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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- 500: Determinants of college major choice: identification using an information experiment

- Matthew Wiswall and Basit Zafar
- 499: Global bond risk premiums

- Rebecca Hellerstein
- 498: A model of liquidity hoarding and term premia in inter-bank markets

- Viral Acharya and David Skeie
- 497: A note on bank lending in times of large bank reserves

- Antoine Martin, James McAndrews and David Skeie
- 496: Central bank transparency, the accuracy of professional forecasts, and interest rate volatility

- Menno Middeldorp
- 495: Sectoral price facts in a sticky-price model

- Carlos Carvalho and Jae Won Lee
- 494: Are credit default swaps associated with higher corporate defaults?

- Stavros Peristiani and Vanessa Savino
- 493: Regression-based estimation of dynamic asset pricing models

- Tobias Adrian, Richard Crump and Emanuel Moench
- 492: Bank capital regulation and structured finance

- Antoine Martin and Bruno Parigi
- 491: FOMC communication policy and the accuracy of Fed Funds futures

- Menno Middeldorp
- 490: Robust capital regulation

- Viral Acharya, Hamid Mehran, Til Schuermann and Anjan Thakor
- 489: Expectations of inflation: the biasing effect of thoughts about specific prices

- Wändi Bruine de Bruin, Giorgio Topa and Wilbert van der Klaauw
- 488: Liquidity hoarding

- Douglas Gale and Tanju Yorulmazer
- 487: Central bank transparency and the crowding out of private information in an experimental asset market

- Menno Middeldorp and Stephanie Rosenkranz
- 486: Vouchers, responses, and the test-taking population: regression discontinuity evidence from Florida

- Rajashri Chakrabarti
- 485: BASEL III: long-term impact on economic performance and fluctuations

- Paolo Angelini, Laurent Clerc, Vasco Cúrdia, Leonardo Gambacorta, Andrea Gerali, Skander Van den Heuvel, Alberto Locarno, Roberto Motto, Werner Roeger and Jan Vlcek
- 484: Is there an S&P 500 index effect?

- Maria Kasch and Asani Sarkar
- 483: Discount window stigma during the 2007-2008 financial crisis

- Olivier Armantier, Eric Ghysels, Asani Sarkar and Jeffrey Shrader
- 482: Household debt and saving during the 2007 recession

- Rajashri Chakrabarti, Donghoon Lee, Wilbert van der Klaauw and Basit Zafar
- 481: Responses to the financial crisis, treasury debt, and the impact on short-term money markets

- Warren Hrung and Jason Seligman
- 480: The financial crisis at the kitchen table: trends in household debt and credit

- Meta Brown, Andrew Haughwout, Donghoon Lee and Wilbert van der Klaauw
- 479: An introduction to the FRBNY Consumer Credit Panel

- Donghoon Lee and Wilbert van der Klaauw
- 478: Double majors: one for me, one for the parents?

- Basit Zafar
- 477: The tri-party repo market before the 2010 reforms

- Adam Copeland, Antoine Martin and Michael Walker
- 476: Fitting observed inflation expectations

- Marco Del Negro and Stefano Eusepi
- 475: Equity premium predictions with adaptive macro indexes

- Jennie Bai
- 474: Firm value and cross-listings: the impact of stock market prestige

- Nicola Cetorelli and Stavros Peristiani
- 473: Bailouts and financial fragility

- Todd Keister
- 472: Do charter schools crowd out private school enrollment? Evidence from Michigan

- Rajashri Chakrabarti and Joydeep Roy
- 471: Effect of constraints on Tiebout competition: evidence from a school finance reform in the United States

- Rajashri Chakrabarti and Joydeep Roy
- 470: Knowledge in cities

- Jaison Abel, Todd Gabe, Adrienne Ross and Kevin Stolarick
- 469: Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting

- Viral Acharya, Hamid Mehran and Anjan Thakor
- 468: TBA trading and liquidity in the agency MBS market

- James Vickery and Joshua Wright
- 467: Tax buyouts

- Marco Del Negro, Fabrizio Perri and Fabiano Schivardi
- 466: A private lender cooperative model for residential mortgage finance

- Toni Dechario, Patricia C. Mosser, Joseph Tracy, James Vickery and Joshua Wright
- 465: Jump-robust volatility estimation using nearest neighbor truncation

- Torben Andersen, Dobrislav Dobrev and Ernst Schaumburg
- 464: Funding liquidity risk and the cross-section of stock returns

- Tobias Adrian and Erkko Etula
- 463: The central-bank balance sheet as an instrument of monetary policy

- Vasco Cúrdia and Michael Woodford
- 462: The impact of competition on technology adoption: an apples-to-PCs analysis

- Adam Copeland and Adam Shapiro
- 461: Financial amplification of foreign exchange risk premia

- Tobias Adrian, Erkko Etula and Jan Groen
- 460: The information value of the stress test and bank opacity

- Donald Morgan, Stavros Peristiani and Vanessa Savino
- 459: Do underwriters matter? The impact of the near loss of an equity underwriter

- Anna Kovner
- 458: Shadow banking

- Tobias Adrian, Adam Ashcraft, Hayley Boesky and Zoltan Pozsar
- 457: Resolving troubled systemically important cross-border financial institutions: is a new corporate organizational form required?

- Christine M. Cumming and Robert Eisenbeis
- 456: Executive compensation and risk taking

- Patrick Bolton, Hamid Mehran and Joel Shapiro
- 455: State-dependent pricing under infrequent information: a unified framework

- Marco Bonomo, Carlos Carvalho and René Garcia
- 454: Can subjective expectations data be used in choice models? Evidence on cognitive biases

- Basit Zafar
- 453: Bayesian social learning, conformity, and stubbornness: evidence from the AP top 25

- Daniel Stone and Basit Zafar
- 452: Bootstrapping density-weighted average derivatives

- Matias Cattaneo, Richard Crump and Michael Jansson
- 451: Subsidizing job creation in the Great Recession

- Sagiri Kitao, Aysegul Sahin and Joseph Song
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