IDEAS home Printed from https://ideas.repec.org/f/pti217.html
   My authors  Follow this author

Michael Lloyd Tindall

Personal Details

First Name:Michael
Middle Name:Lloyd
Last Name:Tindall
Suffix:
RePEc Short-ID:pti217
[This author has chosen not to make the email address public]

Affiliation

Financial Industry Studies Department
Federal Reserve Bank of Dallas

Dallas, Texas (United States)
http://dallasfed.org/banking/fis/index.cfm
RePEc:edi:ffrbdus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jiaqi Chen & Michael Tindall, 2016. "Dynamic Methods for Analyzing Hedge-Fund Performance: A Note Using Texas Energy-Related Funds," Occasional Papers 16-2, Federal Reserve Bank of Dallas.
  2. Jiaqi Chen & Michael Tindall, 2016. "The Chen-Tindall system and the lasso operator: improving automatic model performance," Occasional Papers 16-1, Federal Reserve Bank of Dallas.
  3. Jiaqi Chen & Michael Tindall & Wenbo Wu, 2016. "Hedge Fund Return Prediction and Fund Selection: A Machine-Learning Approach," Occasional Papers 16-4, Federal Reserve Bank of Dallas.
  4. Jiaqi Chen & Michael Tindall, 2014. "Constructing Zero-Beta VIX Portfolios with Dynamic CAPM," Occasional Papers 14-1, Federal Reserve Bank of Dallas.
  5. Jiaqi Chen & Michael Tindall, 2013. "The structure of a machine-built forecasting system," Occasional Papers 13-1, Federal Reserve Bank of Dallas.
  6. Jiaqi Chen & Michael Tindall, 2013. "Understanding hedge fund alpha using improved replication methodologies," Occasional Papers 13-2, Federal Reserve Bank of Dallas.
  7. Jiaqi Chen & Michael Tindall, 2012. "Hedge fund dynamic market sensitivity," Occasional Papers 12-1, Federal Reserve Bank of Dallas.
  8. Jiaqi Chen & Michael Tindall, 2012. "Risk measurement illiquidity distortions," Occasional Papers 12-2, Federal Reserve Bank of Dallas.
  9. Michael L. Tindall, 1993. "Borrowed Reserves and Deposit Variation: The Effectiveness of Federal Reserve Operating Methods," Working Papers 93-28, New York University, Leonard N. Stern School of Business, Department of Economics.

Articles

  1. Jiaqi Chen & Michael Tindall, 2013. "Volatility-selling strategies carry potential systemic cost," Economic Letter, Federal Reserve Bank of Dallas, vol. 8(12), December.
  2. Michael Tindall & Roger Spencer, 2000. "Central bank reserve management: Aggregate targets and interest payments on reserves," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 6(2), pages 178-191, May.
  3. Michael Tindall & Roger Spencer, 1997. "Borrowed reserves and deposit variation: The risks to monetary policy," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(3), pages 297-306, September.
  4. Michael R. Darby & James R. Lothian & Michael Tindall, 1990. "Buffer stock models of the demand for money and the conduct of monetary policy," Proceedings, Federal Reserve Bank of Cleveland, pages 325-348.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Jiaqi Chen & Michael Tindall & Wenbo Wu, 2016. "Hedge Fund Return Prediction and Fund Selection: A Machine-Learning Approach," Occasional Papers 16-4, Federal Reserve Bank of Dallas.

    Cited by:

    1. Ahmet Murat Ozbayoglu & Mehmet Ugur Gudelek & Omer Berat Sezer, 2020. "Deep Learning for Financial Applications : A Survey," Papers 2002.05786, arXiv.org.
    2. Omer Berat Sezer & Mehmet Ugur Gudelek & Ahmet Murat Ozbayoglu, 2019. "Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019," Papers 1911.13288, arXiv.org.

  2. Jiaqi Chen & Michael Tindall, 2013. "The structure of a machine-built forecasting system," Occasional Papers 13-1, Federal Reserve Bank of Dallas.

    Cited by:

    1. Jiaqi Chen & Michael Tindall, 2016. "The Chen-Tindall system and the lasso operator: improving automatic model performance," Occasional Papers 16-1, Federal Reserve Bank of Dallas.

  3. Jiaqi Chen & Michael Tindall, 2012. "Hedge fund dynamic market sensitivity," Occasional Papers 12-1, Federal Reserve Bank of Dallas.

    Cited by:

    1. Boamah, Nicholas Addai, 2022. "Segmentation, business environment and global informational efficiency of emerging financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 52-60.
    2. Jiaqi Chen & Michael Tindall, 2013. "Understanding hedge fund alpha using improved replication methodologies," Occasional Papers 13-2, Federal Reserve Bank of Dallas.
    3. François-Éric Racicot & Raymond Théoret, 2016. "The q-factor model and the redundancy of the value factor: An application to hedge funds," Journal of Asset Management, Palgrave Macmillan, vol. 17(7), pages 526-539, December.

  4. Jiaqi Chen & Michael Tindall, 2012. "Risk measurement illiquidity distortions," Occasional Papers 12-2, Federal Reserve Bank of Dallas.

    Cited by:

    1. Racicot, François-Éric & Théoret, Raymond & Gregoriou, Greg N., 2021. "The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 289-318.

Articles

  1. Michael Tindall & Roger Spencer, 1997. "Borrowed reserves and deposit variation: The risks to monetary policy," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(3), pages 297-306, September.

    Cited by:

    1. Michael Tindall & Roger Spencer, 2000. "Central bank reserve management: Aggregate targets and interest payments on reserves," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 6(2), pages 178-191, May.
    2. Dutkowsky, Donald H. & McCoskey, Suzanne K., 2001. "Near integration, bank reluctance, and discount window borrowing," Journal of Banking & Finance, Elsevier, vol. 25(6), pages 1013-1036, June.

  2. Michael R. Darby & James R. Lothian & Michael Tindall, 1990. "Buffer stock models of the demand for money and the conduct of monetary policy," Proceedings, Federal Reserve Bank of Cleveland, pages 325-348.

    Cited by:

    1. Kumar, Saten & Webber, Don J. & Fargher, Scott, 2010. "Money demand stability: A case study of Nigeria," MPRA Paper 26074, University Library of Munich, Germany.
    2. Lothian, James R., 2009. "U.S. Monetary Policy and the Financial Crisis," The Journal of Economic Asymmetries, Elsevier, vol. 6(3), pages 25-40.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (3) 2013-05-19 2014-01-10 2018-02-05
  2. NEP-ECM: Econometrics (2) 2013-05-19 2014-01-10
  3. NEP-FMK: Financial Markets (2) 2012-10-20 2014-01-10
  4. NEP-FOR: Forecasting (2) 2013-05-19 2014-01-10
  5. NEP-RMG: Risk Management (2) 2012-10-20 2018-02-05
  6. NEP-BIG: Big Data (1) 2018-02-05
  7. NEP-ENE: Energy Economics (1) 2018-02-05

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Michael Lloyd Tindall should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.