SSRN Monetary Economics: Central Banks - Policies & Impacts eJournal

1.

The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds

Number of pages: 21 Posted: 31 Mar 2016

Working Paper Series

Pablo Azar and Andrew W. Lo

Massachusetts Institute of Technology, Sloan School of Management, Students and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 1,908

2.

Life Below Zero: Bank Lending Under Negative Policy Rates

Number of pages: 67 Posted: 05 Jun 2016 Last Revised: 02 May 2017

Working Paper Series

Florian Heider, Farzad Saidi and Glenn Schepens

European Central Bank (ECB), Stockholm School of Economics and European Central Bank

Downloads 1,125

3.

Digital Currencies, Decentralized Ledgers, and the Future of Central Banking

Peter Conti-Brown & Rosa Lastra (eds.), Research Handbook on Central Banking, Edward Elgar Publishing, Spring 2017, Forthcoming

Number of pages: 19 Posted: 04 May 2016

Accepted Paper Series

Max Raskin and David Yermack

New York University School of Law and New York University (NYU) - Stern School of Business

There are 2 versions of this paper

Downloads 1,055

4.

What's Hot in Finance (2011-2015)?

Number of pages: 91 Posted: 04 Mar 2016 Last Revised: 07 Mar 2016

Working Paper Series

Utpal Bhattacharya, Ailin Dong, Frank Weikai Li, Fangyuan Ma and Beichen Wang

Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, Hong Kong University of Science & Technology (HKUST) - Department of Finance, Singapore Management University - Lee Kong Chian School of Business, Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology (HKUST)

Downloads 913

5.

Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices.

Number of pages: 50 Posted: 09 Sep 2016

Working Paper Series

Ralph S. J. Koijen, Francois Koulischer, Benoît Nguyen and Motohiro Yogo

New York University (NYU) - Department of Finance, Banque centrale du Luxembourg, Banque de France and Princeton University - Department of Economics

Downloads 625

6.

Whatever It Takes: The Real Effects of Unconventional Monetary Policy

Number of pages: 79 Posted: 02 Mar 2016 Last Revised: 09 May 2017

Working Paper Series

Viral V. Acharya, Tim Eisert, Christian Eufinger and Christian W. Hirsch

New York University - Leonard N. Stern School of Business, Erasmus University Rotterdam (EUR), IESE Business School and University of Frankfurt

There are 3 versions of this paper

Downloads 612

7.

Segmented Money Markets and Covered Interest Parity Arbitrage

Number of pages: 78 Posted: 05 Dec 2016 Last Revised: 08 May 2017

Working Paper Series

Dagfinn Rime, Andreas Schrimpf and Olav Syrstad

BI Norwegian Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and Norges Bank

There are 2 versions of this paper

Downloads 506

8.

Challenges for Central Banks’ Macro Models

Riksbank Research Paper Series No. 147, Sveriges Riksbank Working Paper Series No. 323

Number of pages: 88 Posted: 23 May 2016

Working Paper Series

Jesper Lindé, Frank Smets and Rafael Wouters

Sveriges Riksbank - Research Division, European Central Bank (ECB) and National Bank of Belgium

Downloads 444

9.

The Reader's Guide to Optimal Monetary Policy

Number of pages: 31 Posted: 20 Jun 2017 Last Revised: 26 Jun 2017

Working Paper Series

Anthony M. Diercks

Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis

Downloads 411

10.

Low Interest Rates and Risk Taking: Evidence from Individual Investment Decisions

Number of pages: 48 Posted: 14 Jul 2016 Last Revised: 19 Jul 2017

Working Paper Series

Chen Lian, Yueran Ma and Carmen Wang

Massachusetts Institute of Technology (MIT), Harvard University and Harvard University - Department of Economics

Downloads 368

11.

Monetary Stimulus and Bank Lending

Finance Down Under 2017 Building on the Best from the Cellars of Finance

Number of pages: 62 Posted: 21 Feb 2016 Last Revised: 18 Jun 2017

Working Paper Series

Indraneel Chakraborty, Itay Goldstein and Andrew MacKinlay

University of Miami, University of Pennsylvania - The Wharton School - Finance Department and Virginia Tech

Downloads 363

12.

Did Quantitative Easing Only Inflate Stock Prices? Macroeconomic Evidence from the US and UK

Number of pages: 33 Posted: 14 Sep 2016

Working Paper Series

Mirco Balatti, Chris Brooks, Michael P. Clements and Konstantina Kappou

Henley Business School - ICMA Centre, University of Reading - ICMA Centre, University of Reading - Henley Business School and University of Reading - ICMA Centre

Downloads 337

13.

