Search Results
JEL Code: E43

728,565 Total downloads

Viewing: 101 - 150 of 3,729 papers

101.

Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements

Number of pages: 43 Posted: 19 Dec 2004
Working Paper Series
Bilkent University - Department of Economics, Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and University of California, Irvine - Department of Economics
Downloads 1,219
102.

Monetary Operations and Government Debt Management Under Islamic Banking

IMF Working Paper No. 98/144
Number of pages: 30 Posted: 15 Feb 2006
Working Paper Series
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Middle East and Central Asia Department
Downloads 1,219
103.

Pricing the Term Structure with Linear Regressions

FRB of New York Staff Report No. 340
Number of pages: 68 Posted: 22 Mar 2009 Last Revised: 07 May 2013
Working Paper Series
International Monetary Fund, Federal Reserve Banks - Federal Reserve Bank of New York and Deutsche Bundesbank
Downloads 1,217
104.

Government Bond Risk Premiums in the EU Revisited: The Impact of the Financial Crisis

ECB Working Paper No. 1152
Number of pages: 29 Posted: 27 Feb 2010
Working Paper Series
European Central Bank (ECB), University of Bonn and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 1,207
105.

A PDE Pricing Framework for Cross-Currency Interest Rate Derivatives

Number of pages: 11 Posted: 10 Nov 2009 Last Revised: 02 May 2010
Working Paper Series
University of Queensland - School of Mathematics and Physics, University of Toronto - Department of Computer Science, University of Toronto - Department of Computer Science and Algorithmics Inc.
Downloads 1,205
106.

Flights to Safety

National Bank of Belgium Working Paper No. 230
Number of pages: 75 Posted: 13 Oct 2012 Last Revised: 16 Jan 2019
Working Paper Series
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, Ghent University - Department of Economics and Board of Governors of the Federal Reserve System

Multiple version iconThere are 5 versions of this paper

Downloads 1,203
107.

The Euro Interbank Repo Market

Swiss Finance Institute Research Paper No. 13-71, University of St. Gallen, School of Finance Research Paper No. 2013/16
Number of pages: 42 Posted: 28 Sep 2013 Last Revised: 29 Mar 2016
Working Paper Series
USI Lugano - Institute of Finance, University of St. Gallen and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 1,164
108.

Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area

Number of pages: 65 Posted: 27 Mar 2017 Last Revised: 06 Oct 2020
Working Paper Series
Koc University - Department of Economics, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,150
109.

Held Up in Due Course: Predatory Lending, Securitization, and the Holder in Due Course Doctrine

Creighton Law Review, Vol. 35, p. 503, 2002
Number of pages: 113 Posted: 26 May 2006
Accepted Paper Series
Chapman University, The Dale E. Fowler School of Law
Downloads 1,147
110.

Average Internal Rate of Return and Investment Decisions: A New Perspective

The Engineering Economist, Vol. 55, No. 2, pp. 150-180, 2010
Number of pages: 40 Posted: 27 Jan 2010 Last Revised: 03 Dec 2012
Accepted Paper Series
Università degli studi di Modena e Reggio Emilia (UNIMORE) - School of Doctorate E4E (Engineering for Economics-Economics for Engineering)
Downloads 1,142
111.

Riding the Yield Curve: Diversification of Strategies

Number of pages: 77 Posted: 06 Jun 2004
Working Paper Series
Virginia Polytechnic Institute & State University - School of Public and International Affairs (SPIA) and University of San Francisco School of Management
Downloads 1,131
112.

Inflation, Fisher Equation, and the Term Structure of Inflation Risk Premia: Theory and Evidence from Tips

Number of pages: 50 Posted: 29 Sep 2005
Working Paper Series
Fordham University - Gabelli School of Business, Rutgers Business School - New Brunswick and Rutgers Business School - New Brunswick
Downloads 1,124
113.

The Potential Approach to Bond and Currency Pricing

Number of pages: 37 Posted: 17 Apr 1999
Working Paper Series
University of Zurich - Department of Banking and Finance and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 1,123
114.

How Strong is the Relation between the Term Structure, Inflation and GDP?

Number of pages: 49 Posted: 03 Jun 2001
Working Paper Series
University of Verona - Dipartimento Studi Finanziari
Downloads 1,115
115.

How the Federal Funds Rate Affects 10 Year Treasury Bond Yields

Number of pages: 12 Posted: 15 Jul 2006
Working Paper Series
PricewaterhouseCoopers LLP
Downloads 1,106
116.

Macroeconomic Volatilities and Long-Run Risks of Asset Prices

Number of pages: 38 Posted: 13 May 2009 Last Revised: 18 Mar 2014
Working Paper Series
Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 1,098
117.

