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

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

	Title	Author(s)
Abstract Full text	Bank Integration and Financial Constraints: Evidence from U.S. Firms Paper: 0925, 09.04.2008 JEL: G21, G28, G31	Ricardo Correa
Abstract Full text	A Solution to the Default Risk-Business Cycle Disconnect Paper: 0924, 09.04.2008 JEL: E32, E44, F32, F34	Vivian Z. Yue Enrique G. Mendoza
Abstract	Do Differences in Financial Development Explain the Global Pattern of Current Account Imbalances? Paper: 0923, 02.04.2008	Steven B. Kamin Joseph W. Gruber
Abstract Full text	Cross-border Bank Acquisitions: Is there a Performance Effect? Paper: 0922, 02.04.2008 JEL: F21, F23, G21, G34	Ricardo Correa
Abstract Full text	Cross-Border Returns Differentials Paper: 0921, 02.04.2008 JEL: F3	Stephanie E. Curcuru Tomas Dvorak Francis E. Warnock
Abstract Full text	On the Application of Automatic Differentiation to the Likelihood Function for Dynamic General Equilibrium Models Paper: 0920, 02.04.2008 JEL: C52, C61, C63	Houtan Bastani Luca Guerrieri
Abstract Full text	Optimal Fiscal and Monetary Policy in Customer Markets Paper: 0919, 02.04.2008 JEL: E30, E50, E61, E63	Sanjay K. Chugh David M. Arseneau
Abstract Full text	International Competition and Inflation: A New Keynesian Perspective Paper: 0918, 02.04.2008 JEL: E31, E32, F41	Christopher Gust Luca Guerrieri J. David López-Salido
Abstract Full text	Measuring U.S. International Relative Prices: A WARP View of the World Paper: 0917, 02.04.2008 JEL: C22, C82, F41	Jaime Marquez Charles P. Thomas Sean Fahle
Abstract Full text	Loose Commitment Paper: 0916, 21.01.2008 JEL: C61, C63, E61, E62	Davide Debortoli Ricardo Nunes
Abstract Full text	Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated Paper: 0915, 17.01.2008 JEL: C12, C15, C32	Erik Hjalmarsson Pär Österholm
Abstract Full text	The Stambaugh Bias in Panel Predictive Regressions Paper: 0914, 17.01.2008 JEL: C22, C23, G1	Erik Hjalmarsson
Abstract Full text	India's Future: It's About Jobs Paper: 0913, 17.01.2008 JEL: E20, F00	Geoffrey N. Keim Beth Anne Wilson
Abstract Full text	Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter? Paper: 0912, 28.12.2007 JEL: G10, G14, G15	John Ammer Fang Cai
Abstract Full text	Precautionary Demand for Foreign Assets in Sudden Stop Economies: An Assessment of the New Mercantilism Paper: 0911, 13.12.2007 JEL: D52, E44, F32, F41	Ceyhun Bora Durdu Enrique G. Mendoza Marco E. Terrones
Abstract Full text	Monthly Estimates of U.S. Cross-Border Securities Positions Paper: 0910, 06.12.2007 JEL: C80, F30	Carol C. Bertaut Ralph W. Tryon
Abstract Full text	Quantitative Implications of Indexed Bonds in Small Open Economies Paper: 0909, 01.12.2007 JEL: E44, F32, F41	Ceyhun Bora Durdu
Abstract Full text	External Governance and Debt Agency Costs of Family Firms Paper: 0908, 01.12.2007 JEL: F30, G30, G32	Levent Guntay Andrew Ellul Ugur Lel
Abstract Full text	The Transmission of Domestic Shocks in the Open Economy Paper: 0906, 01.12.2007 JEL: E52, F41, F47	Christopher J. Erceg Christopher Gust J. David López-Salido
Abstract Full text	A Residual-Based Cointegration Test for Near Unit Root Variables Paper: 0907, 01.11.2007 JEL: C12, C22	Erik Hjalmarsson Pär Österholm
Abstract Full text	Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets Paper: 0905, 01.10.2007 JEL: C22, G12	Erik Hjalmarsson Alain Chaboud Mico Loretan Benjamin Chiquoine
Abstract Full text	The Role of China in Asia: Engine, Conduit, or Steamroller? Paper: 0904, 01.10.2007 JEL: E32, F10, F40	Shaghil Ahmed Ross Knippenberg Sylvain Leduc Brahima Coulibaly Jane T. Haltmaier Beth Anne Wilson Mario Marazzi
Abstract Full text	Trading Activity and Exchange Rates in High-Frequency EBS Data Paper: 0903, 01.10.2007 JEL: F31, G14	Sergey V. Chernenko Alain P. Chaboud Jonathan H. Wright
Abstract Full text	Exchange Rate Pass-Through to Export Prices: Assessing Some Cross-Country Evidence Paper: 0902, 01.10.2007 JEL: E31, F30, F41	Robert J. Vigfusson Nathan Sheets Joseph E. Gagnon
Abstract Full text	Real-Time Measurement of Business Conditions Paper: 0901, 01.09.2007 JEL: C01, C22, E32, E37	S. Boragan Aruoba Chiara Scotti Francis X. Diebold
