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Publications

by members of

University of Pennsylvania → Wharton School of Business → Financial Institutions Center

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 | Books | Chapters |

Working papers

2025

  1. Eduardo M. Azevedo & Florian Scheuer & Kent Smetters & Min Yang, 2025, "Dilution vs. Risk Taking: Capital Gains Taxes and Entrepreneurship," NBER Working Papers, National Bureau of Economic Research, Inc, number 34512, Nov.

2022

  1. Enrique Alberola-Ila & Gong Cheng & Andrea Consiglio & Stavros A. Zenios, 2022, "Debt sustainability and monetary policy: the case of ECB asset purchases," BIS Working Papers, Bank for International Settlements, number 1034, Jul.
  2. Mr. Joe Crowley & Marco A Espinosa-Vega & Elizabeth Holmquist & Ken Lamar & Emmanuel Manolikakis & James McAndrews & Holt Williamson, 2022, "Financial Innovation and Statistical Methodological Guidance—Key Considerations," IMF Working Papers, International Monetary Fund, number 2022/212, Oct.

2021

  1. Peter Q. Blair & Kent Smetters, 2021, "Why Don’t Elite Colleges Expand Supply?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29309, Sep.

2020

  1. Antoine Martin & James J. McAndrews & Ali Palida & David R. Skeie, 2020, "Explaining the Puzzling Behavior of Short-Term Money Market Rates," Liberty Street Economics, Federal Reserve Bank of New York, number 20200824, Aug.
  2. McAndrews, James & Menand, lev, 2020, "Shadow Digital Money," MPRA Paper, University Library of Munich, Germany, number 99137, Mar.

2019

  1. Marialena Athanasopoulou & Andrea Consiglio & Aitor Erce & Angel Gavilan & Edmund Moshammer & Stavros A. Zenios, 2019, "Risk Management for Sovereign Debt Financing with Sustainability Conditions," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 367, Jun, DOI: 10.24149/gwp367.
  2. Allen N. Berger & Felix Irresberger & Raluca Roman, 2019, "Bank Size and Household Financial Sentiment: Surprising Evidence from the University of Michigan Surveys of Consumers," Working Papers, Federal Reserve Bank of Philadelphia, number 19-4, Jan, DOI: 10.21799/frbp.wp.2019.04.
  3. Bin Grace Li & James J. McAndrews & Zhu Wang, 2019, "Two-sided Market, R&D and Payments System Evolution," Working Paper, Federal Reserve Bank of Richmond, number 19-3, Feb.

2018

  1. Andrea Consiglio & Michele Tumminello & Stavros A. Zenios, 2018, "Pricing sovereign contingent convertible debt," Papers, arXiv.org, number 1804.01475, Apr.
  2. Maria Demertzis & Stavros Zenios, 2018, "State contingent debt as insurance for euro-area sovereigns," Bruegel Working Papers, Bruegel, number 25324, Apr.
  3. Marialena Athanasopoulou & Andrea Consiglio & Aitor Erce & Angel Gavilan & Edmund Moshammer & Stavros A. Zenios, 2018, "Risk management for sovereign financing within a debt sustainability framework," Working Papers, European Stability Mechanism, number 31, Oct.

2017

  1. Consiglio, A. & Zenios, S. A., 2017, "Pricing and Hedging GDP-Linked Bonds in Incomplete Markets," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 17-02.

2016

  1. Consiglio, Andrea & Lotfi, Somayyeh & Zenios, Stavros A., 2016, "Portfolio Diversification in the Sovereign Credit Swap Markets," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 16-06, Jul.
  2. Lakshmi Balasubramanyan & Allen N. Berger & Matthew Koepke, 2016, "How Do Lead Banks Use Their Private Information about Loan Quality in the Syndicated Loan Market?," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1616, Jun.
  3. Allen N. Berger & Raluca Roman & John Sedunov, 2016, "Do bank bailouts reduce or increase systemic risk? the effects of TARP on financial system stability," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 16-8, Oct, DOI: 10.18651/RWP2016-08.
  4. Alexander Kroeger & James J. McAndrews, 2016, "The payment system benefits of high reserve balances," Staff Reports, Federal Reserve Bank of New York, number 779, Jun.

2015

  1. Consiglio, Andrea & Zenios, Stavros A., 2015, "The Case for Contingent Convertible Debt for Sovereignst," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-13, Nov.
  2. Allen N. Berger & Sadok El Ghoul & Omrane Guedhami & Raluca Roman, 2015, "Internationalization and bank risk," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 15-8, Sep.
  3. Allen N. Berger & Tanakorn Makaew & Raluca Roman, 2015, "Did bank borrowers benefit from the TARP program : the effects of TARP on loan contract terms," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 15-11, Sep.
  4. Allen N. Berger & Raluca Roman, 2015, "Did saving Wall Street really save Main Street : the real effects of TARP on local economic conditions," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 15-13, Oct.
  5. Kenneth D. Garbade & James J. McAndrews, 2015, "Interest-Bearing Securities When Interest Rates are Below Zero," Liberty Street Economics, Federal Reserve Bank of New York, number 20150504, May.
  6. James J. McAndrews, 2015, "Student debt and higher education financing: a public finance perspective," Speech, Federal Reserve Bank of New York, number 155, Feb.
  7. James J. McAndrews, 2015, "Credit growth and economic activity after the Great Recession," Speech, Federal Reserve Bank of New York, number 165, Apr.
  8. James J. McAndrews, 2015, "Negative nominal central bank policy rates: where is the lower bound?," Speech, Federal Reserve Bank of New York, number 168, May.
  9. James J. McAndrews, 2015, "Opening remarks at the Mortgage Contract Design: Implications for Households, Monetary Policy, and Financial Stability Conference," Speech, Federal Reserve Bank of New York, number 171, May.
  10. James J. McAndrews, 2015, "Economic research and stress testing," Speech, Federal Reserve Bank of New York, number 173, Jun.
  11. James J. McAndrews, 2015, "Modern recipes for financial crises," Speech, Federal Reserve Bank of New York, number 190, Dec.
  12. Rod Garratt & Antoine Martin & James J. McAndrews & Ed Nosal, 2015, "Segregated balance accounts," Staff Reports, Federal Reserve Bank of New York, number 730, May.
  13. Todd Keister & Antoine Martin & James J. McAndrews, 2015, "Floor systems and the Friedman rule: the fiscal arithmetic of open market operations," Staff Reports, Federal Reserve Bank of New York, number 754, Dec.

2014

  1. Consiglio, Andrea & Carollo, Angelo & Zenios, Stavros A., 2014, "Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 13-35, Jan.
  2. Zenios, Stavros A., 2014, "Fairness and Reflexivity in the Cyprus Bail-In," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 14-04, Mar.
  3. Consiglio, Andrea & Zenios, Stavros A., 2014, "Risk Management Optimization for Sovereign Debt Restructuring," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 14-10, Aug.
  4. Consiglio, Andrea & Zenios, Stavros A., 2014, "Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 14-14, Sep.
  5. Nicola Cetorelli & James J. McAndrews & James Traina, 2014, "Evolution in Bank Complexity," Liberty Street Economics, Federal Reserve Bank of New York, number 20140328, Mar.
  6. James J. McAndrews & Donald P. Morgan & João A. C. Santos & Tanju Yorulmazer, 2014, "Why Large Bank Failures Are So Messy and What to Do about It?," Liberty Street Economics, Federal Reserve Bank of New York, number 20140404a, Apr.
  7. James J. McAndrews & Donald P. Morgan, 2014, "Parting Reflections on the Series on Large and Complex Banks," Liberty Street Economics, Federal Reserve Bank of New York, number 20140404b, Apr.
  8. Rod Garratt & Antoine Martin & James J. McAndrews, 2014, "Turnover in Fedwire Funds Has Dropped Considerably since the Crisis, but It's Okay," Liberty Street Economics, Federal Reserve Bank of New York, number 20140825, Aug.
  9. James J. McAndrews, 2014, "Remarks at the fifth Data Management Strategies and Technologies Workshop," Speech, Federal Reserve Bank of New York, number 129, Feb.
  10. James J. McAndrews, 2014, "A review of the experience of fielding the Survey of Consumer Expectations," Speech, Federal Reserve Bank of New York, number 139, Aug.
  11. Florian Scheuer & Kent Smetters, 2014, "Could a Website Really Have Doomed the Health Exchanges? Multiple Equilibria, Initial Conditions and the Construction of the Fine," NBER Working Papers, National Bureau of Economic Research, Inc, number 19835, Feb.

2013

  1. Zenios, Stavros A., 2013, "The Cyprus Debt: Perfect Crisis and a Way Forward," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 13-09, Mar.
  2. Allen N. Berger & William Goulding & Tara N. Rice, 2013, "Do Small Businesses Still Prefer Community Banks?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1096, Dec.
  3. Marco Del Negro & James J. McAndrews & Julie Remache, 2013, "More Than Meets the Eye: Some Fiscal Implications of Monetary Policy," Liberty Street Economics, Federal Reserve Bank of New York, number 20130815, Aug.
  4. Brian Begalle & Adam Copeland & Antoine Martin & James J. McAndrews & Susan McLaughlin, 2013, "Are Higher Haircuts Better? A Paradox," Liberty Street Economics, Federal Reserve Bank of New York, number 20130819, Aug.
  5. James J. McAndrews, 2013, "The economy and the Household Debt and Credit Report," Speech, Federal Reserve Bank of New York, number 97.
  6. Brian Begalle & Antoine Martin & James J. McAndrews & Susan McLaughlin, 2013, "The risk of fire sales in the tri-party repo market," Staff Reports, Federal Reserve Bank of New York, number 616, May.
  7. Antoine Martin & James J. McAndrews & Ali Palida & David R. Skeie, 2013, "Federal Reserve tools for managing rates and reserves," Staff Reports, Federal Reserve Bank of New York, number 642, Sep.
  8. Felix Reichling & Kent Smetters, 2013, "Optimal Annuitization with Stochastic Mortality Probabilities," NBER Working Papers, National Bureau of Economic Research, Inc, number 19211, Jul.
  9. Kent Smetters & Xingtan Zhang, 2013, "A Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks," NBER Working Papers, National Bureau of Economic Research, Inc, number 19500, Oct.

2012

  1. Morten L. Bech & Antoine Martin & James J. McAndrews, 2012, "How the High Level of Reserves Benefits the Payment System," Liberty Street Economics, Federal Reserve Bank of New York, number 20120227, Feb.
  2. James J. McAndrews & Donald P. Morgan & James Vickery, 2012, "What’s Driving Up Money Growth?," Liberty Street Economics, Federal Reserve Bank of New York, number 20120523, May.
  3. Kenneth D. Garbade & James J. McAndrews, 2012, "If Interest Rates Go Negative . . . Or, Be Careful What You Wish For," Liberty Street Economics, Federal Reserve Bank of New York, number 20120829, Aug.
  4. James J. McAndrews, 2012, "Summary of the Report on the Competitiveness of Puerto Rico's Economy," Speech, Federal Reserve Bank of New York, number 86.
  5. Daniel Gottlieb & Kent Smetters, 2012, "Narrow Framing and Life Insurance," NBER Working Papers, National Bureau of Economic Research, Inc, number 18601, Dec.

2011

  1. Allen N. Berger & W. Scott Frame & Vasso P. Ioannidou, 2011, "Reexamining the empirical relation between loan risk and collateral: the roles of collateral characteristics and types," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2011-12.
  2. Allen N. Berger & Rima Turk-Ariss, 2011, "Do depositors discipline banks? an international perspective," Proceedings, Federal Reserve Bank of Chicago, number 1121.
  3. James J. McAndrews & Asani Sarkar & Zhenyu Wang, 2011, "Did the Fed’s Term Auction Facility Work?," Liberty Street Economics, Federal Reserve Bank of New York, number 20111011, Oct.
  4. Antoine Martin & James J. McAndrews & David R. Skeie, 2011, "A note on bank lending in times of large bank reserves," Staff Reports, Federal Reserve Bank of New York, number 497.
  5. Kent Smetters & Walter E. Theseira, 2011, "A Matter of Trust: Understanding Worldwide Public Pension Conversions," NBER Working Papers, National Bureau of Economic Research, Inc, number 17015, May.
  6. Jialun Li & Kent Smetters, 2011, "Optimal Portfolio Choice with Wage-Indexed Social Security," NBER Working Papers, National Bureau of Economic Research, Inc, number 17025, May.
  7. Daniel Gottlieb & Kent Smetters, 2011, "Grade Non-Disclosure," NBER Working Papers, National Bureau of Economic Research, Inc, number 17465, Sep.

2010

  1. Allen N. Berger & W. Scott Frame & Vasso P. Ioannidou, 2010, "Tests of ex ante versus ex post theories of collateral using private and public information," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2010-06.
  2. Rocco Huang, 2010, "How committed are bank lines of credit? Experiences in the subprime mortgage crisis," Working Papers, Federal Reserve Bank of Philadelphia, number 10-25.
  3. Enghin Atalay & Antoine Martin & James J. McAndrews, 2010, "Quantifying the benefits of a liquidity-saving mechanism," Staff Reports, Federal Reserve Bank of New York, number 447.

