Staff Reports

from Federal Reserve Bank of New York
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305: The effect of employee stock options on bank investment choice, borrowing, and capital

Hamid Mehran and Joshua Rosenberg

304: Buybacks in Treasury cash and debt management

Kenneth D. Garbade and Matthew Rutherford

303: The microstructure of cross-autocorrelations

Tarun Chordia, Asani Sarkar and Avanidhar Subrahmanyam

302: Patterns of rainfall insurance participation in rural India

Xavier Gine, Robert Townsend and James Vickery

301: Effect of redrawing of political boundaries on voting patterns: evidence from state reorganization in India

Rajashri Chakrabarti and Joydeep Roy

300: Can increasing private school participation and monetary loss in a voucher program affect public school performance? Evidence from Milwaukee

Rajashri Chakrabarti

299: How do treasury dealers manage their positions?

Michael J. Fleming and Joshua Rosenberg

298: Job-finding and separation rates in the OECD

Bart Hobijn and Aysegul Sahin

297: Vesting and control in venture capital contracts

David R. Skeie

296: Rediscounting under aggregate risk with moral hazard

James Thompson Edward Chapman and Antoine Martin

295: The long-run determinants of U.S. external imbalances

Andrea Ferrero

294: Monetary regime change and business cycles

Vasco Cúrdia and Daria Finocchiaro

293: Public disclosure, risk, and performance at bank holding companies

Beverly Hirtle

292: Market sidedness: insights into motives for trade initiation

Asani Sarkar and Robert A. Schwartz

291: Hedge funds, financial intermediation, and systemic risk

John Kambhu, Til Schuermann and Kevin Stiroh

290: Has the credit derivatives swap market lowered the cost of corporate debt?

Adam B. Ashcraft and Joao Santos

289: Extracting business cycle fluctuations: what do time series filters really do?

Arturo Estrella

288: Generalized canonical regression

Arturo Estrella

287: A framework for identifying the sources of local currency price stability with an empirical application

Pinelopi K. Goldberg and Rebecca Hellerstein

286: Inflation persistence: alternative interpretations and policy implications

Argia Sbordone

285: A flexible approach to parametric inference in nonlinear time series models

Gary Koop and Simon Potter

284: Reserve levels and intraday federal funds rate behavior

Spence Hilton and Warren B. Hrung

283: Why are Switzerland's foreign assets so low? The growing financial exposure of a small open economy

Nicolas Stoffels and Cédric Tille

282: Liquidity-saving mechanisms

Antoine Martin and James Joseph McAndrews

281: Why does overnight liquidity cost more than intraday liquidity?

Joydeep Bhattacharya, Joseph Haslag and Antoine Martin

280: International capital flows

Cédric Tille and Eric van Wincoop

279: The Bankruptcy Abuse Prevention and Consumer Protection Act: means-testing or mean spirited?

Adam B. Ashcraft, Astrid A. Dick and Donald P. Morgan

278: Monetary policy under sudden stops

Vasco Cúrdia

277: A retrospective look at the U.S. productivity growth resurgence

Dale W. Jorgenson, Mun Sing Ho and Kevin Stiroh

276: Credit derivatives and bank credit supply

Beverly Hirtle

275: How wages change: micro evidence from the international wage flexibility project

William T. Dickens, Lorenz Goette, Erica Lynn Groshen, Steinar Holden, Julian Messina, Mark E. Schweitzer, Jarkko Turunen and Melanie E. Ward

274: Commitment and equilibrium bank runs

Huberto M. Ennis and Todd Keister

273: Defining and detecting predatory lending

Donald P. Morgan

272: Personal bankruptcy and credit market competition

Astrid Dick and Andreas Lehnert

271: Borrowing without debt? Understanding the U.S. international investment position

Matthew Higgins, Thomas Klitgaard and Cédric Tille

270: Trend inflation and inflation persistence in the New Keynesian Phillips Curve

Timothy Cogley and Argia Sbordone

269: Disagreement and learning in a dynamic contracting model

Tobias Adrian and Mark M. Westerfield

268: Would protectionism defuse global imbalances and spur economic activity?: a scenario analysis

Hamid Faruqee, Douglas Laxton, Dirk Muir and Paolo A. Pesenti

267: Deflationary shocks and monetary rules: an open-economy scenario analysis

Douglas Laxton, Papa N'Diaye and Paolo A. Pesenti

266: Y2K options and the liquidity premium in Treasury bond markets

Suresh Sundaresan and Zhenyu Wang

265: Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims

Zhenyu Wang and Xiaoyan Zhang

264: Was the New Deal contractionary?

Gauti B. Eggertsson

263: Payment networks in a search model of money

Antoine Martin, Michael J. Orlando and David R. Skeie

262: Price discovery in the foreign currency futures and spot market

Joshua Rosenberg and Leah G. Traub

261: Pass-through of exchange rates to consumption prices: what has changed and why

Jose Manuel Campa and Linda S. Goldberg

260: Technology diffusion within central banking: the case of real-time gross settlement

Morten L. Bech and Bart Hobijn

259: Congestion and cascades in payment systems

Walter E. Beyeler, Robert J. Glass, Morten L. Bech and Kimmo Soramäki

258: Endogenous productivity and development accounting

Roc Armenter and Amartya Lahiri

257: On the market discipline of informationally opaque firms: evidence from bank borrowers in the federal funds market

Adam B. Ashcraft and Hoyt Bleakley

256: U.S. wage and price dynamics: a limited information approach

Argia Sbordone