Publication:
Research Papers (Federal Reserve Bank of New York)
1995-2000
Technical working papers presenting preliminary research findings intended for publication in leading finance and economics journals.
- 1990s
- Taylor, Black and Scholes : Series Approximations and Risk Management Pitfalls, Research Paper 9501
- The Evolution and Determinants of Corporate Profits : An International Comparison, Research Paper 9502
- New Evidence on the Effectiveness of the Proxy Mechanism, Research Paper 9503
- Expected Repo Specialness Costs and the Treasury Auction Cycle, Research Paper 9504
- Perspectives on U.S. External Deficits, Research Paper 9505
- Diversification, Size, and Risk at Bank Holding Companies, Research Paper 9506
- Tax Policy, Lump-Sum Pension Distributions, and Household Saving, Research Paper 9507
- Federal Grants During the Eighties, Research Paper 9508r
- Restructuring Measures and Productivity : Evidence from the 1980s, Research Paper 9509
- Industrial Capacity and Industrial Investment, Research Paper 9510
- The Transition to E.M.U. : Structural and Strategic Aspects, Research Paper 9511
- The Differential Impact on Stockholder Wealth of Various Antitakeover Provisions, Research Paper 9512
- The Finance-Growth Nexus : Evidence from Bank Branch Deregulation, Research Paper 9513
- The Literature on Privatization, Research Paper 9514
- Intervention Strategies and Exchange Rate Volatility : A Noise Trading Perspective, Research Paper 9515
- Board Structure, Antitakeover Provisions, and Stockholder Wealth, Research Paper 9516
- Defined Contribution Plans : The Role of Income, Age, and Match Rates, Research Paper 9517
- Modelling U.S. Services Trade Flows : A Cointegration-ECM Approach, Research Paper 9518
- Fiscal Consolidation in Europe, Research Paper 9519
- Stock Market Valuation Indicators : Is This Time Different?, Research Paper 9520
- Using Regional Variation to Explain Widening Earnings Differentials by Educational Attainment, Research Paper 9521
- Modeling Volatility Dynamics, Research Paper 9522
- The Short End of the Forward Convergence Curve and Asymmetric Cat's Tail Convergence, Research Paper 9523
- Evaluating the Predictive Accuracy of Volatility Models, Research Paper 9524
- Forecast Evaluation and Combination, Research Paper 9525
- The Term Structure of Interest Rates and Its Role in Monetary Policy for the European Central Bank, Research Paper 9526
- Multiple Ratings and Credit Standards : Differences of Opinion in the Credit Rating Industry, Research Paper 9527
- Regime-Switching Monetary Policy and Real Business Cycle Fluctuations, Research Paper 9528
- New York Merchandise Exports, Research Paper 9529
- Are Exchange Rates Excessively Volatile? And What Does "Excessively Volatile" Mean Anyway?, Research Paper 9601
- Exchange Rate Cointegration Across Central Bank Regime Shifts, Research Paper 9602
- Consumer Payments over Open Computer Networks, Research Paper 9603
- American Employer Salary Surveys and Labor Economics Research : Issues and Contributions, Research Paper 9604
- European Integration and Asymmetry in the EMS, Research Paper 9605
- Has the Cost of Fighting Inflation Fallen?, Research Paper 9606
- Capacity Utilization-Inflation Linkages : A Cross-Country Analysis, Research Paper 9607
- Determinants and Impacts of Sovereign Credit Ratings, Research Paper 9608r
- Predicting U.S. Recessions : Financial Variables as Leading Indicators, Research Paper 9609
- Capital Flows and Current Account Deficits in the 1990s : Why Did Latin America and East Asian Countries Respond Differently?, Research Paper 9610
- Volatility and Liquidity in Futures Markets, Research Paper 9612
- Two Factors Along the Yield Curve, Research Paper 9613
- What Do Chain Store Sales Tell Us About Consumer Spending?, Research Paper 9614
- Debt and Deficit Ceilings and Sustainability of Fiscal Policies : An Intertemporal Analysis, Research Paper 9615
- Europe and the Maastricht Challenge, Research Paper 9616
- Rational Bias in Macroeconomic Forecasts, Research Paper 9617
