| G0 General |
| | Tobias Adrian: Measuring Risk in the Hedge Fund Sector (New York Fed Current issues ci13-03, 00 Mar 4) | Abstract
Full text |
|
| | Theodore M. Barnhill, Jr., Marcos Rietti Souto: Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations (Deutsche Bundesbank Banking Supervision Discussion Papers 200813, Jun 2008) | Full text |
|
| | Lawrence J. Christiano, Mathias Trabandt and Karl Walentin: Introducing Financial Frictions and Unemployment into a Small Open Economy Model (Sveriges Riksbank Working Papers No214, 15 Nov 2007) | Abstract
Full text |
|
| | Tobias Adrian and Mark M. Westerfield: Disagreement and Learning in a Dynamic Contracting Model (New York Fed Staff reports 269, Dec 2006) | Abstract
Full text |
|
| | Alejandro García and Ramazan Gençay: Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events (Bank of Canada Working papers 2006-17, May 2006) | Abstract
Full text |
|
| | James J. McAndrews: Alternative Arrangements for the Distributionof Intraday Liquidity (New York Fed Current issues ci12-03, Apr 2006) | Abstract
Full text |
|
| | Stephen G. Cecchetti: The Brave New World of Central Banking: The Policy Challenges Posed by Asset Price Booms and Busts (Czech National Bank Working papers 2005/14, Dec 2005) | Abstract
Full text |
|
| | Borja Larrain: The Stock Market and Cross Country Differences in Relative Prices (Boston Fed Working papers 05-06, May 2005) | Abstract
Full text |
|
| | Ricardo Caballero and Stavros Panageas: Contingent Reserves Management: An Applied Framework (Boston Fed Working papers 05-02, Mar 2005) | Abstract
Full text |
|
| | Glen Donaldson and Mark Kamstra: Volatility Forecasts, Trading Volume, and the ARCH versus Option-Implied Volatility Trade-off (Atlanta Fed Working papers 2004-06, Mar 2004) | Abstract
Full text |
|
| | Illtae Ahn and Imho Kang: The Entrance of an Internet-only Bank and the Response of Incumbent Banks (The Bank of Korea Economic Papers 35, 27 Jan 2004) | Abstract
Full text |
|
| | Risto Herrala: The rigidity bias (Bank of Finland Discussion Papers 2003/31, 12 Nov 2003) | Abstract
Full text |
|
| | Scott E. Hein and Jeffrey M. Mercer: Are TIPS Really Tax Disadvantaged? Rethinking the Tax Treatment of U.S. Treasury Inflation Indexed Securities (Atlanta Fed Working papers 2003-9, Jul 2003) | Abstract
Full text |
|
| | Roberto Perli and William I. Nayda: Economic and Regulatory Capital Allocation for Revolving Retail Exposures (Federal Reserve Board FEDS series 2003-39, Jul 2003) | Abstract
Full text |
|
| | O. Emre Ergungor: Financial System Structure and Economic Development: Structure Matters (Cleveland Fed Working papers WP0305, 2003) | Full text |
|
| | Mikko Niskanen: Lender of last resort and the moral hazard problem (Bank of Finland Discussion Papers 2002/17, 10 Jul 2002) | Abstract
Full text |
|
| G00 General |
| | Tobias Adrian and Hyun Song Shin: Liquidity, Monetary Policy, and Financial Cycles (New York Fed Current issues ci14-01, 00 Jan 2) | Abstract
Full text |
|
| | Philipp Hartmann, Florian Heider, Elias Papaioannou and Marco Lo Duca: The role of financial markets and innovation in productivity and growth in Europe (European Central Bank Occasional papers 72, Sep 2007) | Full text |
|
| | Elias Papaioannou: Finance and growth: a macroeconomic assessment of the evidence from a European angle (European Central Bank Working papers 787, Jul 2007) | Full text |
|
| | Alejandro García and Ramazan Gençay: Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures (Bank of Canada Working papers 2007-25, Apr 2007) | Abstract
Full text |
|
| | Abildgren, Kim: Monetary Trends and Business Cycles in Denmark Since 1875 (Danmarks Nationalbank Working papers WP43/2006, 27 Nov 2006) | Abstract
