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Publications

by members of

Office of the Comptroller of the Currency
Department of the Treasury
Government of the United States
Washington, District of Columbia (United States)

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 | Chapters |

Working papers

2020

  1. Tenev, Nicholas H, 2020. "Social Connections and Racial Wage Inequality," SocArXiv vm82w, Center for Open Science.

2019

  1. Lewis Gaul & Jonathan Jones & Pinar Uysal, 2019. "Forecasting High-Risk Composite CAMELS Ratings," International Finance Discussion Papers 1252, Board of Governors of the Federal Reserve System (U.S.).
  2. Itzhak Ben-David & Ajay A. Palvia & René M. Stulz, 2019. "Do Distressed Banks Really Gamble for Resurrection?," NBER Working Papers 25794, National Bureau of Economic Research, Inc.

2018

  1. Tenev, Nicholas, 2018. "Coordinated Shirking," SocArXiv 264vt, Center for Open Science.

2017

  1. Andrew C. Chang & Phillip Li & Shawn M. Martin, 2017. "Comparing Cross-Country Estimates of Lorenz Curves Using a Dirichlet Distribution Across Estimators and Datasets," Finance and Economics Discussion Series 2017-062, Board of Governors of the Federal Reserve System (U.S.).

2015

  1. Andrew C. Chang & Phillip Li, 2015. "Measurement Error in Macroeconomic Data and Economics Research: Data Revisions, Gross Domestic Product, and Gross Domestic Income," Finance and Economics Discussion Series 2015-102, Board of Governors of the Federal Reserve System (U.S.), revised 10 Nov 2015.
  2. Andrew C. Chang & Phillip Li, 2015. "Is Economics Research Replicable? Sixty Published Papers from Thirteen Journals Say "Usually Not"," Finance and Economics Discussion Series 2015-83, Board of Governors of the Federal Reserve System (U.S.).
  3. Itzhak Ben-David & Ajay Palvia & Chester Spatt, 2015. "Banks’ Internal Capital Markets and Deposit Rates," NBER Working Papers 21526, National Bureau of Economic Research, Inc.

2012

  1. William Barnett & Morgan Rose, 2012. "Joseph Schumpeter and Modern Nonlinear Dynamics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201230, University of Kansas, Department of Economics, revised Sep 2012.

2011

  1. Eliana Balla & Morgan J. Rose, 2011. "Loan loss reserves, accounting constraints, and bank ownership structure," Working Paper 11-09, Federal Reserve Bank of Richmond, revised 2011.
  2. Morgan J. Rose, 2011. "Prepayment Penalties: Efficieny and Predation," UMBC Economics Department Working Papers 11-133, UMBC Department of Economics.

2010

  1. Li, Phillip, 2010. "Estimation of Sample Selection Models With Two Selection Mechanisms," University of California Transportation Center, Working Papers qt0h97w9x2, University of California Transportation Center.
  2. Morgan J. Rose, 2010. "Origination Channel, Prepayment Penalties, and Default," UMBC Economics Department Working Papers 10-124, UMBC Department of Economics, revised 01 Jul 2011.
  3. Morgan J. Rose, 2010. "Supplementary results for “Geographic Variation in Subprime Loan Features, Foreclosures and Prepayments”," UMBC Economics Department Working Papers 10-119, UMBC Department of Economics.
  4. Massimo Guidolin & Yu Man Tam, 2010. "A yield spread perspective on the great financial crisis: break-point test evidence," Working Papers 2010-026, Federal Reserve Bank of St. Louis.

2009

  1. Morgan J. Rose, 2009. "Geographic Consistency of Subprime Loan Features and Foreclosures," UMBC Economics Department Working Papers 09-113, UMBC Department of Economics, revised 01 May 2010.

2006

  1. Hamermesh, Daniel S. & Myers, Caitlin Knowles & Pocock, Mark L., 2006. "Cues for Coordination: Light, Longitude and Letterman," IZA Discussion Papers 2060, Institute of Labor Economics (IZA).
  2. Daniel S. Hamermesh & Caitlin Knowles Myers & Mark L. Pocock, 2006. "Time Zones as Cues for Coordination: Latitude, Longitude, and Letterman," NBER Working Papers 12350, National Bureau of Economic Research, Inc.

