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JEL Code: E47
70,272 Total downloads
Showing Papers 81 - 130 of 360
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Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts
Swiss Finance Institute Research Paper No. 11-30
Wei-Xing Zhou
,
Guo-Hua Mu
,
Didier Sornette and
Wei Chen
East China University of Science and Technology - School of Business
,
East China University of Science and Technology (ECUST)
,
Swiss Finance Institute
and
Stock Exchange of Shenzhen
Date Posted: September 05, 2011
Working Paper Series
97 downloads
Monetary Policy and Housing Prices: A Case Study of Chinese Experience in 1999-2010
BOFIT Discussion Paper No. 17/2011
Yanbing Zhang
,
Xiuping Hua
and
Zhao Liang
Tsinghua University - School of Public Policy and Management
,
University of Nottingham Ningbo China - Business School
and
University of Sheffield
Date Posted: August 22, 2011
Last Revised: April 10, 2013
Working Paper Series
100 downloads
Default, Liquidity and Crises: An Econometric Framework
Banque de France Working Paper No. 340
Alain Monfort and
Jean-Paul Renne
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
and
Banque de France
Date Posted: August 19, 2011
Last Revised: December 11, 2011
Working Paper Series
67 downloads
Central Bank Communication and the Perception of Monetary Policy by Financial Market Experts
24th Australasian Finance and Banking Conference 2011 Paper
Sandra Schmidt
and
Dieter Nautz
Centre for European Economic Research (ZEW)
and
Free University of Berlin (FUB) - Department of Business and Economics
Date Posted: August 17, 2011
Working Paper Series
39 downloads
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model
Swiss Finance Institute Research Paper No. 11-29
Didier Sornette ,
Ryan Woodard
,
Wanfeng Yan
and
Wei-Xing Zhou
Swiss Finance Institute
,
ETH Zurich
,
ETH Zurich
and
East China University of Science and Technology - School of Business
Date Posted: August 12, 2011
Working Paper Series
133 downloads
Forecasting Inflation with Gradual Regime Shifts and Exogenous Information
ECB Working Paper No. 1363
Kirstin Hubrich ,
Timo Terasvirta
and
Andres Gonzalez
European Central Bank - Research Department
,
affiliation not provided to SSRN
and
Independent
Date Posted: July 29, 2011
Working Paper Series
24 downloads
The Impact of the Denomination Structure on the Social Cost of Cash
Yassine Bouhdaoui
Telecom ParisTech
Date Posted: July 01, 2011
Last Revised: November 27, 2012
Working Paper Series
32 downloads
Hierarchical Shrinkage in Time-Varying Parameter Models
Miguel Belmonte
,
Gary Koop
and
Dimitris Korobilis
affiliation not provided to SSRN
,
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics
and
University of Glasgow
Date Posted: June 29, 2011
Working Paper Series
28 downloads
Predicting Output Using the Entire Yield Curve
Azamat Abdymomunov
Federal Reserve Banks - Federal Reserve Bank of Richmond
Date Posted: June 21, 2011
Working Paper Series
32 downloads
Central Bank Transparency, the Accuracy of Professional Forecasts, and Interest Rate Volatility
FRB of New York Staff Report No. 496
Menno H. Middeldorp
Federal Reserve Bank of New York
Date Posted: May 29, 2011
Working Paper Series
29 downloads
Visualisations for Understanding Complex Economic Systems
WAYS OF THINKING, WAYS OF SEEING, C. Bissell and C. Dillon, eds., Springer, 2011
Marcel J. Boumans
University of Amsterdam
Date Posted: May 28, 2011
Accepted Paper Series
59 downloads
Inflation Targeting or Fear of Floating in Disguise: The Case of Mexico
International Journal of Finance & Economics, Vol. 9, No. 1, pp. 49-69, 2004
Christopher P. Ball and
Javier A. Reyes
Quinnipiac University
and
