Central Bank Research Hub - Series: New York Fed Staff reports 2014

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Author(s)

Option-Implied Term Structures

Paper: 706, 29.12.2014

JEL: C12, C14, C58, G12, G13, G17

Hybrid Intermediaries

Paper: 705, 29.12.2014

JEL: G20, L20

Banks' Incentives and the Quality of Internal Risk Models

Paper: 704, 29.12.2014

JEL: G21, G28

Asset Pricing with Horizon-Dependent Risk Aversion

Paper: 703, 09.12.2014

JEL: D03, D90, G02, G12

The Sensitivity of Housing Demand to Financing Conditions: Evidence from a Survey

Paper: 702, 02.12.2014

JEL: E44, G21, R21

When Does a Central Banks Balance Sheet Require Fiscal Support?

Paper: 701, 24.11.2014

JEL: E58, E59

Debt, Jobs, or Housing: Whats Keeping Millennials at Home?

Paper: 700, 21.11.2014

JEL: D14, E24, R21

Population Aging, Migration Spillovers, and the Decline in Interstate Migration

Paper: 699, 03.11.2014

JEL: D83, J11, J24, J61, R12, R23

Costly Information, Planning Complementarities and the Phillips Curve

Paper: 698, 03.11.2014

JEL: D8, E3, E5

CDS and Equity Market Reactions to Stock Issuances in the U.S. Financial Industry: Evidence from the 2002-13 Period

Paper: 697, 03.11.2014

JEL: G01, G21, G32

Supervisory Stress Tests

Paper: 696, 03.11.2014

JEL: G01, G21

Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance

Paper: 695, 17.10.2014

JEL: C53, E31, E32, E37

Counterparty Risk in Material Supply Contracts

Paper: 694, 10.10.2014

JEL: G14, G19, L00, L14

Bank Heterogeneity and Capital Allocation: Evidence from Fracking Shocks

Paper: 693, 09.10.2014

JEL: E32, G21

How Does Risk Management Influence Production Decisions? Evidence from a Field Experiment

Paper: 692, 23.09.2014

JEL: G22, G32

What Predicts U.S. Recessions?

Paper: 691, 08.09.2014

JEL: C52, C53, E32, E37

Monetary Policy, Financial Conditions, and Financial Stability

Paper: 690, 03.09.2014

JEL: E52, G01, G28

Job Search Behavior over the Business Cycle

Paper: 689, 23.08.2014

JEL: E24, E32, J22, J64

A Leverage-Based Measure of Financial Instability

Paper: 688, 22.08.2014

JEL: E58, G01, G10, G20, G21

Shifts in the Beveridge Curve

Paper: 687, 20.08.2014

JEL: E24, J60

Africa Is on Time

Paper: 686, 20.08.2014

JEL: F63, I32, O15

Information Heterogeneity and Intended College Enrollment

Paper: 685, 08.08.2014

JEL: D81, D83, D84, I21, I24, I28

Direct Purchases of U.S. Treasury Securities by Federal Reserve Banks

Paper: 684, 07.08.2014

JEL: E58, H62, H63

University Choice: The Role of Expected Earnings, Non-pecuniary Outcomes, and Financial Constraints

Paper: 683, 07.08.2014

JEL: D81, D84, I21, I23

Educational Assortative Mating and Household Income Inequality

Paper: 682, 07.08.2014

JEL: D31, I24, J12

What Determines the Composition of International Bank Flows?

Paper: 681, 21.07.2014

JEL: F21, F23, F30, G21

Central Bank Macroeconomic Forecasting during the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences

Paper: 680, 14.07.2014

JEL: B41, E32, G01, N20

A Simple and Reliable Way to Compute Option-Based Risk-Neutral Distributions

Paper: 677, 01.07.2014

JEL: G01, G13, G17, G18

The Effect of State Pension Cut Legislation on Bank Values

Paper: 679, 27.06.2014

JEL: G11, G21, H72, H75

The Revolving Door and Worker Flows in Banking Regulation

Paper: 678, 24.06.2014

JEL: G21, G28

Liquidity Risk and U.S. Bank Lending at Home and Abroad

Paper: 676, 24.06.2014

JEL: F42, G01, G21

International Banking and Liquidity Risk Transmission: Lessons from across Countries

Paper: 675, 24.06.2014

JEL: F34, G01, G21

Understanding Mortgage Spreads

Paper: 674, 24.06.2014

JEL: G10, G12, G13

Dealer Financial Conditions and Lender-of-Last-Resort Facilities

Paper: 673, 24.06.2014

JEL: D44, E58, G01, G28

The FRBNY Staff Underlying Inflation Gauge: UIG

Paper: 672, 24.06.2014

JEL: C13, C33, C43, E31

A Primer on the GCF Repo Service

Paper: 671, 24.06.2014

JEL: E42, E58, G23, G28

Gates, Fees, and Preemptive Runs

Paper: 670, 24.06.2014

JEL: G01, G21, G23

Lights, Camera,...Income! Estimating Poverty Using National Accounts, Survey Means, and Lights

Paper: 669, 24.06.2014

JEL: D31, E01, O1, O4

Measuring Student Debt and Its Performance

Paper: 668, 24.06.2014

JEL: D12, D14, I22

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