Economics at your fingertips  

Supervisory Research and Analysis Working Papers

From Federal Reserve Bank of Boston
Contact information at EDIRC.

Bibliographic data for series maintained by ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

RPA 19-2: Reach for Yield by U.S. Public Pension Funds Downloads
Kenechukwu E. Anadu, James Bohn, Lina Lu, Matthew Pritsker and Andrei Zlate
RPA 19-1: Variable Annuities: Underlying Risks and Sensitivities Downloads
Imad Chahboun and Nathaniel Hoover
RPA 18-5: Monetary Policy Divergence and Net Capital Flows: Accounting for Endogenous Policy Responses Downloads
Jonathan Davis and Andrei Zlate
RPA 18-4: The Shift from Active to Passive Investing: Potential Risks to Financial Stability? Downloads
Kenechukwu E. Anadu, Mathias S. Kruttli, Patrick E. McCabe, Emilio Osambela and Chae Hee Shin
RPA 18-3: Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015 Downloads
Silvia Gabrieli and Claire Labonne
RPA 18-2: Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models Downloads
Kunpeng Li, Qi Li and Lina Lu
RPA 18-1: Optimal Delegation Under Unknown Bias: The Role of Concavity Downloads
Noam Tanner
RPA 17-5: The Intersection of U.S. Money Market Mutual Fund Reforms, Bank Liquidity Requirements, and the Federal Home Loan Bank System Downloads
Ken Anadu and Viktoria Baklanova
RPA 17-4: Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction Downloads
Matthew Pritsker
RPA 17-3: Simultaneous Spatial Panel Data Models with Common Shocks Downloads
Lina Lu
RPA 17-2: International Financial Spillovers to Emerging Market Economies: How Important Are Economic Fundamentals? Downloads
Shaghil Ahmed, Brahima Coulibaly and Andrei Zlate
RPA 17-1: Estimating Loss Given Default from CDS under Weak Identification Downloads
Lily Liu
RPA 16-4: Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis Downloads
Ricardo Correa, Horacio Sapriza and Andrei Zlate
RPA 16-3: Offshoring, Low-skilled Immigration, and Labor Market Polarization Downloads
Federico Mandelman and Andrei Zlate
RPA 16-2: Opacity and Disclosure in Short-Term Wholesale Funding Markets Downloads
Michal Kowalik
RPA 16-1: Offshore Production and Business Cycle Dynamics with Heterogeneous Firms Downloads
Andrei Zlate
RPA 15-2: Cross-Sectional Factor Dynamics and Momentum Returns Downloads
Doron Avramov and Satadru Hore
RPA 15-1: Macroprudential Policy: Case Study from a Tabletop Exercise Downloads
Tobias Adrian, Patrick de Fontnouvelle, Emily Yang and Andrei Zlate
RPA 12-5: Bank deregulation and racial inequality in America Downloads
Ross Levine, Alexey Levkov and Yona Rubinstein
RPA 12-4: Knightian uncertainty and interbank lending Downloads
Matthew Pritsker
RPA 12-3: The stability of prime money market mutual funds: sponsor support from 2007 to 2011 Downloads
Ken Anadu, Steffanie Brady and Nathaniel R. Cooper
QAU12-2: Bank diversification, market structure and bank risk taking: theory and evidence from U.S. commercial banks Downloads
Martin Goetz
QAU12-1: Evaluating the impact of fair value accounting on financial institutions: implications for accounting standards setting and bank supervision Downloads
Sanders Shaffer
QAU10-7: Branching of banks and union decline Downloads
Alexey Levkov
QAU10-6: Financing constraints and unemployment: evidence from the Great Recession Downloads
Burcu Duygan-Bump, Alexey Levkov and Judit Montoriol-Garriga
QAU10-5: Risk, returns, and multinational production Downloads
Jose Fillat and Stefania Garetto
QAU10-4: Addressing the pro-cyclicality of capital requirements with a dynamic loan loss provision system Downloads
Jose Fillat and Judit Montoriol-Garriga
QAU10-3: How effective were the Federal Reserve emergency liquidity facilities?: evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility Downloads
Burcu Duygan-Bump, Patrick M. Parkinson, Eric Rosengren, Gustavo Suarez and Paul Willen
QAU10-2: Optimal portfolio choice with predictability in house prices and transaction costs Downloads
Stefano Corradin, Jose Fillat and Carles Vergara-Alert
QAU10-1: Fair value accounting: villain or innocent victim?: exploring the links between fair value accounting, bank regulatory capital, and the recent financial crisis Downloads
Sanders Shaffer
QAU09-5: Your house or your credit card, which would you choose?: personal delinquency tradeoffs and precautionary liquidity motives Downloads
Ethan Cohen-Cole and Jonathan Morse
QAU09-4: A question of liquidity: the great banking run of 2008? Downloads
Judit Montoriol-Garriga and Evan G. Sekeris
QAU09-3: Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique Downloads
Todd Prono
QAU09-2: Forgive and forget: who gets credit after bankruptcy and why? Downloads
Ethan Cohen-Cole, Burcu Duygan-Bump and Judit Montoriol-Garriga
QAU09-1: The option value of consumer bankruptcy Downloads
Ethan Cohen-Cole
QAU08-7: The balance sheet channel Downloads
Ethan Cohen-Cole and Enrique Martínez-García
QAU08-6: Household bankruptcy decision: the role of social stigma vs. information sharing Downloads
Ethan Cohen-Cole and Burcu Duygan-Bump
QAU08-5: Looking behind the aggregates: a reply to “Facts and Myths about the Financial Crisis of 2008” Downloads
Ethan Cohen-Cole, Burcu Duygan-Bump, Jose Fillat and Judit Montoriol-Garriga
QAU08-4: GARCH-based identification and estimation of triangular systems Downloads
Todd Prono
QAU08-3: Household debt repayment behaviour: what role do institutions play? Downloads
Burcu Duygan-Bump and Charles Grant
QAU08-2: Is obesity contagious?: social networks vs. environmental factors in the obesity epidemic Downloads
Ethan Cohen-Cole and Jason Fletcher
QAU08-1: Credit card redlining Downloads
Ethan Cohen-Cole
QAU07-8: Loss distribution estimation, external data and model averaging Downloads
Ethan Cohen-Cole and Todd Prono
QAU07-7: Demonstration effects in preventive care Downloads
Ritesh Banerjee, Ethan Cohen-Cole and Giulio Zanella
QAU07-6: Information diffusion based explanations of asset pricing anomalies Downloads
Athanasios Bolmatis and Evan G. Sekeris
QAU07-5: Asset liquidity, debt valuation and credit risk Downloads
Ethan Cohen-Cole
QAU07-4: Unpacking social interactions Downloads
Ethan Cohen-Cole and Giulio Zanella
QAU07-3: Model uncertainty and the deterrent effect of capital punishment Downloads
Ethan Cohen-Cole, Steven Durlauf, Jeffrey Fagan and Daniel Nagin
Page updated 2020-10-27
Sorted by number, 2d-year left