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Content
1998
- 9822 Paper tigers? A model of the Asian crisis
by Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini - 9821 How important is the stock market effect on consumption?
by Sydney C. Ludvigson & Charles Steindel - 9820 Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares
by Sugato Chakravarty & Asani Sarkar & Lifan Wu - 9819 The rise and decline(?) of U.S. internal labor markets
by Erica L. Groshen & David K. Levine - 9818 Does exchange rate stability increase trade and capital flows?
by Philippe Bacchetta & Eric Van Wincoop - 9817 What inventory behavior tells us about business cycles
by Mark Bils & James A. Kahn - 9816 Securities class actions, corporate governance and managerial agency problems
by Philip E. Strahan - 9815 Risk and the democratization of credit cards
by Sandra E. Black & Donald P. Morgan - 9814 Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders
by Sugato Chakravarty & Asani Sarkar & Lifan Wu - 9813 An analysis of brokers' trading with applications to order flow internalization and off-exchange sales
by Sugato Chakravarty & Asani Sarkar - 9812 Can VARs describe monetary policy?
by Charles L. Evans & Kenneth N. Kuttner - 9811 The changing U.S. income distribution: facts, explanations, and unresolved issues
by David A. Brauer - 9810 Import demand under a foreign exchange constraint
by Angelos A. Antzoulatos & Simone Peart - 9809 Stock market crises in developed and emerging markets
by Sandeep Patel & Asani Sarkar - 9808 Risksharing within the United States: what have financial markets and fiscal federalism accomplished?
by Stefano Athanasoulis & Eric Van Wincoop - 9807 Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan
by Yasushi Hamao & Frank Packer & Jay Ritter - 9806 Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty
by Arturo Estrella & Frederic S. Mishkin - 9805 Judging the risk of banks: what makes banks opaque?
by Donald P. Morgan - 9804 Modelling the instability of mortgage-backed prepayments
by Stavros Peristiani - 9803 Interbank interest rates as term structure indicators
by Allan M. Malz - 9802 Methods for evaluating value-at-risk estimates
by Jose A. Lopez - 9801 Asset market hangovers and economic growth: U.S. housing markets
by Matthew Higgins & Carol L. Osler
1997
- 9739 Aggregate supply and demand shocks: a natural rate approach
by Arturo Estrella - 9738 Skilled labor -- augmenting technical progress in U.S. manufacturing
by James A. Kahn & Jong-Soo Lim - 9737 Education, political instability, and growth
by James A. Kahn - 9736 Structural change in the mortgage market and the propensity to refinance
by Paul Bennett & Richard Peach & Stavros Peristiani - 9735 Output fluctuations in the United States: what has changed since the early 1980s?
by Margaret M. McConnell & Gabriel Perez-Quiros - 9734 Cross-country comparisons of industry total factor productivity: theory and evidence
by James Harrigan - 9733 Elasticities of substitution in real business cycle models with home production
by John Y. Campbell & Sydney C. Ludvigson - 9732 Measuring economic activity and economic welfare: what are we missing?
by Charles Steindel - 9731 Information problems and deposit constraints at banks
by Jith Jayaratne & Donald P. Morgan - 9730 Is implied correlation worth calculating? Evidence from foreign exchange options and historical data
by Jose A. Lopez & Christian Walter - 9729 Do better schools matter? Parental valuation of elementary education
by Sandra E. Black - 9728 Macroeconomic forecasts under the prism of error-correction models
by Angelos A. Antzoulatos - 9727 Technology, trade and growth: some empirical findings
by Michelle P. Connolly - 9726 Non-linear consumption dynamics
by Angelos A. Antzoulatos - 9725 The slope of the credit yield curve for speculative-grade issuers
by Jean Helwege & Christopher M. Turner - 9724 Rational herding and the spatial clustering of bank branches: an empirical analysis
by Angela E. Chang & Shubham Chaudhuri & Jith Jayaratne - 9723 Is there an inflation puzzle?