Cryptocurrencies from an Austrian Perspective

Number of pages: 69 Posted: 12 Apr 2017 Last Revised: 19 May 2017

Working Paper Series

Alistair Milne

Loughborough University - School of Business and Economics

Downloads 326

14.

Lender of Last Resort versus Buyer of Last Resort – Evidence from the European Sovereign Debt Crisis

ZEW - Centre for European Economic Research Discussion Paper No. 16-019

Number of pages: 66 Posted: 12 Apr 2016 Last Revised: 12 Apr 2017

Working Paper Series

Viral V. Acharya, Diane Pierret and Sascha Steffen

New York University - Leonard N. Stern School of Business, HEC - University of Lausanne and Frankfurt School of Finance & Management

Downloads 318

15.

Bitcoin and Cryptocurrencies - Not for the Faint-Hearted

Advanced Risk & Portfolio Management Paper

Number of pages: 31 Posted: 17 Nov 2016 Last Revised: 10 Apr 2017

Accepted Paper Series

Joerg Osterrieder, Julian Lorenz and Martin Strika

Zurich University of Applied Sciences, Independent and Zurich University of Applied Sciences

Downloads 306

16.

Deposit Insurance: Theories and Facts

Columbia Business School Research Paper No. 16-35

Number of pages: 44 Posted: 28 Apr 2016

Working Paper Series

Charles W. Calomiris and Matthew Jaremski

Columbia University - Columbia Business School and Colgate University

There are 3 versions of this paper

Downloads 295

17.

Demonetization and Its Overall Impact

Number of pages: 8 Posted: 27 Mar 2017

Working Paper Series

Dinesh Kumar Gupta

Ph.D., Haryana School of Business, GJU S & T, HISAR

Downloads 273

18.

History of Demonetisation - Case Studies

Chronicle of Neville Wadia Institute of Management Studies and Research, Forthcoming

Number of pages: 13 Posted: 05 Jul 2017

Accepted Paper Series

Ameya Patil

Independent

Downloads 262

19.

Monetary Policy Uncertainty and Bond Risk Premium

Number of pages: 41 Posted: 29 Aug 2016 Last Revised: 17 Jan 2017

Working Paper Series

Fuwei Jiang and Guoshi Tong

Central University of Finance and Economics (CUFE) - School of Finance and Renmin University

Downloads 250

20.

Household Debt and Monetary Policy: Revealing the Cash-Flow Channel

Swedish House of Finance Research Paper No. 16-8

Number of pages: 45 Posted: 16 Mar 2016 Last Revised: 17 Nov 2016

Working Paper Series

Martin Flodén, Matilda Kilström, Josef Sigurdsson and Roine Vestman

Sveriges Riksbank, Stockholm University - Institute for International Economic Studies (IIES), IIES, Stockholm University and Stockholm University - Department of Economics

Downloads 246

21.

Central Bank Communication and the Yield Curve

Number of pages: 57 Posted: 22 Nov 2016 Last Revised: 07 Jun 2017

Working Paper Series

Matteo Leombroni, Andrea Vedolin, Gyuri Venter and Paul Whelan

Stanford University, Boston University - Department of Finance & Economics, Copenhagen Business School and Copenhagen Business School

Downloads 240

22.

The Macroeconomics of Central Bank Issued Digital Currencies

Bank of England Working Paper No. 605

Number of pages: 92 Posted: 18 Jul 2016

Working Paper Series

John Barrdear and Michael Kumhof

Bank of England and International Monetary Fund (IMF)

Downloads 231

23.

The Future of Shadow Banking in China

Columbia Business School Research Paper No. 16-33

Number of pages: 12 Posted: 27 Apr 2016

Working Paper Series

Wei Jiang

Columbia Business School - Finance and Economics

Downloads 230

24.

Show Me the Money: The Monetary Policy Risk Premium

Number of pages: 69 Posted: 27 Mar 2016 Last Revised: 23 Nov 2016

Working Paper Series

Ali K. Ozdagli and Mihail Velikov

Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Richmond

There are 2 versions of this paper

Downloads 227

25.

Central Bank Policies and the Debt Trap

MIT Sloan Research Paper No. 5187-17

Number of pages: 26 Posted: 07 Feb 2017

Working Paper Series

Athanasios Orphanides

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 226

26.

Market Volatility and Stock Returns: The Role of Liquidity Providers

Number of pages: 58 Posted: 04 Apr 2017

Working Paper Series

Kee H. Chung and Chairat Chuwonganant

State University of New York at Buffalo - School of Management and Kansas State University - Department of Finance

Downloads 226

27.

Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences

Melbourne Business School, 2016 Financial Institutions, Regulation & Corporate Governance (FIRCG) Conference, 2016 Financial Markets and Corporate Governance

Number of pages: 52 Posted: 03 Dec 2015 Last Revised: 07 Aug 2017

Working Paper Series

Oliver Boguth, Vincent Gregoire and Charles Martineau

Arizona State University (ASU) - Finance Department, University of Melbourne - Department of Finance and University of Toronto

Downloads 210

28.

Universal Banking and Basel III in Ghana

Australian Journal of Commerce Study, 2015

Number of pages: 7 Posted: 04 Mar 2015

Accepted Paper Series

John M. Kwaku Mensah and Isaac Kwadwo Obeng

University of Professional Studies, Accra (UPSA) and University of Professional Studies

Downloads 200

29.

A Theory of Foreign Exchange Interventions

MIT Department of Economics Graduate Student Research Paper No. 16-02

Number of pages: 58 Posted: 03 Oct 2016

Working Paper Series

Sebastian Fanelli and Ludwig Straub

Massachusetts Institute of Technology (MIT), Department of Economics, Students and Massachusetts Institute of Technology (MIT), Department of Economics, Students

Downloads 199

30.

(Why) Do Central Banks Care about Their Profits?

Number of pages: 61 Posted: 05 Jun 2017

Working Paper Series

Igor Goncharov, Vasso Ioannidou and Martin C. Schmalz

Lancaster University - Department of Accounting and Finance, Lancaster University - Management School and University of Michigan, Stephen M. Ross School of Business

There are 2 versions of this paper

Downloads 198

31.

Fundamentals of Bank Supervision and the Lender of Last Resort in the Post-2008 Era: A Critical Appraisal and Forward Looking Recommendations

Journal of Law, Accounting, and Finance, 2017, Centre for Banking & Finance Law, Faculty of Law, National University of Singapore, 2016, Edinburgh School of Law Research Paper No. 2016/24

Number of pages: 53 Posted: 05 Sep 2016 Last Revised: 20 Nov 2016

Accepted Paper Series

Emilios Avgouleas

University of Edinburgh - School of Law

Downloads 196

32.

Do Risk Disclosures Matter When it Counts? Evidence from the Swiss Franc Shock

Number of pages: 72 Posted: 25 Mar 2017

Working Paper Series

Luzi Hail, Maximilian Muhn and David Oesch

University of Pennsylvania - The Wharton School, Humboldt University of Berlin and University of Zurich

Downloads 195

33.

Turnover Liquidity and the Transmission of Monetary Policy

Sloan Foundation Economics Research Paper Forthcoming

Number of pages: 102 Posted: 02 May 2016 Last Revised: 06 Feb 2017

Accepted Paper Series

Ricardo Lagos and Shengxing Zhang

New York University (NYU) - Department of Economics and London School of Economics (LSE) - Department of Economics

Downloads 195

34.

Macroeconomic Models for Monetary Policy: A Critical Review from a Finance Perspective

Number of pages: 174 Posted: 17 Jan 2017

Working Paper Series

Winston Wei Dou, Andrew W. Lo, Ameya Muley and Harald Uhlig

The Wharton School, University of Pennsylvania, Massachusetts Institute of Technology (MIT) - Sloan School of Management, MIT and University of Chicago - Department of Economics

Downloads 194

35.

The Effect of Quantitative Easing on Lending Conditions

Number of pages: 47 Posted: 19 Mar 2016 Last Revised: 29 Jun 2016

Working Paper Series

Laura Blattner, Maria Luísa Alcoforado Farinha and Gil Nogueira

Harvard University, Bank of Portugal and Bank of Portugal - Research Department

Downloads 190

36.

The Mortgage Credit Channel of Macroeconomic Transmission

MIT Sloan Research Paper No. 5184-16

Number of pages: 51 Posted: 21 Feb 2016 Last Revised: 28 Feb 2017

Working Paper Series

Daniel L. Greenwald

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 188

37.

The Impact of Conventional and Unconventional Monetary Policy on Expectations and Sentiment

Number of pages: 54 Posted: 07 Jul 2016 Last Revised: 05 May 2017

Working Paper Series

Emilios C. Galariotis, Panagiota K. Makrichoriti and Spyros I. Spyrou

Audencia Business School , Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance

Downloads 182

38.

Limits on State-Funded Bailouts in the EU Bank Resolution Regime

European Banking Institute Working Paper Series 2017 - no.2

Number of pages: 21 Posted: 06 Feb 2017

Working Paper Series

Christos Hadjiemmanuil

London School of Economics & Political Science (LSE)

Downloads 177

39.

Monetary Policy Uncertainty and the Market Reaction to Macroeconomic News: Evidence from the Taper Tantrum

Number of pages: 42 Posted: 07 May 2016

Working Paper Series

Alexander Kurov and Raluca Stan

West Virginia University - College of Business & Economics and West Virginia University - College of Business & Economics

Downloads 176

40.

