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Federal Reserve Bank of Atlanta

Working Paper

Contact information of Federal Reserve Bank of Atlanta:
Postal: 1000 Peachtree St., N.E., Atlanta, Georgia 30309
Phone: 404-521-8500
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Series handle: repec:fip:fedawp

More pages of listings: 0|1|2

2002

2002-19 Modest policy interventions
by Eric M. Leeper & Tao Zha [Downloadable!]
2002-18 Subordinated debt and prompt corrective regulatory action
by Douglas D. Evanoff & Larry D. Wall [Downloadable!]
2002-17a The rise in comovement across national stock markets: market integration or IT bubble?
by Robin Brooks & Marco Del Negro [Downloadable!]
2002-16 Emerging market liberalization and the impact on uncovered interest rate parity
by Bill Francis & Iftekhar Hasan & Delroy Hunter [Downloadable!]
2002-15 Are stocks in new industries like lottery tickets?
by Gerald Dwyer & Cora Barnhart [Downloadable!]
2002-14 Priors from general equilibrium models for VARs
by Marco Del Negro & Frank Schorfheide [Downloadable!]
2002-13 Winter blues: a SAD stock market cycle
by Mark Kamstra & Lisa Kramer & Maurice Levi [Downloadable!]
2002-12 Empirical studies of financial innovation: lots of talk, little action?
by W. Scott Frame & Lawrence J. White [Downloadable!]
2002-11 Trade and the skill premium in developing countries: the role of intermediate goods and some evidence from Peru
by Joy Mazumdar & Myriam Quispe-Agnoli [Downloadable!]
2002-10 Gender and the Internet
by Hiroshi Ono & Madeline Zavodny [Downloadable!]
2002-9 The impact of welfare reform on marriage and divorce
by Marianne P. Bitler & Jonah B. Gelbach & Hilary W. Hoynes & Madeline Zavodny [Downloadable!]
2002-8 Evaluating Wall Street Journal survey forecasters: a multivariate approach
by Robert Eisenbeis & Daniel Waggoner & Tao Zha [Downloadable!]
2002-7 International money and common currencies in historical perspective
by Gerald P. Dwyer, Jr. & James R. Lothian [Downloadable!]
2002-6 Credit scoring and the availability, price, and risk of small business credit
by Allen N. Berger & W. Scott Frame & Nathan H. Miller [Downloadable!]
2002-5 Human capital and economic development
by Robert Tamura [Downloadable!]
2002-4 Nominal and real disturbances and money demand in the Chinese hyperinflation
by Ellis W. Tallman & De-piao Tang & Ping Wang [Downloadable!]
2002-3 Stock market uncertainty and the relation between stock and bond returns
by Chris Stivers & Licheng Sun [Downloadable!]
2002-2a How important are capital and total factor productivity for economic growth?
by Scott L. Baier & Gerald P. Dwyer, Jr. & Robert Tamura [Downloadable!]
2002-1 Race, Internet usage, and E-commerce
by Hiroshi Ono & Madeline Zavodny [Downloadable!]

