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Federal Reserve Bank of Atlanta Research Paper Series

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Viewing: 1 - 50 of 623 papers

1.

Corporate Social Responsibility and Shareholder's Value: An Event Study Analysis

FRB of Atlanta Working Paper No. 2007-6, Bank of Finland Research Discussion Paper No. 1/2009
Number of pages: 53 Posted: 06 Sep 2006
Working Paper Series
University of Rome, Tor Vergata - Faculty of Economics, University of Rome II - Department of Economics and Finance and Fordham University, Gabelli School of Business
Downloads 4,420
2.

A Closed-Form GARCH Option Pricing Model

97-9
Number of pages: 34 Posted: 08 Jun 1998
Working Paper Series
University of Maryland - Department of Finance and Federal National Mortgage Association (Fannie Mae)
Downloads 3,341
3.

Credit Scoring and the Availability, Price, and Risk of Small Business Credit

FRB of Atlanta Working Paper No. 2002-6, FEDS Working Paper No. 2002-26
Number of pages: 39 Posted: 23 Jun 2002
Working Paper Series
University of South Carolina - Darla Moore School of Business, Federal Reserve Bank of Atlanta and Georgetown University - Robert Emmett McDonough School of Business
Downloads 2,691
4.

Winter Blues: A Sad Stock Market Cycle

Federal Reserve Bank of Atlanta Working Paper No. 2002-13a, Sauder School of Business Working Paper
Number of pages: 37 Posted: 07 Mar 2000
Working Paper Series
York University - Schulich School of Business, University of Toronto - Rotman School of Management and University of British Columbia (UBC) - Sauder School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,655
5.

Derivatives and Corporate Risk Management: Participation and Volume Decisions in the Insurance Industry

Forthcoming
Number of pages: 49 Posted: 27 May 1998 Last Revised: 05 Aug 2014
Accepted Paper Series
Temple University - Risk Management & Insurance & Actuarial Science, Georgia State University - Risk Management & Insurance Department and (Deceased)

Multiple version iconThere are 2 versions of this paper

Downloads 2,271
6.

The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds Versus Pension Funds

FRB Atlanta Working Paper 2000-21
Number of pages: 47 Posted: 03 Jun 1999
Working Paper Series
University of Oregon, Lundquist College of Business and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 2,138
7.

Testing the Significance of Calendar Effects

Federal Reserve Bank of Atlanta Working Paper No. 2005-02
Number of pages: 30 Posted: 26 May 2003
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of Aarhus - School of Economics and Management and North Carolina State University - Department of Economics
Downloads 1,811
8.

Derivatives on Volatility: Some Simple Solutions Based on Observables

Federal Reserve Bank of Atlanta WP No. 2000-20, November 2000
Number of pages: 21 Posted: 07 Nov 2000
Working Paper Series
University of Maryland - Department of Finance and Federal National Mortgage Association (Fannie Mae)
Downloads 1,534
9.

The Use of Accruals to Manage Reported Earnings: Theory and Evidence

Federal Reserve Bank of Atlanta Working Paper 2000-23
Number of pages: 35 Posted: 23 Jan 2001
Working Paper Series
University of South Carolina - Darla Moore School of Business and Federal Reserve Bank of Atlanta - Research Department
Downloads 1,508
10.

The Model Confidence Set

Number of pages: 41 Posted: 30 Mar 2004 Last Revised: 07 Jul 2014
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of Aarhus - School of Economics and Management and North Carolina State University - Department of Economics
Downloads 1,496
11.

Star Power: The Effect of Morningstar Ratings on Mutual Fund Flow

FRB of Atlanta Working Paper No. 2001-15
Number of pages: 50 Posted: 05 Oct 2001
Working Paper Series
University of Oregon, Lundquist College of Business and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 1,491
12.

Volatility Forecasts, Trading Volume and the Arch vs Option-Implied Volatility Tradeoff

SFU Economics Discussion Paper No. 01-1, Sauder School of Business Working Paper
Number of pages: 25 Posted: 21 Feb 2001
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business and York University - Schulich School of Business
Downloads 1,425
13.

Institutional Investors, Analyst Following, and the January Anomaly

FRB Atlanta Working Paper 98-8
Number of pages: 21 Posted: 03 Sep 1998
Working Paper Series
Kennesaw State University - Michael J. Coles College of Business and University of Western Ontario - Finance-Economics Area Group
Downloads 1,346
14.