Abstract Full text	Bargaining, Fairness, and Price Rigidity in a DSGE Environment Paper: 0900, 01.08.2007 JEL: E20, E30, E31, E32	Sanjay K. Chugh David M. Arseneau
Abstract Full text	What Can the Data Tell Us about Carry Trades in Japanese Yen? Paper: 0899, 01.08.2007 JEL: F31, F32	Alain P. Chaboud Joseph E. Gagnon
Abstract Full text	Three Great American Disinflations Paper: 0898, 01.07.2007 JEL: E32, E42, E52, E58	Ryan Michaels Andrew T. Levin Michael D. Bordo Christopher J. Erceg
Abstract Full text	Oil Shocks and External Adjustment Paper: 0897, 01.07.2007 JEL: F32, F41	Martin Bodenstein Christopher J. Erceg Luca Guerrieri
Abstract Full text	Price Setting during Low and High Inflation: Evidence from Mexico Paper: 0896, 01.06.2007 JEL: C23, D40, E31	Etienne Gagnon
Abstract Full text	A Note on the Coefficient of Determination in Models with Infinite Variance Variables Paper: 0895, 01.06.2007 JEL: C12, C13, C21, G12	Jeong-Ryeol Kurz-Kim Mico Loretan
Abstract Full text	The Stability of Large External Imbalances: The Role of Returns Differentials Paper: 0894, 01.05.2007 JEL: F3	Stephanie E. Curcuru Tomas Dvorak Francis E. Warnock
Abstract Full text	Optimal Fiscal and Monetary Policy with Costly Wage Bargaining Paper: 0893, 01.05.2007 JEL: E24, E50, E62, E63	Sanjay K. Chugh David M. Arseneau
Abstract Full text	U.S. External Adjustment: Is It Disorderly? Is It Unique? Will It Disrupt the Rest of the World? Paper: 0892, 01.05.2007 JEL: F32, F41	Steven B. Kamin Trevor A. Reeve Nathan Sheets
Abstract Full text	Some Simple Tests of the Globalization and Inflation Hypothesis Paper: 0891, 01.05.2007 JEL: C22, E31, F41	Jaime Marquez Steven B. Kamin Deborah Lindner Jane E. Ihrig
Abstract Full text	Are Antidumping Duties for Sale? Case-Level Evidence on the Grossman-Helpman Protection for Sale Model Paper: 0888, 04.03.2007 JEL: F13	Shane M. Sherlund Carolyn L. Evans
Abstract Full text	Flying Geese or Sitting Ducks: China’s Impact on the Trading Fortunes of other Asian Economies Paper: 0887, 04.03.2007 JEL: F10, F31, O53	Alan G. Ahearne John G. Fernald John W. Schindler Prakash Loungani
Abstract Full text	Global Asset Prices and FOMC Announcements Paper: 0886, 04.03.2007 JEL: E44, E52, G14, G15	Joshua Hausman Jon Wongswan
Abstract Full text	International Asset Markets And Real Exchange Rate Volatility Paper: 0884, 04.03.2007	Martin Bodenstein
Abstract Full text	Changes in Job Quality and Trends in Labor Hours Paper: 0882, 04.03.2007 JEL: E24, J22, O47	Brahima Coulibaly
Abstract Full text	Predicting Sharp Depreciations in Industrial Country Exchange Rates Paper: 0881, 04.03.2007 JEL: C22, F31	Joseph E. Gagnon Jonathan H. Wright
Abstract Full text	Measurement Matters for Modeling U.S. Import Prices Paper: 0883, 04.03.2007 JEL: C51, C53, F17, F41	Jaime Marquez Charles P. Thomas
Abstract Full text	Of Nutters And Doves Paper: 0885, 04.03.2007 JEL: E52, E58	Martin Bodenstein Roc Armenter
Abstract Full text	Dollarization and Financial Integration Paper: 0890, 01.03.2007 JEL: F33, F34, F36	Cristina Arellano Jonathan Heathcote
Abstract Full text	Markov Switching GARCH Models of Currency Turmoil in Southeast Asia Paper: 0889, 01.02.2007 JEL: C13, C22, C52, F31, F34	Celso Brunetti Chiara Scotti Augustine H.H. Tan Roberto S. Mariano
Abstract Full text	Optimal Fiscal and Monetary Policy When Money is Essential Paper: 0880, 16.01.2007 JEL: E13, E52, E62, E63	Sanjay K. Chugh S. Boragan Aruoba
Abstract Full text	International Cross-listing, Firm Performance and Top Management Turnover: A Test of the Bonding Hypothesis Paper: 0877, 16.01.2007 JEL: F30, G15, G30, G34, K22, M40	Darius P. Miller Ugur Lel
Abstract Full text	Efficiency in Housing Markets: Do Home Buyers Know how to Discount? Paper: 0879, 16.01.2007 JEL: G14, R21, R31	Randi Hjalmarsson Erik Hjalmarsson
Abstract Full text	Sovereign Debt Crises and Credit to the Private Sector Paper: 0878, 16.01.2007 JEL: F32, F34, G32	Carlos Arteta Galina Hale
Abstract Full text	An Empirical Analysis of Specialist Trading Behavior at the New York Stock Exchange Paper: 0876, 28.12.2006 JEL: G10, G14	Sigridur Benediktsdottir

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