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

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

	Title	Author(s)
Abstract Full text	Sectoral Price Facts in a Sticky-Price Model Paper: 495, 25.05.2011	Carlos Carvalho Jae Won Lee
Abstract Full text	Are Credit Default Swaps Associated with Higher Corporate Defaults? Paper: 494, 14.05.2011	Vanessa Savino Stavros Peristiani
Abstract Full text	Efficient, Regression-Based Estimation of Dynamic Asset Pricing Models Paper: 493, 07.05.2011	Tobias Adrian Emanuel Moench Richard K. Crump
Abstract Full text	Bank Capital Regulation and Structured Finance Paper: 492, 05.05.2011	Antoine Martin Bruno M. Parigi
Abstract Full text	FOMC Communication Policy and the Accuracy of Fed Funds Futures Paper: 491, 18.04.2011	Menno Middeldorp
Abstract Full text	Robust Capital Regulation Paper: 490, 13.04.2011	Til Schuermann Anjan Thakor Viral V. Acharya Hamid Mehran
Abstract Full text	Expectations of Inflation: The Biasing Effect of Thoughts about Specific Prices Paper: 489, 08.04.2011	Wilbert van der Klaauw Wandi Bruine de Bruin
Abstract Full text	Liquidity Hoarding Paper: 488, 22.03.2011	Tanju Yorulmazer Douglas Gale
Abstract Full text	Central Bank Transparency and the Crowding Out of Private Information in an Experimental Asset Market Paper: 487, 09.03.2011	Menno Middeldorp Stephanie Rosenkranz
Abstract Full text	Vouchers, Responses, and the Test-Taking Population: Regression Discontinuity Evidence from Florida Paper: 486, 02.03.2011	Rajashri Chakrabarti
Abstract Full text	BASEL III: Long-Term Impact on Economic Performance and Fluctuations Paper: 485, 26.02.2011	Vasco Cúrdia Laurent Clerc Werner Roeger Jan Vlcek Roberto Motto Leonardo Gambacorta Paolo Angelini Skander J. Van den Heuvel Andrea Gerali Alberto Locarno
Abstract Full text	Comovement Revisited Paper: 484, 23.02.2011	Maria Kasch Asani Sarkar
Abstract Full text	Stigma in Financial Markets: Evidence from Liquidity Auctions and Discount Window Borrowing during the Crisis Paper: 483, 14.01.2011	Olivier Armantier Eric Ghysels Jeffrey Shrader Asani Sarkar
Abstract Full text	Household Debt and Saving during the 2007 Recession Paper: 482, 11.01.2011	Rajashri Chakrabarti Donghoon Lee Basit Zafar Wilbert van der Klaauw
Abstract Full text	Responses to the Financial Crisis, Treasury Debt, and the Impact on Short-Term Money Markets Paper: 481, 10.01.2011	Warren B. Hrung Jason S. Seligman
Abstract Full text	The Financial Crisis at the Kitchen Table: Trends in Household Debt and Credit Paper: 480, 30.12.2010	Andrew Haughwout Wilbert van der Klaauw Donghoon Lee Meta Brown
Abstract Full text	An Introduction to the FRBNY Consumer Credit Panel Paper: 479, 01.12.2010	Wilbert van der Klaauw Donghoon Lee
Abstract Full text	Double Majors: One for Me, One for the Parents? Paper: 478, 26.11.2010	Basit Zafar
Abstract Full text	The Tri-Party Repo Market before the 2010 Reforms Paper: 477, 26.11.2010	Antoine Martin Michael Walker Adam Copeland
Abstract Full text	Fitting Observed Inflation Expectations Paper: 476, 26.11.2010	Stefano Eusepi Marco Del Negro
Abstract Full text	Equity Premium Predictions with Adaptive Macro Indexes Paper: 475, 06.10.2010 JEL: G17	Jennie Bai
Abstract Full text	Firm Value and Cross-Listings: The Impact of Stock Market Prestige Paper: 474, 29.09.2010 JEL: G15, G20	Stavros Peristiani Nicola Cetorelli
Abstract Full text	Bailouts and Financial Fragility Paper: 473, 17.09.2010 JEL: E61, G21, G28	Todd Keister
Abstract Full text	Do Charter Schools Crowd Out Private School Enrollment? Evidence from Michigan Paper: 472, 15.09.2010 JEL: H4, I21, I28	Rajashri Chakrabarti Joydeep Roy
Abstract Full text	Effect of Constraints on Tiebout Competition: Evidence from the Michigan School Finance Reform Paper: 471, 08.09.2010 JEL: H4, I2	Rajashri Chakrabarti Joydeep Roy
Abstract Full text	Knowledge in Cities Paper: 470, 03.09.2010 JEL: J24, O18, R11	Kevin Stolarick Todd Gabe Jaison R. Abel Adrienne Ross
