Federal Reserve Bank of Chicago

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For technical questions regarding this series, please contact (Diane Rosenberger)
Series handle: repec:fip:fedhfi

• WP-97-01 FDICIA after five years: a review and evaluation
  by George J. Benston & George G. Kaufman [Downloadable!]
• WP-97-25 Requiem for a market marker: the case of Drexel Burham Lambert and below-investment-grade bonds
  by Elijah Brewer, III & William E. Jackson, III
• WP-97-22 A Trojan horse or the golden fleece? small business investment companies and government guarantees
  by Elijah Brewer, III & Hesna Genay & William E. Jackson, III & Paula R. Worthington [Downloadable!]
• WP-97-21 The role of the financial services industry in the local economy
  by Douglas E. Evanoff & Philip R. Israilevich & Graham R. Schindler
• WP-97-14 The role of credit market competition on lending strategies and on capital accumulation
  by Nicola Cetorelli [Downloadable!]
• WP-97-09 Bank capital standards for market risk: a welfare analysis
  by David Marshall & Subu Venkataraman [Downloadable!]
• WP-97-07 "Peso problem" explanations for term structure anomalies
  by Geert Bekaert & Robert J. Hodrick & David A. Marshall

• WP-96-1 Bank failures, systemic risk, and bank regulation
  by George G. Kaufman
• WP-96-8 Deposit insurance, bank capital structures and the demand for liquidity
  by Alberto M. Ramos
• WP-96-7 Strategic responses to bank regulation: evidence from HMDA data
  by Douglas D. Evanoff & Lewis M. Segal
• WP-96-6 Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions
  by Elijah Brewer, III & William E. Jackson, III & James T. Moser
• WP-96-4 The equity premium puzzle and the risk-free rate puzzle at long horizons
  by Kent Daniel & David Marshall
• WP-96-3 On biases in tests of the expectations hypothesis of the term structure of interest rates
  by Geert Bekaert & Robert J. Hodrick & David Marshall
• WP-96-27 The security issue decision: evidence from small business investment companies
  by Elijah Brewer, III & Hesna Genay & William E. Jackson, III & Paula R. Worthington
• WP-96-22 Financial distress and the role of capital contributions by the owner manager
  by Subu Venkataraman
• WP-96-21 Changes in trading activity following stock splits and their impact on volatility and the adverse information component of the bid-ask spread
  by A.S. Desai & M. Nimalendran & Subu Venkataraman
• WP-96-20 How should financial institutions and markets be structured? Analysis and options for financial system design
  by George G. Kaufman & Randall S. Kroszner
• WP-96-18 Bank fragility: perception and historical evidence
  by George G. Kaufman

• 95-18 Noisy trade disclosure and liquidity
  by Subu Venkataraman
• 95-12 Public benefits and public concerns: an economic analysis of regulatory standards for clearing facilities
  by William J. Hanley & Karen McCann & James T. Moser
• 95-8 The cultural affinity hypothesis and mortgage lending decisions
  by William C. Hunter & Mary Beth Walker
• 95-1 Spreads, information flows and transparency across trading systems
  by Paul Kofman & James T. Moser

• 94-28 Is the banking and payments system fragile?
  by George J. Benston & George G. Kaufman
• 94-10 Small business investment companies: financial characteristics and investments
  by Elijah Brewer, III & Hesna Genay
• 94-5 The effect of bank-held derivatives on credit accessibility
  by Elijah Brewer, III & Bernadette A. Minton & James T. Moser
• 94-3 Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges
  by James T. Moser

• 93-19 The ownership structure of Japanese financial institutions
  by Hesna Genay
• 93-18 Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior
  by Herbert L. Baer & Virginia G. France & James T. Moser
• 93-11 Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets
  by Paul Kofman & Tony Bouwman & James T. Moser
• 93-5 Stock margins and the conditional probability of price reversals
  by Paul Kofman & James T. Moser
• 93-3 Junk bond holdings, premium tax offsets, and risk exposure at life insurance companies
  by Elijah Brewer, III & Thomas H. Mondschean

• 92-33 The impact of S&L failures and regulatory changes on the CD market, 1987-1991
  by Elijah Brewer, III & Thomas H. Mondschean
• 92-30 A framework for estimating the value and interest rate risk of retail bank deposits
  by David E. Hutchison & George G. Pennacchi
• 92-29 The effect of capital on portfolio risk at life insurance companies
  by Elijah Brewer, III & Thomas H. Mondschean & Philip E. Strahan
• 92-24 An investigation of returns conditional on trading performance
  by James T. Moser & Jacky C. So
• 92-21 Preferred sources of market discipline: depositors vs. subordinated debt holders
  by Douglas D. Evanoff
• 92-16 Trading activity, program trading, and the volatility of stock returns
  by James T. Moser
• 92-13 Bank contagion: theory and evidence
  by George G. Kaufman
• 92-11 Capital adequacy and the growth of U.S. banks
  by Herbert Baer & John McElravey
• 92-5 Incentive conflict in deposit-institution regulation: evidence from Australia
  by Edward J. Kane & George G. Kaufman

• 91-18 An empirical test of the incentive effects of deposit insurance: the case of junk bonds at savings and loan associations
  by Elijah Brewer, III & Thomas H. Mondschean
• 91-15 Scale elasticity and efficiency for U.S. banks
  by Douglas D. Evanoff & Philip R. Israilevich
• 91-13 Optimal contingent bank liquidation under moral hazard
  by Charles W. Calomiris & Charles M. Kahn & Stefan Krasa
• 91-11 The diminishing role of commercial banking in the U.S. economy
  by George G. Kaufman
• 91-10 Capital in banking: past, present and future
  by George G. Kaufman

• 90-20 Evidence on the impact of futures margin specifications on the performance of futures and cash markets
  by James T. Moser
• 90-19 Deregulation, cost economies and allocative efficiency of large commercial banks
  by Douglas D. Evanoff & Philip R. Israilevich
• 90-12 Payments system risk issues in a global economy
  by Herbert L. Baer & Douglas D. Evanoff

• 1989-24 The impact of deposit insurance on S&L shareholders' risk/return trade- offs
  by Elijah Brewer, III
• 89-23 The Savings and loan rescue of 1989: causes and perspective
  by George G. Kaufman
• 89-18 Do vulnerable economies need deposit insurance?: lessons from the U.S. agricultural boom and bust of 1920s
  by Charles W. Calomiris
• 89-17 A Model of borrowing and lending with fixed and variable interest rates
  by Thomas H. Mondschean
• 89-16 Variability and stationarity of term premia
  by Ramon P. DeGennaro & James T. Moser
• 89-14 Are some banks too large to fail? Myth and reality
  by George G. Kaufman
• 89-12 Reserve account management behavior: impact of the reserve accounting scheme and carry forward provision
  by Douglas D. Evanoff
• 89-11 Technical change, regulation, and economies of scale for large commercial banks: an application of a modified version of Shephard's Lemma
  by Douglas D. Evanoff & Philip R. Israilevich & Randall C. Merris

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This page was last updated on 2009-10-13.