2001

2001-27 Socially excessive bankruptcy costs and the benefits of interest rate ceilings on loans
by Marco A. Espinosa-Vega & Bruce D. Smith [Downloadable!]
2001-26 The price of inflation and foreign exchange risk in international equity markets
by Cesare Robotti [Downloadable!]
2001-25 Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings
by Douglas D. Evanoff & Larry D. Wall [Downloadable!]
2001-24 Minimum-variance kernels, economic risk premia, and tests of multi-beta models
by Pierluigi Balduzzi & Cesare Robotti [Downloadable!]
2001-23 Comparing dynamic equilibrium economies to data
by Jesus Fernández-Villaverde & Juan F. Rubio-Ramírez [Downloadable!]
2001-22 Nominal versus real wage rigidities: A Bayesian approach
by Pau Rabanal & Juan F. Rubio-Ramírez [Downloadable!]
2001-21 Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com”
by Mark Kamstra [Downloadable!]
2001-20 Stability of steady states in a model of pleasant monetarist arithmetic
by Marco Espinosa-Vega & Steven Russell [Downloadable!]
2001-19 Do amnesty programs encourage illegal immigration? Evidence from the Immigration Reform and Control Act (IRCA)
by Pia M. Orrenius & Madeline Zavodny [Downloadable!]
2001-15 Star power: the effect of Morningstar ratings on mutual fund flows
by Diane Del Guercio & Paula A. Tkac [Downloadable!]
2001-14 Family structure and sex differences in postdisplacement outcomes
by Daniel Rodriguez & Madeline Zavodny [Downloadable!]
2001-13 Bank failures in banking panics: Risky banks or road kill?
by Gerald P. Dwyer, Jr. & R.W. Hafer [Downloadable!]
2001-12 Employment of women and demand-side forces
by Donna K. Ginther & Chinhui Juhn [Downloadable!]
2001-11 Sub-debt yield spreads as bank risk measures
by Douglas D. Evanoff & Larry D. Wall [Downloadable!]
2001-10 The effect of the common bond and membership expansion on credit union risk
by W. Scott Frame & Gordon V. Karels & Christine McClatchey [Downloadable!]
2001-9 The diffusion of financial innovations: an examination of the adoption of small business credit scoring by large banking organizations
by Jalal Akhavein & W. Scott Frame & Lawrence J. White [Downloadable!]
2001-8 A generalized method for detecting abnormal returns and changes in systematic risk
by Ken B. Cyree & Ramon P. DeGennaro [Downloadable!]
2001-7 Gender differences in salary and promotion for faculty in the humanities, 1977–95
by Donna K. Ginther & Kathy J. Hayes [Downloadable!]
2001-6 The effect of credit scoring on small business lending in low- and moderate-income areas
by W. Scott Frame & Michael Padhi & Lynn Woosley [Downloadable!]
2001-5 Immediate disclosure or secrecy? the release of information in experimental asset markets
by Lucy F. Ackert & Bryan K. Church & Ann B. Gillette [Downloadable!]
2001-4 Is there discrimination in mortgage pricing? the case of overages
by Harold A. Black & Thomas P. Boehm & Ramon P. DeGennaro [Downloadable!]
2001-3 Forces that shape the yield curve: Parts 1 and 2
by Mark Fisher [Downloadable!]
2001-2 Does science discriminate against women? Evidence from academia, 1973–97
by Donna K. Ginther [Downloadable!]
2001-1 Self-selection among undocumented immigrants from Mexico
by Pia M. Orrenius & Madeline Zavodny [Downloadable!]

