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Federal Reserve Bank of Chicago

Working Paper Series, Issues in Financial Regulation

Contact information of Federal Reserve Bank of Chicago:
Postal: P.O. Box 834, 230 South LaSalle Street, Chicago, Illinois 60690-0834
Phone: 312/322-5111
Fax: 312/322-5515
Email:
Web page: http://www.chicagofed.org/
More information through EDIRC

Order information:
Email:
Web: http://www.frbchi.org/pubs-speech/publications/print_order_script.html
For technical questions regarding this series, please contact (Diane Rosenberger)
Series handle: repec:fip:fedhfi

1997

WP-97-1 FDICIA after five years: a review and evaluation
by George J. Benston & George G. Kaufman [Downloadable!]
WP-97-9 Bank capital standards for market risk: a welfare analysis
by David Marshall & Subu Venkataraman [Downloadable!]
WP-97-7 "Peso problem" explanations for term structure anomalies
by Geert Bekaert & Robert J. Hodrick & David A. Marshall
WP-97-25 Requiem for a market marker: the case of Drexel Burham Lambert and below-investment-grade bonds
by Elijah Brewer, III & William E. Jackson, III
WP-97-22 A Trojan horse or the golden fleece? small business investment companies and government guarantees
by Elijah Brewer, III & Hesna Genay & William E. Jackson, III & Paula R. Worthington [Downloadable!]
WP-97-21 The role of the financial services industry in the local economy
by Douglas E. Evanoff & Philip R. Israilevich & Graham R. Schindler
WP-97-14 The role of credit market competition on lending strategies and on capital accumulation
by Nicola Cetorelli [Downloadable!]

1996

96-27 The security issue decision: evidence from small business investment companies
by Elijah Brewer, III & Hesna Genay & William E. Jackson, III & Paula R. Worthington
96-22 Financial distress and the role of capital contributions by the owner manager
by Subu Venkataraman
96-21 Changes in trading activity following stock splits and their impact on volatility and the adverse information component of the bid-ask spread
by A.S. Desai & M. Nimalendran & Subu Venkataraman
96-20 How should financial institutions and markets be structured? Analysis and options for financial system design
by George G. Kaufman & Randall S. Kroszner
96-18 Bank fragility: perception and historical evidence
by George G. Kaufman
96-8 Deposit insurance, bank capital structures and the demand for liquidity
by Alberto M. Ramos
96-7 Strategic responses to bank regulation: evidence from HMDA data
by Douglas D. Evanoff & Lewis M. Segal
96-6 Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions
by Elijah Brewer, III & William E. Jackson, III & James T. Moser
96-4 The equity premium puzzle and the risk-free rate puzzle at long horizons
by Kent Daniel & David Marshall
96-3 On biases in tests of the expectations hypothesis of the term structure of interest rates
by Geert Bekaert & Robert J. Hodrick & David Marshall
96-1 Bank failures, systemic risk, and bank regulation
by George G. Kaufman

1995

95-18 Noisy trade disclosure and liquidity
by Subu Venkataraman
95-12 Public benefits and public concerns: an economic analysis of regulatory standards for clearing facilities
by William J. Hanley & Karen McCann & James T. Moser
95-8 The cultural affinity hypothesis and mortgage lending decisions
by William C. Hunter & Mary Beth Walker
95-1 Spreads, information flows and transparency across trading systems
by Paul Kofman & James T. Moser

1994

94-28 Is the banking and payments system fragile?
by George J. Benston & George G. Kaufman
94-10 Small business investment companies: financial characteristics and investments
by Elijah Brewer, III & Hesna Genay
94-5 The effect of bank-held derivatives on credit accessibility
by Elijah Brewer, III & Bernadette A. Minton & James T. Moser
94-3 Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges
by James T. Moser

1993

93-19 The ownership structure of Japanese financial institutions
by Hesna Genay
93-18 Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior
by Herbert L. Baer & Virginia G. France & James T. Moser
93-11 Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets
by Paul Kofman & Tony Bouwman & James T. Moser
93-5 Stock margins and the conditional probability of price reversals
by Paul Kofman & James T. Moser
93-3 Junk bond holdings, premium tax offsets, and risk exposure at life insurance companies
by Elijah Brewer, III & Thomas H. Mondschean

1992

92-33 The impact of S&L failures and regulatory changes on the CD market, 1987-1991
by Elijah Brewer, III & Thomas H. Mondschean
92-30 A framework for estimating the value and interest rate risk of retail bank deposits
by David E. Hutchison & George G. Pennacchi
92-29 The effect of capital on portfolio risk at life insurance companies
by Elijah Brewer, III & Thomas H. Mondschean & Philip E. Strahan
92-24 An investigation of returns conditional on trading performance
by James T. Moser & Jacky C. So
92-21 Preferred sources of market discipline: depositors vs. subordinated debt holders
by Douglas D. Evanoff
92-16 Trading activity, program trading, and the volatility of stock returns
by James T. Moser
92-13 Bank contagion: theory and evidence
by George G. Kaufman
92-11 Capital adequacy and the growth of U.S. banks
by Herbert Baer & John McElravey
92-5 Incentive conflict in deposit-institution regulation: evidence from Australia
by Edward J. Kane & George G. Kaufman

1991

91-18 An empirical test of the incentive effects of deposit insurance: the case of junk bonds at savings and loan associations
by Elijah Brewer, III & Thomas H. Mondschean
91-15 Scale elasticity and efficiency for U.S. banks
by Douglas D. Evanoff & Philip R. Israilevich
91-13 Optimal contingent bank liquidation under moral hazard
by Charles W. Calomiris & Charles M. Kahn & Stefan Krasa
91-11 The diminishing role of commercial banking in the U.S. economy
by George G. Kaufman
91-10 Capital in banking: past, present and future
by George G. Kaufman

1990

90-20 Evidence on the impact of futures margin specifications on the performance of futures and cash markets
by James T. Moser
90-19 Deregulation, cost economies and allocative efficiency of large commercial banks
by Douglas D. Evanoff & Philip R. Israilevich
90-12 Payments system risk issues in a global economy
by Herbert L. Baer & Douglas D. Evanoff

1989

1989-24 The impact of deposit insurance on S&L shareholders' risk/return trade- offs
by Elijah Brewer, III
89-23 The Savings and loan rescue of 1989: causes and perspective
by George G. Kaufman
89-18 Do vulnerable economies need deposit insurance?: lessons from the U.S. agricultural boom and bust of 1920s
by Charles W. Calomiris
89-17 A Model of borrowing and lending with fixed and variable interest rates
by Thomas H. Mondschean
89-16 Variability and stationarity of term premia
by Ramon P. DeGennaro & James T. Moser
89-14 Are some banks too large to fail? Myth and reality
by George G. Kaufman
89-12 Reserve account management behavior: impact of the reserve accounting scheme and carry forward provision
by Douglas D. Evanoff
89-11 Technical change, regulation, and economies of scale for large commercial banks: an application of a modified version of Shephard's Lemma
by Douglas D. Evanoff & Philip R. Israilevich & Randall C. Merris

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This page was last updated on 2008-5-8.

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