Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
/ / / G11: Portfolio Choice; Investment Decisions
/ / / G12: Asset Pricing; Trading Volume; Bond Interest Rates
/ / / G13: Contingent Pricing; Futures Pricing
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
/ / / G15: International Financial Markets
/ / / G17: Financial Forecasting and Simulation
/ / / G18: Government Policy and Regulation
/ / / G19: Other

1988

• Rafael Cosgaya & Ildefonso Grande, 1988, "La bolsa de Bilbao: evolución y perspectivas de futuro," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 13, issue 04, pages 286-301.
• Bruce D. Meyer, 1988, "Implications of the Illinois Reemployment Bonus Experiments For Theories of Unemployment and Policy Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 2783, Dec.
• Bruce D. Meyer, 1988, "Implications of the Illinois Reemployment Bonus Experiments for Theories of Unemployment and Policy Design," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 622, Nov.

1986

• Gilroy, Bernard Michael & Broll, Udo, 1986, "Collateral in Banking Policy and Adverse Selection," MPRA Paper, University Library of Munich, Germany, number 18709.
• Broll, Udo & Gilroy, Michael B, 1986, "Collateral in Banking Policy and Adverse Selection," The Manchester School of Economic & Social Studies, University of Manchester, volume 54, issue 4, pages 357-366, December.

1985

• Lee, Cwj, 1985, "Stochastic Properties Of Cross-Sectional Financial Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 23, issue 1, pages 213-227, DOI: http://hdl.handle.net/10.2307/24909.

1982

• Emery, Gw & Cogger, Ko, 1982, "The Measurement Of Liquidity," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue 2, pages 290-303, DOI: http://hdl.handle.net/10.2307/24907.
• Lev, B & Ohlson, Ja, 1982, "Market-Based Empirical-Research In Accounting - A Review, Interpretation, And Extension," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue , pages 249-322, DOI: http://hdl.handle.net/10.2307/26746.
• Beaver, Wh, 1982, "Market-Based Empirical-Research In Accounting - A Review, Interpretation, And Extension - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue , pages 323-331, DOI: http://hdl.handle.net/10.2307/26746.

1981

• Noreen, E & Wolfson, M, 1981, "Equilibrium Warrant Pricing-Models And Accounting For Executive Stock-Options," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 19, issue 2, pages 384-398, DOI: http://hdl.handle.net/10.2307/24908.
• Dale, Charles, 1981, "Brownian motion in the treasury bill futures market," MPRA Paper, University Library of Munich, Germany, number 46530, May.

1970

• Wing-Keung Wong & Jun Du & Terence Tai-Leung Chong, 2005, "Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan," Finance Working Papers, East Asian Bureau of Economic Research, number 22587, Jan.

1914

• Elyès Jouini & Hedi Kallal, 2001, "Efficient Trading Strategies in the Presence of Market Frictions," Post-Print, HAL, number halshs-00167150.

1900

1899

• Martine Quinzii & Michael Magill, 1899, "Normative Properties Of Stock Market Equilibrium With Moral Hazard," Working Papers, University of California, Davis, Department of Economics, number 79, Dec.

