Proceedings

1980 - 2008

From Board of Governors of the Federal Reserve System (U.S.)
Contact information at EDIRC.
Bibliographic data for series maintained by Ryan Wolfslayer ; Keisha Fournillier ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2003

2003 International Research Forum on monetary policy, Federal Reserve Board, Washington, D.C., November 14-15, 2003

Anonymous

The great inflation of the 1970s

Fabrice Collard and Harris Dellas

Interdependence between the Euro area and the U.S.: what role for EMU?

Michael Ehrmann and Marcel Fratzscher

The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations

Athanasios Orphanides and John Williams

Optimal monetary and fiscal policy: a linear-quadratic approach

Pierpaolo Benigno and Michael Woodford

The optimal degree of monetary policy discretion

Susan Athey, Andrew Atkeson and Patrick Kehoe

Understanding the effects of government spending on consumption

Jordi Galí, David Lopez-Salido and Javier Valles

Indeterminacy with inflation-forecast-cased rules in a two-bloc model

Nicoletta Batini, Paul Levine and Joseph Pearlman

When leaner isn't meaner: measuring the benefits and spillovers of greater competition in Europe

Tamim Bayoumi, Douglas Laxton and Paolo Pesenti

Monetary discretion, pricing complementarity and dynamic multiple equilibria

Robert King and Alexander Wolman

Ramsey monetary policy and international relative prices

Ester Faia and Tommaso Monacelli

1996

Remarks on evolving payment system issues pp. 689-695

Alan Greenspan

A framework for analyzing efficiency, risks, costs and innovations in the payments system pp. 696-732

Allen Berger, Diana Hancock and Jeffrey C. Marquardt

Interbank lending and systemic risk pp. 733-765

Jean Rochet and Jean Tirole

The efficiency of self-regulated payments systems: learning from the Suffolk System pp. 766-803

Charles Calomiris and Charles Kahn

Financial crises, payment system problems, and discount window lending pp. 804-831

Mark Flannery

Controlling risk in payment systems pp. 832-869

Jean Rochet and Jean Tirole

Intraday management of bank reserves: the effects of caps and fees on daylight overdrafts pp. 870-913

Diana Hancock and James A. Wilcox

Cash, paper, and electronic payments: a cross-country analysis pp. 914-941

David B. Humphrey, Lawrence B. Pulley and Jukka M. Vesala

Alternative monies and the demand for media of exchange pp. 942-964

Anthony M. Santomero and John Seater

Technology and payments: deja vu all over again? pp. 965-970

Mark Flannery

Preserving competition in electronic home banking pp. 971-974

Paul M. Horvitz

The past is a lousy prologue: payments systems innovations and the Fed pp. 975-979

Martin Mayer

Reducing taxpayer exposure to loss from innovations in bank risk management pp. 980-985

Edward Kane

Alternative models for clearance and settlement: the case of the single European capital market pp. 986-1003

Ian Giddy, Anthony Saunders and Ingo Walter

Scale economies, cost efficiencies, and technological change in Federal Reserve payments processing pp. 1004-1044

Paul Bauer and Gary Ferrier

Efficient banking under interstate branching pp. 1045-1075

Joseph Hughes, William Lang, Loretta Mester and Choon-Geol Moon

Payment systems research and public policy risk, efficiency, and innovation: a conference sponsored by the Board of Governors of the Federal Reserve System, December 7-8, 1995

Allen Berger, Diana Hancock and Jeffrey C. Marquardt

1995, articles Nov

Risk measurement and systemic risk: proceedings of a joint central bank research conference, November 16-17, 1995

Anonymous

1995

Risk measurement and systemic risk - opening remarks pp. 9-10

Susan M. Phillips

Remarks on risk measurement and systemic risk pp. 11-16

Alan Greenspan

Analyzing systemic risk pp. 17-24

Charles R. Taylor

The variation of default risk with Treasury yields pp. 29-58

Greg Duffee

Integration of credit risk with market risk in asset liability management pp. 59-89

Eiji Harada, Shumpei Okada and Fumihiko Tsunoda

Measuring pre-settlement credit risk on a portfolio basis pp. 91-120

Evan Picoult

Why do volatilities sometimes move together? pp. 123-146

Anthony Rodrigues

Intraday price volatility and trading volume: a case study of the Japanese government bond futures pp. 173-198

Toshiaki Watanabe

Empirical-based versus model-based approaches to Value-at-Risk: an examination of foreign exchange and global equity portfolios pp. 199-220

James M. Mahoney

Directionally similar position taking and herding by large futures market participants pp. 221-272

Laura E. Kodres and Matthew Pritsker

Liquidity and price shocks in futures markets pp. 273-294

Peter Locke and Asani Sarkar

Value-at-risk techniques: an empirical study pp. 295-322

Patricia Jackson, David J. Maude and William Perraudin

A framework for more effective stress testing pp. 403-430

Atsutoshi Mori, Makoto Ohsawa and Tokiko Shimizu

Systemic risk in a model economy with a stylized banking system pp. 433-456

Mico Loretan

Dynamic micro and macro stress simulation pp. 457-484

Tokiko Shimizu and Tsukasa Yamashita

Stop-loss rules: evidence from the bond futures market pp. 485-510

Bernard Bensaid and Olivier de Bandt

The \"domino effect of defaults\" and its implications for regulatory actions pp. 511-530

Shinji Nishida

Remarks: some thoughts on systemic risk pp. 557-561

John Campbell

Remarks pp. 563-566

Christine M. Cumming

Remarks pp. 567-569

Iwao Kuroda

Remarks pp. 571-574

David Brunner

Remarks pp. 575-578

Jos Wieleman