1999

  1. Michael Sullivan, 1999. "Discrete-Time Continuous-State Interest Rate Models," Computing in Economics and Finance 1999 913, Society for Computational Economics.

Journal articles

2019

  1. Bhanu Balasubramnian & Ajay A. Palvia & Dilip K. Patro, 2019. "Can the Book-to-Market Ratio Signal Banks’ Earnings and Default Risk? Evidence Around the Great Recession," Journal of Financial Services Research, Springer;Western Finance Association, vol. 56(2), pages 119-143, October.
  2. Alexander T. Clark & Nicholas H. Tenev, 2019. "Voting And Social Pressure Under Imperfect Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(4), pages 1705-1735, November.

2018

  1. Andrew C. Chang & Phillip Li & Shawn M. Martin, 2018. "Comparing cross‐country estimates of Lorenz curves using a Dirichlet distribution across estimators and datasets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 473-478, April.
  2. Andrew C. Chang & Phillip Li, 2018. "Measurement Error In Macroeconomic Data And Economics Research: Data Revisions, Gross Domestic Product, And Gross Domestic Income," Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1846-1869, July.
  3. Brownstone, David & Li, Phillip, 2018. "A model for broad choice data," Journal of choice modelling, Elsevier, vol. 27(C), pages 19-36.
  4. Phillip Li, 2018. "Efficient MCMC estimation of inflated beta regression models," Computational Statistics, Springer, vol. 33(1), pages 127-158, March.
  5. Bhanu Balasubramnian & Ajay Palvia, 2018. "Can short sellers inform bank supervision?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 53(1), pages 69-98, February.

2017

  1. Andrew C. Chang & Phillip Li, 2017. "A Preanalysis Plan to Replicate Sixty Economics Research Papers That Worked Half of the Time," American Economic Review, American Economic Association, vol. 107(5), pages 60-64, May.
  2. Ben-David, Itzhak & Palvia, Ajay & Spatt, Chester, 2017. "Banks’ Internal Capital Markets and Deposit Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 1797-1826, October.

2015

  1. Ajay Palvia & Emilia Vähämaa & Sami Vähämaa, 2015. "Are Female CEOs and Chairwomen More Conservative and Risk Averse? Evidence from the Banking Industry During the Financial Crisis," Journal of Business Ethics, Springer, vol. 131(3), pages 577-594, October.
  2. Balla, Eliana & Rose, Morgan J., 2015. "Loan loss provisions, accounting constraints, and bank ownership structure," Journal of Economics and Business, Elsevier, vol. 78(C), pages 92-117.

2014

  1. Barakova, Irina & Palvia, Ajay, 2014. "Do banks’ internal Basel risk estimates reflect risk?," Journal of Financial Stability, Elsevier, vol. 13(C), pages 167-179.
  2. Andersson, Fredrik & Mayock, Tom, 2014. "How does home equity affect mobility?," Journal of Urban Economics, Elsevier, vol. 84(C), pages 23-39.
  3. Andersson, Fredrik & Mayock, Tom, 2014. "Loss severities on residential real estate debt during the Great Recession," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 266-284.
  4. Keith Ihlanfeldt & Tom Mayock, 2014. "Housing Bubbles and Busts: The Role of Supply Elasticity," Land Economics, University of Wisconsin Press, vol. 90(1), pages 79-99.

2013

  1. Gaul, Lewis & Palvia, Ajay, 2013. "Are regulatory management evaluations informative about bank accounting returns and risk?," Journal of Economics and Business, Elsevier, vol. 66(C), pages 1-21.
  2. Lewis Gaul & Pinar Uysal, 2013. "Can Equity Volatility Explain the Global Loan Pricing Puzzle?," Review of Financial Studies, Society for Financial Studies, vol. 26(12), pages 3225-3265.
  3. Morgan J. Rose, 2013. "Geographic Variation in Subprime Loan Features, Foreclosures, and Prepayments," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 563-590, May.
  4. Guidolin, Massimo & Tam, Yu Man, 2013. "A yield spread perspective on the great financial crisis: Break-point test evidence," International Review of Financial Analysis, Elsevier, vol. 26(C), pages 18-39.