by Cara S. Lown & Robert W. Rich - 9722 Retail inventories, internal finance, and aggregate fluctuations
by Egon Zakrajšek - 9721 Market liquidity and trader welfare in multiple dealer markets: evidence from dual trading restrictions
by Peter Locke & Asani Sarkar & Lifan Wu - 9720 The political economy of deregulation: evidence from the relaxation of bank branching restrictions in the United States
by Randall S. Kroszner & Philip E. Strahan - 9719 Interest rate options dealers' hedging in the US dollar fixed income market
by John Kambhu - 9718 The growth of world trade
by Jun Ishii & Kei-Mu Yi - 9717 Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy
by Arturo Estrella - 9716 A new measure of fit for equations with dichotomous dependent variables
by Arturo Estrella - 9715 A general model of brokers' trading, with applications to order flow internalization, insider trading and off-exchange block sales
by Sugato Chakravarty & Asani Sarkar - 9714 Some comparative evidence on the effectiveness of inflation targeting
by Thomas Laubach & Adam S. Posen - 9713 Estimating the adverse selection cost in markets with multiple informed traders
by Sugato Chakravarty & Asani Sarkar & Lifan Wu - 9712 Approximation bias in linearized Euler equations
by Sydney C. Ludvigson & Christina H. Paxson - 9711 Split ratings and the pricing of credit risk
by Richard Cantor & Kevin Cole & Frank Packer - 9710 Regulatory evaluation of value-at-risk models
by Jose A. Lopez - 9709 Agency problems and risk taking at banks
by Rebecca Demsetz & Marc R. Saidenberg & Philip E. Strahan - 9708 Does consumer confidence forecast household expenditure?: A sentiment index horse race
by Jason Bram & Sydney C. Ludvigson - 9707 Disciplined discretion: the German and Swiss monetary targeting frameworks in operation
by Thomas Laubach & Adam S. Posen - 9706 What moves the bond market?
by Michael J. Fleming & Eli M. Remolona - 9705 Can competition between brokers mitigate agency conflicts with their customers?
by Sugato Chakravarty & Asani Sarkar - 9704 Asset market hangovers and economic growth
by Matthew Higgins & Carol L. Osler - 9703 On the determinants and resilience of bond flows to LDCs, 1990-1995: evidence from Argentina, Brazil and Mexico
by Angelos A. Antzoulatos - 9702 Option value of credit lines as an explanation of high credit card rates
by Sangkyun Park - 9701 Traders' broker choice, market liquidity and market structure
by Sugato Chakravarty & Asani Sarkar - 9619 A three-factor econometric model of the U.S. term structure
by Frank F. Gong & Eli M. Remolona
1996
- 9638 Balancing the federal budget and U.S. international trade deficits
by M. Akbar Akhtar - 9637 Inflation risk in the U.S. yield curve: the usefulness of indexed bonds
by Frank F. Gong & Eli M. Remolona - 9636 Consumer sentiment and household expenditure: reevaluating the forecasting equations
by Sydney C. Ludvigson - 9635 Foreign investment fluctuations and emerging market stock returns: the case of Mexico
by Elizabeth Berko & John Clark - 9634 Ongoing restructuring of retail banking
by Daniel Orlow & Lawrence J. Radecki & John Wenninger - 9633 Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements
by Michael J. Fleming & Eli M. Remolona - 9632 Franchise value, ownership structure, and risk at savings institutions
by Elijah Brewer & Marc R. Saidenberg - 9631 Interest rate expectations and the shape of the yield curve
by Joseph Dziwura & Eric M. Green - 9630 Entry restrictions, industry evolution and dynamic efficiency: evidence from commercial banking
by Jith Jayaratne & Philip E. Strahan - 9629 Can a fiscal contraction strengthen a currency?: Some doubts about conventional Mundell-Fleming results
by Richard Cantor & Robert Driskill - 9628 Foreign banks, profits and commercial credit extension in the United States
by Philip Molyneux & Rama Seth - 9627 The effects of daily price limits on cotton futures and options trading
by Joan Evans & James M. Mahoney - 9626 Central and Eastern Europe: financial markets and private capital flows
by Dorothy M. Sobol - 9625 The channel of monetary transmission to demand: evidence from the market for automobile credit
by Sydney C. Ludvigson - 9624 Consumption and credit: a model of time-varying liquidity constraints
by Sydney C. Ludvigson - 9623 Do mergers improve the x-efficiency and scale efficiency of U.S. banks?: Evidence from the 1980s
by Stavros Peristiani - 9622 Effects of household creditworthiness on mortgage refinancings
by Paul Bennett & Gordon Monsen & Richard Peach & Stavros Peristiani & Jonathan Raiff - 9621 The relative importance of national and regional factors in the New York Metropolitan economy
by Jonathan McCarthy & Charles Steindel - 9620 Do banks follow their customers abroad?
