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J. Benson Durham

Personal Details

First Name:J. Benson
Middle Name:
Last Name:Durham
Suffix:
RePEc Short-ID:pdu27
http://www.federalreserve.gov/research/staff/durhamjbensonx.htm
Division of Monetary Affairs Board of Governors of the Federal Reserve System (Monetary and Financial Markey Analysis Section) 20th and C Streets, Washington, DC 20551
202 452 2896

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
http://www.federalreserve.gov/

:

20th Street and Constitution Avenue, NW, Washington, DC 20551
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Durham, J. Benson, 2015. "Betting against beta (and gamma) using government bonds," Staff Reports 708, Federal Reserve Bank of New York.
  2. Durham, J. Benson, 2014. "Arbitrage-free affine models of the forward price of foreign currency," Staff Reports 665, Federal Reserve Bank of New York.
  3. Durham, J. Benson, 2013. "Momentum and the term structure of interest rates," Staff Reports 657, Federal Reserve Bank of New York.
  4. Durham, J. Benson, 2013. "Arbitrage-free models of stocks and bonds," Staff Reports 656, Federal Reserve Bank of New York.
  5. Durham, J. Benson, 2013. "More on U.S. Treasury term premiums: spot and expected measures," Staff Reports 658, Federal Reserve Bank of New York, revised 01 May 2014.
  6. J. Benson Durham, 2007. "Implied interest rate skew, term premiums, and the "conundrum"," Finance and Economics Discussion Series 2007-55, Board of Governors of the Federal Reserve System (U.S.).
  7. J. Benson Durham, 2006. "An estimate of the inflation risk premium using a three-factor affine term structure model," Finance and Economics Discussion Series 2006-42, Board of Governors of the Federal Reserve System (U.S.).
  8. J. Benson Durham, 2006. "What do financial asset prices say about the housing market?," Finance and Economics Discussion Series 2006-32, Board of Governors of the Federal Reserve System (U.S.).
  9. J. Benson Durham, 2005. "Jump-diffusion processes and affine term structure models: additional closed-form approximate solutions, distributional assumptions for jumps, and parameter estimates," Finance and Economics Discussion Series 2005-53, Board of Governors of the Federal Reserve System (U.S.).
  10. J. Benson Durham, 2003. "Estimates of the term premium on near-dated federal funds futures contracts," Finance and Economics Discussion Series 2003-19, Board of Governors of the Federal Reserve System (U.S.).
  11. J. Benson Durham, 2003. "Foreign portfolio investment, foreign bank lending, and economic growth," International Finance Discussion Papers 757, Board of Governors of the Federal Reserve System (U.S.).
  12. J. Benson Durham, 2003. "Does monetary policy affect stock prices and Treasury yields? An error correction and simultaneous equation approach," Finance and Economics Discussion Series 2003-10, Board of Governors of the Federal Reserve System (U.S.).
  13. J. Benson Durham, 2002. "The extreme bounds of the cross-section of expected stock returns," Finance and Economics Discussion Series 2002-34, Board of Governors of the Federal Reserve System (U.S.).
  14. J. Benson Durham, 2001. "Sacrifice ratios and monetary policy credibility: do smaller budget deficits, inflation-indexed debt, and inflation targets lower disinflation costs?," Finance and Economics Discussion Series 2001-47, Board of Governors of the Federal Reserve System (U.S.).
  15. J. Benson Durham, 2001. "The effect of monetary policy on monthly and quarterly stock market returns: cross-country evidence and sensitivity analyses," Finance and Economics Discussion Series 2001-42, Board of Governors of the Federal Reserve System (U.S.).
  16. J Benson Durham, "undated". "Econometrics of the Effects of Stock Market Development on Growth and Private Investment in Lower Income Countries," QEH Working Papers qehwps53, Queen Elizabeth House, University of Oxford.
  17. J Benson Durham, "undated". "A Survey of the Econometric Literature on the Real Effects of International Capital Flows in Lower Income Countries," QEH Working Papers qehwps50, Queen Elizabeth House, University of Oxford.
  18. J Benson Durham, "undated". "Econometrics of the Real Effects of Cross-Border Capital Flows in Emerging Markets," QEH Working Papers qehwps52, Queen Elizabeth House, University of Oxford.
  19. J Benson Durham, "undated". "Emerging Stock Market Liberalisation, Total Returns, and Real Effects: Some Sensitivity Analyses," QEH Working Papers qehwps51, Queen Elizabeth House, University of Oxford.
  20. J Benson Durham, "undated". "Time-Series Econometrics of the Real and Financial Effects of Capital Flows: Selected Cases in Africa and Southern Asia," QEH Working Papers qehwps56, Queen Elizabeth House, University of Oxford.

Articles

  1. Durham, J. Benson, 2004. "Economic Growth and Institutions: Some Sensitivity Analyses, 1961 2000," International Organization, Cambridge University Press, vol. 58(03), pages 485-529, July.
  2. Durham, J.B.J. Benson, 2004. "Absorptive capacity and the effects of foreign direct investment and equity foreign portfolio investment on economic growth," European Economic Review, Elsevier, vol. 48(2), pages 285-306, April.
  3. Durham, Benson, 2003. "Do smaller budget deficits and inflation targets lower disinflation costs?," Journal of Financial Transformation, Capco Institute, vol. 7, pages 25-29.
  4. Benson Durham, J., 2002. "The effects of stock market development on growth and private investment in lower-income countries," Emerging Markets Review, Elsevier, vol. 3(3), pages 211-232, September.
  5. Durham, J. Benson, 2001. "Sensitivity analyses of anomalies in developed stock markets," Journal of Banking & Finance, Elsevier, vol. 25(8), pages 1503-1541, August.
  6. J Benson Durham, 1999. "Econometrics of Income Distribution: Toward More Comprehensive Specification of Institutional Correlates," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 41(1), pages 43-74, April.
  7. Durham, J Benson, 1999. "Economic Growth and Political Regimes," Journal of Economic Growth, Springer, vol. 4(1), pages 81-111, March.

More information

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Statistics

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Featured entries

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  1. Bangladesh related Economists
  2. Economic Growth and Change of African Countries

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (7) 2000-10-23 2000-10-23 2002-02-15 2002-10-18 2003-05-08 2014-02-08 2014-02-08. Author is listed
  2. NEP-CBA: Central Banking (4) 2002-02-15 2002-02-15 2006-12-16 2014-02-08
  3. NEP-FIN: Finance (4) 2000-10-23 2002-10-18 2003-05-08 2003-05-08
  4. NEP-MAC: Macroeconomics (4) 2003-05-08 2006-12-16 2007-11-10 2014-02-08
  5. NEP-DEV: Development (2) 2000-10-23 2003-05-08
  6. NEP-MON: Monetary Economics (2) 2002-02-15 2006-12-16
  7. NEP-PKE: Post Keynesian Economics (2) 2002-02-15 2002-02-15
  8. NEP-IFN: International Finance (1) 2003-05-08
  9. NEP-MFD: Microfinance (1) 2003-05-08
  10. NEP-RMG: Risk Management (1) 2002-10-18
  11. NEP-URE: Urban & Real Estate Economics (1) 2006-11-25

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