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Publications

by members of

Office of Financial Research
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 | Books | Chapters |

Working papers

Undated material is listed at the end

2025

  1. Ashlyn Cenicola & Corey Garriott, 2025. "How the Treasury Clearing Rule for Repo Might Affect SOFR," The OFR Blog 25-01, Office of Financial Research, US Department of the Treasury.

2024

  1. Dasol Kim & Luke Olson & Toan Phan, 2024. "Bank Competition and Strategic Adaptation to Climate Change," Working Paper 24-06, Federal Reserve Bank of Richmond.
  2. William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2024. "Emotions and Subjective Crash Beliefs," NBER Working Papers 32589, National Bureau of Economic Research, Inc.
  3. Mark Paddrik & Stathis Tompaidis, 2024. "Model Shows Network Density Affects Derivatives Trade Costs," The OFR Blog 24-01, Office of Financial Research, US Department of the Treasury.
  4. Mark Paddrik & Stathis Tompaidis, 2024. "Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets," Working Papers 24-01, Office of Financial Research, US Department of the Treasury.
  5. Daniele Caratelli, 2024. "Labor Market Recoveries Across the Wealth Distribution," Staff Discussion Papers 24-01, Office of Financial Research, US Department of the Treasury.
  6. Daniele Caratelli, 2024. "How Wealth Influences Workers’ Job-Switching Behavior," The OFR Blog 24-10, Office of Financial Research, US Department of the Treasury.
  7. William D. Larson & Andrew B. Martinez, 2024. "House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks," Working Papers 2024-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  8. Spencer Andrews & Salil Gadgil, 2024. "The Relationship Between Hedge Fund Manager Compensation and Risk-Taking," The OFR Blog 24-12, Office of Financial Research, US Department of the Treasury.
  9. Salil Gadgil, 2024. "Do Credit Default Swaps Still Lead? The Effects of Regulation on Price Discovery," Working Papers 24-04, Office of Financial Research, US Department of the Treasury.
  10. Spencer Andrews & Salil Gadgil, 2024. "The Who and How of Hedge Fund Risk Shifting," Working Papers 24-07, Office of Financial Research, US Department of the Treasury.
  11. Mark S. Carey & Christopher Healy, 2024. "Short Selling and Bank Deposit Flows," Working Papers 24-05, Federal Reserve Bank of Cleveland.
  12. Samuel Hughes & Francisco E. Ilabaca & Jacob Lockwood & Kevin Zhao, 2024. "Crypto Exposure and Household Financial Conditions," Briefs 24-08, Office of Financial Research, US Department of the Treasury.
  13. Francisco E. Ilabaca & Robert Mann & Philip Mulder, 2024. "How Do Global Banks React to Natural Disasters?," The OFR Blog 24-07, Office of Financial Research, US Department of the Treasury.
  14. Francisco E. Ilabaca & Robert Mann & Philip Mulder, 2024. "Global Banks and Natural Disasters," Working Papers 24-05, Office of Financial Research, US Department of the Treasury.
  15. Raghunandan, Aneesh & Ruchti, Thomas, 2024. "The impact of information frictions within regulators: evidence from workplace safety violations," LSE Research Online Documents on Economics 122404, London School of Economics and Political Science, LSE Library.

2023

  1. Francisco E. Ilabaca & Vy Nguyen, 2023. "An Early Look into Digital-Assets Regulatory Data," Briefs 23-02, Office of Financial Research, US Department of the Treasury.
  2. Francisco E. Ilabaca & Vy Nguyen, 2023. "OFR Data Analysis Shows High Growth, High Concentration in Digital Asset Market," The OFR Blog 23-13, Office of Financial Research, US Department of the Treasury.
  3. Francisco E. Ilabaca & Greta Meggiorini, 2023. "OFR, University of Auckland Researchers Create Model to Analyze Effects of Trend Inflation on Economic Stability," The OFR Blog 23-17, Office of Financial Research, US Department of the Treasury.
  4. Francisco E. Ilabaca & Greta Meggiorini, 2023. "Trend Inflation Under Bounded Rationality," Working Papers 23-09, Office of Financial Research, US Department of the Treasury.

2022

  1. Antonis Kotidis & Stacey L. Schreft, 2022. "Cyberattacks and Financial Stability: Evidence from a Natural Experiment," Finance and Economics Discussion Series 2022-025, Board of Governors of the Federal Reserve System (U.S.).
  2. Danny Brando & Antonis Kotidis & Anna Kovner & Michael Junho Lee & Stacey L. Schreft, 2022. "Implications of Cyber Risk for Financial Stability," FEDS Notes 2022-05-12, Board of Governors of the Federal Reserve System (U.S.).
  3. William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2022. "Crash Narratives," NBER Working Papers 30195, National Bureau of Economic Research, Inc.
  4. William D. Larson, 2022. "Effects of Mortgage Interest Rates on House Price Appreciation: The Role of Payment Constraints," FHFA Staff Working Papers 22-04, Federal Housing Finance Agency.

2021

  1. Jess Cheng & Joseph Cox & Courtney Demartini & Katherine Di Lucido & Meg Donovan & Nick Ehlert & Byoung Hwa Hwang & Asad Kudiya & Dan McGonegle & Stacey L. Schreft & Gavin Smith & Nicholas K. Tabor & , 2021. "Lessons from the History of the U.S. Regulatory Perimeter," FEDS Notes 2021-10-15-1, Board of Governors of the Federal Reserve System (U.S.).
  2. Ellul, Andrew & Kim, Dasol, 2021. "Counterparty Choice, Bank Interconnectedness, and Systemic Risk," CEPR Discussion Papers 16458, C.E.P.R. Discussion Papers.
  3. Grothe, Magdalena & Pancost, N. Aaron & Tompaidis, Stathis, 2021. "Empirical analysis of collateral at central counterparties," ESRB Working Paper Series 131, European Systemic Risk Board.
  4. William D. Larson & Justin Contat, 2021. "Transaction Composition and House Price Index Measurement: Evidence from a Repeat-Sales Aggregation Index," FHFA Staff Working Papers 21-01, Federal Housing Finance Agency.
  5. William D. Larson & Christos Makridis & Chad Redmer, 2021. "Borrower Expectations and Mortgage Performance: Evidence from the COVID-19 Pandemic," FHFA Staff Working Papers 21-02, Federal Housing Finance Agency.
  6. William D. Larson, 2021. "The Riskiness of Outstanding Mortgages in the United States, 1999 - 2019," FHFA Staff Working Papers 21-03, Federal Housing Finance Agency.
  7. Matthew McCormick & Mark E. Paddrik & Carlos Ramírez, 2021. "The Dynamics of the U.S. Overnight Triparty Repo Market," FEDS Notes 2021-08-02, Board of Governors of the Federal Reserve System (U.S.).
  8. Kevin Clark & Adam Copeland & R. Jay Kahn & Antoine Martin & Mark E. Paddrik & Benjamin Taylor, 2021. "Intraday Timing of General Collateral Repo Markets," Liberty Street Economics 20210714, Federal Reserve Bank of New York.
  9. Mark Paddrik & H. Peyton Young, 2021. "Assessing the Safety of Central Counterparties," Working Papers 21-02, Office of Financial Research, US Department of the Treasury, revised 14 Jul 2021.
  10. Jean-Sébastien Fontaine & Corey Garriott & Jesse Johal & Jessica Lee & Andreas Uthemann, 2021. "COVID-19 Crisis: Lessons Learned for Future Policy Research," Discussion Papers 2021-2, Bank of Canada.

2020

  1. William D. Larson & Tara M. Sinclair, 2020. "Nowcasting unemployment insurance claims in the time of COVID-19," CAMA Working Papers 2020-63, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. William D. Larson & Jessica Shui, 2020. "Land Valuation using Public Records and Kriging: Implications for Land versus Property Taxation in Cities," FHFA Staff Working Papers 20-01, Federal Housing Finance Agency.
  3. Mark Paddrik & Simpson Zhang, 2020. "Central Counterparty Default Waterfalls and Systemic Loss," Working Papers 20-04, Office of Financial Research, US Department of the Treasury.
  4. Corey Garriot & Ryan Riordan, 2020. "Trading on Long-term Information," Staff Working Papers 20-20, Bank of Canada.
  5. Rohan Arora & Jean-Sébastien Fontaine & Corey Garriott & Guillaume Ouellet Leblanc, 2020. "Will exchange-traded funds shape the future of bond dealing?," Staff Analytical Notes 2020-16, Bank of Canada.
  6. Francisco Ilabaca & Fabio Milani, 2020. "Heterogeneous Expectations, Indeterminacy, and Postwar US Business Cycles," CESifo Working Paper Series 8224, CESifo.

