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Full Text Papers: 578,157
Authors: 316,925
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SSRN eLibrary Search Results
JEL Code: E43
485,821 Total downloads
Showing Papers 641 - 690 of 2,617
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1 2 3 4 ... 53 | Next >
   

Incl. Electronic Paper 'Inflation Targeting Lite' in Small Open Economies: The Case of Mauritius
IMF Working Paper No. 05/172
Nathan Porter and James Y. Yao
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Date Posted: March 03, 2006
Working Paper Series
132 downloads

Incl. Electronic Paper 'Interest Rates as Options': Assessing the Markets' View of the Liquidity Trap
FEDS Working Paper No. 2003-45
Antulio N. Bomfim
Macroeconomic Advisers, LLC
Date Posted: October 09, 2003
Working Paper Series
150 downloads

Incl. Electronic Paper 'Loose Lips Sinking Markets?': The Impact of Political Communication on Sovereign Bond Spreads
ECB Occasional Paper No. 150, July 2013
Thomas Pihl Gade, Gabriel Glöckler, Marion Salines and Steffen Strodthoff
National Bank of Denmark, European Central Bank (ECB), European Central Bank (ECB) and Deutsche Bundesbank
Date Posted: July 09, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper 'Maximal' Convenience Yield Model Implied by Commodity Futures
EFA 2002 Berlin Meetings Presented Paper; Carnegie Mellon University Working Paper
Jaime Casassus and Pierre Collin-Dufresne
Pontificia Universidad Catolica de Chile and Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Date Posted: February 27, 2002
Working Paper Series
1473 downloads

'Peso Problem' Explanations for Term Structure Anomalies
Research Paper No. 1445, FRB Chicago Working Paper No. 1997-07
Geert Bekaert, Robert J. Hodrick and David A. Marshall
Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and Federal Reserve Bank of Chicago
Date Posted: August 10, 1998
Working Paper Series

Incl. Electronic Paper 'Real' Assets
Columbia Business School Research Paper No. 12-60
Andrew Ang
Columbia Business School - Finance and Economics
Date Posted: October 13, 2012
Working Paper Series
2169 downloads

Incl. Electronic Paper 'Soft Landing' in the ERM2: Lessons from Slovenia
Velimir Anton Bole and Dusan Mramor
Economic Institute of the Law School and University of Ljubljana - Faculty of Economics
Date Posted: August 16, 2005
Working Paper Series
73 downloads

Incl. Electronic Paper 'Time Preference and Investment Expenditure': Comment on Hülsmann
Procesos de Mercado: Revista de Economía Política VIII, 2 (2011) 291-304,
Xavier Méra
Université Rennes 2
Date Posted: May 23, 2014
Last Revised: October 20, 2015
Accepted Paper Series
61 downloads

Incl. Electronic Paper 'True' Stochastic Volatility and a Generalized Class of Affine Models
Pierre Collin-Dufresne and Robert S. Goldstein
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute and University of Minnesota - Twin Cities - Carlson School of Management
Date Posted: June 13, 2000
Working Paper Series
527 downloads

Incl. Electronic Paper (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
University of Duisburg-Essen - Department of Economics and German Council of Economic Experts
Date Posted: April 24, 2010
Last Revised: May 08, 2010
Working Paper Series
352 downloads

Incl. Electronic Paper (Un)Naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate
ECB Working Paper No. 794
Marco J. Lombardi and Silvia Sgherri
Bank for International Settlements (BIS) - Monetary and Economic Department and International Monetary Fund (IMF)
Date Posted: August 17, 2007
Working Paper Series
57 downloads

Incl. Electronic Paper A Beta Based Framework for (Lower) Bond Risk Premia
Bank of Italy Temi di Discussione (Working Paper) No. 689
Stefano Nobili and Gerardo Palazzo
Bank of Italy and Bank of Italy
Date Posted: October 31, 2008
Working Paper Series
66 downloads

