Central Bank Research Hub - Series: Board of Governors of the Federal Reserve System International Financial Discussion Papers 2006

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Title Author(s)

An Empirical Analysis of Specialist Trading Behavior at the New York Stock Exchange

Paper: 0876, 28.12.2006

JEL: G10, G14

The Monetary Origins of Asymmetric Information in International Equity Markets

Paper: 0872, 28.12.2006

JEL: F3, G12, G14, G15

Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. Volatility

Paper: 0873, 28.12.2006

JEL: E31, E32, E52

Informed and Strategic Order Flow in the Bond Markets

Paper: 0874, 28.12.2006

JEL: E44, G14

A Bivariate Model of Fed and ECB Main Policy Rates

Paper: 0875, 28.12.2006

JEL: C11, C3, C52, E52

Predictive Regressions with Panel Data

Paper: 0869, 29.11.2006

Ramsey Meets Hosios: The Optimal Capital Tax and Labor Market Efficiency

Paper: 0870, 29.11.2006

JEL: E24, E62, H21, J64

Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets

Paper: 0871, 29.11.2006

JEL: C5, F3, F4, G1

How Do FOMC Actions and U.S. Macroeconomic Data Announcements Move Brazilian Sovereign Yield Spreads and Stock Prices?

Paper: 0868, 15.11.2006

JEL: F36, F39, F42

Closing Open Economy Models

Paper: 0867, 15.11.2006

JEL: D51, F41

Assessing Structural VARs

Paper: 0866, 05.11.2006

JEL: C1

 

PPP Rules, Macroeconomic Instability and Learning

Paper: 0814, 05.11.2006

Does The Time Inconsistency Problem Make Flexible Exchange Rates Look Worse Than You Think?

Paper: 0865, 04.10.2006

JEL: E61, F41

Trade Integration, Competition, and the Decline in Exchange-Rate Pass-Through

Paper: 0864, 05.09.2006

JEL: F15, F41

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

Paper: 0863, 03.07.2006

JEL: F31, G15

What Drives Volatility Persistence in the Foreign Exchange Market?

Paper: 0862, 03.06.2006

Exchange-Rate Effects on China’s Trade: An Interim Report

Paper: 0861, 26.05.2006

JEL: C51, C52, F41

Can the U.S. Monetary Policy Fall (Again) in an Expectation Trap?

Paper: 0860, 26.05.2006

JEL: E31, E52, E58

Trade Adjustment and the Composition of Trade

Paper: 0859, 23.05.2006

JEL: F17, F41

Currency Hedging and Corporate Governance: A Cross-country Analysis

Paper: 0858, 23.05.2006

JEL: G32, G34

Modeling Direct Investment Valuation Adjustments and Estimating Quarterly Positions

Paper: 0857, 12.05.2006

JEL: C51, C53, F21, F37, F47

The U.S. Current Account Deficit and the Expected Share of World Output

Paper: 0856, 12.05.2006

JEL: F32, F41

Should We Expect Significant Out-of-Sample Results When Predicting Stock Returns?

Paper: 0855, 24.03.2006

JEL: C15, C53, G14

Fully Modified Estimation With Nearly Integrated Regressors

Paper: 0854, 24.03.2006

JEL: C22

New Methods for Inference in Long-Run Predictive Regressions

Paper: 0853, 24.03.2006

JEL: C22, G1

Estimation of Average Local-to-Unity Roots in Heterogenous Panels

Paper: 0852, 24.03.2006

JEL: C22, C23

Exchange-Rate Pass-Through in the G-7 Countries

Paper: 0851, 03.03.2006

JEL: E31, F3, F41

The Adjustment of Global External Imbalances: Does Partial Exchange Rate Pass-Through to Trade Prices Matter?

Paper: 0850, 03.03.2006

JEL: F3, F41

Interest Rate Rules, Endogenous Cycles, and Chaotic Dynamics in Open Economies

Paper: 0849, 02.01.2006

Fighting Against Currency Depreciation, Macroeconomic Instability, and Sudden Stops

Paper: 0848, 02.01.2006

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