Finance and Economics Discussion Series

from Board of Governors of the Federal Reserve System (U.S.)
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93-1: Does foreign exchange intervention signal future monetary policy?

Graciela Laura Kaminsky and Karen K. Lewis

89-97: On the use of variance ratios in the analysis of nonstationary time series

M.S. Leslie Chandrakantha, J.S. Mehta and P.A.V.B. Swamy

216: Rational addiction with learning and regret

Athanasios Orphanides and David Zervos

215: Corporate control, portfolio choice, and the decline of banking

Gary Gorton and Richard Rosen

214: Clearance and settlement of mortgage-backed securities through the Participants Trust Company

Jeff Stehm

213: The influence of risk-adjusted capital regulations on asset allocation by savings and loans

Wayne Passmore

212: On the ramifications of a securities transaction tax for the function and efficiency of capital markets

Paul Kupiec

211: Bank efficiency derived from a profit function

Allen N. Berger, Diana Hancock and David B. Humphrey

210: A dynamic model of entry and performance in the U.S. banking industry

Dean F. Amel and J. Nellie Liang

209: The continuing weakness in the M2

Joshua N. Feinman and Richard D. Porter

208: A causal relationship between stock returns and volume

Rochelle L. Antoniewicz

207: Determinants of savings and loan failure rates: estimates of a time- varying proportional hazard function

Jean Helwege

206: Effects of risk on the demand for oil inventories

Mark W. French

205: Near-rationality and strategic complementarity in a macroeconomic model: policy effects, persistence and multipliers

Antulio N. Bomfim and Francis X. Diebold

204: An analysis of the implementation of prompt corrective action

David S. Jones and Kathleen Kuester King

203: Megamergers in banking and the use of cost efficiency as an antitrust defense

Allen N. Berger and David B. Humphrey

202: Value of latent information: alternative event study methods

Sankarshan Acharya

201: Diversification and risk in banking: evidence from ex post returns

Patrick H. McAllister and Douglas A. McManus

200: Yields and tax rates on corporate, municipal and industrial bonds: testing market integration and the Miller hypothesis with micro-data

Leland Crabbe and Christopher M. Turner

199: The effect of SEC amendments to rule 2A-7 on the commercial paper market

Leland Crabbe and Mitchell A. Post

198: Circumstances on which different criteria of estimation can be applied to estimate policy effects

P.A.V.B. Swamy, J.S. Mehta and Rao N. Singamesetti

197: Hostile takeovers and expropriation of extramarginal wages: a test

David Neumark and Steven A. Sharpe

196: Dividend-price ratios and expected inflation: is there more to the story than the proxy effect?

Paul H. Kupiec

195: Labor hoarding when unemployment is a worker discipline device

Athanasios Orphanides

194: The timing of stabilizations

Athanasios Orphanides

193: The uncertain unit root in real GNP

Glenn D. Rudebusch

192: Trading volume and return reversals

Greg Duffee

191: Reexamining the relationship between stock returns and stock return volatility

Greg Duffee

190: Theory and evidence on reform of the Treasury's auction procedures

Vincent Raymond Reinhart

189: A market evaluation of the risk-based capital standards for the U.S. financial system

Lawrence R. Cordell and Kathleen Kuester King

188: 'Distribution free' estimates of efficiency of the U.S. banking industry and tests of the standard distributional assumptions

Allen N. Berger

187: Market power and the pricing of mortgage securitization

John L. Goodman and S. Wayne Passmore

186: Floating ceilings on deposit interest rates

Patrick H. McAllister

185: The effect of a rating change on commercial paper outstandings

Leland Crabbe and Mitchell A. Post

184: Estimates of the effect of FAS 106 on corporate earnings

Mark Warshawsky, H. Fred Mittelstaedt and Carrie Cristea

183: Consumer switching costs, market structure and prices: the theory and its application in the bank deposit market

Steven A. Sharpe

182: Factors contributing to rapid growth in national expenditures on health care

Mark J. Warshawsky

181: Securitization, risk, and the liquidity problem in banking

Allen N. Berger and Gregory Udell

180: Debt buybacks signal sovereign countries' creditworthiness: theory and tests

Sankarshan Acharya

179: Maximizing the market value of a firm to choose dynamic policies for managerial hiring, compensation, firing and tenuring

Sankarshan Acharya

178: Efficient resolution of moral hazard via capital market: monitoring banks

Sankarshan Acharya

177: Value of double leverage, bank holding companies and capital regulation

Sankarshan Acharya

176: The profit-concentration relationship in banking

Allen N. Berger

175: Can retail depositories fund mortgages profitably?

Wayne Passmore

174: The structure of corporate ownership in Japan

Stephen D. Prowse

173: Accounting for prediction variance in event studies

Sally M. Davies

172: Debt and employment volatility over the business cycle

Steven A. Sharpe

171: Debt maturity and the back-to-the-wall theory of corporate finance

George Fenn and Steven A. Sharpe

170: Projections of health care expenditures as a share of GNP: actuarial and economic approaches

Mark J. Warshawsky

169: The functional relationship between prices and market concentration: the case of the banking industry

Timothy H. Hannan