Full text |
|
| | Claudio E. V. Borio and Kostas Tsatsaronis: Risk in financial reporting: status, challenges and suggested directions (Bank for International Settlements Working papers 213, Aug 2006) | Abstract
Full text |
|
| | Claudio Borio and Kostas Tsatsaronis: Accounting, prudential regulation and financial stability: elements of a synthesis (Bank for International Settlements Working papers 180, Sep 2005) | Abstract
Full text |
|
| | Pierre Lafourcade: Valuation, Investment and the Pure Profit Share (Federal Reserve Board FEDS series 2004-8, Feb 2004) | Abstract
Full text |
|
| | Pierre Lafourcade: Asset Prices and Rents in a GE Model with Imperfect Competition (Federal Reserve Board FEDS series 2003-60, Dec 2003) | Abstract
Full text |
|
| | Philipp Hartmann: The euro area financial system: structure (European Central Bank Working papers No.230, May 2003) | Full text |
|
| | W. Scott Frame and Lawrence J. White: Empirical Studies of Financial Innovation: Lots of Talk, Little Action? (Atlanta Fed Working papers 2002-12, Jul 2002) | Abstract
Full text |
|
| G1 General Financial Markets |
| | Tobias Adrian: Measuring Risk in the Hedge Fund Sector (New York Fed Current issues ci13-03, 00 Mar 4) | Abstract
Full text |
|
| | Marc Pröpper, Iman van Lelyveld and Ronald Heijmans: Towards a Network Description of Interbank Payment Flows (Netherlands Bank DNB Working Papers 177, May 2008) | Full text |
|
| | Erik Hjalmarsson: Interpreting Long-Horizon Estimates in Predictive Regressions (Federal Reserve Board International Financial Discussion Papers 2008-928, Apr 2008) | Abstract
Full text |
|
| | Monika Piazzesi and Martin Schneider: Bond Positions, Expectations, and the Yield Curve (Atlanta Fed Working papers 2008-02, Jan 2008) | Abstract
|
|
| | Lawrence J. Christiano, Mathias Trabandt and Karl Walentin: Introducing Financial Frictions and Unemployment into a Small Open Economy Model (Sveriges Riksbank Working Papers No214, 15 Nov 2007) | Abstract
Full text |
|
| | Alain Monfort and Fulvio Pegoraro: Multi-Lag Term Structure Models with Stochastic Risk Premia (Bank of France Working Papers Nr 189, Nov 2007) | Abstract
Full text |
|
| | Henri Bertholon, Alain Monfort and Fulvio Pegoraro: Pricing and Inference with Mixtures of Conditionally Normal Processes (Bank of France Working Papers Nr 188, Nov 2007) | Abstract
Full text |
|
| | Erik Hjalmarsson: The Stambaugh Bias in Panel Predictive Regressions (Federal Reserve Board International Financial Discussion Papers 2007-914, Nov 2007) | Abstract
Full text |
|
| | David Jamieson Bolder and Shudan Liu: Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective (Bank of Canada Working papers 2007-49, Oct 2007) | Abstract
Full text |
|
| | Katharina Marsch, Christian Schmieder, Katrin Forster-van Aerssen: Banking consolidation and small businessfinance - empirical evidence for Germany (Deutsche Bundesbank Banking Supervision Discussion Papers 200709, Aug 2007) | Full text |
|
| | Ricardo Lagos and Guillaume Rocheteau: Liquidity in Asset Markets with Search Frictions (Cleveland Fed Working papers wp0706, Jun 2007) | Full text |
|
| | Chi-sang Tam and Ip-wing Yu: Modelling Sovereign Bond Yield Curves of the US, Japan and Germany (Hong Kong Monetary Authority Working Papers WP07_09, May 2007) | Abstract
Full text |
|
| | Nicola Cetorelli, Beverly Hirtle, Donald Morgan, Stavros Peristiani, and João Santos: Trends in Financial Market Concentration and Their Implications for Market Stability (New York Fed Economic policy review 0703hirt, Mar 2007) | Abstract
Full text |
|