0

• Muhammad Asif Khan & Adler Haymans Manurung, 2024, "Driving Sustainable Business Models in Indonesian Emerging Markets: An Empirical Analysis," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 6, issue 1, pages 53-63, May.
• Revoredo-Giha, Cesar & Zuppiroli, Marco, 2013, "Commodity futures markets: are they an effective price risk management tool for the European wheat supply chain?," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), volume 2, issue 3, pages 1-19, December, DOI: 10.22004/ag.econ.162073.
• Mohamed El Hedi Arouri & Julien Fouquau, 2009, "On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses," Papers, arXiv.org, number 0905.3870, May.
• Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri, 2009, "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Papers, arXiv.org, number 0905.3874, May.
• Ivan O. Kitov, 2010, "Modeling share prices of banks and bankrupts," Papers, arXiv.org, number 1003.2692, Mar.
• Ivan O. Kitov & Oleg I. Kitov, 2010, "S&P 500 returns revisited," Papers, arXiv.org, number 1004.0213, Mar.
• John Cotter & Kevin Dowd, 2011, "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," Papers, arXiv.org, number 1103.5408, Mar.
• john cotter & kevin dowd, 2011, "Intra-Day Seasonality in Foreign Exchange Market Transactions," Papers, arXiv.org, number 1103.5664, Mar.
• John Cotter, 2011, "Absolute Return Volatility," Papers, arXiv.org, number 1103.5976, Mar.
• Geoff Willis, 2011, "Pricing, liquidity and the control of dynamic systems in finance and economics," Papers, arXiv.org, number 1105.5503, May.
• Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2011, "Measuring market liquidity: An introductory survey," Papers, arXiv.org, number 1112.6169, Dec.
• Jan Baldeaux & Alexander Badran, 2012, "Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model," Papers, arXiv.org, number 1203.5903, Mar, revised Aug 2012.
• Ivan Kitov, 2012, "ConocoPhillips' share price model revisited," Papers, arXiv.org, number 1204.5171, Apr.
• Ivan Kitov, 2012, "Cross comparison and modelling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources," Papers, arXiv.org, number 1212.1661, Dec.
• Jing Li & Mingxin Xu, 2013, "Optimal Dynamic Portfolio with Mean-CVaR Criterion," Papers, arXiv.org, number 1308.2324, Aug.
• Pierre Cizeau & Marc Potters & Jean-Philippe Bouchaud, 2000, "Correlation structure of extreme stock returns," Papers, arXiv.org, number cond-mat/0006034, Jun, revised Jan 2001.
• Fabrizio Lillo & Rosario N. Mantegna & Jean-Philippe Bouchaud & Marc Potters, 2001, "Introducing Variety in Risk Management," Papers, arXiv.org, number cond-mat/0107208, Jul.
• T. Di Matteo & T. Aste & M. M. Dacorogna, 2003, "Using the Scaling Analysis to Characterize Financial Markets," Papers, arXiv.org, number cond-mat/0302434, Feb.
• Fabrizio Lillo & J. Doyne Farmer, 2003, "The long memory of the efficient market," Papers, arXiv.org, number cond-mat/0311053, Nov, revised Jul 2004.
• T. Di Matteo & T. Aste & M. M. Dacorogna, 2004, "Long term memories of developed and emerging markets: using the scaling analysis to characterize their stage of development," Papers, arXiv.org, number cond-mat/0403681, Mar.
• Rama Cont & Marc Potters & Jean-Philippe Bouchaud, 1997, "Scaling in stock market data: stable laws and beyond," Papers, arXiv.org, number cond-mat/9705087, May.
• Laurent Laloux & Marc Potters & Rama Cont & Jean-Pierre Aguilar & Jean-Philippe Bouchaud, 1998, "Are Financial Crashes Predictable?," Papers, arXiv.org, number cond-mat/9804111, Apr.
• Takatoshi Ito & Michael Melvin, , "The Political Economy of Japan's Big Bang," Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University, number 2132866.
• Alejandro Reveiz & Carlos Eduardo León Rincón, 2008, "Índice representativo del mercado de deuda pública interna: IDXTES," Borradores de Economia, Banco de la Republica de Colombia, number 488, Feb, DOI: 10.32468/be.488.
• Alejandro Reveiz Herault, 2008, "Artificial Markets under a Complexity Perspective," Borradores de Economia, Banco de la Republica de Colombia, number 510, Apr, DOI: 10.32468/be.510.
• Freddy Hernán Cepeda López, 2008, "La topología de redes como herramienta de seguimiento en el Sistema de Pagos de Alto Valor en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 513, May, DOI: 10.32468/be.513.
• Gloria Alonso & Juan Nicolás Hernandez & José David Pulido & Martha Lucía Villa, 2008, "Medidas alternativas de tasa de cambio real para Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 514, May, DOI: 10.32468/be.514.
• Javier Gutiérrez Rueda & Diego M. Vásquez E., 2008, "Un Análisis de Cointegración para el Riesgo de Crédito," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 035, Sep, DOI: 10.32468/tef.35.
