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

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• 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.
• Marco Cipriani & Adam Copeland, 2016, "Why Dealers Trade in GCF Repo®," Liberty Street Economics, Federal Reserve Bank of New York, number 20160504, May.
• Marco Cipriani & Adam Copeland, 2016, "Borrowing, Lending, and Swapping Collateral in GCF Repo®," Liberty Street Economics, Federal Reserve Bank of New York, number 20160505, May.
• Thomas Klitgaard & Harry Wheeler, 2016, "The Turnaround in Private and Public Financial Outflows from China," Liberty Street Economics, Federal Reserve Bank of New York, number 20160509, May.
• Marco Del Negro & Marc Giannoni & Micah Smith, 2016, "The Macro Effects of the Recent Swing in Financial Conditions," Liberty Street Economics, Federal Reserve Bank of New York, number 20160525, May.
• Sushant Acharya & Ozge Akinci & Julien Bengui & Bianca De Paoli, 2016, "Revisiting the Case for International Policy Coordination," Liberty Street Economics, Federal Reserve Bank of New York, number 20160601, Jun.
• Gara Afonso & Sammuel Stern, 2016, "How Have High Reserves and New Policy Tools Reshaped the Fed Funds Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20160711, Jul.
• Tobias Adrian & Richard K. Crump & Peter A. Diamond & Rui Yu, 2016, "Forecasting Interest Rates over the Long Run," Liberty Street Economics, Federal Reserve Bank of New York, number 20160718, Jul.
• Michael J. Fleming & Frank M. Keane & Jake Schurmeier & Emma Weiss, 2016, "A Closer Look at the Federal Reserve’s Securities Lending Program," Liberty Street Economics, Federal Reserve Bank of New York, number 20160817, Aug.
• Brandon Li & Asani Sarkar, 2016, "Why Did the Recent Oil Price Declines Affect Bond Prices of Non-Energy Companies?," Liberty Street Economics, Federal Reserve Bank of New York, number 20161005, Oct.
• Donald P. Morgan & James Narron, 2016, "The Final Crisis Chronicle: The Panic of 1907 and the Birth of the Fed," Liberty Street Economics, Federal Reserve Bank of New York, number 20161118, Nov.
• Stavros Peristiani & João A. C. Santos, 2016, "Are All CLOs Equal?," Liberty Street Economics, Federal Reserve Bank of New York, number 20161205, Dec.
• Alexandra Altman & Kathryn Bayeux & Marco Cipriani & Adam Copeland & Scott Sherman & Brett Solimine, 2016, "Investigating the Proposed Overnight Treasury GC Repo Benchmark Rates," Liberty Street Economics, Federal Reserve Bank of New York, number 20161219, Dec.
• Nina Boyarchenko & Pooja Gupta & Jacqueline Yen, 2017, "Trends in Arbitrage-Based Measures of Bond Liquidity," Liberty Street Economics, Federal Reserve Bank of New York, number 20170109, Jan.
• Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen, 2017, "Credit Market Arbitrage and Regulatory Leverage," Liberty Street Economics, Federal Reserve Bank of New York, number 20170111, Jan.
• Michael J. Fleming, 2017, "Advent of Trade Reporting for U.S. Treasury Securities," Liberty Street Economics, Federal Reserve Bank of New York, number 20170118, Jan.
• Viral V. Acharya & Michael J. Fleming & Warren B. Hrung & Asani Sarkar, 2017, "Which Dealers Borrowed from the Fed’s Lender-of-Last-Resort Facilities?," Liberty Street Economics, Federal Reserve Bank of New York, number 20170510, May.
• Tobias Adrian & Nina Boyarchenko & Or Shachar, 2017, "Dealer Balance Sheets and Corporate Bond Liquidity Provision," Liberty Street Economics, Federal Reserve Bank of New York, number 20170524, May.
• Kathryn Bayeux & Alyssa Cambron & Marco Cipriani & Adam Copeland & Scott Sherman & Brett Solimine, 2017, "Introducing the Revised Broad Treasuries Financing Rate," Liberty Street Economics, Federal Reserve Bank of New York, number 20170619, Jun.