| | David Jamieson Bolder and Tiago Rubin: Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis (Bank of Canada Working papers 2007-13, Feb 2007) | Abstract
Full text |
|
| | Robert McCauley: Internationalising a currency: the case of the Australian dollar (Bank for International Settlements Quarterly Review 0612f, 06 Dec 2006) | Abstract
|
|
| | David Jamieson Bolder: Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective (Bank of Canada Working papers 2006-48, Dec 2006) | Abstract
Full text |
|
| | Francisco Covas and Wouter J. den Haan: The Role of Debt and Equity Finance over the Business Cycle (Bank of Canada Working papers 2006-45, Dec 2006) | Abstract
Full text |
|
| | Ricardo J Caballero, Emmanuel Farhi and Pierre-Olivier Gourinchas: An equilibrum model of "global imbalances" and low interest rates (Bank for International Settlements Working papers 222, Dec 2006) | Abstract
Full text |
|
| | Suresh Sundaresan and Zhenyu Wang: Y2K Options and the Liquidity Premium in TreasuryBond Markets (New York Fed Staff reports 266, Nov 2006) | Abstract
Full text |
|
| | Zhenyu Wang and Xiaoyan Zhang: Empirical Evaluation of Asset Pricing Models:Arbitrage and Pricing Errors over Contingent Claims (New York Fed Staff reports 265, Oct 2006) | Abstract
Full text |
|
| | Antonio Diez de los Rios and René Garcia: Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns (Bank of Canada Working papers 2006-31, Sep 2006) | Abstract
Full text |
|
| | Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Clara Vega: Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets (Federal Reserve Board International Financial Discussion Papers 2006-871, Sep 2006) | Abstract
Full text |
|
| | Alejandro García and Ramazan Gençay: Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events (Bank of Canada Working papers 2006-17, May 2006) | Abstract
Full text |
|
| | Maria Giduskova and Borja Larrain: International Risk-Taking, Volatility, and Consumption Growth (Boston Fed Working papers 06-17, Apr 2006) | Abstract
Full text |
|
| | Kimmo Soramäki, Morten L. Bech, Jeffrey Arnold, Robert J. Glass, and Walter E. Beyeler: The Topology of Interbank Payment Flows (New York Fed Staff reports 243, Mar 2006) | Abstract
Full text |
|
| | Gunnar Bårdsen, Kjersti-Gro Lindquist and Dimitrios P. Tsomocos: Evaluation of macroeconomic models for financial stability analysis (Central Bank of Norway Working Papers 2006/01, Feb 2006) | Full text |
|
| | Wolfers, Zitzewitz: Five Open Questions about Prediction Markets (San Francisco Fed Working Papers 2006-06, Jan 2006) | Full text |
|
| | Erik Hjalmarsson: New Methods for Inference in Long-Run Predictive Regressions (Federal Reserve Board International Financial Discussion Papers 2006-853, Jan 2006) | Abstract
Full text |
|
| | Ingrid Lo and Stephen G. Sapp: Order Submission: The Choice between Limit and Market Orders (Bank of Canada Working papers 2005-42, Dec 2005) | Abstract
Full text |
|
| | Bjørn-Roger Wilhelmsen and Andrea Zaghini: Monetary policy predictability in the euro area: An international comparison (Central Bank of Norway Working Papers 2005/07, Sep 2005) | Full text |
|
| | Nikola A Tarashev: An Empirical Evaluation of Structural Credit Risk Models (Bank for International Settlements Working papers 179, Jul 2005) | Abstract
Full text |
|
| | Bjørn-Roger Wilhelmsen and Andrea Zaghini: Monetary policy predictability in the euro area: an international comparison (European Central Bank Working papers 504, Jul 2005) | Full text |
|
| | Ricardo Caballero and Arvind Krishnamurthy: Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective (IJCB International Journal of Central Banking 05q2a6, May 2005) | Abstract
Full text |
|
