Benjamin Remy Chabot
Personal Details
First Name: | Benjamin |
Middle Name: | Remy |
Last Name: | Chabot |
Suffix: | |
RePEc Short-ID: | pch1553 |
| |
Affiliation
Economic Research Department
Federal Reserve Bank of Chicago
Chicago, Illinois (United States)https://www.chicagofed.org/research/index
RePEc:edi:rfrbcus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Benjamin Chabot, 2017. "The Federal Reserve’s Evolving Monetary Policy Implementation Framework: 1914-1923," Working Paper Series WP-2017-1, Federal Reserve Bank of Chicago.
- Christian Brownlees & Benjamin Chabot & Eric Ghysels & Christopher J. Kurz, 2015. "Backtesting Systemic Risk Measures During Historical Bank Runs," Working Paper Series WP-2015-9, Federal Reserve Bank of Chicago.
- Ghysels, Eric & Jagannathan, Ravi & Chabot, Benjamin, 2014.
"Momentum Trading, Return Chasing, and Predictable Crashes,"
CEPR Discussion Papers
10234, C.E.P.R. Discussion Papers.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014. "Momentum Trading, Return Chasing and Predictable Crashes," Working Paper Series WP-2014-27, Federal Reserve Bank of Chicago.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014. "Momentum Trading, Return Chasing, and Predictable Crashes," NBER Working Papers 20660, National Bureau of Economic Research, Inc.
- Benjamin Chabot & Charles C. Moul, 2013.
"Bank panics, government guarantees, and the long-run size of the financial sector: evidence from free-banking America,"
Working Paper Series
WP-2013-03, Federal Reserve Bank of Chicago.
- Benjamin Chabot & Charles C. Moul, 2014. "Bank Panics, Government Guarantees, and the Long‐Run Size of the Financial Sector: Evidence from Free‐Banking America," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 961-997, August.
- Ron Alquist & Benjamin Chabot, 2012. "Institutions, the cost of capital, and long-run economic growth: evidence from the 19th century capital market," Working Paper Series WP-2012-17, Federal Reserve Bank of Chicago.
- Benjamin Chabot, 2011. "The cost of banking panics in an age before “Too Big to Fail”," Working Paper Series WP-2011-15, Federal Reserve Bank of Chicago.
- Ron Alquist & Benjamin Chabot, 2010. "Did adhering to the gold standard reduce the cost of capital?," Working Paper Series WP-2010-13, Federal Reserve Bank of Chicago.
- Benjamin Chabot & Christopher J. Kurz, 2009.
"That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907,"
Working Papers
972, Economic Growth Center, Yale University.
- Chabot, Benjamin & Kurz, Christopher J., 2009. "That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907," Working Papers 64, Yale University, Department of Economics.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2009. "Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets," NBER Working Papers 15591, National Bureau of Economic Research, Inc.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2008. "Price Momentum In Stocks: Insights From Victorian Age Data," NBER Working Papers 14500, National Bureau of Economic Research, Inc.
Articles
- Benjamin Chabot & Stefania D'Amico, 2015. "The Overnight Money Market," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 77-78.
- Benjamin Chabot & Charles C. Moul, 2014.
"Bank Panics, Government Guarantees, and the Long‐Run Size of the Financial Sector: Evidence from Free‐Banking America,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 961-997, August.
- Benjamin Chabot & Charles C. Moul, 2013. "Bank panics, government guarantees, and the long-run size of the financial sector: evidence from free-banking America," Working Paper Series WP-2013-03, Federal Reserve Bank of Chicago.
- Benjamin Chabot, 2014. "Is There a Trade-Off Between Low Bond Risk Premiums and Financial Stability?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Aug.
- Gene Amromin & Benjamin Chabot, 2013. "Detroit’s bankruptcy: the uncharted waters of Chapter 9," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Nov.
- Benjamin Chabot & Gabe Herman, 2013. "A History of Large-Scale Asset Purchases before the Federal Reserve," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 140-152.
- Alquist, Ron & Chabot, Benjamin, 2011. "Did gold-standard adherence reduce sovereign capital costs?," Journal of Monetary Economics, Elsevier, vol. 58(3), pages 262-272.
