Report NEP-RMG-2003-05-08

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Other reports in NEP-RMG

The following items were anounced in this report:

• Richard Johnson, 2003. "An examination of rating agencies' actions around the investment-grade boundary," Research Working Paper RWP 03-01, Federal Reserve Bank of Kansas City.
• Rasmus Fatum & Michael M. Hutchison, . "Is Sterilized Foreign Exchange Intervention Effective After All? An Event Study Approach," EPRU Working Paper Series 99-09, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
• Michael M. Hutchison & Ilan Noy, . "Sudden Stops and the Mexican Wave: Currency Crises, Capital Flow Reversals and Output Loss in Emerging Markets," EPRU Working Paper Series 02-12, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
• Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2003. "An empirical analysis of stock and bond market liquidity," Staff Reports 164, Federal Reserve Bank of New York. [Downloadable!]
• Charles W. Calomiris & Joseph R. Mason, 2003. "Credit card securitization and regulatory arbitrage," Working Papers 03-7, Federal Reserve Bank of Philadelphia. [Downloadable!]
• Joshua V. Rosenberg, 2003. "Nonparametric pricing of multivariate contingent claims," Staff Reports 162, Federal Reserve Bank of New York. [Downloadable!]
• Michael M. Hutchison & Ilan Neuberger, . "How Bad Are Twins? Output Costs of Currency and Banking Crises," EPRU Working Paper Series 02-09, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
• Roel Beetsma & Henrik Jensen, . "Risk Sharing and Moral Hazard with a Stability Pact," EPRU Working Paper Series 99-11, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
• Item repec:att:belgnw:200222 is not listed on IDEAS anymore

• Joseph Atta-Mensah, 2003. "Collateral and Credit Supply," Working Papers 03-11, Bank of Canada. [Downloadable!]
• Jeffrey H. Nilsen, . "Borrowed Reserves, Fed Funds Rate Targets, And the Term Structure," EPRU Working Paper Series 97-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
• Item repec:cte:wsrepe:wb032206 is not listed on IDEAS anymore

• Item repec:att:eurcbw:2003214 is not listed on IDEAS anymore

• Michael M. Hutchison, . "European Banking Distress and EMU: Institutional and Macroeconomic Risks," EPRU Working Paper Series 00-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
• Antulio N. Bomfim, 2003. "Counterparty credit risk in interest rate swaps during times of market stress," Finance and Economics Discussion Series 2003-09, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Michael M. Hutchison, . "A Cure Worse Than The Disease? Currency Crises and the Output Costs of IMF-Supported Stabilization Programs," EPRU Working Paper Series 01-09, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
• Item repec:fip:fedkpw:wp02-02 is not listed on IDEAS anymore

• Torsten Sløk & Jens Peter Sørensen, . "How small shocks and heterogeneous expectations can create swings in the exchange rate," EPRU Working Paper Series 97-02, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
• Rasmus Fatum & Michael M. Hutchison, . "Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan," EPRU Working Paper Series 02-11, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
• Reuven Glick & Michael M. Hutchison, . "Banking and Currency Crises: How Common Are Twins?," EPRU Working Paper Series 99-20, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
• U. Michael Bergman & Michael M. Hutchison & Yin-Wong Cheung, . "Should the Nordic Countries Join A European Monetary Union? An Empirical Analysis," EPRU Working Paper Series 97-21, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
• Eric J. Higgins & Joseph R. Mason, 2003. "What is the value of recourse to asset backed securities? A clinical study of credit card banks," Working Papers 03-6, Federal Reserve Bank of Philadelphia. [Downloadable!]
• Rasmus Fatum & Michael Hutchison, 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," NBER Working Papers 9648, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Jean Helwege & Nellie Liang, 2003. "Initial public offerings in hot and cold markets," Finance and Economics Discussion Series 2003-04, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Tuomas Komulainen & ) & Johanna Lukkarila, 2003. "What drives financial crises in emerging markets?," Macroeconomics 0304010, EconWPA. [Downloadable!]
• Craig Furfine, 2003. "When is inter-transaction time informative?," Working Paper Series WP-03-04, Federal Reserve Bank of Chicago. [Downloadable!]
• Silvana Tenreyro, 2003. "On the trade impact of nominal exchange rate volatility," Working Papers 03-2, Federal Reserve Bank of Boston. [Downloadable!]
• Fang Cai, 2003. "Was there front running during the LTCM crisis," International Finance Discussion Papers 758, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Michael W. Brandt & Francis X. Diebold, 2003. "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," NBER Working Papers 9664, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Rasmus Fatum & Michael M. Hutchison, . "ECB Foreign Exchange Intervention and the Euro: Institutional Framework, News and Intervention," EPRU Working Paper Series 02-10, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]

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