Staff Reports
From Federal Reserve Bank of New York Contact information at EDIRC. Bibliographic data for series maintained by Gabriella Bucciarelli (). Access Statistics for this working paper series.
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- 590: Liquidity and volatility in the U.S. treasury market

- Robert Engle, Michael Fleming, Eric Ghysels and Giang Nguyen
- 589: No good deals—no bad models

- Nina Boyarchenko, Mario Cerrato, John Crosby and Stewart Hodges
- 588: The measurement and behavior of uncertainty: evidence from the ECB Survey of Professional Forecasters

- Robert Rich, Joseph Song and Joseph Tracy
- 587: Agglomeration and job matching among college graduates

- Jaison Abel and Richard Deitz
- 586: Importers, exporters, and exchange rate disconnect

- Mary Amiti, Oleg Itskhoki and Jozef Konings
- 585: Rare shocks, great recessions

- Vasco Cúrdia, Marco Del Negro and Daniel Greenwald
- 584: Exchange rate pass-through, markups, and inventories

- Adam Copeland and James Kahn
- 583: Discussion of “An Integrated Framework for Multiple Financial Regulations”

- Tobias Adrian
- 582: Payment size, negative equity, and mortgage default

- Andreas Fuster and Paul Willen
- 581: Forecasting through the rear-view mirror: data revisions and bond return predictability

- Eric Ghysels, Casidhe Horan and Emanuel Moench
- 580: Shadow banking: a review of the literature

- Tobias Adrian and Adam Ashcraft
- 579: When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads

- Jennie Bai and Shang-Jin Wei
- 578: Have financial markets become more informative?

- Jennie Bai, Thomas Philippon and Alexi Savov
- 577: On bounding credit event risk premia

- Jennie Bai, Pierre Collin-Dufresne, Robert S. Goldstein and Jean Helwege
- 576: Banking across borders

- Friederike Niepmann
- 575: Assessing the quality of “Furfine-based” algorithms

- Olivier Armantier and Adam Copeland
- 574: The forward guidance puzzle

- Marco Del Negro, Marc Giannoni and Christina Patterson
- 573: Abbott and Bacon Districts: education finances during the Great Recession

- Rajashri Chakrabarti and Sarah Sutherland
- 572: Doing well by doing good? Community development venture capital

- Anna Kovner and Josh Lerner
- 571: Information acquisition and financial intermediation

- Nina Boyarchenko
- 570: Decomposing real and nominal yield curves

- Michael Abrahams, Tobias Adrian, Richard Crump and Emanuel Moench
- 569: A new look at second liens

- Donghoon Lee, Christopher Mayer and Joseph Tracy
- 568: Do informal referrals lead to better matches? Evidence from a firm's employee referral system

- Meta Brown, Elizabeth Setren and Giorgio Topa
- 567: Intermediary leverage cycles and financial stability

- Tobias Adrian and Nina Boyarchenko
- 566: Mismatch unemployment

- Aysegul Sahin, Joseph Song, Giorgio Topa and Giovanni Violante
- 565: Housing markets and residential segregation: impacts of the Michigan school finance reform on inter- and intra-district sorting

- Rajashri Chakrabarti and Joydeep Roy
- 564: The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds

- Marco Cipriani, Michael Holscher, Antoine Martin and Patrick E. McCabe
- 563: Federal Reserve liquidity provision during the financial crisis of 2007-2009

- Michael Fleming
- 562: Payment changes and default risk: theimpact of refinancing on expected credit losses

- Joseph Tracy and Joshua Wright
- 561: Estimating a structural model of herd behavior in financial markets

- Marco Cipriani and Antonio Guarino
- 560: How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices

- Carlo Rosa
- 559: Shadow banking regulation

- Tobias Adrian and Adam Ashcraft
- 558: Information and anti-American attitudes

- Adeline Delavande and Basit Zafar
- 557: An analysis of OTC interest rate derivatives transactions: implications for public reporting

- Michael Fleming, John Jackson, Ada Li, Asani Sarkar and Patricia Zobel
- 556: The supply side of the housing boom and bust of the 2000s

- Andrew Haughwout, Richard Peach, John Sporn and Joseph Tracy
- 555: Securities lending

- Frank M. Keane, Paul C. Lipson and Bradley K. Sabel
- 554: DSGE model-based forecasting

- Marco Del Negro and Frank Schorfheide
- 553: The private premium in public bonds

- Anna Kovner and Chenyang Wei
- 552: Workforce skills across the urban-rural hierarchy

- Jaison Abel, Todd Gabe and Kevin Stolarick
- 551: Deficits, public debt dynamics, and tax and spending multipliers

- Matthew Denes, Gauti Eggertsson and Sophia Gilbukh
- 550: An empirical study of trade dynamics in the interbank market

- Gara Afonso and Ricardo Lagos
- 549: Trade dynamics in the market for federal funds

- Gara Afonso and Ricardo Lagos
- 548: Leverage and asset prices: an experiment

- Marco Cipriani, Ana Fostel and Daniel Houser
- 547: Long-term debt pricing and monetary policy transmission under imperfect knowledge

- Stefano Eusepi, Marc Giannoni and Bruce Preston
- 546: Optimal interest rate rules and inflation stabilization versus price-level stabilization

- Marc Giannoni
- 545: Follow the money: quantifying domestic effects of foreign bank shocks in the Great Recession

- Nicola Cetorelli and Linda Goldberg
- 544: Defaults and losses on commercial real estate bonds during the Great Depression era

- Adam Ashcraft and Tyler Wiggers
- 543: The price is right: updating of inflation expectations in a randomized price information experiment

- Olivier Armantier, Scott Nelson, Giorgio Topa, Wilbert van der Klaauw and Basit Zafar
- 542: Crime, house prices, and inequality: the effect of UPPs in Rio

- Claudio Frischtak and Benjamin Mandel
- 541: House price booms, current account deficits, and low interest rates

- Andrea Ferrero
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