Details about Stavros Peristiani

Access statistics for papers by Stavros Peristiani.

Last updated 2022-04-05. Update your information in the RePEc Author Service.

Short-id: ppe301

Working Papers

2016

1. Are All CLOs Equal?
   Liberty Street Economics, Federal Reserve Bank of New York

2015

2. Investigating the Trading Activity of CLO Portfolio Managers
   Liberty Street Economics, Federal Reserve Bank of New York View citations (1)

2014

3. Depositor Discipline of Risk-Taking by U.S. Banks
   Liberty Street Economics, Federal Reserve Bank of New York

2012

4. The Dominant Role of Banks in Asset Securitization
   Liberty Street Economics, Federal Reserve Bank of New York View citations (6)

2011

5. Are credit default swaps associated with higher corporate defaults?
   Staff Reports, Federal Reserve Bank of New York View citations (3)
6. Why Do Central Banks Have Discount Windows?
   Liberty Street Economics, Federal Reserve Bank of New York

2010

7. Firm value and cross-listings: the impact of stock market prestige
   Staff Reports, Federal Reserve Bank of New York View citations (5)
   See also Journal Article Firm Value and Cross Listings: The Impact of Stock Market Prestige, JRFM, MDPI (2015) View citations (3) (2015)
8. The information value of the stress test and bank opacity
   Staff Reports, Federal Reserve Bank of New York View citations (22)

2009

9. Financial visibility and the decision to go private
   Staff Reports, Federal Reserve Bank of New York View citations (20)
   See also Journal Article Financial Visibility and the Decision to Go Private, The Review of Financial Studies, Society for Financial Studies (2010) View citations (48) (2010)
10. Prestigious stock exchanges: a network analysis of international financial centers
    Staff Reports, Federal Reserve Bank of New York View citations (3)
    See also Journal Article Prestigious stock exchanges: A network analysis of international financial centers, Journal of Banking & Finance, Elsevier (2013) View citations (14) (2013)

2003

11. Evaluating the riskiness of initial public offerings: 1980-2000
    Staff Reports, Federal Reserve Bank of New York View citations (2)

2002

12. The role of bank advisors in mergers and acquisitions
    Staff Reports, Federal Reserve Bank of New York View citations (6)

2001

13. Are bank shareholders enemies of regulators or a potential source of market discipline?
    Staff Reports, Federal Reserve Bank of New York View citations (8)
    See also Journal Article Are bank shareholders enemies of regulators or a potential source of market discipline?, Journal of Banking & Finance, Elsevier (2007) View citations (32) (2007)

1999

14. What was behind the M2 breakdown?
    Financial Industry Studies Working Paper, Federal Reserve Bank of Dallas View citations (14)
    Also in Staff Reports, Federal Reserve Bank of New York (1999) View citations (8)

1998

15. Implied mortgage refinancing thresholds
    Staff Reports, Federal Reserve Bank of New York View citations (11)
16. Modelling the instability of mortgage-backed prepayments
    Research Paper, Federal Reserve Bank of New York
17. Structural change in the mortgage market and the propensity to refinance
    Staff Reports, Federal Reserve Bank of New York View citations (23)
    Also in Research Paper, Federal Reserve Bank of New York (1997) View citations (2)
    See also Journal Article Structural Change in the Mortgage Market and the Propensity to Refinance, Journal of Money, Credit and Banking, Blackwell Publishing (2001) View citations (61) (2001)

1996

18. Do mergers improve the x-efficiency and scale efficiency of U.S. banks?: Evidence from the 1980s
    Research Paper, Federal Reserve Bank of New York View citations (8)
    See also Journal Article Do Mergers Improve the X-Efficiency and Scale Efficiency of U.S. Banks? Evidence from the 1980s, Journal of Money, Credit and Banking, Blackwell Publishing (1997) View citations (92) (1997)
19. Effects of household creditworthiness on mortgage refinancings
    Research Paper, Federal Reserve Bank of New York View citations (5)

1993

20. The effect of mergers on bank performance
    Research Paper, Federal Reserve Bank of New York View citations (6)

1991

21. An empirical investigation of the determinants of discount window borrowing: a disaggregate analysis
    Research Paper, Federal Reserve Bank of New York
    See also Journal Article An empirical investigation of the determinants of discount window borrowing: a disaggregate analysis, Journal of Banking & Finance, Elsevier (1994) View citations (9) (1994)
22. Permanent and transient influences on the reluctance to borrow at the discount window
    Research Paper, Federal Reserve Bank of New York View citations (1)

1990

23. Margin requirements, speculative trading and stock price fluctuations: the case of Japan
    Research Paper, Federal Reserve Bank of New York View citations (3)
    See also Journal Article Margin Requirements, Speculative Trading, and Stock Price Fluctuations: The Case of Japan, The Quarterly Journal of Economics, President and Fellows of Harvard College (1992) View citations (44) (1992)

1987

24. Bank size, collateral, and net purchase behavior in the federal funds market: empirical evidence a note
    Working Papers, Federal Reserve Bank of Philadelphia

Journal Articles

2019

1. CLO trading and collateral manager bank affiliation
   Journal of Financial Intermediation, 2019, 39, (C), 47-58 View citations (5)

2015

2. Bank Delays in the Resolution of Delinquent Mortgages: The Problem of Limbo Loans
   Journal of Real Estate Research, 2015, 37, (1), 65-116 View citations (1)
3. Firm Value and Cross Listings: The Impact of Stock Market Prestige
   JRFM, 2015, 8, (1), 1-31 View citations (3)
   See also Working Paper Firm value and cross-listings: the impact of stock market prestige, Staff Reports (2010) View citations (5) (2010)