2009

  1. Allen N. Berger & Adrian M. Cowan & W. Scott Frame, 2009, "The surprising use of credit scoring in small business lending by community banks and the attendant effects on credit availability and risk," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2009-09.
  2. Rocco Huang & Lev Ratnovski, 2009, "The dark side of bank wholesale funding," Working Papers, Federal Reserve Bank of Philadelphia, number 09-3.
  3. Rocco Huang, 2009, "Creditor control of free cash flow," Working Papers, Federal Reserve Bank of Philadelphia, number 09-30.
  4. Martijn Cremers & Rocco Huang & Zacharias Sautner, 2009, "Internal capital markets and corporate politics in a banking group," Working Papers, Federal Reserve Bank of Philadelphia, number 09-31.
  5. Adam B. Ashcraft & James J. McAndrews & David R. Skeie, 2009, "Precautionary reserves and the interbank market," Staff Reports, Federal Reserve Bank of New York, number 370.
  6. Todd Keister & James J. McAndrews, 2009, "Why are banks holding so many excess reserves?," Staff Reports, Federal Reserve Bank of New York, number 380.

2008

  1. Allen N. Berger & Robert DeYoung & Mark J. Flannery & David Lee & Ozde Oztekin, 2008, "How do large banking organizations manage their capital ratio?," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 08-01.
  2. Rocco Huang, 2008, "The effect of monetary tightening on local banks," Working Papers, Federal Reserve Bank of Philadelphia, number 08-20.
  3. James J. McAndrews & Zhu Wang, 2008, "The economics of two-sided payment card markets: pricing, adoption and usage," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 08-12.
  4. Leonardo Bartolini & R. Spence Hilton & James J. McAndrews, 2008, "Settlement delays in the money market," Staff Reports, Federal Reserve Bank of New York, number 319.
  5. Enghin Atalay & Antoine Martin & James J. McAndrews, 2008, "The welfare effects of a liquidity-saving mechanism," Staff Reports, Federal Reserve Bank of New York, number 331.
  6. James J. McAndrews & Asani Sarkar & Zhenyu Wang, 2008, "The effect of the Term Auction Facility on the London inter-bank offered rate," Staff Reports, Federal Reserve Bank of New York, number 335.
  7. Antoine Martin & James J. McAndrews, 2008, "A study of competing designs for a liquidity-saving mechanism," Staff Reports, Federal Reserve Bank of New York, number 336, Jul.
  8. Antoine Martin & James J. McAndrews, 2008, "Should there be intraday money markets?," Staff Reports, Federal Reserve Bank of New York, number 337.
  9. Shinichi Nishiyama & Kent Smetters, 2008, "The Optimal Design of Social Security Benefits," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp197, Sep.

2007

  1. Allen N. Berger & Marco A. Espinosa-Vega & W. Scott Frame & Nathan H. Miller, 2007, "Why do borrowers pledge collateral? new empirical evidence on the role of asymmetric information," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-29.
  2. Antoine Martin & James J. McAndrews, 2007, "Liquidity-saving mechanisms," Staff Reports, Federal Reserve Bank of New York, number 282.
  3. Andres Ramirez & Solomon Tadesse, 2007, "Corporate Cash Holdings, National Culture, and Multinationality," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp876, Jun.
  4. Solomon Tadesse, 2007, "Innovation, Information and Financial Architecture," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp877, Jun.

2006

  1. Hercules Vladimirou & Nikolas Topaloglou & Stavros A. Zenios, 2006, "A Stochastic Programming Framework for International PortfolioManagement," Computing in Economics and Finance 2006, Society for Computational Economics, number 404, Jul.
  2. Andrea Consiglio & Stavros A. Zenios, 2006, "Financial Products with Guarantees: Applications, Models and Internet-based services," Computing in Economics and Finance 2006, Society for Computational Economics, number 495, Jul.
  3. Berger, Allen N. & Klapper,Leora & Martinez Peria,Maria Soledad & Zaidi, Rida & Berger, Allen N. & Klapper, Leora F. & Martinez Peria,Maria Soledad & Zaidi, Rida, 2006, "Bank ownership type and banking relationships," Policy Research Working Paper Series, The World Bank, number 3862, Mar.
  4. Allen N. Berger & Philip Ostromogolsky, 2006, "The effects of banks on \"debt-sensitive\" small businesses," Proceedings, Federal Reserve Bank of Chicago, number 1021.
  5. David A. Becher & George Deltas & George Pinteris, 2006, "Reconsidering the degree of inefficiency of financial institutions," Proceedings, Federal Reserve Bank of Chicago, number 1026.
  6. Kei Imakubo & James J. McAndrews, 2006, "Funding Levels for the New Accounts in the BOJ-NET," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-21, Dec.
  7. James J. McAndrews & Zhu Wang, 2006, "Microfoundations of two-sided markets: the payment card example," Payments System Research Working Paper, Federal Reserve Bank of Kansas City, number PSR WP 06-01.
  8. Jeffrey Brown & Kevin Hassett & Kent Smetters, 2006, "Top Ten Myths Of Social Security Reform," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number wp2005-11, Jun.
  9. Shinichi Nishiyama & Kent Smetters, 2006, "Social Security Privatization with Income-Mortality Correlation," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp140, Nov.
  10. Solomon Tadesse, 2006, "Banking Fragility & Disclosure: International Evidence," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp874, Sep.
  11. Solomon Tadesse, 2006, "The Economic Value of Regulated Disclosure: Evidence from the Banking Sector," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp875, Jan.

2005

  1. Allen N. Berger & Astrid A. Dick & Lawrence G. Goldberg & Lawrence White, 2005, "The Effects of Competition from Large, Multimarket Firms on the Performance of Small, Single-Market Firms: Evidence from the Banking Industry," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 05-02.
  2. Berger, Allen N. & Clarke, George R. G. & Cull, Robert & Klapper, Leora & Udell, Gregory F., 2005, "Corporate governance and bank performance : a joint analysis of the static, selection, and dynamic effects of domestic, foreign, and state ownership," Policy Research Working Paper Series, The World Bank, number 3632, Jun.
  3. Berger, Allen N. & Udell, Gregory F., 2005, "A more complete conceptual framework for financing of small and medium enterprises," Policy Research Working Paper Series, The World Bank, number 3795, Dec.
  4. Allen N. Berger & W. Scott Frame, 2005, "Small business credit scoring and credit availability," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-10.
  5. Berger, Allen N. & Rosen, Richard J. & Udell, Gregory F., 2005, "Does Market Size Structure Affect Competition? The Case of Small Business Lending," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2005-8, Nov.
  6. Allen N. Berger & Christa H. S. Bouwman, 2005, "Bank liquidity creation and bank capital," Proceedings, Federal Reserve Bank of Chicago, number 997.
  7. Rocco Huang, 2005, "Tolerance For Uncertainty and the Growth of Informationally Opaque Industries," Macroeconomics, University Library of Munich, Germany, number 0507020, Jul.
  8. Rocco Huang, 2005, "Industry Choices and Social Interactions of Entrepreneurs: Identification by Residential Addresses," Labor and Demography, University Library of Munich, Germany, number 0507010, Jul, revised 14 Sep 2005.
  9. Rocco Huang, 2005, "Distance and Trade: Disentangling unfamiliarity effects and transport cost effects," International Trade, University Library of Munich, Germany, number 0511010, Nov.
  10. Kent Smetters, 2005, "Social Security Privatization with Elastic Labor Supply and Second-Best Taxes," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp092, Jan.
  11. Jagadeesh Gokhale & Kent Smetters, 2005, "Measuring Social Security’s Financial Problems," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp093, Jan.
  12. Shinichi Nishiyama & Kent Smetters, 2005, "Does Social Security Privatization Produce Efficiency Gains?," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp106, Oct.
  13. Kent Smetters, 2005, "Insuring Against Terrorism: The Policy Challenge," NBER Working Papers, National Bureau of Economic Research, Inc, number 11038, Jan.
  14. Solomon Tadesse, 2005, "Consolidation, Scale Economies and Technological Change in Japanese Banking," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp747, Feb.
  15. Solomon Tadesse, 2005, "Banking Fragility and Disclosure: International Evidence," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp748, Feb.
  16. Solomon Tadesse, 2005, "Financial Development and Technology," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp749, Feb.
  17. Solomon Tadesse, 2005, "Stock Markets Liquidity, Corporate Governance and Small Firms," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp883, Jun.
  18. Solomon Tadesse & Chuck Kwok, 2005, "National Culture and Financial Systems," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp884, Mar.

2004

  1. Allen N. Berger, 2004, "Potential competitive effects of Basel II on banks in SME credit markets in the United States," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-12.
  2. Allen N. Berger & Marco A. Espinosa-Vega & W. Scott Frame & Nathan H. Miller, 2004, "Debt maturity, risk, and asymmetric information," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-60.
  3. Allen N. Berger & Astrid A. Dick, 2004, "Entry into banking markets and the first-mover advantage," Proceedings, Federal Reserve Bank of Chicago, number 917.
  4. David A. Becher & Terry L. Campbell, 2004, "Corporate governance of bank mergers," Proceedings, Federal Reserve Bank of Chicago, number 918.
  5. Charles M. Kahn & James J. McAndrews & William Roberds, 2004, "Money is privacy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-18.
    • Charles M. Kahn & James McAndrews & William Roberds, 2005, "Money Is Privacy," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 46, issue 2, pages 377-399, May.
  6. Kent A. Smetters, 2004, "Trading with the Unborn: A New Perspective on Capital Income Taxation," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp066, May.

2003

  1. Allen N. Berger & Gregory F. Udell, 2003, "The institutional memory hypothesis and the procyclicality of bank lending behaviour," BIS Working Papers, Bank for International Settlements, number 125, Jan.
  2. Berger, Allen N & Hasan, Iftekhar & Klapper, Leora F., 2003, "Further evidence on the link between finance and growth : an international analysis of community banking and economic performance," Policy Research Working Paper Series, The World Bank, number 3105, Aug.
  3. David A. Becher & Terry L. Campbell & Melissa B. Frye, 2003, "Incentive compensation for bank directors: the impact of deregulation," Proceedings, Federal Reserve Bank of Chicago, number 871.
  4. Kent Smetters, 2003, "The (Interesting) Dynamic Properties of the Neoclassical Growth Model with CES Production," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0290, Mar.
  5. Shinichi Nishiyama & Kent Smetters, 2003, "Consumption Taxes and Economic Efficiency in a Stochastic OLG Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 9492, Feb.
  6. Kent Smetters, 2003, "Is the Social Security Trust Fund Worth Anything?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9845, Jul.
  7. Solomon Tadesse, 2003, "The Allocation and Monitoring Role of Capital Markets: Theory and International Evidence," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp881, Mar.

2002

  1. A. Consiglio & A. Pecorella & S.A. Zenios, 2002, "A Geometric Programming Approach for Managing Participating Insurance Policies with Minimum Guarantees," Computing in Economics and Finance 2002, Society for Computational Economics, number 217, Jul.
  2. Allen N. Berger & Nathan H. Miller & Mitchell A. Petersen & Raghuram G. Rajan & Jeremy C. Stein, 2002, "Does Function Follow Organizational Form? Evidence From the Lending Practices of Large and Small Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 8752, Jan.
  3. Allen N. Berger & Robert DeYoung, 2002, "Technological progress and the geographic expansion of the banking industry," Working Paper Series, Federal Reserve Bank of Chicago, number WP-02-07.
  4. Allen N. Berger & Qinglei Dai & Steven Ongena & David C. Smith, 2002, "To what extent will the banking industry be globalized? a study of bank nationality and reach in 20 European nations," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 725.
  5. Allen N. Berger & W. Scott Frame & Nathan H. Miller, 2002, "Credit scoring and the availability, price, and risk of small business credit," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-26.
  6. Allen N. Berger & Emilia Bonaccorsi di Patti, 2002, "Capital structure and firm performance: a new approach to testing agency theory and an application to the banking industry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-54.
  7. Allen N. Berger, 2002, "The economic effects of technological progress: evidence from the banking industry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2002-50.
  8. Kent Smetters & Jan Walliser, 2002, "Dropping Out of Social Security," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp022, Jan.
  9. Kent Smetters, 2002, "Controlling the Cost of Minimum Benefit Guarantees in Public Pension Conversions," NBER Working Papers, National Bureau of Economic Research, Inc, number 8732, Jan.
  10. Shinichi Nishiyama & Kent Smetters, 2002, "Ricardian Equivalence with Incomplete Household Risk Sharing," NBER Working Papers, National Bureau of Economic Research, Inc, number 8851, Mar.
  11. Neil Doherty & Kent Smetters, 2002, "Moral Hazard in Reinsurance Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 9050, Jul.