• Agustín Saade Ospina, 2008, "Aproximación cuantitativa a la centralidad de los bancos en el mercado interbancario: enfoque de juegos cooperativos," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 037, Sep, DOI: 10.32468/tef.37.
• Agustín Saade Ospina, 2010, "Estructura de red del Mercado Electrónico Colombiano (MEC) e identificación de agentes sistémicos según criterios de centralidad," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 054, Sep, DOI: 10.32468/tef.54.
• Tom Doan, 2025, "RATS programs to replicate Diebold and Yilmaz EJ 2009 spillover calculations," Statistical Software Components, Boston College Department of Economics, number RTZ00044, revised .
• Tom Doan, 2025, "RATS programs to replicate Diebold,Rudebusch,Aruoba 2006 factor model," Statistical Software Components, Boston College Department of Economics, number RTZ00047, revised .
• Tom Doan, 2025, "RATS program to estimate various forms of DCC GARCH models," Statistical Software Components, Boston College Department of Economics, number RTZ00174, revised .
• Christian EWERHART, 2009, "Vanishing Liquidity, Market Runs,and the Welfare Impact of TARP," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-01, Jan.
• Eric Ghysels & Alberto Plazzi & Rossen I. Valkanov, 2011, "Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-06, Feb.
• Alberto Plazzi & Walter N. Torous & Rossen I. Valkanov, 2011, "Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-07, Jan.
• Andrea Frazzini & Lasse Heje Pedersen, 2012, "Betting Against Beta," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-17, May.
• Bruno Biais & Richard C. Green, , "The Microstructure of the Bond Market in the 20th Century," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2005-E57.
• LESPLINGART, Clothilde & MAJOIS, Christophe & PETITJEAN, Mikael, 2012, "Liquidity and CDS premiums on European companies around the Subprime crisis," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2440, Jan, DOI: 10.1007/s11147-012-9076-y.
• Steusloff, Tatjana & Krusenbaum, Lena, , "Einfluss von Online-Ratings auf die Preisbereitschaft von Konsumenten am Beispiel von Amazon
  [Influence of Online Ratings on Consumers’ Willingness-to-pay on the Example of Amazon]," Duesseldorf Working Papers in Applied Management and Economics, Duesseldorf University of Applied Sciences, number 39.
• Thuraisamy, Kannan & Sharma, Susan S. & Ahmed, Huson Ali, 2012, "The relationship between Asian equity and commodity futures markets," Working Papers, Deakin University, Department of Economics, number fe_2012_07, Jan, DOI: 10.1016/j.asieco.2013.04.003.
• Westerlund, Joakim & Narayan, Paresh, 2014, "Testing for predictability in conditionally heteroskedastic stock returns," Working Papers, Deakin University, Department of Economics, number fe_2014_01, Jan, DOI: 10.1093/jjfinec/nbu001.
• Westerlund, Joakim & Narayan, Paresh, 2014, "A random coefficient approach to the predictability of stock returns in panels," Working Papers, Deakin University, Department of Economics, number fe_2014_10, Jan, DOI: 10.1093/jjfinec/nbu003.
• Westerlund, Joakim & Narayan, Paresh, 2014, "Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns," Working Papers, Deakin University, Department of Economics, number fe_2014_13, Jan.
• Westerlund, Joakim & Karabiyik, Hande & Narayan, Paresh, 2015, "Testing for predictability in panels with general predictors," Working Papers, Deakin University, Department of Economics, number fe_2015_10, Jan, DOI: 10.1002/jae.2535.
• Joakim Westerlund & Paresh K Narayan & Xinwei Zheng, , "Testing For Stock Return Predictability In A Large Chinese Panel," Working Papers, Deakin University, Department of Economics, number 2015_11.
• Lucinda Brickler & Adam Copeland & Antoine Martin, 2011, "Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask," Liberty Street Economics, Federal Reserve Bank of New York, number 20110411, Apr.
• Mary Amiti & David E. Weinstein, 2011, "Did Trade Finance Contribute to the Global Trade Collapse?," Liberty Street Economics, Federal Reserve Bank of New York, number 20110629, Jun.
• Antoine Martin, 2011, "Stabilizing the Tri-Party Repo Market by Eliminating the “Unwind”," Liberty Street Economics, Federal Reserve Bank of New York, number 20110720, Jul.
• David O. Lucca & Ernst Schaumburg, 2011, "What to Make of Market Measures of Inflation Expectations?," Liberty Street Economics, Federal Reserve Bank of New York, number 20110815, Aug.
• Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader, 2011, "Is There Stigma to Discount Window Borrowing?," Liberty Street Economics, Federal Reserve Bank of New York, number 20110831, Aug.
