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JEL Code: E43
341,793 Total downloads
Showing Papers 851 - 900 of 1,868
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Long-Term Interest Rate Convergence in Europe and the Probability of EMU Bank of Italy Temi di Discussione (Working Paper) No. 322
Ignazio Angeloni and
Roberto Violi
Date Posted: September 19, 200842 downloads
Bond Implied CDS Spread and CDS-Bond Basis
Richard Zhou
affiliation not provided to SSRN
Date Posted: September 09, 2008Last Revised: September 12, 20081123 downloads
Multifactor Models for Managing Interest Rate Risk
Sanjay K. Nawalkha and
Gloria M. Soto
Date Posted: September 06, 2008847 downloads
Central Bank Misperceptions and the Role of Money in Interest Rate Rules CFS Working Paper No. 2008/25
Guenter W. Beck
and
Volker Wieland
Date Posted: September 02, 2008
Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-Linear DSGE Model CREATES Research Paper No. 2008-43
Martin M. Andreasen
Date Posted: September 02, 2008Last Revised: February 25, 2011222 downloads
Capital Market Imperfections and the Theory of Optimum Currency Areas
Pierre-Richard Agenor and
Joshua Aizenman
Date Posted: September 01, 200872 downloads
The Interest Rate Swap Spreads and Monetary Policy in Japan
Takayasu Ito
Date Posted: September 01, 2008300 downloads
Pricing Strongly Path-Dependent Options in Libor Market Models without Simulation
Chris Kenyon
Date Posted: August 26, 2008351 downloads
On the Fisher Effect and Inflation Dynamics in Low-Income Countries: An Assessment of Sub-Saharan Africa Economies Applied Econometrics and International Development, Vol. 6, No. 1, 2006
Boaz Nandwa
affiliation not provided to SSRN
Date Posted: August 21, 200825 downloads
An Over-Rolling Generation Model
Hak Choi
Date Posted: August 19, 2008Last Revised: October 04, 201228 downloads
Money and Interest Rates with Endogeneously Segmented Markets
Fernando Alvarez ,
Andrew Atkeson and
Patrick J. Kehoe
Date Posted: August 17, 2008
Mean Reversion in US and International Short Rates
Charlotte Christiansen
Date Posted: August 09, 2008112 downloads
Why Money Growth Determines Inflation in the Long Run: Answering the Woodford Critique FRB of St. Louis Working Paper No. 2008-013C
Edward Nelson
Date Posted: August 05, 2008Last Revised: September 09, 200844 downloads
Discounting the Long-Distant Future: A Simple Explanation for the Weitzman-Gollier-Puzzle CESifo Working Paper Series No. 2357
Wolfgang Buchholz and
Jan Schumacher
Date Posted: July 30, 2008109 downloads
Modelling Interest Rates by Correlated Multi-Factor CIR-Like Processes
Lorenzo Bertini
and
Luca Passalacqua
Date Posted: July 29, 2008Last Revised: July 31, 2008137 downloads
Demographics in Dynamic Heckscher-Ohlin Models: Overlapping Generations versus Infinitely Lived Consumers
Claustre Bajona
and
Timothy J. Kehoe
Date Posted: July 25, 2008
It's Not Only What is Said, it's Also Who the Speaker is - Evaluating the Effectiveness of Central Bank Communication National Bank of Poland Working Paper No. 47
Marek Rozkrut
Date Posted: July 25, 200838 downloads
Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium
Fernando Alvarez ,
Andrew Atkeson and
Patrick J. Kehoe
Date Posted: July 25, 2008
Trade, Growth, and Convergence in a Dynamic Heckscher-Ohlin Model
Claustre Bajona
and
Timothy J. Kehoe
Date Posted: July 25, 2008
The National Banking System: The National Bank Note Puzzle FRB of Cleveland Working Paper No. 07-22
Bruce A. Champ
Date Posted: July 24, 200834 downloads
The National Banking System: A Brief History FRB of Cleveland Working Paper No. 07-23
Bruce A. Champ
Date Posted: July 23, 2008209 downloads
The National Banking System: Empirical Observations FRB of Cleveland Working Paper No. 07-19
Bruce A. Champ
Date Posted: July 23, 200842 downloads
International Parity Relations between Poland and Germany: A Cointegrated VAR Approach Bank i Kredyt, No. 3/2008, pp. 3-24, 2008
Agnieszka Stazka-Gawrysiak
Date Posted: July 15, 200874 downloads
Short-Term Interest Rate Futures as Monetary Policy Forecasts Bank of Italy Temi di Discussione (Working Paper) No. 681
Giuseppe Ferrero
and
Andrea Nobili
Date Posted: July 15, 200878 downloads
The Limiting Properties of the QMLE in a General Class of Asymmetric Volatility Models
Christian Dahl
and
Emma M. Iglesias
affiliation not provided to SSRN
and
Michigan State University
Date Posted: July 04, 200832 downloads
The Predictive Power of Interest Rate Volatility on Economic Sentiment: Evidence for Germany and the U.K.
