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.

1019: Limited market participation and asset prices in the presence of earnings management

Bo Sun

1018: Quantitative easing and bank lending: evidence from Japan

David Bowman, Fang Cai, Sally M. Davies and Steven B. Kamin

1017: Where are global and U.S. trade heading in the aftermath of the trade collapse: issues and alternative scenarios

Filippo di Mauro, Joseph Gruber, Bernd Schnatz and Nico Zorell

1016: U.S. international equity investment and past prospective returns

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

1015: Explaining the energy consumption portfolio in a cross-section of countries: are the BRICs different?

David Arseneau

1014: International capital flows and the returns to safe assets in the United States, 2003-2007

Ben Bernanke, Carol C. Bertaut, Steven B. Kamin and Laurie Pounder DeMarco

1013: Nonlinearities in the oil price-output relationship

Lutz Kilian and Robert Vigfusson

1012: Asymmetric shocks in a currency union with monetary and fiscal handcuffs?

Christopher Erceg and Jesper Lindé

1011: Fiscal positions and government bond yields in OECD countries

Joseph Gruber and Steven B. Kamin

1010: Could asymmetric information alone have caused the collapse of private-label securitization?

Daniel Beltran and Charles Thomas

1009: Oil shocks and the zero bound on nominal interest rates

Martin Bodenstein, Luca Guerrieri and Christopher Gust

1008: Entry dynamics and the decline in exchange-rate pass-through

Christopher Gust, Sylvain Leduc and Robert Vigfusson

1007: Offshoring bias in U.S. manufacturing: implications for productivity and value added

Susan Houseman, Christopher J. Kurz, Paul Lengermann and Benjamin Mandel

1006: Has international financial co-movement changed? Emerging markets in the 2007-2009 financial crisis

John Ammer, Fang Cai and Chiara Scotti

1005: The information content of high-frequency data for estimating equity return models and forecasting risk

Dobrislav Dobrev and Pawel J. Szerszen

1004: Input and output inventories in general equilibrium

Matteo Iacoviello, Fabio Schiantarelli and Scott Schuh

1003: Is there a fiscal free lunch in a liquidity trap?

Christopher Erceg and Jesper Lindé

1002: Financial globalization and monetary policy

Steven B. Kamin

1001: Imperfect credibility and the zero lower bound on the nominal interest rate

Martin Bodenstein, James Hebden and Ricardo Nunes

1000: Interpreting investment-specific technology shocks

Luca Guerrieri, Dale Henderson and Jinill Kim

999: Monetary policy and the cyclicality of risk

Christopher Gust and David Lopez-Salido

998: Immigration, remittances and business cycles

Federico Mandelman and Andrei Zlate

997: News and sovereign default risk in small open economies

C. Bora Durdu, Ricardo Nunes and Horacio Sapriza

996: Interest on excess reserves as a monetary policy instrument: the experience of foreign central banks

David Bowman, Etienne Gagnon and Michael P. Leahy

995: Offshore production and business cycle dynamics with heterogeneous firms

Andrei Zlate

994: How did a domestic housing slump turn into a global financial crisis?

Steven B. Kamin and Laurie Pounder DeMarco

993: Term structure forecasting using macro factors and forecast combination

Michiel De Pooter, Francesco Ravazzolo and Dick van Dijk

992: Technology shocks: novel implications for international business cycles

Andrea Raffo

991: Heterogeneous firms and import quality: evidence from transaction-level prices

Benjamin Mandel

990: Firm-specific capital, nominal rigidities and the business cycle

David Altig, Lawrence Christiano, Martin Eichenbaum and Jesper Lindé

989: Labor market search in emerging economies

Emine Boz, C. Bora Durdu and Nan Li

988: Asset returns with earnings management

Bo Sun

987: Are Chinese exports sensitive to changes in the exchange rate?

Shaghil Ahmed

986: Diversification across characteristics

Erik Hjalmarsson

985: Executive compensation and earnings management under moral hazard

Bo Sun

984: Portfolio inertia and the equity premium

Christopher Gust and David Lopez-Salido

983: The Effects of Foreign Shocks when Interest Rates are at Zero

Martin Bodenstein, Christopher Erceg and Luca Guerrieri

982: The market-perceived monetary policy rule

Scott Borger, James Hamilton and Seth Pruitt

981: Characteristic-based mean-variance portfolio choice

Erik Hjalmarsson and Peter Manchev

980: Rise of the machines: algorithmic trading in the foreign exchange market

Alain P. Chaboud, Benjamin Chiquoine, Erik Hjalmarsson and Clara Vega

979: Did easy money in the dollar bloc fuel the global commodity boom?

Christopher Erceg, Luca Guerrieri and Steven B. Kamin

978: The power of long-run structural VARs

Christopher Gust and Robert Vigfusson

977: Decomposing the U.S. external returns differential

Stephanie E. Curcuru, Tomas Dvorak and Francis Warnock

976: The puzzling peso

Carlos Arteta, Steven B. Kamin and Justin Vitanza

975: On the solvency of nations: are global imbalances consistent with intertemporal budget constraints?

C. Bora Durdu, Enrique Mendoza and Marco Terrones

974: South Africa's post-apartheid two-step: social demands versus macro stability

Brahima Coulibaly and Trevon Logan

973: The impact of macroeconomic announcements on real time foreign exchange rates in emerging markets

Fang Cai, Hyunsoo Joo and Zhiwei Zhang

972: Border prices and retail prices

David Berger, Jon Faust, John Rogers and Kai Steverson

971: Consumption response to expected future income

Laurie Pounder DeMarco

970: Pitfalls in estimating asymmetric effects of energy price shocks

Lutz Kilian and Robert Vigfusson