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Publications

by members of

Federal Reserve Bank of Dallas → Financial Industry Studies Department

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2025

  1. Mitchell Berlin & SungJe Byun & Pablo D'Erasmo & Edison Yu, 2025, "Measuring Climate Transition Risk at the Regional Level with an Application to Community Banks," Working Papers, Federal Reserve Bank of Philadelphia, number 25-11, Mar, DOI: 10.21799/frbp.wp.2025.11.
  2. Seth Dunbar & Kelly Klemme & Anthony Murphy & Joseph I. Suek & Michael Tindall, 2025, "What Drives Cyber Losses at U.S. Banks? Potential Statistical Markers," Working Papers, Federal Reserve Bank of Dallas, number 2520, May, DOI: 10.24149/wp2520.

2023

  1. SungJe Byun & Joe Kneip, 2023, "Residential solar power shines on, backed by securitized lending," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 95671, Feb.

2022

  1. SungJe Byun & Joe Kneip, 2022, "Renewable Energy Projects Present Unique Lender Risks, Need for Oversight," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 94096, Apr.
  2. Jill Cetina & Kelly Klemme & Michael Perez, 2022, "Minority Depository Institutions Have Vital Role Serving Vulnerable Communities," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 93669, Feb.

2021

  1. Sung Je Byun & Jill Cetina & Joe Kneip, 2021, "Energy Financing Trends Consistent with Renewables’ Growth," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 90065, Feb.
  2. Sung Je Byun & Aaron L. Game & Alexander Jiron & Pavel Kapinos & Kelly Klemme & Bert Loudis, 2021, "The Pandemic's Impact on Credit Risk: Averted or Delayed?," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2021-07-30-3, Jul, DOI: 10.17016/2380-7172.2957.
  3. Michael Perez & Michael Tindall, 2021, "Treasury Auctions During the Pandemic: Stresses but Few Surprises," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 93016, Aug.

2016

  1. Sung Je Byun, 2016, "Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil," Occasional Papers, Federal Reserve Bank of Dallas, number 16-3, Sep.
  2. Jiaqi Chen & Michael Tindall, 2016, "The Chen-Tindall system and the lasso operator: improving automatic model performance," Occasional Papers, Federal Reserve Bank of Dallas, number 16-1, May.
  3. Jiaqi Chen & Michael Tindall, 2016, "Dynamic Methods for Analyzing Hedge-Fund Performance: A Note Using Texas Energy-Related Funds," Occasional Papers, Federal Reserve Bank of Dallas, number 16-2, Jul.
  4. Jiaqi Chen & Michael Tindall & Wenbo Wu, 2016, "Hedge Fund Return Prediction and Fund Selection: A Machine-Learning Approach," Occasional Papers, Federal Reserve Bank of Dallas, number 16-4, Nov.

2015

  1. Sungje Byun & Soojin Jo, 2015, "Heterogeneity in the Dynamic Effects of Uncertainty on Investment," Staff Working Papers, Bank of Canada, number 15-34, DOI: 10.34989/swp-2015-34.

2014

  1. Jiaqi Chen & Michael Tindall, 2014, "Constructing Zero-Beta VIX Portfolios with Dynamic CAPM," Occasional Papers, Federal Reserve Bank of Dallas, number 14-1, Jun.

2013

  1. Jiaqi Chen & Michael Tindall, 2013, "The structure of a machine-built forecasting system," Occasional Papers, Federal Reserve Bank of Dallas, number 13-1.
  2. Jiaqi Chen & Michael Tindall, 2013, "Understanding hedge fund alpha using improved replication methodologies," Occasional Papers, Federal Reserve Bank of Dallas, number 13-2.

2012

  1. Jiaqi Chen & Michael Tindall, 2012, "Hedge fund dynamic market sensitivity," Occasional Papers, Federal Reserve Bank of Dallas, number 12-1.
  2. Jiaqi Chen & Michael Tindall, 2012, "Risk measurement illiquidity distortions," Occasional Papers, Federal Reserve Bank of Dallas, number 12-2.

1993

  1. Michael L. Tindall, 1993, "Borrowed Reserves and Deposit Variation: The Effectiveness of Federal Reserve Operating Methods," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 93-28.

Journal articles

2024

  1. Berlin, Mitchell & Byun, Sung Je & D'Erasmo, Pablo & Yu, Edison, 2024, "Measuring climate transition risk at the regional level with an application to community banks," European Economic Review, Elsevier, volume 170, issue C, DOI: 10.1016/j.euroecorev.2024.104834.

2020

  1. Michael Perez, 2020, "Mexico Seeks to Reduce Consumers' Longstanding Reliance on Cash," Southwest Economy, Federal Reserve Bank of Dallas, issue First Qua.

2019

  1. Michael Perez, 2019, "Go Figure: Mexico Struggles to Move into Digital Payment Age," Southwest Economy, Federal Reserve Bank of Dallas, issue Third Qua, pages 23-23.
  2. Michael Perez & John Suek, 2019, "Spotlight: Banks Face Growing Cybercrime Threat," Southwest Economy, Federal Reserve Bank of Dallas, issue Fourth Qu.

2018

  1. Sung Je Byun & Soojin Jo, 2018, "Heterogeneity in the dynamic effects of uncertainty on investment," Canadian Journal of Economics, Canadian Economics Association, volume 51, issue 1, pages 127-155, February, DOI: 10.1111/caje.12318.
  2. Michael Perez, 2018, "Mexico’s Nascent Fintech Offers Promise, Faces New Rules," Southwest Economy, Federal Reserve Bank of Dallas, issue Q4, pages 12-15.