| | Hui Guo, Robert Savickas, Zijun Wang, and Jian Yang: Is Value Premium a Proxy for Time-Varying Investment Opportunities: Some Time Series Evidence (St Louis Fed Working Papers 2005-026, Apr 2005) | Full text |
|
| | Tobias Adrian and Michael J. Fleming: What Financing Data Reveal about Dealer Leverage (New York Fed Current issues ci11-03, Mar 2005) | Abstract
Full text |
|
| | Darius P. Miller and John J. Puthenpurackal: Security fungibility and the cost of capital: evidence from global bonds (European Central Bank Working papers 426, Jan 2005) | Full text |
|
| | Johann Scharler: Understanding the Stock Market's Response to Monetary Policy Shocks (Austrian National Bank Working Papers WP093, 29 Dec 2004) | Abstract
Full text |
|
| | Sean D. Campbell and Canlin Li: Alternative Estimates of the Presidential Premium (Federal Reserve Board FEDS series 2004-69, Dec 2004) | Abstract
Full text |
|
| | Hui Guo and Robert Savickas: Aggregate Idiosyncratic Volatility in G7 Countries (St Louis Fed Working Papers 2004-027, Nov 2004) | Full text |
|
| | Andrew Filardo: Monetary policy and asset price bubbles: calibrating the monetary policy trade-offs (Bank for International Settlements Working papers 155, Jun 2004) | Abstract
Full text |
|
| | Selva Demiralp, Brian Preslopsky, and William Whitesell: Overnight Interbank Loan Markets (Federal Reserve Board FEDS series 2004-29, May 2004) | Abstract
Full text |
|
| | Don Bredin, Caroline Gavin and Gerard O'Reilly: International Policy Rate Changes and Dublin Interbank Offer Rates (Central Bank of Ireland Research Technical Papers 03/RT/08, Dec 2003) | Abstract
Full text |
|
| | Don Bredin, Caroline Gavin and Gerard O'Reilly: The Influence of Domestic and International Interest Rates on the ISEQ (Central Bank of Ireland Research Technical Papers 03/RT/09, Dec 2003) | Abstract
Full text |
|
| | Francis X. Diebold, Glenn D. Rudebusch and S. Boragan Aruoba: The Macroeconomy and the Yield Curve: A Nonstructural Analysis (San Francisco Fed Working Papers 2003-18, Oct 2003) | Full text |
|
| | Linda Goldberg and Deborah Leonard: What Moves Sovereign Bond Markets? The Effects of Economic News on U.S. and German Yields (New York Fed Current issues ci09-09, Sep 2003) | Abstract
Full text |
|
| | Scott E. Hein and Jeffrey M. Mercer: Are TIPS Really Tax Disadvantaged? Rethinking the Tax Treatment of U.S. Treasury Inflation Indexed Securities (Atlanta Fed Working papers 2003-9, Jul 2003) | Abstract
Full text |
|
| | Anna Krivelyova and Cesare Robotti: Playing the Field: Geomagnetic Storms and International Stock Markets (Atlanta Fed Working papers 2003-5, Feb 2003) | Abstract
Full text |
|
| | Benjamin Miranda Tabak: Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates (Central Bank of Brazil Working Papers 070, Feb 2003) | Abstract
Full text |
|
| | Stacey L. Schreft and Bruce D. Smith: The Social Value of Risk-free Government Debt (Kansas City Fed Working Papers RWP03-02, Feb 2003) | Abstract
Full text |
|
| | Lorenzo Cappiello: Asymmetric dynamics in the correlations of global equity and bond returns (European Central Bank Working papers No.204, Jan 2003) | Full text |
|
| | Sara B. Holland; Francis E. Warnock: Firm-Level Access To International Capital Markets: Evidence From Chilean Equities (Federal Reserve Board International Financial Discussion Papers 2003-753, Jan 2003) | Abstract
Full text |
|
| | Sharon Kozicki and P.A. Tinsley: Term Premia: Endogenous Constraints on Monetary Policy (Kansas City Fed Working Papers RWP02-07, Dec 2002) | Abstract
Full text |
|
| | Mark Kamstra, Lisa Kramer, and Maurice Levi: Winter Blues: A SAD Stock Market Cycle (Atlanta Fed Working papers 2002-13, Jul 2002) | Abstract
