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226,660
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68,900
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JEL Code: E43
341,519 Total downloads
Showing Papers 421 - 470 of 1,868
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Testing Affine Term Structure Models in Case of Transaction Costs
Joost Driessen ,
Theo Nijman and
Bertrand Melenberg
Tilburg University - Department of Finance
,
Tilburg University - Center and Faculty of Economics and Business Administration
and
Tilburg University - Center for Economic Research (CentER)
Date Posted: January 31, 2000
Working Paper Series
209 downloads
The National Banking System: A Brief History
FRB of Cleveland Working Paper No. 07-23
Bruce A. Champ
Federal Reserve Bank of Cleveland
Date Posted: July 23, 2008
Working Paper Series
209 downloads
Pricing the Term Structure with Linear Regressions
FRB of New York Staff Report No. 340
Tobias Adrian
,
Richard K. Crump and
Emanuel Moench
Federal Reserve Bank of New York
,
Federal Reserve Banks - Federal Reserve Bank of New York
and
Federal Reserve Bank of New York
Date Posted: March 22, 2009
Last Revised: May 07, 2013
Working Paper Series
207 downloads
Paying Interest on Reserve Balances: It's More Significant than You Think
Scott T. Fullwiler
Wartburg College
Date Posted: December 12, 2010
Working Paper Series
206 downloads
The Term Structure of Commercial Paper Rates
FEDS Working Paper No. 2004-18
Stephen D. Oliner and
Chris Downing
American Enterprise Institute
and
Rice University, Jesse H. Jones Graduate School of Business
Date Posted: June 29, 2004
Working Paper Series
205 downloads
A Theoretical Approach to the EONIA Rate Movements
Augusto Schianchi
and
Giovanni Verga
University of Parma - Facoltà di Economia
and
Università degli Studi di Parma
Date Posted: June 07, 2006
Working Paper Series
203 downloads
A Macro-Finance Approach to Exchange Rate Determination
Yu-Chin Chen and
Kwok Ping Tsang
University of Washington - Department of Economics
and
Virginia Polytechnic Institute & State University
Date Posted: May 28, 2010
Working Paper Series
202 downloads
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates
IGIER Working Paper No. 253
Carlo A. Favero ,
Andrea Carriero
and
Iryna Kaminska
Bocconi University - Department of Finance
,
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
and
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Date Posted: January 20, 2004
Working Paper Series
202 downloads
Credit Default Swaps and Sovereign Debt Markets
Networks Financial Institute Working Paper 2011-WP-03
M. Kabir Hassan ,
Geoffrey M. Ngene
and
Jung-Suk Yu
University of New Orleans - College of Business Administration - Department of Economics and Finance
,
University of New Orleans - College of Business Administration - Department of Economics and Finance
and
School of Urban Planning & Real Estate Studies, Dankook University
Date Posted: March 08, 2011
Working Paper Series
201 downloads
Generalized Affine Models
Bruno Feunou
and
Nour Meddahi
Bank of Canada
and
University of Toulouse 1 - Toulouse School of Economics (TSE)
Date Posted: March 23, 2009
Last Revised: December 16, 2009
Working Paper Series
201 downloads
Forecasting With the Yield Curve; Level, Slope, and Output 1875-1997
FRB of Cleveland Working Paper No. 06-11
Michael D. Bordo and
Joseph G. Haubrich
Harvard University - Department of Economics
and
Federal Reserve Bank of Cleveland
Date Posted: May 21, 2007
Working Paper Series
200 downloads
Jackknifing Bond Option Prices
Cowles Foundation Discussion Paper No. 1392
Peter C. B. Phillips and
Jun Yu
Yale University - Cowles Foundation
and
Singapore Management University
Date Posted: January 24, 2003
Last Revised: January 09, 2012
Working Paper Series
200 downloads
Term Structures of Liquidity Premia in the U.S. Treasury Market
Wolfgang Bühler and
Volker Vonhoff
University of New South Wales, Australian Business School
and
University of Mannheim - Department of Business Administration and Finance
Date Posted: June 01, 2010
Last Revised: March 12, 2011
Working Paper Series
200 downloads
Flattening of the Phillips Curve: Implications for Monetary Policy
IMF Working Paper No. 07/76
Dora Iakova
International Monetary Fund (IMF)
Date Posted: April 12, 2007
Working Paper Series
199 downloads
Why Do Emerging Economies Borrow Short Term?
World Bank Policy Research Working Paper No. 3389
Fernando A. Broner ,
Guido Lorenzoni and
Sergio L. Schmukler
CREI
,
Massachusetts Institute of Technology (MIT)
and
World Bank - Development Research Group (DECRG)
Date Posted: September 02, 2004
Working Paper Series
199 downloads
Communication and Decision-making by Central Bank Committees: Different Strategies, Same Effectiveness?
