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Board of Governors of the Federal Reserve System Research Paper Series
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Portfolio Inertia and the Equity Premium
FRB International Finance Discussion Paper No. 984
Christopher J. Gust and
David Lopez-Salido
Federal Reserve Board - Trade and Quantitative Studies and
Board of Governors of the Federal Reserve System
Date Posted: November 17, 2009
Last Revised: November 17, 2009
Working Paper Series
3 downloads
The Effects of Foreign Shocks When Interest Rates are at Zero
FRB International Finance Discussion Paper No. 983
Martin Bodenstein ,
Christopher J. Erceg and
Luca Guerrieri
Board of Governors of the Federal Reserve System ,
Federal Reserve Board - Trade and Quantitative Studies and
Federal Reserve Board - Trade and Quantitative Studies
Date Posted: November 17, 2009
Last Revised: November 17, 2009
Working Paper Series
1 downloads
Characteristic-Based Mean-Variance Portfolio Choice
FRB International Finance Discussion Paper No. 981
Erik Hjalmarsson and
Peter B Manchev
Federal Reserve Board - Division of International Finance and
International Monetary Fund (IMF)
Date Posted: November 6, 2009
Last Revised: November 9, 2009
Working Paper Series
24 downloads
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market
FRB International Finance Discussion Paper No. 980
Alain Chaboud ,
Erik Hjalmarsson ,
Clara Vega
and
Ben Chiquoine
Federal Reserve Board - Division of International Finance ,
Federal Reserve Board - Division of International Finance ,
Board of Governors of the Federal Reserve System and
Federal Reserve Board - Division of International Finance
Date Posted: November 6, 2009
Last Revised: November 6, 2009
Working Paper Series
32 downloads
Did Easy Money in the Dollar Bloc Fuel the Global Commodity Boom?
FRB International Finance Discussion Paper No. 979
Christopher J. Erceg ,
Luca Guerrieri
and
Steven B. Kamin
Federal Reserve Board - Trade and Quantitative Studies ,
Federal Reserve Board - Trade and Quantitative Studies and
U.S. Board of Governors of the Federal Reserve - Division of International Finance (IFDP)
Date Posted: November 1, 2009
Last Revised: November 3, 2009
Working Paper Series
8 downloads
Reversing the Trend: The Recent Expansion of the Reverse Mortgage Market
Hui Shan
Federal Reserve Board of Governors
Date Posted: October 19, 2009
Last Revised: November 3, 2009
Working Paper Series
Credit Card Redlining Revisited
FEDS Working Paper No. 2009-39
Kenneth P. Brevoort
Federal Reserve Board - Division of Research & Statistics
Date Posted: October 15, 2009
Last Revised: October 15, 2009
Working Paper Series
8 downloads
Decomposing the U.S. External Returns Differential
Federal Reserve Board International Finance Discussion Paper No. 977
Stephanie E. Curcuru ,
Tomas Dvorak
and
Francis E. Warnock
Federal Reserve Board ,
Union College and
University of Virginia - Darden Business School
Date Posted: September 30, 2009
Last Revised: September 30, 2009
Working Paper Series
5 downloads
The Puzzling Peso
FRB International Finance Discussion Paper No. 976
Carlos Oscar Arteta ,
Steven B. Kamin and
Justin Vitanza
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) ,
U.S. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) and
Board of Governors of the Federal Reserve System
Date Posted: September 26, 2009
Last Revised: September 26, 2009
Working Paper Series
6 downloads
Financial Modeling, Valuation and Corporate Performance Management
Pedro Góes Monteiro de Oliveira
STARPLAN
Date Posted: September 23, 2009
Last Revised: September 23, 2009
Working Paper Series
99 downloads
Managing Expectations by Words and Deeds: Monetary Policy in Asia and the Pacific
BBVA Working Papers No. 0805 , BIS Working Papers No. 47
Alicia García-Herrero and
Eli M. Remolona
BBVA and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: August 20, 2009
Last Revised: August 20, 2009
Working Paper Series
On the Solvency of Nations: Are Global Imbalances Consistent with Intertemporal Budget Constraints?
FRB International Finance Discussion Paper No. 975
Ceyhun Bora Durdu ,
Enrique G. Mendoza ,
Marco E. Terrones and
Federal Reserve Board ,
International Monetary Fund (IMF) ,
University of Maryland - Center for International Economics
and
International Monetary Fund (IMF)
Date Posted: August 15, 2009
Last Revised: August 15, 2009
Working Paper Series
18 downloads
The Rigidity of Choice: Lifetime Savings under Information-Processing Constraints
Antonella Tutino
Board of Governors of the Federal Reserve System
Date Posted: August 13, 2009
Last Revised: September 24, 2009
Working Paper Series
The Impact of Macroeconomic Announcements on Real Time Foreign Exchange Rates in Emerging Markets
FRB International Finance Discussion Paper No. 973
Hyunsoo Joo
,
Zhiwei Huang
and
Fang Cai
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
Board of Governors of the Federal Reserve System - Division of International Finance
Date Posted: July 18, 2009
Last Revised: July 27, 2009
Working Paper Series
17 downloads
South Africa's Post Apartheid Two Step: Social Demands Versus Macro Stability
Federal Reserve Board International Finance Discussion Paper No. 974
Brahima Coulibaly
and
Trevon Logan
Board of Governors of the Federal Reserve System - Division of International Finance (IFDP) and
Ohio State University
Date Posted: July 15, 2009
Last Revised: July 15, 2009
Working Paper Series
6 downloads
Border Prices and Retail Prices
FRB International Finance Discussion Paper No. 972
David Berger
,
Jon Faust and
John H. Rogers
Yale University
,
Board of Governors of the Federal Reserve - Division of International Finance and
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Date Posted: June 16, 2009
Last Revised: June 16, 2009
Working Paper Series
4 downloads
Consumption Response to Expected Future Income
FRB International Finance Discussion Paper No. 971
Laurie Pounder
Federal Reserve Board
Date Posted: June 16, 2009
Last Revised: June 16, 2009
Working Paper Series
10 downloads
Exchange Rates Dependence: What Drives It?
FRB International Finance Discussion Paper No. 969
Chiara Scotti
and
Sigridur Benediktsdottir
Board of Governors of the Federal Reserve System and
Board of Governors of the Federal Reserve System
Date Posted: June 16, 2009
Last Revised: June 16, 2009
Working Paper Series
21 downloads
Markup Variation and Endogenous Fluctuations in the Price of Investment Goods
FRB International Finance Discussion Paper No. 968
Max Floetotto
,
Nir Jaimovich
and
Seth Pruitt
Stanford University
,
Stanford University - Department of Economics
and
Board of Governors of the Federal Reserve System
Date Posted: June 16, 2009
Last Revised: June 16, 2009
Working Paper Series
5 downloads
Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks
FRB International Finance Discussion Paper No. 970
Lutz Kilian and
Robert Vigfusson
University of Michigan at Ann Arbor - Department of Economics
and
Federal Reserve Board - Trade and Quantitative Studies
Date Posted: June 16, 2009
Last Revised: November 8, 2009
Working Paper Series
8 downloads
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