Full text |
|
| | Felix Eschenbach and Ludger Schuknecht: Asset prices and fiscal balances (European Central Bank Working papers No.141, May 2002) | Full text |
|
| | Elijah III Brewer , William E. III Jackson: Inter-industry Contagion and the Competitive Effects of Financial Distress Announcements: Evidence from Commercial Banks and Life Insurance Companies (Chicago Fed Working papers WP-2002-23, Apr 2002) | Abstract
Full text |
|
| | John Kambhu and Patricia C. Mosser: The Effect of Interest Rate Options Hedging on Term-Structure Dynamics (New York Fed Economic policy review 0112kamb, Dec 2001) | Abstract
Full text |
|
| G10 General |
| | Li-gang Liu, Laurent Pauwels, and Jun-yu Chan: Do External Political Pressures Affect the Renminbi Exchange Rate? (Hong Kong Monetary Authority Working Papers WP08_05, May 2008) | Abstract
Full text |
|
| | Miroslav Misina and Greg Tkacz: Credit, Asset Prices, and Financial Stress in Canada (Bank of Canada Working papers 2008-10, Apr 2008) | Abstract
Full text |
|
| | Claudio Borio: The financial turmoil of 2007-?: a preliminary assessment and some policy considerations (Bank for International Settlements Working papers 251, Mar 2008) | Abstract
Full text |
|
| | Elizondo Rocío; Padilla Pablo: An Analytical Approach to Merton´s Rational Option Pricing Theory. (Bank of Mexico Working Papers 2008-3, 2008) | Full text |
|
| | John Ammer and Fang Cai: Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter? (Federal Reserve Board International Financial Discussion Papers 2007-912, Dec 2007) | Abstract
Full text |
|
| | Hans Degryse, Mark Van Achter and Gunther Wuyts: Dynamic order submission strategies with competition between a dealer market and a crossing network (National Bank of Belgium Working Papers 121, 15 Nov 2007) | Abstract
Full text |
|
| | Claudio E. V. Borio: Change and constancy in the financial system: implications for financial distress and policy (Bank for International Settlements Working papers 237, Oct 2007) | Abstract
Full text |
|
| | Tarun Chordia, Asani Sarkar, and Avanidhar Subrahmanyam: The Microstructure of Cross-Autocorrelations (New York Fed Staff reports 303, Sep 2007) | Abstract
Full text |
|
| | Falko Fecht, Hans Peter Grüner, Philipp Hartmann: Welfare effects of financial integration (Deutsche Bundesbank Banking Supervision Discussion Papers 200711, Aug 2007) | Full text |
|
| | Niko Dötz: Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery (Deutsche Bundesbank Banking Supervision Discussion Papers 200708, Jul 2007) | Full text |
|
| | Tom Fong, Alfred Wong and Ivy Yong: Share Price Disparity in Chinese Stock Markets (Hong Kong Monetary Authority Working Papers WP07_11, Jul 2007) | Abstract
Full text |
|
| | Asani Sarkar and Robert A. Schwartz: Market Sidedness: Insights into Motives for Trade Initiation (New York Fed Staff reports 292, Jul 2007) | Abstract
Full text |
|
| | Pedro Elosegui, Anne P. Villamil: Risky Banking and Credit Rationing (Central Bank of Argentina Working Papers 2007/20, Jul 2007) | Full text |
|
| | Ilhyock Shim and Goetz von Peter: Distress selling and asset market feedback (Bank for International Settlements Working papers 229, Jun 2007) | Abstract
Full text |
|
| | Andreas Pick: Financial contagion and tests using instrumental variables (Netherlands Bank DNB Working Papers 139, Jun 2007) | Full text |
|
| | Alejandro García and Ramazan Gençay: Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures (Bank of Canada Working papers 2007-25, Apr 2007) | Abstract
Full text |
|
| | Ip-Wing Yu and Chi-Sang Tam: Measuring Market Sentiment in Hong Kong's Stock Market (Hong Kong Monetary Authority Working Papers WP07_05, Apr 2007) | Abstract
