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

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

	Title	Author(s)
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
Abstract Full text	The Monetary Origins of Asymmetric Information in International Equity Markets Paper: 0872, 28.12.2006 JEL: F3, G12, G14, G15	Clara Vega Gregory H. Bauer
Abstract Full text	Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. Volatility Paper: 0873, 28.12.2006 JEL: E31, E32, E52	Keith Sill Sylvain Leduc
Abstract Full text	Informed and Strategic Order Flow in the Bond Markets Paper: 0874, 28.12.2006 JEL: E44, G14	Clara Vega Paolo Pasquariello
Abstract Full text	A Bivariate Model of Fed and ECB Main Policy Rates Paper: 0875, 28.12.2006 JEL: C11, C3, C52, E52	Chiara Scotti
Abstract Full text	Predictive Regressions with Panel Data Paper: 0869, 29.11.2006	Erik Hjalmarsson
Abstract Full text	Ramsey Meets Hosios: The Optimal Capital Tax and Labor Market Efficiency Paper: 0870, 29.11.2006 JEL: E24, E62, H21, J64	Sanjay K. Chugh David M. Arseneau
Abstract Full text	Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets Paper: 0871, 29.11.2006 JEL: C5, F3, F4, G1	Clara Vega Tim Bollerslev Torben G. Andersen Francis X. Diebold
Abstract Full text	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	Jennifer E. Roush Patrice Robitaille
Abstract Full text	Closing Open Economy Models Paper: 0867, 15.11.2006 JEL: D51, F41	Martin Bodenstein
Abstract Full text	Assessing Structural VARs Paper: 0866, 05.11.2006 JEL: C1

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