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JEL Code: E43
345,122 Total downloads
Showing Papers 571 - 620 of 1,880
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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
Maastricht University - Limburg Institute of Financial Economics (LIFE)
and
University of Applied Sciences Cologne
Date Posted: June 29, 2004
Working Paper Series
149 downloads
Explaining Loan Rate Differentials between Small and Large Companies: Evidence from an Explorative Study in Switzerland
Andreas Dietrich
Lucerne University of Applied Sciences and Arts
Date Posted: January 26, 2009
Last Revised: June 15, 2009
Working Paper Series
481 downloads
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-Linear DSGE Model
CREATES Research Paper No. 2008-43
Martin M. Andreasen
University of Aarhus
Date Posted: September 02, 2008
Last Revised: February 25, 2011
Working Paper Series
225 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
University of London - Queen Mary - Department of Economics
and
University of York (UK) - Department of Economics and Related Studies
Date Posted: April 07, 1997
Accepted Paper Series
Explaining the Forward Interest Rate Term Structure
Andrew Matacz and
Jean-Philippe Bouchaud
Capital Fund Management
and
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Date Posted: November 15, 1999
Working Paper Series
520 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
198 downloads
Extended LIBOR Market Models with Affine and Quadratic Volatility
Christian Zühlsdorff
University of Bonn - Institute of Statistics
Date Posted: August 12, 2000
Working Paper Series
371 downloads
Extended Libor Market Models with Stochastic Volatility
Leif B. G. Andersen and
Rupert Brotherton-Ratcliffe
Bank of America Merrill Lynch
and
Gen Re Securities
Date Posted: December 31, 2001
Working Paper Series
3386 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
University of Exeter Business School
,
University of Vienna - Department of Economics
and
University of Glasgow - Department of Economics
Date Posted: August 02, 2011
Working Paper Series
75 downloads
Extracting Expectations about 1992 UK Monetary Policy from Option Prices
CEPR Discussion Paper Series Number 1823
Paul Söderlind
University of St. Gallen
Date Posted: July 15, 1998
Working Paper Series
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
Government of New Zealand - Department of Economics
Date Posted: July 26, 2002
Working Paper Series
57 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
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
Extracting Information from Asset Prices: The Methodology of EMU Calculators
Carlo A. Favero ,
Francesco Giavazzi ,
Fabrizio Iacone and
Guido Tabellini
Bocconi University - Department of Finance
,
Bocconi University - Department of Economics
,
London School of Economics & Political Science (LSE) - Department of Economics
and
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Date Posted: February 21, 1998
Working Paper Series
226 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
Bank of Japan - Research and Statistics Department
and
affiliation not provided to SSRN
Date Posted: December 23, 2008
Working Paper Series
87 downloads
Extracting Market Expectations on Macroeconomic Announcements from Bond Prices
Lars Jul Overby
Nykredit Bank
Date Posted: March 14, 2009
Last Revised: March 16, 2009
Working Paper Series
56 downloads
Extraction of Financial Market Expectations about Inflation and Interest Rates from a Liquid Market
Ricardo Gimeno
and
J. Manuel Marqués
Bank of Spain
and
Bank of Spain
Date Posted: March 11, 2009
Working Paper Series
65 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
Bank of Spain
and
Bank of Spain
Date Posted: April 01, 2009
Working Paper Series
103 downloads
Factor Dependence of Bermudan Swaption Prices: Fact or Fiction?
Leif B. G. Andersen and
Jesper Andreasen
Bank of America Merrill Lynch
and
Danske Bank - Danske Markets
Date Posted: May 09, 2000
Working Paper Series
1970 downloads
Factor Models and the Shape of the Term Structure
Erik Schlogl and
Daniel Sommer
University of Technology, Sydney (UTS) - School of Finance and Economics
and
University of Bonn
Date Posted: February 01, 1997
Working Paper Series
1513 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
University of Technology, Sydney (UTS) - School of Finance and Economics
and
University of Bonn
Date Posted: April 22, 1998
Accepted Paper Series
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks
Claudio Morana
Università di Milano Bicocca
Date Posted: February 07, 2011
Last Revised: June 09, 2013
Working Paper Series
59 downloads
Factors Behind Low Long-Term Interest Rates
OECD Working Paper No. 2006/18
Rudiger Ahrend
,
Pietro A. Catte
and
Robert Price
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO)
,
Organization for Economic Co-Operation and Development (OECD)
and
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO)
Date Posted: August 30, 2007
Working Paper Series
228 downloads
Fed Funds Futures and the Federal Reserve
Jean-Sebastien Fontaine
Bank of Canada
Date Posted: February 17, 2009
Last Revised: February 14, 2011
Working Paper Series
80 downloads
Fed Funds Rate Targeting, Monetary Regimes and the Term Structure of Interbank Rates: Explaining the Predictability Smile
Vassil A. Konstantinov
San Francisco State University - Finance - College of Business
Date Posted: March 22, 2002
Working Paper Series
225 downloads
Federal Funds Rate Prediction
CEPR Discussion Paper No. 4587
Lucio Sarno ,
Daniel L. Thornton and
Giorgio Valente
City University London - Sir John Cass Business School
,
Federal Reserve Bank of St. Louis - Research Division
and
Essex Business School
Date Posted: October 21, 2004
Working Paper Series
17 downloads
