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Viewing: 1 - 50 of 1,384 papers

1.

The Long and Short of It: The Post-Crisis Corporate CDS Market

FRB of New York Staff Report No. 879
Number of pages: 65 Posted: 15 Feb 2019
Working Paper Series
Federal Reserve Bank of New York, University of Michigan, Stephen M. Ross School of Business and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 26
2.

Rational Inattention in Hiring Decisions

FRB of New York Staff Report No. 878
Number of pages: 51 Posted: 15 Feb 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and Carnegie Mellon University, Tepper School of Business
Downloads 2
3.

Monetary Policy Frameworks and the Effective Lower Bound on Interest Rates

FRB of New York Staff Report No. 877
Number of pages: 15 Posted: 04 Jan 2019 Last Revised: 23 Jan 2019
Working Paper Series
Federal Reserve Bank of San Francisco and Federal Reserve Bank of New York
Downloads 6
4.

Robust Inference in Models Identified via Heteroskedasticity

FRB of New York Staff Report No. 876
Number of pages: 49 Posted: 22 Dec 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 3
5.

The Marginal Propensity to Hire

FRB of New York Staff Report No. 875
Number of pages: 69 Posted: 18 Dec 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 4
6.

Introduction to Special Issue: The Appropriate Role of Government in U.S. Mortgage Markets

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 10 Posted: 14 Dec 2018
Working Paper Series
Federal Reserve Bank of Atlanta and Federal Reserve Bank of Dallas
Downloads 18
7.

Long-Term Outcomes of FHA First-Time Homebuyers

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 21 Posted: 10 Dec 2018
Working Paper Series
Federal Reserve Bank of New York and Federal Reserve Bank of Dallas

Multiple version iconThere are 2 versions of this paper

Downloads 14
8.

Housing Affordability: Recommendations for New Research to Guide Policy

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 7 Posted: 10 Dec 2018
Working Paper Series
Federal Reserve Bank of Chicago
Downloads 13
9.

Credit Risk Transfer, Informed Markets, and Securitization

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 21 Posted: 10 Dec 2018
Working Paper Series
University of Pennsylvania - Wharton School, Department of Real Estate
Downloads 36
10.

Credit Risk Transfer and De Facto GSE Reform

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 29 Posted: 10 Dec 2018
Working Paper Series
Annaly Capital Management, Inc., Annaly Capital Management, Inc. and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 18
11.

Peas in a Pod? Comparing the U.S. and Danish Mortgage Finance Systems

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 25 Posted: 10 Dec 2018
Working Paper Series
National Bank of Denmark, Nykredit and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 8
12.

Pricing Government Credit: A New Method for Determining Government Credit Risk Exposure

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 22 Posted: 10 Dec 2018
Working Paper Series
Pennsylvania State University and Pennsylvania State University - Smeal College of Business
Downloads 18
13.

The FHA and the GSEs as Countercyclical Tools in the Mortgage Markets

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 13 Posted: 10 Dec 2018
Working Paper Series
Board of Governors of the Federal Reserve - Household and Real Estate Finance Section and Federal Reserve Board of Governors
Downloads 11
14.

GSE Guarantees, Financial Stability, and Home Equity Accumulation

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 17 Posted: 10 Dec 2018
Working Paper Series
Board of Governors of the Federal Reserve - Household and Real Estate Finance Section and Board of Governors of the Federal Reserve System
Downloads 9
15.

Local Banks, Credit Supply, and House Prices

FRB of New York Staff Report No. 874
Number of pages: 71 Posted: 15 Nov 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 8
16.

The Affordable Care Act and the Market for Higher Education

FRB of New York Staff Report No. 873
Number of pages: 45 Posted: 29 Oct 2018
Working Paper Series
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 3
17.

Getting Ahead by Spending More? Local Community Response to State Merit Aid Programs

FRB of New York Staff Report No. 872
Number of pages: 50 Posted: 29 Oct 2018
Working Paper Series
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Economic Policy Institute
18.