University of Arkansas - Sam M. Walton College of Business
Date Posted: May 24, 2011
Accepted Paper Series
Inflation Target in Emerging Countries: Modeling Exchange Rate Issues
Journal of Business & Economics Research, Vol. 1, No. 4, pp. 61-74, 2003
Javier A. Reyes
University of Arkansas - Sam M. Walton College of Business
Date Posted: May 22, 2011
Accepted Paper Series
Imperfect Information, Real-Time Data and Monetary Policy in the Euro Area
Bank of Italy Temi di Discussione (Working Paper) No. 802
Stefano Neri
and
Tiziano Ropele
Bank of Italy
and
Bank of Italy
Date Posted: May 14, 2011
Working Paper Series
29 downloads
Delta-Hedging of Interest Rate Risk in Longterm Contracts - An Application of the Cairns-Model
Daniel Schwake
and
Sven Balder
Deloitte
and
University of Duisburg-Essen - Mercator School of Management
Date Posted: May 13, 2011
Last Revised: May 29, 2011
Working Paper Series
147 downloads
Credit Risk and the Macro Economy in an Affine Term Structure Model
International Conference of the French Finance Association (AFFI), May 11-13, 2011
Christian Speck
University of Mannheim
Date Posted: May 10, 2011
Last Revised: March 19, 2013
Working Paper Series
92 downloads
Taylor’s Rule versus Taylor Rules
Alex Nikolsko-Rzhevskyy
and
David H. Papell
Lehigh University - Department of Economics
and
University of Houston - Department of Economics
Date Posted: May 02, 2011
Last Revised: September 24, 2012
Working Paper Series
472 downloads
How Useful are Estimated DSGE Model Forecasts?
Rochelle M. Edge and
Refet S. Gurkaynak
Federal Reserve Board - Macroeconomic and Quantitative Studies Section
and
Bilkent University - Department of Economics
Date Posted: April 18, 2011
Working Paper Series
78 downloads
The Accuracy of a Forecast Targeting Central Bank
Economics Discussion Paper No. 2011-6
Nina Skrove Falch and
Ragnar Nymoen
affiliation not provided to SSRN
and
University of Oslo - Department of Economics
Date Posted: April 18, 2011
Working Paper Series
11 downloads
A Century of Inflation Forecasts
CEPR Discussion Paper No. DP8292
Antonello D'Agostino
and
Paolo Surico
Central Bank and Financial Services Authority of Ireland
and
London Business School - Department of Economics
Date Posted: March 28, 2011
Working Paper Series
7 downloads
The Budapest Liquidity Measure and its Application Liquidity Risk in VaR Measures
Budapest Stock Exchange Working Paper Series
Ákos Gyarmati ,
Márton Michaletzky and
Kata Váradi
Corvinus University of Budapest - Department of Finance
,
Corvinus University of Budapest - Department of Finance
and
Corvinus University of Budapest - Department of Finance
Date Posted: March 20, 2011
Working Paper Series
43 downloads
Simple Robust Hedging with Nearby Contracts
Liuren Wu and
Jingyi Zhu
City University of New York, CUNY Baruch College - Zicklin School of Business
and
University of Utah
Date Posted: March 19, 2011
Working Paper Series
85 downloads
Unbiased Estimation of Dynamic Term Structure Models
Chicago Booth Research Paper No. 11-29, AFA 2012 Chicago Meetings Paper
Michael D. Bauer
,
Glenn D. Rudebusch and
Jing Cynthia Wu
Federal Reserve Banks - Federal Reserve Bank of San Francisco
,
Federal Reserve Bank of San Francisco
and
University of Chicago - Booth School of Business
Date Posted: March 18, 2011
Last Revised: August 10, 2011
Working Paper Series
153 downloads
Managing Beliefs About Monetary Policy Under Discretion
FEDS Working Paper No. 2010-11
Elmar Mertens
Government of the United States of America - Division of Monetary Affairs
Date Posted: March 12, 2011
Working Paper Series
14 downloads
Solution and Simulation of Large Stock Flow Consistent Monetary Production Models Via the Gauss Seidel Algorithm
Journal of Policy Modeling, Forthcoming
