Fang Cai - Central Bank Research Hub

Papers by year: All | 2016 | 2013 | 2011 | 2010 | 2009 | 2007 | 2006 | 2004 | 2003

Title Other author(s)

Institutional Herding and Its Price Impact: Evidence from the Corporate Bond Market

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016091, 19.11.2016)

JEL: G01, G02, G12, G14, G20

"Fool Me Once . . . " Did U.S. Investors Play it Safer in the European Debt Crisis?

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1088, 22.10.2013)

Institutional Herding in the Corporate Bond Market

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1071, 06.02.2013)

Quantitative Easing and Bank Lending: Evidence from Japan

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1018, 21.06.2011)

Has International Financial Co-Movement Changed? Emerging Markets in the 2007-2009 Financial Crisis

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1006, 23.10.2010)

The Impact of Macroeconomic Announcements on Real Time Foreign Exchange Rate in Emerging Markets

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0973, 10.06.2009)

JEL: F31, G14, G15

Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0912, 28.12.2007)

JEL: G10, G14, G15

Transmission of Volatility and Trading Activity in the Global Interdealer Foreign Exchange Market: Evidence from Electronic Broking Services (EBS) Data

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0863, 03.07.2006)

JEL: F31, G15

International Diversification at Home and Abroad

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0793, 01.03.2004)

JEL: G11, G15, G3

Was There Front Running During the LTCM Crisis?

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0758, 01.03.2003)

Papers by year: All | 2016 | 2013 | 2011 | 2010 | 2009 | 2007 | 2006 | 2004 | 2003