Central Bank Research Hub - Series: New York Fed Staff reports 2012

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

	Title	Author(s)
Abstract Full text	Banking across Borders with Heterogeneous Banks Paper: 609, 01.04.2013	Friederike Niepmann
Abstract Full text	Buyout Activity: The Impact of Aggregate Discount Rates Paper: 606, 26.03.2013	Erik Loualiche Valentin Haddad Matthew Plosser
Abstract Full text	Identifying Term Interbank Loans from Fedwire Payments Data Paper: 603, 15.03.2013	Dennis Kuo David Skeie James Vickery Thomas Youle
Abstract Full text	Capital Controls: A Normative Analysis Paper: 600, 07.02.2013	Bianca De Paoli
Abstract Full text	Money Market Funds Intermediation, Bank Instability, and Contagion Paper: 599, 06.02.2013	Marco Cipriani Antoine Martin Bruno M. Parigi
Abstract Full text	The High-Frequency Response of Energy Prices to Monetary Policy: Understanding the Empirical Evidence Paper: 598, 06.02.2013	Carlo Rosa
Abstract Full text	Rollover Risk as Market Discipline: A Two-Sided Inefficiency Paper: 597, 05.02.2013	Thomas M. Eisenbach
Abstract Full text	A Sampling-Window Approach to Transactions-Based Libor Fixing Paper: 596, 05.02.2013	David Skeie James Vickery Darrell Duffie
Abstract Full text	Estimating the Impacts of U.S. LSAPs on Emerging Market Economies' Local Currency Bond Markets Paper: 595, 17.01.2013	Sunwoo Nam Jeffrey Moore Alexander Tepper Myeongguk Suh
Abstract Full text	Securitization and the Fixed-Rate Mortgage Paper: 594, 08.01.2013	Andreas Fuster James Vickery
Abstract Full text	Gender Discrimination and Social Identity: Experimental Evidence from Urban Pakistan Paper: 593, 05.01.2013	Adeline Delavande Basit Zafar
Abstract Full text	Chinese Exports and U.S. Import Prices Paper: 591, 04.01.2013	Benjamin R. Mandel
Abstract Full text	A Boost in the Paycheck: Survey Evidence on Workers' Response to the 2011 Payroll Tax Cuts Paper: 592, 04.01.2013	Grant Graziani Basit Zafar Wilbert van der Klaauw
Abstract Full text	Liquidity, Volatility, and Flights to Safety in the U.S. Treasury Market: Evidence from a New Class of Dynamic Order Book Models Paper: 590, 22.12.2012	Giang Nguyen Robert F. Engle Michael Fleming Eric Ghysels
Abstract Full text	The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters Paper: 588, 21.12.2012	Robert Rich Joseph Tracy Joseph Song
Abstract Full text	No Good Deals-No Bad Models Paper: 589, 21.12.2012	Nina Boyarchenko Stewart Hodges John Crosby Mario Cerrato
Abstract Full text	Agglomeration and Job Matching among College Graduates Paper: 587, 20.12.2012	Jaison R. Abel Richard Deitz
Abstract Full text	Importers, Exporters, and Exchange Rate Disconnect Paper: 586, 17.12.2012 JEL: F14, F31, F41	Mary Amiti Oleg Itskhoki Jozef Konings
Abstract Full text	Rare Shocks, Great Recessions Paper: 585, 14.12.2012	Vasco Cúrdia Daniel Greenwald Marco Del Negro
Abstract Full text	Exchange Rate Pass-Through, Markups, and Inventories Paper: 584, 04.12.2012	James A. Kahn Adam Copeland
Abstract Full text	The Supply Side of the Housing Boom and Bust of the 2000s Paper: 556, 30.11.2012	John Sporn Andrew Haughwout Richard W. Peach Joseph Tracy
Abstract Full text	An Analysis of OTC Interest Rate Derivatives Transactions: Implications for Public Reporting Paper: 557, 30.11.2012	Michael Fleming Patricia Zobel John Jackson Asani Sarkar Ada Li
Abstract Full text	Shadow Banking Regulation Paper: 559, 30.11.2012	Tobias Adrian Adam B. Ashcraft
Abstract Full text	How Deeply Held Are Anti-American Attitudes among Pakistani Youth? Evidence Using Experimental Variation in Information Paper: 558, 30.11.2012	Adeline Delavande Basit Zafar
