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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 485,161
Full Text Papers: 394,479
Authors: 227,127
Papers Received in
  Last 12 months:
69,082

Paper Downloads:
To date: 66,070,363
Last 12 months: 11,183,867
Last 30 days: 1,021,006

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  References:
238,981
Total References: 8,480,523
Papers with Cites: 230,038
Total Citation
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5,722,240
Papers with
  Resolved
  Footnotes:
77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: E43
342,114 Total downloads
Showing Papers 701 - 750 of 1,871
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Incl. Electronic Paper The Performance of Deterministic and Stochastic Interest Rate Risk Measures: Another Question of Dimension?
Luís Oliveira , João Pedro Vidal Nunes and Luís Malcato
Instituto Superior de Ciências do Trabalho e da Empresa (ISCTE) - ISCTE Business School , ISCTE Business School and ISCTE Business School / Portuguese Association of Insurers (APS)
Date Posted: May 25, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper 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 and European University Institute - Economics Department (ECO)
Date Posted: May 25, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper The Relation between Banks' Funding Costs, Retail Rates and Loan Volumes: An Analysis of Norwegian Bank Micro Data
Norges Bank Working Paper 2012 | 17
Arvid Raknerud and Bjorn Vatne
Statistics Norway - Research Department and Central Bank of Norway
Date Posted: May 23, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Does More Government Deficit Raise the Interest Rate? Application of Extended Loanable Funds Model to Slovenia
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 27, No. 2, 2009, pp. 349-361,
Yu Hsing
Southeastern Louisiana University
Date Posted: May 22, 2013
Accepted Paper Series
2 downloads

Incl. Electronic Paper Liquidity Issues in Indian Sovereign Bond Market
Golaka C. Nath
Clearing Corporation of India
Date Posted: May 19, 2013
Last Revised: May 23, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Management of Interest Rate Risk in Indian Banking
Vighneswara Swamy
IBS-Hyderabad
Date Posted: May 15, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper The Informational Content of the Embedded Deflation Option in TIPS
FEDS Working Paper No. 2013-24
Olesya V. Grishchenko , Joel M. Vanden and Jianing Zhang
Federal Reserve Board , Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration and Pennsylvania State University - Mary Jean and Frank P. Smeal College of Business Administration
Date Posted: May 11, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper Reestimación Del Modelo De Curva De Tipos Basado En Tres Factores De Diebold: Una Determinación Imprecisa De Lambda Puede Inducir a Sesgos Significativos (A Three-Factor Yield Curve Model by Diebold Re-Estimation: A Lambda Miscalculation Leads to Biased Forecasts)
Félix R. Doldán Tíe , Pablo de Llano Monelos Sr., Carlos Piñeiro-Sánchez and Manuel Rodríguez - López Sr.
University of Coruña , University of Coruña , University of Coruña - Finance and MIS Research Group (FYSIG) - Faculty of Business and Economics and University of Coruña - Finance and MIS Research Group (fysig) - Faculty of Business and Economics
Date Posted: May 09, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Weather & SAD Induced Mood Effects on the Financial Market
Manfred Frühwirth and Leopold Sögner
Vienna University of Economics and Business and Institute for Advanced Studies (IHS)
Date Posted: May 05, 2013
Working Paper Series
19 downloads

Incl. Fee Electronic Paper Bond Pricing with a Surface of Zero Coupon Yields
Accounting & Finance, Vol. 53, Issue 2, pp. 497-512, 2013
Vijay A. Murik
Independent
Date Posted: May 04, 2013
Accepted Paper Series

Incl. Electronic Paper The Zero-Lower Bound on Interest Rates: Myth or Reality?
Johnson School Research Paper Series No. 13-2013
Robert A. Jarrow
Cornell University - Samuel Curtis Johnson Graduate School of Management
Date Posted: April 30, 2013
Working Paper Series
20 downloads

Incl. Electronic Paper Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions
Karim Azizi , Nicolas Canry , Jean-Bernard Chatelain and Bruno Tinel
French National Center for Scientific Research (CNRS) - Centre d'Etudes Prospectives d'Economie Mathematique Appliquees a la Planification (CEPREMAP) , University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES) , University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and University of Paris 1 Pantheon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Date Posted: April 26, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper A Macroeconomic Foundation for the Equilibrium Term Structure of Interest Rates
Howard Kung
University of British Columbia
Date Posted: April 25, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper Monetary Transaction Costs and the Term Premium
IMF Working Paper No. 13/85
Raphael A. Espinoza and Dimitrios P. Tsomocos
International Monetary Fund (IMF) and University of Oxford - Said Business School and St. Edmund Hall
Date Posted: April 25, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper How Effective are Macroprudential Policies in China?
IMF Working Paper No. 13/75
Bin Wang and Tao Sun
affiliation not provided to SSRN and International Monetary Fund (IMF)
Date Posted: April 24, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Market-Implied Inflation and Growth Rates Adversely Affected by the Brent
Banque de France Working Paper No. 433
Gilbert Cette and Marielle De Jong
Banque de France and Amundi Asset Management
Date Posted: April 23, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper A New Linear Estimator for Gaussian Dynamic Term Structure Models
Bank of Canada Working Paper 2013-10
Antonio Diez de los Rios
Bank of Canada
Date Posted: April 23, 2013
Last Revised: May 21, 2013
Working Paper Series
15 downloads