Federal Reserve Transparency and Financial Market Forecasts of Short-Term Interest Rates
Finance and Economics Discussion Series No. 2004-6
Eric T. Swanson
Federal Reserve Bank of San Francisco
Date Posted: March 10, 2004
Working Paper Series
135 downloads
Financial Contagion and the European Debt Crisis
CESifo Working Paper Series No. 3554
Sebastian Missio
and
Sebastian Watzka
Ludwig-Maximilians-Universität Munich
and
Ludwig-Maximilians-Universität Munich
Date Posted: September 01, 2011
Working Paper Series
648 downloads
Financial Crisis, Equity Capital and the Liquidity Trap
Oren Levintal
Bar Ilan University
Date Posted: November 21, 2008
Last Revised: June 26, 2009
Working Paper Series
293 downloads
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates
CEPR Discussion Paper No. 4301
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: April 19, 2004
Working Paper Series
15 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
203 downloads
Financial Frictions and Credit Spreads
CAMA Working Paper No. 28/2010
Ke Pang
and
Pierre L. Siklos
Wilfrid Laurier University
and
Wilfrid Laurier University - School of Business & Economics
Date Posted: October 06, 2010
Last Revised: February 19, 2012
Working Paper Series
28 downloads
Financial Frictions and Credit Spreads
Ke Pang
and
Pierre L. Siklos
Wilfrid Laurier University
and
Wilfrid Laurier University - School of Business & Economics
Date Posted: August 29, 2010
Last Revised: February 19, 2012
Working Paper Series
26 downloads
Financial Frictions and Risky Corporate Debt
Doriana Ruffino and
Jonathan Treussard
University of Minnesota
and
Ziff Brothers Investments - Risk Management
Date Posted: March 21, 2006
Working Paper Series
120 downloads
Financial Globalization and Monetary Policy
FRB International Finance Discussion Paper No. 1002
Steven B. Kamin
U.S. Board of Governors of the Federal Reserve - Division of International Finance (IFDP)
Date Posted: August 12, 2010
Working Paper Series
81 downloads
Financial Instability, Liquidity Constraints and Banks’ Borrowing Behaviour
Vighneswara Swamy
IBS-Hyderabad
Date Posted: August 09, 2012
Working Paper Series
15 downloads
Financial Instability, Uncertainty and Banks’ Lending Behaviour
Vighneswara Swamy
IBS-Hyderabad
Date Posted: August 09, 2012
Working Paper Series
17 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
Financial Intermediation, House Prices, and the Distributive Effects of the U.S. Great Recession
European University Institute Department of Economics Working Paper No. 2013/05
Dominik Menno
and
Tommaso Oliviero
European University Institute - Economics Department
and
European University Institute - Economics Department (ECO)
Date Posted: May 25, 2013
Working Paper Series
6 downloads
Financial Liberalization, Bank Market Structure, and Financial Deepening: An Interest Margin Analysis
IMF Working Paper No. 00/38
Abdourahmane Sarr
International Monetary Fund (IMF)
Date Posted: January 29, 2006
Working Paper Series
212 downloads
Financial Market Failure as a Crisis in the Rule of Law: From Market Fundamentalism to a New Keynesian Regulatory Model
Harvard Law & Policy Review, Vol. 3, 2009
, Chapman University Law Research Paper No. 09-39
Timothy A. Canova
Nova Southeastern University Shepard Broad Law Center
Date Posted: October 17, 2009
Last Revised: March 13, 2011
Accepted Paper Series
433 downloads
Financial Market Implications of the Federal Debt Paydown
FRB of New York Staff Report No. 120
Michael J. Fleming
Federal Reserve Bank of New York
Date Posted: August 09, 2006
Working Paper Series
51 downloads
Financial Markets Equilibrium with Heterogeneous Agents
Jaksa Cvitanic ,
Elyes Jouini ,
Semyon Malamud
and
Clotilde Napp
California Institute of Technology - Division of the Humanities and Social Sciences
,
Universite de Paris 9 Dauphine - CEREMADE
,
Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
and
Université Paris-Dauphine - CNRS-DRM
Date Posted: March 13, 2010
Working Paper Series
262 downloads
Financial Reforms and Interest Rate Spreads in the Commercial Banking System in Malawi
IMF Working Paper No. 02/6
Montfort Mlachila and
Ephraim W. Chirwa
International Monetary Fund (IMF)
and
University of Malawi
Date Posted: January 30, 2006
Working Paper Series
114 downloads
Financial Stability and Fiscal Crises in a Monetary Union
IMF Working Paper No. 01/201
Samir Jahjah
International Monetary Fund - INS
Date Posted: February 14, 2006
Working Paper Series
63 downloads
Financial Structure and the Interest Rate Channel of ECB Monetary Policy
ECB Working Paper No. 40
Benoit Mojon
European Central Bank (ECB)
Date Posted: January 06, 2003
Working Paper Series
709 downloads
Financial Structure and the Interest Rate Channel of the ECB Policy
Economie et Previsions, No. 147
Benoit Mojon
European Central Bank (ECB)
Date Posted: February 14, 2001
Accepted Paper Series
Financial Structure, Bank Lending Rates, and the Transmission Mechanism of Monetary Policy
IMF Working Paper No. 94/39
Carlo Cottarelli and
Angeliki Kourelis
International Monetary Fund (IMF)
and
University of Louisville - College of Business - Department of Economics
Date Posted: February 15, 2006
Working Paper Series
746 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
Finite Dimensional Markovian Realizations for Forward Price Term Structure Models
STOCHASTIC FINANCE, M. Grossinho, A. Shyriaev, M. Esquvel, P. Oliveira, eds. , Chapter 10, pp. 265-320, Springer Verlag Publisher, 2006
Raquel M. Gaspar
Technical University of Lisbon (UTL) - Cemapre Research Center
Date Posted: July 17, 2006
Last Revised: July 07, 2008
Accepted Paper Series
92 downloads
First Order Replication of Spread Options
Sönke Blunck
Landesbank Berlin
Date Posted: April 06, 2013
Working Paper Series
42 downloads
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