Details about J. Benson Durham

Access statistics for papers by J. Benson Durham.

Last updated 2022-06-09. Update your information in the RePEc Author Service.

Short-id: pdu27

Working Papers

2015

1. Betting against beta (and gamma) using government bonds
   Staff Reports, Federal Reserve Bank of New York

2014

2. Arbitrage-free affine models of the forward price of foreign currency
   Staff Reports, Federal Reserve Bank of New York

2013

3. Arbitrage-free models of stocks and bonds
   Staff Reports, Federal Reserve Bank of New York View citations (1)
4. Momentum and the term structure of interest rates
   Staff Reports, Federal Reserve Bank of New York View citations (3)
5. More on U.S. Treasury term premiums: spot and expected measures
   Staff Reports, Federal Reserve Bank of New York

2007

6. Implied interest rate skew, term premiums, and the \"conundrum\"
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2006

7. An estimate of the inflation risk premium using a three-factor affine term structure model
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
8. What do financial asset prices say about the housing market?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2005

9. Jump-diffusion processes and affine term structure models: additional closed-form approximate solutions, distributional assumptions for jumps, and parameter estimates
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

2003

10. Does monetary policy affect stock prices and Treasury yields? An error correction and simultaneous equation approach
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
11. Estimates of the term premium on near-dated federal funds futures contracts
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (13)
12. Foreign portfolio investment, foreign bank lending, and economic growth
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (7)

2002

13. The extreme bounds of the cross-section of expected stock returns
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2001

14. Sacrifice ratios and monetary policy credibility: do smaller budget deficits, inflation-indexed debt, and inflation targets lower disinflation costs?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
15. The effect of monetary policy on monthly and quarterly stock market returns: cross-country evidence and sensitivity analyses
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (15)

Undated

16. A Survey of the Econometric Literature on the Real Effects of International Capital Flows in Lower Income Countries
    QEH Working Papers, Queen Elizabeth House, University of Oxford View citations (7)
17. Econometrics of the Effects of Stock Market Development on Growth and Private Investment in Lower Income Countries
    QEH Working Papers, Queen Elizabeth House, University of Oxford View citations (5)
18. Econometrics of the Real Effects of Cross-Border Capital Flows in Emerging Markets
    QEH Working Papers, Queen Elizabeth House, University of Oxford View citations (3)
19. Emerging Stock Market Liberalisation, Total Returns, and Real Effects: Some Sensitivity Analyses
    QEH Working Papers, Queen Elizabeth House, University of Oxford View citations (4)
20. Time-Series Econometrics of the Real and Financial Effects of Capital Flows: Selected Cases in Africa and Southern Asia
    QEH Working Papers, Queen Elizabeth House, University of Oxford View citations (2)

Journal Articles

2004

1. Absorptive capacity and the effects of foreign direct investment and equity foreign portfolio investment on economic growth
   European Economic Review, 2004, 48, (2), 285-306 View citations (337)
2. Economic Growth and Institutions: Some Sensitivity Analyses, 1961–2000
   International Organization, 2004, 58, (3), 485-529 View citations (8)

2003

3. Do smaller budget deficits and inflation targets lower disinflation costs?
   Journal of Financial Transformation, 2003, 7, 25-29

2002

4. The effects of stock market development on growth and private investment in lower-income countries
   Emerging Markets Review, 2002, 3, (3), 211-232 View citations (24)

2001

5. Sensitivity analyses of anomalies in developed stock markets
   Journal of Banking & Finance, 2001, 25, (8), 1503-1541 View citations (12)

1999

6. Econometrics of Income Distribution: Toward More Comprehensive Specification of Institutional Correlates
   Comparative Economic Studies, 1999, 41, (1), 43-74 View citations (8)
7. Economic Growth and Political Regimes
   Journal of Economic Growth, 1999, 4, (1), 81-111 View citations (46)