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98-12: Does monetary policy generate recessions?
Christopher Sims and Tao Zha 98-11: The Asian liquidity crisis
Roberto Chang and Andres Velasco 98-10: Financial crises in emerging markets: a canonical model
Roberto Chang and Andres Velasco 98-9: Bid-ask spreads in multiple dealer settings: Some experimental evidence
Lucy F. Ackert and Bryan K. Church 98-8: Institutional investors, analyst following, and the January anomaly
Lucy F. Ackert and George Athanassakos 98-7: Voluntary disclosure under imperfect competition: Experimental evidence
Lucy F. Ackert , Bryan K. Church and Mandira Roy Sankar 98-6: The long-run real effects of monetary policy: Keynesian predictions from a neoclassical model
Marco Espinosa-Vega and Steven Russell 98-5: Demandable debt as a means of payment: banknotes versus checks
Charles Milton Kahn and William Roberds 98-4: The effects of official English laws on limited-English-proficient workers
Madeline Zavodny 98-3: Determinants of recent immigrants' locational choices
Madeline Zavodny 98-2: On government credit programs
Marco Espinosa-Vega , Bruce D. Smith and Chong K. Yip 98-1: A public finance analysis of multiple reserve requirements
Marco Espinosa-Vega and Steven Russell 97-17: Jump risk, time-varying risk premia, and technical trading profits
Chenyang Feng and Stephen D. Smith 97-16: Financial fragility and the exchange rate regime
Roberto Chang and Andres Velasco 97-15: A transitional analysis of the welfare cost of inflation
Clark A. Burdick 97-14: Macroeconomic fluctuations in Europe: demand or supply, permanent or temporary?
Peter R. Hartley and Joseph A. Whitt 97-13: The stability of interest rate processes
Robert R. Bliss and David C. Smith 97-12: Derivatives and corporate risk management: participation and volume decisions in the insurance industry
John Cummins , Richard D. Phillips and Stephen D. Smith 97-11: Normalization, probability distribution, and impulse responses
Daniel F. Waggoner and Tao Zha 97-10: Spline methods for extracting interest rate curves from coupon bond prices
Daniel F. Waggoner 97-9: A closed-form GARCH option pricing model
Steven L. Heston and Saikat Nandi 97-8: Financial aggregates as conditioning information for Australian output and inflation
Ellis W. Tallman and Naveen Chandra 97-7: Trends in velocity and policy expectations
David B. Gordon , Eric Leeper and Tao Zha 97-6: Interest rate swaps and economic exposure
Gautam Goswami and Milind Shrikhande 97-5: Is the male marriage premium due to selection? The effect of shotgun weddings on the return to marriage
Donna Ginther and Madeline Zavodny 97-4: A general equilibrium analysis of check float
James Joseph McAndrews and William Roberds 97-3: The cost of doing business abroad and international capital market equilibrium
Milind Shrikhande 97-2: Insider trading, costly monitoring, and managerial incentives
Jie Hu and Thomas H. Noe 97-1: Callable U.S. Treasury bonds: optimal calls, anomalies, and implied volatilities
Robert R. Bliss and Ehud I. Ronn 96-22: Exchange rate pass-through and the role of international distribution channels
Ramarao Desiraju and Milind Shrikhande 96-21: Pricing S&P 500 index options using a Hilbert space basis
Peter A. Abken , Dilip B. Madan and Sailesh Ramamurtie 96-20: Credible monetary policy with long-lived agents: recursive approaches
Roberto Chang 96-19: Corporate hedging in the insurance industry: the use of financial derivatives by U.S. insurers
John Cummins , Richard D. Phillips and Stephen D. Smith 96-18: Are there optimal multiple reserve requirements?
Marco Espinosa-Vega and Steven Russell 96-17: MLE is alive and well in the financial markets
B. Sailesh Ramamurtie and Scott Ulman 96-16: Price reactions to public announcements
B. Sailesh Ramamurtie and Michael J. Rebello 96-15: Specifying a consistent joint maximum-likelihood (JMLE) approach to testing bond models
B. Sailesh Ramamurtie and Scott Ulman 96-14: The information content of financial aggregates in Australia
Ellis W. Tallman and Naveen Chandra 96-13: Bayesian methods for dynamic multivariate models
Christopher Sims and Tao Zha 96-12: Testing term structure estimation methods
Robert R. Bliss 96-11: Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile
William Roberds and Charles H. Whiteman 96-10: Payment system settlement and bank incentives
Charles Milton Kahn and William Roberds 96-9: Pricing and hedging index options under stochastic volatility: an empirical examination
Saikat Nandi 96-8: Identification, vector autoregression, and block recursion
Tao Zha 96-7: Emerging debt and equity markets: an exploratory investigation of integration using daily data
Mandeep S. Chahal , Michael J. Rebello and Stephen D. Smith 96-6: The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods
Larry D. Wall , Ellis W. Tallman and Peter A. Abken 96-5: Estimation of risk-neutral and statistical densities by Hermite polynomial approximation: with an application to Eurodollar futures options
Peter A. Abken , Dilip B. Madan and Sailesh Ramamurtie 96-4: An endogenous growth model of money, banking, and financial repression
Marco Espinosa-Vega and Chong K. Yip 96-3: Suspension of payments, bank failures, and the nonbank public's losses
Gerald P Dwyer and Iftekhar Hasan 96-2: Applying economic restrictions to foreign exchange rate dynamics: spot rates, futures, and options
Michael Dothan , Sailesh Ramamurtie and Scott Ulman
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