2000

2000-28 Inflation, trade frictions, and productive activity in a multiple-matching model of money
by Derek Laing & Victor E. Li & Ping Wang [Downloadable!]
2000-27 Asymmetric shocks among U.S. states
by Marco Del Negro [Downloadable!]
2000-26 Has monetary policy been so bad that it is better to get rid of it? the case of Mexico
by Marco Del Negro & Francesc Obiols-Homs [Downloadable!]
2000-25 Managing the risk of loans with basis risk: sell, hedge, or do nothing?
by Larry D. Wall & Milind M. Shrikhande [Downloadable!]
2000-24 Subordinated debt and bank capital reform
by Douglas D. Evanoff & Larry D. Wall [Downloadable!]
2000-23 The use of accruals to manage reported earnings: theory and evidence
by Timothy W. Koch & Larry D. Wall [Downloadable!]
2000-22 A theory of transactions privacy
by Charles M. Kahn & James McAndrews & William Roberds [Downloadable!]
2000-21 The determinants of the flow of funds of managed portfolios: mutual funds versus pension funds
by Diane Del Guercio & Paula A. Tkac [Downloadable!]
2000-20 Derivatives on volatility: some simple solutions based on observables
by Steven L. Heston & Saikat Nandi [Downloadable!]
2000-19 Assessing simple policy rules: a view from a complete macro model
by Eric M. Leeper & Tao Zha [Downloadable!]
2000-18 Bank capital structure, regulatory capital, and securities innovations
by George Benston & Paul Irvine & Jim Rosenfeld & Joseph F. Sinkey, Jr. [Downloadable!]
2000-17 Government financing in an endogenous growth model with financial market restrictions
by Marco A. Espinosa-Vega & Chong K. Yip [Downloadable!]
2000-16 Barriers to international capital flows: when, why, how big, and for whom?
by Marco A. Espinosa-Vega & Bruce D. Smith & Chong K. Yip [Downloadable!]
2000-15 The CLS Bank: a solution to the risks of international payments settlement?
by Charles M. Kahn & William Roberds [Downloadable!]
2000-14 Financial matchmakers in credit markets with heterogeneous borrowers
by Zsolt Becsi & Victor Li & Ping Wang [Downloadable!]
2000-13 Does family structure affect children's educational outcomes?
by Donna K. Ginther & Robert A. Pollak [Downloadable!]
2000-12 Immigrant selectivity: evidence from occupational distributions
by Madeline Zavodny [Downloadable!]
2000-11 Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract
by Edwin D. Maberly & Daniel F. Waggoner [Downloadable!]
2000-10 Corporate board composition, protocols, and voting behavior: experimental evidence
by Ann B. Gillette & Thomas H. Noe & Michael J. Rebello [Downloadable!]
2000-9 If at first you don't succeed: an experimental investigation of the impact of repetition options on corporate takeovers
by Ann B. Gillette & Thomas H. Noe [Downloadable!]
2000-8 Likelihood-preserving normalization in multiple equation models
by Daniel F. Waggoner & Tao Zha [Downloadable!]
2000-7 Technology and job retention among young adults, 1980-98
by Madeline Zavodny [Downloadable!]
2000-6 An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures
by Takato Hiraki & Edwin D. Maberly [Downloadable!]
2000-5 A simultaneous equations analysis of analysts’ forecast bias and institutional ownership
by Lucy F. Ackert & George Athanassakos [Downloadable!]
2000-4 The effect of Medicaid eligibility expansions on births
by Marianne Bitler & Madeline Zavodny [Downloadable!]
2000-3 A Gibbs simulator for restricted VAR models
by Daniel F. Waggoner & Tao Zha [Downloadable!]
2000-2 Decentralized production and public liquidity with private information
by David C. Nachman & Stephen D. Smith [Downloadable!]
2000-1 Explaining changes in the age distribution of displaced workers
by Daniel Rodriguez & Madeline Zavodny [Downloadable!]
99-9 Does it take two? the effect of partners' characteristics on teenage pregnancy
by Madeline Zavodny [Downloadable!]

