Information about:
Michael Gordy

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Email:
Homepage: http://mgordy.tripod.com/
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Affiliation

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

  Location: Washington, District of Columbia (United States)
  Homepage: http://www.federalreserve.gov/
  Email:
  Phone:
  Fax:
  Postal: 20th Street and Constitution Avenue, NW, Washington, DC 20551
  Handle: RePEc:edi:frbgvus (registered authors at this institution)

Lists

1. Number of Downloads through RePEc Services over the past 12 months
2. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
3. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Working papers

1. Michael B. Gordy, 2002. "A risk-factor model foundation for ratings-based bank capital rules," Finance and Economics Discussion Series 2002-55, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

2. Michael B. Gordy, 1998. "A generalization of generalized beta distributions," Finance and Economics Discussion Series 1998-18, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

3. Michael B. Gordy, 1998. "A comparative anatomy of credit risk models," Finance and Economics Discussion Series 1998-47, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

4. Michael B. Gordy, 1997. "Computationally convenient distributional assumptions for common value auctions," Finance and Economics Discussion Series 1997-5, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
   Published as:
   • Gordy, Michael B, 1998. "Computationally Convenient Distributional Assumptions for Common-Value Auctions," Computational Economics, Springer, vol. 12(1), pages 61-78, August. [Downloadable!]
   
   Also available as:
   • Michael Gordy & Margaret Kyle, 1997. "MATLAB/C code for GIG and BNLG common value auction specifications," Matlab codes gigbnlg, . [Downloadable!]

5. Robert B. Avery & Michael Gordy, . "Estimation of a Markov Model of Loan Seasoning with Aggregated Performance Data," Computing in Economics and Finance 1997 95, Society for Computational Economics. [Downloadable!]

6. Michael B. Gordy, . "Multiple Bids in a Multiple-Unit Common Value Auction," Computing in Economics and Finance 1996 _021, Society for Computational Economics. [Downloadable!]

1. Michael B. Gordy, 2000. "Credit VAR and risk-bucket capital rules: a reconciliation," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 406-417.

2. Michael B. Gordy, 1999. "Hedging Winner'S Curse With Multiple Bids: Evidence From The Portuguese Treasury Bill Auction," The Review of Economics and Statistics, MIT Press, vol. 81(3), pages 448-465, August. [Downloadable!] (restricted)

3. Gordy, Michael B, 1998. "Computationally Convenient Distributional Assumptions for Common-Value Auctions," Computational Economics, Springer, vol. 12(1), pages 61-78, August. [Downloadable!]
   Other versions:
   • Michael B. Gordy, 1997. "Computationally convenient distributional assumptions for common value auctions," Finance and Economics Discussion Series 1997-5, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

1. Michael Gordy & Margaret Kyle, 1997. "MATLAB/C code for GIG and BNLG common value auction specifications," Matlab codes gigbnlg, . [Downloadable!]
   Other versions:
   • Michael B. Gordy, 1997. "Computationally convenient distributional assumptions for common value auctions," Finance and Economics Discussion Series 1997-5, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

2. Michael B. Gordy, . "GA.M: A Matlab routine for function maximization using a Genetic Algorithm," Matlab codes ga, , revised 12 Feb 1996. [Downloadable!]
   Published as:
   • Dorsey, Robert E & Mayer, Walter J, 1995. "Genetic Algorithms for Estimation Problems with Multiple Optima, Nondifferentiability, and Other Irregular Features," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 53-66, January.

1. NEP-FIN: Finance (1) 2003-01-27 Author is listed
2. NEP-RMG: Risk Management (1) 2003-01-27 Author is listed

This page was last updated on 2009-10-23.