• Tobias Adrian & Michael J. Fleming & Or Shachar, 2017, "Market Liquidity after the Financial Crisis," Liberty Street Economics, Federal Reserve Bank of New York, number 20170628, Jun.
• James Egelhof & Antoine Martin & Noah Zinsmeister, 2017, "Regulatory Incentives and Quarter-End Dynamics in the Repo Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20170807, Aug.
• João A. C. Santos & Pei Shao, 2017, "Investor Diversity and Liquidity in the Secondary Loan Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20170809, Aug.
• Mary Amiti & Patrick M. McGuire & David E. Weinstein, 2017, "What Drives International Bank Credit?," Liberty Street Economics, Federal Reserve Bank of New York, number 20170906, Sep.
• Kenneth D. Garbade & Frank M. Keane & Radhika Mithal, 2017, "The Treasury Market Practices Group: A Consequential First Decade," Liberty Street Economics, Federal Reserve Bank of New York, number 20170926, Sep.
• Adam Copeland & Ira Selig & Noah Zinsmeister, 2017, "Excess Funding Capacity in Tri-Party Repo," Liberty Street Economics, Federal Reserve Bank of New York, number 20171002, Oct.
• Adam Copeland & Ira Selig & Noah Zinsmeister, 2017, "The Cost and Duration of Excess Funding Capacity in Tri-Party Repo," Liberty Street Economics, Federal Reserve Bank of New York, number 20171004, Oct.
• Gara Afonso & Adam Biesenbach & Thomas M. Eisenbach, 2017, "Mission Almost Impossible: Developing a Simple Measure of Pass-Through Efficiency," Liberty Street Economics, Federal Reserve Bank of New York, number 20171106, Nov.
• David O. Lucca & Daniel Roberts & Peter Van Tassel, 2017, "The Low Volatility Puzzle: Are Investors Complacent?," Liberty Street Economics, Federal Reserve Bank of New York, number 20171113, Nov.
• David O. Lucca & Daniel Roberts & Peter Van Tassel, 2017, "The Low Volatility Puzzle: Is This Time Different?," Liberty Street Economics, Federal Reserve Bank of New York, number 20171115, Nov.
• Thomas M. Eisenbach & Sebastian Infante, 2017, "What Makes a Safe Asset Safe?," Liberty Street Economics, Federal Reserve Bank of New York, number 20171127, Nov.
• Asani Sarkar, 2017, "Did Investor Sentiment Affect Credit Risk around the 2016 Election?," Liberty Street Economics, Federal Reserve Bank of New York, number 20171129, Nov.
• Ryan Bush & Marco Huwiler & Eric LeSueur & Giorgio Topa, 2017, "How Much Is Priced In? Market Expectations for FOMC Rate Hikes from Different Angles," Liberty Street Economics, Federal Reserve Bank of New York, number 20171130, Nov.
• Erin Denison & Michael J. Fleming & Warren B. Hrung & Asani Sarkar, 2018, "Options of Last Resort," Liberty Street Economics, Federal Reserve Bank of New York, number 20180226, Feb.
• Gara Afonso & Michael Blank & João A. C. Santos, 2018, "Did the Dodd-Frank Act End ‘Too Big to Fail’?," Liberty Street Economics, Federal Reserve Bank of New York, number 20180305, Mar.
• Michael J. Fleming & Amanda Wahlers, 2018, "Dealer Trading and Positioning in Floating Rate Notes," Liberty Street Economics, Federal Reserve Bank of New York, number 20180326, Mar.
• Marco Cipriani & Gabriele La Spada, 2018, "The Premium for Money-Like Assets," Liberty Street Economics, Federal Reserve Bank of New York, number 20180718, Jul.
• Adam Copeland & Michael J. Fleming & Frank M. Keane & Radhika Mithal, 2018, "Do You Know How Your Treasury Trades Are Cleared and Settled?," Liberty Street Economics, Federal Reserve Bank of New York, number 20180912, Sep.
• Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Collin Jones & Frank M. Keane & Michael Puglia & Liza Reiderman & Anthony P. Rodrigues & Or Shachar, 2018, "Unlocking the Treasury Market through TRACE," Liberty Street Economics, Federal Reserve Bank of New York, number 20180928b, Sep.