1999

99-23 The informativeness of stochastic frontier and programming frontier efficiency scores: Cost efficiency and other measures of bank holding company performance
by Robert A. Eisenbeis & Gary D. Ferrier & Simon H. Kwan [Downloadable!]
99-22 Modest policy interventions
by Eric M. Leeper & Tao Zha [Downloadable!]
99-21 Quantifying the half-life of deviations from PPP: The role of economic priors
by Lutz Kilian & Tao Zha [Downloadable!]
99-20 A discrete-time two-factor model for pricing bonds and interest rate derivatives under random volatility
by Steven L. Heston & Saikat Nandi [Downloadable!]
99-19 A public finance analysis of multiple reserve requirements
by Marco Espinosa-Vega & Steven Russell [Downloadable!]
99-18 Consumption and asset prices with recursive preferences: Continuous-time approximations to discrete-time models
by Mark Fisher [Downloadable!]
99-17 Consumption and asset prices with homothetic recursive preferences
by Mark Fisher & Christian Gilles [Downloadable!]
99-16 Why didn't the United States establish a central bank until after the panic of 1907?
by Jon R. Moen & Ellis W. Tallman [Downloadable!]
99-15 Liquidity crises in emerging markets: Theory and policy
by Roberto Chang & Andres Velasco [Downloadable!]
99-14 Portable random number generators
by Gerald P. Dwyer, Jr. & K. B. Williams [Downloadable!]
99-13 Prior parameter uncertainty: Some implications for forecasting and policy analysis with VAR models
by John C. Robertson & Ellis W. Tallman [Downloadable!]
99-12 Financial regulatory structure and the resolution of conflicting goals
by Larry D. Wall & Robert A. Eisenbeis [Downloadable!]
99-11 Payment intermediation and the origins of banking
by James McAndrews & William Roberds [Downloadable!]
99-10 Settlement risk under gross and net settlement
by Charles M. Kahn & James McAndrews & William Roberds [Downloadable!]
99-8 Expected stock returns and volatility in a production economy: a theory and some evidence
by Padamja Singal & Stephen D. Smith [Downloadable!]
99-7 Concentrated shareholdings and the number of outside analysts
by Sanjiv Sabherwal & Stephen D. Smith [Downloadable!]
99-6 Barriers to international capital flows: who should erect them and how big should they be?
by Marco A. Espinosa-Vega & Bruce D. Smith & Chong K. Yip [Downloadable!]
99-5 Efficiency in index options markets and trading in stock baskets
by Lucy F. Ackert & Yisong S. Tian [Downloadable!]
99-4 The effect of forecast bias on market behavior: evidence from experimental asset markets
by Lucy F. Ackert & Bryan K. Church & Ping Zhang [Downloadable!]
99-3 Improving forecasts of the federal funds rate in a policy model
by John C. Robertson & Ellis W. Tallman [Downloadable!]
99-2 Heterogeneity and the welfare cost of dynamic factor taxes
by Zsolt Becsi [Downloadable!]
99-1 An experimental study of circuit breakers: the effects of mandated market closures and temporary halts on market behavior
by Lucy F. Ackert & Bryan K. Church & Narayanan Jayaraman [Downloadable!]
98-21 Real-time gross settlement and the costs of immediacy
by Charles M. Kahn & William Roberds [Downloadable!]

1998

98-22 Conditional forecasts in dynamic multivariate models
by Daniel F. Waggoner & Tao Zha [Downloadable!]
98-20 Preference-free option pricing with path-dependent volatility: A closed-form approach
by Steven L. Heston & Saikat Nandi [Downloadable!]
98-19 Fiscal competition and reality: A time series approach
by Zsolt Becsi [Downloadable!]
98-18 The effects of subject pool and design experience on rationality in experimental asset markets
by Lucy F. Ackert & Bryan K. Church [Downloadable!]
98-17 Uncertain litigation cost and seller behavior: Evidence from an auditing game
by Ping Zhang & Bryan K. Church & Lucy F. Ackert [Downloadable!]
98-16 Costly intermediation and the big push
by Zsolt Becsi & Ping Wang & Mark A. Wynne [Downloadable!]
98-15 Endogenous market structures and financial development
by Zsolt Becsi & Ping Wang & Mark A. Wynne [Downloadable!]
98-14 Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis
by Marie D. Racine & Lucy F. Ackert [Downloadable!]
98-13 Stochastic trends and cointegration in the market for equities
by Lucy F. Ackert & Marie D. Racine [Downloadable!]
98-12 Does monetary policy generate recessions?
by Christopher A. Sims & Tao A. Zha [Downloadable!]
98-11 The Asian liquidity crisis
by Roberto Chang & Andres Velasco [Downloadable!]
98-10 Financial crises in emerging markets: a canonical model
by Roberto Chang & Andres Velasco [Downloadable!]
98-9 Bid-ask spreads in multiple dealer settings: Some experimental evidence
by Lucy F. Ackert & Bryan K. Church [Downloadable!]
98-8 Institutional investors, analyst following, and the January anomaly
by Lucy F. Ackert & George Athanassakos [Downloadable!]
98-7 Voluntary disclosure under imperfect competition: Experimental evidence
by Lucy F. Ackert & Bryan K. Church & Mandira Roy Sankar [Downloadable!]
98-6 The long-run real effects of monetary policy: Keynesian predictions from a neoclassical model
by Marco Espinosa-Vega & Steven Russell [Downloadable!]
98-5 Demandable debt as a means of payment: banknotes versus checks
by Charles M. Kahn & William Roberds [Downloadable!]
98-4 The effects of official English laws on limited-English-proficient workers
by Madeline Zavodny [Downloadable!]
98-3 Determinants of recent immigrants' locational choices
by Madeline Zavodny [Downloadable!]
98-2 On government credit programs
by Marco Espinosa-Vega & Bruce D. Smith & Chong K. Yip [Downloadable!]
98-1 A public finance analysis of multiple reserve requirements
by Marco Espinosa-Vega & Steven Russell [Downloadable!]
97-5 Is the male marriage premium due to selection? The effect of shotgun weddings on the return to marriage
by Donna Ginther & Madeline Zavodny [Downloadable!]