2019

  1. Mark Paddrik & Stathis Tompaidis, 2019. "Market-Making Costs and Liquidity: Evidence from CDS Markets," Working Papers 19-01, Office of Financial Research, US Department of the Treasury.
  2. Morris A. Davis & William D. Larson & Stephen D. Oline & Jessica Shui, 2019. "The Price of Residential Land for Counties, ZIP codes, and Census Tracts inthe United States," FHFA Staff Working Papers 19-01, Federal Housing Finance Agency.
  3. Morris A. Davis & William D. Larson & Stephen D. Oliner & Benjamin Smith, 2019. "Mortgage Risk Since 1990," FHFA Staff Working Papers 19-02, Federal Housing Finance Agency.
  4. Robert Garrison & Pankaj Jain & Mark Paddrik, 2019. "Cross-Asset Market Order Flow, Liquidity, and Price Discovery," Working Papers 19-04, Office of Financial Research, US Department of the Treasury.
  5. H Peyton Young & Mark Paddrik, 2019. "How Safe are Central Counterparties in Credit Default Swap Markets?," Economics Series Working Papers 885, University of Oxford, Department of Economics.
  6. Francisco Ilabaca & Greta Meggiorini & Fabio Milani, 2019. "Bounded Rationality, Monetary Policy, and Macroeconomic Stability," CESifo Working Paper Series 7706, CESifo.
  7. David Hirshleifer & Yifan Li & Ben Lourie & Thomas Ruchti, 2019. "Do Trade Creditors Possess Private Information? Stock Returns Evidence," NBER Working Papers 25553, National Bureau of Economic Research, Inc.
  8. Barardehi, Yashar H. & Bernhardt, Dan & Ruchti, Thomas G., 2019. "A test of speculative arbitrage: is the cross-section of volatility invariant?," The Warwick Economics Research Paper Series (TWERPS) 1204, University of Warwick, Department of Economics.
  9. Barardehi, Yashar H. & Bernhardt, Dan & Ruchti, Thomas G. & Weidenmier, Marc, 2019. "The Night and Day of Amihud’s (2002) Liquidity Measure," The Warwick Economics Research Paper Series (TWERPS) 1211, University of Warwick, Department of Economics.

2018

  1. Stacey Schreft & Simpson Zhang, 2018. "Network Analysis: Defending Financial Stability by Design," Briefs 18-02, Office of Financial Research, US Department of the Treasury.
  2. Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," CEPR Discussion Papers 12589, C.E.P.R. Discussion Papers.
  3. Patrick Adams & Brandyn Bok & Daniele Caratelli & Domenico Giannone & Eric Qian & Argia M. Sbordone & Camilla Schneier & Andrea Tambalotti, 2018. "Opening the Toolbox: The Nowcasting Code on GitHub," Liberty Street Economics 20180810, Federal Reserve Bank of New York.
  4. Anthony Yezer & William Larson & Weihua Zhao, 2018. "An Examination of the Link between Urban Planning Policies and the High Cost of Housing and Labor," Working Papers 2018-6, The George Washington University, Institute for International Economic Policy.
  5. Paul E. Carrillo & William M. Doerner & William D. Larson, 2018. "House Price Markups and Mortgage Defaults," FHFA Staff Working Papers 18-02, Federal Housing Finance Agency.
  6. Léanne Berger-Soucy & Corey Garriott & André Usche, 2018. "Government of Canada Fixed-Income Market Ecology," Discussion Papers 18-10, Bank of Canada.
  7. Corey Garriott & Sophie Lefebvre & Guillaume Nolin & Francisco Rivadeneyra & Adrian Walton, 2018. "Alternative Futures for Government of Canada Debt Management," Discussion Papers 18-15, Bank of Canada.
  8. Marie Chen & Corey Garriott, 2018. "High-Frequency Trading and Institutional Trading Costs," Staff Working Papers 18-8, Bank of Canada.
  9. Corey Garriott & Jesse Johal, 2018. "Customer Liquidity Provision in Canadian Bond Markets," Staff Analytical Notes 2018-12, Bank of Canada.
  10. Francisco Ilabaca, 2018. "Measuring the Effects of US Unconventional Monetary Policy on International Financial Markets," 2018 Meeting Papers 861, Society for Economic Dynamics.

2017

  1. William N. Goetzmann & Dasol Kim, 2017. "Negative Bubbles: What Happens After a Crash," NBER Working Papers 23830, National Bureau of Economic Research, Inc.
  2. Kaniel, Ron & tompaidis, stathis & Zhou, Ti, 2017. "Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows," CEPR Discussion Papers 12285, C.E.P.R. Discussion Papers.
  3. Stathis Tompaidis, 2017. "Measuring Systemwide Resilience of Central Counterparties," Briefs 17-03, Office of Financial Research, US Department of the Treasury.
  4. Viktoria Baklanova & Ocean Dalton & Stathis Tompaidis, 2017. "Benefits and Risks of Central Clearing in the Repo Market," Briefs 17-04, Office of Financial Research, US Department of the Treasury.
  5. Peter Chinloy & William D. Larson, 2017. "The Daily Microstructure of the Housing Market," FHFA Staff Working Papers 17-01, Federal Housing Finance Agency.
  6. Mark Paddrik & H. Peyton Young, 2017. "How Safe are Central Counterparties in Derivatives Markets?," Working Papers 17-06, Office of Financial Research, US Department of the Treasury.
  7. H Peyton Young & Mark Paddrik & Sriram Rajan, 2017. "Contagion in Derivatives Markets," Economics Series Working Papers 839, University of Oxford, Department of Economics.
  8. David A. Cimon & Corey Garriott, 2017. "Banking Regulation and Market Making," Staff Working Papers 17-7, Bank of Canada.
  9. Daniel Hyun & Jesse Johal & Corey Garriott, 2017. "Do Canadian Broker-Dealers Act as Agents or Principals in Bond Trading?," Staff Analytical Notes 17-11, Bank of Canada.
  10. Bruno Feunou & Corey Garriott & James Kyeong & Raisa Leiderman, 2017. "The Impacts of Monetary Policy Statements," Staff Analytical Notes 17-22, Bank of Canada.

2016

  1. William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2016. "Crash Beliefs From Investor Surveys," NBER Working Papers 22143, National Bureau of Economic Research, Inc.
  2. Alexander N. Bogin & William M. Doerner & William D. Larson, 2016. "Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling," Working Papers 2016-010, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  3. Alexander N. Bogin & William M. Doerner & William D. Larson, 2016. "Local House Price Dynamics: New Indices and Stylized Facts," FHFA Staff Working Papers 16-01, Federal Housing Finance Agency.
  4. Alexander N. Bogin & William M. Doerner & William D. Larson, 2016. "Local House Price Growth Accelerations," FHFA Staff Working Papers 16-02, Federal Housing Finance Agency.
  5. William D. Larson & Weihua Zhao, 2016. "Oil Prices and Urban Housing Demand," FHFA Staff Working Papers 16-03, Federal Housing Finance Agency.
  6. Wenxin Du & Salil Gadgil & Michael B. Gordy & Clara Vega, 2016. "Counterparty Risk and Counterparty Choice in the Credit Default Swap Market," Finance and Economics Discussion Series 2016-087, Board of Governors of the Federal Reserve System (U.S.).
  7. Jill Cetina & Mark Paddrik & Sriram Rajan, 2016. "Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets," Working Papers 16-01, Office of Financial Research, US Department of the Treasury.
  8. Mark Paddrik & Sriram Rajan & H. Peyton Young, 2016. "Contagion in the CDS Market," Working Papers 16-12, Office of Financial Research, US Department of the Treasury.
  9. Mark Paddrik & Haelim Park & Jessie Jiaxu Wang, 2016. "Bank Networks and Systemic Risk: Evidence from the National Banking Acts," Working Papers 16-13, Office of Financial Research, US Department of the Treasury.
  10. Anqi Liu & Mark Paddrik & Steve Yang & Xingjia Zhang, 2016. "Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks," Working Papers 16-14, Office of Financial Research, US Department of the Treasury.
  11. Corey Garriott & Kyle Gray, 2016. "Canadian Repo Market Ecology," Discussion Papers 16-8, Bank of Canada.
  12. Corey Garriott & Adrian Walton, 2016. "Retail Order Flow Segmentation," Staff Working Papers 16-20, Bank of Canada.
  13. Faith Chin & Corey Garriott, 2016. "Options Decimalization," Staff Working Papers 16-57, Bank of Canada.
  14. Mark S. Carey & Michael B. Gordy, 2016. "The Bank as Grim Reaper : Debt Composition and Bankruptcy Thresholds," Finance and Economics Discussion Series 2016-069, Board of Governors of the Federal Reserve System (U.S.).
  15. Ramon Casadesus-Masanell & John Heilbron, 2016. "Decision-Making by Precedent and the Founding of American Honda (1948 - 1974)," Harvard Business School Working Papers 17-016, Harvard Business School.

