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489,370
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398,250
Authors:
228,711
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69,655
Paper Downloads:
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66,729,620
Last 12 months:
11,224,008
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239,806
Total References:
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230,167
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5,733,423
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78,859
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SSRN eLibrary Search Results
JEL Code: E43
345,254 Total downloads
Showing Papers 901 - 950 of 1,881
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Futures Contract Rates as Monetary Policy Forecasts
ECB Working Paper No. 979
Giuseppe Ferrero
and
Andrea Nobili
Bank of Italy
and
Bank of Italy
Date Posted: December 23, 2008
Working Paper Series
72 downloads
Modelling Long Maturity Forward Rates with Overshooting
Andrew P. Carverhill
University of Hong Kong - School of Business
Date Posted: March 05, 2008
Working Paper Series
72 downloads
The Predictive Power of the Yield Curve Across Countries and Time
La Follette School of Public Affairs Working Paper No. 2010-002
Kavan Kucko
and
Menzie David Chinn
Federal Reserve Board
and
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Date Posted: January 14, 2010
Working Paper Series
72 downloads
TOP Tax System – A New Taxation System
Vijaya Krushna Varma
Independent
Date Posted: April 11, 2011
Last Revised: July 31, 2012
Working Paper Series
72 downloads
A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention
IMF Working Paper No. 02/29
Michael Kumhof
and
Stijn Van Nieuwerburgh
International Monetary Fund (IMF)
and
New York University Stern School of Business, Department of Finance
Date Posted: January 29, 2006
Working Paper Series
71 downloads
Is the Long-Term Interest Rate a Policy Victim, a Policy Variable or a Policy Lodestar?
BIS Working Paper No. 367
Philip Turner
Bank for International Settlements (BIS)
Date Posted: December 23, 2011
Accepted Paper Series
71 downloads
Liquidity Shocks in the Eurosystem Interbank Market
Helsinki Center of Economic Research, Discussion Paper
Michal Kempa
Swedish School of Economics and Business Administration
Date Posted: June 12, 2008
Working Paper Series
71 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
71 downloads
Testing for Parameter Stability in Dynamic Models Across Frequencies
CEIS Working Paper No. 82
Bertrand Candelon and
Gianluca Cubadda
University of Maastricht - Department of Economics
and
University of Rome II - Department of Financial and Quantitative Economics
Date Posted: May 31, 2006
Working Paper Series
71 downloads
The Effect of Political Communication on European Financial Markets During the Sovereign Debt Crisis
University of Heidelberg, Department of Economics, Discussion Paper No. 536
Christian Conrad
and
Klaus Ulrich Zumbach
University of Heidelberg - Faculty of Economics and Social Studies
and
University of Heidelberg - Faculty of Economics and Social Studies
Date Posted: December 14, 2012
Working Paper Series
71 downloads
The Liquidity Effect in the Federal Funds Market: Evidence at the Monthly Frequency
Seth B. Carpenter and
Selva Demiralp
Federal Reserve Board - Department of Monetary Affairs
and
Koc University - Department of Economics
Date Posted: October 19, 2006
Working Paper Series
71 downloads
A Perspective on the Symptoms and Causes of the Financial Crisis
Ricardo J. Cabral
Universidade da Madeira
Date Posted: March 14, 2011
Working Paper Series
70 downloads
Modelling and Forecasting Short-Term Interest Rate Volatility: A Semiparametric Approach
Ai Jun Hou
and
Sandy Suardi
Business and Economic Department, Southern Denmark University
and
La Trobe University
Date Posted: November 20, 2009
Last Revised: November 25, 2009
Working Paper Series
70 downloads
Recent Estimates of Sovereign Risk Premia for Euro-Area Countries
Bank of Italy Occasional Paper No. 128
Antonio Di Cesare ,
Giuseppe Grande
,
Michele Manna and
Marco Taboga
Bank of Italy
,
Banca d'Italia
,
Bank of Italy
and
Bank of Italy
Date Posted: October 10, 2012
Working Paper Series
70 downloads
The Economic Determinants of the Brazilian Nominal Term Structure of Interest Rates
Applied Economics, Vol. 42, No. 1, pp.1-10, January 2010, Colorado College Working Paper 2006-06
Denisard C. O. Alves Sr.