1997

97-17 Jump risk, time-varying risk premia, and technical trading profits
by Chenyang Feng & Stephen D. Smith [Downloadable!]
97-16 Financial fragility and the exchange rate regime
by Roberto Chang & Andres Velasco [Downloadable!]
97-15 A transitional analysis of the welfare cost of inflation
by Clark A. Burdick [Downloadable!]
97-14 Macroeconomic fluctuations in Europe: demand or supply, permanent or temporary?
by Peter R. Hartley & Joseph A. Whitt, Jr. [Downloadable!]
97-13 The stability of interest rate processes
by Robert R. Bliss & David C. Smith [Downloadable!]
97-12 Derivatives and corporate risk management: participation and volume decisions in the insurance industry
by J. David Cummins & Richard D. Phillips & Stephen D. Smith [Downloadable!]
97-11 Normalization, probability distribution, and impulse responses
by Daniel F. Waggoner & Tao Zha [Downloadable!]
97-10 Spline methods for extracting interest rate curves from coupon bond prices
by Daniel F. Waggoner [Downloadable!]
97-9 A closed-form GARCH option pricing model
by Steven L. Heston & Saikat Nandi [Downloadable!]
97-8 Financial aggregates as conditioning information for Australian output and inflation
by Ellis W. Tallman & Naveen Chandra [Downloadable!]
97-7 Trends in velocity and policy expectations
by David B. Gordon & Eric M. Leeper & Tao Zha [Downloadable!]
97-6 Interest rate swaps and economic exposure
by Gautam Goswami & Milind Shrikhande [Downloadable!]
97-4 A general equilibrium analysis of check float
by James McAndrews & William Roberds [Downloadable!]
97-3 The cost of doing business abroad and international capital market equilibrium
by Milind Shrikhande [Downloadable!]
97-2 Insider trading, costly monitoring, and managerial incentives
by Jie Hu & Thomas H. Noe [Downloadable!]
97-1 Callable U.S. Treasury bonds: optimal calls, anomalies, and implied volatilities
by Robert R. Bliss & Ehud I. Ronn [Downloadable!]