2015

  1. William Larson, 2015. "New Estimates of Value of Land of the United States," BEA Working Papers 0120, Bureau of Economic Analysis.
  2. William Larson, 2015. "Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates," Working Papers 2015-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  3. Richard Bookstaber & Mark Paddrik, 2015. "An Agent-based Model for Crisis Liquidity Dynamics," Working Papers 15-18, Office of Financial Research, US Department of the Treasury.
  4. Mark S. Carey & Bo Sun, 2015. "Risk Choices and Compensation Design," International Finance Discussion Papers 1130, Board of Governors of the Federal Reserve System (U.S.).
  5. Ramon Casadesus-Masanell & John Heilbron, 2015. "The Business Model: Nature and Benefits," Harvard Business School Working Papers 15-089, Harvard Business School, revised Jun 2015.

2014

  1. H Peyton Young, 2014. "The Evolution of Social Norms," Economics Series Working Papers 726, University of Oxford, Department of Economics.
  2. Anthony M. Yezer & William Larson, 2014. "The Energy Implications of City Size and Density," Working Papers 2014-16, The George Washington University, Institute for International Economic Policy.
  3. Mark Paddrik & Richard Haynes & Andrew E. Todd & Peter A. Beling & William T. Scherer, 2014. "The Role of Visual Analysis in the Regulation of Electronic Order Book Markets," Staff Discussion Papers 14-02, Office of Financial Research, US Department of the Treasury.
  4. Rick Bookstaber & Mark Paddrik & Brian Tivnan, 2014. "An Agent-based Model for Financial Vulnerability," Working Papers 14-05, Office of Financial Research, US Department of the Treasury, revised 10 Sep 2014.
  5. Mark Paddrik & Roy Hayes & William Scherer & Peter Beling, 2014. "Effects of Limit Order Book Information Level on Market Stability Metrics," Working Papers 14-09, Office of Financial Research, US Department of the Treasury.
  6. Jonathan Brogaard & Corey Garriott & Anna Pomeranets, 2014. "High-Frequency Trading Competition," Staff Working Papers 14-19, Bank of Canada.

2013

  1. Heinrich H. Nax & Bary S. R. Pradelski & H. Peyton Young, 2013. "The Evolution of Core Stability in Decentralized Matching Markets," Working Papers 2013.50, Fondazione Eni Enrico Mattei.
  2. Heinrich H. Nax & Maxwell N. Burton-Chellew & Stuart A. West & H. Peyton Young, 2013. "Learning in a Black Box," PSE Working Papers hal-00817201, HAL.
  3. H Peyton Young & Paul Glasserman, 2013. "How Likely is Contagion in Financial Networks?," Economics Series Working Papers 642, University of Oxford, Department of Economics.
  4. Carlos Arteta & Mark S. Carey & Ricardo Correa & Jason Kotter, 2013. "Revenge of the steamroller: ABCP as a window on risk choices," International Finance Discussion Papers 1076, Board of Governors of the Federal Reserve System (U.S.).

2012

  1. H Peyton Young & Gabriel E. Kreindler, 2012. "Rapid Innovation Diffusion in Social Networks," Economics Series Working Papers 626, University of Oxford, Department of Economics.
  2. H Peyton Young & Thomas Noe, 2012. "The Limits to Compensation in the Financial Sector," Economics Series Working Papers 635, University of Oxford, Department of Economics.
  3. Erik Robert de Carrillo & William Larson, 2012. "Can housing liquidity help forecast subsequent house price appreciation: Evidence from the US and the Netherlands," ERES eres2012_174, European Real Estate Society (ERES).
  4. Paul E. Carrillo & Erik Robert De Wit & William D. Larson, 2012. "Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the U.S. and the Netherlands," Working Papers 2012-11, The George Washington University, Institute for International Economic Policy.
  5. Wayne E. Ferson & Suresh K. Nallareddy & Biqin Xie, 2012. "The "Out of Sample" Performance of Long-run Risk Models," NBER Working Papers 17848, National Bureau of Economic Research, Inc.

2011

  1. H Peyton Young & Jason R. Marden and Lucy Y. Pao, 2011. "Achieving Pareto Optimality Through Distributed Learning," Economics Series Working Papers 557, University of Oxford, Department of Economics.
  2. H Peyton Young & Dean P. Foster, 2011. "A Strategy-Proof Test of Portfolio Returns," Economics Series Working Papers 567, University of Oxford, Department of Economics.
  3. H Peyton Young & Dean P. Foster and Robert Stine, 2011. "A Markov Test for Alpha," Economics Series Working Papers 568, University of Oxford, Department of Economics.
  4. H Peyton Young & Gabriel E. Kreindler, 2011. "Fast Convergence in Evolutionary Equilibrium Selection," Economics Series Working Papers 569, University of Oxford, Department of Economics.
  5. Itai Arieli & H Peyton Young, 2011. "Stochastic Learning Dynamics and Speed of Convergence in Population Games," Economics Series Working Papers 570, University of Oxford, Department of Economics.

2010

  1. Peyton Young & Dean Foster, 2010. "Cooperation in the Short and in the Long Run," Levine's Working Paper Archive 494, David K. Levine.
  2. H Peyton Young & Bary S. R. Pradelski, 2010. "Learning Efficient Nash Equilibria in Distributed Systems," Economics Series Working Papers 480, University of Oxford, Department of Economics.
  3. Stacey Schreft & Adam Bold, 2010. "The Ups & Downs of the Stock Market: Is This Time Different?," Working Papers 1, The Mutual Fund Research Center®.
  4. William D. Larson, 2010. "Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment," Working Papers 2010-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Feb 2011.

2009

  1. Simon Johnson & William Larson & Chris Papageorgiou & Arvind Subramanian, 2009. "Is Newer Better? Penn World Table Revisions and Their Impact on Growth Estimates," Working Papers 191, Center for Global Development.
  2. William Larson & Chris Papageorgiou & Arvind Subramania & Simon Johnson, 2009. "Is Newer Better? Penn World Table Revisions and the Growth Literature," 2009 Meeting Papers 858, Society for Economic Dynamics.

2008

  1. Peyton Young & Dean P Foster, 2008. "The Hedge Fund Game," Economics Papers 2008-W01, Economics Group, Nuffield College, University of Oxford.
  2. William Roberds & Stacey L. Schreft, 2008. "Data breaches and identity theft," FRB Atlanta Working Paper 2008-22, Federal Reserve Bank of Atlanta.
  3. Stathis Tompaidis & Sanjay Srivastava & Michael Gallmeyer & Paul Ehling, 2008. "Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses," 2008 Meeting Papers 769, Society for Economic Dynamics.
  4. Carlos Arteta & Mark S. Carey & Ricardo Correa & Jason Kotter, 2008. "Which banks sponsored ABCP vehicles and why?," Proceedings 1072, Federal Reserve Bank of Chicago.

2007

  1. H. Peyton Young, 2007. "The Possible and the Impossible in Multi-Agent Learning," Economics Series Working Papers 304, University of Oxford, Department of Economics.
  2. H. Peyton Young, 2007. "Social Norms," Economics Series Working Papers 307, University of Oxford, Department of Economics.
  3. Robert R. Reed & Stacey L. Schreft, 2007. "Phillips curves, monetary policy, and a labor market transmission mechanism," Research Working Paper RWP 07-12, Federal Reserve Bank of Kansas City.
  4. Mark S. Carey & Michael B. Gordy, 2007. "The bank as grim reaper: debt composition and recoveries on defaulted debt," Proceedings 1056, Federal Reserve Bank of Chicago.

2006

  1. Dean P Foster & Peyton Young, 2006. "Regret Testing Leads to Nash Equilibrium," Levine's Working Paper Archive 784828000000000676, David K. Levine.
  2. Stacey L. Schreft, 2006. "How and why do consumers choose their payment methods?," Research Working Paper RWP 06-04, Federal Reserve Bank of Kansas City.
  3. Albanese, Claudio & Lo, Harry & Stathis, Tompaidis, 2006. "A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices," MPRA Paper 5245, University Library of Munich, Germany.