2001

  1. Andrea Consiglio & Flavio Cocco & Stavros A. Zenios, 2001, "Asset and Liability Modeling for Participating Policies with Guarantees," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-41, Jul.
  2. Andrea Consiglio & Flavio Cocco & Stavros A. Zenios, 2001, "The Value of Integrative Risk Management for Insurance Products with Guarantees," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-06, Mar.
  3. Norbert Jobst & Stavros A. Zenios, 2001, "The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-24, Jul.
  4. Norbert Jobst & Stavros A. Zenios, 2001, "Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-25, Jul.
  5. Allen N. Berger & Loretta J. Mester, 2001, "Explaining the Dramatic Changes in Performance of U.S. Banks: Technological Change, Deregulation and Dynamic Changes in Competition," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-22, Apr.
  6. Berger, A.N. & Goldberg, L.G. & White, L.J., 2001, "The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 01-07.
  7. Allen N. Berger & Richard J. Rosen & Gregory F. Udell, 2001, "The effect of market size structure on competition: the case of small business lending," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-63.
  8. Berger, Allen N. & Klapper, Leora F. & Udell, Gregory F., 2001, "The ability of banks to lend to informationally opaque small businesses," Policy Research Working Paper Series, The World Bank, number 2656, Aug.
  9. Allen N. Berger & Gregory F. Udell, 2001, "Small business credit availability and relationship lending: the importance of bank organizational structure," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-36.
  10. Allen N. Berger & Richard J. Rosen & Gregory F. Udell, 2001, "The effects of banking market size structure on bank competition: the case of small business lending," Proceedings, Federal Reserve Bank of Chicago, number 710.
  11. Timothy H. Hannan & Elizabeth K. Kiser & James J. McAndrews & Robin A. Prager, 2001, "To surcharge or not to surcharge: an empirical investigation of ATM pricing," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-38.
  12. James J. McAndrews & Philip E. Strahan, 2001, "Can small banks survive deregulation? the role of the Fed in the correspondent banking market," Proceedings, Federal Reserve Bank of Chicago, number 716.
  13. Franklin Allen & James McAndrews & Philip Strahan, 2001, "E-Finance: An Introduction," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-36, Oct.
  14. Laurence J. Kotlikoff & Kent Smetters & Jan Walliser, 2001, "Finding a Way Out of America's Demographic Dilemma," NBER Working Papers, National Bureau of Economic Research, Inc, number 8258, Apr.
  15. Kent Smetters, 2001, "The Equivalence of the Social Security's Trust Fund Portfolio Allocation and Capital Income Tax Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 8259, Apr.
  16. Kent Smetters & Jennifer Gravelle, 2001, "The Exchange Theory of Teenage Smoking and the Counterproductiveness of Moderate Regulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 8262, Apr.
  17. Jane Gravelle & Kent Smetters, 2001, "Who Bears the Burden of the Corporate Tax in The Open Economy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8280, May.
  18. Laurence J. Kotlikoff, Kent Smetters, and Jan Walliser, 2001, "The Coming Generational Storm," Computing in Economics and Finance 2001, Society for Computational Economics, number 276, Apr.
  19. Solomon Tadesse, 2001, "Financial Architecture and Economic Performance: International Evidence," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 449, Aug.

2000

  1. Andreas C. Soteriou & Stavros A. Zenios, 2000, "Searching for the Value of Quality in Financial Services," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-39, Oct.
  2. Marida Bertocchi & Rosella Giacometti & Stavros A. Zenios, 2000, "Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-40, Oct.
  3. Allen N. Berger, 2000, "The integration of the financial services industry: where are the efficiencies?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2000-36.
  4. Allen N. Berger & Robert DeYoung & Hesna Genay & Gregory F. Udell, 2000, "Globalization of financial institutions: evidence from cross-border banking performance," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2000-04.
  5. Allen N. Berger & Robert DeYoung, 2000, "The effects of geographic expansion on bank efficiency," Working Paper Series, Federal Reserve Bank of Chicago, number WP-00-14.
  6. Allen N. Berger & Robert DeYoung & Gregory F. Udell, 2000, "Efficiency barriers to the consolidation of the European financial services industry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2000-37.
  7. Allen N. Berger & J. David Cummins & Mary A. Weiss & Hongmin Zi, 2000, "Conglomeration Versus Strategic Focus: Evidence from the Insurance Industry," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 99-29, Mar.
  8. Allen N. Berger & Margaret K. Kyle & Joseph M. Scalise, 2000, "Did U.S. Bank Supervisors Get Tougher During the Credit Crunch? Did They Get Easier During the Banking Boom? Did It Matter to Bank Lending?," NBER Working Papers, National Bureau of Economic Research, Inc, number 7689, May.
  9. Allen N. Berger, 2000, "The \"big picture\" of bank diversification," Proceedings, Federal Reserve Bank of Chicago, number 669.
  10. Charles M. Kahn & James J. McAndrews & William Roberds, 2000, "A theory of transactions privacy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2000-22.

1999

  1. Andrea Beltratti & Andrea Laurent & Stavros A. Zenios, 1999, "Scenario Modeling of Selective Hedging Strategies," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 99-15, Mar.
  2. Allen N. Berger & Gregory F. Udell, 1999, "Lines of Credit and Relationship Lending in Small Firm Finance," Macroeconomics, University Library of Munich, Germany, number 9906006, Jun.
  3. Allen N. Berger & Seth D. Bonime & Lawrence G. Goldberg & Lawrence J. White, 1999, "The Dymanics of Market Entry: The Effects of Mergers and Acquisitions on De Novo Entry and Small Business Lending in the Banking Industry," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 99-13.
  4. Allen N. Berger & Seth D. Bonime & Lawrence G. Goldberg & Lawrence J. White, 1999, "The dynamics of market entry: the effects of mergers and acquisitions on do novo entry and small business lending in the banking industry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1999-41.
  5. Allen N. Berger & Loretta J. Mester, 1999, "What Explains the Dramatic Changes in Cost and Profit Performance of the U.S. Banking Industry?," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 99-10, Feb.
  6. Allen N. Berger & Seth D. Bonime & Daniel M. Covitz & Diana Hancock, 1999, "Why are bank profits so persistent: the roles of product market competition, informational opacity, and regional/macroeconomic shocks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1999-28.
  7. Allen N. Berger & Seth D. Bonime & Lawrence G. Goldberg & Lawrence J. White, 1999, "The dynamics of market entry: the effects of mergers and acquisitions on de novo entry in banking," Proceedings, Federal Reserve Bank of Chicago, number 612.
  8. Allen N. Berger, 1999, "The \"big picture\" about relationship-based finance," Proceedings, Federal Reserve Bank of Chicago, number 761.
  9. Charles M. Kahn & James J. McAndrews & William Roberds, 1999, "Settlement risk under gross and net settlement," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 99-10.
  10. James J. McAndrews & William Roberds, 1999, "Payment intermediation and the origins of banking," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 99-11.

1998

  1. Andrea Beltratti & Andrea Consiglio & Stavros A. Zenios, 1998, "Scenario Modeling for the Management of International Bond Portfolios," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 98-20, May.
  2. Patrick T. Harker & Stavros A. Zenios, 1998, "What Drives the Performance of Financial Institutions?," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 98-21, Jun.
  3. Allen N. Berger & Sally M. Davies & Mark J. Flannery, 1998, "Comparing market and supervisory assessments of bank performance: who knows what when?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1998-32.
  4. Allen N. Berger & Rebecca Demsetz & Philip E. Strahan, 1998, "The consolidation of the financial services industry: causes, consequences, and the implications for the future," Staff Reports, Federal Reserve Bank of New York, number 55.
  5. Allen N. Berger & Gregory F. Udell, 1998, "The economics of small business finance: the roles of private equity and debt markets in the financial growth cycle," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1998-15.
  6. Allen N. Berger & Seth D. Bonime & Daniel M. Covitz & Diana Hancock, 1998, "The extraordinary persistence of profits in the U.S. banking industry: a breakdown of the competitive paradigm?," Proceedings, Federal Reserve Bank of Chicago, number 581.
  7. James J. McAndrews, 1998, "Direct presentment regulation in payments," Proceedings, Federal Reserve Bank of Chicago, number 584.
  8. David A. Balto & James J. McAndrews, 1998, "Joint venture payment networks and public policy," Proceedings, Federal Reserve Bank of Chicago, number 602.
  9. Paulson, Jo Ann & McAndrews, James, 1998, "Financial services for the urban poor : South Africa's E Plan," Policy Research Working Paper Series, The World Bank, number 2016, Nov.
  10. Laurence J. Kotlikoff & Kent A. Smetters & Jan Walliser, 1998, "Social Security: Privatization and Progressivity," NBER Working Papers, National Bureau of Economic Research, Inc, number 6428, Feb.
  11. Laurence J. Kotlikoff & Kent A. Smetters & Jan Walliser, 1998, "Opting Out of Social Security and Adverse Selection," NBER Working Papers, National Bureau of Economic Research, Inc, number 6430, Feb.

1997

  1. Antreas D. Athanassopoulos & Andreas Soteriou & Stavros Zenios, 1997, "Disentangling Within- and Between-Country Efficiency Differences of Bank Branches," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 97-17, Mar.
  2. Allen N. Berger & Loretta J. Mester, 1997, "Inside the black box: what explains differences in the efficiencies of financial institutions?," Working Papers, Federal Reserve Bank of Philadelphia, number 97-1.
  3. Allen N. Berger & Robert DeYoung, 1997, "Problem loans and cost efficiency in commercial banks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1997-8.
  4. Allen N. Berger & David B. Humphrey, 1997, "Efficiency of Financial Institutions: International Survey and Directions for Future Research," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 97-05, Jan.
  5. Allen N. Berger & Anthony Saunders & Joseph M. Scalise & Gregory F. Udell, 1997, "The Effects of Bank Mergers and Acquisitions on Small Business Lending," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 97-1, Mar.
  6. Paul W. Bauer & Allen N. Berger & Gary D. Ferrier & David B. Humphrey, 1997, "Consistency conditions for regulatory analysis of financial institutions: a comparison of frontier efficiency methods," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1997-50.
  7. Allen N. Berger & Loretta J. Mester, 1997, "Efficiency and productivity change in the U.S. commercial banking industry: a comparison of the 1980s and 1990s," Working Papers, Federal Reserve Bank of Philadelphia, number 97-5.
  8. James J. McAndrews & William Roberds, 1997, "A general equilibrium analysis of check float," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 97-4.
  9. James J. McAndrews & William Roberds, 1997, "A model of check exchange," Working Papers, Federal Reserve Bank of Philadelphia, number 97-16.
  10. James J. McAndrews, 1997, "Banking and payment system stability in an electronic money world," Working Papers, Federal Reserve Bank of Philadelphia, number 97-9.
  11. David E. Altig & Alan J. Auerbach & Laurence J. Kotlikoff & Kent Smetters & Jan Walliser, 1997, "Simulating U.S. tax reform," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9712, DOI: 10.26509/frbc-wp-199712.

1996

  1. Jalal D. Akhavein & Allen N. Berger & David B. Humphrey, 1996, "The Effects of Megamergers on Efficiency and Prices: Evidence from a Bank Profit Function," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 96-03, Jan.
  2. James J. McAndrews, 1996, "Retail pricing of ATM network services," Working Papers, Federal Reserve Bank of Philadelphia, number 96-12.
  3. James J. McAndrews, 1996, "Pricing in vertically integrated network switches," Working Papers, Federal Reserve Bank of Philadelphia, number 96-19.

1995

  1. Allen N. Berger & J. David Cummins & Mary A. Weiss, 1995, "The coexistence of multiple distribution systems for financial services: the case of property-liability insurance," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 95-22.
  2. Allen N. Berger & Gregory F. Udell, 1995, "Universal banking and the future of small business lending," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 95-21.
  3. Allen N. Berger & Anil K. Kashyap & Joseph Scalise, 1995, "The Transformation of the U.S. Banking Industry: What a Long, Strange Trip It's Been," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 96-06, Nov.
  4. Allen N. Berger & Richard J. Herring & Giorgio P. Szegö, 1995, "The Role of Capital in Financial Institutions," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 95-01, Jan.
  5. Allen N. Berger & John H. Leusner & John J. Mingo, 1995, "The efficiency of bank branches and implications for mergers and interstate branching," Proceedings, Federal Reserve Bank of Chicago, number 463.
  6. James J. McAndrews & George Wasilyew, 1995, "Simulations of failure in a payment system," Working Papers, Federal Reserve Bank of Philadelphia, number 95-19.

1994

  1. Allen N. Berger & Sally M. Davies, 1994, "The information content of bank examinations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 94-20.
  2. Allen N. Berger, 1994, "The relationship between capital and earnings in banking," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 94-2.
  3. Allen N. Berger & Timothy H. Hannan, 1994, "The efficiency cost of market power in the banking industry: a test of the "quiet life" and related hypotheses," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 94-36.
  4. Allen Berger & John Leusner & John Mingo, 1994, "The Efficiency of Bank Branches," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 94-27, Aug.
  5. Allen Berger & Gregory Udell, 1994, "Did Risk-Based Capital Allocate Bank Credit and Cause a `Credit Crunch' in the U.S.?," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 94-07.
  6. Allen N. Berger & David B. Humphrey, 1994, "Bank scale economies, mergers, concentration, and efficiency: the U.S. experience," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 94-23.
  7. James J. McAndrews & William Roberds, 1994, "Banks, payments, and coordination," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 94-14.
  8. James J. McAndrews & Rafael Rob, 1994, "Shared ownership and pricing in a network switch," Working Papers, Federal Reserve Bank of Philadelphia, number 94-6.

