Working Papers - 1999

Date Titles
Nov 1999
No 82

Sacrifice ratios and the conduct of monetary policy in conditions of low inflation

by Palle S Andersen and William Wascher

Nov 1999
No 81

Interbank interest rates and the risk premium

by Henri Pagès

Nov 1999
No 80

A note on alternative measures of real bond rates

by Palle S Andersen

Nov 1999
No 79

Pass-through of exchange rates and import prices to domestic inflation in some industrialised economies

by J. McCarthy

Oct 1999
No 78

Banking and commerce: a liquidity approach

by Joseph Haubrich and João Santos

Oct 1999
No 77

Perceived central bank intervention and market expectations: an empirical study of the yen/dollar exchange rate, 1993 - 96

by William Melick and Gabriele Galati

Oct 1999
No 76

The price of risk at year-end: evidence from interbank lending

by Craig Furfine

Aug 1999
No 75

A note on the Gordon growth model with nonstationary dividend growth

by Henri Pagès

Aug 1999
No 74

The Dollar - Mark axis

by Gabriele Galati

Aug 1999
No 73

The Taylor rule and interest rates in the EMU area: a note

by Stefan Gerlach and Gert Schnabel

Aug 1999
No 72

Reserve currency allocation: an alternative methodology

by Srichander Ramaswamy

Jun 1999
No 71

The term structure of announcement effects

by Michael Fleming and Eli M Remolona

Jun 1999
No 70

Interbank exposures: quantifying the risk of contagion

by Craig Furfine

Jun 1999
No 69

Credit channels and consumption in Europe: empirical evidence

by Gabe de Bondt

May 1999
No 68

The evolution and determinants of emerging markets credit spreads in the 1990s

by Steven Kamin and Karsten von Kleist

May 1999
No 67

The cyclical sensitivity of seasonality in US employment

by S. Krane and William Wascher

Apr 1999
No 66

Evolving international financial markets: some implications for Central Banks

by William R White

Apr 1999
No 65

Higher profits and lower capital prices: is factor allocation optimal?

by Palle S Andersen, Marc Klau and E. Yndgaard

Mar 1999
No 64

Precarious credit equilibria: reflections on the Asian financial crisis

by Joseph Bisignano

Mar 1999
No 63

Microeconomic inventory adjustment and aggregate dynamics

by J. McCarthy and E. Zakrajsek

Mar 1999
No 62

The pricing of bank lending and borrowing: evidence from the federal funds market

by Craig Furfine