2005

  1. Carey, Mark & Stulz, Rene M., 2005. "The Risks of Financial Institutions," Working Paper Series 2005-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

2004

  1. Mark S. Carey & Gregory P. Nini, 2004. "Is the corporate loan market globally integrated? a pricing puzzle," International Finance Discussion Papers 813, Board of Governors of the Federal Reserve System (U.S.).
  2. Mark S. Carey, 2004. "Global financial integration: a collection of new research," International Finance Discussion Papers 821, Board of Governors of the Federal Reserve System (U.S.).

2003

  1. Stacey L. Schreft & Bruce Smith, 2003. "The social value of risk-free government debt," Research Working Paper RWP 03-02, Federal Reserve Bank of Kansas City.
  2. Antoine Martin & Stacey L. Schreft, 2003. "Currency competition : a partial vindication of Hayek," Research Working Paper RWP 03-04, Federal Reserve Bank of Kansas City.

2002

  1. Peyton Young, 2002. "Learning Hypothesis Testing and Nash Equilibrium," Economics Working Paper Archive 474, The Johns Hopkins University,Department of Economics.
  2. Mark S. Carey, 2002. "A guide to choosing absolute bank capital requirements," International Finance Discussion Papers 726, Board of Governors of the Federal Reserve System (U.S.).

2001

  1. Stacey L. Schreft & Bruce Smith, 2001. "The conduct of monetary policy with a shrinking stock of government debt," Research Working Paper RWP 01-09, Federal Reserve Bank of Kansas City.

2000

  1. Axtell, R. & Epstein, J.M. & Young, H.P., 2000. "The Emergence of Classes in a Multi-Agent Bargaining Model," Papers 9, Brookings Institution - Working Papers.
  2. H Peyton Young, 2000. "The Diffusion of Innovations in Social Networks," Economics Working Paper Archive 437, The Johns Hopkins University,Department of Economics.
  3. Stacey L. Schreft, 2000. "Private money, settlement, and discount : a comment," Research Working Paper RWP 00-01, Federal Reserve Bank of Kansas City.
  4. Mark S. Carey, 2000. "Dimensions of credit risk and their relationship to economic capital requirements," Finance and Economics Discussion Series 2000-18, Board of Governors of the Federal Reserve System (U.S.).
  5. Mark S. Carey & Mark Hrycay, 2000. "Parameterizing credit risk models with rating data," Finance and Economics Discussion Series 2000-47, Board of Governors of the Federal Reserve System (U.S.).
  6. Mark S. Carey & Mark Hrycay, 2000. "Parameterizing credit risk models rating data: current limits of actuarial approaches," Proceedings 684, Federal Reserve Bank of Chicago.

1999

  1. Young, H.P., 1999. "Diffusion in Social Networks," Papers 2, Brookings Institution - Working Papers.
  2. Dean Foster & H Peyton Young, 1999. "On the Impossibility of Predicting the Behavior of Rational Agents," Economics Working Paper Archive 423, The Johns Hopkins University,Department of Economics, revised Jun 2001.
  3. Roger Lagunoff & Stacey L. Schreft, 1999. "Financial fragility with rational and irrational exuberance," Research Working Paper 99-01, Federal Reserve Bank of Kansas City.
  4. Vijay Bhasin & Mark S. Carey, 1999. "The determinants of corporate loan liquidity," Proceedings 617, Federal Reserve Bank of Chicago.

1998

  1. Roger Lagunoff & Stacey L. Schreft, 1998. "A model of financial fragility," Research Working Paper 98-01, Federal Reserve Bank of Kansas City.

1997

  1. Y.M. Kaniovski & A.V. Kryazhimskii & H.P. Young, 1997. "Learning Equilibria in Games Played by Heterogeneous Populations," Working Papers ir97017, International Institute for Applied Systems Analysis.
  2. Stacey L. Schreft & Bruce Smith, 1997. "The evolution of cash transactions: some implications for monetary policy," Financial Services working paper 97-04, Federal Reserve Bank of Cleveland.
  3. Stacey L. Schreft & Bruce Smith, 1997. "The effects of open market operations in a model of intermediation and growth," Research Working Paper 97-03, Federal Reserve Bank of Kansas City.

1996

  1. Mark S. Carey & Mitchell A. Post & Steven A. Sharpe, 1996. "Does corporate lending by banks and finance companies differ? Evidence on specialization in private debt contracting," Finance and Economics Discussion Series 96-25, Board of Governors of the Federal Reserve System (U.S.).
  2. Mark S. Carey & Mitchell A. Post & Steven A. Sharpe, 1996. "Does lending by banks and finance companies differ?," Proceedings 508, Federal Reserve Bank of Chicago.
  3. J.B. Kim & I. Krinsky & J. Lee, 1996. "Institutional Holdings and Trading Volume Reactions to Quarterly Earnings Announcements," Quantitative Studies in Economics and Population Research Reports 314, McMaster University.

1995

  1. Mark S. Carey, 1995. "Toxic waste, accounting, and regulation," Proceedings 457, Federal Reserve Bank of Chicago.

1994

  1. Stacey L. Schreft & Bruce Smith, 1994. "Money, banking, and capital formation," Working Paper 94-05, Federal Reserve Bank of Richmond.
  2. Mark S. Carey, 1994. "Partial market value accounting, bank capital, volatility, and bank risk," Finance and Economics Discussion Series 94-21, Board of Governors of the Federal Reserve System (U.S.).
  3. Charles W. Calomiris & Mark S. Carey, 1994. "Loan market competition between foreign and U.S. banks: some facts about loans and borrowers," Proceedings 38, Federal Reserve Bank of Chicago.

1993

  1. Raymond E. Owens & Stacey L. Schreft, 1993. "Identifying credit crunches," Working Paper 93-02, Federal Reserve Bank of Richmond.
  2. Mark S. Carey & Stephen D. Prowse & John Rea & Gregory F. Udell, 1993. "The economics of the private placement market," Staff Studies 166, Board of Governors of the Federal Reserve System (U.S.).

1992

  1. Mark S. Carey & John Rea & Gregory F. Udell, 1992. "The private placement market: intermediation, life insurance companies, and a credit crunch," Proceedings 390, Federal Reserve Bank of Chicago.

1991

  1. Stacey L. Schreft, 1991. "Welfare-improving credit controls," Working Paper 91-01, Federal Reserve Bank of Richmond.
  2. Jeffrey M. Lacker & Stacey L. Schreft, 1991. "Money, trade credit and asset prices," Working Paper 91-04, Federal Reserve Bank of Richmond.
  3. Raymond E. Owens & Stacey L. Schreft, 1991. "Survey evidence of tighter credit conditions: what does it mean?," Working Paper 91-05, Federal Reserve Bank of Richmond.

1990

  1. Stacey L. Schreft & Anne P. Villamil, 1990. "Liquidity constraints in commercial loan markets with imperfect information and imperfect competition," Working Paper 90-10, Federal Reserve Bank of Richmond.
  2. Rowena A. Pecchenino & D. Schimmelpfennig & Stacey L. Schreft, 1990. "External increasing returns, short-lived agents and long-lived waste," Working Paper 91-02, Federal Reserve Bank of Richmond.

1989

  1. John, R. & Pecchenino, R. & Schreft, S., 1989. "The Macroeconomics Of Dr. Strangelove: An Overlapping- Generations Model Of The Appocalypse," Papers 8813, Michigan State - Econometrics and Economic Theory.

1978

  1. Martin Shubik & H. Peyton Young, 1978. "The Nucleolus as a Noncooperative Game Solution," Cowles Foundation Discussion Papers 478, Cowles Foundation for Research in Economics, Yale University.

Undated

  1. Dean Foster & Peyton Young, "undated". "Learning with Hazy Beliefs," ELSE working papers 023, ESRC Centre on Economics Learning and Social Evolution.
  2. Robert Axtell, Joshua M. Epstein, & H. Peyton Young, "undated". "The Emergence of Economic Classes in an Agent-based Bargaining Model," Computing in Economics and Finance 1997 61, Society for Computational Economics.
  3. Michael Gallmeyer & Ron Kaniel & Stathis Tompaidis, "undated". "Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales," GSIA Working Papers 2001-E21, Carnegie Mellon University, Tepper School of Business.