1993

  1. Allen N. Berger & Gregory F. Udell, 1993, "Lines of credit, collateral, and relationship lending in small firm finance," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 93-9.
  2. Allen N. Berger & Timothy H. Hannan, 1993, "Using efficiency measures to distinguish among alternative explanations of the structure-performance relationship in banking," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 93-18.
  3. Lawrence Pulley & Allen Berger & David Humphrey, 1993, "Do Consumers Pay for One-Stop Banking?," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 94-01, Aug.
  4. Allen N. Berger & David B. Humphrey & Lawrence B. Pulley, 1993, "Do consumers pay for one-stop banking? Evidence from a non-standard revenue function," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 93-30.
  5. Allen N. Berger, 1993, "The importance of accurate bank accounting under FDICIA," Proceedings, Federal Reserve Bank of Chicago, number 411.
  6. Robert J. Kauffman & James J. McAndrews, 1993, "Network externalities and shared electronic banking network adoption," Working Papers, Federal Reserve Bank of Philadelphia, number 93-18.

1992

  1. Allen N. Berger & David B. Humphrey, 1992, "Megamergers in banking and the use of cost efficiency as an antitrust defense," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 203.
  2. Allen N. Berger & Diana Hancock & David B. Humphrey, 1992, "Bank efficiency derived from a profit function," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 211.
  3. Allen N. Berger, 1992, "'Distribution free' estimates of efficiency of the U.S. banking industry and tests of the standard distributional assumptions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 188.
  4. Allen N. Berger & David B. Humphrey, 1992, "Competition, efficiency, and the future of the banking industry," Proceedings, Federal Reserve Bank of Chicago, number 379.
  5. James J. McAndrews, 1992, "Results of a survey of ATM network pricing," Working Papers, Federal Reserve Bank of Philadelphia, number 92-7.

1991

  1. Paul W. Bauer & Allen N. Berger & David B. Humphrey, 1991, "Inefficiency and productivity growth in banking: a comparison of stochastic econometric and thick frontier methods," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9117.
  2. Allen N. Berger, 1991, "The profit-concentration relationship in banking," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 176.
  3. Allen N. Berger & Gregory F. Udell, 1991, "Securitization, risk, and the liquidity problem in banking," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 181.
  4. Allen N. Berger, 1991, "Market discipline in banking," Proceedings, Federal Reserve Bank of Chicago, number 328.
  5. James J. McAndrews & Leonard I. Nakamura, 1991, "Worker debt with bankruptcy," Working Papers, Federal Reserve Bank of Philadelphia, number 91-2.

1990

  1. Robert B. Avery & Allen N. Berger, 1990, "Loan commitments and bank risk exposure," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9015.
  2. Allen N. Berger & David B. Humphrey, 1990, "Measurement and efficiency issues in commercial banking," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 151.
  3. Allen N. Berger & Gregory F. Udell, 1990, "Some evidence on the empirical significance of credit rationing," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 105.
  4. Robert B. Avery & Allen N. Berger, 1990, "Risk-based capital and deposit insurance reform," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9101.
  5. Allen N. Berger & David B. Humphrey, 1990, "The dominance of inefficiencies over scale and product mix economies in banking," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 107.
  6. James J. McAndrews & Richard Voith, 1990, "Regional authorities, public services, and the location of economic activity," Working Papers, Federal Reserve Bank of Philadelphia, number 90-17.

1989

  1. Allen N. Berger & Timothy H. Hannan, 1989, "Price rigidity and market structure: theory and evidence from the banking industry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 59.
  2. Allen N. Berger & Kathleen A. Kuester & James M. O'Brien, 1989, "Some red flags concerning market value accounting," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 85.
  3. James J. McAndrews & Leonard I. Nakamura, 1989, "Entry-deterring debt," Working Papers, Federal Reserve Bank of Philadelphia, number 89-15.
  4. James J. McAndrews, 1989, "Strategic role complementarity," Working Papers, Federal Reserve Bank of Philadelphia, number 89-3.

1988

  1. Allen N. Berger & Timothy H. Hannan, 1988, "The price-concentration relationship in banking," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 23.
  2. Allen N. Berger & David B. Humphrey, 1988, "Market failure and resource use: economic incentives to use different payment instruments," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 34.
  3. Robert B. Avery & Allen N. Berger, 1988, "Risk-based capital and off-balance sheet activities," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 35.
  4. Allen N. Berger & Gregory F. Udell, 1988, "Collateral, loan quality, and bank risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 51.

1987

  1. Allen N. Berger & Roger Craine, 1987, "Why random walk models of the term structure are hard to reject," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1.
  2. Lawrence M. Benveniste & Allen N. Berger, 1987, "Securitization with recourse: an instrument that offers uninsured bank depositors sequential claims," Research Papers in Banking and Financial Economics, Board of Governors of the Federal Reserve System (U.S.), number 97.

1986

  1. Allen N. Berger & Joanna H. Frodin & David B. Humphrey, 1986, "Interstate banking: impacts on the payments system," Research Papers in Banking and Financial Economics, Board of Governors of the Federal Reserve System (U.S.), number 90.
  2. Allen N. Berger & Gerald A. Hanweck & David B. Humphrey, 1986, "Competitive viability in banking: scale, scope, and product mix economies," Research Papers in Banking and Financial Economics, Board of Governors of the Federal Reserve System (U.S.), number 82.
  3. Lawrence M. Benveniste & Allen N. Berger, 1986, "An empirical analysis of standby letters of credit," Research Papers in Banking and Financial Economics, Board of Governors of the Federal Reserve System (U.S.), number 85.
  4. Lawrence M. Benveniste & Allen N. Berger, 1986, "Substituting loan insurance for intermediation: the private and social benefits of standby letters of credit," Research Papers in Banking and Financial Economics, Board of Governors of the Federal Reserve System (U.S.), number 92.

1985

  1. Allen N. Berger & David B. Humphrey, 1985, "The role of interstate banking in the diffusion of electronic payments technology," Research Papers in Banking and Financial Economics, Board of Governors of the Federal Reserve System (U.S.), number 80.

1983

  1. Allen N. Berger & Spencer D. Krane, 1983, "The informational efficiency of econometric model forecasts," Research Papers in Banking and Financial Economics, Board of Governors of the Federal Reserve System (U.S.), number 67.
  2. George J. Benston & Allen N. Berger & Gerald A. Hanweck & David B. Humphrey, 1983, "Economies of scale and scope in banking," Research Papers in Banking and Financial Economics, Board of Governors of the Federal Reserve System (U.S.), number 64.
  3. Allen N. Berger & Roger Craine, 1983, "Tests of the fair game-efficient markets hypothesis," Research Papers in Banking and Financial Economics, Board of Governors of the Federal Reserve System (U.S.), number 68.

Undated

  1. Stavros Zenios & Andreas Soteriou, undated, "Efficiency, Profitability and Quality of Banking Services," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 97-28.
  2. Kent Smetters, undated, "Thinking About Social Security's Trust Fund," Pension Research Council Working Papers, Wharton School Pension Research Council, University of Pennsylvania, number 97-21.

Journal articles

2024

  1. Lotfi, Somayyeh & Milidonis, Andreas & Zenios, Stavros A., 2024, "Mispricing of debt expansion in the eurozone sovereign credit market," Journal of Financial Stability, Elsevier, volume 70, issue C, DOI: 10.1016/j.jfs.2023.101215.
  2. Andrea Consiglio & Akis Kikas & Odysseas P. Michaelides & Stavros A. Zenios, 2024, "Auditing Public Debt Using Risk Management," Interfaces, INFORMS, volume 54, issue 2, pages 103-126, March, DOI: 10.1287/inte.2023.1165.
  3. Somayyeh Lotfi & Stavros A. Zenios, 2024, "Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance," Review of Managerial Science, Springer, volume 18, issue 7, pages 2115-2140, July, DOI: 10.1007/s11846-023-00715-z.

2023

  1. Gala, Vito D. & Pagliardi, Giovanni & Zenios, Stavros A., 2023, "Global political risk and international stock returns," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 78-102, DOI: 10.1016/j.jempfin.2023.03.004.
  2. Alberola, Enrique & Cheng, Gong & Consiglio, Andrea & Zenios, Stavros A., 2023, "Unconventional monetary policy and debt sustainability in Japan," Journal of the Japanese and International Economies, Elsevier, volume 69, issue C, DOI: 10.1016/j.jjie.2023.101274.

2022

  1. Stavros A. Zenios, 2022, "The risks from climate change to sovereign debt," Climatic Change, Springer, volume 172, issue 3, pages 1-19, June, DOI: 10.1007/s10584-022-03373-4.
  2. David A Becher & Thomas P Griffin & Greg Nini, 2022, "Creditor Control of Corporate Acquisitions," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 4, pages 1897-1932.

2021

  1. Stavros A. Zenios & Andrea Consiglio & Marialena Athanasopoulou & Edmund Moshammer & Angel Gavilan & Aitor Erce, 2021, "Risk Management for Sustainable Sovereign Debt Financing," Operations Research, INFORMS, volume 69, issue 3, pages 755-773, May, DOI: 10.1287/opre.2020.2055.

2020

  1. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2020, "Integrated dynamic models for hedging international portfolio risks," European Journal of Operational Research, Elsevier, volume 285, issue 1, pages 48-65, DOI: 10.1016/j.ejor.2019.01.027.
  2. Becher, David & Jensen, Tyler K. & Liu, Tingting, 2020, "Acquisitions and funding conditions," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101760.
  3. McAndrews, James J., 2020, "The case for cash," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 1, issue 1, DOI: 10.1016/j.latcb.2020.100004.
  4. Li, Bin Grace & McAndrews, James & Wang, Zhu, 2020, "Two-sided market, R&D, and payments system evolution," Journal of Monetary Economics, Elsevier, volume 115, issue C, pages 180-199, DOI: 10.1016/j.jmoneco.2019.06.005.

2019

  1. Maria Demertzis & Stavros A Zenios, 2019, "State Contingent Debt as Insurance for Euro Area Sovereigns," Journal of Financial Regulation, Oxford University Press, volume 5, issue 1, pages 64-90.

2018

  1. Consiglio Andrea & Zenios Stavros A., 2018, "Contingent Convertible Bonds for Sovereign Debt Risk Management," Journal of Globalization and Development, De Gruyter, volume 9, issue 1, pages 1-24, June, DOI: 10.1515/jgd-2017-0011.
  2. Consiglio, Andrea & Zenios, Stavros A., 2018, "Pricing and hedging GDP-linked bonds in incomplete markets," Journal of Economic Dynamics and Control, Elsevier, volume 88, issue C, pages 137-155, DOI: 10.1016/j.jedc.2018.01.001.
  3. Lotfi, Somayyeh & Zenios, Stavros A., 2018, "Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances," European Journal of Operational Research, Elsevier, volume 269, issue 2, pages 556-576, DOI: 10.1016/j.ejor.2018.02.003.
  4. Andrea Consiglio & Somayyeh Lotfi & Stavros A. Zenios, 2018, "Portfolio diversification in the sovereign credit swap markets," Annals of Operations Research, Springer, volume 266, issue 1, pages 5-33, July, DOI: 10.1007/s10479-017-2565-5.
  5. Andrea Consiglio & Michele Tumminello & Stavros A. Zenios, 2018, "Pricing Sovereign Contingent Convertible Debt," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 21, issue 08, pages 1-36, December, DOI: 10.1142/S0219024918500498.

2017

  1. Bates, Thomas W. & Becher, David A., 2017, "Bid Resistance by Takeover Targets: Managerial Bargaining or Bad Faith?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 3, pages 837-866, June.
  2. McAndrews, James & Sarkar, Asani & Wang, Zhenyu, 2017, "The effect of the term auction facility on the London interbank offered rate," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 135-152, DOI: 10.1016/j.jbankfin.2016.12.011.
  3. Bernard Mcsherry & Berry K. Wilson & James J. Mcandrews, 2017, "Net Settlement and Counterparty Risk: Evidence from the Formation of the New York Stock Exchange Clearing House in 1892," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 6, pages 1273-1298, September, DOI: 10.1111/jmcb.12417.

2016

  1. Andrea Consiglio & Angelo Carollo & Stavros A. Zenios, 2016, "A parsimonious model for generating arbitrage-free scenario trees," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 2, pages 201-212, February, DOI: 10.1080/14697688.2015.1114359.
  2. Mcandrews, James & Kroeger, Alexander, 2016, "The payment system benefits of high reserve balances," Journal of Payments Strategy & Systems, Henry Stewart Publications, volume 10, issue 1, pages 72-83, March.
  3. Brian Begalle & Antoine Martin & James McAndrews & Susan McLaughlin, 2016, "The Risk Of Fire Sales In The Tri-Party Repo Market," Contemporary Economic Policy, Western Economic Association International, volume 34, issue 3, pages 513-530, July.
  4. Antoine Martin & James McAndrews & David Skeie, 2016, "Bank Lending in Times of Large Bank Reserves," International Journal of Central Banking, International Journal of Central Banking, volume 12, issue 4, pages 193-222, December.