Incl. Electronic Paper A Bivariate Generalized Autoregressive Conditional Heteroscedasticity-in-Mean Study of the Relationship between Return Variability and Trading Volume in International Futures Markets
Michael Jacobs Jr. and Joseph I. Onochie
Accenture Consulting and Zicklin School of Business, Baruch College CUNY
Date Posted: June 25, 2007
Working Paper Series
175 downloads

Incl. Electronic Paper A Closer Look at the Sensitivity Puzzle: The Sensitivity of Expected Future Short Rates and Term Premia to Macroeconomic News
FEDS Working Paper No. 2007-06
Meredith J. Beechey
Monetary Policy Division, Sveriges Riksbank
Date Posted: April 25, 2007
Working Paper Series
63 downloads

Incl. Electronic Paper A Comment on Wu and Xia (2015), and the Case for Two-Factor Shadow Short Rates
CAMA Working Paper No. 48/2015
Leo Krippner
Reserve Bank of New Zealand
Date Posted: December 19, 2015
Last Revised: January 30, 2016
Working Paper Series
18 downloads

Incl. Electronic Paper A Comparison of Fixed Income Valuation Models: Pricing and Econometric Analysis of Interest Rate Derivatives
Michael Jacobs Jr.
Accenture Consulting
Date Posted: June 25, 2007
Working Paper Series
795 downloads

Incl. Electronic Paper A Comparison of the Information in the LIBOR and CMT Term Structures of Interest Rates
Robert Brooks, Brandon N. Cline and Walter Enders
University of Alabama - Department of Economics, Finance and Legal Studies, Mississippi State University and University of Alabama - Department of Economics, Finance and Legal Studies
Date Posted: February 12, 2014
Working Paper Series
80 downloads

Incl. Electronic Paper A Comprehensive Model on the Euro Overnight Rate
ECB Working Paper No. 207
Flemming Reinhardt Würtz
European Central Bank (ECB)
Date Posted: February 06, 2003
Working Paper Series
161 downloads

Incl. Electronic Paper A Computational Spectral Approach to Interest Rate Models
Luca di Persio, Gregorio Pellegrini and Michele Bonollo
University of Verona - Department of Computer Science, University of Verona - Department of Computer Science and Iason Ltd
Date Posted: July 27, 2015
Working Paper Series
43 downloads

Incl. Electronic Paper A Consumable Money. An Elementary Discussion of Commodity Money, Fiat Money and Credit: Part 1
Cowles Foundation Discussion Paper No. 1455
Thomas Quint and Martin Shubik
University of Nevada-Reno, Department of Mathematics and Yale University - School of Management
Date Posted: April 20, 2004
Working Paper Series
138 downloads

Incl. Electronic Paper A Continuous-Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions
Bank of Finland Research Discussion Paper No. 25/2008
Massimiliano Marzo, Silvia Romagnoli and Paolo Zagaglia
University of Bologna - Department of Economics, University of Bologna - Department of Statistics and Stockholm University
Date Posted: November 17, 2008
Working Paper Series
55 downloads

Incl. Electronic Paper A Control Variate Method For Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps
Quantitative Finance Research Centre Research Paper Number No. 167
Carl Chiarella, Christina Nikitopoulos Sklibosios and Erik Schlogl
University of Technology, Sydney - UTS Business School, Finance Discipline Group, University of Technology, Sydney - Faculty of Business and University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: May 02, 2006
Working Paper Series
170 downloads

A Correction Note On The First Passage Time Of An Ornstein-Uhlenbeck Process To A Boundary
Finance and Stochastics, Vol. 4, Iss. 1
Boris Leblanc, O. Scaillet and Olivier Renault
Banque Nationale de Paris, University of Geneva GSEM and GFRI and University of Warwick Business School - Financial Econometrics Research Centre
Date Posted: January 15, 2000
Accepted Paper Series

