| | Declining labour share - Evidence of a change in underlying production technology?, by Antti Ripatti - Jouko Vilmunen (Bank of Finland Discussion Papers 2001/10) | Abstract
|
|
| | | Declining Manufacturing Employment in the New York-New Jersey Region: 1969-99, by Jason Bram and Michael Anderson (New York Fed Current issues ci07-01) | Abstract
Full text |
|
| | | Declining Output Volatility: What Role for Structural Change?, by Christopher Kent, Kylie Smith and James Holloway (Reserve Bank of Australia Research Discussion Papers RDP2005-08) | Abstract
Full text |
|
| | | Declining Required Reserves, Funds Rate Volatility, and Open Market Operations, by Selva Demiralp and Dennis Farley (Federal Reserve Board FEDS series 2003-27) | Abstract
Full text |
|
| | | Declining valuations and equilibrium bidding in central bank refinancing operations, by Christian Ewerhart (European Central Bank Working papers 668) | Full text |
|
| | | Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations, by Christian Ewerhart, Nuno Cassola and Natacha Valla (Bank of France Working Papers Nr 151) | Abstract
Full text |
|
| | Decomposing credit spreads, by Rohan Churm and Nikolaos Panigirtzoglou (Bank of England Working papers 253) | Abstract
Full text |
|
| A Non-Gaussian Panel Time Series Model for Estimating and | | Decomposing Default Risk, by (DNB) (Netherlands Bank DNB Working Papers 055) | Full text |
|
| | | Decomposing the co-movement of the business cycle: a time-frequency analysis of growth cycles in the euro area, by Patrick M. Crowley - Jim Lee (Bank of Finland Discussion Papers 2005/12) | Abstract
Full text |
|
| Do survey indicators let us see the business cycle? A frequency | | decomposition , by Luc Dresse and Christophe Van Nieuwenhuyze (National Bank of Belgium Working Papers 131) | Abstract
Full text |
|
| The U.S. Stock Market and Fundamentals: A Historical | | Decomposition , by Dupuis, David and David Tessier (Bank of Canada Working papers 2003-20) | Abstract
Full text |
|
| Asset-Pricing Models and Economic Risk Premia: A | | Decomposition , by Pierluigi Balduzzi and Cesare Robotti (Atlanta Fed Working papers 2005-13) | Abstract
Full text |
|
| Global Current Account Adjustment: A | | Decomposition , by Devereux, Lahiri, Pang (San Francisco Fed Working Papers 2006-40) | Full text |
|
| A Steady-State Approach to Trend/Cycle | | Decomposition , by James Morley and Jeremy M. Piger (St Louis Fed Working Papers 2004-006) | Full text |
|
| How do firms adjust their wage bill in Belgium? A | | decomposition along the intensive and extensive margins, by Catherine Fuss (National Bank of Belgium Working Papers 127) | Abstract
Full text |
|
| How do firms adjust their wage bill in Belgium? A | | decomposition along the intensive and extensive margins, by Catherine Fuss (European Central Bank Working papers 854) | Full text |
|
| What drives investors' behaviour in different FX market segments? A VAR-based return | | decomposition analysis (forthcoming), by Olli Castrén (European Central Bank Working papers 706) | Full text |
|
| A Trend and Variance | | Decomposition of the Rent-Price Ratio in Housing Markets, by Sean D. Campbell, Morris A. Davis, Joshua Gallin, and Robert F. Martin (Federal Reserve Board FEDS series 2006-29) | Abstract
Full text |
|
| A | | Decomposition of the Sources of Incomplete Cross-Border Transmission, by Rebecca Hellerstein (New York Fed Staff reports 250) | Abstract
Full text |
|
| Eigenvalue | | decomposition of time series with application to the Czech business cycle, by Jaromír Bene, David Vávra (Czech National Bank Working papers 2004/8) | Abstract
|
|
| Eigenvalue | | decomposition of time series with application to the Czech business cycle, by Jaromír Bene, David Vávra (Czech National Bank Working papers 2004/08) | Abstract
Full text |
|
Monetary Policy Regime Change and the Money-Price | | Decoupling , by Joo Kyung Ree (The Bank of Korea Economic Papers 29) | Abstract
Full text |
|
| Sense and Nonsense on Asia's Export Dependency and The | | Decoupling Thesis, by Dong He, Lillian Cheung and Jian Chang (Hong Kong Monetary Authority Working Papers RM2007-06) | Full text |
|
Should unemployment benefits | | decrease as the unemployment spell lengthens?, by Tuomas Saarenheimo (Bank of Finland Discussion Papers 2001/23) | Abstract
Full text |
|