Abstract Full text	Caught between Scylla and Charybdis? Regulating Bank Leverage When There Is Rent Seeking and Risk Shifting Paper: 469, 02.09.2010 JEL: G21, G28, G32, G35, G38	Hamid Mehran Viral V. Acharya Anjan Thakor
Abstract Full text	TBA Trading and Liquidity in the Agency MBS Market Paper: 468, 19.08.2010 JEL: G12, G19, G21	James Vickery Joshua Wright
Abstract Full text	Tax Buyouts Paper: 467, 07.08.2010 JEL: E62, H21	Fabrizio Perri Marco Del Negro Fabiano Schivardi
Abstract Full text	A Private Lender Cooperative Model for Residential Mortgage Finance Paper: 466, 05.08.2010 JEL: E02, G01, G21, G28	Patricia Mosser James Vickery Joseph Tracy Joshua Wright Toni Dechario
Abstract Full text	Jump-Robust Volatility Estimation using Nearest Neighbor Truncation Paper: 465, 05.08.2010 JEL: C14, C15, C22, C80, G10	Torben G. Andersen Ernst Schaumburg Dobrislav Dobrev
Abstract Full text	Funding Liquidity Risk and the Cross-Section of Stock Returns Paper: 464, 02.08.2010 JEL: G1, G12, G21	Tobias Adrian Erkko Etula
Abstract Full text	The Central-Bank Balance Sheet as an Instrument of Monetary Policy Paper: 463, 29.07.2010 JEL: E50, E52, E58	Vasco Cúrdia Michael Woodford
Abstract Full text	The Impact of Competition on Technology Adoption: An Apples-to-PCs Analysis Paper: 462, 26.07.2010 JEL: D40, L10, L63, O30	Adam Hale Shapiro Adam Copeland
Abstract Full text	Financial Amplification of Foreign Exchange Risk Premia Paper: 461, 26.07.2010 JEL: F31, G01, G15, G17	Tobias Adrian Jan J. J. Groen Erkko Etula
Abstract Full text	The Information Value of the Stress Test and Bank Opacity Paper: 460, 26.07.2010 JEL: G01, G21	Donald P. Morgan Vanessa Savino Stavros Peristiani
Abstract Full text	Do Underwriters Matter? The Impact of the Near Loss of an Equity Underwriter Paper: 459, 10.07.2010 JEL: G14, G2, G24, G3, G30	Anna Kovner
Abstract Full text	Shadow Banking Paper: 458, 09.07.2010 JEL: G01, G20, G28	Tobias Adrian Zoltan Pozsar Hayley Boesky Adam B. Ashcraft
Abstract Full text	Resolving Troubled Systemically Important Cross-Border Financial Institutions: Is a New Corporate Organizational Form Required? Paper: 457, 03.07.2010 JEL: G20, G21, G28, G38	Christine Cumming Robert A. Eisenbeis
Abstract Full text	Executive Compensation and Risk Taking Paper: 456, 01.07.2010 JEL: G21, G34	Joel Shapiro Hamid Mehran Patrick Bolton
Abstract Full text	State-Dependent Pricing under Infrequent Information: A Unified Framework Paper: 455, 23.06.2010 JEL: E00, E31	René Garcia Marco Bonomo Carlos Carvalho
Abstract Full text	Can Subjective Expectations Data Be Used in Choice Models? Evidence on Cognitive Biases Paper: 454, 18.06.2010 JEL: D8, I2, J1, J7	Basit Zafar
Abstract Full text	Bayesian Social Learning, Conformity, and Stubbornness: Evidence from the AP Top 25 Paper: 453, 15.06.2010 JEL: D80, D83, D84	Basit Zafar Daniel F. Stone
Abstract Full text	Bootstrapping Density-Weighted Average Derivatives Paper: 452, 28.05.2010 JEL: C12, C14, C21, C24	Richard K. Crump Michael Jansson Matias D. Cattaneo
Abstract Full text	Subsidizing Job Creation in the Great Recession Paper: 451, 28.05.2010 JEL: E24, J65	Sagiri Kitao Joseph Song Aysegul Sahin
Abstract Full text	Is Economics Coursework, or Majoring in Economics, Associated with Different Civic Behaviors? Paper: 450, 26.05.2010 JEL: A13, A22, D71	Michael Watts William Bosshardt Wilbert van der Klaauw Sam Allgood
Abstract Full text	MBS Ratings and the Mortgage Credit Boom Paper: 449, 26.05.2010 JEL: G01, G21, G24	James Vickery Paul Goldsmith-Pinkham Adam B. Ashcraft
Abstract Full text	Design of Contingent Capital with a Stock Price Trigger for Mandatory Conversion Paper: 448, 21.05.2010 JEL: G12, G23	Suresh Sundaresan Zhenyu Wang
Abstract Full text	Quantifying the Benefits of a Liquidity-Saving Mechanism Paper: 447, 14.05.2010 JEL: E42, E58, G21	James McAndrews Enghin Atalay Antoine Martin
Abstract Full text	Global Banks and International Shock Transmission: Evidence from the Crisis Paper: 446, 12.05.2010 JEL: E44, F36, G32	Linda S. Goldberg Nicola Cetorelli

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