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SSRN eLibrary Search Results
Federal Reserve Bank of Boston Risk & Policy Analysis Unit Research Paper Series
29,994 Total downloads | Link to this page

Showing Papers 1 - 50 of 74
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Incl. Electronic Paper Cross-Sectional Factor Dynamics and Momentum Returns
FRB of Boston Risk and Policy Analysis Unit Working Paper
Doron Avramov and Satadru Hore
Hebrew University of Jerusalem and Federal Reserve Bank of Boston
Date Posted: October 27, 2015
Working Paper Series
150 downloads

Incl. Electronic Paper Derivatives Activity at Troubled Banks
96-52
Joe Peek and Eric S. Rosengren
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston - Supervision and Regulation
Date Posted: October 07, 2015
Working Paper Series
802 downloads

Incl. Electronic Paper Bank Diversification, Market Structure and Bank Risk Taking: Theory and Evidence from U.S. Commercial Banks
FRB of Boston Risk and Policy Analysis Unit Working Paper No. 12-2
Martin Richard Goetz
Faculty of Economics and Business Administration
Date Posted: August 28, 2015
Working Paper Series
28 downloads

Incl. Electronic Paper Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs
IESE Business School Working Paper No. 948
Stefano Corradin , Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB) , Federal Reserve Banks - Federal Reserve Bank of Boston and IESE Business School
Date Posted: June 08, 2012
Working Paper Series
47 downloads

Incl. Electronic Paper Firms as Liquidity Providers: Evidence from the 2007-2008 Financial Crisis
Journal of Financial Economics (JFE), Forthcoming
Emilia Garcia-Appendini and Judit Montoriol-Garriga
University of St. Gallen - SoF: School of Finance and
Date Posted: March 17, 2012
Last Revised: May 29, 2013
Accepted Paper Series
363 downloads

Incl. Electronic Paper Evaluating the Impact of Fair Value Accounting on Financial Institutions: Implications for Accounting Standards Setting and Bank Supervision
FRB of Boston Working Paper No. QAU 12-01
Sanders Shaffer
Federal Reserve Bank of Boston
Date Posted: February 24, 2012
Last Revised: February 27, 2012
Working Paper Series
752 downloads

Incl. Electronic Paper The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Triangular Systems, with Applications to Asset Pricing Models that Include a Mismeasured Factor
Journal of Applied Econometrics, Volume 29, August 2014, pp. 800-824
Todd Prono
American University - Kogod School of Business
Date Posted: September 21, 2011
Last Revised: June 03, 2015
Accepted Paper Series
60 downloads

Incl. Electronic Paper Bank Organization, Market Structure and Risk-Taking: Evidence from U.S. Commercial Banks
Martin Richard Goetz
Faculty of Economics and Business Administration
Date Posted: May 11, 2011
Last Revised: May 30, 2012
Working Paper Series
157 downloads

Incl. Electronic Paper Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs
46th Annual AREUEA Conference Paper
Stefano Corradin , Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB) , Federal Reserve Banks - Federal Reserve Bank of Boston and IESE Business School
Date Posted: December 01, 2010
Last Revised: February 15, 2012
Working Paper Series
25 downloads

Incl. Electronic Paper The Financial Sector and the Real Economy During the Financial Crisis: Evidence from the Commercial Paper Market
Ethan Cohen-Cole , Judit Montoriol-Garriga , Gustavo Suarez and Jason Wu
Econ One Research , Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Date Posted: November 21, 2010
Working Paper Series
405 downloads

Incl. Electronic Paper Liquidity Shocks, Local Banks, and Economic Activity: Evidence from the 2007-2009 Crisis
Martin Richard Goetz and Juan Carlos Gozzi
Faculty of Economics and Business Administration and University of Warwick - Department of Economics
Date Posted: November 15, 2010
Working Paper Series
513 downloads

Incl. Electronic Paper Informational Easing: Improving Credit Conditions Through the Release of Information
Economic Policy Review, Vol. 16, No. 1, p. 77, August 2010
Matt Pritsker
Federal Reserve Bank of Boston
Date Posted: September 17, 2010
Working Paper Series
30 downloads

Incl. Electronic Paper Your House or Your Credit Card, Which Would You Choose? Personal Delinquency Tradeoffs and Precautionary Liquidity Motives
Ethan Cohen-Cole and Jonathan Morse
Econ One Research and Federal Reserve Banks - Federal Reserve Bank of Boston
Date Posted: June 03, 2010
Working Paper Series
144 downloads