• Roosevelt D. Bowman & Jan J. J. Groen, 2011, "An Examination of U.S. Dollar Declines," Liberty Street Economics, Federal Reserve Bank of New York, number 20110926, Sep.
• James J. McAndrews & Asani Sarkar & Zhenyu Wang, 2011, "Did the Fed’s Term Auction Facility Work?," Liberty Street Economics, Federal Reserve Bank of New York, number 20111011, Oct.
• Katherine Femia & Jeff W. Huther & Andrea Tambalotti, 2011, "Sizing Up the Fed's Maturity Extension Program," Liberty Street Economics, Federal Reserve Bank of New York, number 20111019, Oct.
• Antoine Martin, 2011, "Remaining Risks in the Tri-Party Repo Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20111107, Nov.
• Kenneth D. Garbade, 2011, "The Evolution of Federal Debt Ceilings," Liberty Street Economics, Federal Reserve Bank of New York, number 20111114, Nov.
• Kathryn Chen & Michael J. Fleming & John Jackson & Ada Li & Asani Sarkar, 2011, "How Might Increased Transparency Affect the CDS Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20111123, Nov.
• Gara Afonso, 2011, "When Do Trade Frictions Increase Liquidity?," Liberty Street Economics, Federal Reserve Bank of New York, number 20111219, Dec.
• Donald P. Morgan & Kevin J. Pan, 2012, "Do Payday Lenders Target Minorities," Liberty Street Economics, Federal Reserve Bank of New York, number 20120208, Feb.
• James Vickery, 2012, "The Dodd-Frank Act’s Potential Effects on the Credit Rating Industry," Liberty Street Economics, Federal Reserve Bank of New York, number 20120215, Feb.
• Antoine Martin, 2012, "Is Risk Rising in the Tri-Party Repo Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20120229, Feb.
• Michael J. Fleming, 2012, "Failure Is No Longer a (Free) Option for Agency Debt and Mortgage-Backed Securities," Liberty Street Economics, Federal Reserve Bank of New York, number 20120319, Mar.
• Kenneth D. Garbade, 2012, "Innovations in Treasury Debt Instruments," Liberty Street Economics, Federal Reserve Bank of New York, number 20120409, Apr.
• Marco Del Negro & Daniel Herbst & Frank Schorfheide, 2012, "Forecasting the Great Recession: DSGE vs. Blue Chip," Liberty Street Economics, Federal Reserve Bank of New York, number 20120416, Apr.
• Michael J. Fleming & John Jackson & Ada Li & Asani Sarkar & Patricia Zobel, 2012, "The Impact of Trade Reporting on the Interest Rate Derivatives Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20120430, Apr.
• Adam Biesenbach & Marco Cipriani, 2012, "The Flash Crash, Two Years On," Liberty Street Economics, Federal Reserve Bank of New York, number 20120507, May.
• Adam Copeland & Isaac Davis & Eric LeSueur & Antoine Martin, 2012, "Mapping and Sizing the U.S. Repo Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20120625, Jun.
• David O. Lucca & Emanuel Moench, 2012, "The Puzzling Pre-FOMC Announcement “Drift”," Liberty Street Economics, Federal Reserve Bank of New York, number 20120711, Jul.
• Nicola Cetorelli, 2012, "Introducing a Series on the Evolution of Banks and Financial Intermediation," Liberty Street Economics, Federal Reserve Bank of New York, number 20120716, Jul.
• Benjamin H. Mandel & Donald P. Morgan & Chenyang Wei, 2012, "The Role of Bank Credit Enhancements in Securitization," Liberty Street Economics, Federal Reserve Bank of New York, number 20120718, Jul.
• Nicola Cetorelli & Stavros Peristiani, 2012, "The Dominant Role of Banks in Asset Securitization," Liberty Street Economics, Federal Reserve Bank of New York, number 20120719, Jul.
• Michele Braun & Adam Copeland & Alexa Herlach & Radhika Mithal, 2012, "Intraday Liquidity Flows," Liberty Street Economics, Federal Reserve Bank of New York, number 20120806, Aug.
• Kenneth D. Garbade & James J. McAndrews, 2012, "If Interest Rates Go Negative . . . Or, Be Careful What You Wish For," Liberty Street Economics, Federal Reserve Bank of New York, number 20120829, Aug.
• Adam Copeland & Antoine Martin, 2012, "The Odd Behavior of Repo Haircuts during the Financial Crisis," Liberty Street Economics, Federal Reserve Bank of New York, number 20120917, Sep.
• Michael Abrahams, 2012, "Federal Reserve Liquidity Facilities Gross $22 Billion for U.S. Taxpayers," Liberty Street Economics, Federal Reserve Bank of New York, number 20121107, Nov.
• Olivier Armantier, 2013, "A “Reference Price Auction” to Buy or Sell Different Assets Simultaneously," Liberty Street Economics, Federal Reserve Bank of New York, number 20130102, Jan.
• Michael J. Fleming & Sean Myers, 2013, "Primary Dealers’ Waning Role in Treasury Auctions," Liberty Street Economics, Federal Reserve Bank of New York, number 20130220, Feb.