- Chabot, Benjamin, 2003. "Investing For Middle America: John Elliot Tappan And The Origins Of American Express Financial Advisors. By Kenneth Lipartito and Carol Heher Peters. New York: Palgrave, 2001. Pp. x, 268. $27.95," The Journal of Economic History, Cambridge University Press, vol. 63(1), pages 285-286, March.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Benjamin Chabot, 2017.
"The Federal Reserve’s Evolving Monetary Policy Implementation Framework: 1914-1923,"
Working Paper Series
WP-2017-1, Federal Reserve Bank of Chicago.
Cited by:
- Haelim Anderson & Jin-Wook Chang & Adam Copeland, 2020. "The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Spanish Influenza Pandemic," Finance and Economics Discussion Series 2020-050, Board of Governors of the Federal Reserve System (U.S.).
- Haelim Anderson & Jin-Wook Chang & Adam Copeland, 2020. "The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Influenza Pandemic," Staff Reports 928, Federal Reserve Bank of New York.
- Christian Brownlees & Benjamin Chabot & Eric Ghysels & Christopher J. Kurz, 2015.
"Backtesting Systemic Risk Measures During Historical Bank Runs,"
Working Paper Series
WP-2015-9, Federal Reserve Bank of Chicago.
Cited by:
- Kreis, Yvonne & Leisen, Dietmar P.J., 2018. "Systemic risk in a structural model of bank default linkages," Journal of Financial Stability, Elsevier, vol. 39(C), pages 221-236.
- Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Shahzad, Syed Jawad Hussain & Výrost, Tomáš, 2020. "Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector," EconStor Preprints 222580, ZBW - Leibniz Information Centre for Economics.
- Borri, Nicola & Giorgio, Giorgio di, 2022.
"Systemic risk and the COVID challenge in the european banking sector,"
Journal of Banking & Finance, Elsevier, vol. 140(C).
- Nicola Borri & Giorgio Di Giorgio, 2020. "Systemic Risk and the COVID Challenge in the European Banking Sector," Working Papers CASMEF 2005, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Sanjiv R. Das & Kris James Mitchener & Angela Vossmeyer, 2018.
"Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression,"
NBER Working Papers
25405, National Bureau of Economic Research, Inc.
- Sanjiv R. Das & Kris James Mitchener & Angela Vossmeyer, 2018. "Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression," CESifo Working Paper Series 7425, CESifo.
- Viral V. Acharya & Christian Brownlees & Robert Engle & Farhang Farazmand & Matthew Richardson, 2013.
"Measuring Systemic Risk,"
World Scientific Book Chapters, in: Oliviero Roggi & Edward I Altman (ed.), Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis, chapter 3, pages 65-98,
World Scientific Publishing Co. Pte. Ltd..
- Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2010. "Measuring systemic risk," Working Papers (Old Series) 1002, Federal Reserve Bank of Cleveland.
- Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2017. "Measuring Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 30(1), pages 2-47.
- Richardson, Matthew P & Philippon, Thomas & Acharya, Viral & Pedersen, Lasse Heje, 2012. "Measuring Systemic Risk," CEPR Discussion Papers 8824, C.E.P.R. Discussion Papers.
- Viral V. Acharya, 2010. "Measuring systemic risk," Proceedings 1140, Federal Reserve Bank of Chicago.
- Viral V. Acharya, 2011. "Measuring Systemic Risk," World Scientific Book Chapters, in: Stijn Claessens & Douglas D Evanoff & George G Kaufman & Laura E Kodres (ed.), Macroprudential Regulatory Policies The New Road to Financial Stability?, chapter 10, pages 133-143, World Scientific Publishing Co. Pte. Ltd..
- Gilbert Colletaz & Grégory Levieuge & Alexandra Popescu, 2018.
"Monetary policy and long-run systemic risk-taking,"
Post-Print
hal-02162296, HAL.
- Colletaz, Gilbert & Levieuge, Grégory & Popescu, Alexandra, 2018. "Monetary policy and long-run systemic risk-taking," Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 165-184.
- Gilbert Colletaz & Grégory Levieuge & Alexandra Popescu, 2018. "Monetary Policy and Long-Run Systemic Risk-Taking," Working papers 694, Banque de France.
- Peter Grundke, 2019. "Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 953-990, May.
- Mitchener, Kris & Das, Sanjiv & Vossmeyer, Angela, 2018. "Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression," CEPR Discussion Papers 13416, C.E.P.R. Discussion Papers.