Stephen Kinsella and
Terence O'Shea
University of Limerick
and
University of Limerick - Kemmy Business School
Date Posted: March 09, 2011
Working Paper Series
126 downloads
Evolving Macroeconomic Perceptions and the Term Structure of Interest Rates
FEDS Working Paper No. 2010-01
Min Wei and
Athanasios Orphanides
Board of Governors of the Federal Reserve - Division of Monetary Affairs
and
Central Bank of Cyprus
Date Posted: March 05, 2011
Working Paper Series
39 downloads
Predicting Banking Distress in the EMEAP Economies
Journal of Financial Stability, Vol. 6, No. 3, 2010
Jim Wong
,
T. C. Wong and
Phyllis Leung
Hong Kong Monetary Authority
,
Hong Kong Monetary Authority - Research Department
and
Hong Kong Monetary Authority - Research Department
Date Posted: February 25, 2011
Accepted Paper Series
The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields
Swiss Finance Institute Research Paper No. 11-05
Kun Guo
,
Wei-Xing Zhou
,
Si-Wei Cheng
and
Didier Sornette
Chinese Academy of Sciences (CAS)
,
East China University of Science and Technology - School of Business
,
Chinese Academy of Sciences (CAS)
and
Swiss Finance Institute
Date Posted: February 17, 2011
Working Paper Series
273 downloads
Evaluating DSGE Model Forecasts of Comovements
FRB of Philadelphia Working Paper No. 11-5
Edward Herbst
and
Frank Schorfheide
University of Pennsylvania
and
University of Pennsylvania - Department of Economics
Date Posted: January 21, 2011
Working Paper Series
38 downloads
The Remarkable Long-Run Conditional Predictability of US Real M1
Clinton A Greene
University of Missouri at Saint Louis - Department of Economics
Date Posted: January 15, 2011
Working Paper Series
11 downloads
Heat Waves or Meteor Showers: Empirical Evidence from Indian Stock Market
Vijay Kumar Varadi
and
Nagarjuna Boppana Sr.
ICRIER
and
University of Hyderabad - Department of Economics
Date Posted: January 10, 2011
Working Paper Series
45 downloads
How Useful are Estimated DSGE Model Forecasts for Central Bankers?
CEPR Discussion Paper No. DP8158
Rochelle M. Edge and
Refet S. Gurkaynak
Federal Reserve Board - Macroeconomic and Quantitative Studies Section
and
Bilkent University - Department of Economics
Date Posted: December 27, 2010
Working Paper Series
4 downloads
News Versus Sunspot Shocks in a New Keynesian Model
Economics: The Open-Access, Open-Assessment E-Journal, Vol. 4, 2010-19
Lilia Karnizova
University of Ottawa
Date Posted: December 18, 2010
Accepted Paper Series
11 downloads
News Versus Sunspot Shocks in a New Keynesian Model
Economics Discussion Paper No. 2010-15
Luís F. Costa
Technical University of Lisbon - ISEG (School of Economics and Management)
Date Posted: December 18, 2010
Working Paper Series
13 downloads
The Effects of Capital Market Openness on Exchange Rate Pass-Through and Welfare in an Inflation Targeting Small Open Economy
FRB of Cleveland Working Paper No. 10-18
Sanchita Mukherjee
University of California, Santa Cruz
Date Posted: December 12, 2010
Working Paper Series
65 downloads
Simple Robust Hedging with Nearby Contracts
Liuren Wu and
Jingyi Zhu
City University of New York, CUNY Baruch College - Zicklin School of Business
and
University of Utah
Date Posted: November 02, 2010
Working Paper Series
280 downloads
Housing Market Spillovers: Evidence from an Estimated DSGE Model
National Bank of Belgium Working Paper No. 145
Matteo M. Iacoviello and
Stefano Neri
Federal Reserve Board - Trade and Financial Studies
and
Bank of Italy
Date Posted: October 01, 2010
Working Paper Series
46 downloads
A New-Keynesian DSGE Model for Forecasting the South African Economy
Journal of Forecasting, Vol. 28, pp. 387–404, 2009,
Rangan Gupta
,
Eric Schaling and
Dave Liu
University of Pretoria