- The Effects of Corporate Antitakeover Provisions on Long-Term Investment : Empirical Evidence, Research Paper 9618
- A Three-Factor Econometric Model of the U.S. Term Structure, Research Paper 9619
- Do Banks Follow Their Customers Abroad?, Research Paper 9620
- The Relative Importance of National and Regional Factors in the New York Metropolitan Economy, Research Paper 9621
- Effects of Household Creditworthiness on Mortgage Refinancings, Research Paper 9622
- Do Mergers Improve the X-Efficiency and Scale Efficiency of U.S. Banks? Evidence from the 1980s, Research Paper 9623
- Consumption and Credit : A Model of Time-Varying Liquidity, Research Paper 9624
- The Channel of Monetary Transmission to Demand : Evidence from the Market for Automobile Credit, Research Paper 9625
- Central and Eastern Europe : Financial Markets and Private Capital Flows, Research Paper 9626
- The Effects of Daily Price Limits on Cotton Futures and Options Trading, Research Paper 9627
- Foreign Banks, Profits and Commercial Extension in the United States, Research Paper 9628
- Can a Fiscal Contraction Strengthen a Currency? Some Doubts about Conventional Mundell-Fleming Results, Research Paper 9629
- Entry Restrictions, Industry Evolution and Dynamic Efficiency : Evidence from Commercial Banking, Research Paper 9630
- Interest Rate Expectations and the Shape of the Yield Curve, Research Paper 9631
- Franchise Value, Ownership Structure, and Risk at Savings Institutions, Research Paper 9632
- Price Formation and Liquidity in the U.S. Treasuries Market : Evidence from Intraday Patterns around Announcements, Research Paper 9633
- Ongoing Restructuring of Retail Banking, Research Paper 9634
- Foreign Investment Fluctuations and Emerging Market Stock Returns : The Case of Mexico, Research Paper 9635
- Consumer Sentiment and Household Expenditure : Reevaluating the Forecasting Equations, Research Paper 9636
- Inflation Risk in the U.S. Yield Curve : The Usefulness of Indexed Bonds, Research Paper 9637
- Balancing the Federal Budget and U.S. International Trade Deficits, Research Paper 9638
- Option Value of Credit Lines as an Explanation of High Credit Card Rates, Research Paper 9702
- On the Determinants and Resilience of Bond Flows to Less Developed Countries, 1990-95 : Evidence from Argentina, Brazil, and Mexico, Research Paper 9703
- Asset Market Hangovers and Economic Growth, Research Paper 9704
- Can Competition Between Brokers Mitigate Agency Conflicts with Their Customers?, Research Paper 9705
- What Moves the Bond Market?, Research Paper 9706
- Disciplined Discretion : The German and Swiss Monetary Targeting Frameworks in Operation, Research Paper 9707
- Does Consumer Confidence Forecast Household Expenditure? A Sentiment Index Horse Race, Research Paper 9708
- Agency Problems and Risk Taking at Banks, Research Paper 9709
- Regulatory Evaluation of Value-at-Risk Models, Research Paper 9710
- Split Ratings and the Pricing of Credit Risk, Research Paper 9711
- Approximation Bias in Linearized Euler Equations, Research Paper 9712
- Estimating the Adverse Selection Cost in Markets with Multiple Informed Traders, Research Paper 9713r
- Some Comparative Evidence on the Effectiveness of Inflation Targeting, Research Paper 9714
- A General Model of Brokers' Trading, with Applications to Order Flow Internalization, Insider Trading, and Off-Exchange Block Sales, Research Paper 9715
- A New Measure of Fit for Equations with Dichotomous Dependent Variables, Research Paper 9716
- Why Do Interest Rates Predict Macro Outcomes? A Unified Theory of Inflation, Output, Interest, and Policy, Research Paper 9717
- The Growth of World Trade, Research Paper 9718
- Interest Rate Options Dealers' Hedging in the U.S. Dollar Fixed Income Market, Research Paper 9719
- The Political Economy of Deregulation: Evidence from the Relaxation of Bank Branching Restrictions in the United States, Research Paper 9720
- Market Liquidity and Trader Welfare in Multiple Dealer Markets : Evidence from Dual Trading Restrictions, Research Paper 9721r