Journal articles

Undated material is listed at the end

2024

  1. Feihong Hu & Daniel Mitchell & Stathis Tompaidis, 2024. "Robust Financial Networks," Operations Research, INFORMS, vol. 72(5), pages 1827-1842, September.
  2. Wenxin Du & Salil Gadgil & Michael B. Gordy & Clara Vega, 2024. "Counterparty Risk and Counterparty Choice in the Credit Default Swap Market," Management Science, INFORMS, vol. 70(6), pages 3808-3826, June.
  3. Robert Garrison & Pankaj K. Jain & Mark Paddrik, 2024. "Cross‐Asset Tandem Trading and Extraordinary Volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(9), pages 1508-1542, September.
  4. Jed J. Neilson & K. Philip Wang & Christopher D. Williams & Biqin Xie, 2024. "Offsetable Derivatives and Investor Risk Assessment," Management Science, INFORMS, vol. 70(5), pages 2779-2798, May.

2023

  1. Ghoddusi, Hamed & Titman, Sheridan & Tompaidis, Stathis, 2023. "Hedging Commodity Price Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 58(3), pages 1202-1229, May.
  2. Grothe, Magdalena & Pancost, N. Aaron & Tompaidis, Stathis, 2023. "Collateral competition: Evidence from central counterparties," Journal of Financial Economics, Elsevier, vol. 149(3), pages 536-556.
  3. William D. Larson, 2023. "The riskiness of outstanding mortgages in the United States, 1999–2019," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 279-310, March.
  4. Morris A Davis & William D Larson & Stephen D Oliner & Benjamin R Smith, 2023. "A Quarter Century of Mortgage Risk," Review of Finance, European Finance Association, vol. 27(2), pages 581-618.
  5. Paul E. Carrillo & William M. Doerner & William D. Larson, 2023. "House Price Markups and Mortgage Defaults," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 747-782, June.
  6. Ghamami, Samim & Paddrik, Mark & Zhang, Simpson, 2023. "Central Counterparty Default Waterfalls and Systemic Loss," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 58(8), pages 3577-3612, December.
  7. Kahn, R. Jay & McCormick, Matthew & Nguyen, Vy & Paddrik, Mark & Young, H. Peyton, 2023. "Anatomy of the Repo Rate Spikes in September 2019," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 5(4), pages 1-25, July.
  8. Andrew Bird & Stephen A. Karolyi & Thomas G. Ruchti, 2023. "How Do Firms Respond to Political Uncertainty? Evidence from U.S. Gubernatorial Elections," Journal of Accounting Research, Wiley Blackwell, vol. 61(4), pages 1025-1061, September.
  9. Y Yoo & J Lee & J Cho & Y Yoon, 2023. "Antimicrobial properties of Limosilactobacillus reuteri strains for control of Escherichia coli and Salmonella strains, diarrhoea cause in weaning pigs," Veterinární medicína, Czech Academy of Agricultural Sciences, vol. 68(5), pages 191-199.

2022

  1. Larson, William D. & Sinclair, Tara M., 2022. "Nowcasting unemployment insurance claims in the time of COVID-19," International Journal of Forecasting, Elsevier, vol. 38(2), pages 635-647.
  2. Larson, William D. & Shui, Jessica, 2022. "Land valuation using public records and kriging: Implications for land versus property taxation in cities," Journal of Housing Economics, Elsevier, vol. 58(PA).
  3. Larson, William & Yezer, Anthony & Zhao, Weihua, 2022. "Urban planning policies and the cost of living in large cities," Regional Science and Urban Economics, Elsevier, vol. 96(C).
  4. Bird, Andrew & Ertan, Aytekin & Karolyi, Stephen A. & Ruchti, Thomas G., 2022. "Lender Forbearance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 57(1), pages 207-239, February.
  5. Andrew Bird & Aytekin Ertan & Stephen A Karolyi & Thomas G Ruchti, 2022. "Short-Termism Spillovers from the Financial Industry," The Review of Financial Studies, Society for Financial Studies, vol. 35(7), pages 3467-3524.
  6. Jed J. Neilson & Stephen G. Ryan & K. Philip Wang & Biqin Xie, 2022. "Asset‐Level Transparency and the (E)valuation of Asset‐Backed Securities," Journal of Accounting Research, Wiley Blackwell, vol. 60(3), pages 1131-1183, June.
  7. Gredil, Oleg R. & Kapadia, Nishad & Lee, Jung Hoon, 2022. "On the information content of credit ratings and market-based measures of default risk," Journal of Financial Economics, Elsevier, vol. 146(1), pages 172-204.
  8. Jaden Jonghyuk Kim & Jung Hoon Lee & Shyam Venkatesan, 2022. "Why do Funds Make More When They Trade More?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 1-52, December.

2021

  1. Stathis Tompaidis, 2021. "Comments on “Network Structure and Its Impact on Commodity Markets”," Production and Operations Management, Production and Operations Management Society, vol. 30(12), pages 4577-4578, December.
  2. Davis, Morris A. & Larson, William D. & Oliner, Stephen D. & Shui, Jessica, 2021. "The price of residential land for counties, ZIP codes, and census tracts in the United States," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 413-431.
  3. Carey, Mark & Gordy, Michael B., 2021. "The bank as Grim Reaper: Debt composition and bankruptcy thresholds," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1092-1108.
  4. Ilabaca, Francisco & Milani, Fabio, 2021. "Heterogeneous expectations, indeterminacy, and postwar US business cycles," Journal of Macroeconomics, Elsevier, vol. 68(C).
  5. Yashar H Barardehi & Dan Bernhardt & Thomas G Ruchti & Marc Weidenmier, 2021. "The Night and Day of Amihud’s (2002) Liquidity Measure [Asset pricing with liquidity risk]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(2), pages 269-308.
  6. David Hirshleifer & Ben Lourie & Thomas G Ruchti & Phong Truong, 2021. "First Impression Bias: Evidence from Analyst Forecasts [Biased beliefs, asset prices, and investment: a structural approach]," Review of Finance, European Finance Association, vol. 25(2), pages 325-364.
  7. Andrew Bird & Stephen A Karolyi & Thomas G Ruchti & Phong Truong, 2021. "More is Less: Publicizing Information and Market Feedback [Illiquidity and stock returns: cross-section and time-series effects]," Review of Finance, European Finance Association, vol. 25(3), pages 745-775.

2020

  1. Vishwakant Malladi & Rafael Mendoza-Arriaga & Stathis Tompaidis, 2020. "Modeling Dependent Outages of Electric Power Plants," Operations Research, INFORMS, vol. 68(1), pages 1-15, January.
  2. Daniel Mitchell & Jȩdrzej Białkowski & Stathis Tompaidis, 2020. "Volume-weighted average price tracking: A theoretical and empirical study," IISE Transactions, Taylor & Francis Journals, vol. 52(8), pages 864-889, August.
  3. Daniel A. Broxterman & William D. Larson, 2020. "An empirical examination of shift‐share instruments," Journal of Regional Science, Wiley Blackwell, vol. 60(4), pages 677-711, September.
  4. William D. Larson & Weihua Zhao, 2020. "Oil Prices and Urban Housing Demand," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(3), pages 808-849, September.
  5. Proque, Andressa Lemes & dos Santos, Gervásio Ferreira & Betarelli Junior, Admir Antonio & Larson, William D., 2020. "Effects of land use and transportation policies on the spatial distribution of urban energy consumption in Brazil," Energy Economics, Elsevier, vol. 90(C).
  6. Larson, William & Zhao, Weihua, 2020. "Self-driving cars and the city: Effects on sprawl, energy consumption, and housing affordability," Regional Science and Urban Economics, Elsevier, vol. 81(C).
  7. Alexander N. Bogin & William M. Doerner & William D. Larson, 2020. "Correction to: Local House Price Paths: Accelerations, Declines, and Recoveries," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 732-733, November.
  8. Kris A. Johnson & Oliver E. J. Wing & Paul D. Bates & Joseph Fargione & Timm Kroeger & William D. Larson & Christopher C. Sampson & Andrew M. Smith, 2020. "A benefit–cost analysis of floodplain land acquisition for US flood damage reduction," Nature Sustainability, Nature, vol. 3(1), pages 56-62, January.
  9. Liu, Anqi & Paddrik, Mark & Yang, Steve Y. & Zhang, Xingjia, 2020. "Interbank contagion: An agent-based model approach to endogenously formed networks," Journal of Banking & Finance, Elsevier, vol. 112(C).
  10. Mark Paddrik & Sriram Rajan & H. Peyton Young, 2020. "Contagion in Derivatives Markets," Management Science, INFORMS, vol. 66(8), pages 3603-3616, August.
  11. Chen, Marie & Garriott, Corey, 2020. "High-frequency trading and institutional trading costs," Journal of Empirical Finance, Elsevier, vol. 56(C), pages 74-93.
  12. Corey Garriott & Sophie Lefebvre & Guillaume Nolin & Francisco Rivadeneyra & Adrian Walton, 2020. "Alternative futures for Government of Canada debt management," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 12(4), pages 659-685, January.
  13. Carlos Arteta & Mark Carey & Ricardo Correa & Jason Kotter, 2020. "Revenge of the Steamroller: ABCP as a Window on Risk Choices," Review of Finance, European Finance Association, vol. 24(3), pages 497-528.
  14. Ilabaca, Francisco & Meggiorini, Greta & Milani, Fabio, 2020. "Bounded rationality, monetary policy, and macroeconomic stability," Economics Letters, Elsevier, vol. 186(C).