- Busch, Pascal & Cappelletti, Giuseppe & Marincas, Vlad & Meller, Barbara & Wildmann, Nadya, 2021. "How useful is market information for the identification of G-SIBs?," Occasional Paper Series 260, European Central Bank.
- Kremer, Manfred & Chavleishvili, Sulkhan, 2021. "Measuring Systemic Financial Stress and its Impact on the Macroeconomy," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242346, Verein für Socialpolitik / German Economic Association.
- Chavleishvili, Sulkhan & Engle, Robert F. & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "The risk management approach to macro-prudential policy," Working Paper Series 2565, European Central Bank.
- Ghysels, Eric & Jagannathan, Ravi & Chabot, Benjamin, 2014.
"Momentum Trading, Return Chasing, and Predictable Crashes,"
CEPR Discussion Papers
10234, C.E.P.R. Discussion Papers.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014. "Momentum Trading, Return Chasing and Predictable Crashes," Working Paper Series WP-2014-27, Federal Reserve Bank of Chicago.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014. "Momentum Trading, Return Chasing, and Predictable Crashes," NBER Working Papers 20660, National Bureau of Economic Research, Inc.
Cited by:
- Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021.
"Stock markets and exchange rate behavior of the BRICS,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1581-1595, December.
- Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020. "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers 202086, University of Pretoria, Department of Economics.
- Adam Zaremba, 2019. "The Cross Section of Country Equity Returns: A Review of Empirical Literature," JRFM, MDPI, vol. 12(4), pages 1-26, October.
- Cenedese, Gino & Payne, Richard & Sarno, Lucio & Valente, Giorgio, 2015.
"What do stock markets tell us about exchange rates?,"
Bank of England working papers
537, Bank of England.
- Gino Cenedese & Richard Payne & Lucio Sarno & Giorgio Valente, 2016. "What Do Stock Markets Tell Us about Exchange Rates?," Review of Finance, European Finance Association, vol. 20(3), pages 1045-1080.
- Sarno, Lucio & Payne, Richard & Valente, Giorgio & Cenedese, Gino, 2015. "What Do Stock Markets Tell Us About Exchange Rates?," CEPR Discussion Papers 10685, C.E.P.R. Discussion Papers.
- Wang, Xinjie & Xiao, Yaqing & Yan, Hongjun & Zhang, Jinfan, 2021. "Under-reaction in the sovereign CDS market," Journal of Banking & Finance, Elsevier, vol. 130(C).
- Dobrynskaya, Victoria, 2019.
"Avoiding momentum crashes: Dynamic momentum and contrarian trading,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
- Victoria Dobrynskaya, 2019. "Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading," Proceedings of International Academic Conferences 9912063, International Institute of Social and Economic Sciences.
- Lee, Hsiu-Chuan & Lee, Yun-Huan & Lu, Yang-Cheng & Wang, Yu-Chun, 2020. "States of psychological anchors and price behavior of Japanese yen futures," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Renata Guobužaitė & Deimantė Teresienė, 2021. "Can Economic Factors Improve Momentum Trading Strategies? The Case of Managed Futures during the COVID-19 Pandemic," Economies, MDPI, vol. 9(2), pages 1-16, May.
- Jung, JiYong & Jung, Kuk Mo, 2021. "Stock market uncertainty and uncovered equity parity deviation: Evidence from Asia," Journal of Asian Economics, Elsevier, vol. 73(C).
- Stephen A. Gorman & Frank J. Fabozzi, 2021. "The ABC’s of the alternative risk premium: academic roots," Journal of Asset Management, Palgrave Macmillan, vol. 22(6), pages 405-436, October.
- Gehrig, Thomas & Fohlin, Caroline & Haas, Marlene, 2015.
"Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907,"
CEPR Discussion Papers
10497, C.E.P.R. Discussion Papers.
- Caroline Fohlin & Thomas Gehrig & Marlene Haas, 2016. "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," CESifo Working Paper Series 6048, CESifo.
- Jung, Kuk Mo, 2015.
"Liquidity Risk and Time-Varying Correlation Between Equity and Currency Returns,"
MPRA Paper
67416, University Library of Munich, Germany.
- Kuk Mo Jung, 2017. "Liquidity Risk And Time-Varying Correlation Between Equity And Currency Returns," Economic Inquiry, Western Economic Association International, vol. 55(2), pages 898-919, April.
