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JEL Code: E43
345,235 Total downloads
Showing Papers 541 - 590 of 1,881
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Euro Area Market Reactions to the Monetary Developments Press Release ECB Working Paper No. 792
Jerome Coffinet
and
Sylvain Gouteron
affiliation not provided to SSRN
and
European Central Bank (ECB)
Date Posted: August 17, 200728 downloads
Euro Area Market Reactions to the Monetary Developments Press Release Banque de France Working Paper No. NER-E183
Jerome Coffinet
and
Sylvain Gouteron
Date Posted: October 08, 201012 downloads
Euro Crisis: From the Sovereigns to the Banks and Back to the Sovereigns SUSTAINABLE POLITICS AND THE CRISIS OF THE PERIPHERIES: IRELAND AND GREECE. Advances in Ecopolitics Series Vol. 8, Liam Leonard and Iosif Botetzagias, eds., Emerald Books, 2011
Constantin Gurdgiev
Date Posted: July 08, 2011229 downloads
Euro Money Market Interest Rates Dynamics and Volatility: How They Respond to Recent Changes in the Operational Framework Banque de France Working Paper No. 167
Caroline Jardet
and
Gaëlle Le Fol
Date Posted: October 21, 201015 downloads
Euro Money Market Spreads During the 2007-? Financial Crisis Journal of Empirical Finance, 2012, 19, 548-557.
Nuno Cassola
and
Claudio Morana
Date Posted: May 12, 2010Last Revised: June 09, 2013
Euro Money Market Spreads During the 2007-? Financial Crisis ECB Working Paper No. 1437
Nuno Cassola
and
Claudio Morana
Date Posted: July 09, 201244 downloads
Eurodollar Futures and Options: Convexity Adjustment in HJM One-Factor Model
Marc P. A. Henrard
Date Posted: April 03, 20051474 downloads
Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework Journal of Financial Econometrics, Forthcoming
Miguel A. Ferreira and
Jose A. Lopez
Date Posted: October 27, 2004
Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework FRB of San Francisco Working Paper No. 2004-03
Miguel A. Ferreira and
Jose A. Lopez
Date Posted: December 08, 2003255 downloads
Evaluating the Existence of Structural Change in the Brazilian Term Structure of Interest Rate: Evidence Based on Cointegration Models with Structural Break
Emerson Fernandes Marçal
and
Pedro L. Valls Pereira
Date Posted: September 14, 201218 downloads
Evaluating the Existence of Structural Change in the Brazilian Term Structure of Interest: Evidence Based on Cointegration Models with Structural Break
Emerson Fernandes Marçal
and
Pedro L. Valls Pereira
Date Posted: October 25, 201121 downloads
Evaluation of Long-Dated Investments Under Uncertain Growth Trend, Volatility and Catastrophes CESifo Working Paper Series No. 4052
Christian Gollier
Date Posted: January 17, 201330 downloads
Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask
Ferdinando Ametrano
and
Marco Bianchetti
Date Posted: February 18, 2013Last Revised: April 03, 2013320 downloads
Evidence of Macroeconomic Shocks on the European Central Bank Policy Reaction Function and the European Term Structure of Interest Rates
Vicente Jakas
Date Posted: March 31, 200966 downloads
Evidence on the Portfolio Balance Channel of Quantitative Easing Federal Reserve Bank of St. Louis Working Paper Series No. 2012-015A
Daniel L. Thornton
Date Posted: June 16, 2012Last Revised: November 06, 201243 downloads
Evidence Uncovered: Long-Term Interest Rates, Monetary Policy,
and the Expectations Theory FRB International Finance Discussion Paper No. 712
Jennifer E. Roush
Date Posted: November 06, 2001175 downloads
Evolving Macroeconomic Perceptions and the Term Structure of Interest Rates FEDS Working Paper No. 2010-01
Min Wei and
Athanasios Orphanides
Date Posted: March 05, 201139 downloads
Exact Analytical Valuation of Bonds when Spot Interest Rates are Log-Normal
Asbjorn T. Hansen and
Peter Løchte Jørgensen
Date Posted: August 21, 1998481 downloads
Exact Solutions for Bond and Option Prices with Systematic Jump Risk REVIEW OF DERIVATIVES RESEARCH, Vol. 1 No. 1
Sanjiv Ranjan Das and
Silverio Foresi
Date Posted: April 14, 1998
Examining the Bond Premium Puzzle with a DSGE Model
Diane Rosenberger
affiliation not provided to SSRN
Date Posted: May 16, 2010
Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets Riksbank Research Paper No. 14, Sveriges Riksbank Working Paper No. 173
Meredith J. Beechey
Date Posted: October 18, 2006109 downloads
Excessive Bank Risk Taking and Monetary Policy ECB Working Paper No. 1457
Itai Agur
and
Maria Demertzis
Date Posted: August 20, 201263 downloads
Exchange Rate Regimes and the Expectations Hypothesis of the Term Structure BIS Working Paper No. 43, CEPR Discussion Paper Series No. 1752
Stefan Gerlach and
Frank Smets
Date Posted: June 19, 199847 downloads
Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad William Davidson Institute Working Paper No. 622
Juraj Valachy
and
Evzen Kocenda
Date Posted: November 22, 2003123 downloads
