Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
484,961
Full Text Papers:
394,289
Authors:
227,018
Papers Received in Last 12 months:
69,054
Paper Downloads:
To date:
66,050,196
Last 12 months:
11,186,953
Last 30 days:
1,033,315
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
342,064 Total downloads
Showing Papers 951 - 1,000 of 1,870
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
'Inflation Targeting Lite' in Small Open Economies: The Case of Mauritius IMF Working Paper No. 05/172
Nathan Porter and
James Y. Yao
Date Posted: March 03, 2006127 downloads
'Interest Rates as Options': Assessing the Markets' View of the Liquidity Trap FEDS Working Paper No. 2003-45
Antulio N. Bomfim
affiliation not provided to SSRN
Date Posted: October 09, 2003143 downloads
'Maximal' Convenience Yield Model Implied by Commodity Futures EFA 2002 Berlin Meetings Presented Paper; Carnegie Mellon University Working Paper
Jaime Casassus and
Pierre Collin-Dufresne
Date Posted: February 27, 20021408 downloads
'Peso Problem' Explanations for Term Structure Anomalies Research Paper No. 1445, FRB Chicago Working Paper No. 1997-07
Geert Bekaert ,
Robert J. Hodrick and
David A. Marshall
Date Posted: August 10, 1998
'Real' Assets Columbia Business School Research Paper No. 12-60
Andrew Ang
Date Posted: October 13, 20121090 downloads
'Soft Landing' in the ERM2: Lessons from Slovenia
Velimir Anton Bole
and
Dusan Mramor
Date Posted: August 16, 200564 downloads
'True' Stochastic Volatility and a Generalized Class of Affine Models
Pierre Collin-Dufresne and
Robert S. Goldstein
Date Posted: June 13, 2000520 downloads
(How) do the ECB and the Fed React to Financial Market Uncertainty? The Taylor Rule in Times of Crisis Ruhr Economic Paper No. 166, DIW Berlin Discussion Paper No. 972
Ansgar Hubertus Belke and
Jens Klose
Date Posted: April 24, 2010Last Revised: May 08, 2010220 downloads
(Un)Naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate ECB Working Paper No. 794
Marco Jacopo Lombardi
and
Silvia Sgherri
Date Posted: August 17, 200751 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
A Bivariate Generalized Autoregressive Conditional Heteroscedasticity-in-Mean Study of the Relationship between Return Variability and Trading Volume in International Futures Markets
Michael Jacobs Jr. and
Joseph I. Onochie
Date Posted: June 25, 2007159 downloads
A Closer Look at the Sensitivity Puzzle: The Sensitivity of Expected Future Short Rates and Term Premia to Macroeconomic News FEDS Working Paper No. 2007-06
Meredith J. Beechey
Date Posted: April 25, 200757 downloads
A Comparison of Fixed Income Valuation Models: Pricing and Econometric Analysis of Interest Rate Derivatives
Michael Jacobs Jr.
Date Posted: June 25, 2007621 downloads
A Comprehensive Model on the Euro Overnight Rate ECB Working Paper No. 207
Flemming Reinhardt Würtz
Date Posted: February 06, 2003143 downloads
A Consumable Money. An Elementary Discussion of Commodity Money, Fiat Money and Credit: Part 1 Cowles Foundation Discussion Paper No. 1455
Thomas Quint
and
Martin Shubik
Date Posted: April 20, 2004123 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
A Control Variate Method For Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps Quantitative Finance Research Centre Research Paper Number No. 167
Carl Chiarella
,
Christina Nikitipoulos Sklibosios and
Erik Schlogl
Date Posted: May 02, 2006153 downloads
A Correction Note On The First Passage Time Of An Ornstein-Uhlenbeck Process To A Boundary Finance and Stochastics, Vol. 4, Iss. 1
Boris Leblanc ,
O. Scaillet and
Olivier Renault
Date Posted: January 15, 2000
A Daily View of Yield Spreads and Short-Term Interest Rate Movements J. OF MONEY, CREDIT, AND BANKING, Vol. 28 No. 1, February 1996
William Roberds ,
David E. Runkle and
Charles H. Whiteman
Date Posted: April 28, 1998
A Defence of the Expectations Theory as a Model of US Long Term Interest Rates BIS Working Paper No. 85
Gregory D. Sutton
Date Posted: March 07, 2000171 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
A DSGE Model with Endogenous Term Structure Quaderni DSE Working Paper No. 830
Matteo Falagiarda
and
Massimiliano Marzo
Date Posted: June 05, 201295 downloads
A Dynamic Factor Analysis of the Response of U. S. Interest Rates to News Federal Reserve Bank of Saint Louis Working Paper No. 2004-013A
Marco Lippi and
Daniel L. Thornton
Date Posted: March 12, 200560 downloads
A Dynamic Inflation Hedging Trading Strategy Using a CPPI Journal of Finance & Risk Perspectives, Volume 1 (2) 2012, 12th ACRN International Research Conference Proceeding 2012, Steyr, European Business Research Conference Proceedings 2012, Rome