- Alquist, Ron & Chabot, Benjamin R. & Yamarthy, Ram, 2022. "The price of property rights: Institutions, finance, and economic growth," Journal of International Economics, Elsevier, vol. 137(C).
- Victoria Dobrynskaya, 2017. "Dynamic Momentum and Contrarian Trading," HSE Working papers WP BRP 61/FE/2017, National Research University Higher School of Economics.
- Aftab, Muhammad & Ahmad, Rubi & Ismail, Izlin, 2018. "Examining the uncovered equity parity in the emerging financial markets," Research in International Business and Finance, Elsevier, vol. 45(C), pages 233-242.
- Benjamin Chabot & Charles C. Moul, 2013.
"Bank panics, government guarantees, and the long-run size of the financial sector: evidence from free-banking America,"
Working Paper Series
WP-2013-03, Federal Reserve Bank of Chicago.
- Benjamin Chabot & Charles C. Moul, 2014. "Bank Panics, Government Guarantees, and the Long‐Run Size of the Financial Sector: Evidence from Free‐Banking America," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 961-997, August.
Cited by:
- Brownlees, Christian & Chabot, Ben & Ghysels, Eric & Kurz, Christopher, 2020.
"Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression,"
Journal of Banking & Finance, Elsevier, vol. 113(C).
- Ghysels, Eric & Chabot, Benjamin & Kurz, Christopher & Brownlees, Christian, 2017. "Back to the Future: Backtesting Systemic Risk Measures during Historical Bank Runs and the Great Depression," CEPR Discussion Papers 12178, C.E.P.R. Discussion Papers.
- Benjamin Chabot, 2011.
"The cost of banking panics in an age before “Too Big to Fail”,"
Working Paper Series
WP-2011-15, Federal Reserve Bank of Chicago.
Cited by:
- Qian Chen & Christoffer Koch & Padma Sharma & Gary Richardson, 2020.
"Payments Crises and Consequences,"
NBER Working Papers
27733, National Bureau of Economic Research, Inc.
- Qian Chen & Christoffer Koch & Gary Richardson & Padma Sharma, 2020. "Payments Crises and Consequences," Research Working Paper RWP 20-10, Federal Reserve Bank of Kansas City.
- Benjamin Chabot & Gabe Herman, 2013. "A History of Large-Scale Asset Purchases before the Federal Reserve," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 140-152.
- Qian Chen & Christoffer Koch & Padma Sharma & Gary Richardson, 2020.
"Payments Crises and Consequences,"
NBER Working Papers
27733, National Bureau of Economic Research, Inc.
- Ron Alquist & Benjamin Chabot, 2010.
"Did adhering to the gold standard reduce the cost of capital?,"
Working Paper Series
WP-2010-13, Federal Reserve Bank of Chicago.
Cited by:
- Marc Flandreau & Kim Oosterlinck, 2011.
"Was the Emergence of the International Gold Standard Expected?Melodramatic Evidence from Indian Government Securities,"
Working Papers CEB
11-001, ULB -- Universite Libre de Bruxelles.
- Marc Flandreau, Kim Oosterlinck, 2011. "Was the Emergence of the International Gold Standard Expected? Melodramatic Evidence from Indian Government Securities," IHEID Working Papers 01-2011, Economics Section, The Graduate Institute of International Studies.
- Marc Flandreau & Kim Oosterlinck, 2011. "Was the Emergence of the International Gold Standard Expected? Melodramatic Evidence from Indian Government Securities," Working Papers 0005, European Historical Economics Society (EHES).
- Flandreau, Marc & Oosterlinck, Kim, 2012. "Was the emergence of the international gold standard expected? Evidence from Indian Government securities," Journal of Monetary Economics, Elsevier, vol. 59(7), pages 649-669.
- Marc Flandreau & Kim Oosterlinck, 2011.
"Was the Emergence of the International Gold Standard Expected?Melodramatic Evidence from Indian Government Securities,"
Working Papers CEB
11-001, ULB -- Universite Libre de Bruxelles.
- Benjamin Chabot & Christopher J. Kurz, 2009.
"That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907,"
Working Papers
972, Economic Growth Center, Yale University.
- Chabot, Benjamin & Kurz, Christopher J., 2009. "That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907," Working Papers 64, Yale University, Department of Economics.
Cited by:
- Kim Oosterlinck, 2013.
"Sovereign Debt Defaults: Insights from History,"
Post-Print CEB, ULB -- Universite Libre de Bruxelles, vol. 29(4), pages 697-714.