- Retail Inventories, Internal Finance, and Aggregate Fluctuations : Evidence from Firm-Level U.S. Data, Research Paper 9722
- Is There an Inflation Puzzle?, Research Paper 9723
- Rational Herding and the Spatial Clustering of Bank Branches : An Empirical Analysis, Research Paper 9724
- The Slope of the Credit Yield Curve For Speculative-Grade Issuer, Research Paper 9725r
- Non-Linear Consumption Dynamics, Research Paper 9726
- Technology, Trade and Growth : Some Empirical Findings, Research Paper 9727
- Macroeconomic Forecasts Under the Prism Of Error-Correction Models, Research Paper 9728
- Do Better Schools Matter? Parental Valuation of Elementary Education, Research Paper 9729
- Is Implied Correlation Worth Calculating? Evidence From Foreign Exchange Options and Historical Data, Research Paper 9730
- Information Problems and Deposit Constraints At Banks, Research Paper 9731r
- Measuring Economic Activity and Economic Welfare : What Are We Missing?, Research Paper 9732
- Elasticities of Substitution in Real Business Cycle Models with Home Production, Research Paper 9733
- Cross-Country Comparisons of Industry Total Factor Productivity : Theory and Evidence, Research Paper 9734
- Output Fluctuations in the United States : What Has Changed Since the Early 1980s?, Research Paper 9735
- Structural Change In the Mortgage Market and the Propensity to Refinance, Research Paper 9736
- Education, Political Instability, and Growth, Research Paper 9737
- Skilled Labor—Augmenting Technical Progress in U.S. Manufacturing, Research Paper 9738
- Aggregate Supply and Demand Shocks : A Natural Rate Approach, Research Paper 9739
- Asset Market Hangovers and Economic Growth : U.S. Housing Markets, Research Paper 9801
- Methods for Evaluating Value-at-Risk Estimates, Research Paper 9802
- Interbank Interest Rates as Term Structure Indicators, Research Paper 9803
- Modelling the Instability of Mortgage-Backed Prepayments, Research Paper 9804
- Judging the Risk of Banks : What Makes Banks Opaque?, Research Paper 9805
- Rethinking the Role of NAIRU in Monetary Policy : Implications of Model Formulation and Uncertainty, Research Paper 9806
- Institutional Affiliation and the Role of Venture Capital : Evidence from Initial Public Offerings in Japan, Research Paper 9807
- Risk Sharing within the United States : What Have Financial Markets and Fiscal Federalism Accomplished?, Research Paper 9808
- Stock Market Crises in Developed and Emerging Markets, Research Paper 9809
- Import Demand Under a Foreign Exchange Constraint, Research Paper 9810
- The Changing U.S. Income Distribution : Facts, Explanations, and Unresolved Issues, Research Paper 9811
- Can VARs Describe Monetary Policy?, Research Paper 9812
- An Analysis of Brokers' Trading with Applications to Order Flow Internalization and Off-Exchange Sales, Research Paper 9813
- Estimating the Adverse Selection and Fixed Costs of Trading in Markets with Multiple Informed Traders, Research Paper 9814
- Risk and the Democratization of Credit Cards, Research Paper 9815
- Securities Class Actions, Corporate Governance and Managerial Agency Problems, Research Paper 9816
- What Inventory Behavior Tells Us about Business Cycles, Research Paper 9817
- Does Exchange Rate Stability Increase Trade and Capital Flows?, Research Paper 9818
- The Rise and Decline (?) of U.S. Internal Labor Markets, Research Paper 9819
- Information Asymmetry, Market Segmentation and the Pricing of Cross-listed Shares : Theory and Evidence From Chinese A and B Shares, Research Paper 9820
- How Important is the Stock Market Effect on Consumption?, Research Paper 9821
- Paper Tigers? A Model of the Asian Crisis, Research Paper 9822
- 2000s
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The Research Papers series ceased in 1998 and was continued by Research Update.
Some papers have been withdrawn from the series, resulting in gaps in the numbering system.
1995-2000
Federal Reserve Bank of New York
Federal Reserve Bank of New York
- lcc: HG2401 .R437
- oclc: 11480859
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