Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,272
Full Text Papers:
393,643
Authors:
226,678
Papers Received in Last 12 months:
68,942
Paper Downloads:
To date:
65,917,226
Last 12 months:
11,175,672
Last 30 days:
1,053,329
CiteReader: What's this?
Papers with
238,981
Total References:
8,480,523
Papers with Cites:
230,038
Total Citation
5,722,240
Papers with
77,812
Total Footnotes:
8,534,471
SSRN eLibrary Search Results
JEL Code: E43
341,590 Total downloads
Showing Papers 801 - 850 of 1,868
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
Decomposing the Yield Curve AFA 2010 Atlanta Meetings Paper
John H. Cochrane and
Monika Piazzesi
Date Posted: January 26, 2009Last Revised: March 19, 2009938 downloads
Explaining Loan Rate Differentials between Small and Large Companies: Evidence from an Explorative Study in Switzerland
Andreas Dietrich
Date Posted: January 26, 2009Last Revised: June 15, 2009478 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
The Term Structure in an Exchange Economy with Two Trees
Christine A. Parlour ,
Richard Stanton and
Johan Walden
Date Posted: January 23, 2009Last Revised: March 22, 2011105 downloads
Basel II and Banking Behavior in Local Markets
Mariatiziana Falcone
,
Francesco Trivieri
and
Damiano Bruno Silipo
affiliation not provided to SSRN
,
Università degli Studi della Calabria - Department of Economics and Statistics
and
University of Calabria
Date Posted: January 21, 2009135 downloads
Insuring Against Private Capital Flows: Is it Worth the Premium? What are the Alternatives? Levy Economics Institute Working Paper No. 553
Jörg Bibow
Date Posted: January 20, 2009Last Revised: April 14, 201012 downloads
Banking Competition, Housing Prices and Macroeconomic Stability Banco de Espana Working Paper No. 0830
Javier Andrés and
Oscar J. Arce
Date Posted: January 12, 2009152 downloads
The Link Between Islamic Law and Hydrocarbon Agreements Journal of Islamic Law and Culture, Vol. 10, No. 2, pp. 166-175, July 2008
Arash Nazhad
Date Posted: January 05, 2009
Extracting Market Expectations from Yield Curves Augmented by Money Market Interest Rates: The Case of Japan ECB Working Paper No. 980
Teppei Nagano
and
Naohiko Baba
affiliation not provided to SSRN
Date Posted: December 23, 200887 downloads
Futures Contract Rates as Monetary Policy Forecasts ECB Working Paper No. 979
Giuseppe Ferrero
and
Andrea Nobili
Date Posted: December 23, 200872 downloads
Measuring Monetary Policy Expectations from Financial Market Instruments Bank of England Working Paper No. 356, ECB Working Paper No. 978
Michael Joyce ,
Jonathan Relleen
and
Steffen Sorensen
Date Posted: December 23, 200873 downloads
Modelling Short-Term Interest Rate Spreads in the Euro Money Market ECB Working Paper No. 982
Nuno Cassola
and
Claudio Morana
Date Posted: December 23, 2008140 downloads
The Interday and Intraday Patterns of the Overnight Market: Evidence from an Electronic Platform ECB Working Paper No. 988
Renaud Beaupain and
Alain Durré
Date Posted: December 23, 2008109 downloads
The Term Structure of Interest Rates across Frequencies ECB Working Paper No. 976
Katrin Assenmacher-Wesche and
Stefan Gerlach
Date Posted: December 23, 200861 downloads
Understanding the Real Rate Conundrum: An Application of No-Arbitrage Finance Models to the UK Real Yield Curve Bank of England Working Paper No. 358
Michael Joyce ,
Iryna Kaminska
and
Peter M. Lildholdt
Date Posted: December 23, 200869 downloads
What Explains the Spread Between the Euro Overnight Rate and the ECB's Policy Rate? ECB Working Paper No. 983
Tobias Linzert
and
Sandra Schmidt
Date Posted: December 23, 200860 downloads
A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve Bank of England Working Paper No. 357
Iryna Kaminska
Date Posted: December 22, 200877 downloads
Monetary Shocks and Bond Market Reactions: Evidence from the Narrative Approach to Shock Identification
Chin-Wen Huang
Date Posted: December 22, 2008Last Revised: February 04, 2009
Inflation Targeting as the New Golden Standard CEPR Discussion Paper No. DP7001
Avia Spivak and
Nathan Sussman
Date Posted: December 18, 20085 downloads
Bank Interest Rate Pass-Through: Empirical Evidences from Asian Countries
Chin-Wen Huang
Date Posted: December 18, 2008Last Revised: December 27, 2008
The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve UNSW Australian School of Business Research Paper No. 2008 ECON 11
Claus Brand
,
Daniel Buncic
and
Jarkko Turunen
Date Posted: December 08, 200844 downloads
The Dollar Versus Euro in the 2007- 2010 Crisis - A Top Level Perspective
Avi Messica
Date Posted: December 03, 2008239 downloads
Central Bank Misperceptions and the Role of Money in Interest Rate Rules CEPR Discussion Paper No. DP6947
Guenter W. Beck
and
Volker Wieland
Date Posted: December 02, 20083 downloads
Implied Interest Rates in a Market with Frictions
Lorenzo Naranjo
Date Posted: December 02, 2008Last Revised: March 19, 2009137 downloads