2014

4. The Information Value of the Stress Test
   Journal of Money, Credit and Banking, 2014, 46, (7), 1479-1500 View citations (65)

2013

5. Prestigious stock exchanges: A network analysis of international financial centers
   Journal of Banking & Finance, 2013, 37, (5), 1543-1551 View citations (14)
   See also Working Paper Prestigious stock exchanges: a network analysis of international financial centers, Staff Reports (2009) View citations (3) (2009)

2010

6. Financial Visibility and the Decision to Go Private
   The Review of Financial Studies, 2010, 23, (2), 519-547 View citations (48)
   See also Working Paper Financial visibility and the decision to go private, Staff Reports (2009) View citations (20) (2009)
7. Has the US Bond Market Lost its Edge to the Eurobond Market?*
   International Review of Finance, 2010, 10, (2), 149-183 View citations (12)

2007

8. Are bank shareholders enemies of regulators or a potential source of market discipline?
   Journal of Banking & Finance, 2007, 31, (8), 2493-2515 View citations (32)
   See also Working Paper Are bank shareholders enemies of regulators or a potential source of market discipline?, Staff Reports (2001) View citations (8) (2001)
9. Evaluating the relative strength of the U.S. capital markets
   Current Issues in Economics and Finance, 2007, 13, (Jul) View citations (3)
10. Loan underpricing and the provision of merger advisory services
    Journal of Banking & Finance, 2007, 31, (12), 3539-3562 View citations (8)
11. Trends in financial market concentration and their implications for market stability
    Economic Policy Review, 2007, 13, (Mar), 33-51 View citations (22)

2006

12. Financial Sector Weakness and the M2 Velocity Puzzle
    Economic Inquiry, 2006, 44, (4), 699-715 View citations (3)

2004

13. Pre-IPO financial performance and aftermarket survival
    Current Issues in Economics and Finance, 2004, 10, (Feb) View citations (15)

2002

14. Are U.S. reserve requirements still binding?
    Economic Policy Review, 2002, 8, (May), 53-68 View citations (18)

2001

15. Structural Change in the Mortgage Market and the Propensity to Refinance
    Journal of Money, Credit and Banking, 2001, 33, (4), 955-75 View citations (61)
    See also Working Paper Structural change in the mortgage market and the propensity to refinance, Staff Reports (1998) View citations (23) (1998)

2000

16. Capital ratios as predictors of bank failure
    Economic Policy Review, 2000, (Jul), 33-52 View citations (131)

1998

17. Market Discipline by Thrift Depositors
    Journal of Money, Credit and Banking, 1998, 30, (3), 347-64 View citations (219)
18. The Growing Reluctance To Borrow At The Discount Window: An Empirical Investigation
    The Review of Economics and Statistics, 1998, 80, (4), 611-620 View citations (48)

1997

19. Credit, equity, and mortgage refinancings
    Economic Policy Review, 1997, 3, (Jul), 83-99 View citations (17)
20. Do Mergers Improve the X-Efficiency and Scale Efficiency of U.S. Banks? Evidence from the 1980s
    Journal of Money, Credit and Banking, 1997, 29, (3), 326-37 View citations (92)
    See also Working Paper Do mergers improve the x-efficiency and scale efficiency of U.S. banks?: Evidence from the 1980s, Research Paper (1996) View citations (8) (1996)
21. Mutual-to-stock conversions in the thrift industry in the 1990s
    Journal of Economics and Business, 1997, 49, (2), 95-116 View citations (4)

1996

22. The behavior of consumer loan rates during the 1990 credit slowdown
    Journal of Banking & Finance, 1996, 20, (10), 1673-1694 View citations (17)

1994

23. An empirical investigation of the determinants of discount window borrowing: a disaggregate analysis
    Journal of Banking & Finance, 1994, 18, (1), 183-197 View citations (9)
    See also Working Paper An empirical investigation of the determinants of discount window borrowing: a disaggregate analysis, Research Paper (1991) (1991)

1992

24. Margin Requirements, Speculative Trading, and Stock Price Fluctuations: The Case of Japan
    The Quarterly Journal of Economics, 1992, 107, (4), 1333-1370 View citations (44)
    See also Working Paper Margin requirements, speculative trading and stock price fluctuations: the case of Japan, Research Paper (1990) View citations (3) (1990)

1991

25. A disaggregate analysis of discount window borrowing
    Quarterly Review, 1991, 16, (Sum), 52-62 View citations (1)
26. The Model Structure of Discount Window Borrowing
    Journal of Money, Credit and Banking, 1991, 23, (1), 13-34 View citations (10)

1989

27. Bank Size, Collateral, and Net Purchase Behavior in the Federal Funds Market: Empirical Evidence
    The Journal of Business, 1989, 62, (4), 501-15 View citations (32)
28. Do margin requirements matter? Evidence from U.S. and Japanese stock markets
    Quarterly Review, 1989, 14, (Win), 16-35 View citations (4)

1988

29. A comparison of the forecasting performance of WEFA and ARIMA time series methods
    International Journal of Forecasting, 1988, 4, (1), 81-101 View citations (4)

1987

30. The Estimation of a Hedonic Asking and Offer Rent Equation Model: An EM Algorithm Approach
    Empirical Economics, 1987, 12, (4), 203-20