by Daniel E. Nolle & Rama Seth - 9618 The effects of corporate antitakeover provisions on long-term investment: empirical evidence
by James M. Mahoney & Joseph T. Mahoney & Chamu Sundaramurthy - 9617 Rational bias in macroeconomic forecasts
by Paul Bennett & In Sun Geoum & David S. Laster - 9616 Europe and the Maastricht challenge
by Michel Aglietta & Merih Uctum - 9615 Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis
by Merih Uctum & Michael Wickens - 9614 What do chain store sales tell us about consumer spending?
by Ethan S. Harris & Clara Vega - 9613 Two factors along the yield curve
by Frank F. Gong & Eli M. Remolona - 9612 Volatility and liquidity in futures markets
by Peter Locke & Asani Sarkar - 9611 Did the good guys lose?: heterogeneous traders and regulatory restrictions on dual trading
by Peter Locke & Asani Sarkar & Lifan Wu - 9610 Capital flows & current account deficits in the 1990s: why did Latin America & East Asian countries respond differently?
by Angelos A. Antzoulatos - 9609 Predicting U.S. recessions: financial variables as leading indicators
by Arturo Estrella & Frederic S. Mishkin - 9608 Determinants and impacts of sovereign credit ratings
by Richard Cantor & Frank Packer - 9607 Capacity utilization-inflation linkages: a cross-country analysis
by Gabriel De Kock & Tania Nadal-Vicens - 9606 Has the cost of fighting inflation fallen?
by Gabriel De Kock & Tanya E. Ghaleb - 9605 European integration and asymmetry in the EMS
by Merih Uctum - 9604 American employer salary surveys and labor economics research: issues and contributions
by Erica L. Groshen - 9603 Consumer payments over open computer networks
by Daniel Orlow & John Wenninger - 9602 Exchange rate cointegration across central bank regime shifts
by Jose A. Lopez - 9601 Are exchange rates excessively volatile? And what does \\"excessively volatile\\" mean, anyway?
by Leonardo Bartolini & Gordon M. Bodnar
1995
- 9529 New York merchandise exports
by Howard Howe & Mark Leary - 9528 Regime-switching monetary policy and real business cycle fluctuations
by Fangxiong Gong - 9527 Multiple ratings and credit standards: differences of opinion in the credit rating industry
by Richard Cantor & Frank Packer - 9526 The term structure of interest rates and its role in monetary policy for the European Central Bank
by Arturo Estrella & Frederic S. Mishkin - 9525 Forecast evaluation and combination
by Francis X. Diebold & Jose A. Lopez - 9524 Evaluating the predictive accuracy of volatility models
by Jose A. Lopez - 9523 The short end of the forward convergence curve and asymmetric cat's tail convergence
by Joseph Dziwura & Irene Pedraza & Eli M. Remolona - 9522 Modeling volatility dynamics
by Francis X. Diebold & Jose A. Lopez - 9521 Using regional variation to explain widening earnings differentials by educational attainment
by David A. Brauer - 9520 Stock market valuation indicators: is this time different?