- Kim Oosterlinck, 2013. "Sovereign debt defaults: insights from history," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(4), pages 697-714, WINTER.
- Turner, John D., 2014. "Financial history and financial economics," QUCEH Working Paper Series 14-03, Queen's University Belfast, Queen's University Centre for Economic History.
- Crafts, Nicholas, 2020.
"British Relative Economic Decline in the Aftermath of German Unification,"
CAGE Online Working Paper Series
501, Competitive Advantage in the Global Economy (CAGE).
- Crafts, Nicholas, 2020. "British Relative Economic Decline in the Aftermath of German Unification," The Warwick Economics Research Paper Series (TWERPS) 1295, University of Warwick, Department of Economics.
- Sasha Indarte, 2017. "Contagion via Financial Intermediaries in Pre-1914 Sovereign Debt Markets," 2017 Meeting Papers 1141, Society for Economic Dynamics.
- Crafts, Nicholas, 2011.
"British Relative Economic Decline Revisited,"
CAGE Online Working Paper Series
42, Competitive Advantage in the Global Economy (CAGE).
- Crafts, Nicholas, 2011. "British Relative Economic Decline Revisited," CEPR Discussion Papers 8384, C.E.P.R. Discussion Papers.
- HANNAH, Leslie, 2018. "Corporate Governance, Accounting Transparency and Stock Exchange Sizes in Germany, Japan and “Anglo-Saxon” Economies, 1870-1950," Discussion paper series HIAS-E-77, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Goetzmann, Will & Le Bris, David & Pouget, Sébastien, 2017.
"The Present Value Relation Over Six Centuries: The Case of the Bazacle Company,"
TSE Working Papers
17-794, Toulouse School of Economics (TSE).
- le Bris, David & Goetzmann, William N. & Pouget, Sébastien, 2019. "The present value relation over six centuries: The case of the Bazacle company," Journal of Financial Economics, Elsevier, vol. 132(1), pages 248-265.
- David Le Bris & William Goetzmann & Sébastien Pouget, 2019. "The present value relation over six centuries: The case of the Bazacle company," Post-Print hal-02281530, HAL.
- Rui Esteves & João Tovar Jalles, 2016.
"Like Father Like Sons? The Cost of Sovereign Defaults in Reduced Credit to the Private Sector,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(7), pages 1515-1545, October.
- Esteves, Rui & Jalles, Joao Tovar, 2013. "Like Father like Sons? The Cost of Sovereign Defaults In Reduced Credit to the Private Sector," CEPR Discussion Papers 9303, C.E.P.R. Discussion Papers.
- Rui Esteves, 2011. "The Political Economy of Global Financial Liberalisation in Historical Perspective," Oxford Economic and Social History Working Papers _089, University of Oxford, Department of Economics.
- Jansson, Walter, 2018. "Stock markets, banks and economic growth in the UK, 1850–1913," Financial History Review, Cambridge University Press, vol. 25(3), pages 263-296, December.
- William N. Goetzmann & Andrey D. Ukhov & Ning Zhu, 2007. "China and the world financial markets 1870–1939: Modern lessons from historical globalization1," Economic History Review, Economic History Society, vol. 60(2), pages 267-312, May.
- Eduardo van Hombeeck, Carlos, 2017.
"An exorbitant privilege in the first age of international financial integration,"
Bank of England working papers
668, Bank of England.
- van Hombeeck, Carlos Eduardo, 2020. "An exorbitant privilege in the first age of international financial integration?," Journal of International Money and Finance, Elsevier, vol. 101(C).
- Richard S.Grossman, 2017. "Beresford’s Revenge: British equity holdings in Latin America, 1869-1929," Wesleyan Economics Working Papers 2017-003, Wesleyan University, Department of Economics.
- Hauner, Thomas & Milanovic, Branko & Naidu, Suresh, 2017. "Inequality, Foreign Investment, and Imperialism," MPRA Paper 83068, University Library of Munich, Germany.
- Grossman, Richard, 2017. "Beresford’s Revenge: British equity holdings in Latin America, 1869-1929," CEPR Discussion Papers 12042, C.E.P.R. Discussion Papers.
- Ron Alquist & Benjamin Chabot, 2012. "Institutions, the cost of capital, and long-run economic growth: evidence from the 19th century capital market," Working Paper Series WP-2012-17, Federal Reserve Bank of Chicago.
