Report NEP-IFN-2013-09-13This is the archive for NEP-IFN, a report on new working papers in the area of International Finance. Vimal Balasubramaniam issued this report. It is usually issued weekly.
The following items were announced in this report:
- Adrian, Tobias & Moench, Emanuel & Shin, Hyun Song, 2013. "Dynamic leverage asset pricing," Staff Reports 625, Federal Reserve Bank of New York, revised 01 Dec 2014.
- Linda S. Goldberg & Christian Grisse, 2013. "Time variation in asset price responses to macro announcements," Staff Reports 626, Federal Reserve Bank of New York.
- Acharya, Viral V. & Afonso, Gara M. & Kovner, Anna, 2013. "How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007," Staff Reports 623, Federal Reserve Bank of New York, revised 01 Apr 2016.
- Swanson, Eric T. & Williams, John C., 2013. "Measuring the Effect of the Zero Lower Bound on Yields and Exchange Rates in the U.K. and Germany," Working Paper Series 2013-21, Federal Reserve Bank of San Francisco.