• Richard K. Crump & Domenico Giannone & Sean Hundtofte, 2018, "Changing Risk-Return Profiles," Liberty Street Economics, Federal Reserve Bank of New York, number 20181004, Oct.
• George Pennacchi & João A. C. Santos, 2018, "Why Do Banks Target ROE?," Liberty Street Economics, Federal Reserve Bank of New York, number 20181010, Oct.
• Andreas Fuster & James Vickery, 2018, "What Happens When Regulatory Capital Is Marked to Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20181011, Oct.
• Dong Beom Choi & Michael R. Holcomb & Donald P. Morgan, 2018, "Leverage Rule Arbitrage," Liberty Street Economics, Federal Reserve Bank of New York, number 20181012, Oct.
• Daniel Roberts & Asani Sarkar & Or Shachar, 2018, "Did Banks Subject to LCR Reduce Liquidity Creation?," Liberty Street Economics, Federal Reserve Bank of New York, number 20181015, Oct.
• Nina Boyarchenko & Or Shachar, 2018, "Liquidity Effects of Post-Crisis Regulatory Reform," Liberty Street Economics, Federal Reserve Bank of New York, number 20181016, Oct.
• Nina Boyarchenko & Anna M. Costello & Or Shachar, 2018, "Credit Market Choice," Liberty Street Economics, Federal Reserve Bank of New York, number 20181017, Oct.
• Nina Boyarchenko & Thomas M. Eisenbach & Pooja Gupta & Or Shachar & Peter Van Tassel, 2018, "Bank-Intermediated Arbitrage," Liberty Street Economics, Federal Reserve Bank of New York, number 20181018, Oct.
• Michael J. Fleming, 2018, "U.S. Treasury Market Action on Election Night 2016," Liberty Street Economics, Federal Reserve Bank of New York, number 20181026, Oct.
• David O. Lucca & Emanuel Moench, 2018, "The Pre-FOMC Announcement Drift: More Recent Evidence," Liberty Street Economics, Federal Reserve Bank of New York, number 20181116a, Nov.
• Michael J. Fleming & Bruce Mizrach & Giang Nguyen, 2018, "Price Impact of Trades and Orders in the U.S. Treasury Securities Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20181205, Dec.
• Erin Denison & Michael J. Fleming & Asani Sarkar, 2019, "Creditor Recovery in Lehman’s Bankruptcy," Liberty Street Economics, Federal Reserve Bank of New York, number 20190114a, Jan.
• Erin Denison & Michael J. Fleming & Asani Sarkar, 2019, "How Much Value Was Destroyed by the Lehman Bankruptcy?," Liberty Street Economics, Federal Reserve Bank of New York, number 20190114b, Jan.
• Erin Denison & Michael J. Fleming & Asani Sarkar, 2019, "Lehman's Bankruptcy Expenses," Liberty Street Economics, Federal Reserve Bank of New York, number 20190115, Jan.
• Erin Denison & Michael J. Fleming & Asani Sarkar, 2019, "Customer and Employee Losses in Lehman’s Bankruptcy," Liberty Street Economics, Federal Reserve Bank of New York, number 20190116, Jan.
• Erin Denison & Michael J. Fleming & Asani Sarkar, 2019, "The Indirect Costs of Lehman’s Bankruptcy," Liberty Street Economics, Federal Reserve Bank of New York, number 20190117, Jan.
• Samuel Hanson & David O. Lucca & Jonathan H. Wright, 2019, "The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies," Liberty Street Economics, Federal Reserve Bank of New York, number 20190304, Mar.
• Erin Denison & Michael J. Fleming & Warren B. Hrung & Asani Sarkar, 2019, "Dealer Participation in the TSLF Options Program," Liberty Street Economics, Federal Reserve Bank of New York, number 20190306a, Mar.
• Michael J. Fleming & Giang Nguyen, 2019, "Assessing the Price Impact of Treasury Market Workups," Liberty Street Economics, Federal Reserve Bank of New York, number 20190306c, Mar.
• Adam Copeland & Ira Selig & Anya Tarascina, 2019, "Are New Repo Participants Gaining Ground?," Liberty Street Economics, Federal Reserve Bank of New York, number 20190403, Apr.
• Stephan Luck & Tom Zimmermann, 2019, "Ten years later – Did QE work?," Liberty Street Economics, Federal Reserve Bank of New York, number 20190508, May.
