Feedback to SSRN (Beta)
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
CiteReader: What's this?
Papers with Resolved References:
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation Links:
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
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
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
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
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
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
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
Management of Interest Rate Risk in Indian Banking
Vighneswara Swamy
IBS-Hyderabad
Date Posted: May 15, 2013
Working Paper Series
3 downloads
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
First Order Replication of Spread Options
Sönke Blunck
Landesbank Berlin
Date Posted: April 06, 2013
Working Paper Series
37 downloads
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
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
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
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
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
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
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
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
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
The Predictive Content of the Yield Curve for Inflation
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
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
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
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
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
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
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
Corporate Bond Risk Premia
Christian Speck
University of Mannheim
Date Posted: March 19, 2013
Working Paper Series
45 downloads
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
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
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
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
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
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
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo3 in 5.688 seconds