1.
A Comparative Anatomy of Credit Risk Models
Journal of Banking and Finance, Vol. 24, No. 1/2, 2000, Board of Governors of the Federal Reserve System FEDS Paper No. 98-47
Number of pages: 29
Posted: 03 Mar 1999
Last Revised: 30 Jan 2011
Accepted Paper Series
Federal Reserve Board
Downloads
7,983
2.
Capital Structure and Firm Performance: A New Approach to Testing Agency Theory and an Application to the Banking Industry
FEDS Working Paper No. 2002-54
Number of pages: 39
Posted: 26 Jun 2003
Working Paper Series
University of South Carolina - Darla Moore School of Business and Bank of Italy
Downloads
5,559
3.
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market
Journal of Finance, 69, pp. 2045-2084., FRB International Finance Discussion Paper No. 980
Number of pages: 42
Posted: 06 Nov 2009
Last Revised: 18 Mar 2015
Accepted Paper Series
Federal Reserve Board - Division of International Finance, Federal Reserve Board - Division of International Finance, University of Gothenburg - Centre for Finance and Board of Governors of the Federal Reserve System
Downloads
3,819
4.
A Coherent Framework for Stress-Testing
FEDS Working Paper No. 99-29
Number of pages: 14
Posted: 04 Jan 2000
Working Paper Series
University of Houston - Department of Finance
Downloads
3,088
5.
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
2,729
6.
New Keynesian, Open-Economy Models and Their Implications for Monetary Policy
FRB International Finance Discussion Paper No. 762
Number of pages: 41
Posted: 28 Apr 2003
Working Paper Series
Board of Governors of the Federal Reserve and Board of Governors of the Federal Reserve System
Downloads
2,721
7.
Bank Risk Rating of Business Loan
Board of Governors of the Federal Reserve System FEDS Paper No. 98-51
Number of pages: 47
Posted: 03 Mar 1999
Working Paper Series
Government of the United States of America - Division of Monetary Affairs and Board of Governors of the Federal Reserve System
Downloads
2,716
8.
Is Corporate Governance Ineffective in Emerging Markets?
Federal Reserve Board FEDS Working Paper No. 99-63; Tuck-JQFA Contemporary Corporate Governance Issues II Conference
Number of pages: 42
Posted: 17 Apr 2000
Working Paper Series
Federal Reserve Board
Downloads
2,515
9.
Understanding the Risk of Synthetic Cdos
FEDS Working Paper No. 2004-36
Number of pages: 29
Posted: 28 Sep 2004
Working Paper Series
Federal Reserve Board
Downloads
2,460
10.
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities
FEDS Working Paper No. 2004-56, AFA 2006 Boston Meetings Paper, Journal of Econometrics, Forthcoming
Number of pages: 31
Posted: 25 Jan 2005
Last Revised: 13 Mar 2009
Accepted Paper Series
Duke University - Finance, Federal Reserve Board and Tsinghua University - PBC School of Finance
There are 2 versions of this paper
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities
FEDS Working Paper No. 2004-56, AFA 2006 Boston Meetings Paper, Journal of Econometrics, Forthcoming
Number of pages: 31
Posted: 25 Jan 2005
Last Revised: 13 Mar 2009
Downloads
2,324
Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities
CREATES Research Paper 2007-16
Number of pages: 48
Posted: 23 Jun 2008
Last Revised: 25 Sep 2009
Downloads
311
Downloads
2,324
11.
The Implications of Risk Management Information Systems for the Organization of Financial Firms
International Finance Discussion Paper No. 632
Number of pages: 18
Posted: 16 Feb 1999
Working Paper Series
Federal Reserve Board
Downloads
2,215
12.
Credit Derivatives and Risk Management
FEDS Working Paper No. 2007-47
Number of pages: 23
Posted: 29 Nov 2007
Working Paper Series
Federal Reserve Board
Downloads
2,183
13.
Do Indicators of Financial Crises Work? An Evaluation of an Early Warning System
FRB International Finance Discussion Paper No. 675
Number of pages: 76
Posted: 10 Jan 2001
Working Paper Series
International Monetary Fund (IMF) - Research Department
Downloads
2,151
14.
Corporate Share Repurchases in the 1990s: What Role Do Stock Options Play?
AFA 2002 Atlanta Meetings; FEDS Working Paper No. 2000-29
Number of pages: 43
Posted: 17 Aug 2000
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Finance
Downloads
1,852
15.