Full text |
|
| | Ranaldo, Angelo: Segmentation and Time-of-Day Patterns in Foreign Exchange Markets (Swiss National Bank Working Papers 07_03, Mar 2007) | Full text |
|
| | Natasha Khan: Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds (Bank of Canada Working papers 2007-05, Feb 2007) | Abstract
Full text |
|
| | Bill Francis, Iftekhar Hasan, and Maya Waisman: Does Geography Matter to Bondholders? (Atlanta Fed Working papers 2007-02, Feb 2007) | Abstract
Full text |
|
| | Alexander Melnikov and Yuliya Romanyuk: Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets (Bank of Canada Working papers 2006-43, Nov 2006) | Abstract
Full text |
|
| | Pasquale Della Corte, Lucio Sarno, and Daniel L. Thornton: The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value (St Louis Fed Working Papers 2006-061, Nov 2006) | Full text |
|
| | Francisco Alonso, Roberto Blanco and Gonzalo Rubio: Option-implied preferences adjustments, density forecasts, and the equity risk premium (Bank of Spain Working Papers 0630, Nov 2006) | Abstract
Full text |
|
| | Sigridur Benediktsdottir: An Empirical Analysis of Specialist Trading Behavior at the New York Stock Exchange (Federal Reserve Board International Financial Discussion Papers 2006-876, Sep 2006) | Abstract
Full text |
|
| | Péter Kondor: Risk in Dynamic Arbitrage: Price Effects of Convergence Trading (Magyar Nemzeti Bank Working papers 2006/06, Aug 2006) | Abstract
Full text |
|
| | Tobias Adrian and Joshua Rosenberg: Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk (New York Fed Staff reports 254, Jul 2006) | Abstract
Full text |
|
| | Kabir Dutta and Jason Perry: 06-13 (Boston Fed Working papers 06-13, Jul 2006) | Abstract
Full text |
|
| | Kenneth D. Garbade: The Evolution of Repo Contracting Conventions in the 1980s (New York Fed Economic policy review 0605garb, May 2006) | Abstract
Full text |
|
| | Jan Willem van den End: Indicator and boundaries of financial stability (Netherlands Bank DNB Working Papers 097, Apr 2006) | Full text |
|
| | Asani Sarkar and Robert A. Schwartz: Two-Sided Markets and Intertemporal Trade Clustering: Insights into Trading Motives (New York Fed Staff reports 246, Apr 2006) | Abstract
Full text |
|
| | by Prasanna Gai and Nicholas Vause: Measuring Investors' Risk Appetite (IJCB International Journal of Central Banking 06q1a5, Feb 2006) | Abstract
Full text |
|
| | Edwin Lambregts and Daniël Ottens: The Roots of Banking Crises in Emerging Market Economics: A Panel Data Approach (Netherlands Bank DNB Working Papers 084, Jan 2006) | Full text |
|
| | (DNB): Bond Market and Stock Market Integration in Europe (Netherlands Bank DNB Working Papers 060, Dec 2005) | Full text |
|
| | Hui Guo, and Jason Higbee: Market Timing with Aggregate and Idiosyncratic Stock Volatilities (St Louis Fed Working Papers 2005-073, Dec 2005) | Full text |
|
| | Nikola Tarashev: Structural models of default: lessons from firm-level data (Bank for International Settlements Quarterly Review 0509h, Sep 2005) | Abstract
Full text |
|
| | Charles Himmelberg, Christopher Mayer, and Todd Sinai: Assessing High House Prices: Bubbles, Fundamentals,and Misperceptions (New York Fed Staff reports 218, Sep 2005) | Abstract
Full text |
|
| | Falko Fecht, Hans Peter Grüner: Financial integration and systemic risk (Deutsche Bundesbank Banking Supervision Discussion Papers 200511, Sep 2005) | Full text |
|
| | Brian M. Lucey, Svitlana Voronkova: Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests (Bank of Finland BOFIT Discussion Papers 2005/12, 25 Aug 2005) | Abstract
Full text |
|