2017

  1. Sung Je Byun, 2017, "Costs of Oil Price Exchange-Traded Funds Diminish Usefulness," Economic Letter, Federal Reserve Bank of Dallas, volume 12, issue 5, pages 1-4, April.
  2. Sung Je Byun, 2017, "Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil," The Energy Journal, , volume 38, issue 5, pages 93-113, September, DOI: 10.5547/01956574.38.5.sbyu.
  3. Michael Perez, 2017, "Spotlight: Anti-Money-Laundering Measures Challenge Global Banks in Mexico," Southwest Economy, Federal Reserve Bank of Dallas, issue Q1, pages 10-10.
  4. Michael Perez & Kelsey Reichow, 2017, "Mexico’s ‘SOFOM’ Finance Firms Attempt to Broaden Loan Availability," Southwest Economy, Federal Reserve Bank of Dallas, issue Q4, pages 14-17.
  5. Kelly Klemme & Edward C. Skelton, 2017, "Eleventh District Banks Confront Challenging Energy, Rate Situation," Southwest Economy, Federal Reserve Bank of Dallas, issue Q2, pages 7-11.

2016

  1. Byun, Sung Je, 2016, "The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 162-180, DOI: 10.1016/j.jempfin.2016.01.013.
  2. Alex Musatov & Michael Perez, 2016, "Shadow banking reemerges, posing challenges to banks and regulators," Economic Letter, Federal Reserve Bank of Dallas, volume 11, issue 10, pages 1-4, July.
  3. Michael Perez, 2016, "Mobile payments promise to improve financial accessibility in Mexico," Southwest Economy, Federal Reserve Bank of Dallas, issue Q3, pages 11-14.
  4. Kelly Klemme & Edward C. Skelton, 2016, "Risks mount for Eleventh District banks amid energy weakness," Southwest Economy, Federal Reserve Bank of Dallas, issue Q2, pages 3-7.

2015

  1. Michael Perez, 2015, "Spotlight: Mexico Development Bank lending rises following financial reforms," Southwest Economy, Federal Reserve Bank of Dallas, issue Q4, pages 15-15.
  2. Kelly Klemme & Edward C. Skelton, 2015, "Robust regional banking sector faces new economic hurdles," Southwest Economy, Federal Reserve Bank of Dallas, issue Q2, pages 3-7.

2014

  1. Edward C. Skelton, 2014, "Mexico's new banking measures aim to increase credit, transparency," Southwest Economy, Federal Reserve Bank of Dallas, issue Q3, pages 12-16.

2013

  1. Edward C. Skelton, 2013, "Mexico develops niche approach to expansion of banking services," Southwest Economy, Federal Reserve Bank of Dallas, issue Q1, pages 10-13.
  2. Anil Kumar & Edward C. Skelton, 2013, "Did home equity restrictions help keep Texas mortgages from going underwater?," Southwest Economy, Federal Reserve Bank of Dallas, issue Q3, pages 3-7.
  3. Jiaqi Chen & Michael Tindall, 2013, "Volatility-selling strategies carry potential systemic cost," Economic Letter, Federal Reserve Bank of Dallas, volume 8, issue 12, December.

2012

  1. Edward C. Skelton, 2012, "Mexican banks get ahead of new global capital standards," Southwest Economy, Federal Reserve Bank of Dallas, issue Q3, pages 16-19.

2011

  1. Edward C. Skelton, 2011, "Spotlight: Mexican financial market : new instruments, rules boost capital investment," Southwest Economy, Federal Reserve Bank of Dallas, issue Q3, pages 1-15.
  2. Edward C. Skelton & Mark A. Wynne, 2011, "The Conquest of Mexican Inflation," Annual Report, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas, pages 13-20.

2010

  1. Edward C. Skelton, 2010, "Spotlight: Financial services: Banking within reach of more Mexicans," Southwest Economy, Federal Reserve Bank of Dallas, issue Q4, pages 1-15.

2009

  1. Michael Nicholson & Edward C. Skelton, 2009, "Rising protectionist threat creates risks for Texas," Southwest Economy, Federal Reserve Bank of Dallas, issue Q3, pages 10-14.
  2. Erwan Quintin & Edward C. Skelton, 2009, "Mexico's año horrible: global crisis stings economy," Southwest Economy, Federal Reserve Bank of Dallas, issue Q3, pages 3-7.

2008

  1. Erwan Quintin & Edward C. Skelton, 2008, "How much will the global financial storm hurt Mexico?," Southwest Economy, Federal Reserve Bank of Dallas, issue Nov, pages 10-13.
  2. Edward C. Skelton, 2008, "Reaching Mexico's unbanked," Economic Letter, Federal Reserve Bank of Dallas, volume 3, issue jul.

2006

  1. Edward C. Skelton, 2006, "Laying the foundation for a mortgage industry in Mexico," Economic Letter, Federal Reserve Bank of Dallas, volume 1, issue oct..

2005

  1. Robert V. Bubel & Edward C. Skelton, 2005, "Mexico emerges from 10-year credit slump," Southwest Economy, Federal Reserve Bank of Dallas, issue May, pages 14-18.

2002

  1. Robert V. Bubel & Edward C. Skelton, 2002, "Financial globalization: manna or menace? The case of Mexican banking," Southwest Economy, Federal Reserve Bank of Dallas, issue Jan, pages 17-19.

2000

  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, volume 6, issue 2, pages 178-191, May, DOI: 10.1007/BF02296100.

1997

  1. Michael Tindall & Roger Spencer, 1997, "Borrowed reserves and deposit variation: The risks to monetary policy," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 25, issue 3, pages 297-306, September, DOI: 10.1007/BF02298411.

1990

  1. Lothian, James R. & Darby, Michael R. & Tindall, Michael, 1990, "Buffer stock models of the demand for money and the conduct of monetary policy," Journal of Policy Modeling, Elsevier, volume 12, issue 2, pages 325-345.

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