: Past Successes and Current Challenges
IMF Working Paper No. 12/249
Mame Astou Diouf
and
Francois Boutin-Dufresne
International Monetary Fund (IMF)
and
affiliation not provided to SSRN
Date Posted: January 11, 2013
Working Paper Series
10 downloads
How Effective is Central Bank Forward Guidance?
FRB of St. Louis Working Paper No. 2012-063A
Clemens J.M. Kool and
Daniel L. Thornton
University of Utrecht - Utrecht University School of Economics
and
Federal Reserve Bank of St. Louis - Research Division
Date Posted: January 05, 2013
Working Paper Series
15 downloads
Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy
João Caldeira
and
Guilherme V. Moura
Universidade Federal do Rio Grande do Sul (UFRGS)
and
Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Date Posted: January 05, 2013
Working Paper Series
333 downloads
Liquidity in Government Versus Covered Bond Markets
BIS Working Paper No. 392
Jens Dick-Nielsen
,
Jacob Gyntelberg
and
Thomas Sangill
Copenhagen Business School - Department of Finance
,
Bank for International Settlements (BIS) - Monetary and Economic Department
and
Danish Central Bank
Date Posted: January 05, 2013
Accepted Paper Series
23 downloads
Emerging Market Local Currency Bonds: Diversification and Stability
BIS Working Paper No. 391
Ken Miyajima
,
Madhusudan S. Mohanty and
Tracy Chan
Bank for International Settlements (BIS) - Monetary and Economic Department
,
Bank for International Settlements (BIS) - Monetary and Economic Department
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: January 05, 2013
Last Revised: January 22, 2013
Accepted Paper Series
64 downloads
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