Spline Methods for Extracting Interest Rate Curves from Coupon Bond Prices

Federal Reserve Bank of Atlanta Working Paper 97-10
Number of pages: 23 Posted: 13 May 1998
Working Paper Series
Federal Reserve Bank of Atlanta
Downloads 1,131
15.

How Important are Capital and Total Factor Productivity for Economic Growth?

FRB Atlanta Working Paper No. 2002-02
Number of pages: 66 Posted: 23 Feb 2002
Working Paper Series
Clemson University - John E. Walker Department of Economics, Clemson University and Clemson University - John E. Walker Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,037
16.

Playing the Field: Geomagnetic Storms and the Stock Market

Federal Reserve Bank of Atlanta Working Paper No. 2003-5b
Number of pages: 53 Posted: 10 Mar 2003
Working Paper Series
Imperial College Business School and Boston College - Department of Economics
Downloads 1,012
17.

Forces that Shape the Yield Curve: Parts 1 and 2

FRB of Atlanta Working Paper No. 2001-3
Number of pages: 48 Posted: 13 May 2001
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 964
18.

Small Business Credit Scoring and Credit Availability

FRB of Atlanta Working Paper No. 2005-10
Number of pages: 26 Posted: 14 Jun 2005
Working Paper Series
University of South Carolina - Darla Moore School of Business and Federal Reserve Bank of Atlanta

Multiple version iconThere are 3 versions of this paper

Downloads 918
19.

Bank Capital Structure, Regulatory Capital, and Securities Innovations

FRB Atlanta Working Paper 2000-18
Number of pages: 40 Posted: 13 Dec 2000
Working Paper Series
Emory University - Department of Accounting, Neeley School of Business, Emory University - Department of Finance and Terry College of Business, The University of Georgia
Downloads 879
20.

Financial Literacy and Subprime Mortgage Delinquency: Evidence from a Survey Matched to Administrative Data

Federal Reserve Bank of Atlanta Working Paper Series No. 2010-10
Number of pages: 54 Posted: 06 May 2010
Working Paper Series
Federal Reserve Bank of Atlanta, University of Lausanne and Federal Reserve Bank of Boston
Downloads 840
21.

Rational Exuberance: The Fundamentals of Pricing Firms, from Blue Chip to 'Dot-Com'

FRB Atlanta Working Paper No. 2001-21
Number of pages: 29 Posted: 08 Nov 2001
Working Paper Series
York University - Schulich School of Business
Downloads 795
22.

The Elasticity of Interest Rate Volatility: Chan, Karolyi, Longstaff, and Sanders Revisited

Federal Reserve Bank of Atlanta WP 97-13a
Number of pages: 25 Posted: 02 Sep 1998
Working Paper Series
Wake Forest University - Schools of Business and University of Virginia - McIntire School of Commerce
Downloads 795
23.

A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk

FRB of Atlanta Working Paper No. 2001-8
Number of pages: 33 Posted: 09 May 2001
Working Paper Series
University of Tennessee, Knoxville - Department of Finance and University of Mississippi - School of Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 785
24.

Bubbles in Experimental Asset Markets: Irrational Exuberance No More

Federal Reserve Bank of Atlanta Working Paper 2002-24
Number of pages: 40 Posted: 13 Oct 2001
Working Paper Series
Kennesaw State University - Michael J. Coles College of Business, McMaster University - DeGroote School of Business, Georgia Institute of Technology - Accounting Area and McMaster University - Michael G. DeGroote School of Business
Downloads 783
25.

Cross-Border Banking: Challenges for Deposit Insurance and Financial Stability in the European Union

CHALLENGES FOR DEPOSIT INSURANCE AND FINANCIAL STABILITY IN CROSS-BORDER BANKING ENVIRONMENTS WITH EMPHASIS ON THE EUROPEAN UNION, World Scientific, Forthcoming, FRB of Atlanta Working Paper No. 2006-15
Number of pages: 76 Posted: 01 Nov 2006
Accepted Paper Series
Independent and Loyola University Chicago
Downloads 776
26.