1996

96-22 Exchange rate pass-through and the role of international distribution channels
by Ramarao Desiraju & Milind Shrikhande [Downloadable!]
96-21 Pricing S&P 500 index options using a Hilbert space basis
by Peter A. Abken & Dilip B. Madan & Sailesh Ramamurtie [Downloadable!]
96-20 Credible monetary policy with long-lived agents: recursive approaches
by Roberto Chang [Downloadable!]
96-19 Corporate hedging in the insurance industry: the use of financial derivatives by U.S. insurers
by J. David Cummins & Richard D. Phillips & Stephen D. Smith [Downloadable!]
96-18 Are there optimal multiple reserve requirements?
by Marco Espinosa & Steven Russell [Downloadable!]
96-17 MLE is alive and well in the financial markets
by B. Sailesh Ramamurtie & Scott Ulman [Downloadable!]
96-16 Price reactions to public announcements
by B. Sailesh Ramamurtie & Michael J. Rebello [Downloadable!]
96-15 Specifying a consistent joint maximum-likelihood (JMLE) approach to testing bond models
by B. Sailesh Ramamurtie & Scott Ulman [Downloadable!]
96-14 The information content of financial aggregates in Australia
by Ellis W. Tallman & Naveen Chandra [Downloadable!]
96-13 Bayesian methods for dynamic multivariate models
by Christopher A. Sims & Tao Zha [Downloadable!]
96-12 Testing term structure estimation methods
by Robert R. Bliss [Downloadable!]
96-11 Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile
by William Roberds & Charles H. Whiteman [Downloadable!]
96-10 Payment system settlement and bank incentives
by Charles M. Kahn & William Roberds [Downloadable!]
96-9 Pricing and hedging index options under stochastic volatility: an empirical examination
by Saikat Nandi [Downloadable!]
96-8 Identification, vector autoregression, and block recursion
by Tao Zha [Downloadable!]
96-7 Emerging debt and equity markets: an exploratory investigation of integration using daily data
by Mandeep S. Chahal & Michael J. Rebello & Stephen D. Smith [Downloadable!]
96-6 The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods
by Larry D. Wall & Ellis W. Tallman & Peter A. Abken [Downloadable!]
96-5 Estimation of risk-neutral and statistical densities by Hermite polynomial approximation: with an application to Eurodollar futures options
by Peter A. Abken & Dilip B. Madan & Sailesh Ramamurtie [Downloadable!]
96-4 An endogenous growth model of money, banking, and financial repression
by Marco Espinosa & Chong K. Yip [Downloadable!]
96-3 Suspension of payments, bank failures, and the nonbank public's losses
by Gerald P. Dwyer, Jr. & Iftekhar Hasan [Downloadable!]
96-2 Applying economic restrictions to foreign exchange rate dynamics: spot rates, futures, and options
by Michael Dothan & Sailesh Ramamurtie & Scott Ulman [Downloadable!]
96-1 Nonaddictive habit formation and the equity premium puzzle
by Milind M. Shrikhande [Downloadable!]

1995

95-19 Asymmetric information about volatility and option markets
by Saikat Nandi [Downloadable!]
95-18 Financial market breakdown due to strategy constraints and information asymmetry
by Jie Hu [Downloadable!]
95-17 Index arbitrage and nonlinear dynamics between the S&P 500 futures and cash
by Gerald P. Dwyer, Jr. & Peter Locke & Wei Yu [Downloadable!]
95-16 Rational expectations equilibrium in an economy with segmented capital asset markets
by Amin H. Amershi & B. Sailesh Ramamurtie [Downloadable!]
95-15 An intertemporal model of consumption and portfolio allocation
by Hans Andersson & B. Sailesh Ramamurtie & Bharat Ramaswami [Downloadable!]
95-14 Off-farm income and risk reduction in agriculture: when does it matter?
by Hans Andersson & B. Sailesh Ramamurtie & Bharat Ramaswami [Downloadable!]
95-13 Empirical tests of two state-variable HJM models
by Robert R. Bliss & Peter Ritchken [Downloadable!]
95-12 The implied volatility of U.S. interest rates: evidence from callable U. S. Treasuries
by Robert R. Bliss & Ehud I. Ronn [Downloadable!]
95-11 On the efficiency of cash settlement
by Charles M. Kahn & William Roberds [Downloadable!]
95-10 Fiscal and monetary policy interactions in an endogenous growth model with financial intermediaries
by Marco A. Espinosa & Chong K. Yip [Downloadable!]
95-9 Clearinghouse access and bank runs: comparing New York and Chicago during the Panic of 1907
by Jon R. Moen & Ellis W. Tallman [Downloadable!]
95-8 Bankruptcy law, capital allocation, and aggregate effects: a dynamic heterogeneous agent model with incomplete markets
by Tao Zha [Downloadable!]
95-7 Identifying monetary policy in a small open economy under flexible exchange rates
by David O. Cushman & Tao Zha [Downloadable!]
95-6 Error bands for impulse responses
by Christopher A. Sims & Tao Zha [Downloadable!]
95-5 Collusion in uniform-price auctions: experimental evidence and implications for Treasury auctions
by Gautam Goswami & Thomas Noe & Michael Rebello [Downloadable!]
95-4 Information quality, performance measurement, and security demand in rational expectations economies
by Thomas H. Noe & Buddhavarapu Sailesh Ramamurtie [Downloadable!]
95-3 Political party negotiations, income distribution, and endogenous growth
by Roberto Chang [Downloadable!]
95-2 Insider trading and the problem of corporate agency
by Thomas H. Noe [Downloadable!]
95-1 European Monetary Union: evidence from structural VARs
by Joseph A. Whitt, Jr. [Downloadable!]

