SSRN European Economics: Macroeconomics & Monetary Economics eJournal

1.

Market Risk Premium Used in 82 Countries in 2012: A Survey with 7,192 Answers

IESE Business School Working Paper No. WP-1059-E

Number of pages: 18 Posted: 16 Jun 2012 Last Revised: 22 Mar 2016

Working Paper Series

Pablo Fernandez, Javier Aguirreamalloa and Luis Corres Avendaño

University of Navarra - IESE Business School, IESE Business School and IESE

Downloads 24,719

2.

The Role of Basel II in the Subprime Financial Crisis: Guilty or Not Guilty?

CAREFIN Research Paper No. 3/09

Number of pages: 24 Posted: 21 Jan 2009

Working Paper Series

Francesco Cannata and Mario Quagliariello

Bank of Italy and European Banking Authority

Downloads 7,543

3.

Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Socially Expensive

Max Planck Institute for Research on Collective Goods 2013/23, Rock Center for Corporate Governance at Stanford University Working Paper No. 161, Stanford University Graduate School of Business Research Paper No. 13-7

Number of pages: 77 Posted: 04 Nov 2013 Last Revised: 12 Jan 2016

Working Paper Series

Anat R. Admati, Peter M. DeMarzo, Martin F. Hellwig and Paul C. Pfleiderer

Stanford Graduate School of Business, Stanford Graduate School of Business, Max Planck Institute for Research on Collective Goods and Stanford Graduate School of Business

Downloads 7,121

4.

The Financial Market Impact of Quantitative Easing

Bank of England Working Paper No. 393

Number of pages: 44 Posted: 12 Jul 2010 Last Revised: 15 Jul 2015

Working Paper Series

Michael Joyce, Ana Lasaosa, Ibrahim Stevens and Matthew Tong

Bank of England - Monetary Analysis, Bank of England, Bank of England and Bank of England

Downloads 5,501

5.

Age Distribution, Saving and Consumption in Sweden

Uppsala University Working Paper 1996:22

Number of pages: 19 Posted: 20 Jan 1997

Working Paper Series

Lennart Berg

Uppsala University - Department of Economics

Downloads 5,161

6.

Crisis in the Eurozone and how to Deal with It

CEPS Policy Brief No. 204

Number of pages: 6 Posted: 14 May 2010

Accepted Paper Series

Paul De Grauwe

London School of Economics & Political Science (LSE)

Downloads 4,973

7.

Ejemplos de burbujas: Telepizza y otras 6 empresas (Telepizza and Boston Chicken: Examples of Value Destruction)

Number of pages: 21 Posted: 12 Dec 2006 Last Revised: 28 Mar 2016

Working Paper Series

Pablo Fernandez

University of Navarra - IESE Business School

Downloads 4,725

8.

Greek Debt - The Endgame Scenarios

Number of pages: 27 Posted: 14 Apr 2011 Last Revised: 25 Dec 2014

Working Paper Series

Lee C. Buchheit and G. Mitu Gulati

Cleary Gottlieb Steen & Hamilton LLP - New York Office and Duke University School of Law

Downloads 4,649

9.

Walking Back from Cyprus

Number of pages: 3 Posted: 19 Mar 2013

Working Paper Series

Lee C. Buchheit and G. Mitu Gulati

Cleary Gottlieb Steen & Hamilton LLP - New York Office and Duke University School of Law

Downloads 4,195

10.

Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis

IMF Working Paper No. 11/68

Number of pages: 28 Posted: 05 Apr 2011

Working Paper Series

Rabah Arezki, Bertrand Candelon and Amadou Nicolas Racine Sy

International Monetary Fund (IMF), University of Maastricht - Department of Economics and International Monetary Fund (IMF) - International Capital Markets Department

There are 2 versions of this paper

Downloads 4,072

11.

The Euro Area Sovereign Debt Crisis: Safe Haven, Credit Rating Agencies and the Spread of the Fever from Greece, Ireland and Portugal

ECB Working Paper No. 1419

Number of pages: 61 Posted: 06 Feb 2012

Working Paper Series

Roberto A. De Santis

European Central Bank (ECB) - Directorate General Economics

Downloads 4,029

12.

The Regulatory Response to the Financial Crisis

CESifo Working Paper Series No. 2257

Number of pages: 25 Posted: 25 Mar 2008

Working Paper Series

Charles Goodhart

London School of Economics & Political Science (LSE) - Financial Markets Group

Downloads 3,370

13.