Exchange Rates and Interest Rates: Can Term Structure Models Explain Currency Movements? Journal of Economic Dynamics & Control, Vol. 28, pp. 1595-1624, 2004
A. Can Inci and
Biao Lu
Date Posted: January 22, 2005
Exchange Rates under Robustness: An Account of the Forward Premium Puzzle
Ming Li and
Aaron Tornell
Date Posted: November 16, 200867 downloads
Expectations Puzzle, Time-varying Risk Premia, and Dynamic Models of the Term Structure Stern School of Business, New York University, and Graduate School of Business, Stanford University
Qiang Dai
and
Kenneth J. Singleton
Date Posted: November 10, 2000379 downloads
Expectations, Bond Yields and Monetary Policy Review of Financial Studies, October 1, 2010
, AFA 2006 Boston Meetings Paper, EFA 2007 Ljubljana Meetings Paper
Albert Lee Chun
Date Posted: March 19, 2005Last Revised: November 29, 20101266 downloads
Expectations, Credibility, and Disinflation in a Small Macroeconomic Model FRB Cleveland Working Paper #9713
Chan G. Huh and
Kevin J. Lansing
affiliation not provided to SSRN
and
Federal Reserve Bank of San Francisco
Date Posted: March 03, 199860 downloads
Expected Budget Deficits and Interest Rate Swap Spreads - Evidence for France, Germany and Italy Deutsche Bundesbank Discussion Paper No. 40/2004
Kirsten Heppke-Falk
and
Felix P. Hüfner
Date Posted: January 16, 2005286 downloads
Expected versus Unexpected Monetary Policy Impulses and Interest Rate Pass-through in Eurozone Retail Banking Maastricht University METEOR Research Memorandum No. RM/04/001
Stefanie Kleimeier and
Harald Sander
Date Posted: June 29, 2004149 downloads
Explaining Loan Rate Differentials between Small and Large Companies: Evidence from an Explorative Study in Switzerland
Andreas Dietrich
Date Posted: January 26, 2009Last Revised: June 15, 2009481 downloads
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-Linear DSGE Model CREATES Research Paper No. 2008-43
Martin M. Andreasen
Date Posted: September 02, 2008Last Revised: February 25, 2011225 downloads
Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure JOURNAL OF MONEY, CREDIT, AND BANKING, Vol 28 No 3, August 1997
Elias Tzavalis and
Michael R. Wickens
Date Posted: April 07, 1997
Explaining the Forward Interest Rate Term Structure
Andrew Matacz and
Jean-Philippe Bouchaud
Date Posted: November 15, 1999520 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
Date Posted: February 04, 2008199 downloads
Extended LIBOR Market Models with Affine and Quadratic Volatility
Christian Zühlsdorff
Date Posted: August 12, 2000371 downloads
Extended Libor Market Models with Stochastic Volatility
Leif B. G. Andersen and
Rupert Brotherton-Ratcliffe
Date Posted: December 31, 20013386 downloads
External Sovereign Debt in a Monetary Union: Bailouts and the Role of Corruption CESifo Working Paper Series No. 3532
Carolina Achury
,
Christos Koulovatianos
and
John D. Tsoukalas
Date Posted: August 02, 201175 downloads
Extracting Expectations about 1992 UK Monetary Policy from Option Prices CEPR Discussion Paper Series Number 1823
Paul Söderlind
Date Posted: July 15, 1998
Extracting Expectations of New Zealand's Official Cash Rate from the Bank-Risk Yield Curve Reserve Bank of New Zealand Working Paper No. 2002/01
Leo Krippner
Date Posted: July 26, 200257 downloads
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
Date Posted: February 17, 2009172 downloads
Extracting Information from Asset Prices: The Methodology of EMU Calculators
Carlo A. Favero ,
Francesco Giavazzi ,
Fabrizio Iacone and
Guido Tabellini
Date Posted: February 21, 1998226 downloads
Extracting Market Expectations from Yield Curves Augmented by Money Market Interest Rates: The Case of Japan ECB Working Paper No. 980
Teppei Nagano
and
Naohiko Baba
affiliation not provided to SSRN
Date Posted: December 23, 200887 downloads
Extracting Market Expectations on Macroeconomic Announcements from Bond Prices
Lars Jul Overby
Date Posted: March 14, 2009Last Revised: March 16, 200956 downloads
Extraction of Financial Market Expectations about Inflation and Interest Rates from a Liquid Market
Ricardo Gimeno
and
J. Manuel Marqués
Date Posted: March 11, 200965 downloads
Extraction of Financial Market Expectations about Inflation and Interest Rates from a Liquid Market Banco de Espana Working Paper No. 0906
Ricardo Gimeno
and
J. Manuel Marqués
Date Posted: April 01, 2009103 downloads
Factor Dependence of Bermudan Swaption Prices: Fact or Fiction?
Leif B. G. Andersen and
Jesper Andreasen
Date Posted: May 09, 20001971 downloads
Factor Models and the Shape of the Term Structure
Erik Schlogl and
Daniel Sommer
Date Posted: February 01, 19971513 downloads
Factor Models and the Shape of the Term Structure The Journal of Financial Engineering, Volume 7, Number 1 (March 1998)
Erik Schlogl and
Daniel Sommer
Date Posted: April 22, 1998
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