1994

94-17 Contractual opportunism, limited liability, and the role of financial coalitions
by Thomas H. Noe & Stephen D. Smith [Downloadable!]
94-16 A welfare rationale for multiple reserve requirements
by Marco Espinosa & Steven Russell
94-15 Open market operations with conventional, lasting real effects
by Marco Espinosa & Steven Russell
94-14 Banks, payments, and coordination
by James McAndrews & William Roberds
94-13 Market breakdowns and price crashes explained by information ambiguity
by Jie Hu
94-12 Clearinghouse access and bank runs: trust companies in New York and Chicago during the Panic of 1907
by Jon R. Moen & Ellis W. Tallman
94-11 Bank holding company capital targets in the early 1990s: the regulators versus the markets
by Larry D. Wall & David R. Peterson
94-10 Commitment, coordination failures, and delayed reforms
by Roberto Chang
94-9 The effect of tick size on Treasury auctions
by Hugh Cohen & Douglas McBeth
94-8 Generalized method of moments estimation of Heath-Jarrow-Morton models of interest-rate contingent claims
by Peter A. Abken & Hugh Cohen
94-7 Inflation uncertainty and the nominal term structure: a survey
by Peter A. Abken
94-6 Data aggregation and the problem of measuring a bank's interest rate exposure
by Hugh Cohen
94-5 Toward a modern macroeconomic model usable for policy analysis
by Eric M. Leeper & Christopher A. Sims
94-4 Bargaining a monetary union
by Roberto Chang
94-3 The income smoothing hypothesis: an analysis of the thrift industry
by Iftekhar Hasan & William C. Hunter
94-2 When do long-run identifying restrictions give reliable results?
by Jon Faust & Eric M. Leeper
94-1 Government expenditure financing in an endogenous growth model: a comparison
by Theodore Palivos & Chong K. Yip

1993

93-16 Excess return, excess volatility, and negative autocorrelation caused by uncertainty aversion and risk aversion
by Jie Hu
93-15 Vague preferences, noisy markets, and other parables concerning the informational role of prices
by Vicente Madrigal & Stephen D. Smith
93-14 Towards the systematic measurement of systemic risk
by Hugh Cohen & William Roberds
93-13 Financial integration with and without international policy coordination
by Roberto Chang
93-12 Monetary policy, interest rates, and inflation: budget arithmetic revisited
by Marco Espinosa & Steven Russell
93-11 Educational achievement and economic growth: evidence from Taiwan
by Ellis W. Tallman & Ping Wang
93-10 Liquidity shocks and financial crises during the national banking era
by Ellis W. Tallman & Jon R. Moen
93-9 Rational expectations and the dynamic adjustment of security analysts' forecasts to new information
by Lucy F. Ackert & William C. Hunter
93-8 Private investment and sovereign debt negotiations
by Roberto Chang

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This page was last updated on 2008-8-29.

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