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Abstracts: 571,809
Full Text Papers: 473,535
Authors: 264,948
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  Last 12 months:
63,385

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Last 12 months: 10,196,795
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SSRN eLibrary Search Results
JEL Code: E43
395,536 Total downloads
Showing Papers 641 - 690 of 2,141
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1 2 3 4 ... 43 | 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
129 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
146 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
12 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
1439 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
1871 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
66 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
University of Angers - GRANEM (Groupe de Recherche Angevin en Economie et Management / Angers Economics and Management Research Group)
Date Posted: May 23, 2014
Accepted Paper Series
4 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
523 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
257 downloads

Incl. Electronic Paper (Un)Naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate
ECB Working Paper No. 794
Marco Jacopo 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
54 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
60 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
OCC/Risk Analysis Division/Credit Risk Modeling and Zicklin School of Business, Baruch College CUNY
Date Posted: June 25, 2007
Working Paper Series
166 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
60 downloads

Incl. Electronic Paper A Comparison of Fixed Income Valuation Models: Pricing and Econometric Analysis of Interest Rate Derivatives
Michael Jacobs Jr.
OCC/Risk Analysis Division/Credit Risk Modeling
Date Posted: June 25, 2007
Working Paper Series
697 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
42 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
144 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
130 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 Mathematics for Economic and Social Sciences and Stockholm University
Date Posted: November 17, 2008
Working Paper Series
51 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 Nikitipoulos 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
161 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 - HEC 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
173 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
207 downloads

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
125 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
University of Rome I - Faculty of Statistics - Department of Economic Sciences and Federal Reserve Bank of St. Louis - Research Division
Date Posted: March 12, 2005
Working Paper Series
64 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
283 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
UCLA - Anderson School of Management
Date Posted: February 01, 2013
Accepted Paper Series
46 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
3 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
85 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 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
71 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 Sousse - Institut Supérieur de Gestion (ISG), Tunis
Date Posted: February 07, 2011
Accepted Paper Series
1254 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
Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology
Date Posted: March 20, 2012
Last Revised: September 04, 2013
Working Paper Series
48 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
EFA 2007 Ljubljana Meetings Paper
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
Working Paper Series
689 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
560 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 , University of Cambridge and Bank of England
Date Posted: April 13, 2011
Last Revised: April 22, 2011
Working Paper Series
60 downloads

Incl. Electronic Paper A Guide to Duration, DV01, and Yield Curve Risk Transformations
Thomas Coleman
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise
Date Posted: January 01, 2011
Last Revised: January 23, 2011
Working Paper Series
1389 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 Waterloo, David R. Cheriton School of Computer Science , 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
99 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
13 downloads

Incl. Electronic Paper A Joint Econometric Model of Macroeconomic and Term Structure Dynamics
ECB Working Paper No. 405; AFA 2005 Philadelphia Meetings Paper
Peter Hördahl , Oreste Tristani and David Vestin
Bank for International Settlements (BIS) , European Central Bank (ECB) and European Central Bank (ECB)
Date Posted: December 13, 2004
Working Paper Series
278 downloads

Incl. Electronic Paper A Jump-Diffusion Yield-Factor Model of Interest Rates
Renato G. Flores and Ricardo D. Brito
Getulio Vargas Foundation (FGV) - Brazilian Institute of Economics and Insper
Date Posted: May 10, 2010
Working Paper Series
44 downloads

Incl. Electronic Paper A Levy HJM Multiple-Curve Model with Application to CVA Computation
Stéphane Crépey , Zorana Grbac , Nathalie Ngor and David Skovmand
Université d'Évry - Equipe d'Analyse et Probabilites , Université Paris VII Denis Diderot , Université d'Évry and University of Aarhus - Business and Social Sciences
Date Posted: October 02, 2013
Working Paper Series
41 downloads

Incl. Electronic Paper A Less Effective Monetary Transmission in the Wake of EMU? Evidence from Lending Rates Pass-Through
Università degli studi di Modena e Reggio Emilia Working Paper No. 482,
Gianluca Di Lorenzo and Giuseppe Marotta
Prometeia SpA and Department of Economics Marco Biagi and CEFIN
Date Posted: June 17, 2005
Working Paper Series
46 downloads

A Long Run Risks Model of Asset Pricing with Fat Tails
Review of Finance, Vol. 14, No. 3, pp. 409-449, 2009
Zhiguang Wang and Prasad V. Bidarkota
South Dakota State University and Florida International University (FIU) - Department of Economics
Date Posted: July 10, 2011
Accepted Paper Series

Incl. Electronic Paper A Macro Finance Term Structure Model with Stochastic Volatility
Linlin Niu
Xiamen University - The Wang Yanan Institute for Studies in Economics (WISE)
Date Posted: June 17, 2010
Working Paper Series
70 downloads

Incl. Electronic Paper A Macro-Finance Approach to Exchange Rate Determination
Yu-Chin Chen and Kwok Ping Tsang
University of Washington - Department of Economics and Virginia Polytechnic Institute & State University
Date Posted: May 28, 2010
Working Paper Series
223 downloads


 

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