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JEL Code: E43
341,447 Total downloads
Showing Papers 601 - 650 of 1,868
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Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals? IMF Working Paper No. 10/120
Carlos Caceres
,
Vincenzo Guzzo and
Miguel Segoviano
Date Posted: May 13, 2010387 downloads
Collateral Posting and Choice of Collateral Currency - Implications for Derivative Pricing and Risk Management
Masaaki Fujii
,
Yasufumi Shimada
and
Akihiko Takahashi
Date Posted: May 12, 2010936 downloads
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
Date Posted: May 12, 2010178 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: August 29, 2012
Modelling Short-Term Interest Rate Spreads in the Euro Money Market International Journal of Central Banking, 4, 2008
Nuno Cassola
and
Claudio Morana
Date Posted: May 12, 2010
The Interbank Market after August 2007: What Has Changed, and Why? Bank of Italy Temi di Discussione (Working Paper) No. 731
Paolo Angelini
,
Andrea Nobili
and
Cristina Picillo
Date Posted: May 11, 2010290 downloads
A Jump-Diffusion Yield-Factor Model of Interest Rates
Renato G. Flores and
Ricardo D. Brito
Date Posted: May 10, 201041 downloads
Does Ricardian Equivalence Hold When Expectations are Not Rational? Bank of Finland Research Discussion Paper No. 13/2010
George W. Evans ,
Seppo Honkapohja and
Kaushik Mitra
Date Posted: May 07, 201045 downloads
Housing Loan Rate Margins in Finland Bank of Finland Research Discussion Paper No. 10/2010
Hanna Putkuri
Date Posted: May 06, 201041 downloads
The Bond Market Term Premium: What is it, and How Can We Measure it? BIS Quarterly Review, June 2007
Athanasios Orphanides
Date Posted: May 04, 2010126 downloads
Public Debt Sustainability and Alternative Theories of Interest Cambridge Journal of Economics, Vol. 34, Issue 3, pp. 433-447, 2010
T. Aspromourgos ,
Daniel Rees
and
Graham White
affiliation not provided to SSRN
and
University of Sydney - School of Economics and Political Science
Date Posted: May 03, 2010
A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008 Banco de Mexico Research Document No. 2009-10
Guillermo Benavides and
Carlos Capistrán
Date Posted: May 02, 2010Last Revised: May 09, 201039 downloads
Adaptive and High-Order Methods for Valuing American Options Journal of Computational Finance, Forthcoming
Christina Christara
and
Duy Minh Dang
Date Posted: May 02, 2010256 downloads
Global Liquidity, World Savings Glut and Global Policy Coordination DIW Berlin Discussion Paper No. 973
Ansgar Hubertus Belke and
Daniel Gros
Date Posted: April 28, 2010163 downloads
Monetary Policy, Housing Booms and Financial (Im) Balances ECB Working Paper No. 1178
Sandra Eickmeier
and
Boris Hofmann
Date Posted: April 26, 2010125 downloads
(How) do the ECB and the Fed React to Financial Market Uncertainty? The Taylor Rule in Times of Crisis Ruhr Economic Paper No. 166, DIW Berlin Discussion Paper No. 972
Ansgar Hubertus Belke and
Jens Klose
Date Posted: April 24, 2010Last Revised: May 08, 2010219 downloads
The Duration of Bank Retail Interest Rates FRB of Cleveland Working Paper No. 10-01R
Ben R. Craig and
Valeriya Dinger
Date Posted: April 24, 2010Last Revised: December 12, 201148 downloads
An Examination of the Greenspan Hypothesis
Natalie Hegwood
and
M. H. Tuttle
Date Posted: April 20, 201015 downloads
Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques Ruhr Economic Paper No. 171, DIW Berlin Discussion Paper No. 982
Ansgar Hubertus Belke and
Robert Czudaj
Date Posted: April 20, 2010Last Revised: July 13, 201054 downloads
Propagation of Open Market Operations
Brian Jacobsen
Date Posted: April 19, 201038 downloads
The Price of Liquidity: Bank Characteristics and Market Conditions
Falko Fecht
,
Jörg Rocholl and
Kjell G. Nyborg
Date Posted: April 12, 201037 downloads
Global Imbalances, the U.S. Dollar, and How the Crisis at the Core of Global Finance Spread to 'Self-Insuring' Emerging Market Economies Levy Economics Institute Working Papers Series No. 591
Jörg Bibow
Date Posted: April 07, 201063 downloads
Term Structure Forecasting Using Macro Factors and Forecast Combination FRB International Finance Discussion Paper No. 993, Norges Bank Working Paper 2010/01
Michiel De Pooter ,
Francesco Ravazzolo and
Dick J. C. van Dijk
Date Posted: April 07, 2010127 downloads
Inflation Risks and Inflation Risk Premia ECB Working Paper No. 1162
Juan A. Garcia and
Thomas Werner
Date Posted: April 05, 2010108 downloads
A Parallel Implementation on GPUs of ADI Finite Difference Methods for Parabolic PDEs with Applications in Finance
Duy Minh Dang ,
Christina Christara
and
Kenneth R. Jackson
Date Posted: April 03, 2010Last Revised: January 02, 2011888 downloads
Asset Pricing with Matrix Jump Diffusions
Markus Leippold and
Fabio Trojani
Date Posted: April 03, 2010111 downloads
Is Tighter Fiscal Policy Expansionary Under Fiscal Dominance?: Hypercrowding Out in Latin America Contemporary Economic Policy, Vol. 28, Issue 2, pp. 171-181, April 2010