Abstract Full text	Estimating a Structural Model of Herd Behavior in Financial Markets Paper: 561, 30.11.2012	Marco Cipriani Antonio Guarino
Abstract Full text	Federal Reserve Liquidity Provision during the Financial Crisis of 2007-2009 Paper: 563, 30.11.2012	Michael J. Fleming
Abstract Full text	Housing Markets and Residential Segregation: Impacts of the Michigan School Finance Reform on Inter- and Intra-District Sorting Paper: 565, 30.11.2012	Joydeep Roy Rajashri Chakrabarti
Abstract Full text	Intermediary Leverage Cycles and Financial Stability Paper: 567, 30.11.2012	Nina Boyarchenko Tobias Adrian
Abstract Full text	The Private Premium in Public Bonds Paper: 553, 30.11.2012	Anna Kovner Chenyang Wei
Abstract Full text	Banking across Borders Paper: 576, 30.11.2012	Friederike Niepmann
Abstract Full text	The Forward Guidance Puzzle Paper: 574, 30.11.2012	Marc Giannoni Christina Patterson Marco Del Negro
Abstract Full text	Abbott and Bacon Districts: Education Finances during the Great Recession Paper: 573, 30.11.2012	Rajashri Chakrabarti Sarah Sutherland
Abstract Full text	Securities Lending Paper: 555, 30.11.2012	Paul C. Lipson Bradley K. Sabel Frank M. Keane
Abstract Full text	Doing Well by Doing Good? Community Development Venture Capital Paper: 572, 30.11.2012	Anna Kovner Josh Lerner
Abstract Full text	Information Acquisition and Financial Intermediation Paper: 571, 30.11.2012	Nina Boyarchenko
Abstract Full text	Pricing TIPS and Treasuries with Linear Regressions Paper: 570, 30.11.2012	Michael Abrahams Tobias Adrian Emanuel Moench Richard K. Crump
Abstract Full text	A New Look at Second Liens Paper: 569, 30.11.2012	Christopher Mayer Joseph Tracy Donghoon Lee
Abstract Full text	DSGE Model-Based Forecasting Paper: 554, 30.11.2012	Frank Schorfheide Marco Del Negro
Abstract Full text	Assessing the Quality of "Furfine-based" Algorithms Paper: 575, 30.11.2012	Olivier Armantier Adam Copeland
Abstract Full text	Discussion of "An Integrated Framework for Multiple Financial Regulations" Paper: 583, 30.11.2012	Tobias Adrian
Abstract Full text	Payment Size, Negative Equity, and Mortgage Default Paper: 582, 30.11.2012	Andreas Fuster Paul S. Willen
Abstract Full text	Forecasting through the Rear-View Mirror: Data Revisions and Bond Return Predictability Paper: 581, 30.11.2012	Eric Ghysels Emanuel Moench Casidhe Horan
Abstract Full text	Shadow Banking: A Review of the Literature Paper: 580, 30.11.2012	Tobias Adrian Adam B. Ashcraft
Abstract Full text	When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads Paper: 579, 30.11.2012	Shang-Jin Wei Jennie Bai
Abstract Full text	Have Financial Markets Become More Informative? Paper: 578, 30.11.2012	Alexi Savov Thomas Philippon Jennie Bai
Abstract Full text	On Bounding Credit Event Risk Premia Paper: 577, 30.11.2012	Pierre Collin-Dufresne Robert S. Goldstein Jennie Bai Jean Helwege
Abstract Full text	Do Informal Referrals Lead to Better Matches? Evidence from a Firm's Employee Referral System Paper: 568, 30.11.2012	Elizabeth Setren Meta Brown Giorgio Topa
Abstract Full text	Mismatch Unemployment Paper: 566, 30.11.2012	Aysegul Sahin Joseph Song Giovanni L. Violante Giorgio Topa
Abstract Full text	The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds Paper: 564, 30.11.2012	Marco Cipriani Michael Holscher Antoine Martin Patrick E. McCabe
Abstract Full text	Payment Changes and Default Risk: The Impact of Refinancing on Expected Credit Losses Paper: 562, 30.11.2012	Joseph Tracy Joshua Wright

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