2019

  1. Chhaochharia, Vidhi & Kim, Dasol & Korniotis, George M. & Kumar, Alok, 2019. "Mood, firm behavior, and aggregate economic outcomes," Journal of Financial Economics, Elsevier, vol. 132(2), pages 427-450.
  2. Ron Kaniel & Stathis Tompaidis & Ti Zhou, 2019. "Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows," Management Science, INFORMS, vol. 65(7), pages 3174-3195, July.
  3. Alexander Bogin & William Doerner & William Larson, 2019. "Local House Price Dynamics: New Indices and Stylized Facts," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 47(2), pages 365-398, June.
  4. Alexander N. Bogin & William M. Doerner & William D. Larson, 2019. "Local House Price Paths: Accelerations, Declines, and Recoveries," The Journal of Real Estate Finance and Economics, Springer, vol. 58(2), pages 201-222, February.
  5. Alexander N. Bogin & William M. Doerner & William D. Larson, 2019. "Missing the Mark: Mortgage Valuation Accuracy and Credit Modeling," Financial Analysts Journal, Taylor & Francis Journals, vol. 75(1), pages 32-47, February.
  6. Haelim Anderson & Mark Paddrik & Jessie Jiaxu Wang, 2019. "Bank Networks and Systemic Risk: Evidence from the National Banking Acts," American Economic Review, American Economic Association, vol. 109(9), pages 3125-3161, September.
  7. Brogaard, Jonathan & Garriott, Corey, 2019. "High-Frequency Trading Competition," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(4), pages 1469-1497, August.
  8. Cimon, David & Garriott, Corey, 2019. "Banking regulation and market making," Journal of Banking & Finance, Elsevier, vol. 109(C).
  9. Carey, Mark, 2019. "Capital regulation: What is an appropriate minimum level?," Global Finance Journal, Elsevier, vol. 39(C), pages 26-29.
  10. Bird, Andrew & Karolyi, Stephen A. & Ruchti, Thomas G., 2019. "Understanding the “numbers game”," Journal of Accounting and Economics, Elsevier, vol. 68(2).
  11. Andrew Bird & Stephen A Karolyi & Thomas G Ruchti, 2019. "Information Sharing, Holdup, and External Finance: Evidence from Private Firms," The Review of Financial Studies, Society for Financial Studies, vol. 32(8), pages 3075-3104.
  12. Jung Hoon Lee & Charles Trzcinka & Shyam Venkatesan, 2019. "Do Portfolio Manager Contracts Contract Portfolio Management?," Journal of Finance, American Finance Association, vol. 74(5), pages 2543-2577, October.

2018

  1. William N. Goetzmann & Dasol Kim, 2018. "Negative bubbles: What happens after a crash," European Financial Management, European Financial Management Association, vol. 24(2), pages 171-191, March.
  2. Paul Ehling & Michael Gallmeyer & Sanjay Srivastava & Stathis Tompaidis & Chunyu Yang, 2018. "Portfolio Tax Trading with Carryover Losses," Management Science, INFORMS, vol. 64(9), pages 4156-4176, September.
  3. Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
  4. Cetina, Jill & Paddrik, Mark & Rajan, Sriram, 2018. "Stressed to the core: Counterparty concentrations and systemic losses in CDS markets," Journal of Financial Stability, Elsevier, vol. 35(C), pages 38-52.
  5. Richard Bookstaber & Mark Paddrik & Brian Tivnan, 2018. "An agent-based model for financial vulnerability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 433-466, July.
  6. Mark Carey, 2018. "Comments on “Ethics Versus Ethos in US and UK Megabanking” by Edward J. Kane," Journal of Financial Services Research, Springer;Western Finance Association, vol. 53(2), pages 227-231, June.
  7. Yiwei Dou & Stephen G. Ryan & Biqin Xie, 2018. "The Real Effects of FAS 166/167 on Banks’ Mortgage Approval and Sale Decisions," Journal of Accounting Research, Wiley Blackwell, vol. 56(3), pages 843-882, June.

2017

  1. Allen N. Berger & Christa H. S. Bouwman & Dasol Kim, 2017. "Small Bank Comparative Advantages in Alleviating Financial Constraints and Providing Liquidity Insurance over Time," The Review of Financial Studies, Society for Financial Studies, vol. 30(10), pages 3416-3454.
  2. William Larson & Weihua Zhao, 2017. "Telework: Urban Form, Energy Consumption, And Greenhouse Gas Implications," Economic Inquiry, Western Economic Association International, vol. 55(2), pages 714-735, April.
  3. Mark Paddrik & Roy Hayes & William Scherer & Peter Beling, 2017. "Effects of limit order book information level on market stability metrics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 221-247, July.

2016

  1. Mark E. Paddrik & Richard Haynes & Andrew E. Todd & William T. Scherer & Peter A. Beling, 2016. "Visual analysis to support regulators in electronic order book markets," Environment Systems and Decisions, Springer, vol. 36(2), pages 167-182, June.
  2. Biqin Xie, 2016. "Does Fair Value Accounting Exacerbate the Procyclicality of Bank Lending?," Journal of Accounting Research, Wiley Blackwell, vol. 54(1), pages 235-274, March.

2015

  1. William N. Goetzmann & Dasol Kim & Alok Kumar & Qin Wang, 2015. "Weather-Induced Mood, Institutional Investors, and Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 28(1), pages 73-111.
  2. Paul E. Carrillo & Eric R. Wit & William Larson, 2015. "Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the United States and the Netherlands," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(3), pages 609-651, September.
  3. Larson, William & Yezer, Anthony, 2015. "The energy implications of city size and density," Journal of Urban Economics, Elsevier, vol. 90(C), pages 35-49.

2013

  1. Kreindler, Gabriel E. & Young, H. Peyton, 2013. "Fast convergence in evolutionary equilibrium selection," Games and Economic Behavior, Elsevier, vol. 80(C), pages 39-67.
  2. Roche, Hervé & Tompaidis, Stathis & Yang, Chunyu, 2013. "Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios," Journal of Financial Economics, Elsevier, vol. 109(3), pages 775-796.
  3. Johnson, Simon & Larson, William & Papageorgiou, Chris & Subramanian, Arvind, 2013. "Is newer better? Penn World Table Revisions and their impact on growth estimates," Journal of Monetary Economics, Elsevier, vol. 60(2), pages 255-274.
  4. Corey Garriott & Anna Pomeranets & Joshua Slive & Thomas Thorn, 2013. "Fragmentation in Canadian Equity Markets," Bank of Canada Review, Bank of Canada, vol. 2013(Autumn), pages 20-29.
  5. Ferson, Wayne & Nallareddy, Suresh & Xie, Biqin, 2013. "The “out-of-sample” performance of long run risk models," Journal of Financial Economics, Elsevier, vol. 107(3), pages 537-556.

2012

  1. Pradelski, Bary S.R. & Young, H. Peyton, 2012. "Learning efficient Nash equilibria in distributed systems," Games and Economic Behavior, Elsevier, vol. 75(2), pages 882-897.
  2. Dean P. Foster & H. Peyton Young, 2012. "A strategy-proof test of portfolio returns," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 671-683, March.
  3. Albanese, Claudio & Lo, Harry & Tompaidis, Stathis, 2012. "A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices," European Journal of Operational Research, Elsevier, vol. 222(2), pages 361-368.
  4. Larson, William & Liu, Feng & Yezer, Anthony, 2012. "Energy footprint of the city: Effects of urban land use and transportation policies," Journal of Urban Economics, Elsevier, vol. 72(2), pages 147-159.

2011

  1. Young, H. Peyton, 2011. "Commentary: John Nash and evolutionary game theory," Games and Economic Behavior, Elsevier, vol. 71(1), pages 12-13, January.