ECB Working Paper No. 488
Michael Ehrmann and
Marcel Fratzscher
European Central Bank (ECB)
and
DIW Berlin
Date Posted: June 01, 2005
Working Paper Series
198 downloads
Government Debt as Insurance Against Macroeconomic Risk
IZA Discussion Paper No. 412
Martin Barbie ,
Marcus Hagedorn and
Ashok Kaul
University of Bonn
,
University of Zurich - Department of Economics Library
and
Saarland University
Date Posted: January 21, 2002
Working Paper Series
198 downloads
A Three-Factor Econometric Model of the U.S. Term Structure
FRB of New York Staff Report No. 19
Eli M. Remolona
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: November 17, 2006
Accepted Paper Series
197 downloads
Black Swans and Black Elephants in Plain Sight: An Empirical Review of Central Bank Independence
Chapman Law Review, Vol. 14, p. 237, 2011, Chapman University Law Research Paper No. 11-09
Timothy A. Canova
Nova Southeastern University Shepard Broad Law Center
Date Posted: March 14, 2011
Last Revised: June 13, 2011
Accepted Paper Series
197 downloads
Explicit European Swaption Formula in a Separable One-Factor Libor Market Model; Extension to Bond Futures and 2-Bermudan Swaptions
Marc P. A. Henrard
OpenGamma
Date Posted: February 04, 2008
Working Paper Series
197 downloads
International Bond Risk Premia
Magnus Dahlquist and
Henrik Hasseltoft
Stockholm School of Economics
and
University of Zurich
Date Posted: September 03, 2010
Last Revised: December 16, 2012
Working Paper Series
197 downloads
What Does Yield Curve Smoothness Mean?
Vincent Brousseau and
Benjamin Sahel
European Central Bank, Directorate General Economics
and
European Central Bank
Date Posted: November 14, 2004
Working Paper Series
195 downloads
Yield Curve Reaction to Macroeconomic News in Europe: Disentangling the US Influence
Marie Briere
and
Florian Ielpo
Amundi Asset Management
and
University of Paris 1 Pantheon-Sorbonne - CERMSEM
Date Posted: December 07, 2007
Working Paper Series
195 downloads
The Changing Role of the Yen/Dollar Exchange Rate for Japanese Monetary Policy
Tuebingen University Working Paper No. 290
Gunther Schnabl
University of Leipzig - Institute for Economic Policy
Date Posted: March 01, 2005
Working Paper Series
194 downloads
The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value
FRB of St. Louis Working Paper No. 2006-061B
Pasquale Della Corte ,
Lucio Sarno and
Daniel L. Thornton
Imperial College London
,
City University London - Sir John Cass Business School
and
Federal Reserve Bank of St. Louis - Research Division
Date Posted: December 06, 2006
Working Paper Series
193 downloads
Liquidity and the Cost of Funds in the European Treasury Bills Market
Bruno Biais ,
Antoine Renucci and
Gilles Saint-Paul
Centre for Economic Policy Research (CEPR)
,
University of Toulouse 1
and
University of Toulouse I - GREMAQ-IDEI
Date Posted: April 11, 2005
Working Paper Series
192 downloads
The Determimants of Corporate Spreads in Emerging Markets: An Option-Adjusted Spreads Analysis
Eduardo A. Cavallo
and
Patricio Valenzuela
Inter-American Development Bank (IDB) - Research Department
and
University of Chile
Date Posted: February 20, 2007
Working Paper Series
192 downloads
What Drives Money Market Rates?
Szabolcs Sebestyén
ISCTE-IUL
Date Posted: March 01, 2006
Working Paper Series
191 downloads
A Market Based Approach to Inflation Expectations, Risk Premia and Real Interest Rates
Banco de España Working Paper No. 0802,
Ricardo Gimeno
and
J. Manuel Marqués
Bank of Spain
and
Bank of Spain
Date Posted: March 24, 2008
Working Paper Series
190 downloads
Monetary Policy in Retrospective: A Taylor Rule Inspired Exercise
Munir A Jalil
Banco de la Republica
Date Posted: July 07, 2004
Working Paper Series
190 downloads
Perspectives on Low Global Interest Rates
IMF Working Paper No. 06/76
Luis Catão and
G. A. Mackenzie
International Monetary Fund (IMF)
and
International Monetary Fund (IMF) - Research Department
Date Posted: May 17, 2006
Working Paper Series
190 downloads
Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions
Journal of Economic Dynamics and Control, Vol. 28, pp. 2367-2397, 2004, Stockholm School of Economics Working Paper No. 499
Paolo Giordani and
Paul Söderlind
Sveriges Riksbank - Research Division
and
University of St. Gallen
Date Posted: July 22, 2002
Last Revised: June 07, 2010
Working Paper Series
190 downloads
Intraday Trading in the Overnight Federal Funds Market
Current Issues in Economics and Finance, Vol. 11, No. 11, November 2005
Leonardo Bartolini ,
Svenja Gudell
,
Spence Hilton
and
Krista Schwarz
Deceased
,
Simon School of Business (U of Rochester)
,