Measuring Monetary Policy Expectations
Australian Journal of Management, Vol. 38, No. 1, 2013
Vijay A. Murik
Independent
Date Posted: April 19, 2013
Accepted Paper Series

Incl. Electronic Paper Crisis-Related Shifts in the Market Valuation of Banking Activities
Charles W. Calomiris and Doron Nissim
Columbia University - Columbia Business School and Columbia University - Columbia Business School
Date Posted: April 18, 2013
Working Paper Series
46 downloads

Incl. Electronic Paper Predicting U.S. Recessions: Yield Curve and Stock Market Liquidity Deviation as Leading Indicators
20th Annual Conference of the Multinational Finance Society, Turkey, 2013
Oral Erdogan , Paul B. Bennett and Cenktan Ozyildirim
Istanbul Bilgi University Department of Business Administration , Fordham University Business School and Istanbul Bilgi University
Date Posted: April 18, 2013
Working Paper Series
38 downloads

Incl. Electronic Paper The Debate on Sovereign Risk, Safe Assets and the Risk-Free Rate: What are Possible Implications for Sovereign Issuers?
Ekonomi-tek, Volume 1, No. 3, p. 55, September 2012
Hans J. Blommestein
Organization for Economic Co-Operation and Development (OECD)
Date Posted: April 15, 2013
Accepted Paper Series
6 downloads

Incl. Electronic Paper Brazil's Recent Monetary Policy Facing Macroeconomic Dynamics and Exchange Rate Changes in Particular
Espírito Santo Federal University, Master in Economics Working Paper Series No. 01,
Ricardo Ramalhete Moreira
Espírito Santo Federal University
Date Posted: April 12, 2013
Working Paper Series
25 downloads

Incl. Electronic Paper Benign Neglect of the Long-Term Interest Rate
BIS Working Paper No. 403
Philip Turner
Bank for International Settlements (BIS)
Date Posted: April 10, 2013
Accepted Paper Series
15 downloads

Incl. Electronic Paper To Cut or Not to Cut? That is the (Central Bank’s) Question in Search of the Neutral Interest Rate in Latin America
IMF Working Paper No. 12/243
Nicolas E. Magud and Evridiki Tsounta
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Western Hemisphere Department
Date Posted: April 09, 2013
Working Paper Series
11 downloads

Incl. Electronic Paper New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil
Claudio Morana
Università di Milano Bicocca
Date Posted: April 06, 2013
Working Paper Series
13 downloads

Incl. Electronic Paper First Order Replication of Spread Options
Sönke Blunck
Landesbank Berlin
Date Posted: April 06, 2013
Working Paper Series
37 downloads

Incl. Electronic Paper Natural Rates of Interest and Sustainable Growth
Cato Journal, Vol. 32, No. 2, 2012
Roger W. Garrison
Auburn University - College of Business
Date Posted: April 06, 2013
Accepted Paper Series
6 downloads

Incl. Electronic Paper Principal Measures of Investment Risk: The Price Density Function - A Tool for Finding Volatility, Sensitivity, Duration, Convexity
Tinashe Mangoro
Independent
Date Posted: April 05, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper Was There a 'Greenspan Conundrum' in the Euro Area?
CREST Working Paper No. 2013-07
Gildas Lame
INSEE-CREST
Date Posted: April 05, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Continuous Time Mean-Variance Optimal Portfolio Allocation Under Jump Diffusion: An Numerical Impulse Control Approach
Duy Minh Dang and Peter A. Forsyth
University of Waterloo, David R. Cheriton School of Computer Science and University of Waterloo - Cheriton School of Computer Science
Date Posted: April 03, 2013
Working Paper Series
33 downloads

Incl. Fee Electronic Paper Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
CEPR Discussion Paper No. DP9407
Stephane Guibaud , Yves Nosbusch and Dimitri Vayanos
London School of Economics & Political Science (LSE) , London School of Economics and London School of Economics
Date Posted: April 03, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Risk Premia, Volatilities, and Sharpe Ratios in a Non-Linear Term Structure Model
Peter Feldhütter , Christian Heyerdahl-Larsen and Philipp K. Illeditsch
London Business School , London Business School - Department of Finance and University of Pennsylvania - Finance Department
Date Posted: April 01, 2013
Last Revised: May 14, 2013
Working Paper Series
59 downloads