• Kenneth D. Garbade, 2013, "How the Nation Resolved Its First Debt Ceiling Crisis," Liberty Street Economics, Federal Reserve Bank of New York, number 20130304, Mar.
• Jan J. J. Groen & Kevin McNeil & Menno Middeldorp, 2013, "A New Approach for Identifying Demand and Supply Shocks in the Oil Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20130325, Mar.
• Michael J. Fleming & John Sporn, 2013, "How Liquid Is the Inflation Swap Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20130401, Apr.
• Tobias Adrian & Richard K. Crump & Emanuel Moench, 2013, "Do Treasury Term Premia Rise around Monetary Tightenings?," Liberty Street Economics, Federal Reserve Bank of New York, number 20130415, Apr.
• Fernando M. Duarte & Carlo Rosa, 2013, "Are Stocks Cheap? A Review of the Evidence," Liberty Street Economics, Federal Reserve Bank of New York, number 20130508, May.
• Leyla Alkan & Vic Chakrian & Adam Copeland & Isaac Davis & Antoine Martin, 2013, "Magnifying the Risk of Fire Sales in the Tri-Party Repo Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20130717, Jul.
• Tobias Adrian & Michael J. Fleming, 2013, "The Recent Bond Market Selloff in Historical Perspective," Liberty Street Economics, Federal Reserve Bank of New York, number 20130805, Aug.
• Brian Begalle & Adam Copeland & Antoine Martin & James J. McAndrews & Susan McLaughlin, 2013, "Are Higher Haircuts Better? A Paradox," Liberty Street Economics, Federal Reserve Bank of New York, number 20130819, Aug.
• Jan J. J. Groen & Menno Middeldorp, 2013, "Creating a History of U.S. Inflation Expectations," Liberty Street Economics, Federal Reserve Bank of New York, number 20130821, Aug.
• Michael J. Fleming, 2013, "Information on Dealer Activity in Specific Treasury Issues Now Available," Liberty Street Economics, Federal Reserve Bank of New York, number 20130826, Aug.
• Linda S. Goldberg, 2013, "What’s News?," Liberty Street Economics, Federal Reserve Bank of New York, number 20131007, Oct.
• Tobias Adrian & Michael J. Fleming & Jonathan Goldberg & Morgan Lewis & Fabio M. Natalucci & Jason J. Wu, 2013, "Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets," Liberty Street Economics, Federal Reserve Bank of New York, number 20131016a, Oct.
• Tobias Adrian & Nina Boyarchenko, 2013, "Intermediary Leverage Cycles and Financial Stability," Liberty Street Economics, Federal Reserve Bank of New York, number 20131120, Nov.
• Fernando M. Duarte & Carlo Rosa, 2013, "A Way With Words: The Economics of the Fed’s Press Conference," Liberty Street Economics, Federal Reserve Bank of New York, number 20131125, Nov.
• Gara Afonso & Alex Entz & Eric LeSueur, 2013, "Who’s Lending in the Federal Funds Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20131202, Dec.
• Gara Afonso & Alex Entz & Eric LeSueur, 2013, "Who’s Borrowing in the Fed Funds Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20131209, Dec.
• João A. C. Santos, 2014, "The Transformation of Banking: Tying Loan Interest Rates to Borrowers' Credit Default Swap Spreads," Liberty Street Economics, Federal Reserve Bank of New York, number 20140210, Feb.
• Thomas M. Eisenbach & Tanju Yorulmazer, 2014, "What Makes a Bank Stable? A Framework for Analysis," Liberty Street Economics, Federal Reserve Bank of New York, number 20140224, Feb.
• Thomas M. Eisenbach & Tanju Yorulmazer, 2014, "Factors that Affect Bank Stability," Liberty Street Economics, Federal Reserve Bank of New York, number 20140226, Feb.
• Carlo Rosa & Andrea Tambalotti, 2014, "How Unconventional Are Large-Scale Asset Purchases?," Liberty Street Economics, Federal Reserve Bank of New York, number 20140303, Mar.
• Jan J. J. Groen & Richard Peck, 2014, "Risk Aversion, Global Asset Prices, and Fed Tightening Signals," Liberty Street Economics, Federal Reserve Bank of New York, number 20140305, Mar.
• Samuel Antill & David Hou & Asani Sarkar, 2014, "The Growth of Murky Finance," Liberty Street Economics, Federal Reserve Bank of New York, number 20140327, Mar.
• Nicola Cetorelli & James J. McAndrews & James Traina, 2014, "Evolution in Bank Complexity," Liberty Street Economics, Federal Reserve Bank of New York, number 20140328, Mar.
• Nicola Cetorelli & Linda S. Goldberg & Arun Gupta, 2014, "Measuring Global Bank Complexity," Liberty Street Economics, Federal Reserve Bank of New York, number 20140331, Mar.
• David O. Lucca & Or Shachar, 2014, "Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers," Liberty Street Economics, Federal Reserve Bank of New York, number 20140409, Apr.
• Tobias Adrian & João A. C. Santos, 2014, "Liquidity Risk, Liquidity Management, and Liquidity Policies," Liberty Street Economics, Federal Reserve Bank of New York, number 20140414b, Apr.