and
Rodrigo Sekkel
University of Sao Paulo (USP)
and
Johns Hopkins University - Department of Economics
Date Posted: November 07, 2006
Last Revised: October 19, 2010
Working Paper Series
70 downloads
The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution
IMF Working Paper No. 00/194
Woon Gyu Choi
International Monetary Fund (IMF)
Date Posted: February 06, 2006
Working Paper Series
70 downloads
The Three Sources of Risk Premia in Ukrainian Inter-Bank Markets
Patrick J. Conway
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Date Posted: February 24, 2006
Working Paper Series
70 downloads
Arbitrage-Free Valuation of Interest Rate Securities under Forward Curves with Stochastic Speed & Acceleration
Journal of Economic Theory, Vol. 137, pp. 432-459, 2007
Gurupdesh S. Pandher
University of British Columbia - Faculty of Management
Date Posted: October 13, 2007
Last Revised: March 28, 2011
Accepted Paper Series
69 downloads
On the Economic Value of Modeling Fat Tails: Measuring the Impact on Equilibrium Risk Premiums
Prasad V. Bidarkota
Florida International University (FIU) - Department of Economics
Date Posted: November 28, 2003
Working Paper Series
69 downloads
The Announcement Effect: Evidence from Open Market Desk Data
Economic Policy Review, Vol. 8, No. 1, May 2002
Selva Demiralp and
Oscar Jorda
Koc University - Department of Economics
and
University of California, Davis - Department of Economics
Date Posted: September 20, 2005
Accepted Paper Series
69 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
Bank of England - Monetary Analysis
,
Bank of England
and
Bank of England - Monetary Analysis
Date Posted: December 23, 2008
Working Paper Series
69 downloads
Yield Curve in an Estimated Nonlinear Macro Model
FRB of Kansas City Paper No. RWP 09-05
Taeyoung Doh
Federal Reserve Bank of Kansas City
Date Posted: February 26, 2009
Last Revised: March 05, 2013
Working Paper Series
69 downloads
A Tractable Multi-Factor Dynamic Term-Structure Model for Risk Management
Michael Henseler
,
Christoph Peters
and
Roland C. Seydel
German Finance Agency
,
German Finance Agency
and
German Finance Agency
Date Posted: March 02, 2013
Working Paper Series
68 downloads
Continuous-Time Model of Business Fluctuations and Optimal Behavior of an Interest Rate
MX-AK 98-001
Alexei Krouglov
Independent Researcher
Date Posted: July 28, 1998
Working Paper Series
68 downloads
Long-Run Consumption Risk and the Real Yield Curve
Shu Wu
The University of Kansas - Department of Economics
Date Posted: May 07, 2008
Last Revised: November 24, 2008
Working Paper Series
68 downloads
Model Misspecification, the Equilibrium Natural Interest Rate and the Equity Premium
ECB Working Paper No. 808
Oreste Tristani
European Central Bank (ECB)
Date Posted: September 19, 2007
Working Paper Series
68 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
68 downloads
The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia
Prasad V. Bidarkota and
Brice V. Dupoyet
Florida International University (FIU) - Department of Economics
and
Florida International University - College of Business Administration - Finance
Date Posted: December 07, 2004
Working Paper Series
68 downloads
Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks
Andreas Dechert
University of Würzburg - Institute of Economics and Social Sciences
Date Posted: September 04, 2012
Working Paper Series
68 downloads
What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity?
C. H. Hui and
Lillie Lam
Hong Kong Monetary Authority - Research Department
and
Bank for International Settlements (BIS)
Date Posted: September 29, 2008
Working Paper Series
68 downloads
Asset Pricing with Incomplete Information under Stable Shocks
Prasad V. Bidarkota ,
Brice V. Dupoyet and
J. Huston Mcculloch
Florida International University (FIU) - Department of Economics
,
Florida International University - College of Business Administration - Finance
and
Ohio State University
Date Posted: November 08, 2005
Working Paper Series
67 downloads
Cross-Country Differences in Monetary Policy Execution and Money Market Rates' Volatility
Staff Report No. 175, October 2003
Leonardo Bartolini and
Alessandro Prati
Deceased
and
International Monetary Fund (IMF) - Research Department
Date Posted: March 22, 2006
Working Paper Series
67 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
Emerging Market Local Currency Bonds: Diversification and Stability
BIS Working Paper No. 391
Ken Miyajima
,
Madhusudan S. Mohanty and
Tracy Chan
Bank for International Settlements (BIS) - Monetary and Economic Department
,
Bank for International Settlements (BIS) - Monetary and Economic Department
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: January 05, 2013
Last Revised: January 22, 2013
Accepted Paper Series
67 downloads
Equilibrium Growth, Inflation, and Bond Yields
Howard Kung
University of British Columbia
Date Posted: March 01, 2012
Last Revised: June 04, 2012
Working Paper Series
67 downloads
Exchange Rates under Robustness: An Account of the Forward Premium Puzzle
Ming Li and
Aaron Tornell
SFSU, Finance
and
University of California, Los Angeles (UCLA) - Department of Economics
Date Posted: November 16, 2008
Working Paper Series
67 downloads
Taking Personalities Out of Monetary Policy Decision Making? Interactions, Heterogeneity and Committee Decisions in the Bank of England's MPC
CDMA Working Paper No. 0612
Arnab Bhattacharjee
and
Sean Holly
University of Saint Andrews - School of Economics & Management
and
University of Cambridge - Department of Applied Economics
Date Posted: December 14, 2006
Working Paper Series
67 downloads
Target Zone Policy - A 20th Century Perspective
Rupert Macey-Dare
St. Cross College, Oxford
Date Posted: July 21, 2007
Last Revised: January 31, 2011
Working Paper Series
67 downloads
The Long Horizon Behavior of Asset Prices in Heterogeneous Economies
Semyon Malamud
and
Eugene Trubowitz
Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
and
Swiss Federal Institute of Technology Zurich
Date Posted: December 26, 2006
Working Paper Series
67 downloads
What is Unorthodox Monetary Policy?