Identifying Shocks via Time-Varying Volatility

FRB of New York Staff Report No. 871
Number of pages: 46 Posted: 23 Oct 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 8
19.

Flighty Liquidity

FRB of New York Staff Report No. 870
Number of pages: 51 Posted: 23 Oct 2018
Working Paper Series
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 24
20.

Reducing Moral Hazard at the Expense of Market Discipline: The Effectiveness of Double Liability before and During the Great Depression

FRB of New York Staff Report No. 869
Number of pages: 62 Posted: 18 Oct 2018
Working Paper Series
Government of the United States of America – Federal Deposit Insurance Corporation, Government of the United States of America – Office of Financial Research and Federal Reserve Bank of New York

Multiple version iconThere are 4 versions of this paper

Downloads 11
21.

Financial Frictions, Real Estate Collateral, and Small Firm Activity in Europe

FRB of New York Staff Report No. 868
Number of pages: 72 Posted: 11 Oct 2018
Working Paper Series
Bank for International Settlements (BIS) and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 7
22.

Relative Pricing and Risk Premia in Equity Volatility Markets

FRB of New York Staff Report No. 867
Number of pages: 66 Posted: 11 Oct 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 50
23.

Global Trends in Interest Rates

FRB of New York Staff Report No. 866
Number of pages: 67 Posted: 21 Sep 2018
Working Paper Series
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York

Multiple version iconThere are 3 versions of this paper

Downloads 69
24.

What to Expect From the Lower Bound on Interest Rates: Evidence from Derivatives Prices

FRB of New York Staff Report No. 865
Number of pages: 43 Posted: 30 Aug 2018
Working Paper Series
Federal Reserve Bank of San Francisco and Federal Reserve Bank of New York
Downloads 11
25.

Is Size Everything?

FRB of New York Staff Report No. 864
Number of pages: 60 Posted: 17 Aug 2018
Working Paper Series
Stanford Graduate School of Business and Federal Reserve Bank of New York
Downloads 28
26.

Credit Market Choice

FRB of New York Staff Report No. 863
Number of pages: 66 Posted: 07 Aug 2018
Working Paper Series
Federal Reserve Bank of New York, University of Michigan, Stephen M. Ross School of Business and Federal Reserve Bank of New York
Downloads 97
27.

Insider networks

FRB of New York Staff Report No. 862
Number of pages: 32 Posted: 07 Aug 2018
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 10
28.

Uncertain Booms and Fragility

FRB of New York Staff Report No. 861
Number of pages: 51 Posted: 23 Jul 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 6
29.

Replacement Hiring and the Productivity-Wage Gap

FRB of New York Staff Report No. 860
Number of pages: 51 Posted: 12 Jul 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and Carnegie Mellon University, Tepper School of Business
Downloads 14
30.

Resolving 'Too Big to Fail'

FRB of New York Staff Report No. 859
Number of pages: 28 Posted: 20 Jun 2018
Working Paper Series
Federal Reserve Bank of New York and University of Chicago
Downloads 44
31.

Bank-Intermediated Arbitrage

FRB of New York Staff Report No. 858
Number of pages: 64 Posted: 20 Jun 2018 Last Revised: 19 Jul 2018
Working Paper Series
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 34
32.

Does CFPB Oversight Crimp Credit?

FRB of New York Staff Report No. 857
Number of pages: 47 Posted: 20 Jun 2018 Last Revised: 26 Jun 2018
Working Paper Series
Swiss National Bank - Financial Stability, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 43
33.

Bank Leverage Limits and Regulatory Arbitrage: New Evidence on a Recurring Question

FRB of New York Staff Report No. 856
Number of pages: 41 Posted: 20 Jun 2018 Last Revised: 08 Nov 2018
Working Paper Series
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 31
34.

Why Do Banks Target ROE?

FRB of New York Staff Report No. 855
Number of pages: 40 Posted: 20 Jun 2018
Working Paper Series
University of Illinois and Federal Reserve Bank of New York
Downloads 22
35.

