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Michael Lloyd Tindall

Personal Details

First Name:Michael
Middle Name:Lloyd
Last Name:Tindall
Suffix:
RePEc Short-ID:pti217
[This author has chosen not to make the email address public]

Affiliation

Financial Industry Studies Department
Federal Reserve Bank of Dallas

Dallas, Texas (United States)
http://dallasfed.org/banking/fis/index.cfm




RePEc:edi:ffrbdus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jiaqi Chen & Michael Tindall & Wenbo Wu, 2016. "Hedge Fund Return Prediction and Fund Selection: A Machine-Learning Approach," Occasional Papers 16-4, Federal Reserve Bank of Dallas.
  2. Jiaqi Chen & Michael Tindall, 2016. "Dynamic Methods for Analyzing Hedge-Fund Performance: A Note Using Texas Energy-Related Funds," Occasional Papers 16-2, Federal Reserve Bank of Dallas.
  3. Jiaqi Chen & Michael Tindall, 2016. "The Chen-Tindall system and the lasso operator: improving automatic model performance," Occasional Papers 16-1, Federal Reserve Bank of Dallas.
  4. Jiaqi Chen & Michael Tindall, 2014. "Constructing Zero-Beta VIX Portfolios with Dynamic CAPM," Occasional Papers 14-1, Federal Reserve Bank of Dallas.
  5. Jiaqi Chen & Michael Tindall, 2013. "The structure of a machine-built forecasting system," Occasional Papers 13-1, Federal Reserve Bank of Dallas.
  6. Jiaqi Chen & Michael Tindall, 2013. "Understanding hedge fund alpha using improved replication methodologies," Occasional Papers 13-2, Federal Reserve Bank of Dallas.
  7. Jiaqi Chen & Michael Tindall, 2012. "Hedge fund dynamic market sensitivity," Occasional Papers 12-1, Federal Reserve Bank of Dallas.
  8. Jiaqi Chen & Michael Tindall, 2012. "Risk measurement illiquidity distortions," Occasional Papers 12-2, Federal Reserve Bank of Dallas.
  9. Michael L. Tindall, 1993. "Borrowed Reserves and Deposit Variation: The Effectiveness of Federal Reserve Operating Methods," Working Papers 93-28, New York University, Leonard N. Stern School of Business, Department of Economics.

Articles

  1. Jiaqi Chen & Michael Tindall, 2013. "Volatility-selling strategies carry potential systemic cost," Economic Letter, Federal Reserve Bank of Dallas, vol. 8.
  2. Michael Tindall & Roger Spencer, 2000. "Central bank reserve management: Aggregate targets and interest payments on reserves," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 6(2), pages 178-191, May.
  3. Michael Tindall & Roger Spencer, 1997. "Borrowed reserves and deposit variation: The risks to monetary policy," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(3), pages 297-306, September.
  4. Michael R. Darby & James R. Lothian & Michael Tindall, 1990. "Buffer stock models of the demand for money and the conduct of monetary policy," Proceedings, Federal Reserve Bank of Cleveland, pages 325-348.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Jiaqi Chen & Michael Tindall & Wenbo Wu, 2016. "Hedge Fund Return Prediction and Fund Selection: A Machine-Learning Approach," Occasional Papers 16-4, Federal Reserve Bank of Dallas.

    Cited by:

    1. Ahmet Murat Ozbayoglu & Mehmet Ugur Gudelek & Omer Berat Sezer, 2020. "Deep Learning for Financial Applications : A Survey," Papers 2002.05786, arXiv.org.
    2. Omer Berat Sezer & Mehmet Ugur Gudelek & Ahmet Murat Ozbayoglu, 2019. "Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019," Papers 1911.13288, arXiv.org.

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

    Cited by:

    1. Jiaqi Chen & Michael Tindall, 2013. "Understanding hedge fund alpha using improved replication methodologies," Occasional Papers 13-2, Federal Reserve Bank of Dallas.
    2. François-Éric Racicot & Raymond Théoret, 2016. "The q-factor model and the redundancy of the value factor: An application to hedge funds," Journal of Asset Management, Palgrave Macmillan, vol. 17(7), pages 526-539, December.

Articles

  1. Michael Tindall & Roger Spencer, 1997. "Borrowed reserves and deposit variation: The risks to monetary policy," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(3), pages 297-306, September.

    Cited by:

    1. Michael Tindall & Roger Spencer, 2000. "Central bank reserve management: Aggregate targets and interest payments on reserves," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 6(2), pages 178-191, May.
    2. Dutkowsky, Donald H. & McCoskey, Suzanne K., 2001. "Near integration, bank reluctance, and discount window borrowing," Journal of Banking & Finance, Elsevier, vol. 25(6), pages 1013-1036, June.

  2. Michael R. Darby & James R. Lothian & Michael Tindall, 1990. "Buffer stock models of the demand for money and the conduct of monetary policy," Proceedings, Federal Reserve Bank of Cleveland, pages 325-348.

    Cited by:

    1. Kumar, Saten & Webber, Don J. & Fargher, Scott, 2010. "Money demand stability: A case study of Nigeria," MPRA Paper 26074, University Library of Munich, Germany.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 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-CMP: Computational Economics (3) 2013-05-19 2014-01-10 2018-02-05
  2. NEP-ECM: Econometrics (2) 2013-05-19 2014-01-10
  3. NEP-FOR: Forecasting (2) 2013-05-19 2014-01-10
  4. NEP-RMG: Risk Management (2) 2012-10-20 2018-02-05
  5. NEP-BIG: Big Data (1) 2018-02-05
  6. NEP-ENE: Energy Economics (1) 2018-02-05
  7. NEP-FMK: Financial Markets (1) 2014-01-10

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