2015

  1. Consiglio Andrea & Zenios Stavros A., 2015, "Risk Management Optimization for Sovereign Debt Restructuring," Journal of Globalization and Development, De Gruyter, volume 6, issue 2, pages 181-213, December, DOI: 10.1515/jgd-2015-0015.
  2. Consiglio, Andrea & Tumminello, Michele & Zenios, Stavros A., 2015, "Designing and pricing guarantee options in defined contribution pension plans," Insurance: Mathematics and Economics, Elsevier, volume 65, issue C, pages 267-279, DOI: 10.1016/j.insmatheco.2015.10.002.
  3. Andrea Consiglio & Stavros Zenios, 2015, "Risk profiles for re-profiling the sovereign debt of crisis countries," Journal of Risk Finance, Emerald Group Publishing Limited, volume 16, issue 1, pages 2-26, January, DOI: 10.1108/JRF-09-2014-0129.
  4. David A. Becher & Jonathan B. Cohn & Jennifer L. Juergens, 2015, "Do Stock Analysts Influence Merger Completion? An Examination of Postmerger Announcement Recommendations," Management Science, INFORMS, volume 61, issue 10, pages 2430-2448, October, DOI: 10.1287/mnsc.2014.2065.

2014

  1. Thomas M. Eisenbach & Todd Keister & James J. McAndrews & Tanju Yorulmazer, 2014, "Stability of funding models: an analytical framework," Economic Policy Review, Federal Reserve Bank of New York, issue Feb, pages 29-47.
  2. Nicola Cetorelli & James J. McAndrews & James Traina, 2014, "Evolution in bank complexity," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 85-106.
  3. Adam Kirk & James J. McAndrews & Parinitha Sastry & Phillip Weed, 2014, "Matching collateral supply and financing demands in dealer banks," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 127-151.
  4. James J. McAndrews & Donald P. Morgan & João A. C. Santos & Tanju Yorulmazer, 2014, "What makes large bank failures so messy and what should be done about it?," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 229-244.

2013

  1. Stavros A. Zenios, 2013, "The Cyprus Debt: Perfect Crisis and a Way Forward," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, volume 7, issue 1, pages 3-45, June.
  2. Nina Gorovaia & Stavros A. Zenios, 2013, "Does freedom lead to happiness? Economic growth and quality of life," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 15, issue 2/3, pages 309-323.
  3. John A. James & James McAndrews & David F. Weiman, 2013, "Wall Street and Main Street: the macroeconomic consequences of New York bank suspensions, 1866–1914," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 7, issue 2, pages 99-130, May, DOI: 10.1007/s11698-012-0083-x.

2012

  1. Becher, David A. & Mulherin, J. Harold & Walkling, Ralph A., 2012, "Sources of Gains in Corporate Mergers: Refined Tests from a Neglected Industry," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 1, pages 57-89, February.
  2. Morten L. Bech & Antoine Martin & James J. McAndrews, 2012, "Settlement liquidity and monetary policy implementation—lessons from the financial crisis," Economic Policy Review, Federal Reserve Bank of New York, volume 18, issue Mar, pages 3-20.

2011

  1. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2011, "Optimizing international portfolios with options and forwards," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3188-3201, DOI: 10.1016/j.jbankfin.2011.05.003.
  2. Becher, David A. & Frye, Melissa B., 2011, "Does regulation substitute or complement governance?," Journal of Banking & Finance, Elsevier, volume 35, issue 3, pages 736-751, March.
  3. James McAndrews & Ed Nosal & Guillaume Rocheteau, 2011, "Payment Systems," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 259-287, December.
  4. Adam Ashcraft & James Mcandrews & David Skeie, 2011, "Precautionary Reserves and the Interbank Market," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue , pages 311-348, October, DOI: j.1538-4616.2011.00438.x.

2010

  1. Rocco Huang, 2010, "Because I'm worth it? CEO pay and corporate governance," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 12-19.
  2. ANTOINE MARTIN & JAMES McANDREWS, 2010, "Should There Be Intraday Money Markets?," Contemporary Economic Policy, Western Economic Association International, volume 28, issue 1, pages 110-122, January, DOI: 10.1111/j.1465-7287.2009.00161.x.
  3. Bartolini, Leonardo & Hilton, Spence & McAndrews, James J., 2010, "Settlement delays in the money market," Journal of Banking & Finance, Elsevier, volume 34, issue 5, pages 934-945, May.
  4. Martin, Antoine & McAndrews, James, 2010, "A study of competing designs for a liquidity-saving mechanism," Journal of Banking & Finance, Elsevier, volume 34, issue 8, pages 1818-1826, August.
  5. Smetters, Kent, 2010, "Comment on: "Unfunded liabilities and uncertain fiscal financing" by Troy Davig, Eric M. Leeper, Todd B. Walker," Journal of Monetary Economics, Elsevier, volume 57, issue 5, pages 620-621, July.

2009

  1. Becher, David A., 2009, "Bidder returns and merger anticipation: Evidence from banking deregulation," Journal of Corporate Finance, Elsevier, volume 15, issue 1, pages 85-98, February.
  2. Mathis, Jérôme & McAndrews, James & Rochet, Jean-Charles, 2009, "Rating the raters: Are reputation concerns powerful enough to discipline rating agencies?," Journal of Monetary Economics, Elsevier, volume 56, issue 5, pages 657-674, July.
  3. Tobias Adrian & Christopher R. Burke & James J. McAndrews, 2009, "The Federal Reserve's Primary Dealer Credit Facility," Current Issues in Economics and Finance, Federal Reserve Bank of New York, volume 15, issue Aug.
  4. Todd Keister & James J. McAndrews, 2009, "Why are banks holding so many excess reserves?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, volume 15, issue Dec.
  5. Ramírez, Andrés & Tadesse, Solomon, 2009, "Corporate cash holdings, uncertainty avoidance, and the multinationality of firms," International Business Review, Elsevier, volume 18, issue 4, pages 387-403, August.

2008

  1. Zenios, Stavros A. & Saunders, David, 2008, "Feature Cluster: Operational Research for Risk Management," European Journal of Operational Research, Elsevier, volume 185, issue 3, pages 1402-1403, March.
  2. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2008, "A dynamic stochastic programming model for international portfolio management," European Journal of Operational Research, Elsevier, volume 185, issue 3, pages 1501-1524, March.
  3. Consiglio, Andrea & Cocco, Flavio & Zenios, Stavros A., 2008, "Asset and liability modelling for participating policies with guarantees," European Journal of Operational Research, Elsevier, volume 186, issue 1, pages 380-404, April.
  4. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2008, "Pricing options on scenario trees," Journal of Banking & Finance, Elsevier, volume 32, issue 2, pages 283-298, February.
  5. Bates, Thomas W. & Becher, David A. & Lemmon, Michael L., 2008, "Board classification and managerial entrenchment: Evidence from the market for corporate control," Journal of Financial Economics, Elsevier, volume 87, issue 3, pages 656-677, March.
  6. David A. Becher & Gerald R. Jensen & Jeffrey M. Mercer, 2008, "Monetary Policy Indicators As Predictors Of Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 31, issue 4, pages 357-379, December, DOI: 10.1111/j.1475-6803.2008.00243.x.
  7. Huang, Rocco R., 2008, "Tolerance for uncertainty and the growth of informationally opaque industries," Journal of Development Economics, Elsevier, volume 87, issue 2, pages 333-353, October.
  8. Huang, Rocco R., 2008, "Evaluating the real effect of bank branching deregulation: Comparing contiguous counties across US state borders," Journal of Financial Economics, Elsevier, volume 87, issue 3, pages 678-705, March.
  9. Michele Braun & James McAndrews & William Roberds & Richard Sullivan, 2008, "Comprendiendo la administración de riesgos en los pagos minoristas emergentes," Boletín, CEMLA, volume 0, issue 1, pages 29-52, Enero-mar.
  10. Martin, Antoine & McAndrews, James, 2008, "Liquidity-saving mechanisms," Journal of Monetary Economics, Elsevier, volume 55, issue 3, pages 554-567, April.
  11. Olivier Armantier & Sandra C. Krieger & James J. McAndrews, 2008, "The Federal Reserve's Term Auction Facility," Current Issues in Economics and Finance, Federal Reserve Bank of New York, volume 14, issue Jul.
  12. Michele Braun & James J. McAndrews & William Roberds & Richard J. Sullivan, 2008, "Understanding risk management in emerging retail payments," Economic Policy Review, Federal Reserve Bank of New York, volume 14, issue Sep, pages 137-159.
  13. Antoine Martin & James J. McAndrews, 2008, "An economic analysis of liquidity-saving mechanisms," Economic Policy Review, Federal Reserve Bank of New York, volume 14, issue Sep, pages 25-39.
  14. Todd Keister & Antoine Martin & James J. McAndrews, 2008, "Divorcing money from monetary policy," Economic Policy Review, Federal Reserve Bank of New York, volume 14, issue Sep, pages 41-56.
  15. Olivier Armantier & Jeffrey Arnold & James J. McAndrews, 2008, "Changes in the timing distribution of Fedwire funds transfers," Economic Policy Review, Federal Reserve Bank of New York, volume 14, issue Sep, pages 83-112.

2007

  1. Andrea Consiglio & Flavio Cocco & Stavros Zenios, 2007, "Scenario optimization asset and liability modelling for individual investors," Annals of Operations Research, Springer, volume 152, issue 1, pages 167-191, July, DOI: 10.1007/s10479-006-0133-5.
  2. David Saunders & Costas Xiouros & Stavros Zenios, 2007, "Credit risk optimization using factor models," Annals of Operations Research, Springer, volume 152, issue 1, pages 49-77, July, DOI: 10.1007/s10479-006-0136-2.
  3. Charalambos Pattichis & Marios Maratheftis & Stavros Zenios, 2007, "Is the Cyprus Pound Real Effective Exchange Rate Misaligned? A BEER Approach," International Economic Journal, Taylor & Francis Journals, volume 21, issue 1, pages 133-154, DOI: 10.1080/10168730601181026.
  4. Michal Kaut & Hercules Vladimirou & Stein W. Wallace & Stavros A. Zenios, 2007, "Stability analysis of portfolio management with conditional value-at-risk," Quantitative Finance, Taylor & Francis Journals, volume 7, issue 4, pages 397-409, DOI: 10.1080/14697680701483222.
  5. Allen N. Berger & Astrid A. Dick, 2007, "Entry into Banking Markets and the Early-Mover Advantage," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 4, pages 775-807, June.
  6. Berger, Allen N., 2007, "Obstacles to a global banking system: "Old Europe" versus "New Europe"," Journal of Banking & Finance, Elsevier, volume 31, issue 7, pages 1955-1973, July.
  7. Berger, Allen N. & Rosen, Richard J. & Udell, Gregory F., 2007, "Does market size structure affect competition? The case of small business lending," Journal of Banking & Finance, Elsevier, volume 31, issue 1, pages 11-33, January.
  8. Allen N. Berger & Astrid A. Dick & Lawrence G. Goldberg & Lawrence J. White, 2007, "Competition from Large, Multimarket Firms and the Performance of Small, Single-Market Firms: Evidence from the Banking Industry," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 2-3, pages 331-368, March.
  9. Huang, Rocco R., 2007, "Distance and trade: Disentangling unfamiliarity effects and transport cost effects," European Economic Review, Elsevier, volume 51, issue 1, pages 161-181, January.
  10. Kotlikoff, Laurence J. & Smetters, Kent & Walliser, Jan, 2007, "Mitigating America's demographic dilemma by pre-funding social security," Journal of Monetary Economics, Elsevier, volume 54, issue 2, pages 247-266, March.

2006

  1. Consiglio, Andrea & Saunders, David & Zenios, Stavros A., 2006, "Asset and liability management for insurance products with minimum guarantees: The UK case," Journal of Banking & Finance, Elsevier, volume 30, issue 2, pages 645-667, February.
  2. Jobst, Norbert J. & Mitra, Gautam & Zenios, Stavros A., 2006, "Integrating market and credit risk: A simulation and optimisation perspective," Journal of Banking & Finance, Elsevier, volume 30, issue 2, pages 717-742, February.
  3. Marios Nerouppos & David Saunders & Costas Xiouros & Stavros A. Zenios, 2006, "Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests," Multinational Finance Journal, Multinational Finance Journal, volume 10, issue 3-4, pages 179-221, September.
  4. Berger, Allen N. & DeYoung, Robert, 2006, "Technological Progress and the Geographic Expansion of the Banking Industry," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 6, pages 1483-1513, September, DOI: 10.1353/mcb.2006.0077.
  5. Allen Berger, 2006, "Potential Competitive Effects of Basel II on Banks in SME Credit Markets in the United States," Journal of Financial Services Research, Springer;Western Finance Association, volume 29, issue 1, pages 5-36, February, DOI: 10.1007/s10693-005-5106-3.
  6. Berger, Allen N. & Bonaccorsi di Patti, Emilia, 2006, "Capital structure and firm performance: A new approach to testing agency theory and an application to the banking industry," Journal of Banking & Finance, Elsevier, volume 30, issue 4, pages 1065-1102, April.
  7. Berger, Allen N. & Udell, Gregory F., 2006, "A more complete conceptual framework for SME finance," Journal of Banking & Finance, Elsevier, volume 30, issue 11, pages 2945-2966, November.
  8. James J. McAndrews, 2006, "Alternative arrangements for the distribution of intraday liquidity," Current Issues in Economics and Finance, Federal Reserve Bank of New York, volume 12, issue Apr.
  9. Gravelle Jane G & Smetters Kent A., 2006, "Does the Open Economy Assumption Really Mean That Labor Bears the Burden of a Capital Income Tax?," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 6, issue 1, pages 1-44, August, DOI: 10.2202/1538-0637.1548.
  10. Smetters, Kent, 2006, "Risk sharing across generations without publicly owned equities," Journal of Monetary Economics, Elsevier, volume 53, issue 7, pages 1493-1508, October.
  11. Tadesse, Solomon, 2006, "Innovation, Information, and Financial Architecture," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 41, issue 4, pages 753-786, December.
  12. Tadesse, Solomon, 2006, "Consolidation, scale economies and technological change in Japanese banking," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 5, pages 425-445, December.
  13. Tadesse, Solomon, 2006, "The economic value of regulated disclosure: Evidence from the banking sector," Journal of Accounting and Public Policy, Elsevier, volume 25, issue 1, pages 32-70.
  14. Chuck C Y Kwok & Solomon Tadesse, 2006, "National culture and financial systems," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 37, issue 2, pages 227-247, March.
  15. Chuck C Y Kwok & Solomon Tadesse, 2006, "The MNC as an agent of change for host-country institutions: FDI and corruption," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 37, issue 6, pages 767-785, November.