Comparative Politics and the Synthetic Control Method

American Journal of Political Science. 2014, Forthcoming, Formerly MIT Political Science Department Research Paper No. 2011-25

Number of pages: 34 Posted: 28 Oct 2011 Last Revised: 08 Feb 2014

Accepted Paper Series

Alberto Abadie, Alexis Diamond and Jens Hainmueller

Harvard University - Harvard Kennedy School (HKS), Harvard University and Stanford University - Department of Political Science

Downloads 3,112

14.

Bank Specific and Macroeconomic Determinants of Commercial Bank Profitability: Empirical Evidence from Turkey

Business and Economics Research Journal, Vol. 2, No. 2, pp. 139-152, 2011

Number of pages: 14 Posted: 09 May 2011

Accepted Paper Series

Adem Anbar and Deger Alper

Uludag University and Uludag University

Downloads 3,018

15.

Basel III and Responding to the Recent Financial Crisis: Progress Made by the Basel Committee in Relation to the Need for Increased Bank Capital and Increased Quality of Loss Absorbing Capital

Kindle Direct Publishing April 2014

Number of pages: 15 Posted: 22 Sep 2010 Last Revised: 29 Apr 2014

Accepted Paper Series

Marianne Ojo

George Mason University

There are 2 versions of this paper

Downloads 2,880

16.

Financial Advisors: A Case of Babysitters?

Number of pages: 43 Posted: 19 Mar 2009 Last Revised: 14 Jun 2011

Working Paper Series

Andreas Hackethal, Michael Haliassos and Tullio Jappelli

Goethe University Frankfurt - Faculty of Economics and Business Administration, Goethe University Frankfurt - House of Finance and University of Naples Federico II - Department of Economics

There are 4 versions of this paper

Downloads 2,866

17.

The United Kingdom’s Quantitative Easing Policy: Design, Operation and Impact

Bank of England Quarterly Bulletin, 2011

Number of pages: 13 Posted: 26 Sep 2011

Accepted Paper Series

Michael Joyce, Matthew Tong and Robert Woods

Bank of England - Monetary Analysis, Bank of England and Bank of England

Downloads 2,850

18.

Arbitrage-Free Construction of the Swaption Cube

Number of pages: 13 Posted: 22 Jan 2009

Working Paper Series

Simon Johnson and Bereshad Nonas

Commerzbank Corporates & Markets and Commerzbank Corporates & Markets

Downloads 2,771

19.

Can Bitcoin Become a Major Currency?

GMU Working Paper in Economics No. 14-17

Number of pages: 9 Posted: 06 Jun 2014 Last Revised: 21 Jul 2014

Working Paper Series

William J. Luther and Lawrence H. White

Kenyon College and George Mason University - Department of Economics

Downloads 2,725

20.

Does Credit Securitization Reduce Bank Risk? Evidence from the European CDO Market

Number of pages: 21 Posted: 02 Mar 2007

Working Paper Series

Dennis Haensel and Jan Pieter Krahnen

Goethe University Frankfurt - Finance Department and Faculty of Economics and Business Administration

Downloads 2,703

21.

Investment Banks as Insiders and the Market for Corporate Control

EFA 2007 Ljubljana Meetings Paper, AFA 2008 New Orleans Meetings Paper

Number of pages: 48 Posted: 01 Mar 2007 Last Revised: 09 Jun 2008

Working Paper Series

Andriy Bodnaruk, Massimo Massa and Andrei Simonov

University of Illinois at Chicago, INSEAD - Finance and Michigan State University - Eli Broad Graduate School of Management

There are 3 versions of this paper

Downloads 2,659

22.

Facts and Questions About the Crisis in Spain (in Spanish)

Number of pages: 15 Posted: 09 Mar 2011

Working Paper Series

Pablo Fernandez

University of Navarra - IESE Business School

Downloads 2,590

23.

Is the Euro Zone an Optimal Currency Area?

Number of pages: 16 Posted: 16 May 2007

Working Paper Series

Marjan Petreski

University of American college - Skopje - School of Business Economics and Management

Downloads 2,577

24.

Determinants of Bank Profitability Before and During the Crisis: Evidence from Switzerland

Number of pages: 41 Posted: 30 Mar 2009 Last Revised: 10 May 2010

Working Paper Series

Andreas Dietrich and Gabrielle Wanzenried

Lucerne University of Applied Sciences and Arts and Institut für Finanzdienstleistungen Zug (IFZ)

Downloads 2,570

25.

Analytical Formulas for Pricing CMS Products in the LIBOR Market Model with the Stochastic Volatility

Number of pages: 32 Posted: 10 Mar 2009

Working Paper Series

Alexandre Antonov and Matthieu Arneguy

Numerix and Numerix

Downloads 2,446

26.

