Details about Thomas B. King

Access statistics for papers by Thomas B. King.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pki464

Working Papers

2023

1. One Asset Does Not Fit All: Inflation Hedging by Index and Horizon
   Working Paper Series, Federal Reserve Bank of Chicago View citations (1)

2022

2. Central Clearing and Systemic Liquidity Risk
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
   See also Journal Article Central Clearing and Systemic Liquidity Risk, International Journal of Central Banking, International Journal of Central Banking (2023) (2023)

2021

3. Capital Constraints and Risk Shifting: An Instrumental Approach
   Working Paper Series, Federal Reserve Bank of Chicago

2020

4. Issues Regarding the Use of the Policy Rate Tool
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2018

5. Securities Financing and Asset Markets: New Evidence
   Working Paper Series, Federal Reserve Bank of Chicago

2016

6. Expectation and Duration at the Effective Lower Bound
   Working Paper Series, Federal Reserve Bank of Chicago
   See also Journal Article Expectation and duration at the effective lower bound, Journal of Financial Economics, Elsevier (2019) View citations (18) (2019)
7. Macroeconomic Sources of Recent Interest Rate Fluctuations
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
   See also Journal Article Macroeconomic Sources of Recent Interest Rate Fluctuations, Chicago Fed Letter, Federal Reserve Bank of Chicago (2016) View citations (1) (2016)

2015

8. Credit Risk, Liquidity and Lies
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
   See also Journal Article Credit Risk, Liquidity, and Lies, International Journal of Central Banking, International Journal of Central Banking (2020) View citations (1) (2020)
9. What Does Anticipated Monetary Policy Do?
   Working Paper Series, Federal Reserve Bank of Chicago View citations (11)
   See also Journal Article What does anticipated monetary policy do?, Journal of Monetary Economics, Elsevier (2023) View citations (3) (2023)

2014

10. What Drives Bank Funding Spreads?
    Working Paper Series, Federal Reserve Bank of Chicago View citations (1)

2013

11. A Portfolio-Balance Approach to the Nominal Term Structure
    Working Paper Series, Federal Reserve Bank of Chicago View citations (3)

2012

12. Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (6)

2010

13. Flow and stock effects of large-scale Treasury purchases
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (31)

2009

14. Distress in the financial sector and economic activity
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (24)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2008) View citations (16)
    See also Journal Article Distress in the Financial Sector and Economic Activity, The B.E. Journal of Economic Analysis & Policy, De Gruyter (2011) View citations (20) (2011)

2007

15. Financial market perceptions of recession risk
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (18)

2005

16. In search of the natural rate of unemployment
    Supervisory Policy Analysis Working Papers, Federal Reserve Bank of St. Louis View citations (1)
    Also in Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (5)
    See also Journal Article In search of the natural rate of unemployment, Journal of Monetary Economics, Elsevier (2007) View citations (41) (2007)
17. Labor productivity and job-market flows: trends, cycles, and correlations
    Supervisory Policy Analysis Working Papers, Federal Reserve Bank of St. Louis View citations (4)

2004

18. Are the causes of bank distress changing? can researchers keep up?
    Supervisory Policy Analysis Working Papers, Federal Reserve Bank of St. Louis View citations (2)
    See also Journal Article Are the causes of bank distress changing? can researchers keep up?, Review, Federal Reserve Bank of St. Louis (2006) View citations (21) (2006)

2003

19. Discipline and liquidity in the market for federal funds
    Supervisory Policy Analysis Working Papers, Federal Reserve Bank of St. Louis View citations (2)

2002

20. Did FDICIA enhance market discipline on community banks? a look at evidence from the jumbo-CD market
    Supervisory Policy Analysis Working Papers, Federal Reserve Bank of St. Louis View citations (7)
21. Do jumbo-CD holders care about anything?
    Supervisory Policy Analysis Working Papers, Federal Reserve Bank of St. Louis
22. What can bank supervisors learn from equity markets? a comparison of the factors affecting market-based risk measures and BOPEC scores
    Supervisory Policy Analysis Working Papers, Federal Reserve Bank of St. Louis View citations (5)

Journal Articles

2023

1. Central Clearing and Systemic Liquidity Risk
   International Journal of Central Banking, 2023, 19, (4), 85-142
   See also Working Paper Central Clearing and Systemic Liquidity Risk, Finance and Economics Discussion Series (2022) View citations (2) (2022)
2. Past and Future Effects of the Recent Monetary Policy Tightening
   Chicago Fed Letter, 2023, no 483, 6
3. What does anticipated monetary policy do?
   Journal of Monetary Economics, 2023, 138, (C), 123-139 View citations (3)
   See also Working Paper What Does Anticipated Monetary Policy Do?, Working Paper Series (2015) View citations (11) (2015)

2020

4. Credit Risk, Liquidity, and Lies
   International Journal of Central Banking, 2020, 16, (5), 219-267 View citations (1)
   See also Working Paper Credit Risk, Liquidity and Lies, Finance and Economics Discussion Series (2015) View citations (1) (2015)

2019

5. Expectation and duration at the effective lower bound
   Journal of Financial Economics, 2019, 134, (3), 736-760 View citations (18)
   See also Working Paper Expectation and Duration at the Effective Lower Bound, Working Paper Series (2016) (2016)

2018

6. How Have Banks Responded to Changes in the Yield Curve?
   Chicago Fed Letter, 2018

2016

7. Corporate Cash Flow and Its Uses
   Chicago Fed Letter, 2016 View citations (1)
8. Macroeconomic Sources of Recent Interest Rate Fluctuations
   Chicago Fed Letter, 2016 View citations (1)
   See also Working Paper Macroeconomic Sources of Recent Interest Rate Fluctuations, FEDS Notes (2016) View citations (1) (2016)

2015

9. Derivatives and Collateral at U.S. Life Insurers
   Economic Perspectives, 2015, (Q I), 21-37 View citations (5)

2013

10. Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply
    Journal of Financial Economics, 2013, 108, (2), 425-448 View citations (352)

2011

11. Distress in the Financial Sector and Economic Activity
    The B.E. Journal of Economic Analysis & Policy, 2011, 11, (1), 31 View citations (20)
    See also Working Paper Distress in the financial sector and economic activity, Finance and Economics Discussion Series (2009) View citations (24) (2009)

2008

12. Discipline and Liquidity in the Interbank Market
    Journal of Money, Credit and Banking, 2008, 40, (2-3), 295-317 View citations (52)
    Also in Journal of Money, Credit and Banking, 2008, 40, (2‐3), 295-317 (2008) View citations (11)
13. Profits and balance sheet developments at U.S. commercial banks in 2007
    Federal Reserve Bulletin, 2008, 94, (Jun), A1-A39

2007

14. In search of the natural rate of unemployment
    Journal of Monetary Economics, 2007, 54, (2), 550-564 View citations (41)
    See also Working Paper In search of the natural rate of unemployment, Supervisory Policy Analysis Working Papers (2005) View citations (1) (2005)

2006

15. Are the causes of bank distress changing? can researchers keep up?
    Review, 2006, 88, (Jan), 57-80 View citations (21)
    See also Working Paper Are the causes of bank distress changing? can researchers keep up?, Supervisory Policy Analysis Working Papers (2004) View citations (2) (2004)

2002

16. Jumbo CDs play tiny role in policing risky banks... so far
    The Regional Economist, 2002, (Jul.), 12-13 View citations (1)

Chapters

2023

1. Inflation hedging products
   Chapter 21 in Research Handbook of Financial Markets, 2023, pp 470-489