| | | Decrease in Household Savings Rate and Effectiveness of Monetary Policy, by Institute for Monetary and Economic Research, Bank of Korea) (The Bank of Korea Economic Papers 89) | Abstract
Full text |
|
Do | | decreasing hazard functions for price changes make any sense?, by Luis J. Álvarez (European Central Bank Working papers 461) | Full text |
|
| Do | | decreasing hazard functions for price changes make any sense?, by Luis J. Álvarez, Pablo Burriel and Ignacio Hernando (Bank of Spain Working Papers 0508) | Abstract
Full text |
|
Has the EU's Single Market Programme Fostered Competition? Testing for a | | Decrese in Markup Rations in EU Industries, by Harald Badinger (Austrian National Bank Working Papers WP135) | Abstract
Full text |
|
| | Dedollarization, Indexation and Nominalization: The Chilean Experience, by Luis Óscar Herrera, Rodrigo O. Valdés (Central Bank of Chile Working Papers 261) | Abstract
Full text |
|
Interest Rate Setting by the ECB, 1999-2006: Words and | | Deeds , by by Stefan Gerlach (IJCB International Journal of Central Banking 07q3a1) | Abstract
Full text |
|
| Policy words and policy | | deeds: the ECB and the euro, by Pierre Siklos - Martin Bohl (Bank of Finland Discussion Papers 2006/02) | Abstract
Full text |
|
Are Taste and Technology Parameters Stable? A Test of " | | Deep , by Daniel G. Swaine (Boston Fed Working papers 01-05) | Abstract
Full text |
|
| Frequency of observation and the estimation of integrated volatility in | | deep and liquid financial markets, by Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson and Mico Loretan (Bank for International Settlements Working papers 249) | Abstract
Full text |
|
| Frequency of Observation and the Estimation of Integrated Volatility in | | Deep and Liquid Financial Markets, by Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson, and Mico Loretan (Federal Reserve Board International Financial Discussion Papers 2007-905) | Abstract
Full text |
|
Institutional development, financial | | deepening and economic growth: Evidence from China, by Iftekhar Hasan, Paul Wachtel, Mingming Zhou (Bank of Finland BOFIT Discussion Papers 2006/12) | Abstract
Full text |
|
| Banks, remittances and financial | | deepening in receiving countries. A model, by Enrique Alberola and Rodrigo César Salvado (Bank of Spain Working Papers 0621) | Abstract
Full text |
|
| | Deeper, wider and more competitive? Monetary integration, Eastern enlargement and competitiveness in the European Union, by Gianmarco Ottaviano (European Central Bank Working papers 847) | Full text |
|
Assessing equilibrium exchange rates in CEE acceding countries: Can we have | | DEER with BEER without FEER? A critical survey of the literature, by Balázs Égert (Bank of Finland BOFIT Discussion Papers 2004/01) | Abstract
Full text |
|
An Empirical Analysis of Bond Recovery Rates: Exploring a Structural View of | | Default , by Daniel Covitz and Song Han (Federal Reserve Board FEDS series 2005-10) | Abstract
Full text |
|
| Estimating Probabilities of | | Default , by Til Schuermann and Samuel Hanson (New York Fed Staff reports 190) | Abstract
Full text |
|
| A Quantitative Theory of Unsecured Consumer Credit with Risk of | | Default , by Satyajit Chatterjee, Dean Corbae, Makoto Nakajima, and Jose-Victor Rios-Rull (Philadelphia Fed Working Papers wp07-16) | Full text |
|
| A Quantitative Theory of Unsecured Consumer Credit with Risk of | | Default , by Satyajit Chatterjee, Dean Corbae, Makoto Nakajima and Jose-Victor Rios-Rull (Philadelphia Fed Working Papers wp05-18) | Full text |
|
| A Quantitative Theory of Unsecured Consumer Credit with Risk of | | Default , by Satyajit Chatterjee (Philadelphia Fed Working Papers wp02-06) | Full text |
|
| Heterogeneous Borrowers in Quantitative Models of Sovereign | | Default , by Juan Carlos Hatchondo, Leonardo Martinez, Horacio Sapriza (Richmond Fed Working Papers 07-01) | Abstract
Full text |
|
| Speculative behaviour, debt | | default and contagion: A stylised framework of the Latin American Crisis 2001-2002, by Louise Allsopp (Reserve Bank of New Zealand Discussion Papers DP2003/10) | Abstract
Full text |
|
| The link between | | default and recovery rates: effects on the procyclicality of regulatory capital ratio, by Edward I Altman, Andrea Resti and Andrea Sironi (Bank for International Settlements Working papers 113) | Abstract
Full text |
|
| Joint Validation of Credit Rating PDs under | | Default Correlation, by Ricardo Schechtman (Central Bank of Brazil Working Papers 149) | Abstract
