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

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Title Author(s)

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

No Good Deals-No Bad Models

Paper: 589, 21.12.2012

The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters

Paper: 588, 21.12.2012

Agglomeration and Job Matching among College Graduates

Paper: 587, 20.12.2012

Importers, Exporters, and Exchange Rate Disconnect

Paper: 586, 17.12.2012

JEL: F14, F31, F41

Rare Shocks, Great Recessions

Paper: 585, 14.12.2012

Exchange Rate Pass-Through, Markups, and Inventories

Paper: 584, 04.12.2012

Shadow Banking: A Review of the Literature

Paper: 580, 30.11.2012

When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads

Paper: 579, 30.11.2012

Have Financial Markets Become More Informative?

Paper: 578, 30.11.2012

On Bounding Credit Event Risk Premia

Paper: 577, 30.11.2012

Banking across Borders

Paper: 576, 30.11.2012

Assessing the Quality of "Furfine-based" Algorithms

Paper: 575, 30.11.2012

The Forward Guidance Puzzle

Paper: 574, 30.11.2012

Abbott and Bacon Districts: Education Finances during the Great Recession

Paper: 573, 30.11.2012

Doing Well by Doing Good? Community Development Venture Capital

Paper: 572, 30.11.2012

Information Acquisition and Financial Intermediation

Paper: 571, 30.11.2012

Pricing TIPS and Treasuries with Linear Regressions

Paper: 570, 30.11.2012

A New Look at Second Liens

Paper: 569, 30.11.2012

Do Informal Referrals Lead to Better Matches? Evidence from a Firm's Employee Referral System

Paper: 568, 30.11.2012

Intermediary Leverage Cycles and Financial Stability

Paper: 567, 30.11.2012

Mismatch Unemployment

Paper: 566, 30.11.2012

Housing Markets and Residential Segregation: Impacts of the Michigan School Finance Reform on Inter- and Intra-District Sorting

Paper: 565, 30.11.2012

The Minimum Balance at Risk: A Proposal to Mitigate the Systemic Risks Posed by Money Market Funds

Paper: 564, 30.11.2012

Federal Reserve Liquidity Provision during the Financial Crisis of 2007-2009

Paper: 563, 30.11.2012

Payment Changes and Default Risk: The Impact of Refinancing on Expected Credit Losses

Paper: 562, 30.11.2012

Estimating a Structural Model of Herd Behavior in Financial Markets

Paper: 561, 30.11.2012

How "Unconventional" Are Large-Scale Asset Purchases? The Impact of Monetary Policy on Asset Prices

Paper: 560, 30.11.2012

Shadow Banking Regulation

Paper: 559, 30.11.2012

How Deeply Held Are Anti-American Attitudes among Pakistani Youth? Evidence Using Experimental Variation in Information

Paper: 558, 30.11.2012

An Analysis of OTC Interest Rate Derivatives Transactions: Implications for Public Reporting

Paper: 557, 30.11.2012

The Supply Side of the Housing Boom and Bust of the 2000s

Paper: 556, 30.11.2012

Securities Lending

Paper: 555, 30.11.2012

DSGE Model-Based Forecasting

Paper: 554, 30.11.2012

The Private Premium in Public Bonds

Paper: 553, 30.11.2012

Discussion of "An Integrated Framework for Multiple Financial Regulations"

Paper: 583, 30.11.2012

Payment Size, Negative Equity, and Mortgage Default

Paper: 582, 30.11.2012

Forecasting through the Rear-View Mirror: Data Revisions and Bond Return Predictability

Paper: 581, 30.11.2012

Workforce Skills across the Urban-Rural Hierarchy

Paper: 552, 22.02.2012

JEL: J24, O18, R11, R12

Deficits, Public Debt Dynamics, and Tax and Spending Multipliers

Paper: 551, 17.02.2012

An Empirical Study of Trade Dynamics in the Fed Funds Market

Paper: 550, 15.02.2012

Trade Dynamics in the Market for Federal Funds

Paper: 549, 15.02.2012

Leverage and Asset Prices: An Experiment

Paper: 548, 11.02.2012

Long-Term Debt Pricing and Monetary Policy Transmission under Imperfect Knowledge

Paper: 547, 08.02.2012

Optimal Interest Rate Rules and Inflation Stabilization versus Price-Level Stabilization

Paper: 546, 07.02.2012

Follow the Money: Quantifying Domestic Effects of Foreign Bank Shocks in the Great Recession

Paper: 545, 06.02.2012

Defaults and Losses on Commercial Real Estate Bonds during the Great Depression Era

Paper: 544, 02.02.2012

The Price Is Right: Updating of Inflation Expectations in a Randomized Price Information Experiment

Paper: 543, 30.01.2012

Crime, House Prices, and Inequality: The Effect of UPPs in Rio

Paper: 542, 30.01.2012

House Price Booms, Current Account Deficits, and Low Interest Rates

Paper: 541, 30.01.2012

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