- Burhop, Carsten & Chambers, David & Cheffins, Brian, 2014. "Regulating IPOs: Evidence from going public in London, 1900–1913," Explorations in Economic History, Elsevier, vol. 51(C), pages 60-76.
- Campbell, Gareth & Rogers, Meeghan & Turner, John D., 2016. "The rise and decline of the UK's provincial stock markets, 1869-1929," QUCEH Working Paper Series 2016-03, Queen's University Belfast, Queen's University Centre for Economic History.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2009.
"Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets,"
NBER Working Papers
15591, National Bureau of Economic Research, Inc.
Cited by:
- Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012.
"Currency momentum strategies,"
Journal of Financial Economics, Elsevier, vol. 106(3), pages 660-684.
- Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik, 2012. "Currency Momentum Strategies," CEPR Discussion Papers 8747, C.E.P.R. Discussion Papers.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2011. "Currency Momentum Strategies," BIS Working Papers 366, Bank for International Settlements.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012. "Currency Momentum Strategies," Working Paper series 09_12, Rimini Centre for Economic Analysis.
- Daniel, Kent & Moskowitz, Tobias J., 2016.
"Momentum crashes,"
Journal of Financial Economics, Elsevier, vol. 122(2), pages 221-247.
- Kent Daniel & Tobias J. Moskowitz, 2014. "Momentum Crashes," NBER Working Papers 20439, National Bureau of Economic Research, Inc.
- Dobrynskaya, Victoria, 2019.
"Avoiding momentum crashes: Dynamic momentum and contrarian trading,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
- Victoria Dobrynskaya, 2019. "Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading," Proceedings of International Academic Conferences 9912063, International Institute of Social and Economic Sciences.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014.
"Momentum Trading, Return Chasing and Predictable Crashes,"
Working Paper Series
WP-2014-27, Federal Reserve Bank of Chicago.
- Ghysels, Eric & Jagannathan, Ravi & Chabot, Benjamin, 2014. "Momentum Trading, Return Chasing, and Predictable Crashes," CEPR Discussion Papers 10234, C.E.P.R. Discussion Papers.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014. "Momentum Trading, Return Chasing, and Predictable Crashes," NBER Working Papers 20660, National Bureau of Economic Research, Inc.
- Gao, Ya & Guo, Bin & Xiong, Xiong, 2021. "Signed momentum in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- William Goetzmann & Simon Huang, 2015.
"Momentum in Imperial Russia,"
NBER Working Papers
21700, National Bureau of Economic Research, Inc.
- Goetzmann, William N. & Huang, Simon, 2018. "Momentum in Imperial Russia," Journal of Financial Economics, Elsevier, vol. 130(3), pages 579-591.
- Blanco, Ivan & De Jesus, Miguel & Remesal, Alvaro, 2023. "Overlapping momentum portfolios," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 1-22.
- Victoria Dobrynskaya, 2017. "Dynamic Momentum and Contrarian Trading," HSE Working papers WP BRP 61/FE/2017, National Research University Higher School of Economics.
- Kent Daniel & Ravi Jagannathan & Soohun Kim, 2012. "Tail Risk in Momentum Strategy Returns," NBER Working Papers 18169, National Bureau of Economic Research, Inc.
- Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012.
"Currency momentum strategies,"
Journal of Financial Economics, Elsevier, vol. 106(3), pages 660-684.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2008.
"Price Momentum In Stocks: Insights From Victorian Age Data,"
NBER Working Papers
14500, National Bureau of Economic Research, Inc.
Cited by:
- Raymond H. Chan & Ephraim Clark & Xu Guo & Wing-Keung Wong, 2020. "New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management," Risk Management, Palgrave Macmillan, vol. 22(2), pages 108-132, June.
- Zaremba, Adam & Long, Huaigang & Karathanasopoulos, Andreas, 2019. "Short-term momentum (almost) everywhere," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
- Zaremba, Adam & Shemer, Jacob, 2018. "Is there momentum in factor premia? Evidence from international equity markets," Research in International Business and Finance, Elsevier, vol. 46(C), pages 120-130.
- Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, January.