Bank Capital Regulations Around the World: What Explains the Differences?

FEDS Working Paper No. 2016-057

Number of pages: 41 Posted: 19 Jul 2016

Working Paper Series

Gazi Kara

Board of Governors of the Federal Reserve System

Downloads 172

41.

Collateral, Central Bank Repos, and Systemic Arbitrage

Swiss Finance Institute Research Paper No. 16-66

Number of pages: 58 Posted: 18 Nov 2016

Working Paper Series

Falko Fecht, Kjell G. Nyborg, Jörg Rocholl and Jiri Woschitz

Frankfurt School of Finance & Management, University of Zurich - Department of Banking and Finance, ESMT European School of Management and Technology and University of Zurich

There are 2 versions of this paper

Downloads 169

42.

Monetary Policy Implementation and Financial Stability: Evidence from the Overnight Reverse Repurchase Facility

29th Australasian Finance and Banking Conference 2016

Number of pages: 57 Posted: 07 Jul 2016 Last Revised: 26 Apr 2017

Working Paper Series

Alyssa G. Anderson and John Kandrac

Board of Governors of the Federal Reserve System (FRB) and Board of Governors of the Federal Reserve System

There are 2 versions of this paper

Downloads 166

43.

Stock Market Responses to Bank Restructuring Policies during the East Asian Crisis

World Bank Policy Research Working Paper No. 2571

Number of pages: 45 Posted: 20 Apr 2016

Working Paper Series

Daniela Klingebiel and Luc Laeven

World Bank - Policy Unit and European Central Bank (ECB)

Downloads 164

44.

Monetary Policy Under Behavioral Expectations: Theory and Experiment

Tinbergen Institute Discussion Paper 15-087/II, Bank of Lithuania Working Paper 42/2017

Number of pages: 69 Posted: 28 Jul 2015 Last Revised: 06 Apr 2017

Working Paper Series

Cars H. Hommes, Domenico Massaro and Matthias Weber

University of Amsterdam - Amsterdam School of Economics (ASE), Catholic University of Milan and Bank of Lithuania - Center for Excellence in Finance and Economic Research (CEFER)

Downloads 162

45.

Monetary Policy and the Stock Market: Time-Series Evidence

Number of pages: 89 Posted: 10 Nov 2016

Working Paper Series

Andreas Neuhierl and Michael Weber

University of Notre Dame - Department of Finance and University of Chicago - Finance

There are 4 versions of this paper

Downloads 161

46.

Chinese Foreign Exchange Reserves, Policy Choices and the U.S. Economy

FRB St. Louis Working Paper No. 2017-1

Number of pages: 45 Posted: 12 Jan 2017

Working Paper Series

Christopher J. Neely

Federal Reserve Bank of St. Louis - Research Division

There are 2 versions of this paper

Downloads 158

47.

The Bank Sector Performance and Macroeconomics Environment: Empirical Evidence in Togo

International Journal of Economics and Finance, ISSN 1916-971X (Print) ISSN 1916-9728 (Online), Vol 9, No 2 (2017)

Number of pages: 9 Posted: 13 Jan 2017

Accepted Paper Series

Adama Combey and Apélété Togbenou

Central Bank of West African States and Government of Togo - Ministry of Development Planning

Downloads 158

48.

The Role of Reserve Bank of India in Controlling Inflation: Traditional or Beyond Monetary Measures?

Bhirud, Vibha, The Role of Reserve Bank of India in Controlling Inflation: Traditional or Beyond Monetary Measures? (December 3rd, 2014) GNU-FMS International Conference on Accounting, Taxation and Finance

Number of pages: 11 Posted: 12 Aug 2016

Accepted Paper Series

Vibha Bhirud

Independent

Downloads 145

49.

Implementing Dodd-Frank Act Stress Testing

DePaul Business and Commercial Law Journal, Vol. 14, No. 3, pp. 323-356, 2016

Number of pages: 36 Posted: 22 Mar 2016 Last Revised: 12 Mar 2017

Accepted Paper Series

Margaret Ryznar, Frank Sensenbrenner III and Michael Jacobs Jr.

Indiana University Robert H. McKinney School of Law, Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) and Accenture Consulting

Downloads 142

50.

Relief Rallies after FOMC Announcements: How Much Do Investors Care About Uncertainty?

Number of pages: 42 Posted: 16 Jul 2016 Last Revised: 25 Mar 2017

Working Paper Series

Chen Gu and Alexander Kurov

West Virginia University, College of Business & Economics, Department of Finance, Students and West Virginia University - College of Business & Economics

Downloads 142

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