2005

  1. Jobst, Norbert J. & Zenios, Stavros A., 2005, "On the simulation of portfolios of interest rate and credit risk sensitive securities," European Journal of Operational Research, Elsevier, volume 161, issue 2, pages 298-324, March.
  2. Bertocchi, Marida & Giacometti, Rosella & Zenios, Stavros A., 2005, "Risk factor analysis and portfolio immunization in the corporate bond market," European Journal of Operational Research, Elsevier, volume 161, issue 2, pages 348-363, March.
  3. D'Ecclesia, Rita L. & Zenios, Stavros A., 2005, "Estimation of asset demands by heterogeneous agents," European Journal of Operational Research, Elsevier, volume 161, issue 2, pages 386-398, March.
  4. Berger, Allen N. & Miller, Nathan H. & Petersen, Mitchell A. & Rajan, Raghuram G. & Stein, Jeremy C., 2005, "Does function follow organizational form? Evidence from the lending practices of large and small banks," Journal of Financial Economics, Elsevier, volume 76, issue 2, pages 237-269, May.
  5. Allen N. Berger & Marco A. Espinosa‐Vega & W. Scott Frame & Nathan H. Miller, 2005, "Debt Maturity, Risk, and Asymmetric Information," Journal of Finance, American Finance Association, volume 60, issue 6, pages 2895-2923, December, DOI: 10.1111/j.1540-6261.2005.00820.x.
  6. Berger, Allen N. & Clarke, George R.G. & Cull, Robert & Klapper, Leora & Udell, Gregory F., 2005, "Corporate governance and bank performance: A joint analysis of the static, selection, and dynamic effects of domestic, foreign, and state ownership," Journal of Banking & Finance, Elsevier, volume 29, issue 8-9, pages 2179-2221, August.
  7. Berger, Allen N & Frame, W Scott & Miller, Nathan H, 2005, "Credit Scoring and the Availability, Price, and Risk of Small Business Credit," Journal of Money, Credit and Banking, Blackwell Publishing, volume 37, issue 2, pages 191-222, April.
  8. David A. Becher & Terry L. Campbell II & Melissa B. Frye, 2005, "Incentive Compensation for Bank Directors: The Impact of Deregulation," The Journal of Business, University of Chicago Press, volume 78, issue 5, pages 1753-1778, September, DOI: 10.1086/431441.
  9. Morris Knapp & Alan Gart & David Becher, 2005, "Post‐Merger Performance of Bank Holding Companies, 1987–1998," The Financial Review, Eastern Finance Association, volume 40, issue 4, pages 549-574, November, DOI: 10.1111/j.1540-6288.2005.00124.x.
  10. David A. Becher & Terry L. Campbell, 2005, "Interstate Banking Deregulation And The Changing Nature Of Bank Mergers," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 28, issue 1, pages 1-20, March, DOI: 10.1111/j.1475-6803.2005.00111.x.
  11. Charles M. Kahn & James McAndrews & William Roberds, 2005, "Money Is Privacy," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 46, issue 2, pages 377-399, May.
  12. Neil Doherty & Kent Smetters, 2005, "Moral Hazard in Reinsurance Markets," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 72, issue 3, pages 375-391, September, DOI: 10.1111/j.1539-6975.2005.00129.x.
  13. Shinichi Nishiyama & Kent Smetters, 2005, "Consumption Taxes and Economic Efficiency with Idiosyncratic Wage Shocks," Journal of Political Economy, University of Chicago Press, volume 113, issue 5, pages 1088-1115, October, DOI: 10.1086/432137.

2004

  1. Mitra, Gautam & Zenios, Stavros, 2004, "Financial decision models in a dynamical setting," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 5, pages 859-860, February.
  2. Beltratti, Andrea & Laurant, Andrea & Zenios, Stavros A., 2004, "Scenario modelling for selective hedging strategies," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 5, pages 955-974, February.
  3. Andrea Consiglio & Flavio Cocco & Stavros A. Zenios, 2004, "www.Personal_Asset_Allocation," Interfaces, INFORMS, volume 34, issue 4, pages 287-302, August, DOI: 10.1287/inte.1040.0087.
  4. Allen N. Berger & Asli Demirgüč-Kunt & Joseph G. Haubrich & Ross Levine, 2004, "Introduction: Bank concentration and competition: an evolution in the making," Proceedings, Federal Reserve Bank of Cleveland, pages 433-451.
  5. Berger, Allen N. & Udell, Gregory F., 2004, "The institutional memory hypothesis and the procyclicality of bank lending behavior," Journal of Financial Intermediation, Elsevier, volume 13, issue 4, pages 458-495, October.
  6. Berger, Allen N. & Buch, Claudia M. & DeLong, Gayle & DeYoung, Robert, 2004, "Exporting financial institutions management via foreign direct investment mergers and acquisitions," Journal of International Money and Finance, Elsevier, volume 23, issue 3, pages 333-366, April.
  7. Berger, Allen N, et al, 2004, "Bank Concentration and Competition: An Evolution in the Making," Journal of Money, Credit and Banking, Blackwell Publishing, volume 36, issue 3, pages 433-451, June.
  8. Allen N. Berger & Seth D. Bonime & Lawrence G. Goldberg & Lawrence J. White, 2004, "The Dynamics of Market Entry: The Effects of Mergers and Acquisitions on Entry in the Banking Industry," The Journal of Business, University of Chicago Press, volume 77, issue 4, pages 797-834, October, DOI: 10.1086/422439.
  9. Allen Berger & Iftekhar Hasan & Leora Klapper, 2004, "Further Evidence on the Link between Finance and Growth: An International Analysis of Community Banking and Economic Performance," Journal of Financial Services Research, Springer;Western Finance Association, volume 25, issue 2, pages 169-202, April, DOI: 10.1023/B:FINA.0000020659.33510.b7.
  10. Anderson, Christopher W. & Becher, David A. & Campbell, Terry II, 2004, "Bank mergers, the market for bank CEOs, and managerial incentives," Journal of Financial Intermediation, Elsevier, volume 13, issue 1, pages 6-27, January.
  11. Kurt Johnson & James J. McAndrews & Kimmo Soramaki, 2004, "Economizing on liquidity with deferred settlement mechanisms," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 51-72.
  12. Kent Smetters, 2004, "Is the Social Security Trust Fund a Store of Value?," American Economic Review, American Economic Association, volume 94, issue 2, pages 176-181, May, DOI: 10.1257/0002828041301939.
  13. Smetters, Kent & Walliser, Jan, 2004, "Opting out of social security," Journal of Public Economics, Elsevier, volume 88, issue 7-8, pages 1295-1306, July.
  14. Tadesse, Solomon, 2004, "The Allocation and Monitoring Role of Capital Markets: Theory and International Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 39, issue 4, pages 701-730, December.

2003

  1. Zenios, Stavros A., 2003, "High-performance computing for financial planning," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 6, pages 907-908, April.
  2. Andrea Consiglio & David Saunders & Stavros Zenios, 2003, "Insurance League: Italy vs. U.K," Journal of Risk Finance, Emerald Group Publishing Limited, volume 4, issue 4, pages 47-54, March, DOI: 10.1108/eb022973.
  3. Norbert Jobst & Stavros Zenios, 2003, "Tracking bond indices in an integrated market and credit risk environment," Quantitative Finance, Taylor & Francis Journals, volume 3, issue 2, pages 117-135, DOI: 10.1088/1469-7688/3/2/306.
  4. Allen N. Berger & David C. Smith, 2003, "Global integration in the banking industry," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), volume 89, issue Nov, pages 451-460, November, DOI: 10.17016/bulletin.2003.89-11.
  5. Berger, Allen N. & Mester, Loretta J., 2003, "Explaining the dramatic changes in performance of US banks: technological change, deregulation, and dynamic changes in competition," Journal of Financial Intermediation, Elsevier, volume 12, issue 1, pages 57-95, January.
  6. Berger, Allen N., 2003, "The efficiency effects of a single market for financial services in Europe," European Journal of Operational Research, Elsevier, volume 150, issue 3, pages 466-481, November.
  7. Berger, Allen N, 2003, "The Economic Effects of Technological Progress: Evidence from the Banking Industry," Journal of Money, Credit and Banking, Blackwell Publishing, volume 35, issue 2, pages 141-176, April.
  8. Berger, Allen N. & Dai, Qinglei & Ongena, Steven & Smith, David C., 2003, "To what extent will the banking industry be globalized? A study of bank nationality and reach in 20 European nations," Journal of Banking & Finance, Elsevier, volume 27, issue 3, pages 383-415, March.
  9. Mcandrews James J., 2003, "Automated Teller Machine Network Pricing - A Review of the Literature," Review of Network Economics, De Gruyter, volume 2, issue 2, pages 1-13, June, DOI: 10.2202/1446-9022.1023.
  10. Kahn, Charles M & McAndrews, James & Roberds, William, 2003, "Settlement Risk under Gross and Net Settlement," Journal of Money, Credit and Banking, Blackwell Publishing, volume 35, issue 4, pages 591-608, August.
  11. Timothy H. Hannan & Elizabeth K. Kiser & Robin A. Prager & James J. McAndrews, 2003, "To Surcharge or Not to Surcharge: An Empirical Investigation of ATM Pricing," The Review of Economics and Statistics, MIT Press, volume 85, issue 4, pages 990-1002, November.
  12. Marie‐Eve Lachance & Olivia S. Mitchell & Kent Smetters, 2003, "Guaranteeing Defined Contribution Pensions: The Option to Buy Back a Defined Benefit Promise," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 70, issue 1, pages 1-16, March, DOI: 10.1111/1539-6975.00044.
  13. Jagadeesh Gokhale & Kent Smetters, 2003, "Fiscal and generational imbalances: new budget measures for new budget priorities," Policy Discussion Papers, Federal Reserve Bank of Cleveland, issue Dec.
  14. Kent Smetters, 2003, "The (Interesting) Dynamic Properties of the Neoclassical Growth Model with CES Production," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 6, issue 3, pages 697-707, July, DOI: 10.1016/S1094-2025(03)00012-7.

2002

  1. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2002, "CVaR models with selective hedging for international asset allocation," Journal of Banking & Finance, Elsevier, volume 26, issue 7, pages 1535-1561, July.
  2. Allen N. Berger & Gregory F. Udell, 2002, "Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure," Economic Journal, Royal Economic Society, volume 112, issue 477, pages 32-53, February.
  3. McAndrews, James J. & Strahan, Philip E., 2002, "Deregulation, Correspondent Banking, and the Role of the Federal Reserve," Journal of Financial Intermediation, Elsevier, volume 11, issue 3, pages 320-343, July.
  4. James J. McAndrews & Chris Stefanadis, 2002, "The consolidation of European stock exchanges," Current Issues in Economics and Finance, Federal Reserve Bank of New York, volume 8, issue Jun.
  5. James J. McAndrews & Simon M. Potter, 2002, "Liquidity effects of the events of September 11, 2001," Economic Policy Review, Federal Reserve Bank of New York, volume 8, issue Nov, pages 59-79.
  6. Franklin Allen & James McAndrews & Philip Strahan, 2002, "E-Finance: An Introduction," Journal of Financial Services Research, Springer;Western Finance Association, volume 22, issue 1, pages 5-27, August, DOI: 10.1023/A:1016007126394.
  7. Smetters, Kent, 2002, "Controlling the cost of minimum benefit guarantees in public pension conversions," Journal of Pension Economics and Finance, Cambridge University Press, volume 1, issue 1, pages 9-33, March.
  8. Tadesse, Solomon, 2002, "Financial Architecture and Economic Performance: International Evidence," Journal of Financial Intermediation, Elsevier, volume 11, issue 4, pages 429-454, October.

