Printed from https://ideas.repec.org/s/fip/fedbqu.html
Content
2024
- SRA 24-02 Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network
by Tomohiro Ando & Jushan Bai & Lina Lu & Cindy M. Vojtech - 24-01 Managing Risk in Cards Portfolios: Risk Appetite and Limits
by Tiffany Eder & Claire Labonne & Caitlin O'Loughlin & Krish Sharma
2023
- SRA 23-02 Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?
by Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang - SRA 23-01 Non-Bank Financial Institutions and Banks’ Fire-Sale Vulnerabilities
by Nicola Cetorelli & Mattia Landoni & Lina Lu
2019
- RPA 19-2 Reach for Yield by U.S. Public Pension Funds
by Kenechukwu E. Anadu & James Bohn & Lina Lu & Matthew Pritsker & Andrei Zlate - RPA 19-1 Variable Annuities: Underlying Risks and Sensitivities
by Imad Chahboun & Nathaniel Hoover
2018
- RPA 18-5 Monetary Policy Divergence and Net Capital Flows: Accounting for Endogenous Policy Responses
by J. Scott Davis & Andrei Zlate - RPA 18-4 The Shift from Active to Passive Investing: Potential Risks to Financial Stability?
by Kenechukwu E. Anadu & Mathias S. Kruttli & Patrick E. McCabe & Emilio Osambela & Chaehee Shin - RPA 18-3 Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015
by Silvia Gabrieli & Claire Labonne - RPA 18-2 Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models
by Kunpeng Li & Qi Li & Lina Lu - RPA 18-1 Optimal Delegation Under Unknown Bias: The Role of Concavity
by Noam Tanner
2017
- RPA 17-5 The Intersection of U.S. Money Market Mutual Fund Reforms, Bank Liquidity Requirements, and the Federal Home Loan Bank System
by Ken Anadu & Viktoria Baklanova - RPA 17-4 Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction
by Matthew Pritsker - RPA 17-3 Simultaneous Spatial Panel Data Models with Common Shocks
by Lina Lu - RPA 17-2 International Financial Spillovers to Emerging Market Economies: How Important Are Economic Fundamentals?
by Shaghil Ahmed & Brahima Coulibaly & Andrei Zlate - RPA 17-1 Estimating Loss Given Default from CDS under Weak Identification
by Lily Y. Liu
2016
- RPA 16-4 Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis
by Ricardo Correa & Horacio Sapriza & Andrei Zlate - RPA 16-3 Offshoring, Low-skilled Immigration, and Labor Market Polarization
by Federico S. Mandelman & Andrei Zlate - RPA 16-2 Opacity and Disclosure in Short-Term Wholesale Funding Markets
by Michal Kowalik - RPA 16-1 Offshore Production and Business Cycle Dynamics with Heterogeneous Firms
by Andrei Zlate
2015
- RPA 15-2 Cross-Sectional Factor Dynamics and Momentum Returns
by Doron Avramov & Satadru Hore - RPA 15-1 Macroprudential Policy: Case Study from a Tabletop Exercise
by Tobias Adrian & Patrick de Fontnouvelle & Emily Yang & Andrei Zlate
2012
- RPA 12-5 Bank deregulation and racial inequality in America
by Ross Levine & Alexey Levkov & Yona Rubinstein - RPA 12-4 Knightian uncertainty and interbank lending
by Matthew Pritsker - RPA 12-3 The stability of prime money market mutual funds: sponsor support from 2007 to 2011
by Ken Anadu & Steffanie Brady & Nathaniel R. Cooper - QAU12-2 Bank diversification, market structure and bank risk taking: theory and evidence from U.S. commercial banks
by Martin R. Goetz - QAU12-1 Evaluating the impact of fair value accounting on financial institutions: implications for accounting standards setting and bank supervision
by Sanders Shaffer
2010
- QAU10-7 Branching of banks and union decline
by Alexey Levkov - QAU10-6 Financing constraints and unemployment: evidence from the Great Recession
by Burcu Duygan-Bump & Alexey Levkov & Judit Montoriol-Garriga - QAU10-5 Risk, returns, and multinational production
by José Fillat & Stefania Garetto - QAU10-4 Addressing the pro-cyclicality of capital requirements with a dynamic loan loss provision system
by José Fillat & Judit Montoriol-Garriga - QAU10-3 How effective were the Federal Reserve emergency liquidity facilities?: evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility
by Burcu Duygan-Bump & Patrick M. Parkinson & Eric Rosengren & Gustavo A. Suarez & Paul S. Willen - QAU10-2 Optimal portfolio choice with predictability in house prices and transaction costs
by Stefano Corradin & José Fillat & Carles Vergara-Alert - QAU10-1 Fair value accounting: villain or innocent victim?: exploring the links between fair value accounting, bank regulatory capital, and the recent financial crisis
by Sanders Shaffer
2009
- QAU09-5 Your house or your credit card, which would you choose?: personal delinquency tradeoffs and precautionary liquidity motives
by Ethan Cohen-Cole & Jonathan Morse - QAU09-4 A question of liquidity: the great banking run of 2008?
by Judit Montoriol-Garriga & Evan G. Sekeris - QAU09-3 Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique
by Todd Prono - QAU09-2 Forgive and forget: who gets credit after bankruptcy and why?
by Ethan Cohen-Cole & Burcu Duygan-Bump & Judit Montoriol-Garriga - QAU09-1 The option value of consumer bankruptcy
by Ethan Cohen-Cole
2008
- QAU08-7 The balance sheet channel
by Ethan Cohen-Cole & Enrique Martínez García - QAU08-6 Household bankruptcy decision: the role of social stigma vs. information sharing
by Ethan Cohen-Cole & Burcu Duygan-Bump - QAU08-5 Looking behind the aggregates: a reply to “Facts and Myths about the Financial Crisis of 2008”
by Ethan Cohen-Cole & Burcu Duygan-Bump & José Fillat & Judit Montoriol-Garriga - QAU08-4 GARCH-based identification and estimation of triangular systems
by Todd Prono - QAU08-3 Household debt repayment behaviour: what role do institutions play?
by Burcu Duygan-Bump & Charles Grant - QAU08-2 Is obesity contagious?: social networks vs. environmental factors in the obesity epidemic
by Ethan Cohen-Cole & Jason M. Fletcher - QAU08-1 Credit card redlining
by Ethan Cohen-Cole
2007
- QAU07-8 Loss distribution estimation, external data and model averaging
by Ethan Cohen-Cole & Todd Prono - QAU07-7 Demonstration effects in preventive care
by Ritesh Banerjee & Ethan Cohen-Cole & Giulio Zanella - QAU07-6 Information diffusion based explanations of asset pricing anomalies
by Athanasios Bolmatis & Evan G. Sekeris - QAU07-5 Asset liquidity, debt valuation and credit risk
by Ethan Cohen-Cole - QAU07-4 Unpacking social interactions
by Ethan Cohen-Cole & Giulio Zanella - QAU07-3 Model uncertainty and the deterrent effect of capital punishment
by Ethan Cohen-Cole & Steven N. Durlauf & Jeffrey Fagan & Daniel Nagin