International Finance Discussion Papers

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 working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

1103: Uncovered Equity Parity and Rebalancing in International Portfolios

Stephanie E. Curcuru, Charles Thomas, Francis Warnock and Jon Wongswan

1102: Menu Costs, Trade Flows, and Exchange Rate Volatility

Logan Lewis

1101: Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison

John Rogers, Chiara Scotti and Jonathan Wright

1100: Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications

Jonas E. Arias, Juan F Rubio-Ramirez and Daniel Waggoner

1099: Bank Ownership, Lending, and Local Economic Performance During the 2008-2010 Financial Crisis

Nicholas Coleman and Leo Feler

1098: Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico?

Michiel De Pooter, Patrice Robitaille, Ian Walker and Michael Zdinak

1097: A Model of Slow Recoveries from Financial Crises

Albert Queraltó

1096: Do Small Businesses Still Prefer Community Banks?

Allen Berger, William Goulding and Tara N. Rice

1095: Trade Reforms, Foreign Competition, and Labor Market Adjustments in the U.S

Illenin Kondo

1094: Local Currency Sovereign Risk

Wenxin Du and Jesse Schreger

1093: Surprise and uncertainty indexes: real-time aggregation of real-activity macro surprises

Chiara Scotti

1092: Can structural reforms help Europe?

Gauti Eggertsson, Andrea Ferrero and Andrea Raffo

1091: Portfolio diversification and the cross-sectional distribution of foreign investment

Alexandra M. Tabova

1090: Interest rate swaps and corporate default

Urban Jermann and Vivian Yue

1089: Unemployment and business cycles

Lawrence Christiano, Martin Eichenbaum and Mathias Trabandt

1088: \"Fool Me Once... \" Did U.S. investors play it safer in the European debt crisis?

Carol C. Bertaut, Fang Cai and Nyssa Kim

1087: Export dynamics in large devaluations

George Alessandria, Sangeeta Pratap and Vivian Yue

1086: International evidence on government support and risk taking in the banking sector

Luis Brandao-Marques, Ricardo Correa and Horacio Sapriza

1085: Global financial conditions, country spreads and macroeconomic fluctuations in emerging countries

Ozge Akinci

1084: Say on pay laws, executive compensation, CEO pay slice, and firm value around the world

Ricardo Correa and Ugur Lel

1083: The systemic risk of European banks during the financial and sovereign debt crises

Lamont K. Black, Ricardo Correa, Xin Huang and Hao Zhou

1082: Collateral constraints and macroeconomic asymmetries

Luca Guerrieri and Matteo Iacoviello

1081: Capital flows to emerging market economies: a brave new world?

Shaghil Ahmed and Andrei Zlate

1080: Do central banks’ forecasts take into account public opinion and views?

Ricardo Nunes

1079: Taxation, match quality and social welfare

Brendan Epstein and Ryan Nunn

1078: A robust neighborhood truncation approach to estimation of integrated quarticity

Torben Andersen, Dobrislav Dobrev and Ernst Schaumburg

1077: On returns differentials

Stephanie E. Curcuru, Charles Thomas and Francis Warnock

1076: Revenge of the steamroller: ABCP as a window on risk choices

Carlos Arteta, Mark Carey, Ricardo Correa and Jason Kotter

1075: Asymmetric Information and the Death of ABS CDOs

Daniel Beltran, Lawrence R. Cordell and Charles Thomas

1074: The cyclicality of job-to-job transitions and its implications for aggregate productivity

Toshihiko Mukoyama

1073: A theory of rollover risk, sudden stops, and foreign reserves

Sewon Hur and Illenin Kondo

1072: Challenges for the future of Chinese economic growth

Jane Haltmaier

1071: Institutional herding in the corporate bond market

Fang Cai, Song Han and Dan Li

1070: Firm characteristics and empirical factor models: a data-mining experiment

Leonid Kogan and Mary Tian

1069: Sovereign credit risk, banks' government support, and bank stock returns around the world

Ricardo Correa, Kuan-Hui Lee, Horacio Sapriza and Gustavo Suarez

1068: Variance risk premiums and the forward premium puzzle

Juan M. Londono and Hao Zhou

1067: Banks, sovereign debt and the international transmission of business cycles

Luca Guerrieri, Matteo Iacoviello and Raoul Minetti

1066: Do recessions affect potential output?

Jane Haltmaier

1065: Interest rates and the volatility and correlation of commodity prices

Joseph Gruber and Robert Vigfusson

1064: Foreign banks in the U.S.: a primer

William Goulding and Daniel E. Nolle

1063: Fiscal consolidation in a currency union: spending cuts vs. tax hikes

Christopher Erceg and Jesper Lindé

1062: A state-dependent model for inflation forecasting

Andrea Stella and James Stock

1061: Gauging the effects of fiscal stimulus packages in the Euro area

Günter Coenen, Roland Straub and Mathias Trabandt

1060: Nonparametric HAC estimation for time series data with missing observations

Deepa Datta and Wenxin Du

1059: Liquidity shocks, dollar funding costs, and the bank lending channel during the European sovereign crisis

Ricardo Correa, Horacio Sapriza and Andrei Zlate

1058: Crisis and calm: Demand for U.S. currency at home and abroad from the fall of the Berlin Wall to 2011

Ruth A. Judson

1057: The return on U.S. direct investment at home and abroad

Stephanie E. Curcuru and Charles Thomas

1056: Evaluating a global vector autoregression for forecasting

Neil Ericsson and Erica L. Reisman

1055: International relative price levels: a look under the hood

Corinne Land, Jaime R. Marquez and Charles Thomas

1054: Commodity price movements in a general equilibrium model of storage

David Arseneau and Sylvain Leduc