• Fernando M. Duarte & Thomas M. Eisenbach, 2014, "On Fire-Sale Externalities, TARP Was Close to Optimal," Liberty Street Economics, Federal Reserve Bank of New York, number 20140415, Apr.
• Tobias Adrian & Nina Boyarchenko, 2014, "Liquidity Policies and Systemic Risk," Liberty Street Economics, Federal Reserve Bank of New York, number 20140417, Apr.
• João A. C. Santos & Javier Suarez, 2014, "How Liquidity Standards Can Improve Lending of Last Resort Policies," Liberty Street Economics, Federal Reserve Bank of New York, number 20140418, Apr.
• Nina Boyarchenko, 2014, "No Good Deals—No Bad Models," Liberty Street Economics, Federal Reserve Bank of New York, number 20140505, May.
• Tobias Adrian & Richard K. Crump & Benjamin Mills & Emanuel Moench, 2014, "Treasury Term Premia: 1961-Present," Liberty Street Economics, Federal Reserve Bank of New York, number 20140512, May.
• Adam Copeland & Isaac Davis & Ira Selig, 2014, "What’s Your WAM? Taking Stock of Dealers’ Funding Durability," Liberty Street Economics, Federal Reserve Bank of New York, number 20140609, Jun.
• Adam Copeland & Isaac Davis & Eric LeSueur & Antoine Martin, 2014, "Lifting the Veil on the U.S. Bilateral Repo Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20140709, Jul.
• Marco Del Negro & Marc Giannoni & Raiden B. Hasegawa & Frank Schorfheide, 2014, "Why Didn’t Inflation Collapse in the Great Recession?," Liberty Street Economics, Federal Reserve Bank of New York, number 20140813, Aug.
• Donald P. Morgan & James Narron & David R. Skeie, 2014, "Crisis Chronicles: The British Export Bubble of 1810 and Pegged versus Floating Exchange Rates," Liberty Street Economics, Federal Reserve Bank of New York, number 20140905, Sep.
• Dong Beom Choi & Patrick de Fontnouvelle & Thomas M. Eisenbach & Michael J. Fleming, 2014, "At the N.Y. Fed: Workshop on the Risks of Wholesale Funding," Liberty Street Economics, Federal Reserve Bank of New York, number 20140918, Sep.
• Michael J. Fleming & Frank M. Keane & Antoine Martin & Michael McMorrow, 2014, "What Explains the June Spike in Treasury Settlement Fails?," Liberty Street Economics, Federal Reserve Bank of New York, number 20140919a, Sep.
• Michael J. Fleming & Frank M. Keane & Antoine Martin & Michael McMorrow, 2014, "Measuring Settlement Fails," Liberty Street Economics, Federal Reserve Bank of New York, number 20140919b, Sep.
• Claudia M. Buch & James T. E. Chapman & Linda S. Goldberg, 2014, "Cross-Country Evidence on Transmission of Liquidity Risk through Global Banks," Liberty Street Economics, Federal Reserve Bank of New York, number 20141001, Oct.
• Fernando M. Duarte & Juan Navarro-Staicos & Carlo Rosa, 2014, "What Can We Learn from Prior Periods of Low Volatility?," Liberty Street Economics, Federal Reserve Bank of New York, number 20141006, Oct.
• Adam Copeland & Ira Selig, 2014, "Don’t Be Late! The Importance of Timely Settlement of Tri-Party Repo Contracts," Liberty Street Economics, Federal Reserve Bank of New York, number 20141020, Oct.
• Jeremiah P. Boyle & Richard K. Crump & Emanuel Moench & Matthew Raskin & Carlo Rosa & Lisa Stowe, 2014, "Survey Measures of Expectations for the Policy Rate," Liberty Street Economics, Federal Reserve Bank of New York, number 20141205a, Dec.
• Jeremiah P. Boyle & Richard K. Crump & Emanuel Moench & Matthew Raskin & Carlo Rosa & Lisa Stowe, 2014, "Interest Rate Derivatives and Monetary Policy Expectations," Liberty Street Economics, Federal Reserve Bank of New York, number 20141205b, Dec.
• Donald P. Morgan & James Narron & David R. Skeie, 2014, "Crisis Chronicles: The Panic of 1819—America’s First Great Economic Crisis," Liberty Street Economics, Federal Reserve Bank of New York, number 20141205c, Dec.
• Jan J. J. Groen, 2014, "Global Asset Prices and Taper Tantrum Revisited," Liberty Street Economics, Federal Reserve Bank of New York, number 20141208, Dec.
• Or Shachar, 2014, "Is There a Future for Credit Default Swap Futures?," Liberty Street Economics, Federal Reserve Bank of New York, number 20141222, Dec.
• Nicola Cetorelli, 2015, "Hybrid Intermediaries," Liberty Street Economics, Federal Reserve Bank of New York, number 20150112, Jan.
• Nina Boyarchenko, 2015, "Counterparty Risk in Material Supply Contracts," Liberty Street Economics, Federal Reserve Bank of New York, number 20150209, Feb.
• Marco Cipriani & Antonio Guarino, 2015, "Herd Behavior in Financial Markets," Liberty Street Economics, Federal Reserve Bank of New York, number 20150309, Mar.
