Publication:
Working Papers (Federal Reserve Bank of Atlanta)
1995-2018
The Research Department of the Federal Reserve Bank of Atlanta publishes a working paper series to convey the research of staff economists and visiting scholars and stimulate professional discussion and exploration of economic and financial subjects.
- 1990s
- European Monetary Union : Evidence from Structural VARs, Working Paper 95-1
- Insider Trading and the Problem of Corporate Agency, Working Paper 95-2
- Political Party Negotiations Income Distribution and Endogenous Growth, Working Paper 95-3
- Information Quality Performance Measurement and Security Demand in Rational Expectations Economics, Working Paper 95-4
- Collusion in Uniform-Price Auctions : Experimental Evidence and Implications for Treasury Auctions, Working Paper 95-5
- Error Bands for Impulse Responses, Working Paper 95-6
- Identifying Monetary Policy in a Small Open Economy under Flexible Exchange Rates, Working Paper 95-7
- Bankruptcy Law Capital Allocation and Aggregate Effects : A Dynamic Heterogeneous Agent Model with Incomplete Markets, Working Paper 95-8
- Clearinghouse Access and Bank Runs : Comparing New York and Chicago during the Panic of 1907, Working Paper 95-9
- Fiscal and Monetary Policy Interactions In an Endogenous Growth Model with Financial Intermediaries, Working Paper 95-10
- On the Efficiency of Cash Settlement, Working Paper 95-11
- The Implied Volatility of U.S. Interest Rates : Evidence from Callable U.S. Treasuries, Working Paper 95-12
- Empirical Tests of Two State-Variable HJM Models, Working Paper 95-13
- Off-Farm Income and Risk Reduction in Agriculture : When Does It Matter?, Working Paper 95-14
- An Intertemporal Model of Consumption and Portfolio Allocation, Working Paper 95-15
- Rational Expectations Equilibrium in an Economy with Segmented Capital Asset Markets, Working Paper 95-16
- Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash, Working Paper 95-17
- Financial Market Breakdown Due to Strategy Constraints and Information Asymmetry, Working Paper 95-18
- Asymmetric Information about Volatility and Option Markets, Working Paper 95-19
- Nonaddictive Habit Formation and the Equity Premium Puzzle, Working Paper 96-1
- Applying Economic Restrictions to Foreign Exchange Rate Dynamics : Spot Rates, Futures, and Options, Working Paper 96-2
- Suspension of Payments, Bank Failures and the Nonbank Public's Losses, Working Paper 96-3
- An Endogenous Growth Model of Money, Banking, and Financial Repression, Working Paper 96-4
- Estimation of Risk-Neutral and Statistical Densities by Hermite Polynomial Approximation, Working Paper 96-5
- The Impact of a Dealer's Failure on OTC Derivatives Market Liquidity during Volatile Periods, Working Paper 96-6
- Emerging Debt and Equity Markets : An Exploratory Investigation of Integration Using Daily Data, Working Paper 96-7
- Identification, Vector Autoregression, and Block Recursion, Working Paper 96-8
- Pricing and Hedging Index Options under Stochastic Volatility : An Empirical Examination, Working Paper 96-9
- Payment System Settlement and Bank Incentives, Working Paper 96-10
- Endogenous Term Premia and Anomalies in the Term Structure of Interest Rates : Explaining the Predictability Smile, Working Paper 96-11
- Testing Term Structure Estimation Methods, Working Paper 96-12a
- Bayesian Methods for Dynamic Multivariate Models, Working Paper 96-13
- The Information Content of Financial Aggregates in Australia, Working Paper 96-14
- Specifying a Consistent Joint Maximum-Likelihood (JMLE) Approach to Testing Bond Models, Working Paper 96-15
- Price Reactions to Public Announcements, Working Paper 96-16
- MLE Is Alive and Well in the Financial Markets, Working Paper 96-17
- Are There Optimal Multiple Reserve Requirements?, Working Paper 96-18
- Corporate Hedging in the Insurance Industry : The Use of Financial Derivatives by U.S. Insurers, Working Paper 96-19
- Credible Monetary Policy with Long-Lived Agents : Recursive Approaches, Working Paper 96-20
- Pricing S&P 500 Index Options Using a Hilbert Space Basis, Working Paper 96-21
- Exchange Rate Pass-through and the Role of International Distribution Channels, Working Paper 96-22
- Callable U.S. Treasury Bonds : Optimal Calls, Anomalies, and Implied Volatilities, Working Paper 97-1
- Insider Trading, Costly Monitoring, and Managerial Incentives, Working Paper 97-2
- The Cost of Doing Business Abroad and International Capital Market Equilibrium, Working Paper 97-3
- A General Equilibrium Analysis of Check Float, Working Paper 97-4
- Is the Male Marriage Premium Due to Selection? : The Effect of Shotgun Weddings on the Return to Marriage, Working Paper 97-5a
- Interest Rate Swaps and Economic Exposure, Working Paper 97-6
- Trends in Velocity and Policy Expectations, Working Paper 97-7
- Financial Aggregates as Conditioning Information for Australian Output and Inflation, Working Paper 97-8
- A Closed Form GARCH Option Pricing Model, Working Paper 97-9
- Spline Methods for Extracting Interest Rate Curves from Coupon Bond Prices, Working Paper 97-10