Georg Erber
German Institute for Economic Research (DIW Berlin) - Competition and Consumers
Date Posted: September 01, 2012
Working Paper Series
67 downloads
Asymmetric Interest Rate Pass-Through from Monetary Policy: The Role of Bank Regulation
Sebastian Roelands
University of Notre Dame
Date Posted: September 15, 2012
Working Paper Series
66 downloads
Currency Crashes and Bond Yields in Industrial Countries
FRB International Finance Discussion Paper No. 837
Joseph Gagnon
Peterson Institute
Date Posted: August 24, 2005
Working Paper Series
66 downloads
Equal Size, Equal Role? Interest Rate Interdependence Between the Euro Area and the United States
FRB International Finance Discussion Paper No. 800
Michael Ehrmann and
Marcel Fratzscher
European Central Bank (ECB)
and
DIW Berlin
Date Posted: May 29, 2004
Working Paper Series
66 downloads
Evidence of Macroeconomic Shocks on the European Central Bank Policy Reaction Function and the European Term Structure of Interest Rates
Vicente Jakas
Deutsche Bank AG, Finance CB&S Analytics and Saarland University
Date Posted: March 31, 2009
Working Paper Series
66 downloads
Fiscal Positions and Government Bond Yields in OECD Countries
FRB International Finance Discussion Paper No. 1011
Joseph W. Gruber
and
Steven B. Kamin
Federal Reserve Board - Trade and Quantitative Studies Section
and
U.S. Board of Governors of the Federal Reserve - Division of International Finance (IFDP)
Date Posted: February 28, 2011
Working Paper Series
66 downloads
Monetary Policy in a Non-Representative Agent Economy: A Survey
Michal Brzoza-Brzezina ,
Marcin Kolasa
,
Grzegorz Koloch
,
Krzysztof Makarski
and
Michal Rubaszek
National Bank of Poland
,
National Bank of Poland
,
National Bank of Poland
,
National Bank of Poland
and
National Bank of Poland
Date Posted: September 20, 2011
Working Paper Series
66 downloads
The Impact of the Recent Financial Crisis on Bank Loan Interest Rates and Guarantees
Giorgio Calcagnini ,
Fabio Farabullini and
Germana Giombini
University of Urbino Carlo Bo - Faculty of Economics
,
Bank of Italy
and
University of Urbino "Carlo Bo" - Department of Economics, Society, Politics
Date Posted: February 20, 2012
Working Paper Series
66 downloads
The Inflation Risk Premium: Evidence from the TIPS Market
Midwest Finance Association 2013 Annual Meeting Paper
Olesya V. Grishchenko
and
Jing-Zhi Huang
Federal Reserve Board
and
Pennsylvania State University - University Park - Department of Finance
Date Posted: September 16, 2012
Last Revised: January 23, 2013
Working Paper Series
66 downloads
The Tradeoff between Inflation and the Real Economy: Forward-Looking Behavior and the Inflation Premium
Erika Gulyas
and
Richard Startz
University of Washington
and
UCSB
Date Posted: November 14, 2005
Working Paper Series
66 downloads
The Use of the Eurosystem's Monetary Policy Instruments and Operational Framework since 2009
ECB Occasional Paper No. 135
Fabian Eser
,
Marta Carmona Amaro
,
Stefano Iacobelli
and
Marc Rubens
European Central Bank (ECB)
,
Bank of Spain
,
Bank of Italy
and
National Bank of Belgium
Date Posted: August 29, 2012
Working Paper Series
66 downloads
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