Details about Warren Hrung

Access statistics for papers by Warren Hrung.

Last updated 2012-05-04. Update your information in the RePEc Author Service.

Short-id: phr24

Working Papers

2019

1. Dealer Participation in the TSLF Options Program
   Liberty Street Economics, Federal Reserve Bank of New York

2018

2. Options of Last Resort
   Liberty Street Economics, Federal Reserve Bank of New York

2017

3. Which Dealers Borrowed from the Fed’s Lender-of-Last-Resort Facilities?
   Liberty Street Economics, Federal Reserve Bank of New York

2014

4. Dealer financial conditions and lender-of-last resort facilities
   Staff Reports, Federal Reserve Bank of New York View citations (19)

2011

5. Responses to the financial crisis, treasury debt, and the impact on short-term money markets
   Staff Reports, Federal Reserve Bank of New York View citations (25)

2010

6. Repo market effects of the Term Securities Lending Facility
   Staff Reports, Federal Reserve Bank of New York View citations (40)
   See also Journal Article in American Economic Review (2010)

2009

7. Capital constraints, counterparty risk, and deviations from covered interest rate parity
   Staff Reports, Federal Reserve Bank of New York View citations (78)

2007

8. Reserve levels and intraday federal funds rate behavior
   Staff Reports, Federal Reserve Bank of New York View citations (2)

Journal Articles

2010

1. Repo Market Effects of the Term Securities Lending Facility
   American Economic Review, 2010, 100, (2), 591-96 View citations (58)
   See also Working Paper (2010)
2. The Impact of Banks’ Cumulative Reserve Position on Federal Funds Rate Behavior
   International Journal of Central Banking, 2010, 6, (3), 101-118 View citations (4)

2009

3. The Term Securities Lending Facility: origin, design, and effects
   Current Issues in Economics and Finance, 2009, 15, (Feb) View citations (36)
4. The global financial crisis and offshore dollar markets
   Current Issues in Economics and Finance, 2009, 15, (Oct) View citations (10)

2007

5. An examination of Treasury term investment interest rates
   Economic Policy Review, 2007, 13, (Mar), 19-32 View citations (2)

2005

6. What Does the Taxable Income Elasticity Say About Dynamic Responses to Tax Changes?
   American Economic Review, 2005, 95, (2), 426-431 View citations (19)

2004

7. After‐Life Consumption and Charitable Giving
   American Journal of Economics and Sociology, 2004, 63, (3), 731-745 View citations (15)
8. Information, the Introduction of Roths, and IRA Participation
   The B.E. Journal of Economic Analysis & Policy, 2004, 3, (1), 1-19 View citations (1)
9. Parental net wealth and personal consumption
   Journal of Economic Behavior & Organization, 2004, 54, (4), 551-560 View citations (7)

2003

10. Federal Tax Benefits for Child Care: Progressivity Over Time, EGTRRA, and the Alternative Minimum Tax
    The B.E. Journal of Economic Analysis & Policy, 2003, 3, (1), 1-14

2002

11. Income Uncertainty and IRAs
    International Tax and Public Finance, 2002, 9, (5), 591-599 View citations (3)
12. Parental housing values and children's consumption
    Regional Science and Urban Economics, 2002, 32, (4), 521-529 View citations (3)

2001

13. Information and IRA participation: the influence of tax preparers
    Journal of Public Economics, 2001, 80, (3), 467-484 View citations (1)
14. The civil rights act of 1964 and black consumption/savings behavior
    The Review of Black Political Economy, 2001, 28, (3), 9-22 View citations (1)