Full text |
|
| | | Default Dependence: The Equity Default Relationship, by Stuart M. Turnbull and Jun Yang (Bank of Canada Working papers 2008-01) | Abstract
Full text |
|
| Estimating probabilities of | | default for German saving banks and credit cooperatives, by Daniel Porath (Deutsche Bundesbank Banking Supervision Discussion Papers 200406) | Full text |
|
| Globel Macro-financial shocks and expected | | default frequencies in the Euro Area, by Olli Castrén (European Central Bank Working papers 875) | Full text |
|
| Do Countries | | Default in "Bad Times"?, by Tomz, Wright (San Francisco Fed Working Papers 2007-17) | Full text |
|
| Probability of | | default models of Russian banks, by Anatoly A. Peresetsky, Alexandr A. Karminsky, Sergei V. Golovan (Bank of Finland BOFIT Discussion Papers 2004/21) | Abstract
Full text |
|
| Choice or No Choice: What explains the Attractiveness of | | Default Options?, by Maarten van Rooij and Federica Teppa (Netherlands Bank DNB Working Papers 165) | Full text |
|
| Exploring the relationship between credit spreads and | | default probabilities, by Mark J Manning (Bank of England Working papers 225) | Abstract
Full text |
|
| | | Default probabilities and expected recovery: an analysis of emerging market sovereign bonds, by Liz Dixon-Smith, Roman Goossens and Simon Hayes (Bank of England Working papers 261) | Abstract
Full text |
|
| Benchmarking Model Of | | Default Probabilities Of Listed Companies, by Cho-hoi Hui (Hong Kong Monetary Authority Working Papers RM2005-06) | Full text |
|
| The | | Default Rate and Price of Capital in a Costly External Finance Model, by Juan Pablo Medina (Central Bank of Chile Working Papers 297) | Abstract
Full text |
|
| Estimating asset correlations from stock prices or | | default rates - which method is superior?, by Klaus Düllmann, Jonathan Küll, Michael Kunisch (Deutsche Bundesbank Banking Supervision Discussion Papers 200804) | Full text |
|
| Default Dependence: The Equity | | Default Relationship, by Stuart M. Turnbull and Jun Yang (Bank of Canada Working papers 2008-01) | Abstract
Full text |
|
| A Non-Gaussian Panel Time Series Model for Estimating and Decomposing | | Default Risk, by (DNB) (Netherlands Bank DNB Working Papers 055) | Full text |
|
| Fiscal rules for debt sustainability in emerging markets: the impact of volatility and | | default risk, by Adrian Penalver and Gregory Thwaites (Bank of England Working papers 307) | Abstract
Full text |
|
| Evaluation of | | Default Risk for The Brazilian Banking Sector, by Marcelo Y. Takami and Benjamin M. Tabak (Central Bank of Brazil Working Papers 135) | Abstract
Full text |
|
| Fiscal Policy and | | Default Risk in Emerging Markets., by Cuadra Gabriel; Sapriza Horacio (Bank of Mexico Working Papers 2007-03) | Full text |
|
| Residential Mortgage | | Default Risk in Hong Kong, by Jim Wong, Laurence Fung, Tom Fong and Angela Sze (Hong Kong Monetary Authority Working Papers RM2004-07) | Full text |
|
| Ratings Versus Market-Based Measures of | | Default Risk of East Asian Banks, by Eric T.C. Wong, Cho-Hoi Hui and Chi-fai Lo (Hong Kong Monetary Authority Working Papers WP07_12) | Abstract
Full text |
|
| Estimation of the | | Default Risk of Publicly Traded Canadian Companies, by Georges Dionne, Sadok Laajimi, Sofiane Mejri, and Madalina Petrescu (Bank of Canada Working papers 2006-28) | Abstract
Full text |
|
| A Merton-model approach to assessing the | | default risk of UK public companies, by Merxe Tudela and Garry Young (Bank of England Working papers 194) | Abstract
Full text |
|
| Measuring | | default risk premia from default swap rates and EDFs, by Antje Berndt, Rohan Douglas, Darrell Duffie, Mark Ferguson and David Schranz (Bank for International Settlements Working papers 173) | Abstract
Full text |
|
| A Solution to the | | Default Risk-Business Cycle Disconnect, by Enrique G. Mandoza and Vivian Z. Yue (Federal Reserve Board International Financial Discussion Papers 2008-924) | Abstract
Full text |
|
| What Did the Credit Market Expect of Argentina Default? Evidence from | | Default Swap Data, by Frank X. Zhang (Federal Reserve Board FEDS series 2003-25) | Abstract
Full text |
|
| The price impact of rating announcements: evidence from the credit | | default swap market, by Marian Micu, Eli M Remolona, Philip D Wooldridge (Bank for International Settlements Quarterly Review 0406e) | Abstract
Full text |
|