The EU Market Abuse Directive: A Case-Based Analysis

Number of pages: 27 Posted: 07 Dec 2007 Last Revised: 03 Dec 2008

Working Paper Series

Mathias M. Siems

Durham University - Durham Law School

Downloads 2,422

27.

The Integrated Impact of Credit and Interest Rate Risk on Banks: An Economic Value and Capital Adequacy Perspective

Bank of England Working Paper No. 339

Number of pages: 40 Posted: 02 Mar 2007

Working Paper Series

Mathias Drehmann, Steffen Sorensen and Marco Stringa

Bank for International Settlements (BIS), Moody's Investor Services and Bank of England

Downloads 2,389

28.

Islamic Banking in the UK: Challenges and Opportunities

Number of pages: 111 Posted: 25 Feb 2009

Working Paper Series

Waseem Ahmad Langah

affiliation not provided to SSRN

Downloads 2,381

29.

The European Single Supervisory Mechanism

University of Cambridge Faculty of Law Research Paper No. 10/2013

Number of pages: 31 Posted: 26 Feb 2013 Last Revised: 14 Mar 2013

Working Paper Series

Eilis Ferran and Valia S.G. Babis

University of Cambridge - Faculty of Law and University of Cambridge - Faculty of Law

Downloads 2,328

30.

Liquidity, Bank Runs and Bailouts: Spillover Effects during the Northern Rock Episode

Number of pages: 25 Posted: 20 Mar 2008 Last Revised: 05 Mar 2009

Working Paper Series

Tanju Yorulmazer

University of Amsterdam - Faculty of Economics and Business (FEB)

Downloads 2,301

31.

Neofunctionalism and Supranational Governance

Number of pages: 39 Posted: 09 Apr 2010 Last Revised: 13 Mar 2016

Working Paper Series

Alec Stone Sweet and Wayne Sandholtz

Yale University - Yale Law School and University of Southern California - School of International Relations

Downloads 2,293

32.

Financial Vergangenheitsbewaeltigung: The 1953 London Debt Agreement

Yale University Economic Growth Center Discussion Paper No. 880

Number of pages: 35 Posted: 29 Jan 2004 Last Revised: 06 Aug 2015

Working Paper Series

Timothy W. Guinnane

Yale University - Department of Economics

Downloads 2,252

33.

The Determinants of Bank Capital Structure

Review of Finance, Vol. 14, pp. 587-622, 2010 , Zentum Fuer Europaeische Wirtschaftsforschung (ZEW) - Center for European Economic Research, Vol. 8, No. 15, 2008

Number of pages: 50 Posted: 02 Mar 2007 Last Revised: 14 Jul 2011

Accepted Paper Series

Reint Gropp and Florian Heider

Halle Institute for Economic Research and European Central Bank (ECB)

There are 2 versions of this paper

Downloads 2,235

34.

Using Principal Component Analysis to Explain Term Structure Movements: Performance and Stability

Number of pages: 32 Posted: 14 May 2007

Working Paper Series

Gloria M. Soto

University of Murcia - Faculty of Business and Economics

Downloads 2,229

35.

What Explains the Surge in Euro Area Sovereign Spreads During the Financial Crisis of 2007-09?

ECB Working Paper No. 1131

Number of pages: 49 Posted: 27 Dec 2009

Working Paper Series

Maria Grazia Attinasi II, Cristina D. Checherita-Westphal and Christiane Nickel

European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)

Downloads 2,220

36.

The Financial Crisis in Europe: Evolution, Policy Responses and Lessons for the Future

Number of pages: 27 Posted: 05 Jun 2009

Working Paper Series

John Goddard, Philip Molyneux and John O. S. Wilson

University of Wales System - Bangor University, Bangor Business School and University of St. Andrews

Downloads 2,145

37.

Economic Consequences of Private Equity Investments on the German Stock Market

Number of pages: 41 Posted: 23 Jan 2008 Last Revised: 30 Jan 2009

Working Paper Series

Ann‐Kristin Achleitner, Christian Andres, André Betzer and Charlie Weir

Technische Universität München - Center for Entrepreneurial and Financial Studies, WHU - Otto Beisheim School of Management, BUW- Schumpeter School of Business and Economics and Robert Gordon University - Aberdeen Business School

Downloads 2,131

38.

Comparing Insider Trading in the United States and in the European Union: History and Recent Developments

European Corporate Governance Institute (ECGI) - Law Working Paper No. 257/2014, Bocconi Legal Studies Research Paper No. 2442049

Number of pages: 36 Posted: 29 May 2014 Last Revised: 09 Apr 2015

Working Paper Series

Marco Ventoruzzo

Pennsylvania State University, Penn State Law

Downloads 2,121

39.