- Zaremba, Adam & Bianchi, Robert J. & Mikutowski, Mateusz, 2021. "Long-run reversal in commodity returns: Insights from seven centuries of evidence," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Renata Guobužaitė & Deimantė Teresienė, 2021. "Can Economic Factors Improve Momentum Trading Strategies? The Case of Managed Futures during the COVID-19 Pandemic," Economies, MDPI, vol. 9(2), pages 1-16, May.
- Zaremba, Adam & Kizys, Renatas & Raza, Muhammad Wajid, 2020. "The long-run reversal in the long run: Insights from two centuries of international equity returns," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 177-199.
- Zaremba, Adam & Cakici, Nusret & Bianchi, Robert J. & Long, Huaigang, 2023. "Interest rate changes and the cross-section of global equity returns," Journal of Economic Dynamics and Control, Elsevier, vol. 147(C).
- Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2016. "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks," MPRA Paper 75002, University Library of Munich, Germany.
- Sina Badreddine & Ephraim Clark, 2021. "The asymmetric effects of industry specific volatility in momentum returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6444-6458, October.
- Zaremba, Adam, 2017. "Performance persistence of government bond factor premia," Finance Research Letters, Elsevier, vol. 22(C), pages 182-189.
Articles
- Benjamin Chabot & Charles C. Moul, 2014.
"Bank Panics, Government Guarantees, and the Long‐Run Size of the Financial Sector: Evidence from Free‐Banking America,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 961-997, August.
See citations under working paper version above.
- Benjamin Chabot & Charles C. Moul, 2013. "Bank panics, government guarantees, and the long-run size of the financial sector: evidence from free-banking America," Working Paper Series WP-2013-03, Federal Reserve Bank of Chicago.
- Benjamin Chabot, 2014.
"Is There a Trade-Off Between Low Bond Risk Premiums and Financial Stability?,"
Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Aug.
Cited by:
- Piergiorgio Alessandri & Antonio M. Conti & Fabrizio Venditti, 2016.
"The Financial Stability Dark Side of Monetary Policy,"
BCAM Working Papers
1601, Birkbeck Centre for Applied Macroeconomics.
- Piergiorgio Alessandri & Antonio Maria Conti & Fabrizio Venditti, 2017. "The financial stability dark side of monetary policy," Temi di discussione (Economic working papers) 1121, Bank of Italy, Economic Research and International Relations Area.
- Guangye Cao & Taeyoung Doh & Daniel Molling, 2015.
"Should monetary policy monitor risk premiums in financial markets?,"
Macro Bulletin, Federal Reserve Bank of Kansas City, pages 1-2, February.
- Guangye Cao & Taeyoung Doh & Daniel Molling, 2015. "Should monetary policy monitor risk premiums in financial markets?," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 7-30.
- Piergiorgio Alessandri & Antonio M. Conti & Fabrizio Venditti, 2016.
"The Financial Stability Dark Side of Monetary Policy,"
BCAM Working Papers
1601, Birkbeck Centre for Applied Macroeconomics.
- Benjamin Chabot & Gabe Herman, 2013.
"A History of Large-Scale Asset Purchases before the Federal Reserve,"
Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 140-152.
Cited by:
- Thomas B. King, 2013. "A Portfolio-Balance Approach to the Nominal Term Structure," Working Paper Series WP-2013-18, Federal Reserve Bank of Chicago.
- Alquist, Ron & Chabot, Benjamin, 2011.
"Did gold-standard adherence reduce sovereign capital costs?,"
Journal of Monetary Economics, Elsevier, vol. 58(3), pages 262-272.
Cited by:
- Mitchener, Kris James & Pina, Gonçalo, 2020. "Pegxit pressure," Journal of International Money and Finance, Elsevier, vol. 107(C).
- Monnet, Eric, 2019.
"Interest rates,"
CEPR Discussion Papers
13896, C.E.P.R. Discussion Papers.
- Eric Monnet, 2024. "Interest Rates," Springer Books, in: Claude Diebolt & Michael Haupert (ed.), Handbook of Cliometrics, edition 3, pages 1531-1549, Springer.
- Kim Oosterlinck, 2013.
"Sovereign Debt Defaults: Insights from History,"
Post-Print CEB, ULB -- Universite Libre de Bruxelles, vol. 29(4), pages 697-714.
- Kim Oosterlinck, 2013. "Sovereign debt defaults: insights from history," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(4), pages 697-714, WINTER.
- Michael Tomz & Mark L. J. Wright, 2013.