2001

  1. Andrea Consiglio & Flavio Cocco & Stavros A. Zenios, 2001, "The Value of Integrative Risk Management for Insurance Products with Guarantees," Journal of Risk Finance, Emerald Group Publishing Limited, volume 2, issue 3, pages 6-16, February, DOI: 10.1108/eb043464.
  2. Norbert J. Jobst & Stavros A. Zenios, 2001, "The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios," Journal of Risk Finance, Emerald Group Publishing Limited, volume 3, issue 1, pages 31-43, April, DOI: 10.1108/eb043481.
  3. Berger, Allen N. & Klapper, Leora F. & Udell, Gregory F., 2001, "The ability of banks to lend to informationally opaque small businesses," Journal of Banking & Finance, Elsevier, volume 25, issue 12, pages 2127-2167, December.
  4. Allen Berger & Robert DeYoung, 2001, "The Effects of Geographic Expansion on Bank Efficiency," Journal of Financial Services Research, Springer;Western Finance Association, volume 19, issue 2, pages 163-184, April, DOI: 10.1023/A:1011159405433.
  5. Kenneth N. Kuttner & James J. McAndrews, 2001, "Personal on-line payments," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 35-50.

2000

  1. Allen N. Berger & Sally M. Davies & Mark J. Flannery, 2000, "Comparing market and supervisory assessments of bank performance: who knows what when?," Proceedings, Federal Reserve Bank of Cleveland, pages 641-670.
  2. Berger, Allen N. & Cummins, J. David & Weiss, Mary A. & Zi, Hongmin, 2000, "Conglomeration versus Strategic Focus: Evidence from the Insurance Industry," Journal of Financial Intermediation, Elsevier, volume 9, issue 4, pages 323-362, October.
  3. Berger, Allen N. & Bonime, Seth D. & Covitz, Daniel M. & Hancock, Diana, 2000, "Why are bank profits so persistent? The roles of product market competition, informational opacity, and regional/macroeconomic shocks," Journal of Banking & Finance, Elsevier, volume 24, issue 7, pages 1203-1235, July.
  4. Becher, David A., 2000, "The valuation effects of bank mergers," Journal of Corporate Finance, Elsevier, volume 6, issue 2, pages 189-214, July.
  5. James J. McAndrews & William Roberds, 2000, "The economics of check float," Economic Review, Federal Reserve Bank of Atlanta, volume 85, issue Q4, pages 17-27.
  6. James J. McAndrews & Chris Stefanadis, 2000, "The emergence of electronic communications networks in the U.S. equity markets," Current Issues in Economics and Finance, Federal Reserve Bank of New York, volume 6, issue Oct.
  7. James J. McAndrews & Samira Rajan, 2000, "The timing and funding of Fedwire funds transfers," Economic Policy Review, Federal Reserve Bank of New York, issue Jul, pages 17-32.
  8. Robert J. Kauffman & James McAndrews & Yu-Ming Wang, 2000, "Opening the “Black Box” of Network Externalities in Network Adoption," Information Systems Research, INFORMS, volume 11, issue 1, pages 61-82, March, DOI: 10.1287/isre.11.1.61.11783.
  9. Richard Brooks & Susan Helper & Patrick Bolton & David S. Scharfstein & Andrew Kamarck & Peter R. Orszag & Coleman Bazelon & Kent Smetters, 2000, "Correspondence," Journal of Economic Perspectives, American Economic Association, volume 14, issue 2, pages 233-239, Spring.

1999

  1. Soteriou, Andreas C. & Zenios, Stavros A., 1999, "Using data envelopment analysis for costing bank products," European Journal of Operational Research, Elsevier, volume 114, issue 2, pages 234-248, April.
  2. Christiana V. Zenios & Stavros A. Zenios & Kostas Agathocleous & Andreas C. Soteriou, 1999, "Benchmarks of the Efficiency of Bank Branches," Interfaces, INFORMS, volume 29, issue 3, pages 37-51, June, DOI: 10.1287/inte.29.3.37.
  3. Andreas Soteriou & Stavros A. Zenios, 1999, "Operations, Quality, and Profitability in the Provision of Banking Services," Management Science, INFORMS, volume 45, issue 9, pages 1221-1238, September, DOI: 10.1287/mnsc.45.9.1221.
  4. Andrea Consiglio & Stavros A. Zenios, 1999, "Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models," Operations Research, INFORMS, volume 47, issue 2, pages 195-208, April, DOI: 10.1287/opre.47.2.195.
  5. Andrea Beltratti & Andrea Consiglio & Stavros Zenios, 1999, "Scenario modeling for the management ofinternational bond portfolios," Annals of Operations Research, Springer, volume 85, issue 0, pages 227-247, January, DOI: 10.1023/A:1018973828120.
  6. H. Vladimirou & S.A. Zenios, 1999, "Scalable parallel computations forlarge-scale stochastic programming," Annals of Operations Research, Springer, volume 90, issue 0, pages 87-129, January, DOI: 10.1023/A:1018977102079.
  7. Adams, Robert M & Berger, Allen N & Sickles, Robin C, 1999, "Semiparametric Approaches to Stochastic Panel Frontiers with Applications in the Banking Industry," Journal of Business & Economic Statistics, American Statistical Association, volume 17, issue 3, pages 349-358, July.
  8. Berger, Allen N. & Demsetz, Rebecca S. & Strahan, Philip E., 1999, "The consolidation of the financial services industry: Causes, consequences, and implications for the future," Journal of Banking & Finance, Elsevier, volume 23, issue 2-4, pages 135-194, February.
  9. JAMES J. McANDREWS, 1999, "E‐Money And Payment System Risks," Contemporary Economic Policy, Western Economic Association International, volume 17, issue 3, pages 348-357, July, DOI: 10.1111/j.1465-7287.1999.tb00687.x.
  10. McAndrews, James & Roberds, William, 1999, "A General Equilibrium Analysis of Check Float," Journal of Financial Intermediation, Elsevier, volume 8, issue 4, pages 353-377, October.
  11. Edward J. Green & James J. McAndrews & Arthur J. Rolnick & James B. Thomson, 1999, "Panel discussion: thoughts on the future of payments and central banking," Proceedings, Federal Reserve Bank of Cleveland, pages 668-681.
  12. McAndrews, James, 1999, "Comment on Demandable Debt as a Means of Payment: Banknotes versus Checks," Journal of Money, Credit and Banking, Blackwell Publishing, volume 31, issue 3, pages 526-528, August.
  13. McAndrews, James J, 1999, "Panel: Thoughts on the Future of Payments and Central Banking: Arrangements for Access to Payment Credit," Journal of Money, Credit and Banking, Blackwell Publishing, volume 31, issue 3, pages 671-673, August.
  14. Coleman Bazelon & Kent Smetters, 1999, "Discounting Inside the Washington D.C. Beltway," Journal of Economic Perspectives, American Economic Association, volume 13, issue 4, pages 213-228, Fall.
  15. Smetters, Kent, 1999, "Ricardian equivalence: long-run Leviathan," Journal of Public Economics, Elsevier, volume 73, issue 3, pages 395-421, September.
  16. Laurence J. Kotlikoff & Kent Smetters & Jan Walliser, 1999, "Privatizing Social Security in the U.S. -- Comparing the Options," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 2, issue 3, pages 532-574, July, DOI: 10.1006/redy.1999.0068.

1998

  1. Zenios, Stavros A. & Holmer, Martin R. & McKendall, Raymond & Vassiadou-Zeniou, Christiana, 1998, "Dynamic models for fixed-income portfolio management under uncertainty," Journal of Economic Dynamics and Control, Elsevier, volume 22, issue 10, pages 1517-1541, August.
  2. Allen N. Berger & Timothy H. Hannan, 1998, "The Efficiency Cost Of Market Power In The Banking Industry: A Test Of The "Quiet Life" And Related Hypotheses," The Review of Economics and Statistics, MIT Press, volume 80, issue 3, pages 454-465, August.
  3. N. Berger, Allen & F. Udell, Gregory, 1998, "The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle," Journal of Banking & Finance, Elsevier, volume 22, issue 6-8, pages 613-673, August.
  4. Bauer, Paul W. & Berger, Allen N. & Ferrier, Gary D. & Humphrey, David B., 1998, "Consistency Conditions for Regulatory Analysis of Financial Institutions: A Comparison of Frontier Efficiency Methods," Journal of Economics and Business, Elsevier, volume 50, issue 2, pages 85-114, March.
  5. Berger, Allen N. & Saunders, Anthony & Scalise, Joseph M. & Udell, Gregory F., 1998, "The effects of bank mergers and acquisitions on small business lending," Journal of Financial Economics, Elsevier, volume 50, issue 2, pages 187-229, November.
  6. Allen Berger & Sally Davies, 1998, "The Information Content of Bank Examinations," Journal of Financial Services Research, Springer;Western Finance Association, volume 14, issue 2, pages 117-144, October, DOI: 10.1023/A:1008011312729.
  7. Mcandrews, James, 1998, "Direct presentment regulation in payments," Research in Economics, Elsevier, volume 52, issue 3, pages 311-326, September.
  8. James J. McAndrews, 1998, "ATM surcharges," Current Issues in Economics and Finance, Federal Reserve Bank of New York, volume 4, issue Apr.
  9. Kotlikoff, Laurence J & Smetters, Kent A & Walliser, Jan, 1998, "Social Security: Privatization and Progressivity," American Economic Review, American Economic Association, volume 88, issue 2, pages 137-141, May.
  10. David E. Altig & Alan J. Auerbach & Laurence J. Kotlikoff & Kent Smetters & Jan Walliser, 1998, "Assessing fundamental tax reform," Economic Commentary, Federal Reserve Bank of Cleveland, issue Jan.

1997

  1. Consiglio, Andrea & Zenios, Stavros A., 1997, "A model for designing callable bonds and its solution using tabu search," Journal of Economic Dynamics and Control, Elsevier, volume 21, issue 8-9, pages 1445-1470, June.
  2. Vladimirou, Hercules & Zenios, Stavros A., 1997, "Stochastic linear programs with restricted recourse," European Journal of Operational Research, Elsevier, volume 101, issue 1, pages 177-192, August.
  3. Berger, Allen N. & Mester, Loretta J., 1997, "Inside the black box: What explains differences in the efficiencies of financial institutions?," Journal of Banking & Finance, Elsevier, volume 21, issue 7, pages 895-947, July.
  4. Berger, Allen N. & DeYoung, Robert, 1997, "Problem loans and cost efficiency in commercial banks," Journal of Banking & Finance, Elsevier, volume 21, issue 6, pages 849-870, June.
  5. Berger, Allen N. & Humphrey, David B., 1997, "Efficiency of financial institutions: International survey and directions for future research," European Journal of Operational Research, Elsevier, volume 98, issue 2, pages 175-212, April.
  6. Berger, A. N. & Brockett, P. L. & Cooper, W. W. & Pastor, J. T., 1997, "New approaches for analyzing and evaluating the performance of financial institutions," European Journal of Operational Research, Elsevier, volume 98, issue 2, pages 170-174, April.
  7. Berger, Allen N. & Leusner, John H. & Mingo, John J., 1997, "The efficiency of bank branches," Journal of Monetary Economics, Elsevier, volume 40, issue 1, pages 141-162, September.
  8. Berger, Allen N & Cummins, J David & Weiss, Mary A, 1997, "The Coexistence of Multiple Distribution Systems for Financial Services: The Case of Property-Liability Insurance," The Journal of Business, University of Chicago Press, volume 70, issue 4, pages 515-546, October, DOI: 10.1086/209730.
  9. James J. McAndrews, 1997, "Making payments on the Internet," Business Review, Federal Reserve Bank of Philadelphia, issue Jan, pages 1-12.
  10. James J. McAndrews, 1997, "Network issues and payment systems," Business Review, Federal Reserve Bank of Philadelphia, issue Nov, pages 15-25.

1996

  1. Vassiadou-Zeniou, Christiana & Zenios, Stavros A., 1996, "Robust optimization models for managing callable bond portfolios," European Journal of Operational Research, Elsevier, volume 91, issue 2, pages 264-273, June.
  2. Berger, Allen N. & Humphrey, David B. & Pulley, Lawrence B., 1996, "Do consumers pay for one-stop banking? Evidence from an alternative revenue function," Journal of Banking & Finance, Elsevier, volume 20, issue 9, pages 1601-1621, November.
  3. Berger, Allen N & Hancock, Diana & Marquardt, Jeffrey C, 1996, "A Framework for Analyzing Efficiency, Risks, Costs, and Innovations in the Payments System," Journal of Money, Credit and Banking, Blackwell Publishing, volume 28, issue 4, pages 696-732, November.
  4. Allen N. Berger & Diana Hancock & Jeffrey C. Marquardt, 1996, "Payment systems research and public policy risk, efficiency, and innovation: a conference sponsored by the Board of Governors of the Federal Reserve System, December 7-8, 1995," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  5. Berger, Allen N, 1996, "Comment on Diffusion of Financial Innovations: The Case of Junk Bonds and Note Issuance Facilities," Journal of Money, Credit and Banking, Blackwell Publishing, volume 28, issue 3, pages 523-526, August.
  6. McAndrews, James J. & Rob, Rafael, 1996, "Shared ownership and pricing in a network switch," International Journal of Industrial Organization, Elsevier, volume 14, issue 6, pages 727-745, October.

