Research Paper

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9711: Split ratings and the pricing of credit risk

Richard Cantor, Kevin Cole and Frank Packer

9710: Regulatory evaluation of value-at-risk models

Jose Lopez

9709: Agency problems and risk taking at banks

Rebecca Demsetz, Marc R. Saidenberg and Philip E. Strahan

9708: Does consumer confidence forecast household expenditure?: A sentiment index horse race

Jason Bram and Sydney Ludvigson

9707: Disciplined discretion: the German and Swiss monetary targeting frameworks in operation

Thomas Laubach and Adam Posen

9706: What moves the bond market?

Michael Fleming and Eli Remolona

9705: Can competition between brokers mitigate agency conflicts with their customers?

Sugato Chakravarty and Asani Sarkar

9704: Asset market hangovers and economic growth

Matthew Higgins and Carol Osler

9703: On the determinants and resilience of bond flows to LDCs, 1990-1995: evidence from Argentina, Brazil and Mexico

Angelos Antzoulatos

9702: Option value of credit lines as an explanation of high credit card rates

Sangkyun Park

9701: Traders' broker choice, market liquidity and market structure

Sugato Chakravarty and Asani Sarkar

9638: Balancing the federal budget and U.S. international trade deficits

M. Akbar Akhtar

9637: Inflation risk in the U.S. yield curve: the usefulness of indexed bonds

Frank F. Gong and Eli Remolona

9636: Consumer sentiment and household expenditure: reevaluating the forecasting equations

Sydney Ludvigson

9635: Foreign investment fluctuations and emerging market stock returns: the case of Mexico

Elizabeth Berko and John Clark

9634: Ongoing restructuring of retail banking

Daniel Orlow, Lawrence J. Radecki and John Wenninger

9633: Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements

Michael Fleming and Eli Remolona

9632: Franchise value, ownership structure, and risk at savings institutions

Elijah Brewer and Marc R. Saidenberg

9631: Interest rate expectations and the shape of the yield curve

Joseph Dziwura and Eric M. Green

9630: Entry restrictions, industry evolution and dynamic efficiency: evidence from commercial banking

Jith Jayaratne and Philip E. Strahan

9629: Can a fiscal contraction strengthen a currency?: Some doubts about conventional Mundell-Fleming results

Richard Cantor and Robert Driskill

9628: Foreign banks, profits and commercial credit extension in the United States

Philip Molyneux and Rama Seth

9627: The effects of daily price limits on cotton futures and options trading

Joan Evans and James M. Mahoney

9626: Central and Eastern Europe: financial markets and private capital flows

Dorothy M. Sobol

9625: The channel of monetary transmission to demand: evidence from the market for automobile credit

Sydney Ludvigson

9624: Consumption and credit: a model of time-varying liquidity constraints

Sydney Ludvigson

9623: Do mergers improve the x-efficiency and scale efficiency of U.S. banks?: Evidence from the 1980s

Stavros Peristiani

9622: Effects of household creditworthiness on mortgage refinancings

Paul Bennett, Gordon Monsen, Richard Peach, Stavros Peristiani and Jonathan Raiff

9621: The relative importance of national and regional factors in the New York Metropolitan economy

Jonathan McCarthy and Charles Steindel

9620: Do banks follow their customers abroad?

Daniel E. Nolle and Rama Seth

9619: A three-factor econometric model of the U.S. term structure

Frank F. Gong and Eli Remolona

9618: The effects of corporate antitakeover provisions on long-term investment: empirical evidence

James M. Mahoney, Joseph T. Mahoney and Chamu Sundaramurthy

9617: Rational bias in macroeconomic forecasts

Paul Bennett, In Sun Geoum and David S. Laster

9616: Europe and the Maastricht challenge

Michel Aglietta and Merih Uctum

9615: Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis

Merih Uctum and Michael Wickens

9614: What do chain store sales tell us about consumer spending?

Ethan S. Harris and Clara Vega

9613: Two factors along the yield curve

Frank F. Gong and Eli Remolona

9612: Volatility and liquidity in futures markets

Peter Locke and Asani Sarkar

9611: Did the good guys lose?: heterogeneous traders and regulatory restrictions on dual trading

Peter Locke, Asani Sarkar and Lifan Wu

9610: Capital flows & current account deficits in the 1990s: why did Latin America & East Asian countries respond differently?

Angelos Antzoulatos

9609: Predicting U.S. recessions: financial variables as leading indicators

Arturo Estrella and Frederic Mishkin

9608: Determinants and impacts of sovereign credit ratings

Richard Cantor and Frank Packer

9607: Capacity utilization-inflation linkages: a cross-country analysis

Gabriel De Kock and Tania Nadal-Vicens

9606: Has the cost of fighting inflation fallen?

Gabriel De Kock and Tanya E. Ghaleb

9605: European integration and asymmetry in the EMS

Merih Uctum

9604: American employer salary surveys and labor economics research: issues and contributions

Erica Groshen

9603: Consumer payments over open computer networks

Daniel Orlow and John Wenninger

9602: Exchange rate cointegration across central bank regime shifts

Jose Lopez

9601: Are exchange rates excessively volatile? And what does \\"excessively volatile\\" mean, anyway?

Leonardo Bartolini and Gordon Bodnar

9529: New York merchandise exports

Howard Howe and Mark Leary