FRB Atlanta Working Paper

From Federal Reserve Bank of Atlanta
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2000-11: Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract

Edwin Maberly and Daniel Waggoner

2000-10: Corporate board composition, protocols, and voting behavior: experimental evidence

Ann B. Gillette, Thomas Noe and Michael J. Rebello

2000-1: Explaining changes in the age distribution of displaced workers

Daniel Rodriguez and Madeline Zavodny

99-9: Does it take two? the effect of partners' characteristics on teenage pregnancy

Madeline Zavodny

99-8: Expected stock returns and volatility in a production economy: a theory and some evidence

Padamja Singal and Stephen D. Smith

99-7: Concentrated shareholdings and the number of outside analysts

Sanjiv Sabherwal and Stephen D. Smith

99-6: Barriers to international capital flows: who should erect them and how big should they be?

Marco Espinosa-Vega, Bruce Smith and Chong Yip

99-5: Efficiency in index options markets and trading in stock baskets

Lucy Ackert and Yisong S. Tian

99-4: The effect of forecast bias on market behavior: evidence from experimental asset markets

Lucy Ackert, Bryan K. Church and Ping Zhang

99-3: Improving forecasts of the federal funds rate in a policy model

John Robertson and Ellis Tallman

99-23: The informativeness of stochastic frontier and programming frontier efficiency scores: Cost efficiency and other measures of bank holding company performance

Robert Eisenbeis, Gary Ferrier and Simon Kwan

99-22: Modest policy interventions

Eric Leeper and Tao Zha

99-21: Quantifying the half-life of deviations from PPP: The role of economic priors

Lutz Kilian and Tao Zha

99-20: A discrete-time two-factor model for pricing bonds and interest rate derivatives under random volatility

Steven Heston and Saikat Nandi

99-2: Heterogeneity and the welfare cost of dynamic factor taxes

Zsolt Becsi

99-19: A public finance analysis of multiple reserve requirements

Marco Espinosa-Vega and Steven Russell

99-18: Consumption and asset prices with recursive preferences: Continuous-time approximations to discrete-time models

Mark Fisher

99-17: Consumption and asset prices with homothetic recursive preferences

Mark Fisher and Christian Gilles

99-16: Why didn't the United States establish a central bank until after the panic of 1907?

Jon Moen and Ellis Tallman

99-15: Liquidity crises in emerging markets: Theory and policy

Roberto Chang and Andres Velasco

99-14: Portable random number generators

Gerald Dwyer and K. B. Williams

99-13: Prior parameter uncertainty: Some implications for forecasting and policy analysis with VAR models

John Robertson and Ellis Tallman

99-12: Financial regulatory structure and the resolution of conflicting goals

Robert Eisenbeis and Larry Wall

99-11: Payment intermediation and the origins of banking

James McAndrews and William Roberds

99-10: Settlement risk under gross and net settlement

Charles Kahn, James McAndrews and William Roberds

99-1: An experimental study of circuit breakers: the effects of mandated market closures and temporary halts on market behavior

Lucy Ackert, Bryan K. Church and Narayanan Jayaraman

98-9: Bid-ask spreads in multiple dealer settings: Some experimental evidence

Lucy Ackert and Bryan K. Church

98-8: Institutional investors, analyst following, and the January anomaly

Lucy Ackert and George Athanassakos

98-7: Voluntary disclosure under imperfect competition: Experimental evidence

Lucy Ackert, Bryan K. Church and Mandira Roy Sankar

98-6: The long-run real effects of monetary policy: Keynesian predictions from a neoclassical model

Marco Espinosa-Vega and Steven Russell

98-5: Demandable debt as a means of payment: banknotes versus checks

Charles Kahn and William Roberds

98-4: The effects of official English laws on limited-English-proficient workers

Madeline Zavodny

98-3: Determinants of recent immigrants' locational choices

Madeline Zavodny

98-22: Conditional forecasts in dynamic multivariate models

Daniel Waggoner and Tao Zha

98-21: Real-time gross settlement and the costs of immediacy

Charles Kahn and William Roberds

98-20: Preference-free option pricing with path-dependent volatility: A closed-form approach

Steven Heston and Saikat Nandi

98-2: On government credit programs

Marco Espinosa-Vega, Bruce Smith and Chong Yip

98-19: Fiscal competition and reality: A time series approach

Zsolt Becsi

98-18: The effects of subject pool and design experience on rationality in experimental asset markets

Lucy Ackert and Bryan K. Church

98-17: Uncertain litigation cost and seller behavior: Evidence from an auditing game

Lucy Ackert, Bryan K. Church and Ping Zhang

98-16: Costly intermediation and the big push

Zsolt Becsi, Ping Wang and Mark Wynne

98-15: Endogenous market structures and financial development

Zsolt Becsi, Ping Wang and Mark Wynne

98-14: Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis

Lucy Ackert and Marie D. Racine

98-13: Stochastic trends and cointegration in the market for equities

Lucy Ackert and Marie D. Racine

98-12: Does monetary policy generate recessions?

Christopher Sims and Tao Zha

98-11: The Asian liquidity crisis

Roberto Chang and Andres Velasco

98-10: Financial crises in emerging markets: a canonical model

Roberto Chang and Andres Velasco

98-1: A public finance analysis of multiple reserve requirements

Marco Espinosa-Vega and Steven Russell

97-9: A closed-form GARCH option pricing model

Steven Heston and Saikat Nandi

97-8: Financial aggregates as conditioning information for Australian output and inflation

Naveen Chandra and Ellis Tallman