| An empirical comparison of credit spreads between the bond market and the credit | | default swap market, by Haibin Zhu (Bank for International Settlements Working papers 160) | Abstract
Full text |
|
| Measuring default risk premia from | | default swap rates and EDFs, by Antje Berndt, Rohan Douglas, Darrell Duffie, Mark Ferguson and David Schranz (Bank for International Settlements Working papers 173) | Abstract
Full text |
|
| Explaining credit | | default swap spreads with equity volatility and jump risks of individual firms, by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu (Bank for International Settlements Working papers 181) | Abstract
Full text |
|
| Explaining Credit | | Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms, by Benjamin Yibin Zhang, Hao Zhou, and Haibin Zhu (Federal Reserve Board FEDS series 2005-63) | Abstract
Full text |
|
| An empirical analysis of the dynamic relationship between investment grade bonds and credit | | default swaps, by Roberto Blanco, Simon Brennan and Ian W. Marsh (Bank of Spain Working Papers 0401) | Abstract
Full text |
|
| An empirical analysis of the dynamic relationship between investment-grade bonds and credit | | default swaps, by Roberto Blanco, Simon Brennan and Ian W Marsh (Bank of England Working papers 211) | Abstract
Full text |
|
| Sovereign credit | | default swaps, by Frank Packer, Chamaree Suthiphongchai (Bank for International Settlements Quarterly Review 0312g) | Abstract
Full text |
|
| Estimating probabilities of | | default with support vector machines, by Wolfgang K. Härdle, Rouslan A. Moro, Dorothea Schäfer (Deutsche Bundesbank Banking Supervision Discussion Papers 200718) | Full text |
|
| | Defaultable Debt, Interest Rates, and the Current Account, by Mark Aguiar and Gita Gopinath (Boston Fed Working papers 04-05) | Abstract
Full text |
|
Long-duration Bonds and Sovereign | | Defaults , by Juan Carlos Hatchondo, Leonardo Martinez (Richmond Fed Working Papers 08-02) | Abstract
Full text |
|
| Trade credit | | defaults and liquidity provision by firms, by Frederic Boissay and Reint Gropp (European Central Bank Working papers 753) | Full text |
|
| The Impact of Unanticipated | | Defaults in Canada's Large Value Transfer System, by Darcey McVanel (Bank of Canada Working papers 2005-25) | Abstract
Full text |
|
| Assessing the Risk of Multiple | | Defaults in the Banking System, by Ip-wing Yu, Laurence Fung and Chi-sang Tam (Hong Kong Monetary Authority Working Papers RM2006-06) | Full text |
|
What Did the Credit Market Expect of Argentina | | Default? Evidence from Default Swap Data, by Frank X. Zhang (Federal Reserve Board FEDS series 2003-25) | Abstract
Full text |
|
| Sovereign | | Default, Interest Rates and Political Uncertainty in Emerging Markets, by Cuadra, G. & H. Sapriza (Bank of Mexico Working Papers 2006-02) | Full text |
|
| Liquidity, | | Default, Taxes and Yields on Municipal Bonds, by Junbo Wang, Chunchi Wu, and Frank Zhang (Federal Reserve Board FEDS series 2005-35) | Abstract
Full text |
|
| Sovereign | | Default, Terms of Trade and Interest Rates in Emerging Markets, by Cuadra, G. & H. Sapriza (Bank of Mexico Working Papers 2006-01) | Full text |
|
| Structural models of | | default: lessons from firm-level data, by Nikola Tarashev (Bank for International Settlements Quarterly Review 0509h) | Abstract
Full text |
|
A | | defence of the expectations theory as a model of us long-term interest rates, by Gregory D Sutton (Bank for International Settlements Working papers 085) | Abstract
Full text |
|
A | | Defense of the RBC Theory: Understanding the Puzzling Effects of Technology Shocks, by Pengfei Wang, and Yi Wen (St Louis Fed Working Papers 2007-026) | Full text |
|
Portfolio Choice in Tax- | | Deferred and Roth-Type Savings Accounts, by Richard Johnson (Kansas City Fed Working Papers RWP03-08) | Abstract
Full text |
|
| Risky Human Capital and | | Deferred Capital Income Taxation, by Borys Grochulski, Tomasz Piskorski (Richmond Fed Working Papers 06-13) | Abstract
Full text |
|
| The Tradeoff between Mortgage Prepayments and Tax- | | Deferred Retirement Savings, by Eugene Amromin, Jennifer Huang, Clemens Sialm (Chicago Fed Working papers WP-2006-05) | Abstract
Full text |
|
| Economizing on Liquidity with | | Deferred Settlement Mechanisms, by Kurt Johnson, James J. McAndrews, and Kimmo Soramäki (New York Fed Economic policy review 0412mcan) | Abstract
Full text |
|