1995

  1. Zenios, Stavros A. & Pinar, Mustafa C. & Dembo, Ron S., 1995, "A smooth penalty function algorithm for network-structured problems," European Journal of Operational Research, Elsevier, volume 83, issue 1, pages 220-236, May.
  2. Golub, Bennett & Holmer, Martin & McKendall, Raymond & Pohlman, Lawrence & Zenios, Stavros A., 1995, "A stochastic programming model for money management," European Journal of Operational Research, Elsevier, volume 85, issue 2, pages 282-296, September.
  3. John M. Mulvey & Robert J. Vanderbei & Stavros A. Zenios, 1995, "Robust Optimization of Large-Scale Systems," Operations Research, INFORMS, volume 43, issue 2, pages 264-281, April, DOI: 10.1287/opre.43.2.264.
  4. Martin R. Holmer & Stavros A. Zenios, 1995, "The Productivity of Financial Intermediation and the Technology of Financial Product Management," Operations Research, INFORMS, volume 43, issue 6, pages 970-982, December, DOI: 10.1287/opre.43.6.970.
  5. Berger, Allen N, 1995, "The Relationship between Capital and Earnings in Banking," Journal of Money, Credit and Banking, Blackwell Publishing, volume 27, issue 2, pages 432-456, May.
  6. Berger, Allen N & Udell, Gregory F, 1995, "Relationship Lending and Lines of Credit in Small Firm Finance," The Journal of Business, University of Chicago Press, volume 68, issue 3, pages 351-381, July, DOI: 10.1086/296668.
  7. Berger, Allen N, 1995, "The Profit-Structure Relationship in Banking--Tests of Market-Power and Efficient-Structure Hypotheses," Journal of Money, Credit and Banking, Blackwell Publishing, volume 27, issue 2, pages 404-431, May.
  8. Berger, Allen N. & Herring, Richard J. & Szego, Giorgio P., 1995, "The role of capital in financial institutions," Journal of Banking & Finance, Elsevier, volume 19, issue 3-4, pages 393-430, June.
  9. McAndrews James J. & Roberds William, 1995, "Banks, Payments, and Coordination," Journal of Financial Intermediation, Elsevier, volume 4, issue 4, pages 305-327, October.
  10. James J. McAndrews, 1995, "Antitrust and payment technologies: commentary," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 55-59.
  11. James J. McAndrews, 1995, "Antitrust issues in payment systems: bottlenecks, access, and essential facilities," Business Review, Federal Reserve Bank of Philadelphia, issue Sep, pages 3-12.

1994

  1. Li, Xiaoye & Zenios, Stavros A., 1994, "Data-level parallel solution of min-cost network flow problems using [epsilon]-relaxations," European Journal of Operational Research, Elsevier, volume 79, issue 3, pages 474-488, December.
  2. Stavros A. Zenios, 1994, "Parallel and Supercomputing in the Practice of Management Science," Interfaces, INFORMS, volume 24, issue 5, pages 122-140, October, DOI: 10.1287/inte.24.5.122.
  3. John M. Mulvey & Stavros A. Zenios, 1994, "Capturing the Correlations of Fixed-income Instruments," Management Science, INFORMS, volume 40, issue 10, pages 1329-1342, October, DOI: 10.1287/mnsc.40.10.1329.
  4. Iosif A. Krass & Mustafa Ç. Pinar & Theodore J. Thompson & Stavros A. Zenios, 1994, "A Network Model to Maximize Navy Personnel Readiness and Its Solution," Management Science, INFORMS, volume 40, issue 5, pages 647-661, May, DOI: 10.1287/mnsc.40.5.647.
  5. Kenneth J. Worzel & Christiana Vassiadou-Zeniou & Stavros A. Zenios, 1994, "Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities," Operations Research, INFORMS, volume 42, issue 2, pages 223-233, April, DOI: 10.1287/opre.42.2.223.
  6. Allen N. Berger & Gregory F. Udell, 1994, "Did risk-based capital allocate bank credit and cause a "credit crunch" in the United States?," Proceedings, Federal Reserve Bank of Cleveland, pages 585-633.
  7. James J. McAndrews, 1994, "The automated clearinghouse system: moving toward electronic payment," Business Review, Federal Reserve Bank of Philadelphia, issue Jul, pages 15-23.
  8. Aull-Hyde, Rhonda L. & Tadesse, Solomon, 1994, "A Strategic Agricultural Production Model With Risk And Return Considerations," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, volume 23, issue 01, pages 1-10, April, DOI: 10.22004/ag.econ.31312.

1993

  1. Soren S. Nielsen & Stavros A. Zenios, 1993, "A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems," Operations Research, INFORMS, volume 41, issue 2, pages 319-337, April, DOI: 10.1287/opre.41.2.319.
  2. Berger, Allen N. & Hunter, William C. & Timme, Stephen G., 1993, "The efficiency of financial institutions: A review and preview of research past, present and future," Journal of Banking & Finance, Elsevier, volume 17, issue 2-3, pages 221-249, April.
  3. Berger, Allen N. & Hancock, Diana & Humphrey, David B., 1993, "Bank efficiency derived from the profit function," Journal of Banking & Finance, Elsevier, volume 17, issue 2-3, pages 317-347, April.

1992

  1. Pan Kang & Stavros A. Zenios, 1992, "Complete Prepayment Models for Mortgage-Backed Securities," Management Science, INFORMS, volume 38, issue 11, pages 1665-1685, November, DOI: 10.1287/mnsc.38.11.1665.
  2. Berger, Allen N & Hannan, Timothy H, 1992, "The Price-Concentration Relationship in Banking: A Reply," The Review of Economics and Statistics, MIT Press, volume 74, issue 2, pages 376-379, May.
  3. Berger, Allen N & Udell, Gregory F, 1992, "Some Evidence on the Empirical Significance of Credit Rationing," Journal of Political Economy, University of Chicago Press, volume 100, issue 5, pages 1047-1077, October, DOI: 10.1086/261851.
  4. James J. McAndrews, 1992, "Where has all the paper gone? Book-entry delivery-against-payment systems," Business Review, Federal Reserve Bank of Philadelphia, issue Nov, pages 19-30.
  5. McAndrews, James J & Nakamura, Leonard I, 1992, "Entry-Deterring Debt," Journal of Money, Credit and Banking, Blackwell Publishing, volume 24, issue 1, pages 98-110, February.

1991

  1. Zenios, Stavros A., 1991, "Network based models for air-traffic control," European Journal of Operational Research, Elsevier, volume 50, issue 2, pages 166-178, January.
  2. Berger, Allen N. & King, Kathleen Kuester & O'Brien, James M., 1991, "The limitations of market value accounting and a more realistic alternative," Journal of Banking & Finance, Elsevier, volume 15, issue 4-5, pages 753-783, September.
  3. Avery, Robert B. & Berger, Allen N., 1991, "Loan commitments and bank risk exposure," Journal of Banking & Finance, Elsevier, volume 15, issue 1, pages 173-192, February.
  4. Hannan, Timothy H & Berger, Allen N, 1991, "The Rigidity of Prices: Evidence from the Banking Industry," American Economic Review, American Economic Association, volume 81, issue 4, pages 938-945, September.
  5. Avery, Robert B. & Berger, Allen N., 1991, "Risk-based capital and deposit insurance reform," Journal of Banking & Finance, Elsevier, volume 15, issue 4-5, pages 847-874, September.
  6. Berger, Allen N. & Humphrey, David B., 1991, "The dominance of inefficiencies over scale and product mix economies in banking," Journal of Monetary Economics, Elsevier, volume 28, issue 1, pages 117-148, August.
  7. James J. McAndrews, 1991, "The evolution of shared ATM networks," Business Review, Federal Reserve Bank of Philadelphia, issue May, pages 3-16.

1990

  1. Michael H. Schneider & Stavros A. Zenios, 1990, "A Comparative Study of Algorithms for Matrix Balancing," Operations Research, INFORMS, volume 38, issue 3, pages 439-455, June, DOI: 10.1287/opre.38.3.439.
  2. Berger, Allen N. & Udell, Gregory F., 1990, "Collateral, loan quality and bank risk," Journal of Monetary Economics, Elsevier, volume 25, issue 1, pages 21-42, January.
  3. James J. McAndrews, 1990, "How will third district banks fare in the 1990's?," Business Review, Federal Reserve Bank of Philadelphia, issue Jan, pages 13-25.

1989

  1. Ron S. Dembo & John M. Mulvey & Stavros A. Zenios, 1989, "OR Practice—Large-Scale Nonlinear Network Models and Their Application," Operations Research, INFORMS, volume 37, issue 3, pages 353-372, June, DOI: 10.1287/opre.37.3.353.
  2. Berger, Allen N & Hannan, Timothy H, 1989, "The Price-Concentration Relationship in Banking," The Review of Economics and Statistics, MIT Press, volume 71, issue 2, pages 291-299, May.
  3. Berger, Allen N & Craine, Roger, 1989, "Why Random Walk Models of the Term Structure Are Hard to Reject," Journal of Business & Economic Statistics, American Statistical Association, volume 7, issue 2, pages 161-167, April.

1988

  1. Allen N. Berger & David B. Humphrey, 1988, "Market failure and resource use: economic incentives to use different payment instruments," Proceedings, Federal Reserve Bank of Richmond, pages 45-92.

1987

  1. Benveniste, Lawrence M. & Berger, Allen N., 1987, "Securitization with recourse : An instrument that offers uninsured bank depositors sequential claims," Journal of Banking & Finance, Elsevier, volume 11, issue 3, pages 403-424, September.
  2. Berger, Allen N. & Hanweck, Gerald A. & Humphrey, David B., 1987, "Competitive viability in banking : Scale, scope, and product mix economies," Journal of Monetary Economics, Elsevier, volume 20, issue 3, pages 501-520, December.

1986

  1. Stavros A. Zenios & John M. Mulvey, 1986, "Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP," Operations Research, INFORMS, volume 34, issue 5, pages 667-682, October, DOI: 10.1287/opre.34.5.667.

1985

  1. Berger, Allen N & Krane, Spencer D, 1985, "The Information Efficiency of Econometric Model Forecasts," The Review of Economics and Statistics, MIT Press, volume 67, issue 1, pages 128-134, February.

Books

2007

  1. Zenios, Stavros A. & Ziemba, William T. (ed.), 2007, "Handbook of Asset and Liability Management - Set," Elsevier Monographs, Elsevier, number 9780444532480, edition 1, ISBN: ARRAY(0x7b915500).

2003

  1. Mitchell, Olivia S. & Smetters, Kent (ed.), 2003, "The Pension Challenge: Risk Transfers and Retirement Income Security," OUP Catalogue, Oxford University Press, number 9780199266913, ISBN: ARRAY(0x81578198).

1996

  1. Zenios,Stavros A. (ed.), 1996, "Financial Optimization," Cambridge Books, Cambridge University Press, number 9780521577779.

Chapters

2016

  1. Stavros A. Zenios, 2016, "Self-fulfilling Prophecies in the Cyprus Crisis: ELA, PIMCO, and Delays," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Alexander Michaelides & Athanasios Orphanides, "THE CYPRUS BAIL-IN POLICY LESSONS FROM THE CYPRUS ECONOMIC CRISIS".

2011

  1. George Hoguet & Solomon Tadesse, 2011, "The role of SDR-denominated securities in official and private portfolios," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Portfolio and risk management for central banks and sovereign wealth funds".

2009

  1. Andrew Biggs & Clark Burdick & Kent Smetters, 2009, "Pricing Personal Account Benefit Guarantees: A Simplified Approach," NBER Chapters, National Bureau of Economic Research, Inc, "Social Security Policy in a Changing Environment".

2008

  1. Nikolas Topaloglou & Hercules Vladimirou & Stavros A. Zenios, 2008, "Controlling Currency Risk with Options or Forwards," Springer Optimization and Its Applications, Springer, in: Constantin Zopounidis & Michael Doumpos & Panos M. Pardalos, "Handbook of Financial Engineering", DOI: 10.1007/978-0-387-76682-9_9.

2006

  1. Jagadeesh Gokhale & Kent Smetters, 2006, "Fiscal and Generational Imbalances: An Update," NBER Chapters, National Bureau of Economic Research, Inc, "Tax Policy and the Economy, Volume 20".

2002

  1. Laurence J. Kotlikoff & Kent Smetters & Jan Walliser, 2002, "Distributional Effects in a General Equilibrium Analysis of Social Security," NBER Chapters, National Bureau of Economic Research, Inc, "The Distributional Aspects of Social Security and Social Security Reform".

2001

  1. Allen N. Berger & Margaret K. Kyle & Joseph M. Scalise, 2001, "Did US Bank Supervisors Get Tougher during the Credit Crunch? Did They Get Easier during the Banking Boom? Did It Matter to Bank Lending?," NBER Chapters, National Bureau of Economic Research, Inc, "Prudential Supervision: What Works and What Doesn't".
  2. Kent Smetters, 2001, "The Effect of Pay-When-Needed Benefit Guarantees on the Impact of Social Security Privatization," NBER Chapters, National Bureau of Economic Research, Inc, "Risk Aspects of Investment-Based Social Security Reform".

1996

  1. Zenios, Stavros A., 1996, "Modeling languages in computational economics: Gams," Handbook of Computational Economics, Elsevier, chapter 10, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".

1992

  1. Allen N. Berger & David B. Humphrey, 1992, "Measurement and Efficiency Issues in Commercial Banking," NBER Chapters, National Bureau of Economic Research, Inc, "Output Measurement in the Service Sectors".

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