, 7th Annual Risk Management Conference Paper - Singapore 2013
Nicolas Fulli-Lemaire
Date Posted: January 03, 2012Last Revised: May 24, 2013255 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
A European History Lesson for Today’s Central Bankers International Journal of Central Banking (prepared for the 4th Financial Stability Conference)
Hanno N. Lustig
Date Posted: February 01, 201329 downloads
A Failure in the Measurement of Inflation: Results From a Hedonic and Matched Experiment Using Scanner Data ECB Working Paper No. 144
Mick Silver and
Saeed Heravi
Date Posted: January 20, 200382 downloads
A Federal Funds Rate Equation
Yash P. Mehra
Date Posted: April 28, 1998
A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention IMF Working Paper No. 02/29
Michael Kumhof
and
Stijn Van Nieuwerburgh
Date Posted: January 29, 200671 downloads
A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates Economics Bulletin, Forthcoming
Jean-Michel Sahut
and
Mehdi Mili
Date Posted: February 07, 20111093 downloads
A Flexible Prior Distribution for Markov Switching Autoregressions With Student-T Errors Journal of Econometrics, Vol. 133, pp. 153-190, 2006
Philippe J. Deschamps
Date Posted: May 08, 2006
A Forward-Looking Model of the Term Structure of Interest Rates
Albert Lee Chun
Date Posted: March 20, 2012Last Revised: May 23, 201322 downloads
A Fresh View on the Ho-Lee Model of the Term Structure from a Stochastic Discounting Perspective OR Spektrum, Vol. 21, Issue 1-2
Jochen Wilhelm
Date Posted: March 02, 1999
A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives EFA 2007 Ljubljana Meetings Paper
Anders B. Trolle and
Eduardo S. Schwartz
Date Posted: March 06, 2007668 downloads
A Generalized Ornstein-Uhlenbeck Process of Yield Rates Calibrated with Strips
Jacques F. Carriere
Date Posted: April 18, 1999554 downloads
A Global Model of International Yield Curves: No-Arbitrage Term Structure Approach Bank of England Working Paper No. 419
Iryna Kaminska
,
Andrew Meldrum
and
James Matthew Smith
Date Posted: April 13, 2011Last Revised: April 22, 201154 downloads
A Guide to Duration, DV01, and Yield Curve Risk Transformations
Thomas Coleman
Date Posted: January 01, 2011Last Revised: January 23, 2011670 downloads
A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives
Duy Minh Dang ,
Christina Christara
and
Kenneth R. Jackson
Date Posted: March 23, 2013Last Revised: April 28, 201336 downloads
A Joint Econometric Model of Macroeconomic and Term Structure Dynamics ECB Working Paper No. 405; AFA 2005 Philadelphia Meetings Paper
Peter Hördahl ,
Oreste Tristani
and
David Vestin
Date Posted: December 13, 2004275 downloads
A Jump-Diffusion Yield-Factor Model of Interest Rates
Renato G. Flores and
Ricardo D. Brito
Date Posted: May 10, 201041 downloads
A Less Effective Monetary Transmission in the Wake of EMU? Evidence from Lending Rates Pass-Through Università degli studi di Modena e Reggio Emilia Working Paper No. 482,
Gianluca Di Lorenzo
and
Giuseppe Marotta
Date Posted: June 17, 200546 downloads
A Long Run Risks Model of Asset Pricing with Fat Tails Review of Finance, Vol. 14, No. 3, pp. 409-449, 2009
Zhiguang Wang
and
Prasad V. Bidarkota
Date Posted: July 10, 2011
A Macro Finance Term Structure Model with Stochastic Volatility
Linlin Niu
Date Posted: June 17, 201060 downloads
A Macro-Finance Approach to Exchange Rate Determination
Yu-Chin Chen and
Kwok Ping Tsang
Date Posted: May 28, 2010202 downloads
A Macro-Finance Approach to Exchange Rate Determination HKIMR Working Paper No.01/2011
Yu-Chin Chen and
Kwok Ping Tsang
Date Posted: January 30, 201188 downloads
A Macroeconomic Foundation for the Equilibrium Term Structure of Interest Rates
Howard Kung
Date Posted: April 25, 201313 downloads
A Market Based Approach to Inflation Expectations, Risk Premia and Real Interest Rates Banco de España Working Paper No. 0802,
Ricardo Gimeno
and
J. Manuel Marqués
Date Posted: March 24, 2008190 downloads
A Market for Intra-day Funds: Does it Have Implications for Monetary Policy? Bank of England Working Paper No. 46
Spencer Dale and
Marco Rossi
Date Posted: April 21, 1998
A Markov Switching Regime Model of the Brazilian Business Cycle
Yves Dumaresq Sobral
Date Posted: March 13, 2007347 downloads
A Markovian Defaultable Term Structure Model with State Dependent Volatilities
Carl Chiarella
,
Erik Schlogl and
Christina Nikitipoulos Sklibosios
Date Posted: October 07, 2004136 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
5.454 seconds