by Kevin Cole & Jean Helwege & David S. Laster - 9519 Fiscal consolidation in Europe
by Michel Aglietta & Merih Uctum - 9518 Modelling U.S. services trade flows: a cointegration-ECM approach
by Juann H. Hung & Sandra Viana - 9517 Defined contribution plans: the role of income, age and match rates
by William F. Bassett - 9516 Board structure, antitakeover provisions, and stockholder wealth
by James M. Mahoney & Joseph T. Mahoney & Chamu Sundaramurthy - 9515 Intervention strategies and exchange rate volatility: a noise trading perspective
by Juann H. Hung - 9514 The literature on privatization
by Warren Moskowitz & Stephen Yeaple - 9513 The finance-growth nexus: evidence from bank branch deregulation
by Jith Jayaratne & Philip E. Strahan - 9512 The differential impact on stockholder wealth of various antitakeover provisions
by James M. Mahoney & Joseph T. Mahoney & Chamu Sundaramurthy - 9511 The transition to E.M.U.: structural and strategic aspects
by Michel Aglietta - 9510 Industrial capacity and industrial investment
by Charles Steindel - 9509 Industry restructuring measures and productivity: evidence from the 1980s
by S. Brock Blomberg & Charles Steindel - 9508 Federal grants during the eighties
by Ronnie Lowenstein - 9507 Tax policy, lump-sum pension distributions, and household saving
by Angela E. Chang - 9506 Diversification, size, and risk at bank holding companies
by Rebecca Demsetz & Philip E. Strahan - 9505 Perspectives on U.S. external deficits
by M. Akbar Akhtar - 9504 Expected repo specialness costs and the Treasury auction cycle
by Frank M. Keane - 9503 New evidence on the effectiveness of the proxy mechanism
by Michael J. Fleming - 9502 The evolution and determinants of corporate profits: an international comparison
by Merih Uctum - 9501 Taylor, Black and Scholes: series approximations and risk management pitfalls
by Arturo Estrella
1994
- 9420 Growth, political instability and the defense burden
by S. Brock Blomberg - 9419 Health care reform: the issues and the options
by Richard Peach - 9418 Explaining the growing gap between low-skilled and high-skilled wages
by David A. Brauer & Susan Hickok - 9417 A simple model of conflicting horizons
by S. Brock Blomberg - 9416 The structure, growth, and recent performance of the Latin American bond market
by John Clark - 9415 Options positions: risk management and capital requirements
by Arturo Estrella & Darryll Hendricks & John Kambhu & Soo Shin & Stefan Walter - 9414 Evaluating chart-based technical analysis: the head-and-shoulder pattern in foreign exchange
by P.H. Kevin Chang & Carol L. Osler - 9413 The market for collateralized mortgage obligations (CMOs)
by Julia D. Fernald & Frank M. Keane & Martin Mair - 9412 The role of the exchange rate in the monetary transmission mechanism: a time-series analysis
by Gabriel De Kock & Thomas DeLeire - 9411 Mortgage security hedging and the yield curve
by Julia D. Fernald & Frank M. Keane & Patricia C. Mosser - 9410 Scoring political economy models: a multiple equilibrium approach
by S. Brock Blomberg & Gerald D. Cohen - 9409 Assessing recent trends in manufacturing
by Charles Steindel - 9408 The relationship between the spread and the funds rate
by Gerald D. Cohen & John Wenninger - 9407 Monetary policy effects on long-term interest rates: a critical survey of the empirical evidence
by M. Akbar Akhtar - 9406 The relationship between the federal funds rate and economic activity
by Gerald D. Cohen & John Wenninger - 9405 The exchange rate and overseas profits of U.S. multinationals
by Juann H. Hung - 9404 A model of voter choice in a life cycle setting
by S. Brock Blomberg - 9403 Economic conditions, lending opportunities, and loan sales
by Rebecca Demsetz - 9402 Policy stabilization and exchange rate stability
by Carol L. Osler - 9401 Venture capital, bank shareholding, and the certification of initial public offerings: evidence from the OTC market in Japan
by Frank Packer
1993
- 9310-9323 Studies on excess capacity in the financial sector (contains research papers 9310-9323)
by anonymous - 9332 Econometric analysis of the recent downturn in housing construction: was it a credit-crunch?
by Michael D. Boldin - 9331 New varieties of foreign currency options
by Allan M. Malz - 9330 Why do services prices rise more rapidly than goods prices?
by David A. Brauer - 9329 Does the household balance sheet affect durable goods expenditures?
by Jonathan McCarthy - 9328 The money-output link: are F-tests reliable?
by Joseph Abate & Michael D. Boldin - 9327 Implications of narrow banking for monetary policy
by John Wenninger - 9326 Efficiency aspects of exchange rate response to news: evidence from U. S. employment data
by Vivek Moorthy - 9325 The causes of bank failures in the 1980s
by David Barker & David G. Holdsworth - 9324 What moves the discount on country equity funds?
by Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman - 9323 Foreign direct investment in the U.S. insurance industry
by David S. Laster - 9322 Excess capacity in the life insurance industry: empirical evidence
by Andrew M. Yuengert - 9321 Excess capacity in the property-casualty insurance industry: empirical evidence
by Andrew M. Yuengert - 9320 Excess capacity in insurance
by Michael Kaufman & John Wenninger - 9319 Foreign direct investment in the U.S. securities industry
by Alicia Quijano - 9318 Excess capacity in the mutual fund industry
by Jean E. Wohlever - 9317 Excess capacity in the securities industry
by Judith S. Ruud - 9316 Finance companies, bank competition and niche markets
by Eli M. Remolona & Kurt C. Wulfekuhler - 9315 Foreign banks' contribution to excess capacity in U.S. banking
by Rama Seth - 9314 The credit card industry: profitability and efficiency
by Sangkyun Park - 9313 The effect of mergers on bank performance
by Stavros Peristiani - 9312 Bank diversification: the value of risk reduction to investors and the potential for reducing required capital
by William Lee - 9311 The proximate causes for the emergence of excess capacity in the U.S. banking system
by Lawrence J. Radecki - 9310 Excess capacity in the financial sector: causes and issues
by Edward J. Frydl - 9309 The American origin of the separation of banking and commerce
by Joseph H. Sommer - 9308 The measurement of efficiency in life insurance estimates of a mixed normal-gamma error model
by Andrew M. Yuengert - 9307 Excess capacity in insurance: the evidence from the literature on scale economies
by Edward Bankole - 9306 Is consolidation compatible with competition? The New York and New Jersey experience
by David G. Holdsworth - 9305 Bank mergers and excess capacity: a study of the relative operating performance of four multi-bank holding companies
by Ronald Johnson - 9304 Permanent income, import prices, and the demand for imported consumer durables: a structural econometric investigation
by Richard H. Clarida - 9303 An evaluation of methods for determining turning points in the business cycle
by Michael D. Boldin - 9302 Target zone models with stochastic realignments: an econometric evaluation
by Bruce Mizrach - 9301 Mean reversion in EMS exchange rates
by Bruce Mizrach
1992
- 9225 Profitability of foreign banks in the United States
by Rama Seth - 9224 Changes in the U.S. cycle: shifts in capital spending and balance sheet changes
by Charles Steindel - 9223 Federal Reserve operating procedures and institutional change
by William Lee & John Wenninger - 9222 Exchange rate dynamics and speculator behavior
by Carol L. Osler - 9221 Short-term speculators and the origins of near-random walk exchange rate behavior
by Carol L. Osler - 9219 An empirical investigation of imperfect insurance and precautionary savings against idiosyncratic shocks
by Jonathan McCarthy - 9218 Intertemporal asset pricing models and the cross section of expected stock returns
by Gikas A. Hardouvelis & Dongcheol Kim & Thierry A. Wizman - 9217 Financial integration and the transmission of monetary policy: the case of France, Germany and Italy
by Merih Uctum - 9216 The measurement of efficiency in life insurance: estimates of a mixed normal-gamma error model
by Andrew M. Yuengert - 9215 Immigrant earnings, relative to what? The importance of earnings function specification and comparison points
by Andrew M. Yuengert - 9214 The real exchange rate and US manufacturing profits: a theoretical framework with some empirical support
by Richard H. Clarida - 9213 Cointegration, aggregate consumption, and the demand for imports: a structural econometric investigation
by Richard H. Clarida - 9212 Money markets and common monetary policy in France, Germany and Italy
by Merih Uctum - 9211 Using switching models to study business cycle asymmetries: 1. overview of methodology and application
by Michael D. Boldin - 9210 U.S. imports in the 1980s: some insights from a disaggregate analysis
by Thomas Klitgaard - 9209 Tests of mean-variance efficiency of international equity markets
by Charles Engel & Anthony P. Rodrigues - 9208 The term structure spread and future changes in long and short rates: is there a puzzle?
by Gikas A. Hardouvelis - 9207 Large model comparisons of monetary policy sensitivity
by Patricia C. Mosser