Current Account Deficits in the Euro Area. The End of the Feldstein Horioka Puzzle?

MIT Department of Economics Working Paper No. 03-05

Number of pages: 56 Posted: 23 Jan 2003

Working Paper Series

Olivier J. Blanchard and Francesco Giavazzi

National Bureau of Economic Research (NBER) and Bocconi University - Department of Economics

Downloads 2,052

40.

The Financial Crisis and the Regulation of Credit Rating Agencies: A European Banking Perspective

ADBI Working Paper No. 188

Number of pages: 26 Posted: 21 Apr 2010

Working Paper Series

Siegfried Utzig

affiliation not provided to SSRN

Downloads 2,017

41.

Sovereign Credit Risk in the Euro Zone

World Economics, Vol. 13, No. 1, 2012

Number of pages: 15 Posted: 17 Apr 2011 Last Revised: 09 Jan 2012

Accepted Paper Series

Jamal Ibrahim Haidar

Harvard University

Downloads 2,013

42.

The Beneficial Coexistence of Banks and Markets: The Role of Capital Requirements and Underwriting

Number of pages: 24 Posted: 11 Nov 2012

Working Paper Series

Swarnava Biswas and Kostas Koufopoulos

University of Warwick - Finance Group and University of Warwick - Finance Group

Downloads 1,924

43.

Does the LIBOR Reflect Banks' Borrowing Costs?

Number of pages: 25 Posted: 19 Mar 2010 Last Revised: 06 Apr 2010

Working Paper Series

Connan Andrew Snider and Thomas Youle

University of California, Los Angeles (UCLA) - Department of Economics and University of Minnesota - Twin Cities - Department of Economics

Downloads 1,920

44.

The Costs and Benefits of Leaving the EU

CFS Working Paper No. 472

Number of pages: 18 Posted: 08 Oct 2014

Working Paper Series

Gianmarco I.P. Ottaviano, João Paulo Pessoa, Thomas Sampson and John Van Reenen

Bocconi University - Department of Economics and Paolo Baffi Centre on Central Banking and Financial Regulation, London School of Economics & Political Science (LSE) - Centre for Economic Performance (CEP), Harvard University and London School of Economics - Centre for Economic Performance (CEP)

Downloads 1,869

45.

The Economic Future of Europe

MIT Economics Working Paper No. 04-04

Number of pages: 38 Posted: 10 Feb 2004

Working Paper Series

Olivier J. Blanchard

National Bureau of Economic Research (NBER)

There are 2 versions of this paper

Downloads 1,866

46.

Why Does FDI Go Where it Goes? New Evidence from the Transition Economies

William Davidson Institute Working Paper No. 573

Number of pages: 34 Posted: 01 Aug 2003

Working Paper Series

Yuko Kinoshita and Nauro F. Campos

International Monetary Fund (IMF) and Brunel University London - Economics and Finance

Downloads 1,838

47.

Return of Mutual Funds in Spain 1991-2009 (Rentabilidad de los Fondos de Inversión en España 1991-2009) (Spanish)

Number of pages: 23 Posted: 29 Jan 2010

Working Paper Series

Pablo Fernandez and Javier del Campo Baonza

University of Navarra - IESE Business School and affiliation not provided to SSRN

Downloads 1,828

48.

The Evolution of the Bitcoin Economy: Extracting and Analyzing the Network of Payment Relationships

Number of pages: 46 Posted: 13 Jul 2016 Last Revised: 29 Aug 2016

Working Paper Series

Paolo Tasca, Shaowen Liu and Adam Hayes

UCL Centre for Blockchain Technologies, Deutsche Bundesbank and University of Wisconsin - Madison - Department of Sociology

Downloads 1,756

49.

The Greek Debt Restructuring: An Autopsy

Peterson Institute for International Economics Working Paper No. 2013-13-8

Number of pages: 65 Posted: 11 Sep 2012 Last Revised: 25 Dec 2014

Working Paper Series

Jeromin Zettelmeyer, Christoph Trebesch and G. Mitu Gulati

Peter G. Peterson Institute for International Economics, Ludwig Maximilian University of Munich and Duke University School of Law

Downloads 1,756

50.

Should Britain Join the Euro?

IEA Occasional Paper No. 126

Number of pages: 80 Posted: 19 Mar 2005

Working Paper Series

Patrick Minford

Cardiff University Business School

Downloads 1,703

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