• Jennie Bai & Or Shachar, 2015, "The Effects of Entering and Exiting a Credit Default Swap Index," Liberty Street Economics, Federal Reserve Bank of New York, number 20150330, Mar.
• Marco Cipriani, 2015, "The FR 2420 Data Collection: A New Base for the Fed Funds Rate," Liberty Street Economics, Federal Reserve Bank of New York, number 20150408, Apr.
• Donald P. Morgan & James Narron, 2015, "Crisis Chronicles: The Panic of 1825 and the Most Fantastic Financial Swindle of All Time," Liberty Street Economics, Federal Reserve Bank of New York, number 20150410, Apr.
• Antoine Martin & Susan McLaughlin, 2015, "Financial Innovation: The Origins of the Tri-Party Repo Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20150511, May.
• Antoine Martin & Susan McLaughlin, 2015, "Financial Innovation: Evolution of the Tri-Party Repo Arrangement," Liberty Street Economics, Federal Reserve Bank of New York, number 20150513, May.
• Matthew Cocci & Marco Del Negro & Marc Giannoni & Sara Shahanaghi & Micah Smith, 2015, "Why Are Interest Rates So Low?," Liberty Street Economics, Federal Reserve Bank of New York, number 20150520, May.
• Marco Cipriani & Julia Gouny, 2015, "The Eurodollar Market in the United States," Liberty Street Economics, Federal Reserve Bank of New York, number 20150527, May.
• Valentin Haddad & Erik Loualiche & Matthew Plosser, 2015, "What Drives Buyout Booms and Busts?," Liberty Street Economics, Federal Reserve Bank of New York, number 20150601, Jun.
• Donald P. Morgan & James Narron, 2015, "Crisis Chronicles: Railway Mania, the Hungry Forties, and the Commercial Crisis of 1847," Liberty Street Economics, Federal Reserve Bank of New York, number 20150605, Jun.
• Jan J. J. Groen & Patrick Russo, 2015, "Is Cheaper Oil Good News or Bad News for U.S. Economy?," Liberty Street Economics, Federal Reserve Bank of New York, number 20150608b, Jun.
• Thomas Klitgaard & Patrick Russo, 2015, "Falling Oil Prices and Global Saving," Liberty Street Economics, Federal Reserve Bank of New York, number 20150624, Jun.
• Gara Afonso & João A. C. Santos, 2015, "What Do Bond Markets Think about "Too-Big-to-Fail" Since Dodd-Frank?," Liberty Street Economics, Federal Reserve Bank of New York, number 20150701, Jul.
• Nina Boyarchenko & Thomas M. Eisenbach & Or Shachar, 2015, "Have Dealers' Strategies in the GCF Repo® Market Changed?," Liberty Street Economics, Federal Reserve Bank of New York, number 20150720, Jul.
• Stavros Peristiani & João A. C. Santos, 2015, "Investigating the Trading Activity of CLO Portfolio Managers," Liberty Street Economics, Federal Reserve Bank of New York, number 20150803, Aug.
• Donald P. Morgan & James Narron, 2015, "Crisis Chronicles – The California Gold Rush and the Gold Standard," Liberty Street Economics, Federal Reserve Bank of New York, number 20150807, Aug.
• Olivier Armantier & Helene Lee & Asani Sarkar, 2015, "History of Discount Window Stigma," Liberty Street Economics, Federal Reserve Bank of New York, number 20150810, Aug.
• Thomas Klitgaard & David O. Lucca, 2015, "Do Asset Purchase Programs Push Capital Abroad?," Liberty Street Economics, Federal Reserve Bank of New York, number 20150812, Aug.
• Tobias Adrian & Michael J. Fleming & Ernst Schaumburg, 2015, "Introduction to a Series on Market Liquidity," Liberty Street Economics, Federal Reserve Bank of New York, number 20150817, Aug.
• Tobias Adrian & Michael J. Fleming & Daniel Stackman & Erik Vogt, 2015, "Has U.S. Treasury Market Liquidity Deteriorated?," Liberty Street Economics, Federal Reserve Bank of New York, number 20150817, Aug.
• Michael J. Fleming & Ernst Schaumburg & Ron Yang, 2015, "The Evolution of Workups in the U.S. Treasury Securities Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20150820, Aug.
• Tobias Adrian & Richard K. Crump & Peter A. Diamond & Rui Yu, 2015, "Discounting the Long-Run," Liberty Street Economics, Federal Reserve Bank of New York, number 20150831, Aug.
• Sushant Acharya & Alvaro Pedraza, 2015, "Natural Experiment Sheds Light on the Market Effects of Herding," Liberty Street Economics, Federal Reserve Bank of New York, number 20150930, Sep.
• Tobias Adrian & Michael J. Fleming & Ernst Schaumburg, 2015, "Introduction to a Series on Market Liquidity: Part 2," Liberty Street Economics, Federal Reserve Bank of New York, number 20151005, Oct.
• Tobias Adrian & Michael J. Fleming & Daniel Stackman & Erik Vogt, 2015, "Has Liquidity Risk in the Treasury and Equity Markets Increased?," Liberty Street Economics, Federal Reserve Bank of New York, number 20151006a, Oct.
• Tobias Adrian & Michael J. Fleming & Or Shachar & Daniel Stackman & Erik Vogt, 2015, "Has Liquidity Risk in the Corporate Bond Market Increased?," Liberty Street Economics, Federal Reserve Bank of New York, number 20151006b, Oct.