A Definitional Review of Economics through the Application of the Leading Theories and Methodology of the Austrian School
Jeffrey Shawn Henderson
Date Posted: December 01, 2008186 downloads
Sluggish Responses of Prices and Inflation to Monetary Shocks in an Inventory Model of Money Demand
Fernando Alvarez ,
Andrew Atkeson and
Chris Edmond
Date Posted: November 26, 2008
More on the Behavior of Interest Rates and the Founding of the Fed Journal of Monetary Economics, Vol. 34, pp. 537-553, 1994
Paolo Angelini
Date Posted: November 24, 2008
Testing for Structural Breaks: Trade-Off between Power and Spurious Effects Journal of Monetary Economics, Vol. 34, pp. 561-566, 1994
Paolo Angelini
Date Posted: November 24, 2008
Financial Crisis, Equity Capital and the Liquidity Trap
Oren Levintal
Date Posted: November 21, 2008Last Revised: June 26, 2009292 downloads
A Value at Risk Analysis of Credit Default Swaps ECB Working Paper No. 968
Burkhard Raunig and
Martin Scheicher
Date Posted: November 20, 2008412 downloads
Central Bank Misperceptions and the Role of Money in Interest Rate Rules ECB Working Paper No. 967
Guenter W. Beck
and
Volker Wieland
Date Posted: November 20, 200838 downloads
A Structural Decomposition of the US Yield Curve
Ferre De Graeve
,
Marina Emiris and
Rafael Wouters
Date Posted: November 19, 2008112 downloads
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
Date Posted: November 17, 200849 downloads
Exchange Rates under Robustness: An Account of the Forward Premium Puzzle
Ming Li and
Aaron Tornell
Date Posted: November 16, 200866 downloads
Inflation Ambiguity and the Term Structure of U.S. Government Bonds AFA 2008 New Orleans Meetings Paper
Maxim Ulrich
Date Posted: November 14, 2008Last Revised: August 29, 2012552 downloads
Money-Market Segmentation in the Euro Area: What Has Changed During the Turmoil? Bank of Finland Research Discussion Paper No. 23/2008
Paolo Zagaglia
Date Posted: November 13, 200875 downloads
A Beta Based Framework for (Lower) Bond Risk Premia Bank of Italy Temi di Discussione (Working Paper) No. 689
Stefano Nobili
and
Gerardo Palazzo
Date Posted: October 31, 200857 downloads
McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates Bank of Canada Working Paper No. 2008-43
Antonio Diez de los Rios
Date Posted: October 31, 2008Last Revised: January 24, 200933 downloads
Beating the Random Walk: A Performance Assessment of Long-Term Interest Rate Forecasts Tinbergen Institute Discussion Paper No. 08-102/3
Frank A. G. den Butter and
Pieter W. Jansen
affiliation not provided to SSRN
Date Posted: October 29, 200888 downloads
Giving Flexibility to the Nelson-Siegel Class of Term Structure Models
Rafael Barros de Rezende
Date Posted: October 29, 2008Last Revised: March 19, 2011149 downloads
Modeling and Forecasting the Yield Curve by an Extended Nelson-Siegel Class of Models: A Quantile Autoregression Approach
Rafael Barros de Rezende
Date Posted: October 29, 2008Last Revised: February 23, 2011155 downloads
Bermudan Swaptions in Gaussian HJM One-Factor Model: Analytical and Numerical Approaches
Marc P. A. Henrard
Date Posted: October 22, 2008Last Revised: May 10, 2010818 downloads
Analysis of Multi-Factor Affine Yield Curve Models
Siddhartha Chib
and
Bakhodir Ergashev
Date Posted: October 21, 2008245 downloads
Choice of Interest Rate Term Structure Models for Assets and Liability Management
Zhenke Guan
,
Bing Gan
,
Aisha Khan
and
Ser-Huang Poon
affiliation not provided to SSRN
,
University of Manchester - Manchester Business School
,
University of Manchester - Manchester Business School
and
University of Manchester - Business School
Date Posted: October 20, 2008463 downloads
Short Rate Models: Hull-White or Black-Karasinski? Implementation Note and Model Comparison for ALM
Aisha Khan
,
Zhenke Guan
and
Ser-Huang Poon
affiliation not provided to SSRN
and
University of Manchester - Business School
Date Posted: October 20, 20081676 downloads
Swap Market Model: Theory and Empirical Evidence
Bing Gan
,
Zhenke Guan
and
Ser-Huang Poon
affiliation not provided to SSRN
and
University of Manchester - Business School
Date Posted: October 20, 2008274 downloads
Lending Interest Rate Pass-Through in the Euro Area: A Data-Driven Tale CEFIN Working Paper Series No. 12
Giuseppe Marotta
Date Posted: October 12, 2008Last Revised: March 06, 201238 downloads
What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity?
C. H. Hui and
Lillie Lam
Date Posted: September 29, 200868 downloads
Asset Pricing with Matrix Jump Diffusions
Markus Leippold and
Fabio Trojani
Date Posted: September 27, 2008Last Revised: February 02, 2010484 downloads
An Application of Index Numbers Theory to Interest Rates ECB Working Paper No. 939
Javier Huerga
and
Lucia Steklacova
Date Posted: September 23, 2008Last Revised: February 02, 200943 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.937 seconds