A Daily View of Yield Spreads and Short-Term Interest Rate Movements
J. OF MONEY, CREDIT, AND BANKING, Vol. 28 No. 1, February 1996
William Roberds, David E. Runkle and Charles H. Whiteman
Federal Reserve Bank of Atlanta, University of Minnesota - Twin Cities - Carlson School of Management and University of Iowa - Henry B. Tippie College of Business - Department of Economics
Date Posted: April 28, 1998
Accepted Paper Series

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: December 13, 2005
Working Paper Series
179 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
220 downloads

Incl. Fee Electronic Paper A Demand Theory of the Price Level
CEPR Discussion Paper No. DP11364
Marcus Hagedorn
University of Oslo - Department of Economics
Date Posted: July 07, 2016
Working Paper Series

Incl. Electronic Paper A DSGE Model with Endogenous Term Structure
Quaderni DSE Working Paper No. 830
Matteo Falagiarda and Massimiliano Marzo
University of Bologna - Department of Economics and University of Bologna - Department of Economics
Date Posted: June 05, 2012
Working Paper Series
155 downloads

Incl. Electronic Paper A Dynamic Factor Analysis of the Response of U. S. Interest Rates to News
Federal Reserve Bank of Saint Louis Working Paper No. 2004-013A
Marco Lippi and Daniel L. Thornton
Dipartimento di Scienze Economiche (DiSSE) and Federal Reserve Bank of St. Louis - Research Division
Date Posted: March 12, 2005
Working Paper Series
67 downloads

Incl. Electronic Paper A Dynamic Inflation Hedging Trading Strategy Using a CPPI
Journal of Finance & Risk Perspectives, Volume 1 (2) 2012, 12th ACRN International Research Conference Proceeding - 2012, Steyr, European Business Research Conference Proceedings - 2012, Rome , 7th Annual Risk Management Conference Paper - 2013, Singapore
Nicolas Fulli-Lemaire
Amundi Asset Management
Date Posted: January 03, 2012
Last Revised: July 24, 2013
Accepted Paper Series
307 downloads

A Dynamic Model for the Forward Curve
The Review of Financial Studies, Vol. 21, Issue 1, pp. 265-310, 2008
Choong Tze Chua, Dean P. Foster and Krishna Ramaswamy
Singapore Management University, University of Pennsylvania - Statistics Department and University of Pennsylvania - Finance Department
Date Posted: June 26, 2008
Accepted Paper Series

Incl. Electronic Paper A European History Lesson for Today’s Central Bankers
International Journal of Central Banking (prepared for the 4th Financial Stability Conference)
Hanno N. Lustig
Stanford Graduate School of Business
Date Posted: February 01, 2013
Accepted Paper Series
63 downloads

Incl. Electronic Paper A Factor-Augmented Model of Markup on Mortgage Loans in Poland
Victor Bystrov
University of Lodz - Institute of Economics
Date Posted: September 22, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper A Failure in the Measurement of Inflation: Results From a Hedonic and Matched Experiment Using Scanner Data
ECB Working Paper No. 144
Mick Silver and Saeed Heravi
International Monetary Fund (IMF) and Cardiff University
Date Posted: January 20, 2003
Working Paper Series
87 downloads

A Federal Funds Rate Equation
Yash P. Mehra
Federal Reserve Banks - Federal Reserve Bank of Richmond
Date Posted: April 28, 1998
Working Paper Series

Incl. Electronic Paper A First Formal Approach to Animal Spirits Beyond Uncertainty
European Journal of Government and Economics, 2015, 4(2), 104-117
Gerasimos T. Soldatos and Erotokritos Varelas
American University of Athens and University of Macedonia - Department of Economics
Date Posted: January 02, 2016
Accepted Paper Series
10 downloads

Incl. Electronic Paper A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention
IMF Working Paper No. 02/29
Michael Kumhof and Stijn Van Nieuwerburgh
International Monetary Fund (IMF) and New York University Stern School of Business, Department of Finance
Date Posted: January 29, 2006
Working Paper Series
73 downloads