Regulatory Changes and the Cost of Capital for Banks

FRB of New York Staff Report No. 854
Number of pages: 65 Posted: 20 Jun 2018 Last Revised: 26 Oct 2018
Working Paper Series
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 79
36.

The Cost of Bank Regulatory Capital

FRB of New York Staff Report No. 853
Number of pages: 59 Posted: 20 Jun 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 24
37.

Bank Liquidity Provision and Basel Liquidity Regulations

FRB of New York Staff Report No. 852
Number of pages: 52 Posted: 20 Jun 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 93
38.

Changing Risk-Return Profiles

FRB of New York Staff Report No. 850
Number of pages: 67 Posted: 15 Jun 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 22
39.

Regulation and Risk Shuffling in Bank Securities Portfolios

FRB of New York Staff Report No. 851
Number of pages: 44 Posted: 15 Jun 2018
Working Paper Series
Swiss National Bank - Financial Stability and Federal Reserve Bank of New York
Downloads 39
40.

Economic Predictions with Big Data: The Illusion of Sparsity

FRB of New York Staff Report No. 847
Number of pages: 29 Posted: 07 May 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB) and Northwestern University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 49
41.

Can Low-wage Workers Find Better Jobs?

FRB of New York Staff Report No. 846
Number of pages: 38 Posted: 19 Apr 2018
Working Paper Series
Federal Reserve Bank of New York, Martin Prosperity Institute, Rotman School of Management, University of Toronto and University of Maine - School of Economics
Downloads 37
42.

News Shocks, Monetary Policy, and Foreign Currency Positions

Federal Reserve Bank of New York Staff Report No. 750
Number of pages: 22 Posted: 29 Mar 2018 Last Revised: 02 Apr 2018
Working Paper Series
London School of Economics & Political Science (LSE) - Centre for Economic Performance (CEP) and London School of Economics & Political Science (LSE) - Centre for Economic Performance (CEP)
Downloads 346
43.

The International Transmission of Monetary Policy

FRB of New York Staff Report No. 845
Number of pages: 55 Posted: 28 Mar 2018
Working Paper Series
Deutsche Bundesbank, Banque de France, Federal Reserve Bank of New York and Bank of England
Downloads 17
44.

DSGE Forecasts of the Lost Recovery

FRB of New York Staff Report No. 844
Number of pages: 52 Posted: 15 Mar 2018 Last Revised: 17 Sep 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas, University of California, Berkeley, Stanford University and Harvard Business School
Downloads 35
45.

What Would You Do With $500? Spending Responses to Gains, Losses, News, and Loans

FRB of New York Staff Report No. 843
Number of pages: 65 Posted: 07 Mar 2018
Working Paper Series
Swiss National Bank - Financial Stability, University of Chicago - Department of Economics and Arizona State University

Multiple version iconThere are 2 versions of this paper

Downloads 21
46.

How Do Mortgage Refinances Affect Debt, Default, and Spending? Evidence from HARP

FRB of New York Staff Report No. 841
Number of pages: 44 Posted: 01 Mar 2018
Working Paper Series
Harvard University - Department of Economics and Swiss National Bank - Financial Stability
Downloads 52
47.

Credit Risk Transfer and De Facto GSE Reform

FRB of New York Staff Report No. 838
Number of pages: 36 Posted: 01 Mar 2018
Working Paper Series
Annaly Capital Management, Inc., Annaly Capital Management, Inc. and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 117
48.

A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow

FRB of New York Staff Report No. 840
Number of pages: 44 Posted: 28 Feb 2018
Working Paper Series
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia

Multiple version iconThere are 2 versions of this paper

Downloads 29
49.

Long-term Outcomes of FHA First-time Homebuyers

FRB of New York Staff Report No. 839
Number of pages: 25 Posted: 28 Feb 2018
Working Paper Series
Federal Reserve Bank of New York and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 18
50.

Cournot Fire Sales

FRB of New York Staff Report No. 837
Number of pages: 30 Posted: 27 Feb 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and Williams College
Downloads 25