| | Janet Mitchell: Financial Intermediation Theory and Implications for the Sources of Value in Structured Finance Markets (National Bank of Belgium Working Papers 071, 26 Jul 2005) | Abstract
Full text |
|
| | Falko Fecht, Antoine Martin: Banks, markets, and efficiency (Deutsche Bundesbank Banking Supervision Discussion Papers 200504, Jul 2005) | Full text |
|
| | Ramon P. DeGennaro: Market Imperfections (Atlanta Fed Working papers 2005-12, Jul 2005) | Abstract
Full text |
|
| | Falko Fecht and Antoine Martin: Banking, Markets, and Efficiency (New York Fed Staff reports 210, Jun 2005) | Abstract
Full text |
|
| | Ingo Fender and Janet Mitchell: Structured finance: complexity, risk and the use of ratings (Bank for International Settlements Quarterly Review 0506f, Jun 2005) | Abstract
Full text |
|
| | (DNB): Credit Booms in Emerging Market Economies: A Recipe for Banking Crises? (Netherlands Bank DNB Working Papers 046, Jun 2005) | Full text |
|
| | Tarun Chordia, Asani Sarkar, and Avanidhar Subrahmanyam: The Joint Dynamics of Liquidity, Returns, and Volatility across Small and Large Firms (New York Fed Staff reports 207, Apr 2005) | Abstract
Full text |
|
| | Cyril Monnet and Erwan Quintin: Why do financial systems differ? History matters (European Central Bank Working papers 442, Feb 2005) | Full text |
|
| | Marco Da Rin: Public policy and the creation of active venture capital markets (European Central Bank Working papers 430, Jan 2005) | Full text |
|
| | Marco Sorge: Stress-testing financial systems: an overview of current methodologies (Bank for International Settlements Working papers 165, Dec 2004) | Abstract
Full text |
|
| | Blaise Gadanecz: The syndicated loan market (Bank for International Settlements Quarterly Review 0412g, Dec 2004) | Abstract
Full text |
|
| | Falko Fecht: Financial Intermediaries, Markets, and Growth (Philadelphia Fed Working Papers wp04-24, Dec 2004) | Full text |
|
| | Serdar Dinc and Patrick M McGuire: Did investors regard real estate as (Bank for International Settlements Working papers 164, Nov 2004) | Abstract
Full text |
|
| | Loretta J. Mester: Transactions Accounts and Loan Monitoring (Philadelphia Fed Working Papers wp04-20, Oct 2004) | Full text |
|
| | Fabio Fornari: Macroeconomic announcements and implied volatilities in swaption markets (Bank for International Settlements Quarterly Review 0409h, Sep 2004) | Abstract
Full text |
|
| | Albert J. Menkveld: Euro area sovereign yield dynamics: the role of order imbalance (European Central Bank Working papers 385, Aug 2004) | Full text |
|
| | Johannes A. Skjeltorp and Bernt-Arne Ødegaard: The ownership structure of repurchasing firms (Central Bank of Norway Working Papers 2004/07, Jul 2004) | Full text |
|
| | Cornelia Holthausen and Jens Tapking: Raising rival's costs in the securities settlement industry (European Central Bank Working papers 376, Jul 2004) | Full text |
|
| | Randi Næs: Ownership structure and stock market liquidity (Central Bank of Norway Working Papers 2004/06, Jun 2004) | Full text |
|
| | Marian Micu, Eli M Remolona, Philip D Wooldridge: The price impact of rating announcements: evidence from the credit default swap market (Bank for International Settlements Quarterly Review 0406e, Jun 2004) | Abstract
Full text |
|
| | Paul De Grauwe and Marianna Grimaldi: Bubbles and crashes in a behavioural finance model (Sveriges Riksbank Working Papers No164, 01 May 2004) | Abstract
Full text |
|
| | Joshua V. Rosenberg and Til Schuermann: A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risk (New York Fed Staff reports 185, May 2004) | Abstract
Full text |
|
| | Helena Beltran, Alain Durré and Pierre Giot: How does liquidity react to stress periods in a limit order market? (National Bank of Belgium Working Papers 049, May 2004) | Full text |