2009

  1. H. Peyton Young, 2009. "Innovation Diffusion in Heterogeneous Populations: Contagion, Social Influence, and Social Learning," American Economic Review, American Economic Association, vol. 99(5), pages 1899-1924, December.
  2. Young, H. Peyton, 2009. "Learning by trial and error," Games and Economic Behavior, Elsevier, vol. 65(2), pages 626-643, March.
  3. Roberds, William & Schreft, Stacey L., 2009. "Data breaches and identity theft," Journal of Monetary Economics, Elsevier, vol. 56(7), pages 918-929, October.
  4. William Roberds & Stacey L. Schreft, 2009. "Data security, privacy, and identity theft: The economics behind the policy debates," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 33(Q I), pages 22-30.
  5. Ehud I. Ronn & Akin Sayrak & Stathis Tompaidis, 2009. "The Impact of Large Changes in Asset Prices on Intra‐Market Correlations in the Domestic and International Markets," The Financial Review, Eastern Finance Association, vol. 44(3), pages 405-436, August.

2008

  1. Foster Dean P. & Young H. Peyton, 2008. "Hedge Fund Wizards," The Economists' Voice, De Gruyter, vol. 5(2), pages 1-3, February.
  2. Peyton Young, H., 2008. "Michael Maschler, game theory, and the Talmud," Games and Economic Behavior, Elsevier, vol. 64(2), pages 382-382, November.
  3. Stacey Schreft & Bruce Smith, 2008. "The social value of risk-free government debt," Annals of Finance, Springer, vol. 4(2), pages 131-155, March.
  4. Albanese, Claudio & Tompaidis, Stathis, 2008. "Small transaction cost asymptotics and dynamic hedging," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1404-1414, March.
  5. Ron Kaniel & Stathis Tompaidis & Alexander Zemlianov, 2008. "Efficient Computation of Hedging Parameters for Discretely Exercisable Options," Operations Research, INFORMS, vol. 56(4), pages 811-826, August.

2007

  1. Young, H. Peyton, 2007. "Ken Binmore, Playing for Real: A Text on Game Theory, Oxford University Press (2007) ISBN 978-0-19-530057-4 639 pp," Games and Economic Behavior, Elsevier, vol. 59(2), pages 411-412, May.
  2. Stacey L. Schreft, 2007. "Risks of identity theft: Can the market protect the payment system?," Economic Review, Federal Reserve Bank of Kansas City, vol. 92(Q IV), pages 5-40.
  3. Mark Carey & Greg Nini, 2007. "Is the Corporate Loan Market Globally Integrated? A Pricing Puzzle," Journal of Finance, American Finance Association, vol. 62(6), pages 2969-3007, December.

2006

  1. , P. & , Peyton, 2006. "Regret testing: learning to play Nash equilibrium without knowing you have an opponent," Theoretical Economics, Econometric Society, vol. 1(3), pages 341-367, September.
  2. Martin, Antoine & Schreft, Stacey L., 2006. "Currency competition: A partial vindication of Hayek," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 2085-2111, November.
  3. Stacey L. Schreft, 2006. "The new economic geography: an introduction to the Bank's 2006 Economic Symposium," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 1-1.
  4. Gallmeyer, Michael F. & Kaniel, Ron & Tompaidis, Stathis, 2006. "Tax management strategies with multiple risky assets," Journal of Financial Economics, Elsevier, vol. 80(2), pages 243-291, May.
  5. Ross Baldick & Sergey Kolos & Stathis Tompaidis, 2006. "Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption," Operations Research, INFORMS, vol. 54(4), pages 627-642, August.
  6. Stathis Tompaidis, 2006. "Book review," Quantitative Finance, Taylor & Francis Journals, vol. 6(4), pages 279-280.

2005

  1. Stacey L. Schreft, 2005. "How and why do consumers choose their payment methods?," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
  2. Ashley Hodgson & Stacey L. Schreft & Aarti Singh, 2005. "Jobless recoveries and the wait-and-see hypothesis," Economic Review, Federal Reserve Bank of Kansas City, vol. 90(Q IV), pages 81-99.

2004

  1. Patrick Jaillet & Ehud I. Ronn & Stathis Tompaidis, 2004. "Valuation of Commodity-Based Swing Options," Management Science, INFORMS, vol. 50(7), pages 909-921, July.

2003

  1. Foster, Dean P. & Young, H. Peyton, 2003. "Learning, hypothesis testing, and Nash equilibrium," Games and Economic Behavior, Elsevier, vol. 45(1), pages 73-96, October.
  2. Binmore, Ken & Samuelson, Larry & Young, Peyton, 2003. "Equilibrium selection in bargaining models," Games and Economic Behavior, Elsevier, vol. 45(2), pages 296-328, November.
  3. Stacey L. Schreft & Aarti Singh, 2003. "A closer look at jobless recoveries," Economic Review, Federal Reserve Bank of Kansas City, vol. 88(Q II), pages 45-73.

2002

  1. Young, H. Peyton, 2002. "On the limits to rational learning," European Economic Review, Elsevier, vol. 46(4-5), pages 791-799, May.
  2. Stacey L. Schreft & Bruce Smith, 2002. "The conduct of monetary policy with a shrinking stock of government debt," Proceedings, Federal Reserve Bank of Cleveland, pages 848-886.
  3. Stacey L. Schreft, 2002. "Clicking with dollars : how consumers can pay for purchases from E-tailers," Economic Review, Federal Reserve Bank of Kansas City, vol. 87(Q I), pages 37-64.
  4. Mihaela Manoliu & Stathis Tompaidis, 2002. "Energy futures prices: term structure models with Kalman filter estimation," Applied Mathematical Finance, Taylor & Francis Journals, vol. 9(1), pages 21-43.
  5. Carey, Mark, 2002. "A guide to choosing absolute bank capital requirements," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 929-951, May.

2001

  1. H. Peyton Young & Mary A. Burke, 2001. "Competition and Custom in Economic Contracts: A Case Study of Illinois Agriculture," American Economic Review, American Economic Association, vol. 91(3), pages 559-573, June.
  2. Schreft, Stacey L., 2001. "Private money, settlement, and discount A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 54(1), pages 109-115, June.
  3. Lagunoff, Roger & Schreft, Stacey L., 2001. "A Model of Financial Fragility," Journal of Economic Theory, Elsevier, vol. 99(1-2), pages 220-264, July.
  4. Chris Kenyon & Stathis Tompaidis, 2001. "Real Options in Leasing: The Effect of Idle Time," Operations Research, INFORMS, vol. 49(5), pages 675-689, October.
  5. Carey, Mark & Hrycay, Mark, 2001. "Parameterizing credit risk models with rating data," Journal of Banking & Finance, Elsevier, vol. 25(1), pages 197-270, January.

2000

  1. Kaniovski, Yuri M. & Kryazhimskii, Arkadii V. & Young, H. Peyton, 2000. "Adaptive Dynamics in Games Played by Heterogeneous Populations," Games and Economic Behavior, Elsevier, vol. 31(1), pages 50-96, April.
  2. Schreft, Stacey L. & Smith, Bruce D., 2000. "The evolution of cash transactions: Some implications for monetary policy," Journal of Monetary Economics, Elsevier, vol. 46(1), pages 97-120, August.
  3. Treacy, William F. & Carey, Mark, 2000. "Credit risk rating systems at large US banks," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 167-201, January.

1999

  1. Roger Lagunoff & Stacey L. Schreft, 1999. "Financial fragility with rational and irrational exuberance," Proceedings, Federal Reserve Bank of Cleveland, pages 531-567.
  2. Kathryn L. Combs & Stacey L. Schreft, 1999. "Do consumers really want credit card reform?," Economic Review, Federal Reserve Bank of Kansas City, vol. 84(Q III), pages 31-45.

1998

  1. Peyton Young, H., 1998. "Individual learning and social rationality1," European Economic Review, Elsevier, vol. 42(3-5), pages 651-663, May.
  2. Peyton Young, H., 1998. "Social norms and economic welfare1," European Economic Review, Elsevier, vol. 42(3-5), pages 821-830, May.
  3. Foster, Dean P. & Young, H. Peyton, 1998. "On the Nonconvergence of Fictitious Play in Coordination Games," Games and Economic Behavior, Elsevier, vol. 25(1), pages 79-96, October.
  4. Peyton Young, H., 1998. "Cost allocation, demand revelation, and core implementation," Mathematical Social Sciences, Elsevier, vol. 36(3), pages 213-228, December.
  5. Stacey L. Schreft & Bruce D. Smith, 1998. "The Effects of Open Market Operations in a Model of Intermediation and Growth," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(3), pages 519-550.
  6. Mark S. Carey & William F. Treacy, 1998. "Credit risk rating at large U.S. banks," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), vol. 84(Nov), pages 897-921, September.