Incl. Electronic Paper Household Reaction to the Financial Crisis: Scared or Scarred?
Joe Peek
Federal Reserve Banks - Federal Reserve Bank of Boston
Date Posted: May 15, 2010
Working Paper Series
161 downloads

Incl. Electronic Paper How Effective Were the Federal Reserve Emergency Liquidity Facilities? Evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility
Journal of Finance, Forthcoming, FRB of Boston Quantitative Analysis Unit Working Paper No. 10-3
Burcu Duygan-Bump , Patrick M. Parkinson , Eric S. Rosengren , Gustavo Suarez and Paul Willen
Federal Reserve Board , Government of the United States of America - Division of Research and Statistics , Federal Reserve Bank of Boston - Supervision and Regulation , Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston - Research Department
Date Posted: May 02, 2010
Last Revised: February 22, 2012
Accepted Paper Series
329 downloads

Incl. Electronic Paper How Your Counterparty Matters: Using Transaction Networks to Explain Returns in CCP Marketplaces
Ethan Cohen-Cole , Andrei A. Kirilenko and Eleonora Patacchini
Econ One Research , Brevan Howard Centre for Financial Analysis, Imperial College Business School and Università di Roma "La Sapienza"
Date Posted: April 30, 2010
Last Revised: January 31, 2012
Working Paper Series
383 downloads

Incl. Electronic Paper Risk, Returns, and Multinational Production
AFA 2011 Denver Meetings Paper
Jose L. Fillat and Stefania Garetto
Federal Reserve Banks - Federal Reserve Bank of Boston and Boston University
Date Posted: March 17, 2010
Working Paper Series
140 downloads

Incl. Electronic Paper Fair Value Accounting: Villain or Innocent Victim - Exploring the Links Between Fair Value Accounting, Bank Regulatory Capital and the Recent Financial Crisis
FRB of Boston Quantitative Analysis Unit Working Paper No. 10-01
Sanders Shaffer
Federal Reserve Bank of Boston
Date Posted: February 02, 2010
Working Paper Series
1210 downloads

Incl. Electronic Paper Simple Estimators for the GARCH(1,1) Model
Todd Prono
American University - Kogod School of Business
Date Posted: November 24, 2009
Last Revised: September 09, 2014
Working Paper Series
120 downloads

Incl. Electronic Paper Racial Discrimination and Competition
Ross Levine , Alexey Levkov and Yona Rubinstein
UC Berkeley , Brown University - Department of Economics and Tel Aviv University - Eitan Berglas School of Economics
Date Posted: August 13, 2009
Working Paper Series
80 downloads

Incl. Electronic Paper Social Influence and Bankruptcy: Why do so Many Leave so Much on the Table?
Ethan Cohen-Cole and Burcu Duygan-Bump
Econ One Research and Federal Reserve Board
Date Posted: June 23, 2009
Last Revised: March 08, 2010
Working Paper Series
194 downloads

Incl. Electronic Paper Big Bad Banks? The Winners and Losers from Bank Deregulation in the United States
Journal of Finance, Forthcoming
Thorsten Beck , Ross Levine and Alexey Levkov
City University London - Sir John Cass Business School , UC Berkeley and Brown University - Department of Economics
Date Posted: June 12, 2009
Last Revised: February 08, 2010
Accepted Paper Series
563 downloads

Incl. Electronic Paper Your House or Your Credit Card, Which Would You Choose? Personal Delinquency Tradeoffs and Precautionary Liquidity Motives
Ethan Cohen-Cole and Jonathan Morse
Econ One Research and Federal Reserve Banks - Federal Reserve Bank of Boston
Date Posted: May 29, 2009
Last Revised: March 08, 2010
Working Paper Series
267 downloads

Incl. Electronic Paper Optimal Portfoliio Choice with Predictability in House Prices and Transaction Costs
Stefano Corradin , Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB) , Federal Reserve Banks - Federal Reserve Bank of Boston and IESE Business School
Date Posted: March 23, 2009
Last Revised: December 14, 2011
Working Paper Series
52 downloads

Incl. Electronic Paper Market Proxies as Factors in Linear Asset Pricing Models: Still Living with the Roll Critique
Journal of Empirical Finance 31 (2015), 36-53., FRB of Boston Quantitative Analysis Unit Working Paper No. 09-3
Todd Prono
American University - Kogod School of Business
Date Posted: March 21, 2009
Last Revised: August 18, 2015
Accepted Paper Series
96 downloads