• Thomas M. Eisenbach & Kyra Frye & Helene Hall, 2019, "Since the Financial Crisis, Aggregate Payments Have Co-moved with Aggregate Reserves. Why?," Liberty Street Economics, Federal Reserve Bank of New York, number 20191104, Nov.
• Mouhua Liao, , "Periodic, Complete-participation Trade in the Lagos-Rocheteau Model," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2014-08-06.
• Bruno S. Frey & Marcel Kucher, , "History as Reflected in Capital Markets: The Case of World War II," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 002.
• Peter Woehrmann & Willi Semmler & Martin Lettau, , "Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 225.
• Peter Woehrmann, , "A dynamic model of the financial�real interaction as a model selection criterion for nonparametric stock market prediction," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 226.
• Poonam Gupta & Rana Hasan & Utsav Kumar, , "What Constrains Indian Manufacturing?," Indian Council for Research on International Economic Relations, New Delhi Working Papers, Indian Council for Research on International Economic Relations, New Delhi, India, number 211.
• Dayanand Arora & Francis Xavier Rathinam, , "OTC Derivatives Market in India: Recent Regulatory Initiatives and Open Issues for Market Stability and Development," Indian Council for Research on International Economic Relations, New Delhi Working Papers, Indian Council for Research on International Economic Relations, New Delhi, India, number 248.
• Pattanaik, Arpita & Rajeswari Sengupta, 2018, "Business cycle effect on leverage: A study of Indian non-financial firms," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2018-001, Jan.
• Rose Mary K. Abraham, , "Financialisation of Commodity Markets: Evidence from India," Margin-The Journal of Applied Economic Research, National Council of Applied Economic Research, number v:16:y:2022:i:2022-1:p:10, DOI: https://doi.org/10.1177/09738010211.
• Chester S Spatt & Jeffrey Pontiff, 0, "A Tale of Two Crises: The 2008 Mortgage Meltdown and the 2020 COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 759-790.
• Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel, 2011, "What Segments Equity Markets?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 12, pages 3841-3890.
• Ricardo Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, , "Safe Asset Scarcity and Aggregate Demand," Working Paper, Harvard University OpenScholar, number 377061.
• Jamal Ibrahim Haidar, , "Can the Euro Survive?," Working Paper, Harvard University OpenScholar, number 407731.
• John M. Maheu & Thomas H. McCurdy, 2009, "Do High-Frequency Measures of Volatility Improve Forecasts of Return Distributions?," Working Paper series, Rimini Centre for Economic Analysis, number 19_09, Jan.
• Joseph Byrne & Ryuta Sakemoto, , "Commodity Correlation Risk," Working Papers, University of Strathclyde Business School, Department of Economics, number 22-11.
• Paolo Tasca & Pavlin Mavrodiev & Frank Schweitzer, , "Quantifying the Impact of Leveraging and Diversification on Systemic Risk," Working Papers, ETH Zurich, Chair of Systems Design, number ETH-RC-13-003.
• Tan Ngoc Vu & Duc Hong Vo & Michael McAleer, 2019, "Rent seeking for export licenses: Application to the Vietnam rice market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-13, Mar.
• Stephen Turnovsky & Marcelo Bianconi, , "The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply," Working Papers, University of Washington, Department of Economics, number UWEC-2004-08-P.
• Luis Gil-Alana & Antonio Moreno, 2007, "Uncovering the U.S. Term Premium: An Alternative Route," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/07, Oct.
• Arshad Ullah Jadoon & Guo Tianci & Yan Yunxian, 0, "Pakistan’s Stock Market Reaction to Large and Small Shocks in Oil Prices: An Assessment with the MT-NARDL Model," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-16.
• George M. Constantinides & Thaleia Zariphopoulou, , "Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 347.
• A. CRAIG MacKINLAY & LUBOŠ PÁSTOR, , "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 362.
• A. CRAIG MacKINLAY & LUBOŠ PÁSTOR, , "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 510.
• Nicholas Economides & Robert A. Schwartz,, , "Equity Trading Practices and Market Structure: Assessing Asset Managers' Demand for Immediacy," Financial Networks, Economics of Networks, number 9508.
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