1997

  1. Schreft, Stacey L. & Smith, Bruce D., 1997. "Money, Banking, and Capital Formation," Journal of Economic Theory, Elsevier, vol. 73(1), pages 157-182, March.
  2. Stacey L. Schreft, 1997. "Looking forward : the role for government in regulating electronic cash," Economic Review, Federal Reserve Bank of Kansas City, vol. 82(Q IV), pages 59-84.

1996

  1. H. Peyton Young, 1996. "The Economics of Convention," Journal of Economic Perspectives, American Economic Association, vol. 10(2), pages 105-122, Spring.
  2. Lacker, Jeffrey M. & Schreft, Stacey L., 1996. "Money and credit as means of payment," Journal of Monetary Economics, Elsevier, vol. 38(1), pages 3-23, August.

1995

  1. Peyton Young, 1995. "Optimal Voting Rules," Journal of Economic Perspectives, American Economic Association, vol. 9(1), pages 51-64, Winter.
  2. Sigmund Karl & Young H. Peyton, 1995. "Introduction," Games and Economic Behavior, Elsevier, vol. 11(2), pages 103-110, November.
  3. Kaniovski Yuri M. & Young H. Peyton, 1995. "Learning Dynamics in Games with Stochastic Perturbations," Games and Economic Behavior, Elsevier, vol. 11(2), pages 330-363, November.
  4. Raymond E. Owens & Stacey L. Schreft, 1995. "Identifying Credit Crunches," Contemporary Economic Policy, Western Economic Association International, vol. 13(2), pages 63-76, April.
  5. John, A. & Pecchenino, R. & Schimmelpfennig, D. & Schreft, S., 1995. "Short-lived agents and the long-lived environment," Journal of Public Economics, Elsevier, vol. 58(1), pages 127-141, September.
  6. Carey, Mark, 1995. "Partial market value accounting, bank capital volatility, and bank risk," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 607-622, June.

1994

  1. Stacey L. Schreft, 1994. "Small business: The big picture of small business owners," Cross Sections, Federal Reserve Bank of Richmond, vol. 11(Win), pages 1-26.
  2. Mark S. Carey & Stephen D. Prowse & John Rea & Gregory F. Udell, 1994. "The economics of the private placement market(summary of staff study 166)," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jan, pages 5-6.

1993

  1. Young, H Peyton, 1993. "The Evolution of Conventions," Econometrica, Econometric Society, vol. 61(1), pages 57-84, January.
  2. Young H. P., 1993. "An Evolutionary Model of Bargaining," Journal of Economic Theory, Elsevier, vol. 59(1), pages 145-168, February.
  3. John, A Andrew & Pecchenino, Rowena A & Schreft, Stacey L, 1993. "The Macroeconomics of Dr. Strangelove," American Economic Review, American Economic Association, vol. 83(1), pages 43-62, March.
  4. Milton P. Reid & Stacey L. Schreft, 1993. "Credit aggregates from the flow of funds accounts," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 49-64.
  5. Mark S. Carey & Stephen D. Prowse & John Rea, 1993. "Recent developments in the market for privately placed debt," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Feb, pages 77-92.

1992

  1. Schreft, Stacey L., 1992. "Welfare-improving credit controls," Journal of Monetary Economics, Elsevier, vol. 30(1), pages 57-72, October.
  2. Stacey L. Schreft & Anne P. Villamil, 1992. "Credit rationing by loan size in commercial loan markets," Economic Review, Federal Reserve Bank of Richmond, vol. 78(May), pages 3-8.
  3. Schreft, S L, 1992. "Transaction Costs and the Use of Cash and Credit," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(2), pages 283-296, April.

1991

  1. Peyton Young, H. & Foster, Dean, 1991. "Cooperation in the long-run," Games and Economic Behavior, Elsevier, vol. 3(1), pages 145-156, February.
  2. Raymond E. Owens & Stacey L. Schreft, 1991. "Survey evidence of tighter credit conditions: what does it mean?," Economic Review, Federal Reserve Bank of Richmond, vol. 77(Mar), pages 29-34.

1990

  1. Young, H Peyton, 1990. "Progressive Taxation and Equal Sacrifice," American Economic Review, American Economic Association, vol. 80(1), pages 253-266, March.
  2. Stacey L. Schreft, 1990. "Credit controls: 1980," Economic Review, Federal Reserve Bank of Richmond, vol. 76(Nov), pages 25-55.

1988

  1. Young, H. P., 1988. "Distributive justice in taxation," Journal of Economic Theory, Elsevier, vol. 44(2), pages 321-335, April.

1987

  1. Young, H. P., 1987. "Progressive taxation and the equal sacrifice principle," Journal of Public Economics, Elsevier, vol. 32(2), pages 203-214, March.

1985

  1. Young, H Peyton, 1985. "Producer Incentives in Cost Allocation," Econometrica, Econometric Society, vol. 53(4), pages 757-765, July.

1982

  1. M. L. BALINSKI & H. P. Young, 1982. "Fair Representation in the European Parliament," Journal of Common Market Studies, Wiley Blackwell, vol. 20(4), pages 361-373, June.

1977

  1. Young, H. P., 1977. "Extending Condorcet's rule," Journal of Economic Theory, Elsevier, vol. 16(2), pages 335-353, December.

1974

  1. Young, H Peyton, 1974. "A Note on Preference Aggregation," Econometrica, Econometric Society, vol. 42(6), pages 1129-1131, November.
  2. Young, H. P., 1974. "An axiomatization of Borda's rule," Journal of Economic Theory, Elsevier, vol. 9(1), pages 43-52, September.
  3. Balinski, M. L. & Young, H. P., 1974. "Interpreting von neumann model prices as marginal values," Journal of Economic Theory, Elsevier, vol. 9(4), pages 449-463, December.

Undated

  1. Stathis Tompaidis, . "Measuring system-wide resilience of central counterparties," Journal of Financial Market Infrastructures, Journal of Financial Market Infrastructures.
  2. Viktoria Baklanova & Ocean Dalton & Stathis Tompaidis, . "Benefits and risks of central clearing in the repurchase agreement market," Journal of Financial Market Infrastructures, Journal of Financial Market Infrastructures.

Books

2012

  1. Mark Carey & Anil Kashyap & Raghuram Rajan & René Stulz, 2012. "Market Institutions and Financial Market Risk," NBER Books, National Bureau of Economic Research, Inc, number care10-1, June.

2007

  1. Mark Carey & René M. Stulz, 2007. "The Risks of Financial Institutions," NBER Books, National Bureau of Economic Research, Inc, number care06-1, June.
  2. Carey, Mark & Stulz, René M. (ed.), 2007. "The Risks of Financial Institutions," National Bureau of Economic Research Books, University of Chicago Press, number 9780226092850, March.

2004

  1. Young, H. Peyton, 2004. "Strategic Learning and its Limits," OUP Catalogue, Oxford University Press, number 9780199269181, Decembrie.
  2. Steven N. Durlauf & H. Peyton Young (ed.), 2004. "Social Dynamics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262541769, December.

Chapters

2017

  1. Mark Carey, 2017. "Capital Regulation: How Much Capital is Needed?," World Scientific Book Chapters, in: Douglas D Evanoff & George G Kaufman & Agnese Leonello & Simone Manganelli (ed.), Achieving Financial Stability Challenges to Prudential Regulation, chapter 8, pages 93-102, World Scientific Publishing Co. Pte. Ltd..

2010

  1. Mark Carey & Anil K Kashyap & Raghuram Rajan & René M. Stulz, 2010. "Market Institutions, Financial Market Risks, and the Financial Crisis," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.

2009

  1. Mark Carey, 2009. "Implications of the Crisis for Regulation," World Scientific Book Chapters, in: Douglas D Evanoff & Philipp Hartmann & George G Kaufman (ed.), The First Credit Market Turmoil Of The 21st Century Implications for Public Policy, chapter 19, pages 311-324, World Scientific Publishing Co. Pte. Ltd..

2007

  1. Mark Carey & Rene M. Stulz, 2007. "Introduction to "The Risks of Financial Institutions"," NBER Chapters, in: The Risks of Financial Institutions, pages 1-25, National Bureau of Economic Research, Inc.

2006

  1. Young, H. Peyton, 2006. "Social Dynamics: TheorY AND Applications," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 22, pages 1081-1108, Elsevier.

2001

  1. Mark Carey, 2001. "Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements," NBER Chapters, in: Prudential Supervision: What Works and What Doesn't, pages 197-232, National Bureau of Economic Research, Inc.

1994

  1. Young, H.P., 1994. "Cost allocation," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 2, chapter 34, pages 1193-1235, Elsevier.

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