Incl. Electronic Paper Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs
Stefano Corradin , Jose L. Fillat and Carles Vergara-Alert
European Central Bank (ECB) , Federal Reserve Banks - Federal Reserve Bank of Boston and IESE Business School
Date Posted: February 14, 2009
Last Revised: November 20, 2009
Working Paper Series
86 downloads

Incl. Electronic Paper Forgive and Forget: Who Gets Credit after Bankruptcy and Why?
EFA 2009 Bergen Meetings Paper
Ethan Cohen-Cole , Burcu Duygan-Bump and Judit Montoriol-Garriga
Econ One Research , Federal Reserve Board and
Date Posted: February 12, 2009
Working Paper Series
248 downloads

Incl. Electronic Paper Are All Health Outcomes 'Contagious'? Detecting Implausible Social Network Effects in Acne, Height, and Headaches
Ethan Cohen-Cole and Jason M. Fletcher
Econ One Research and Yale University - School of Public Health
Date Posted: January 28, 2009
Working Paper Series
177 downloads

Incl. Electronic Paper Risk and Default: Understanding Macro Drivers of Bankruptcy
Ethan Cohen-Cole
Econ One Research
Date Posted: January 26, 2009
Last Revised: October 11, 2011
Working Paper Series
83 downloads

Incl. Electronic Paper Cross-Sectional Asset Pricing Puzzles: A Long-Run Perspective
Third Singapore International Conference on Finance 2009, AFA 2010 Atlanta Meetings Paper
Doron Avramov , Scott Cederburg and Satadru Hore
Hebrew University of Jerusalem , University of Arizona - Department of Finance and Federal Reserve Bank of Boston
Date Posted: December 12, 2008
Last Revised: November 29, 2011
Working Paper Series
469 downloads

Incl. Electronic Paper Looking Behind the Aggregates: A Reply to 'Facts and Myths About the Financial Crisis of 2008'
FRB of Boston Quantitative Analysis Unit Working Paper No. 08-5
Ethan Cohen-Cole , Burcu Duygan-Bump , Jose L. Fillat and Judit Montoriol-Garriga
Econ One Research , Federal Reserve Board , Federal Reserve Banks - Federal Reserve Bank of Boston and
Date Posted: November 04, 2008
Last Revised: November 27, 2008
Working Paper Series
662 downloads

Incl. Electronic Paper Can the Performance of Structural Corporate Bond Models Be Improved?
Zhongyan Zhu
Chinese University of Hong Kong - Department of Finance
Date Posted: September 21, 2008
Last Revised: September 11, 2015
Working Paper Series
145 downloads

Incl. Electronic Paper GARCH-Based Identification and Estimation of Triangular Systems
FRB of Boston Quantitative Analysis Unit Working
Todd Prono
American University - Kogod School of Business
Date Posted: September 05, 2008
Last Revised: May 22, 2011
Working Paper Series
57 downloads

Incl. Electronic Paper Household Debt Repayment Behaviour: What Role Do Institutions Play?
FRB of Boston Quantitative Analysis Unit Working Paper No. 08-3
Burcu Duygan-Bump and Charles Grant
Federal Reserve Board and University of Reading
Date Posted: May 19, 2008
Last Revised: May 23, 2008
Working Paper Series
138 downloads

Incl. Electronic Paper Housing as a Measure for Long-Run Risk in Asset Pricing
AFA 2009 San Francisco Meetings Paper
Jose L. Fillat
Federal Reserve Banks - Federal Reserve Bank of Boston
Date Posted: March 09, 2008
Last Revised: May 07, 2015
Working Paper Series
220 downloads

Incl. Electronic Paper The Impacts of Securitization on US Bank Holding Companies
Wenying Jiangli and Matt Pritsker
U.S. Federal Deposit Insurance Corporation (FDIC) and Federal Reserve Bank of Boston
Date Posted: March 06, 2008
Working Paper Series
1182 downloads

Incl. Electronic Paper Momentum, Information Uncertainty, and Leverage - An Explanation Based on Recursive Preferences
EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Doron Avramov and Satadru Hore
Hebrew University of Jerusalem and Federal Reserve Bank of Boston
Date Posted: March 05, 2008
Last Revised: December 14, 2008
Working Paper Series
574 downloads

Incl. Electronic Paper The Value to Banks of Small Business Lending
Dmytro Holod and Joe Peek
SUNY at Stony Brook University - College of Business and Federal Reserve Banks - Federal Reserve Bank of Boston
Date Posted: March 05, 2008
Working Paper Series
138 downloads

