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

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

450: Is economics coursework, or majoring in economics, associated with different civic behaviors?

Sam Allgood, William Bosshardt, Wilbert van der Klaauw and Michael Watts

449: MBS ratings and the mortgage credit boom

Adam Ashcraft, Paul Goldsmith-Pinkham and James Vickery

448: Design of contingent capital with a stock price trigger for mandatory conversion

Suresh Sundaresan and Zhenyu Wang

447: Quantifying the benefits of a liquidity-saving mechanism

Enghin Atalay, Antoine Martin and James McAndrews

446: Global banks and international shock transmission: evidence from the crisis

Nicola Cetorelli and Linda Goldberg

445: Deferred compensation, risk, and company value: investor reactions to CEO incentives

Chenyang Wei and David Yermack

444: Repo runs

Antoine Martin, David Skeie and Ernst-Ludwig von Thadden

443: The effect of question wording on reported expectations and perceptions of inflation

Olivier Armantier, Wändi Bruine de Bruin, Julie S. Downs, Baruch Fischhoff, Giorgio Topa and Wilbert van der Klaauw

442: Short-run fiscal policy: welfare, redistribution, and aggregate effects in the short and long run

Sagiri Kitao

441: Large-scale asset purchases by the Federal Reserve: did they work?

Joseph Gagnon, Matthew Raskin, Julie Remache and Brian P. Sack

440: Productivity and the density of human capital

Jaison Abel, Ishita Dey and Todd Gabe

439: The changing nature of financial intermediation and the financial crisis of 2007-09

Tobias Adrian and Hyun Song Shin

438: Liquidity-saving mechanisms in collateral-based RTGS payment systems

Marius Jurgilas and Antoine Martin

437: Stressed, not frozen: the Federal Funds market in the financial crisis

Gara Afonso, Anna Kovner and Antoinette Schoar

436: Social Security, benefit claiming, and labor force participation: a quantitative general equilibrium approach

Selahattin Imrohoroglu and Sagiri Kitao

435: Labor-dependent capital income taxation that encourages work and saving

Sagiri Kitao

434: Correlated disturbances and U.S. business cycles

Vasco Cúrdia and Ricardo Reis

433: The paradox of toil

Gauti Eggertsson

432: Subprime mortgage lending in New York City: prevalence and performance

Ebiere Okah and James Orr

431: Financial amplification mechanisms and the Federal Reserve's supply of liquidity during the crisis

Asani Sarkar and Jeffrey Shrader

430: Loss aversion, asymmetric market comovements, and the home bias

Kevin Amonlirdviman and Carlos Carvalho

429: Central bank dollar swap lines and overseas dollar funding costs

Linda Goldberg, Craig Kennedy and Jason Miu

428: Macro risk premium and intermediary balance sheet quantities

Tobias Adrian, Emanuel Moench and Hyun Song Shin

427: Performance maximization of actively managed funds

Paolo Guasoni, Gur Huberman and Zhenyu Wang