"Empirical Research on Sovereign Debt and Default,"
CAMA Working Papers
2013-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Michael Tomz & Mark L.J. Wright, 2013. "Empirical Research on Sovereign Debt and Default," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 247-272, May.
- Michael Tomz & Mark L. J. Wright, 2013. "Empirical Research on Sovereign Debt and Default," NBER Working Papers 18855, National Bureau of Economic Research, Inc.
- Michael Tomz & Mark L. J. Wright, 2012. "Empirical research on sovereign debt and default," Working Paper Series WP-2012-06, Federal Reserve Bank of Chicago.
- Weidenmier, Marc & Mitchener, Kris, 2015. "Was the Classical Gold Standard Credible on the Periphery? Evidence from Currency Risk," CEPR Discussion Papers 10388, C.E.P.R. Discussion Papers.
- Chavaz, Matthieu & Flandreau, Marc, 2015. "‘High and dry’: the liquidity and credit of colonial and foreign government debt in the London Stock Exchange (1880–1910)," Bank of England working papers 555, Bank of England.
- Elmas Yaldiz Hanedar & Avni Önder Hanedar & Ferdi Çelikay, 2017. "Effects of reforms and supervisory organizations: Evidence from the Ottoman Empire and the Istanbul bourse," Working Papers 0112, European Historical Economics Society (EHES).
- Andreea-Alexandra Maerean & Maja Pedersen & Paul Sharp, 2021. "Sovereign Debt and Supersanctions in Emerging Markets: Evidence from Four Southeast European Countries, 1878-1913," Working Papers 0216, European Historical Economics Society (EHES).
- Tunçer, Ali Coşkun & Weller, Leonardo, 2022. "Democracy, autocracy, and sovereign debt: How polity influenced country risk on the peripheries of the global economy, 1870–1913," Explorations in Economic History, Elsevier, vol. 85(C).
- Flandreau, Marc & Chavaz, Matthieu, 2016. "“High & Dry†: The Liquidity and Credit of Colonial and Foreign Government Debt and the London Stock Exchange (1880-1910)," CEPR Discussion Papers 11679, C.E.P.R. Discussion Papers.
- Sebastian Edwards & Francis A. Longstaff & Alvaro Garcia Marin, 2015. "The U.S. Debt Restructuring of 1933: Consequences and Lessons," NBER Working Papers 21694, National Bureau of Economic Research, Inc.
- Finer, David Andrew, 2022. "No Shock Waves through Wall Street? Market Responses to the Risk of Nuclear War," Working Papers 318, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
- Alquist, Ron & Chabot, Benjamin R. & Yamarthy, Ram, 2022. "The price of property rights: Institutions, finance, and economic growth," Journal of International Economics, Elsevier, vol. 137(C).
- Papadia, Andrea, 2017. "Sovereign defaults during the Great Depression: the role of fiscal fragility," Economic History Working Papers 68943, London School of Economics and Political Science, Department of Economic History.
- Sabaté, Marcela & Fillat, Carmen & Escario, Regina, 2019. "Budget deficits and money creation: Exploring their relation before Bretton Woods," Explorations in Economic History, Elsevier, vol. 72(C), pages 38-56.
- Jevtic, Aleksandar R., 2020. "Gold rush: The political economy of gold standard adoption in the Kingdom of Yugoslavia," eabh Papers 20-02, The European Association for Banking and Financial History (EABH).
- Claudio Borio, 2019. "Central banking in challenging times," BIS Working Papers 829, Bank for International Settlements.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-HIS: Business, Economic and Financial History (8) 2009-07-03 2009-12-11 2011-01-03 2012-01-03 2013-01-07 2013-05-19 2015-12-12 2017-01-29. Author is listed
- NEP-CBA: Central Banking (3) 2013-05-19 2015-12-12 2017-01-29
- NEP-MAC: Macroeconomics (3) 2009-07-03 2009-12-11 2017-01-29
- NEP-BAN: Banking (2) 2013-05-19 2015-12-12
- NEP-HPE: History and Philosophy of Economics (1) 2017-01-29
- NEP-IAS: Insurance Economics (1) 2015-12-12
- NEP-IFN: International Finance (1) 2011-01-03
- NEP-MON: Monetary Economics (1) 2017-01-29
- NEP-MST: Market Microstructure (1) 2015-12-12
- NEP-RMG: Risk Management (1) 2015-12-12
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