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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
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Web page: http://www.frbatlanta.org/
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Series handle: repec:fip:fedawp

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1995

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
93-7 Generalized method of moments tests of forward rate processes
by Peter A. Abken
93-6 Managerial rents and optimal regulatory intervention in troubled banks
by Thomas H. Noe & Michael J. Rebello & Larry D. Wall
93-5 The dynamic impacts of monetary policy: an exercise in tentative identification
by David B. Gordon & Eric M. Leeper
93-4 Some implications of risk neutrality for time variation in stock returns
by Ronald W. Best & Stephen D. Smith
93-3 Core deposits and physical capital: a reexamination of bank scale economies and efficiency with quasi-fixed inputs
by William C. Hunter & Stephen G. Timme
93-2 Risk taking and failure in de novo savings and loans in the 1980s
by William C. Hunter & James A. Verbrugge & David A. Whidbee
93-1 Has the Romers' narrative approach identified monetary policy shocks
by Eric M. Leeper

1992

92-16 A new method of testing pricing models as applied to forward interest rate models
by Hugh Cohen & David Heath
92-15 Another hole in the ozone layer: changes in FOMC operating procedure and the term structure
by William Roberds & David Runkle & Charles H. Whiteman
92-14 Budget constraints and time-series evidence on consumption: comment
by William Roberds
92-13 The dynamic impacts of monetary policy: an exercise in tentative identification
by David B. Gordon & Eric M. Leeper
92-12 A note on competition, fixed costs, and the profitability of depository intermediates
by Iftekhar Hasan & Stephen D. Smith
92-11 Form invariance in biased sampling problems
by Vicente Madrigal & Stephen D. Smith
92-10 Money demand and relative prices in hyperinflations: evidence from Germany and China
by Ellis W. Tallman & Ping Wang
92-9 A note on forward biases and equilibrium foreign exchange hedging in a production economy
by Vikram Kumar & Stephen D. Smith
92-8 Rational expectations and security analysts' earnings forecasts
by Lucy F. Ackert & William C. Hunter
92-7 Optimal venture capital solicitation under a horizon constraint
by William C. Hunter
92-6 Stochastic specification in random production models of cost minimizing firms
by Bryan W. Brown & Mary Beth Walker
92-5 Real effects of exchange risk on international trade
by Vikram Kumar
92-4 Motivations for bank mergers and acquisitions: enhancing the deposit insurance put option versus increasing operating net cash flow
by George J. Benston & William C. Hunter & Larry D. Wall
92-3 The choice of capital instruments by banking organizations
by Larry D. Wall & Pamela P. Peterson
92-2 Cost savings associated with bank mergers
by Aruna Srinivasan & Larry D. Wall
92-1 Risk neutral valuation, asymmetric information, and the efficient markets hypothesis
by Vicente Madrigal & Stephen D. Smith

1991

91-18 Competition for more than one class of borrowers using different credit- worthiness tests
by Larry D. Wall
91-17 In search of the liquidity effect
by Eric M. Leeper & David B. Gordon
91-16 Option pricing with random volatilities in complete markets
by Laurence K. Eisenberg & Robert A. Jarrow
91-15 Quantity-adjusting options and forward contracts
by David F. Babbel & Laurence K. Eisenberg
91-14 Legal restrictions and welfare in a simple model of money
by William Roberds
91-13 The wild card option in T-bond futures is relatively worthless
by Hugh I. Cohen
91-12 Multiple reserve requirements: the case of small open economies
by Marco Espinosa
91-11 Consumer attitudes and business cycles
by Eric M. Leeper
91-10 Misspecification bias in tests of the forward foreign exchange rate unbiasedness hypothesis
by Janice L. Boucher
91-9 Generalized put-call parity
by David F. Babbel & Laurence K. Eisenberg
91-8 Money demand and relative prices in the German hyperinflation
by Ellis W. Tallman & Ping Wang
91-7 Estimating the minimum risk maturity gap
by James E. McNulty & George E. Morgan, III & Stephen D. Smith
91-6 Stationary representations, cointegration, and rational expectations with an application to the forward foreign exchange market
by Janice L. Boucher
91-5 A stochastic dominance approach to the evaluation of foreign exchange forecasts
by William C. Hunter & Stephen G. Timme
91-4 Valuation of default-risky interest-rate swaps
by Peter A. Abken
91-3 On the sustainability of international coordination
by Marco Espinosa & Chong K. Yip
91-2 Fiscal policy and trade adjustment: are the deficits really twins?
by Jeffrey A. Rosensweig & Ellis W. Tallman
91-1 The inflationary implications of reducing market interest rates via alternative monetary policy instruments
by Marco Espinosa & Steven Russell

1990

90-12 Effects of devaluation with a partial wage floor
by Vikram Kumar
90-11 Potential diversification and bank acquisition prices
by George J. Benston & William C. Hunter & Larry D. Wall
90-10 The behavior of real rates of interest in a small, opening economy
by Thomas J. Cunningham & Rosemary Thomas Cunningham
90-9 Human capital and endogenous growth: evidence from Taiwan
by Ellis W. Tallman & Ping Wang
90-8 Quasi-fixed inputs in the estimation of bank scale economies
by William C. Hunter & Stephen G. Timme
90-7 Monetary aggregates as monetary targets: a statistical investigation
by Charles H. Whiteman & William Roberds

1989

89-10 Tests of a simple optimizing model of daily price limits on futures contracts
by Lucy F. Ackert & William C. Hunter
89-9 The effect of Continental Illinois' failure on the financial performance of other banks
by Larry D. Wall & David R. Peterson
89-8 Nominal exchange rates and unit roots: a reconsideration
by Joseph A. Whitt, Jr.
89-7 Macroeconomic factors and asset excess returns
by Ellis W. Tallman
89-6 The demand for labor at the world's largest banking organizations
by William C. Hunter & Stephen G. Timme
89-5 Analytic derivatives of the matrix exponential for estimation of continuous-time ARMA models
by Peter A. Zadrozny
89-4 How little we know about budget policy effects
by Preston J. Miller & William Roberds
89-3 An examination of cost subadditivity and multiproduct production in large U.S. banks
by William C. Hunter & Stephen G. Timme & Won Keun Yang
89-2 Costs of financial intermediation under regulation: development banks and commercial banks
by Aruna Srinivasan
89-1 A survey and analysis of index-linked certificates of deposit
by Peter A. Abken

1988

88-10 Discrete option replication with transactions costs: an analysis of hedging errors
by Peter A. Abken
88-9 A source of unbiased implied volatility forecasts
by Steven P. Feinstein
88-8 Commodity prices and monetary policy
by Joseph A. Whitt, Jr.
88-7 Valuation effects of new capital issues by large bank holding companies
by Larry D. Wall & Pamela P. Peterson
88-6 Technological change in large U.S. commercial banks
by William C. Hunter & Stephen G. Timme
88-5 What's the surprise in money supply announcements?
by Tom Cunningham & Rosemary Cunningham
88-4 The U.S. dollar and the "delayed J curve."
by Paul D. Koch & Jeffrey A. Rosensweig
88-3 The shifting structure of occupations and the effect on labor force participation rates of American males 1860-1980
by Jon R. Moen
88-2 A quarterly Bayesian VAR model of the US economy
by William Roberds
88-1 Countervailing advantage and foreign direct investment in the United States
by William J. Kahley

1986

86-8 On deregulation, concentration, and innovation in commercial banking
by William C. Hunter & Stephen G. Timme

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