The Economic Value of Fundamental and Technical Information in Emerging Currency Markets

ERIM Report Series Reference No. ERS-2007-096-F&A, EFA 2008 Athens Meetings Paper
Number of pages: 45 Posted: 29 Jan 2008 Last Revised: 19 Oct 2010
Working Paper Series
Robeco Asset Management, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, Erasmus University Rotterdam (EUR) and APG Asset Management
Downloads 1,090
118.

When Can Life-Cycle Investors Benefit from Time-Varying Bond Risk Premia?

EFA 2007 Ljubljana Meetings Paper
Number of pages: 49 Posted: 01 Mar 2007 Last Revised: 04 Feb 2009
Working Paper Series
University of Chicago - Booth School of Business, Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Center for Economic Research (CentER)

Multiple version iconThere are 2 versions of this paper

Downloads 1,076
119.

Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis

Number of pages: 29 Posted: 28 May 2020 Last Revised: 01 Jun 2020
Working Paper Series
Columbia Business School - Finance and Economics, Board of Governors of the Federal Reserve System and Fordham University - Gabelli School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,073
120.

Disagreement about Inflation and the Yield Curve

Journal of Financial Economics (JFE), December 2016, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 139 Posted: 26 Mar 2012 Last Revised: 11 Aug 2020
Accepted Paper Series
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, Indiana University - Kelley School of Business - Department of Finance and Texas A&M University - Mays Business School - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 1,073
121.

Multifactor Models for Managing Interest Rate Risk

Number of pages: 17 Posted: 06 Sep 2008
Working Paper Series
University of Massachusetts Amherst - Isenberg School of Management and University of Murcia - Faculty of Business and Economics
Downloads 1,066
122.

News and Uncertainty about COVID-19: Survey Evidence and Short-Run Economic Impact

FRB of Cleveland Working Paper No. 20-12
Number of pages: 45 Posted: 15 Apr 2020
Working Paper Series
University of Tübingen, University of Bonn, University of Tuebingen - Department of Economics and Brandeis University
Downloads 1,064
123.

Nominal and Inflation Indexed Yields: Separating Expected Inflation and Inflation Risk Premia

Number of pages: 51 Posted: 16 Apr 2001
Working Paper Series
affiliation not provided to SSRN
Downloads 1,063
124.

Flexible Term Structure Estimation: Which Method is Preferred?

Number of pages: 42 Posted: 08 Feb 2001
Working Paper Series
Yale School of Management, University of Cambridge and affiliation not provided to SSRN
Downloads 1,059
125.

Stochastic Volatility

Number of pages: 55 Posted: 21 Dec 2007 Last Revised: 16 Jul 2010
Working Paper Series
Northwestern University - Kellogg School of Management and Federal Reserve Bank of Chicago - Research Department

Multiple version iconThere are 2 versions of this paper

Downloads 1,054
126.

The Swaption Cube

Review of Financial Studies, vol. 27, no. 8, p. 2307-2353, 2014
Number of pages: 87 Posted: 28 Oct 2010 Last Revised: 10 Feb 2016
Accepted Paper Series
Copenhagen Business School - Department of Finance and Simon Fraser University (SFU)

Multiple version iconThere are 2 versions of this paper

Downloads 1,034
127.

Forecasting Interest Rates and Inflation: Blue Chip Clairvoyants or Econometrics?

EFA 2009 Bergen Meetings Paper
Number of pages: 183 Posted: 22 Nov 2006 Last Revised: 03 Feb 2013
Working Paper Series
University of Queensland - Business School
Downloads 1,025
128.

How to Discount Cashflows with Time-Varying Expected Returns

Number of pages: 46 Posted: 31 May 2002
Working Paper Series
BlackRock, Inc and University of California, San Diego (UCSD) - Rady School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 1,022
129.

Stochastic Correlation and the Relative Pricing of Caps and Swaptions in a Generalized-Affine Framework

Number of pages: 38 Posted: 09 Oct 2001
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 1,019
130.

Japan's Deflation, Problems in the Financial System and Monetary Policy

BIS Working Paper No. 188
Number of pages: 71 Posted: 20 Sep 2007
Working Paper Series
Bank of Japan - Financial Markets Department, Bank of Japan - Institute of Monetary and Economic Studies, Kyorin University, Bank of Japan - Institute of Monetary and Economic Studies, University of Tokyo - Faculty of Economics and Bank of Japan - Institute of Monetary and Economic Studies
Downloads 1,013
131.

Risk Management Under a Two-Factor Model of the Term Structure of Interest Rates

Economic working paper 254
Number of pages: 47 Posted: 21 Feb 1998
Working Paper Series
University of Castilla-La Mancha
Downloads 1,012
132.

An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates

FEDS Working Paper No. 2005-33
Number of pages: 27 Posted: 05 Oct 2005
Working Paper Series
Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 1,009
133.

Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson-Siegel Model with Time-Varying Parameters

Tinbergen Institute Discussion Paper No. 07-095/4, Journal of Business and Economic Statistics, Vol. 28, No. 3, pp. 329-343, 2010
Number of pages: 31 Posted: 10 Dec 2007 Last Revised: 15 Aug 2011
Working Paper Series
Vrije Universiteit Amsterdam - School of Business and Economics, Vrije Universiteit Amsterdam, School of Business and Economics and Erasmus University Rotterdam
Downloads 992
134.

The Impact of Quantitative Easing on the U.S. Term Structure of Interest Rates

Johnson School Research Paper No. 2-2012
Number of pages: 45 Posted: 20 Mar 2012 Last Revised: 05 Nov 2012
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 990
135.

A Comparison of Fixed Income Valuation Models: Pricing and Econometric Analysis of Interest Rate Derivatives

Number of pages: 265 Posted: 25 Jun 2007
Working Paper Series
Accenture Consulting
Downloads 972
136.

The Sraffa-Hayek Debate on the Natural Rate of Interest

Number of pages: 25 Posted: 21 Feb 2013 Last Revised: 08 Jul 2014
Working Paper Series
affiliation not provided to SSRN and U.S. Federal Trade Commission - Bureau of Economics
Downloads 959
137.

Is There a Zero Lower Bound? The Effects of Negative Policy Rates on Banks and Firms

Swedish House of Finance Research Paper No. 19-11
Number of pages: 56 Posted: 30 Sep 2019 Last Revised: 28 Oct 2020
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB), Stockholm School of Economics and European Central Bank (ECB)

Multiple version iconThere are 3 versions of this paper

Downloads 950
138.

Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics

Number of pages: 55 Posted: 17 Mar 2010 Last Revised: 16 Apr 2013
Working Paper Series
EDHEC Business School - Department of Economics & Finance, University of British Columbia (UBC) - Sauder School of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 948
139.

The Rise of Zombie Firms: Causes and Consequences

BIS Quarterly Review Spetember 2018
Number of pages: 12 Posted: 30 Nov 2018
Accepted Paper Series
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 946
140.

Central Bank Communication and the Yield Curve

Number of pages: 85 Posted: 22 Nov 2016 Last Revised: 15 Jun 2020
Working Paper Series
Stanford University, Boston University - Department of Finance & Economics, Warwick Business School and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 945
141.

Covered Interest Parity Arbitrage

Number of pages: 101 Posted: 05 Dec 2016 Last Revised: 02 Jul 2020
Working Paper Series
BI Norwegian Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and Norges Bank

Multiple version iconThere are 4 versions of this paper

Downloads 944
142.

Quadratic Term Structure Models

LEWU 2000
Number of pages: 54 Posted: 21 Feb 2000
Working Paper Series
University of Zurich - Department of Banking and Finance and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 944
143.

Asset Liability Management in Indian Banking Industry - With Special Reference to Interest Rate Risk Management in ICICI Bank

Referred International Conference Proceedings of the World Congress on Engineering, London, UK, Vol. 2I, pp. 1149-1154, 2008
Number of pages: 6 Posted: 11 Oct 2010 Last Revised: 29 Apr 2012
Accepted Paper Series
Pondicherry University - Department of Management Studies
Downloads 937
144.
Downloads 923
145.

Hidden Cointegration

U of California, Economics Working Paper No. 2002-02
Number of pages: 49 Posted: 05 Jun 2002
Working Paper Series
University of California, San Diego (UCSD) - Department of Economics and Kookmin University
Downloads 919
146.

International Spillovers of Central Bank Balance Sheet Policies

BIS Paper No. 66p
Number of pages: 45 Posted: 04 Jan 2013
Accepted Paper Series
International Monetary Fund (IMF) - Monetary and Capital Markets Department, Bank for International Settlements (BIS) - Monetary and Economic Department, Hong Kong Monetary Authority and Ant Financial
Downloads 912
147.

Swaptions in Libor Market Model with Local Volatility

Number of pages: 16 Posted: 28 Feb 2008 Last Revised: 21 Jan 2009
Working Paper Series
muRisQ Advisory

Multiple version iconThere are 2 versions of this paper

Downloads 877
148.

Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information

Number of pages: 52 Posted: 04 Mar 2007 Last Revised: 04 May 2010
Working Paper Series
Board of Governors of the Federal Reserve System, Free University of Bozen-Bolzano - Faculty of Economics and Management and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 872
149.

The Real Term Structure and Consumption Growth

Number of pages: 32 Posted: 08 Oct 2005
Working Paper Series
Duke University - Fuqua School of Business
Downloads 855
150.

Bank Liquidity, Interbank Markets, and Monetary Policy

FRB of New York Staff Report No. 371, European Banking Center Discussion Paper No. 2010-08S, CentER Discussion Paper Series No. 2010-35S
Number of pages: 48 Posted: 22 May 2009 Last Revised: 08 Apr 2010
Working Paper Series
Universitat Pompeu Fabra, Federal Reserve Bank of New York - Research and Statistics and University of Warwick - Warwick Business School
Downloads 853