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Gibson, Michael S.


 SSRN Author Rank: 991 by Downloads
 

Federal Reserve Board


 Washington, DC 20551
 United States
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. Gibson, Michael S.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
17,157
Total
Citations
178
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Bollerslev, Tim
Duke University - Finance
Gibson, Michael S.
Federal Reserve Board
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
25 Jan 05
Last Revised:
25 Sep 09
2,481
(2,719)
70

2.  
Is Corporate Governance Ineffective in Emerging Markets? | Show Abstract | Download This Paper | Open PDF in Browser |
Federal Reserve Board FEDS Working Paper No. 99-63; Tuck-JQFA Contemporary Corporate Governance Issues II Conference
Number of Pages in PDF File: 42
Gibson, Michael S.
Federal Reserve Board
Posted:
17 Apr 00
2,436
(2,797)
47

3.  
Gibson, Michael S.
Federal Reserve Board
Posted:
16 Feb 99
2,160
(3,417)
1

4.  
Understanding the Risk of Synthetic CDOs | Show Abstract | Download This Paper | Open PDF in Browser |
FEDS Working Paper No. 2004-36
Number of Pages in PDF File: 29
Gibson, Michael S.
Federal Reserve Board
Posted:
28 Sep 04
2,107
(3,572)
37

5.  
Credit Derivatives and Risk Management | Show Abstract | Download This Paper | Open PDF in Browser |
FEDS Working Paper No. 2007-47
Number of Pages in PDF File: 23
Gibson, Michael S.
Federal Reserve Board
Posted:
29 Nov 07
1,890
(4,306)
2

6.  
Gibson, Michael S.
Federal Reserve Board
Posted:
16 Oct 98
1,427
(7,032)
5

7.  
Information Systems for Risk Management | Show Abstract | Download This Paper | Open PDF in Browser |
FRB International Finance Discussion Paper No. 585
Number of Pages in PDF File: 29
Gibson, Michael S.
Federal Reserve Board
Posted:
14 Jun 00
1,276
(8,465)
2

8.  
Gibson, Michael S.
Federal Reserve Board
Posted:
05 Jan 06
1,074
(11,223)
4

9.  
Incorporating Event Risk into Value-at-Risk | Show Abstract | Download This Paper | Open PDF in Browser |
FEDS Discussion Paper No. 2001-17
Number of Pages in PDF File: 36
Gibson, Michael S.
Federal Reserve Board
Posted:
04 May 01
847
(16,207)
4

10.  
An International Survey of Stress Tests | Show Abstract | Download This Paper | Open PDF in Browser |
Current Issues in Economics and Finance, Vol. 7, No. 10, November 2001
Number of Pages in PDF File: 6
Mosser, Patricia C.
Federal Reserve Banks - Federal Reserve Bank of New York
Fender, Ingo
Bank for International Settlements (BIS)
Gibson, Michael S.
Federal Reserve Board
Posted:
26 Apr 05
633
(24,539)
1

11.  
Improving Grid-Based Methods for Estimating Value at Risk of Fixed-Income Portfolios | Show Abstract | Download This Paper | Open PDF in Browser |
Board of Governors of the Federal Reserve System, Finance and Economics Working Paper No. 25, 2000
Number of Pages in PDF File: 30
Gibson, Michael S.
Federal Reserve Board
Pritsker, Matt
Federal Reserve Bank of Boston
Posted:
02 Oct 01
505
(33,397)
2

12.  
Fender, Ingo
Bank for International Settlements (BIS)
Gibson, Michael S.
Federal Reserve Board
Posted:
17 Apr 12
321
(58,432)
3

13.  
Gibson, Michael S.
Federal Reserve Board
Posted:
26 Oct 99
 

14.  
Evaluating Forecasts of Correlation Using Option Pricing | Show Abstract |
FRB International Finance Discussion Paper No. 600
Gibson, Michael S.
Federal Reserve Board
Boyer, Brian H.
Brigham Young University - J. Willard and Alice S. Marriott School of Management
Posted:
15 Feb 98
 

15.  
Pitfalls in Tests for Changes in Correlations | Show Abstract |
FRB International Finance Discussion Paper No. 597
Boyer, Brian H.
Brigham Young University - J. Willard and Alice S. Marriott School of Management
Gibson, Michael S.
Federal Reserve Board
Loretan, Mico
Swiss National Bank
Posted:
10 Feb 98
 

16.  
Regulation and the Cost of Capital in Japan: A Case Study | Show Abstract |
FRB International Finance Discussion Paper No. 556
Ammer, John
U.S. Federal Reserve Board of Governors
Gibson, Michael S.
Federal Reserve Board
Posted:
07 Oct 96
 


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