|
| | Tobias Adrian: Inference, Arbitrage, and Asset Price Volatility (New York Fed Staff reports 187, May 2004) | Abstract
Full text |
|
| | Brian Sack and Robert Elsasser: Treasury Inflation-Indexed Debt: A Review of the U.S. Experience (New York Fed Economic policy review 0405sack, May 2004) | Abstract
Full text |
|
| | Falko Fecht, Kevin Huang, and Antoine Martin: Financial Intermediaries, Markets, and Growth (Kansas City Fed Working Papers RWP04-02, Apr 2004) | Abstract
Full text |
|
| | Ian Garrett, Mark Kamstra, and Lisa Kramer: Winter Blues and Time Variation in the Price of Risk (Atlanta Fed Working papers 2004-08, Apr 2004) | Abstract
Full text |
|
| | Charles P. Himmelberg, James M. Mahoney, April Bang, and Brian Chernoff: Recent Revisions to Corporate Profits: What We Know and When We Knew It (New York Fed Current issues ci10-03, Mar 2004) | Abstract
Full text |
|
| | Thorsten V. Köppl: Risk sharing through financial markets with endogenous enforcement of trades (European Central Bank Working papers 319, Mar 2004) | Full text |
|
| | Sami Vähämaa: Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB (European Central Bank Working papers 315, Mar 2004) | Full text |
|
| | Scott Baier, Gerald P. Dwyer Jr., and Robert Tamura: Does Opening a Stock Exchange Increase Economic Growth? (Atlanta Fed Working papers 2003-36, Dec 2003) | Abstract
Full text |
|
| | Randi Næs and Johannes A. Skjeltorp: Strategic investor behaviour and the volume-volatility relation in equity markets (Central Bank of Norway Working Papers 2003/09, Sep 2003) | Full text |
|
| | Miklós Koren and Silvana Tenreyro: Diversification and Development (Boston Fed Working papers 03-03, Apr 2003) | Abstract
Full text |
|
| | Tarun Chordia, Asani Sarkar, and Avanidhar Subrahmanyam: An Empirical Analysis of Stock and Bond Market Liquidity (New York Fed Staff reports 164, Mar 2003) | Abstract
Full text |
|
| | Peter Antunovich and Asani Sarkar: Fifteen Minutes of Fame? The Market Impact of Internet Stock Picks (New York Fed Staff reports 158, Jan 2003) | Abstract
Full text |
|
| | Didier Cossin: A framework for collateral risk control determination (European Central Bank Working papers No.209, Jan 2003) | Full text |
|
| | Randi Næs and Johannes A. Skjeltorp: Equity trading by institutional investors : evidence on order submission strategies (Central Bank of Norway Working Papers 2002/12, Dec 2002) | Full text |
|
| | Benjamin Miranda Tabak and Solange Maria Guerra: Stock Returns and Volatility (Central Bank of Brazil Working Papers 054, Nov 2002) | Abstract
Full text |
|
| | José Fajardo and Aquiles Farias: Generalized Hyperbolic Distributions and Brazilian Data (Central Bank of Brazil Working Papers 052, Sep 2002) | Abstract
Full text |
|
| | Gerald Dwyer and Cora Barnhart: Are Stocks in New Industries Like Lottery Tickets? (Atlanta Fed Working papers 2002-15, Aug 2002) | Abstract
Full text |
|
| | Miguel Balbina, Nuno C. Martins: The Analysis of Seasonal Return Anomalies in the Portuguese Stock Market (Bank of Portugal Working papers 2002-11, May 2002) | Abstract
Full text |
|
| | Vincent Brousseau: The functional form of yield curves (European Central Bank Working papers No.148, May 2002) | Full text |
|
| | Hamid Mehran and Joseph Tracy: The Effect of Employee Stock Options on the Evolution of Compensation in the 1990s (New York Fed Economic policy review 0112mehr, Dec 2001) | Abstract
Full text |
|
| | Joseph Tracy and Henry Schneider: Stocks in the Household Portfolio: A Look Back at the 1990s (New York Fed Current issues ci07-04, Apr 2001) | Abstract
Full text |
|
| G11 Portfolio Choice |
|