William C. Gruben and
John H. Welch
affiliation not provided to SSRN
and
Lehman Brothers
Date Posted: March 29, 20102 downloads
Forward-Looking Monetary Policy Rules and Option-Implied Interest Rate Expectations Journal of Futures Markets, Forthcoming
Jukka Sihvonen
and
Sami Vähämaa
Date Posted: March 25, 2010Last Revised: December 31, 2012238 downloads
Large-Scale Asset Purchases by the Federal Reserve: Did They Work? FRB of New York Staff Report No. 441
Joseph Gagnon ,
Matthew Raskin
,
Julie Remache
and
Brian P. Sack
affiliation not provided to SSRN
,
Federal Reserve Banks - Federal Reserve Bank of New York
and
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Date Posted: March 24, 2010449 downloads
An Empirical Evaluation of the Estimation of Affine Term Structure Models: How Invariant Affine Transformations and Rotations Lead to Improved Empirical Performance
Januj Juneja
Date Posted: March 22, 2010Last Revised: September 27, 201037 downloads
Forecasting the Yield Curve in a Data-Rich Environment Using the Factor-Augmented Nelson-Siegel Model
Peter Exterkate
,
Dick J. C. van Dijk ,
Christiaan Heij
and
Patrick J. F. Groenen
Date Posted: March 22, 2010105 downloads
The Effect of Monetary Policy on Credit Spreads
Tolga Cenesizoglu
and
Badye Essid
Date Posted: March 22, 2010Last Revised: November 29, 2010101 downloads
Interest Rates and Stock Movements in Three Major Asian Countries-India, China and Japan Singh Saurabh, Gupta Yashwant, STOCK MARKET RETURNS OF THREE ASIAN GIANTS: INDIA, CHINA AND JAPAN: INTERPLAY OF MACRO ECONOMIC FORCES, VDM Verlag Dr. Müller, 2010,
Saurabh Singh and
Dr. V. P. S. Arora
Date Posted: March 20, 2010228 downloads
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics
Laurent E. Calvet ,
Adlai J. Fisher and
Liuren Wu
Date Posted: March 17, 2010Last Revised: April 16, 2013484 downloads
Can We Explain the Sign-Switching Behavior of Cross-Country Interest Rate Correlations?
Dong-Hyun Ahn
,
In Seok Baek
and
A. Ronald Gallant
Date Posted: March 16, 2010Last Revised: January 23, 201144 downloads
Financial Markets Equilibrium with Heterogeneous Agents
Jaksa Cvitanic ,
Elyes Jouini ,
Semyon Malamud
and
Clotilde Napp
Date Posted: March 13, 2010258 downloads
How does the Bond Market Perceive Government Interventions? Columbia Business School Research Paper No. 12/42
Maxim Ulrich
Date Posted: March 10, 2010Last Revised: March 15, 2013231 downloads
Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool Banco de Espana Working Paper No. 1004
Gabriel Perez-Quiros and
Hugo Rodríguez Mendizábal
Date Posted: March 10, 201023 downloads
Affine Bond Pricing with a Mixture Distribution for Interest Rate Time-Series Dynamics CREATES Research Paper 2010-11
Torben Beedholm Rasmussen
affiliation not provided to SSRN
Date Posted: March 09, 201036 downloads
Consumer Use and Government Regulation of Title Pledge Lending George Mason Law & Economics Research Paper No. 10-12, Loyola Consumer Law Review, Vol. 22, No. 4, 2010, pp. 425-462
Todd J. Zywicki
Date Posted: March 01, 2010Last Revised: June 14, 2010139 downloads
Are European Corporate Bond Markets Integrated? A Macro-Finance Term Structure Model Approach European Business School Research Paper No. 10-04
Roland Füss
,
Dirk Schiereck
and
Arne Wilkes
Date Posted: February 28, 2010Last Revised: January 20, 2011152 downloads
Stochastic Volatility CREATES Research Paper No. 2010-10
Torben G. Andersen and
Luca Benzoni
Date Posted: February 28, 2010156 downloads
Government Bond Risk Premiums in the EU Revisited: The Impact of the Financial Crisis ECB Working Paper No. 1152
Ludger Schuknecht ,
Jürgen von Hagen
and
Guido Wolswijk
Date Posted: February 27, 2010342 downloads
Depression and Economic Failure and Debate on Low Interest Rate Regimes
Mathew Cherian
Date Posted: February 26, 201011 downloads
Interest Rate Determination and the Effect of Asian Financial Crisis in Malaysia The ICFAI University Journal of Applied Economics, Vol. 10, No. 1, 2011
Mahyudin Ahmad
and
Mohd Zaini Abd Karim
affiliation not provided to SSRN
Date Posted: February 23, 2010Last Revised: March 08, 2011104 downloads
Quintessent Interest Rate Argument
Mathew Cherian
Date Posted: February 23, 201011 downloads
Flight to Quality in a Hierarchical Factor Model
Luciano Vereda and
Ana Tereza Vasconcellos
affiliation not provided to SSRN
Date Posted: February 22, 201052 downloads
Interest Rate Policy Based on Hyperbolic Rational
Mathew Cherian
Date Posted: February 21, 20106 downloads
On the Term Structure of Interest Rates with Basis Spreads, Collateral and Multiple Currencies
Masaaki Fujii
,
Yasufumi Shimada
and
Akihiko Takahashi
Date Posted: February 21, 2010Last Revised: March 23, 20101076 downloads
Testing the Predictive Power of the Term Structure Without Data Snooping Bias
Yi-Cheng Kao ,
Chung-Ming Kuan and
Shikuan Chen
Date Posted: February 21, 201044 downloads
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