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	Estimating Probabilities of Default Paper: 190, 28.07.2004 JEL: G21, G28	Samuel Hanson Til Schuermann
Abstract Full text	Are Bank Holding Companies a Source of Strength to Their Banking Subsidiaries? Paper: 189, 24.06.2004 JEL: G21, G28, G32	Adam B. Ashcraft
Abstract Full text	The Linkage between Regional Economic Indexes and Tax Bases: Evidence from New York Paper: 188, 22.06.2004 JEL: C32, E32, H71	Andrew Haughwout Jason Bram Robert Rich James Orr
Abstract Full text	Inference, Arbitrage, and Asset Price Volatility Paper: 187, 27.05.2004 JEL: G10, G12, G14	Tobias Adrian
Abstract Full text	How Should Suburbs Help Their Central Cities? Paper: 186, 21.05.2004 JEL: H7, R3	Andrew F. Haughwout Robert P. Inman
Abstract Full text	A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risk Paper: 185, 13.05.2004 JEL: G10, G20, G28	Joshua V. Rosenberg Til Schuermann
Abstract Full text	Anomalous Bidding in Short-Term Treasury Bill Auctions Paper: 184, 07.05.2004 JEL: G14, H63	Frank Keane Michael J. Fleming Kenneth D. Garbade
Abstract Full text	Financial-Sector Foreign Direct Investment and Host Countries: New and Old Lessons Paper: 183, 30.04.2004 JEL: F3, F4	Linda S. Goldberg
Abstract Full text	Benefits and Spillovers of Greater Competition in Europe: A Macroeconomic Assessment Paper: 182, 14.04.2004 JEL: C51, E31, E52	Paolo Pesenti Douglas Laxton Tamim Bayoumi
Abstract Full text	Time-Varying Consumption Correlation and the Dynamics of the Equity Premium: Evidence from the G-7 Countries Paper: 181, 14.04.2004 JEL: G12, G15	Lingjia Zhang Asani Sarkar
Abstract Full text	Globalization and the Gains from Variety Paper: 180, 26.03.2004 JEL: F0, F1, F4	Christian Broda David Weinstein
Abstract Full text	Who Bears the Cost of a Change in the Exchange Rate? The Case of Imported Beer Paper: 179, 26.03.2004 JEL: D40, F14, F3, F4, L16, L60	Rebecca Hellerstein
Abstract Full text	Trading Risk and Volatility in Interest Rate Swap Spreads Paper: 178, 26.03.2004 JEL: G12, G14, G24	John Kambhu
Abstract Full text	Do Stock Price Bubbles Influence Corporate Investment? Paper: 177, 26.03.2004 JEL: D92, E22, G31, G32	Charles P. Himmelberg Gur Huberman Simon Gilchrist
Abstract Full text	Are Banks Really Special? New Evidence from the FDIC-Induced Failure of Healthy Banks Paper: 176, 25.03.2004 JEL: E5, G18, G33	Adam B. Ashcraft
Abstract Full text	Cross-Country Differences in Monetary Policy Execution and Money Market Rates' Volatility Paper: 175, 25.03.2004 JEL: E43, E44, E52	Leonardo Bartolini Alessandro Prati
Abstract Full text	Inflation Inequality in the United States Paper: 173, 25.03.2004 JEL: C43, D12, D39	David Lagakos Bart Hobijn
Abstract Full text	An Investigation of the Gains from Commitment in Monetary Policy Paper: 171, 25.03.2004 JEL: E52, E58, E61	Ernst Schaumburg Andrea Tambalotti
Abstract Full text	Cross-Country Technology Adoption: Making the Theories Face the Facts Paper: 169, 25.03.2004 JEL: N10, O30, O57	Diego Comin Bart Hobijn
Abstract Full text	Fifteen Minutes of Fame? The Market Impact of Internet Stock Picks Paper: 158, 25.03.2004 JEL: G10, G14	Peter Antunovich Asani Sarkar
Abstract Full text	Tracking the New Economy: Using Growth Theory to Detect Changes in Trend Productivity Paper: 159, 25.03.2004 JEL: C32, O4, O51	Robert Rich James A. Kahn
Abstract Full text	Endogenous Deposit Dollarization Paper: 160, 25.03.2004 JEL: F31, G11, G21	Christian Broda Eduardo Levy Yeyati
Abstract Full text	Modeling Uncertainty: Predictive Accuracy as a Proxy for Predictive Confidence Paper: 161, 25.03.2004 JEL: C12, C22, E37	Robert Rich Joseph Tracy