Interest Rate Swaps and Economic Exposure

FRB Atlanta Working Paper No. 97-6
Number of pages: 30 Posted: 04 Jan 1998
Working Paper Series
Fordham University - Finance Area and Georgia State University - Department of Finance
Downloads 768
27.

Subordinated Debt and Bank Capital Reform

FRB Atlanta Working Paper No. 2000-24, FRB Chicago Working Paper No. 2000-07
Number of pages: 78 Posted: 19 Jan 2001
Working Paper Series
Federal Reserve Bank of Chicago and Federal Reserve Bank of Atlanta - Research Department

Multiple version iconThere are 2 versions of this paper

Downloads 752
28.

The Effect of Credit Scoring on Small Business Lending in Low- and Moderate-Income Areas

FRB Atlanta Working Paper No. 2001-6
Number of pages: 26 Posted: 20 May 2001
Working Paper Series
Federal Reserve Bank of Atlanta, University of Maryland - Department of Finance and affiliation not provided to SSRN
Downloads 749
29.

Closing the Question on the Continuation of Turn-of-The-Month Effects: Evidence from the S&P 500 Index Futures Contract

FRB Atlanta Working Paper 2000-11
Number of pages: 28 Posted: 16 Nov 2000
Working Paper Series
Monash University and Federal Reserve Bank of Atlanta
Downloads 686
30.

Empirical Studies of Financial Innovation: Lots of Talk, Little Action?

FRB of Atlanta Working Paper No. 2002-12
Number of pages: 40 Posted: 05 Dec 2002
Working Paper Series
Federal Reserve Bank of Atlanta and New York University (NYU) - Leonard N. Stern School of Business, Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 686
31.

Choosing the Best Volatility Models: The Model Confidence Set Approach

Brown University Economics Working Paper No. 03-05; FRB of Atlanta Working Paper No. 2003-28
Number of pages: 26 Posted: 22 May 2003
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of Aarhus - School of Economics and Management and North Carolina State University - Department of Economics
Downloads 638
32.

An Economic Explanation of the Early Bank of Amsterdam, Debasement, Bills of Exchange, and the Emergence of the First Central Bank

FRB of Atlanta Working Paper No. 2006-13
Number of pages: 50 Posted: 05 Oct 2006
Working Paper Series
Texas Christian University - Department of Economics and Federal Reserve Bank of Atlanta
Downloads 633
33.

Debt Maturity, Risk, and Asymmetric Information

Number of pages: 41 Posted: 24 Aug 2004
Working Paper Series
University of South Carolina - Darla Moore School of Business, International Monetary Fund (IMF), Federal Reserve Bank of Atlanta and Georgetown University - Robert Emmett McDonough School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 571
34.

Remittances, Exchange Rate Regimes, and the Dutch Disease: A Panel Data Analysis

FRB of Atlanta Working Paper No. 2008-12
Number of pages: 28 Posted: 19 Mar 2008
Working Paper Series
California State University, Fullerton, Federal Reserve Bank of Atlanta and Corporacion Andina de Fomento

Multiple version iconThere are 2 versions of this paper

Downloads 570
35.

Winter Blues and Time Variation in the Price of Risk

EFA 2003 Annual Conference Paper No. 263
Number of pages: 33 Posted: 18 Jul 2003
Working Paper Series
York University - Schulich School of Business, University of Toronto - Rotman School of Management and Manchester Business School

Multiple version iconThere are 2 versions of this paper

Downloads 568
36.

Time-Varying Volatility in Canadian and U.S. Stock Index Futures Markets: A Multivariate Analysis

FRB Atlanta Working Paper 98-14
Number of pages: 24 Posted: 11 Sep 1998
Working Paper Series
Kennesaw State University - Michael J. Coles College of Business and University of Saskatchewan - Edwards School of Business
Downloads 562
37.

A Simultaneous Equations Analysis of Analysts' Forecast Bias and Institutional Ownership

EFMA 2001 Lugano Meetings; FR Bank of Atlanta Working Paper No. 2000-5
Number of pages: 37 Posted: 28 Jun 2000
Working Paper Series
Kennesaw State University - Michael J. Coles College of Business and University of Western Ontario - Finance-Economics Area Group
Downloads 561
38.