2012

  1. Morgan J. Rose, 2012. "Origination Channel, Prepayment Penalties and Default," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(4), pages 662-707, December.
  2. Eliana Balla & Jessica Sackett Romero & Morgan J. Rose, 2012. "Loan loss reserve accounting and bank behavior," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue Mar.
  3. Keith Ihlanfeldt & Tom Mayock, 2012. "Information, Search, and House Prices: Revisited," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 90-115, January.

2011

  1. Li, Phillip, 2011. "Estimation of sample selection models with two selection mechanisms," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1099-1108, February.
  2. Palvia, Ajay A., 2011. "Banks and managerial discipline: Does regulatory monitoring play a role?," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(1), pages 56-68, February.

2010

  1. Irina Barakova & Ajay Palvia, 2010. "Limits to relative performance evaluation: evidence from bank executive turnover," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 2(3), pages 214-236, August.
  2. Rajdeep Sengupta & Yu Man Tam, 2010. "Why HARM the subprime borrower?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 21-22.
  3. Ihlanfeldt, Keith & Mayock, Tom, 2010. "Panel data estimates of the effects of different types of crime on housing prices," Regional Science and Urban Economics, Elsevier, vol. 40(2-3), pages 161-172, May.

2009

  1. Rose, Morgan J., 2009. "Heterogeneous impacts of staggered boards by ownership concentration," Journal of Corporate Finance, Elsevier, vol. 15(1), pages 113-128, February.
  2. Rajdeep Sengupta & Yu Man Tam, 2009. "Recent movements in the Baltic Dry Index," National Economic Trends, Federal Reserve Bank of St. Louis, issue Mar.
  3. Yu Man Tam, 2009. "What does foreclosure entail?," Liber8 Economic Information Newsletter, Federal Reserve Bank of St. Louis, issue April.
  4. Massimo Guidolin & Yu Man Tam, 2009. "Taming the long-term spreads," Economic Synopses, Federal Reserve Bank of St. Louis.
  5. Rajdeep Sengupta & Yu Man Tam, 2009. "Home prices: a case for cautious optimism," Economic Synopses, Federal Reserve Bank of St. Louis.
  6. Massimo Guidolin & Yu Man Tam, 2009. "Is the financial crisis over? a yield spread perspective," Economic Synopses, Federal Reserve Bank of St. Louis.
  7. Ihlanfeldt, Keith & Mayock, Tom, 2009. "Price discrimination in the housing market," Journal of Urban Economics, Elsevier, vol. 66(2), pages 125-140, September.
  8. Cheung, Ron & Ihlanfeldt, Keith & Mayock, Thomas, 2009. "The regulatory tax and house price appreciation in Florida," Journal of Housing Economics, Elsevier, vol. 18(1), pages 34-48, March.
  9. Ron Cheung & Keith Ihlanfeldt & Tom Mayock, 2009. "The Incidence of the Land Use Regulatory Tax," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(4), pages 675-704, December.

2008

  1. Daniel S. Hamermesh & Caitlin Knowles Myers & Mark L. Pocock, 2008. "Cues for Timing and Coordination: Latitude, Letterman, and Longitude," Journal of Labor Economics, University of Chicago Press, vol. 26(2), pages 223-246, April.
  2. Rose, Morgan J., 2008. "Predatory lending practices and subprime foreclosures: Distinguishing impacts by loan category," Journal of Economics and Business, Elsevier, vol. 60(1-2), pages 13-32.
  3. Rajdeep Sengupta & Yu Man Tam, 2008. "Mortgage originations: 2000-2006," Monetary Trends, Federal Reserve Bank of St. Louis, issue Aug.
  4. Rajdeep Sengupta & Yu Man Tam, 2008. "The LIBOR-OIS spread as a summary indicator," Monetary Trends, Federal Reserve Bank of St. Louis, issue Nov.

2007

  1. Jungmin Lee & Mark L. Pocock, 2007. "Intrahousehold allocation of financial resources: evidence from South Korean individual bank accounts," Review of Economics of the Household, Springer, vol. 5(1), pages 41-58, March.

Chapters

2012

  1. Ajay A. Palvia, 2012. "Management Turnover, Regulatory Oversight and Performance: Evidence from Community Banks," Chapters, in: James R. Barth & Chen Lin & Clas Wihlborg (ed.),Research Handbook on International Banking and Governance, chapter 26, Edward Elgar Publishing.

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