- Normalization, Probability Distribution, and Impulse Responses, Working Paper 97-11
- Derivatives and Corporate Risk Management : Participation and Volume Decisions in the Insurance Industry, Working Paper 97-12
- The Elasticity of Interest Rate Volatility : Chan, Karolyi, Longstaff, and Sanders Revisited, Working Paper 97-13a
- Macroeconomic Fluctuations in Europe : Demand or Supply, Permanent or Temporary?, Working Paper 97-14
- A Transitional Analysis of the Welfare Cost of Inflation, Working Paper 97-15
- Financial Fragility and the Exchange Rate Regime, Working Paper 97-16
- Jump Risk, Time-Varying Risk Premia, and Technical Trading Profits, Working Paper 97-17
- A Public Finance Analysis of Multiple Reserve Requirements, Working Paper 98-1
- On Government Credit Programs, Working Paper 98-2
- Determinants of Recent Immigrants' Locational Choices, Working Paper 98-3
- The Effects of Official English Laws on Limited-English-Proficient Workers, Working Paper 98-4a
- Demandable Debt as a Means of Payment : Banknotes versus Checks, Working Paper 98-5
- The Long-Run Real Effects of Monetary Policy : Keynesian Predictions from a Neoclassical Model, Working Paper 98-6
- Voluntary Disclosure under Imperfect Competition : Experimental Evidence, Working Paper 98-7
- Institutional Investors, Analyst Following, and the January Anomaly, Working Paper 98-8
- Bid-Ask Spreads in Multiple Dealer Settings : Some Experimental Evidence, Working Paper 98-9
- Financial Crises in Emerging Markets : A Canonical Model, Working Paper 98-10
- The Asian Liquidity Crisis, Working Paper 98-11
- Does Monetary Policy Generate Recessions?, Working Paper 98-12
- Stochastic Trends and Cointegration in the Market for Equities, Working Paper 98-13
- Time-Varying Volatility in Canadian and U.S. Stock Index and Index Futures Markets : A Multivariate Analysis, Working Paper 98-14
- Endogenous Market Structures and Financial Development, Working Paper 98-15
- Costly Intermediation and the Big Push, Working Paper 98-16
- Uncertain Litigation Cost and Seller Behavior : Evidence from an Auditing Game, Working Paper 98-17
- The Effects of Subject Pool and Design Experience on Rationality in Experimental Asset Markets, Working Paper 98-18
- Fiscal Competition and Reality : A Time Series Approach, Working Paper 98-19
- Preference-Free Option Pricing with Path-Dependent Volatility : A Closed-Form Approach, Working Paper 98-20
- Real-Time Gross Settlement and the Costs of Immediacy, Working Paper 98-21a
- Conditional Forecasts in Dynamic Multivariate Models, Working Paper 98-22
- An Experimental Study of Circuit Breakers : The Effects of Mandated Market Closures and Temporary Halts on Market Behavior, Working Paper 99-1
- Heterogeneity and the Welfare Cost of Dynamic Factor Taxes, Working Paper 99-2
- Improving Forecasts of the Federal Funds Rate in a Policy Model, Working Paper 99-3
- The Effect of Forecast Bias on Market Behavior : Evidence from Experimental Asset Markets, Working Paper 99-4
- Efficiency in Index Options Markets and Trading in Stock Baskets, Working Paper 99-5
- Barriers to International Capital Flows : Who Should Erect Them and How Big Should They Be?, Working Paper 99-6
- Concentrated Shareholdings and the Number of Outside Analysts, Working Paper 99-7
- Expected Stock Returns and Volatility in a Production Economy : A Theory and Some Evidence, Working Paper 99-8
- Does It Take Two? : The Effect of Partners' Characteristics on Teenage Pregnancy, Working Paper 99-9a
- Settlement Risk under Gross and Net Settlement, Working Paper 99-10a
- Payment Intermediation and the Origins of Banking, Working Paper 99-11
- Financial Regulatory Structure and the Resolution of Conflicting Goals, Working Paper 99-12
- Prior Parameter Uncertainty : Some Implications for Forecasting and Policy Analysis with VAR Models, Working Paper 99-13
- Portable Random Number Generators, Working Paper 99-14
- Liquidity Crises in Emerging Markets : Theory and Policy, Working Paper 99-15
- Why Didn't the United States Establish a Central Bank until after the Panic of 1907?, Working Paper 99-16
- Consumption and Asset Prices with Homothetic Recursive Preferences, Working Paper 99-17
- Consumption and Asset Prices with Recursive Preferences : Continuous-Time Approximations to Discrete-Time Models, Working Paper 99-18
- A Public Finance Analysis of Multiple Reserve Requirements, Working Paper 99-19
- A Discrete-Time Two-Factor Model for Pricing Bonds and Interest Rate Derivatives under Random Volatility, Working Paper 99-20
- Quantifying the Half-Life of Deviations from PPP : The Role of Economic Priors, Working Paper 99-21
- Modest Policy Interventions, Working Paper 99-22
- The Informativeness of Stochastic Frontier and Programming Frontier Efficiency Scores : Cost Efficiency and Other Measures of Bank Holding Company Performance, Working Paper 99-23
- 2000s
- 2010s
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1995-2018
Federal Reserve Bank of Atlanta
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