Incl. Electronic Paper A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates
Economics Bulletin, Forthcoming
Jean-Michel Sahut and Mehdi Mili
IPAG Business School and University of Tunis - Institut Supérieur de Gestion (ISG), Tunis
Date Posted: February 07, 2011
Accepted Paper Series
1259 downloads

A Flexible Prior Distribution for Markov Switching Autoregressions With Student-T Errors
Journal of Econometrics, Vol. 133, pp. 153-190, 2006
Philippe J. Deschamps
University of Fribourg, Switzerland - Faculty of Economics and Social Science
Date Posted: May 08, 2006
Accepted Paper Series

Incl. Electronic Paper A Forward-Looking Model of the Term Structure of Interest Rates
Albert Lee Chun
UQ Business School
Date Posted: March 20, 2012
Last Revised: July 02, 2016
Working Paper Series
95 downloads

A Fresh View on the Ho-Lee Model of the Term Structure from a Stochastic Discounting Perspective
OR Spektrum, Vol. 21, Issue 1-2
Jochen Wilhelm
University of Passau
Date Posted: March 02, 1999
Accepted Paper Series

Incl. Electronic Paper A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
Review of Financial Studies, vol. 22, no. 5, p. 2007-2057, 2009
Anders B. Trolle and Eduardo S. Schwartz
Ecole Polytechnique Fédérale de Lausanne and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: March 06, 2007
Last Revised: February 11, 2016
Accepted Paper Series
716 downloads

Incl. Electronic Paper A Generalized Ornstein-Uhlenbeck Process of Yield Rates Calibrated with Strips
Jacques F. Carriere
University of Alberta - Department of Mathematical and Statistical Sciences
Date Posted: April 18, 1999
Working Paper Series
572 downloads

Incl. Electronic Paper A Global Factor in Variance Risk Premia and Local Bond Pricing
Bank of England Working Paper No. 576
Iryna Kaminska and Matt Roberts-Sklar
Bank of England and Bank of England
Date Posted: December 22, 2015
Working Paper Series
42 downloads

Incl. Electronic Paper A Global Model of International Yield Curves: No-Arbitrage Term Structure Approach
Bank of England Working Paper No. 419
Iryna Kaminska, Andrew Meldrum and James Matthew Smith
Bank of England, Independent and Bank of England
Date Posted: April 13, 2011
Last Revised: April 22, 2011
Working Paper Series
67 downloads

Incl. Electronic Paper A Guide to Duration, DV01, and Yield Curve Risk Transformations
Thomas Coleman
University of Chicago - Irving B. Harris Graduate School of Public Policy Studies
Date Posted: January 01, 2011
Last Revised: January 23, 2011
Working Paper Series
2528 downloads

Incl. Electronic Paper A Heterogeneous Agent Model for Assessing the Effects of Capital Regulation on the Interbank Money Market Under a Corridor System
Bank of England Working Paper No. 548
Christopher Jackson and Joseph Noss
Bank of England and Bank of England
Date Posted: September 15, 2015
Working Paper Series
19 downloads

Incl. Electronic Paper A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives
Duy-Minh Dang, Christina Christara and Kenneth R. Jackson
University of Queensland - School of Mathematics and Physics, University of Toronto - Department of Computer Science and University of Toronto - Department of Computer Science
Date Posted: March 23, 2013
Last Revised: April 28, 2013
Working Paper Series
142 downloads

Incl. Electronic Paper A History of Large-Scale Asset Purchases Before the Federal Reserve
Economic Perspectives, Vol. XXXVII, No. 4, 2014
Benjamin Remy Chabot and Gabriel Herman
Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Date Posted: May 09, 2014
Accepted Paper Series
34 downloads

Incl. Electronic Paper A Joint Affine Model of Commodity Futures and US Treasury Yields
Bank of England Working Paper No. 526
Michael Chin and Zhuoshi Liu
Bank of England and Bank of England - Monetary Analysis
Date Posted: March 08, 2015
Working Paper Series
56 downloads


 

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