Federal Reserve Bank of New York - Research Group
and
University of Pennsylvania - Finance Department
Date Posted: January 05, 2006
Accepted Paper Series
189 downloads
The Determinants of the Overnight Interest Rate in the Euro Area
ECB Working Paper No. 393
Julius Moschitz
Investment Management Company
Date Posted: December 13, 2004
Working Paper Series
189 downloads
The Effect of Monetary Unification on German Bond Markets
Hans Dewachter ,
Marco Lyrio and
Stan Maes
Catholic University of Leuven (KUL) - Department of Economics
,
Insper Institute of Education and Research
and
European Commission - DG Internal market and financial services
Date Posted: November 24, 2001
Working Paper Series
189 downloads
Macroeconomic Foundations for Discontinuous Price Movements
Liuren Wu
City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: November 05, 1999
Working Paper Series
188 downloads
The Information Content of the Inflation Term Structure
Bank of England Working Paper No. 75
Francis Breedon and
Jagjit S. Chadha
University of London, Queen Mary - School of Economics and Finance
and
University of Saint Andrews - School of Economics & Management
Date Posted: March 23, 1998
Working Paper Series
188 downloads
A Definitional Review of Economics through the Application of the Leading Theories and Methodology of the Austrian School
Jeffrey Shawn Henderson
UGSM-Monarch Business School
Date Posted: December 01, 2008
Working Paper Series
186 downloads
Comparing Models for Forecasting the Yield Curve
IPEA Discussion Paper No. 1245a
Marco S. Matsumura and
Ajax R. Moreira
Institute of Applied Economic Research (IPEA)
and
Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)
Date Posted: January 02, 2007
Working Paper Series
186 downloads
Does the Term Structure Predict Recessions? The International Evidence
BIS Working Paper No. 37, CEPR Discussion Paper Series No. 1892
Stefan Gerlach and
Henri Bernard
Goethe University Frankfurt - Institute for Monetary and Financial Stability (IMFS)
and
Retired
Date Posted: December 23, 1998
Working Paper Series
186 downloads
Liquidity Preference Theory Revisited - To Ditch or to Build on it?
The Levy Economics Institute of Bard College Working Paper No. 427
Jörg Bibow
Skidmore College - Department of Economics
Date Posted: August 18, 2005
Working Paper Series
186 downloads
Financial Intermediaries and Transaction Costs
Augusto Hasman
,
Margarita Samartín Sáenz
and
Jos van Bommel
Universidad Carlos III de Madrid - Department of Business Administration
,
Universidad Carlos III de Madrid
and
Universite du Luxembourg - Luxembourg School of Finance
Date Posted: February 19, 2009
Working Paper Series
185 downloads
House Prices and Real Interest Rates in Spain
Banco de Espana Research Paper No. OP-0608
Juan Ayuso ,
Roberto Blanco
and
Fernando Restoy
Bank of Spain
,
Bank of Spain
and
Bank of Spain
Date Posted: December 27, 2006
Working Paper Series
185 downloads
Interdependence Between the Euro Area and the US: What Role for EMU?
ECB Working Paper No. 200; EFA 2003 Annual Conference Paper
Michael Ehrmann and
Marcel Fratzscher
European Central Bank (ECB)
and
DIW Berlin
Date Posted: February 04, 2003
Working Paper Series
185 downloads
The Comovement of US and German Bond Markets
Tom Engsted and
Carsten Tanggaard
University of Aarhus - CREATES
and
CREATES
Date Posted: February 10, 2005
Working Paper Series
185 downloads
The Social Fabric Matrix Approach to Central Bank Operations- An Application to the Federal Reserve and the Recent Financial Crisis
Scott T. Fullwiler
Wartburg College
Date Posted: June 29, 2011
Working Paper Series
185 downloads
Application of Fundamental Models to Money and Exchange Rate Markets
University of Tartu Economics Working Paper No. 22
Andres Vesilind
Independent
Date Posted: January 08, 2004
Working Paper Series
184 downloads
Monetary Policy and the Determinants of the Money Market Rates in Portugal
Álvaro J. B. Nascimento
Universidade Catolica Portuguesa - Faculdade de Economia e Gestao
Date Posted: March 04, 2005
Working Paper Series
183 downloads
The Yield Curve and Macroeconomic Dynamics
ECB Working Paper No. 832
Peter Hördahl ,
Oreste Tristani
and
David Vestin
Bank for International Settlements (BIS)
,
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: December 06, 2007
Working Paper Series
182 downloads
Real Interest Rate Linkages: Testing for Common Trends and Cycles
Bank of England Working Paper No. 65
Darren Pain and
Ryland Thomas
Bank of England - Foreign Exchange Division
and
Bank of England
Date Posted: May 07, 1998
Working Paper Series
179 downloads
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