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Finance and Economics Discussion Series
from Board of Governors of the Federal Reserve System (U.S.) Contact information at EDIRC . Series data maintained by Diane Rosenberger ().
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109: A primer on program trading and stock price volatility: a survey of the issues and the evidence
Gregory Duffee , Paul Kupiec and Patricia White
108: Institutional investment patterns and corporate financial behavior in the U.S. and Japan
Stephen D. Prowse
107: The dominance of inefficiencies over scale and product mix economies in banking
Allen N. Berger and David B. Humphrey
106: The treasury yield curve as a cointegrated system
Michael G. Bradley and Stephen A. Lumpkin
105: Some evidence on the empirical significance of credit rationing
Allen N. Berger and Gregory F. Udell
104: Futures margins and stock price volatility: is there any link?
Paul H. Kupiec
103: Dynamic price competition, briefly sunk costs, and entry deterrence
Sally M. Davies
102: Sectoral shifts and interindustry wage differentials
Jean Helwege
101: The evolution of the thrift industry crisis
Alice P. White
100: How common is identification in parametric models?
Douglas A. McManus
99: The long and short of industrial strength pricing
William Kan , Reva Krieger and Peter Tinsley
98: Bank equity values, bank risk, and the implied market value of banks' assets, liabilities, and deposit insurance
Kathleen A. Kuester and James M. O'Brien
96: Co-integration: is it a property of the real world?
P.A.V.B. Swamy , Peter von zur Muehlen and J.S. Mehta
95: Futures margins and stock price volatility: is there any link?
Paul H. Kupiec
94: The stability of Wicksell's monetary policy rule
Jeffrey C. Fuhrer and George Moore
93: The national survey of small business finances: description and preliminary evaluation
Brenda G. Cox , Gregory E. Elliehausen and John David Wolken
92: Real exchange rates, sectoral shifts, and aggregate unemployment
Reva Krieger
91: Animal spirits, margin requirements, and stock price volatility
Paul Kupiec and Steven Sharpe
90: Forecasting output with the composite leading index: an ex ante analysis
Francis Diebold and Glenn Rudebusch
89: Monetary policy rules and the indicator properties of asset prices
Jeffrey C. Fuhrer and George Moore
88: Are real estate specializing depositories viable? The evidence from commercial banks
Robert Allen Eisenbeis and Myron L. Kwast
87: Do firms differ much?
Dean Amel and Luke Froeb
86: Bank monitoring and investment: evidence from the changing structure of Japanese corporate banking relations
Takeo Hoshi , Anil Kashyap and David Scharfstein
85: Some red flags concerning market value accounting
Allen N. Berger , Kathleen A. Kuester and James M. O'Brien
84: A reconciliation of flow of funds and Commerce Department statistics on U.S. international transactions and foreign investment position
Sarah A. Hooker and John F. Wilson
83: Foundations of the structure-conduct-performance paradigm
Timothy H. Hannan
82: Corporate structure, liquidity, and investment: evidence from Japanese industrial groups
Takeo Hoshi , Anil Kashyap and David Scharfstein
81: Nonparametric exchange rate prediction?
Francis Diebold and James Nason
80: Forecast combination and encompassing: reconciling two divergent literatures
Francis Diebold
79: The effect of Bayesian priors on the moving-average representation of vector autoregressions
James E. Kennedy
78: The causes of financial instability
Martin H. Wolfson
77: Coherent methods of estimating technical progress
P.A.V.B. Swamy , Leonard A. Lupo and John D. Sneed
76: Postretirement health benefit plans: costs and liabilities for private employers
Mark J. Warshawsky
75: Sectoral and aggregate shocks to industrial output in Germany, Japan and Canada
Reva Krieger
74: Dynamics of market concentration
Dean F. Amel and J. Nellie Liang
73: The impact of technology adoption on market structure
Timothy H. Hannan and John M. McDowell
72: Tolerance-width groupings for editing banking deposits data: an analysis of variance of variances
David A. Pierce and Laura L. Bauer
71: A theory of credit rationing and the maturity structure of debt
Steven Sharpe
70: Asymmetric information, bank lending, and implicit contracts: a stylized model of customer relationships
Steven Sharpe
69: Microeconomic sources of beta risk instability
Paul H. Kupiec
68: Systematic risk, market structure and entry barriers
J. Nellie Liang and John David Wolken
67: Bank equity values, bank risk, and the implied market values of banks' assets and liabilities
Kathleen A. Kuester and James M. O'Brien
66: Capital structure, bankruptcy costs, and firm-specific human capital
Jean Helwege
65: Loan commitments and bank risk exposure
Robert B. Avery and Allen N. Berger
64: Returns to bidders and targets in the acquisition process: evidence from the banking industry
Timothy H. Hannan and John David Wolken
63: The impact of bank regulatory requirements on large corporate lending
Timothy H. Hannan
62: A survey of exchange-traded basket instruments
Paul H. Kupiec
61: The simple microanalytics of payments system risk
Matthew D. Gelfand and David E. Lindsey
60: Discrimination in consumer lending
Gregory E. Elliehausen and Edward C. Lawrence
59: Price rigidity and market structure: theory and evidence from the banking industry
Timothy H. Hannan and Allen N. Berger