FRB Atlanta Working Paper

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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

97-7: Trends in velocity and policy expectations

David Gordon, Eric Leeper and Tao Zha

97-6: Interest rate swaps and economic exposure

Gautam Goswami and Milind M. Shrikhande

97-5: Is the male marriage premium due to selection? The effect of shotgun weddings on the return to marriage

Donna Ginther and Madeline Zavodny

97-4: A general equilibrium analysis of check float

James McAndrews and William Roberds

97-3: The cost of doing business abroad and international capital market equilibrium

Milind M. Shrikhande

97-2: Insider trading, costly monitoring, and managerial incentives

Jie Hu and Thomas Noe

97-17: Jump risk, time-varying risk premia, and technical trading profits

Chenyang Feng and Stephen D. Smith

97-16: Financial fragility and the exchange rate regime

Roberto Chang and Andres Velasco

97-15: A transitional analysis of the welfare cost of inflation

Clark A. Burdick

97-14: Macroeconomic fluctuations in Europe: demand or supply, permanent or temporary?

Peter Hartley and Joseph A. Whitt

97-13: The stability of interest rate processes

Robert R. Bliss and David C. Smith

97-12: Derivatives and corporate risk management: participation and volume decisions in the insurance industry

John Cummins, Richard Phillips and Stephen D. Smith

97-11: Normalization, probability distribution, and impulse responses

Daniel Waggoner and Tao Zha

97-10: Spline methods for extracting interest rate curves from coupon bond prices

Daniel Waggoner

97-1: Callable U.S. Treasury bonds: optimal calls, anomalies, and implied volatilities

Robert R. Bliss and Ehud I. Ronn

96-9: Pricing and hedging index options under stochastic volatility: an empirical examination

Saikat Nandi

96-8: Identification, vector autoregression, and block recursion

Tao Zha

96-7: Emerging debt and equity markets: an exploratory investigation of integration using daily data

Mandeep S. Chahal, Michael J. Rebello and Stephen D. Smith

96-6: The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods

Peter A. Abken, Ellis Tallman and Larry Wall

96-5: Estimation of risk-neutral and statistical densities by Hermite polynomial approximation: with an application to Eurodollar futures options

Peter A. Abken, Dilip B. Madan and Buddhavarapu Sailesh Ramamurtie

96-4: An endogenous growth model of money, banking, and financial repression

Marco Espinosa-Vega and Chong Yip

96-3: Suspension of payments, bank failures, and the nonbank public's losses

Gerald Dwyer and Iftekhar Hasan

96-22: Exchange rate pass-through and the role of international distribution channels

Ramarao Desiraju and Milind M. Shrikhande

96-21: Pricing S&P 500 index options using a Hilbert space basis

Peter A. Abken, Dilip B. Madan and Buddhavarapu Sailesh Ramamurtie

96-20: Credible monetary policy with long-lived agents: recursive approaches

Roberto Chang

96-2: Applying economic restrictions to foreign exchange rate dynamics: spot rates, futures, and options

Michael Dothan, Buddhavarapu Sailesh Ramamurtie and Scott Ulman

96-19: Corporate hedging in the insurance industry: the use of financial derivatives by U.S. insurers

John Cummins, Richard Phillips and Stephen D. Smith

96-18: Are there optimal multiple reserve requirements?

Marco Espinosa-Vega and Steven Russell

96-17: MLE is alive and well in the financial markets

Buddhavarapu Sailesh Ramamurtie and Scott Ulman

96-16: Price reactions to public announcements

Buddhavarapu Sailesh Ramamurtie and Michael J. Rebello

96-15: Specifying a consistent joint maximum-likelihood (JMLE) approach to testing bond models

Buddhavarapu Sailesh Ramamurtie and Scott Ulman

96-14: The information content of financial aggregates in Australia

Naveen Chandra and Ellis Tallman

96-13: Bayesian methods for dynamic multivariate models

Christopher Sims and Tao Zha

96-12: Testing term structure estimation methods

Robert R. Bliss

96-11: Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile

William Roberds and Charles Whiteman

96-10: Payment system settlement and bank incentives

Charles Kahn and William Roberds

96-1: Nonaddictive habit formation and the equity premium puzzle

Milind M. Shrikhande