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484,056
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SSRN eLibrary Search Results
JEL Code: E43
341,378 Total downloads
Showing Papers 701 - 750 of 1,867
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Government Debt as Insurance Against Macroeconomic Risk IZA Discussion Paper No. 412
Martin Barbie ,
Marcus Hagedorn and
Ashok Kaul
Date Posted: January 21, 2002198 downloads
Government Debt Impacts on Interest Rates as Well as Entrepreneurship; A Panel Data Analysis for Western Europe, Japan and the United States (1990 – 2006)
Miltiades N. Georgiou
Date Posted: November 01, 200995 downloads
Government Debt Spillovers - A Panel Data Analysis in Industrialized Countries
Miltiades N. Georgiou
Date Posted: January 26, 201319 downloads
Government Risk Premiums in the Bond Market: EMU and Canada CEPR Discussion Paper No. DP6579
Ludger Schuknecht ,
Jürgen von Hagen and
Guido Wolswijk
Date Posted: June 06, 20083 downloads
Government Risk Premiums in the Bond Market: EMU and Canada ECB Working Paper No. 879
Ludger Schuknecht ,
Jürgen von Hagen and
Guido Wolswijk
Date Posted: April 01, 200899 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
Date Posted: April 26, 20134 downloads
GPU Pricing of Exotic Cross-Currency Interest Rate Derivatives with a Foreign Exchange Volatility Skew Model
Duy Minh Dang ,
Christina Christara
and
Kenneth R. Jackson
Date Posted: February 08, 2010Last Revised: February 26, 2011594 downloads
Great Moderations and U.S. Interest Rates: Unconditional Evidence FRB Atlanta Working Paper No. 2008-1
James M. Nason and
Gregor W. Smith
Date Posted: January 23, 2008Last Revised: July 27, 200873 downloads
Greenspan’s Conundrum and the Fed’s Ability to Affect Long-Term Yields FRB of St. Louis Working Paper No. 2012-036A
Daniel L. Thornton
Date Posted: September 18, 201212 downloads
Have Euro Area Government Bond Risk Premia Converged to Their Common State? Tinbergen Institute Discussion Paper No. TI 08-042/2
Lorenzo Pozzi and
Guido Wolswijk
Date Posted: May 19, 2008Last Revised: January 14, 201088 downloads
Have Real Interest Rates Really Fallen that Much in Spain? Banco de España Research Paper No. WP-0704,
Roberto Blanco
and
Fernando Restoy
Date Posted: February 28, 200762 downloads
Held Up In Due Course: Codification and the Victory of Form over Intent in Negotiable Instrument Law Creighton Law Review, Vol. 35, p. 363, 2002
Kurt Eggert
Date Posted: May 26, 2006350 downloads
Held Up in Due Course: Predatory Lending, Securitization, and The Holder in Due Course Doctrine Creighton Law Review, Vol. 35, p. 503, 2002
Kurt Eggert
Date Posted: May 26, 2006889 downloads
Heterogeneity in Bank Pricing Policies: The Czech Evidence Economic Systems, Vol. 36, No. 1, 2012
Roman Horvath
and
Anca Podpiera
Date Posted: March 26, 2012
Heterogeneous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Targeting Bank of Finland Research Discussion Paper No. 23/2004, CentER Discussion Paper No. 2004-14
Eric Schaling ,
Sylvester C. W. Eijffinger and
M. F. Tesfaselassie
affiliation not provided to SSRN
Date Posted: June 21, 2004109 downloads
Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules CEPR Discussion Paper No. 4279
Sylvester C. W. Eijffinger ,
Eric Schaling and
M. F. Tesfaselassie
affiliation not provided to SSRN
Date Posted: April 07, 200419 downloads
Hidden Cointegration U of California, Economics Working Paper No. 2002-02
Clive W. J. Granger and
Gawon Yoon
Date Posted: June 05, 2002481 downloads
High Real Interest Rates Under Financial Liberalization Is There a Problem? IMF Working Paper No. 93/7
Vicente Galbis
affiliation not provided to SSRN
Date Posted: February 15, 2006166 downloads
High Yield Spreads, Real Economic Activity, and the Financial Accelerator
Pierangelo De Pace and
Kyle D. Weber
Date Posted: March 21, 2013Last Revised: May 10, 201322 downloads
Higher Order Forward Rate Agreements and the Smoothness of the Term Structure
Stefan R. Jaschke
Date Posted: August 03, 1998252 downloads
House Price Booms, Current Account Deficits, and Low Interest Rates FRB of New York Staff Report No. 541
Andrea Ferrero
Date Posted: January 31, 2012Last Revised: March 11, 201249 downloads
House Prices and Real Interest Rates in Spain Banco de Espana Research Paper No. OP-0608
Juan Ayuso ,
Roberto Blanco
and
Fernando Restoy
Date Posted: December 27, 2006185 downloads
Household Interest Rate Risk Management AFA 2007 Chicago Meetings Paper, EFA 2006 Zurich Meetings
Otto Van Hemert
Date Posted: March 15, 2006Last Revised: February 23, 2009590 downloads