• Tobias Adrian & Michael J. Fleming & Or Shachar & Daniel Stackman & Erik Vogt, 2015, "Changes in the Returns to Market Making," Liberty Street Economics, Federal Reserve Bank of New York, number 20151007, Oct.
• Tobias Adrian & Michael J. Fleming & Or Shachar & Erik Vogt, 2015, "Redemption Risk of Bond Mutual Funds and Dealer Positioning," Liberty Street Economics, Federal Reserve Bank of New York, number 20151008, Oct.
• Michael J. Fleming & Collin Jones, 2015, "Dealers’ Positions and the Auction Cycle," Liberty Street Economics, Federal Reserve Bank of New York, number 20151014, Oct.
• Jacob Adenbaum & Antoine Martin & Susan McLaughlin, 2015, "The Tri-Party Repo Market Like You Have Never Seen It Before," Liberty Street Economics, Federal Reserve Bank of New York, number 20151019b, Oct.
• Marco Cipriani & Julia Gouny & Matthew Kessler & Adam Spiegel, 2015, "The New Overnight Bank Funding Rate," Liberty Street Economics, Federal Reserve Bank of New York, number 20151109, Nov.
• Michael J. Fleming & Frank M. Keane, 2016, "Characterizing the Rising Settlement Fails in Seasoned Treasury Securities," Liberty Street Economics, Federal Reserve Bank of New York, number 20160104, Jan.
• Donald P. Morgan & James Narron, 2016, "Crisis Chronicles: The Gold Panic of 1869, America’s First Black Friday," Liberty Street Economics, Federal Reserve Bank of New York, number 20160115, Jan.
• Michael J. Fleming & Andreas Fuster & Linsey Molloy & Rich Podjasek, 2016, "Has MBS Market Liquidity Deteriorated?," Liberty Street Economics, Federal Reserve Bank of New York, number 20160208a, Feb.
• Tobias Adrian & Michael J. Fleming & Ernst Schaumburg, 2016, "Continuing the Conversation on Liquidity," Liberty Street Economics, Federal Reserve Bank of New York, number 20160208b, Feb.
• Tobias Adrian & Michael J. Fleming & Erik Vogt & Zachary Wojtowicz, 2016, "Corporate Bond Market Liquidity Redux: More Price-Based Evidence," Liberty Street Economics, Federal Reserve Bank of New York, number 20160209, Feb.
• Michael J. Fleming, 2016, "Is Treasury Market Liquidity Becoming More Concentrated," Liberty Street Economics, Federal Reserve Bank of New York, number 20160211, Feb.
• Michael J. Fleming & Frank M. Keane & Ernst Schaumburg, 2016, "Primary Dealer Participation in the Secondary U.S. Treasury Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20160212, Feb.
• Tobias Adrian & Michael J. Fleming & Erik Vogt & Zachary Wojtowicz, 2016, "Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity?," Liberty Street Economics, Federal Reserve Bank of New York, number 20160219a, Feb.
• Nicola Cetorelli & Fernando M. Duarte & Thomas M. Eisenbach & Emily Eisner, 2016, "Quantifying Potential Spillovers from Runs on High-Yield Funds," Liberty Street Economics, Federal Reserve Bank of New York, number 20160219b, Feb.
• Alexander Kroeger & Asani Sarkar, 2016, "Is Bitcoin Really Frictionless?," Liberty Street Economics, Federal Reserve Bank of New York, number 20160323, Mar.
• Alex Entz & John McGowan & Asani Sarkar, 2016, "How the Fed Smoothed Quarter-End Volatility in the Fed Funds Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20160328, Mar.
• Bonni Brodsky & Marco Del Negro & Joseph Fiorica & Eric LeSueur & Ari Morse & Anthony P. Rodrigues, 2016, "How Do Survey- and Market-Based Expectations of the Policy Rate Differ?," Liberty Street Economics, Federal Reserve Bank of New York, number 20160407, Apr.
• Bonni Brodsky & Marco Del Negro & Joseph Fiorica & Eric LeSueur & Ari Morse & Anthony P. Rodrigues, 2016, "Reconciling Survey- and Market-Based Expectations for the Policy Rate," Liberty Street Economics, Federal Reserve Bank of New York, number 20160408, Apr.
• Paul Goldsmith-Pinkham & Beverly Hirtle & David O. Lucca, 2016, "A Peek behind the Curtain of Bank Supervision," Liberty Street Economics, Federal Reserve Bank of New York, number 20160414, Apr.
• Michael J. Fleming & Frank M. Keane, 2016, "What’s behind the March Spike in Treasury Fails?," Liberty Street Economics, Federal Reserve Bank of New York, number 20160418, Apr.
• Jacob Adenbaum & David Hubbs & Antoine Martin & Ira Selig, 2016, "What’s Up with GCF Repo®?," Liberty Street Economics, Federal Reserve Bank of New York, number 20160502, May.
• Jacob Adenbaum & David Hubbs & Antoine Martin & Ira Selig, 2016, "Understanding the Interbank GCF Repo® Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20160503a, May.
• Jan J. J. Groen & Patrick Russo, 2016, "Lower Oil Prices and U.S. Economic Activity," Liberty Street Economics, Federal Reserve Bank of New York, number 20160503b, May.