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

Papers by year: All | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

News and Sovereign Default Risk in Small Open Economies

Paper: 0997, 22.06.2010

JEL: F34, F41

How Did a Domestic Housing Slump Turn into a Global Financial Crisis?

Paper: 0994, 29.03.2010

Offshore Production and Business Cycle Dynamics with Heterogeneous Firms

Paper: 0995, 29.03.2010

Interest on Excess Reserves as a Monetary Policy Instrument: The Experience of Foreign Central Banks

Paper: 0996, 29.03.2010

Term Structure Forecasting Using Macro Factors And Forecast Combination

Paper: 0993, 29.03.2010

Technology Shocks: Novel Implications for International Business Cycles

Paper: 0992, 29.03.2010

Heterogeneous Firms and Import Quality: Evidence from Transaction-Level Prices

Paper: 0991, 29.03.2010

Firm-Specific Capital, Nominal Rigidities and the Business Cycle

Paper: 0990, 29.03.2010

Labor Market Search in Emerging Economies

Paper: 0989, 26.02.2010

Asset Returns with Earnings Management

Paper: 0988, 26.02.2010

Are Chinese Exports Sensitive to Changes in the Exchange Rate?

Paper: 0987, 06.01.2010

Diversification Across Characteristics

Paper: 0986, 06.01.2010

JEL: G11, G12

Executive Compensation and Earnings Management Under Moral Hazard

Paper: 0985, 06.01.2010

JEL: D82, D86, G38, J31

Portfolio Inertia and the Equity Premium

Paper: 0984, 11.11.2009

JEL: E32, E44

The Effects of Foreign Shocks When Interest Rates are at Zero

Paper: 0983, 04.11.2009

The Market-Perceived Monetary Policy Rule

Paper: 0982, 04.11.2009

Characteristic-Based Mean-Variance Portfolio Choice

Paper: 0981, 04.11.2009

Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market

Paper: 0980, 04.11.2009

Did Easy Money in the Dollar Bloc Fuel the Global Commodity Boom?

Paper: 0979, 15.10.2009

JEL: F41, F42

The Power of Long-Run Structural VARs

Paper: 0978, 12.09.2009

Decomposing the U.S. External Returns Differential

Paper: 0977, 12.09.2009

The Puzzling Peso

Paper: 0976, 12.09.2009

On the Solvency of Nations: Are Global Imbalances Consistent with Intertemporal Budget Constraints?

Paper: 0975, 31.07.2009

JEL: E66, F32, F41

South Africa's Post-Apartheid Two-Step: Social Demands versus Macro Stability

Paper: 0974, 24.06.2009

JEL: D6, E6, H1, I0, O2

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

Paper: 0973, 10.06.2009

JEL: F31, G14, G15

Border Prices and Retail Prices

Paper: 0972, 10.06.2009

JEL: F30

Consumption Response to Expected Future Income

Paper: 0971, 05.06.2009

JEL: D12, D13, D91

Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks

Paper: 0970, 05.06.2009

JEL: C32, E37, Q43

Exchange Rates Dependence: What Drives It?

Paper: 0969, 21.05.2009

Markup Variation and Endogenous Fluctuations in the Price of Investment Goods

Paper: 0968, 01.04.2009

JEL: E32, L11, L16

Biofuels Impact on Crop and Food Prices: Using an Interactive Spreadsheet

Paper: 0967, 01.04.2009

Currency Crashes in Industrial Countries: Much Ado About Nothing?

Paper: 0966, 17.03.2009

JEL: F31, F32, F41

Tax Smoothing in Frictional Labor Markets

Paper: 0965, 17.03.2009

JEL: E24, E50, E62, E63

The Demand for Youth: Implications for the Hours Volatility Puzzle

Paper: 0964, 17.03.2009

JEL: E00, E32

The Taylor Rule and Interval Forecast for Exchange Rates

Paper: 0963, 17.03.2009

JEL: C14, C53, F31

Uncertainty Over Models and Data: The Rise and Fall of American Inflation

Paper: 0962, 14.01.2009

Fiscal Policy in the European Monetary Union

Paper: 0961, 12.01.2009

JEL: C32, C33, E42, E62, F33

Sudden Stops, Financial Crises and Leverage: A Fisherian Deflation of Tobin's Q*

Paper: 0960, 12.01.2009

JEL: D52, E44, F32, F41

The Fragility of Sensitivity Analysis: An Encompassing Perspective

Paper: 0959, 08.12.2008

Home Computers and Educational Outcomes: Evidence from the NLSY97 and CPS

Paper: 0958, 25.11.2008

JEL: C35, I20, O33

Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices

Paper: 0957, 25.11.2008

JEL: C32, E37, Q43

A Non-Random Walk Revisited: Short- and Long-Term Memory in Asset Prices

Paper: 0956, 25.11.2008

JEL: E30, G14

Estimating the Parameters of a Small Open Economy DSGE Model: Identifiability and Inferential Validity

Paper: 0955, 20.11.2008

JEL: C11, C15, F41

Housing Market Risks in the United Kingdom

Paper: 0954, 20.11.2008

JEL: E21, E22, R21

Testing the Expectations Hypothesis When Interest Rates are Near Integrated

Paper: 0953, 10.11.2008

JEL: C22, G12

Do Fundamentals Explain the International Impact of U.S. Interest Rates? Evidence at the Firm Level

Paper: 0952, 10.11.2008

JEL: E44, E52, G14, G15

Soft Information in Earnings Announcements: News or Noise?

Paper: 0951, 07.11.2008

JEL: D82, G14, M41

Assessing the Potential for Further Foreign Demand for U.S. Assets: Has Financing U.S. Current Account Deficits Made Foreign Investors Overweight in U.S. Securities?

Paper: 0950, 30.10.2008

JEL: F3, G11, G15

Expected Consumption Growth from Cross-Country Surveys: Implications for Assessing International Capital Markets

Paper: 0949, 29.09.2008

JEL: E21, F32, F41

Escape From New York: The Market Impact of SEC Rule 12h-6

Paper: 0945, 29.09.2008

JEL: G14, G15, G38

Papers by year: All | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003