,
Rand Afrikaans University - Department of Economics
and
Stellenbosch University
Date Posted: September 20, 2010
Accepted Paper Series
33 downloads
A Small-Scale DSGE Model for Forecasting the South African Economy
South African Journal of Economics, Vol. 75, No. 2, June 2007
Rangan Gupta
and
Dave Liu
University of Pretoria
and
Stellenbosch University
Date Posted: September 20, 2010
Accepted Paper Series
33 downloads
Forecasting the South African Economy: A DSGE-VAR Approach
CentER Working Paper No. 2008-32
Rangan Gupta
,
Eric Schaling and
Dave Liu
University of Pretoria
,
Rand Afrikaans University - Department of Economics
and
Stellenbosch University
Date Posted: September 20, 2010
Working Paper Series
33 downloads
Calibrating the Nelson-Siegel-Svensson Model
Manfred Gilli ,
Stefan Grosse
and
Enrico Schumann
University of Geneva - Department of Economics
,
NORD/LB
and
VIP Value Investment Professionals AG
Date Posted: September 16, 2010
Last Revised: April 22, 2011
Working Paper Series
287 downloads
No-Arbitrage Near-Cointegrated Var(p) Term Structure Models, Term Premia and GDP Growth
Caroline Jardet
,
Alain Monfort and
Fulvio Pegoraro
Banque de France - Economics and Finance Research Center
,
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
and
Banque de France - Economics and Finance Research Center
Date Posted: September 16, 2010
Last Revised: June 09, 2011
Working Paper Series
37 downloads
Central Banks and Their Banknote Series: The Efficiency-Cost Trade-Off
Yassine Bouhdaoui ,
David Bounie
and
Leo Van Hove
Telecom ParisTech
,
Telecom ParisTech
and
Free University of Brussels (VUB)
Date Posted: September 03, 2010
Last Revised: February 03, 2011
Working Paper Series
80 downloads
The 'Principle of Invariance' in Currency Systems: A Comment on Caianiello et al.
Yassine Bouhdaoui ,
David Bounie
and
Leo Van Hove
Telecom ParisTech
,
Telecom ParisTech
and
Free University of Brussels (VUB)
Date Posted: August 05, 2010
Working Paper Series
71 downloads
Production Costs, Seigniorage and Counterfeiting: Central Banks’ Incentives for Improving Their Banknote Technology
Yassine Bouhdaoui ,
David Bounie
and
Leo Van Hove
Telecom ParisTech
,
Telecom ParisTech
and
Free University of Brussels (VUB)
Date Posted: August 02, 2010
Last Revised: March 14, 2012
Working Paper Series
186 downloads
Why Do Financial Market Experts Misperceive Future Monetary Policy Decisions?
ZEW - Centre for European Economic Research Discussion Paper No. 10-045
Sandra Schmidt
and
Dieter Nautz
Centre for European Economic Research (ZEW)
and
Free University of Berlin (FUB) - Department of Business and Economics
Date Posted: July 27, 2010
Working Paper Series
24 downloads
Long-Horizon Return Regressions with Historical Volatility and Other Long-Memory Variables
Natalia Sizova
Rice University
Date Posted: July 26, 2010
Working Paper Series
46 downloads
Leveraged Buyout Bankruptcies, the Problem of Hindsight Bias, and the Credit Default Swap Solution
Columbia Business Law Review, Vol. 2011, No. 1, p. 118, 2011, Seton Hall Public Law Research Paper No. 1632084
Michael Simkovic
and
Benjamin Kaminetzky
Seton Hall Law School
and
Davis Polk & Wardwell LLP - New York Office
Date Posted: July 17, 2010
Last Revised: April 25, 2011
Accepted Paper Series
1337 downloads
Being Realistic About Bond Returns
Joachim Klement
Wellershoff & Partners Ltd.
Date Posted: July 12, 2010
Last Revised: July 14, 2010
Working Paper Series
125 downloads
Policy Analysis in Real Time Using IMF's Monetary Model
Norges Bank Working Paper No. 2010/10
Q. Farooq Akram
Central Bank of Norway - Research Department
Date Posted: July 09, 2010
Working Paper Series
29 downloads
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