Incl. Electronic Paper Credit Card Redlining
FRB of Boston Quantitative Analysis Unit Working Paper No. QAU08-1
Ethan Cohen-Cole
Econ One Research
Date Posted: March 04, 2008
Last Revised: June 29, 2009
Working Paper Series
356 downloads

Incl. Electronic Paper Is Obesity Contagious? Social Networks vs. Environmental Factors in the Obesity Epidemic
FRB of Boston Quantitative Analysis Unit Working Paper No. QAU08-2, Journal of Health Economics, Forthcoming
Ethan Cohen-Cole and Jason M. Fletcher
Econ One Research and Yale University - School of Public Health
Date Posted: February 27, 2008
Working Paper Series
362 downloads

Incl. Electronic Paper Information Diffusion Based Explanations of Asset Pricing Anomalies
FRB of Boston Quantitative Analysis Unit Working Paper No. QAU07-6
Evangelos Sekeris and Athanasios Bolmatis
Federal Reserve Banks - Federal Reserve Bank of Richmond and University of California, Los Angeles (UCLA) - Department of Economics
Date Posted: September 11, 2007
Working Paper Series
367 downloads

Incl. Electronic Paper Unpacking Social Interactions
Economic Inquiry, Forthcoming, FRB of Boston Quantitative Analysis Unit Working Paper No. QAU07-4
Ethan Cohen-Cole and Giulio Zanella
Econ One Research and University of Bologna
Date Posted: April 28, 2007
Accepted Paper Series
97 downloads

Incl. Electronic Paper Model Uncertainty and the Deterrent Effect of Capital Punishment
Columbia Public Law Research Paper No. 07-138, FRB of Boston Quantitative Analysis Unit Working Paper
Ethan Cohen-Cole , Steven N. Durlauf , Jeffrey Fagan and Daniel Nagin
Econ One Research , University of Wisconsin - Madison - Department of Economics , Columbia Law School and Carnegie Mellon University - H. John Heinz III School of Public Policy and Management
Date Posted: April 06, 2007
Working Paper Series
250 downloads

Incl. Electronic Paper The Repercussions on Small Banks and Small Businesses of Procyclical Bank Capital and Countercyclical Loan Guarantees
AFA 2008 New Orleans Meetings Paper
Diana Hancock , Joe Peek and James A. Wilcox
Federal Reserve Board - Division of Research and Statistics , Federal Reserve Banks - Federal Reserve Bank of Boston and University of California, Berkeley - Economic Analysis & Policy Group
Date Posted: March 17, 2007
Working Paper Series
209 downloads

Incl. Electronic Paper Multiple Groups Identification in the Linear-in-Means Model
Economics Letters, 2006
Ethan Cohen-Cole
Econ One Research
Date Posted: August 03, 2006
Accepted Paper Series
131 downloads

Incl. Electronic Paper Capital Constraints, Asymmetric Information, and Internal Capital Markets in Banking: New Evidence
EFA 2007 Ljubljana Meetings Paper
Dmytro Holod and Joe Peek
SUNY at Stony Brook University - College of Business and Federal Reserve Banks - Federal Reserve Bank of Boston
Date Posted: March 17, 2006
Working Paper Series
277 downloads

Incl. Electronic Paper How does Bribery Affect Public Service Delivery? Micro-Evidence from Service Users and Public Officials in Peru
Daniel Kaufmann , Judit Montoriol-Garriga and Francesca Recanatini
Natural Resource Governance Institute (NRGI) , World Bank - Europe and Central Asia Region
Date Posted: January 27, 2006
Working Paper Series
290 downloads

Incl. Electronic Paper Measuring Reputational Risk: The Market Reaction to Operational Loss Announcements
Jason Perry and Patrick de Fontnouvelle
affiliation not provided to SSRN and Federal Reserve Bank of Boston - Supervision and Regulation
Date Posted: December 05, 2005
Working Paper Series
1897 downloads

Incl. Electronic Paper Large Investors: Implications for Equilibrium Asset, Returns, Shock Absorption, and Liquidity
FEDS Working Paper No. 2005-36
Matt Pritsker
Federal Reserve Bank of Boston
Date Posted: October 20, 2005
Working Paper Series
269 downloads

Incl. Electronic Paper Relationship Lending: Does the Number of Banks Matter? Evidence from US
EFA 2005 Moscow Meetings Paper
Judit Montoriol-Garriga

Date Posted: July 06, 2005
Working Paper Series
420 downloads


 

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