Markov-Switching Structural Vector Autoregressions: Theory and Application

FRB of Atlanta Working Paper No. 2005-27
Number of pages: 48 Posted: 19 Dec 2005
Working Paper Series
Federal Reserve Bank of Atlanta - Research Department, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 561
39.

Identifying Business Cycle Turning Points in Real Time

FRB of Atlanta Working Paper No. 2002-27
Number of pages: 35 Posted: 19 Feb 2003
Working Paper Series
University of California Riverside and University of Oregon - Department of Economics
Downloads 542
40.

Investment Opportunity Set, Product Mix, and the Relationship between Bank CEO Compensation and Risk-Taking

FRB of Atlanta Working Paper No. 2004-36
Number of pages: 32 Posted: 11 Feb 2005
Working Paper Series
DePaul University - Department of Finance, Tippie College of Business and Culverhouse College of Commerce, University of Alabama
Downloads 537
41.

Making Sense of the Subprime Crisis

Brookings Papers on Economic Activity, Forthcoming, Federal Reserve Bank of Atlanta Working Paper No. 2009-2
Number of pages: 75 Posted: 22 Feb 2009
Accepted Paper Series
Federal Reserve Bank of Atlanta, Board of Governors of the Federal Reserve, Federal Reserve Bank of Boston - Research Department and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 527
42.

Financial Fragility and the Exchange Rate Regime

FRB Atlanta Working Paper No. 97-16 and NBER Working Paper No. 6469
Number of pages: 58 Posted: 15 Mar 1998
Working Paper Series
Rutgers University, New Brunswick/Piscataway - Faculty of Arts and Sciences-New Brunswick/Piscataway - Department of Economics and Harvard University - Harvard Kennedy School (HKS)

Multiple version iconThere are 2 versions of this paper

Downloads 524
43.

Overborrowing and Systemic Externalities in the Business Cycle

Federal Reserve Bank of Atlanta Working Paper Series No. 2009-24
Number of pages: 45 Posted: 29 Apr 2009 Last Revised: 05 Jul 2014
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Minneapolis
Downloads 473
44.

Trading Institutions and Price Discovery: The Cash and Futures Markets for Crude Oil

FRB of Atlanta Working Paper No. 2004-28
Number of pages: 90 Posted: 13 Jan 2005 Last Revised: 17 Mar 2017
Working Paper Series
affiliation not provided to SSRN, Clemson University and Kennesaw State University - Michael J. Coles College of Business
Downloads 461
45.

An Analysis of Japanese Stock Return Dynamics Conditional on U.S. Monday Holiday Closures

FRB Atlanta Working Paper No. 2000-6
Number of pages: 26 Posted: 24 Jul 2000
Working Paper Series
Tokyo University of Science - School of Management and Monash University
Downloads 452
46.

Jump Risk, Time-Varying Risk Premia, and Technical Trading Profits

Federal Reserve Bank of Atlanta 97-17
Number of pages: 10 Posted: 14 May 1998
Working Paper Series
Providian Financial Corporation - Credit Group and (Deceased)
Downloads 448
47.

Does Opening a Stock Exchange Increase Economic Growth?

FRB of Atlanta Working Paper No. 2003-36
Number of pages: 35 Posted: 19 Jan 2004
Working Paper Series
Clemson University - John E. Walker Department of Economics, Clemson University and Clemson University - John E. Walker Department of Economics
Downloads 436
48.

Analyzing Imputed Financial Data: A New Approach to Cluster Analysis

FRB of Atlanta Working Paper No. 2004-20
Number of pages: 23 Posted: 23 Sep 2004
Working Paper Series
University of Tennessee, Knoxville - Department of Finance and University of Tennessee, Knoxville
Downloads 432
49.

Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

Journal of Finance, Forthcoming
Number of pages: 101 Posted: 22 Apr 2012 Last Revised: 05 Jul 2014
Accepted Paper Series
University of Toronto - Rotman School of Management, Imperial College Business School and Emory University - Goizueta Business School

Multiple version iconThere are 2 versions of this paper

Downloads 432
50.

Do Amnesty Programs Encourage Illegal Immigration? Evidence from the Immigration Reform and Control Act (Irca)

FRB Atlanta Working Paper No. 2001-19
Number of pages: 23 Posted: 10 Nov 2001
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Dallas and University of North Florida
Downloads 419