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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,173
Full Text Papers: 393,564
Authors: 226,645
Papers Received in
  Last 12 months:
68,973

Paper Downloads:
To date: 65,885,359
Last 12 months: 11,172,224
Last 30 days: 1,065,087

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Papers with
  Resolved
  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: E43
341,474 Total downloads
Showing Papers 441 - 490 of 1,868
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Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper What Drives Money Market Rates?
Szabolcs Sebestyén
ISCTE-IUL
Date Posted: March 01, 2006
Working Paper Series
191 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper 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

Incl. Electronic Paper Credit and Banking in a DSGE Model of the Euro Area
Bank of Italy Temi di Discussione (Working Paper) No. 740
Andrea Gerali , Stefano Neri , Luca Sessa and Federico Maria Signoretti
Bank of Italy , Bank of Italy , Bank of Italy and Bank of Italy
Date Posted: May 12, 2010
Working Paper Series
178 downloads

Incl. Electronic Paper Monetary Policy, Expected Inflation, and Inflation Risk Premia
Bank of Finland Research Discussion Paper No. 18/2007
Federico Ravenna and Juha Seppala
HEC Montreal and University of Illinois at Urbana-Champaign
Date Posted: August 03, 2007
Working Paper Series
178 downloads

Incl. Electronic Paper Impact of US Quantitative Easing Policy on Emerging Asia
ADBI Working Paper No. 321
Peter Morgan
Asian Development Bank Institute
Date Posted: November 18, 2011
Working Paper Series
177 downloads

Incl. Electronic Paper A Multi-Portfolio Model for Bespoke CDO Pricing Part I: Methodology
International Review of Applied Financial Issues and Economics, Vol. 2, No. 1, pp. 124-166
Richard Zhou
affiliation not provided to SSRN
Date Posted: April 24, 2009
Last Revised: March 13, 2012
Accepted Paper Series
176 downloads

Incl. Electronic Paper Ambiguity Aversion, Bond Pricing and the Non-Robustness of Some Affine Term Structures
EFA 2005 Moscow Meetings Paper
Patrick Gagliardini , Paolo Porchia and Fabio Trojani
University of Lugano and Swiss Finance Institute , IE Business School and Swiss Finance Institute
Date Posted: March 01, 2005
Working Paper Series
176 downloads

Incl. Electronic Paper The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve
ECB Working Paper No. 657
Claus Brand , Daniel Buncic and Jarkko Turunen
European Central Bank (ECB) , University of New South Wales - Australian School of Business - School of Economics and International Monetary Fund
Date Posted: August 02, 2006
Working Paper Series
176 downloads

Incl. Electronic Paper The Term Structure of Interest Rates in a DSGE Model
National Bank of Belgium Working Paper No. 88
Marina Emiris
National Bank of Belgium - Research Department
Date Posted: February 24, 2008
Working Paper Series
176 downloads

Incl. Electronic Paper An Asymmetric Block Dynamic Conditional Correlation Multivariate Garch Model
The Philippine Statistician, Vol. 55, Nos. 1-2, 2006
Gregorio A. Vargas III
affiliation not provided to SSRN
Date Posted: August 12, 2006
Last Revised: September 22, 2008
Accepted Paper Series
175 downloads

Incl. Electronic Paper Evidence Uncovered: Long-Term Interest Rates, Monetary Policy, and the Expectations Theory
FRB International Finance Discussion Paper No. 712
Jennifer E. Roush
Federal Reserve Board - Division of Monetary Affairs
Date Posted: November 06, 2001
Working Paper Series
175 downloads

Incl. Electronic Paper How Does Liquidity Affect Government Bond Yields?
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Carlo A. Favero , Marco Pagano and Ernst-Ludwig von Thadden
Bocconi University - Department of Finance , University of Naples Federico II - Department of Economics and Universitaet Mannheim
Date Posted: January 26, 2009
Last Revised: January 29, 2009
Accepted Paper Series
175 downloads

Incl. Electronic Paper Revisiting Uncovered Interest Rate Parity: Switching between Uip and the Random Walk
ERIM Report Series Reference No. ERS-2007-001-F&A
Ronald Huisman and Ronald Mahieu
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Tilburg University - Center for Economic Research, Econometrics and Finance Group
Date Posted: January 16, 2007
Working Paper Series
175 downloads

Incl. Electronic Paper Skewed Libor Market Model and Gaussian HJM Explicit Approaches to Rolled Deposit Options
Marc P. A. Henrard
OpenGamma
Date Posted: January 14, 2007
Working Paper Series
174 downloads

Incl. Electronic Paper The Price of Liquidity: Bank Characteristics and Market Conditions
Swiss Finance Institute Research Paper No. 10-20
Falko Fecht , Kjell G. Nyborg and Jörg Rocholl
Frankfurt School of Finance & Management , University of Zurich - Department of Banking and Finance and ESMT European School of Management and Technology
Date Posted: June 16, 2010
Working Paper Series
174 downloads

Incl. Electronic Paper Extracting Inflation Expectations and Inflation Risk Premia from the Term Structure: A Joint Model of the UK Nominal and Real Yield Curves
Bank of England Working Paper No. 360
Michael Joyce , Peter M. Lildholdt and Steffen Sorensen
Bank of England - Monetary Analysis , Bank of England - Monetary Analysis and Moody's Investor Services
Date Posted: February 17, 2009
Working Paper Series
172 downloads

Incl. Electronic Paper A Defence of the Expectations Theory as a Model of US Long Term Interest Rates
BIS Working Paper No. 85
Gregory D. Sutton
Bank for International Settlements (BIS) - Financial Stability Institute
Date Posted: March 07, 2000
Working Paper Series
171 downloads

Incl. Electronic Paper 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

Incl. Electronic Paper The ABX: How Do the Markets Price Subprime Mortgage Risk?
BIS Quarterly Review September 2008
Ingo Fender and Martin Scheicher
Bank for International Settlements (BIS) and European Central Bank (ECB)
Date Posted: September 15, 2009
Accepted Paper Series
169 downloads

Incl. Electronic Paper The Natural Real Interest Rate and the Output Gap in the Euro Area: A Joint Estimation
ECB Working Paper No. 546
Julien Garnier and Bjorn-Roger Wilhelmsen
European University Institute and Central Bank of Norway
Date Posted: November 11, 2005
Working Paper Series
169 downloads

Incl. Electronic Paper The Financial Market Impact of UK Quantitative Easing
BIS Paper No. 65p, QMUL Working Paper 696 August 2012
Francis Breedon , Jagjit S. Chadha and A. Waters
University of London, Queen Mary - School of Economics and Finance , University of Saint Andrews - School of Economics & Management and affiliation not provided to SSRN
Date Posted: June 12, 2012
Last Revised: August 29, 2012
Working Paper Series
168 downloads

Incl. Electronic Paper Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates
Andrea Ajello , Luca Benzoni and Olena Chyruk
Federal Reserve Board , Federal Reserve Bank of Chicago - Research Department and Federal Reserve Banks - Federal Reserve Bank of Chicago
Date Posted: May 29, 2011
Last Revised: December 23, 2012
Working Paper Series
167 downloads


 

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