An Analytic Approximation Formula for Pricing Zero-Coupon Bonds
Finance Research Letters 4 (2007) 116-126, 1997
Youngsoo Choi and Tony S. Wirjanto
Hankuk University of Foreign Studies and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 31, 2013
Accepted Paper Series

Incl. Electronic Paper Predicting Bank of England's Asset Purchase Decisions with MPC Voting Records
MAGKS Joint Discussion Paper Series in Economics No. 22-2013
Matthias Neuenkirch
RWTH Aachen University - School of Economics and Business Administration
Date Posted: March 29, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Are Public Preferences Reflected in Monetary Policy Reaction Functions?
MAGKS Joint Discussion Paper Series in Economics No. 21-2013
Matthias Neuenkirch
RWTH Aachen University - School of Economics and Business Administration
Date Posted: March 29, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper A Simple Model of the Nominal Term Structure of Interest Rates
Youngsoo Choi and Tony S. Wirjanto
Hankuk University of Foreign Studies and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: March 27, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper The Predictive Content of the Yield Curve for In‡flation
Hans Dewachter , Leonardo Iania and Marco Lyrio
Catholic University of Leuven (KUL) - Department of Economics , Louvain School of Management (UCL) and Insper Institute of Education and Research
Date Posted: March 24, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Information in the Yield Curve: A Macro-Finance Approach
Hans Dewachter , Leonardo Iania and Marco Lyrio
Catholic University of Leuven (KUL) - Department of Economics , Louvain School of Management (UCL) and Insper Institute of Education and Research
Date Posted: March 24, 2013
Working Paper Series
20 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
36 downloads

Incl. Electronic Paper Determinants of the Rate of the Dutch Unsecured Overnight Money Market
De Nederlandsche Bank Working Paper No. 374
Ronald Heijmans , Lola Hernández and Richard Heuver
De Nederlandsche Bank , De Nederlandsche Bank and De Nederlandsche Bank
Date Posted: March 23, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper High Yield Spreads, Real Economic Activity, and the Financial Accelerator
Pierangelo De Pace and Kyle D. Weber
Pomona College - Department of Economics and Pomona College - Department of Economics
Date Posted: March 21, 2013
Last Revised: May 10, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper Mortgage Hedging in Fixed Income Markets
Aytek Malkhozov , Philippe Mueller , Andrea Vedolin and Gyuri Venter
McGill University , London School of Economics & Political Science (LSE) - Department of Finance , London School of Economics and Political Science and Copenhagen Business School
Date Posted: March 21, 2013
Last Revised: May 10, 2013
Working Paper Series
71 downloads

Incl. Electronic Paper Economic Freedom and State Bond Ratings
Ariel R. Belasen , Rik W. Hafer and Shrikant Jategaonkar
Southern Illinois University at Edwardsville , Southern Illinois University at Edwardsville and Southern Illinois University at Edwardsville
Date Posted: March 20, 2013
Last Revised: April 10, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper Corporate Bond Risk Premia
Christian Speck
University of Mannheim
Date Posted: March 19, 2013
Working Paper Series
45 downloads

Incl. Electronic Paper Economic Crisis and Structural Changes in the Integration Process of Eastern European Countries
Proceedings of 8th International Conference «Economic Integration, Competition and Cooperation», 6-9 April, Opatija, University of Rijeka – Faculty of Economics, CD with Full papers,
Giuliana Passamani
Universita degli Studi - Department of Economics
Date Posted: March 19, 2013
Last Revised: May 21, 2013
Working Paper Series
7 downloads

Incl. Fee Electronic Paper Identification and Inference Using Event Studies
CEPR Discussion Paper No. DP9388
Refet S. Gurkaynak and Jonathan H. Wright
Bilkent University - Department of Economics and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Date Posted: March 19, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper International Parity Relations between Albania and Euro Area
Proceedings of 7th International Conference «Economic Integration, Competition and Cooperation», 2-3 April, 2009, Opatija, University of Rijeka – Faculty of Economics, CD with Full papers ,
Giuliana Passamani and Eva Perndoj
Universita degli Studi - Department of Economics and University of Trento - Department of Economics
Date Posted: March 19, 2013
Last Revised: May 22, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Term Structure Dynamics with Macro Factors Using High Frequency Data
Hwagyun Kim and Hail Park
Texas A&M University - Mays Business School and Bank of Korea
Date Posted: March 16, 2013
Working Paper Series
21 downloads

Incl. Electronic Paper Prediction Bias Correction for Dynamic Term Structure Models
Eran Raviv
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: March 15, 2013
Working Paper Series
25 downloads

Incl. Electronic Paper Monetary Policy Regimes: Implications for the Yield Curve and Bond Pricing
Kameliya Filipova , Francesco Audrino and Enrico G. De Giorgi
UBS Wealth Management , University of St. Gallen and University of Saint Gallen - SEPS: Economics and Political Sciences
Date Posted: March 14, 2013
Working Paper Series
59 downloads


 

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