Housing Loan Rate Margins in Finland Bank of Finland Research Discussion Paper No. 10/2010
Hanna Putkuri
Date Posted: May 06, 201041 downloads
How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies Banque de France Working Paper No. 361
Anindya Banerjee ,
Victor Bystrov
and
Paul Mizen
Date Posted: February 21, 201234 downloads
How Do Banks’ Funding Costs Affect Interest Margins? Norges Bank Working Paper No. 2011/09
Arvid Raknerud ,
Bjorn Vatne
and
Ketil Johan Rakkestad
affiliation not provided to SSRN
and
Central Bank of Norway
Date Posted: October 06, 201143 downloads
How do UK Banks React to Changing Central Bank Rates? Cass Business School Research Paper No. 03-08
Ana-Maria Fuertes ,
Shelagh Heffernan and
Elena Kalotychou
Date Posted: May 28, 2008103 downloads
How Does Liquidity Affect Government Bond Yields? Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Carlo A. Favero ,
Marco Pagano and
Ernst-Ludwig von Thadden
Date Posted: January 26, 2009Last Revised: January 29, 2009175 downloads
How Does Liquidity Affect Government Bond Yields? CEPR Discussion Paper No. DP6649
Carlo A. Favero ,
Marco Pagano and
Ernst-Ludwig von Thadden
Date Posted: June 05, 20089 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
How Does the ECB Allot Liquidity in Its Weekly Main Refinancing Operations? A Look at the Empirical Evidence ECB Working Paper No. 244
Steen Ejerskov
,
Clara Martin Moss
and
Livio Stracca
Date Posted: January 13, 200491 downloads
How Does the Market-Based Intermediary Sector Affect the Business Cycle? A Consideration Based on a DSGE Framework
Tokihito Sudo
Date Posted: May 20, 201151 downloads
How Does U.S Monetary Policy Influence Economic Conditions in Emerging Markets? IMF Working Paper No. 00/148
Vivek B. Arora and
Martin D. Cerisola
Date Posted: January 31, 2006218 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, 201324 downloads
How Effective is Central Bank Forward Guidance? FRB of St. Louis Working Paper No. 2012-063A
Clemens J.M. Kool and
Daniel L. Thornton
Date Posted: January 05, 201315 downloads
How has CDO Market Pricing Changed During the Turmoil? Evidence from CDS Index Tranches ECB Working Paper No. 910
Martin Scheicher
Date Posted: July 01, 2008Last Revised: September 15, 2008273 downloads
How Much Leverage Is Too Much, or Does Corporate Risk Determine the Severity of a Recession? IMF Working Paper No. 03/3
Iryna V. Ivaschenko
Date Posted: January 28, 2006113 downloads
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models Bank of England Working Paper No. 417
Martin M. Andreasen
Date Posted: March 18, 201138 downloads
How Should Central Banks Communicate? ECB Working Paper No. 557
Michael Ehrmann and
Marcel Fratzscher
Date Posted: December 05, 2005112 downloads
How Should the Distant Future Be Discounted When Discount Rates are Uncertain? CESifo Working Paper Series No. 2863
Christian Gollier and
Martin Weitzman
Date Posted: December 08, 2009124 downloads
How Strong is the Relation Between the Term Structure, Inflation and GDP?
Andrea Berardi
Date Posted: June 03, 2001901 downloads
How the Federal Funds Rate Affects 10 Year Treasury Bond Yields
Kane Snyder
Date Posted: July 15, 2006628 downloads
How to Discount Cashflows with Time-Varying Expected Returns Journal of Finance, Vol. 59, No. 6, pp. 2745-2783
Andrew Ang and
Jun Liu
Date Posted: April 04, 2005
How to Discount Cashflows with Time-Varying Expected Returns
Andrew Ang and
Jun Liu
Date Posted: May 31, 2002985 downloads
How You Estimate the Yield Curve Matters!
Luiz Paulo Fichtner
Date Posted: November 24, 201220 downloads
Ibbotson’s Default Premium: Risky Data Journal of Investing, Forthcoming
Winfried G. Hallerbach and
Patrick Houweling
Date Posted: July 29, 2011Last Revised: May 15, 2013123 downloads
Identification and Inference Using Event Studies CEPR Discussion Paper No. DP9388
Refet S. Gurkaynak and
Jonathan H. Wright
Date Posted: March 19, 20133 downloads
Identification of Affine Term Structure Models With Observed Factors: Economic Shocks on Brazilian Yield Curves IPEA Discussion Paper No. 1271a
Marco S. Matsumura and
Ajax R. Moreira
Date Posted: April 29, 200759 downloads
Identification of Macroeconomic Factors in Large Panels CREATES Research Paper No. 2009-43
Lasse Bork ,
Hans Dewachter and
Romain Houssa
Date Posted: October 01, 200962 downloads
Identification of Macroeconomic Factors in Large Panels
Lasse Bork ,
Hans Dewachter and
Romain Houssa
Date Posted: November 23, 200919 downloads
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