Eliseo Navarro Arribas
Date Posted: July 04, 2008124 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
The Influence of Polish Monetary Policy Council Members' Verbal Comments on the Yield Curve. The Analysis of the Semi-Strong Form Informational Efficiency of FRA and IRS Markets Bank i Kredyt, No. 2/2008, pp. 43-59, 2008
Tomasz Wlodarczyk
affiliation not provided to SSRN
Date Posted: July 01, 200884 downloads
A Dynamic Model for the Forward Curve The Review of Financial Studies, Vol. 21, Issue 1, pp. 265-310, 2008
Choong Tze Chua
,
Dean P. Foster and
Krishna Ramaswamy
Date Posted: June 26, 2008
Is Nonlinear Drift Implied by the Short End of the Term Structure? The Review of Financial Studies, Vol. 21, Issue 1, pp. 311-346, 2008
Hideyuki Takamizawa
Date Posted: June 26, 2008
Relative Wealth Concerns and Financial Bubbles The Review of Financial Studies, Vol. 21, No. 1, pp. 19-50, 2008
Peter M. DeMarzo
and
Ron Kaniel
Date Posted: June 26, 2008
In Search of a Theory of Debt Management CEPR Discussion Paper No. DP6859
Elisa Faraglia ,
Albert Marcet and
Andrew Scott
Date Posted: June 17, 20084 downloads
The Procyclical Effects of Basel II CEPR Discussion Paper No. DP6862
Rafael Repullo and
Javier Suarez
Date Posted: June 17, 200825 downloads
Monetary Policy in the UK Cambridge Journal of Economics, Vol. 31, Issue 6, pp. 863-884, 2007
Alvaro Angeriz
and
Philip Arestis
Date Posted: June 16, 2008
Liquidity Shocks in the Eurosystem Interbank Market Helsinki Center of Economic Research, Discussion Paper
Michal Kempa
Date Posted: June 12, 200869 downloads
Learning, Endogenous Indexation and Disinflation in the New-Keynesian Model CEPR Discussion Paper No. DP6749
Volker Wieland
Date Posted: June 10, 20085 downloads
Does Competition Reduce the Risk of Bank Failure? CEPR Discussion Paper No. DP6669
David Martinez-Miera and
Rafael Repullo
Date Posted: June 09, 20087 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
Signal or Noise? Implications of the Term Premium for Recession Forecasting Federal Reserve Bank of New York - Economic Policy Review, Vol. 14, No. 1, July 2008
Joshua V. Rosenberg and
Samuel Maurer
Date Posted: June 06, 2008Last Revised: July 31, 2008146 downloads
Does Business Cycle Risk Account for Systematic Returns from Currency Positioning? The International Perspective
Roberto A. De Santis and
Fabio Fornari
Date Posted: June 05, 200898 downloads
Fiscal Insurance and Debt Management in OECD Economies CEPR Discussion Paper No. DP6539
Elisa Faraglia ,
Albert Marcet
and
Andrew Scott
Date Posted: June 05, 20082 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
Should the Euro Area Be Run as a Closed Economy? CEPR Discussion Paper No. DP6654
Carlo A. Favero and
Francesco Giavazzi
Date Posted: June 05, 20084 downloads
Learning, Endogenous Indexation and Disinflation in the New-Keynesian Model CFS Working Paper No. 2008/17
Volker Wieland
Date Posted: June 03, 2008
Liquidity Crisis in the Interbank Market
Michal Kempa
Date Posted: June 03, 2008Last Revised: June 04, 2008379 downloads
Dynamic Risk Profile of the U.S. Term Structure International Research Journal of Finance and Economics, Vol 1, No. 5, pages 19-47, September 2006
Cornelis A. Los and
Sutthisit Jamdee
Date Posted: June 02, 2008
The CARMA Interest Rate Model
Arne Andresen
,
Fred Espen Benth
,
Steen Koekebakker
and
Valeriy Zakamulin
Date Posted: May 30, 2008Last Revised: February 01, 2013292 downloads
The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value CEPR Discussion Paper No. DP6445
Pasquale Della Corte ,
Lucio Sarno and
Daniel L. Thornton
Date Posted: May 30, 20083 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
Zero Bound, Option-Implied PDFs, and Term Structure Models
Date Posted: May 28, 2008Last Revised: May 31, 2009137 downloads
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