Abstract Full text	Nonparametric Pricing of Multivariate Contingent Claims Paper: 162, 25.03.2004 JEL: C13, G14	Joshua V. Rosenberg
Abstract Full text	Forecasting in Large Macroeconomic Panels Using Bayesian Model Averaging Paper: 163, 25.03.2004 JEL: C11, C53, E37	Simon Potter Gary Koop
Abstract Full text	An Empirical Analysis of Stock and Bond Market Liquidity Paper: 164, 25.03.2004 JEL: E52, G10, G14, G23	Avanidhar Subrahmanyam Asani Sarkar Tarun Chordia
Abstract Full text	The Execution of Monetary Policy: A Tale of Two Central Banks Paper: 165, 25.03.2004 JEL: E43, E52, E58	Leonardo Bartolini Alessandro Prati
Abstract Full text	The Impact of CEO Turnover on Equity Volatility Paper: 166, 25.03.2004 JEL: G14, G34	Matthew J. Clayton Joshua V. Rosenberg Jay C. Hartzell
Abstract Full text	Evaluating the Riskiness of Initial Public Offerings: 1980-2000 Paper: 167, 25.03.2004 JEL: G24, G3	Stavros Peristiani
Abstract Full text	Using Home Maintenance and Repairs to Smooth Variable Earnings Paper: 168, 25.03.2004 JEL: D12, E21, R21	Joseph Gyourko Joseph Tracy
Abstract Full text	Stock Market Reaction to Financial Statement Certification by Bank Holding Company CEOs Paper: 170, 25.03.2004 JEL: G21, G28, G38	Beverly J. Hirtle
Abstract Full text	Tariffs and the Great Depression Revisited Paper: 172, 25.03.2004 JEL: E3, F4, N1	Mario J. Crucini James A. Kahn
Abstract Full text	What Explains the Stock Market's Reaction to Federal Reserve Policy? Paper: 174, 25.03.2004 JEL: E44, G12	Kenneth N. Kuttner Ben S. Bernanke
Abstract Full text	On the Distributional Effects of Exchange Rate Fluctuations Paper: 146, 25.03.2004 JEL: F31, F41, F42	Cédric Tille
Abstract Full text	Inventory Dynamics and Business Cycles: What Has Changed? Paper: 156, 25.03.2004 JEL: D24, E22, E32	Jonathan McCarthy Egon Zakrajsek
Abstract Full text	Diversification in Banking: Is Noninterest Income the Answer? Paper: 154, 25.03.2004 JEL: G2	Kevin J. Stiroh
Abstract Full text	Self-Validating Optimum Currency Areas Paper: 152, 25.03.2004 JEL: E5, F4	Paolo Pesenti Giancarlo Corsetti
Abstract Full text	Stop-Loss Orders and Price Cascades in Currency Markets Paper: 150, 25.03.2004 JEL: F1, G3	C. L. Osler
Abstract Full text	How Valuable Is Exchange Rate Flexibility? Optimal Monetary Policy under Sectoral Shocks Paper: 147, 25.03.2004 JEL: F31, F41, F42	Cédric Tille
Abstract Full text	Terms of Trade and Exchange Rate Regimes in Developing Countries Paper: 148, 25.03.2004 JEL: E30, F31, F33, F41	Christian Broda
Abstract Full text	Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon? Paper: 149, 25.03.2004 JEL: F3, F4	Linda S. Goldberg José Manuel Campa
Abstract Full text	Uncertainty, Exchange Rate Regimes, and National Price Levels Paper: 151, 25.03.2004 JEL: E52, F33, F41	Christian Broda
Abstract Full text	Borrowers' Financial Constraints and the Transmission of Monetary Policy: Evidence from Financial Conglomerates Paper: 153, 25.03.2004 JEL: E50, E51, G22	Murillo Campello Adam B. Ashcraft
Abstract Full text	The Trade Comovement Problem in International Macroeconomics Paper: 155, 25.03.2004 JEL: F4	Kei-Mu Yi M. Ayhan Kose
Abstract Full text	On Both Sides of the Quality Bias in Price Indexes Paper: 157, 25.03.2004 JEL: C43, D11, D43, L13	Bart Hobijn
Abstract Full text	Are Larger Treasury Issues More Liquid? Evidence from Bill Reopenings Paper: 145, 25.03.2004 JEL: G12, G14, H63	Michael J. Fleming
Abstract Full text	Has Monetary Policy Become Less Powerful? Paper: 144, 25.03.2004 JEL: C32, E3, E52	Marc Giannoni Jean Boivin
Abstract Full text	The Role of Bank Advisors in Mergers and Acquisitions Paper: 143, 25.03.2004 JEL: G21	Julapa Jagtiani Anthony Saunders Stavros Peristiani Linda Allen

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