Explaining Credit Default Swap Spreads With the Equity Volatility and Jump Risks of Individual Firms
FEDS Discussion Paper No. 2005-63, Review of Financial Studies, Forthcoming, BIS Working Paper No. 181
Number of pages: 43
Posted: 20 Sep 2007
Last Revised: 18 Oct 2013
Working Paper Series
UBS AG, Tsinghua University - PBC School of Finance and Bank for International Settlements (BIS)
Downloads
1,836
16.
Currency Hedging and Corporate Governance: A Cross-Country Analysis
FEDS Discussion Paper No. 858, Indiana University Working Paper
Number of pages: 47
Posted: 28 May 2003
Last Revised: 25 Aug 2015
Working Paper Series
University of Georgia - Department of Banking and Finance
Downloads
1,786
17.
Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure
FEDS Working Paper No. 2001-36
Number of pages: 36
Posted: 04 Oct 2001
Working Paper Series
University of South Carolina - Darla Moore School of Business and Indiana University - Kelley School of Business - Department of Finance
There are 3 versions of this paper
Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure
FEDS Working Paper No. 2001-36
Number of pages: 36
Posted: 04 Oct 2001
Downloads
1,730
Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure
The Economic Journal, Vol. 112, pp. F32-F53, 2002
Number of pages: 22
Posted: 07 Nov 2002
Downloads
23
Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure
Economic Journal, Forthcoming
Posted: 03 Jan 2002
Downloads
1,730
18.
Stock Prices, Expected Returns, and Inflation
FEDS Working Paper No. 99-2
Number of pages: 46
Posted: 17 Apr 1999
Working Paper Series
Federal Reserve Board - Research & Statistics
Downloads
1,716
19.
Parameterizing Credit Risk Models with Rating Data
FEDS Working Paper No. 2000-47
Number of pages: 93
Posted: 25 Jan 2001
Working Paper Series
Advertising.com and Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section
There are 2 versions of this paper
Parameterizing Credit Risk Models with Rating Data
FEDS Working Paper No. 2000-47
Number of pages: 93
Posted: 25 Jan 2001
Downloads
1,688
Parameterizing Credit Risk Models with Rating Data
Journal of Banking and Finance, Vol. 25, No. 1, January 2001
Posted: 21 Mar 2001
Downloads
1,688
20.
The Dynamics of Market Entry: The Effects of Mergers and Acquisitions on Entry in the Banking Industry
AFA 2001 New Orleans; FEDS Working Paper No. 99-41
Number of pages: 45
Posted: 08 Dec 1999
Working Paper Series
University of South Carolina - Darla Moore School of Business, PepsiCo, University of Miami - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business, Department of Economics
Downloads
1,647
21.
Testing Conflicts of Interest at Bond Rating Agencies with Market Anticipation: Evidence that Reputation Incentives Dominate
FEDS Working Paper No. 2003-68
Number of pages: 37
Posted: 05 Mar 2004
Working Paper Series
Federal Reserve Board - Division of Research & Statistics and Federal Reserve Board - Division of Research & Statistics
Downloads
1,626
22.
The Current International Financial Crisis: How Much is New?
Board of Governors of the Federal Reserve System International Finance Working Paper No. 636
Number of pages: 21
Posted: 13 Sep 1999
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads
1,570
23.
Preventing Deflation: Lessons from Japan's Experience in the 1990s
FRB International Finance Discussion Paper No. 729
Number of pages: 64
Posted: 21 Jul 2003
Working Paper Series
National University of Ireland, Galway (NUIG) - Department of Economics, Peterson Institute, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve - Division of International Finance, Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board - Division of Monetary Affairs, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, Federal Reserve Board and Johns Hopkins University - Department of Economics
Downloads
1,520
24.
Consumer Sentiment and the Stock Market
FEDS Working Paper No. 99-60
Number of pages: 20
Posted: 21 May 2000
Working Paper Series
Board of Governors of the Federal Reserve - Industrial Output Section
Downloads
1,510
25.
'Big Bang' Deregulation and Japanese Corporate Governance: A Survey of the Issues
FRB International Finance Discussion Paper No. 624
Number of pages: 35
Posted: 16 Oct 1998
Working Paper Series
Federal Reserve Board
Downloads
1,460
26.
Bitcoin: Technical Background and Data Analysis
FEDS Working Paper No. 2014-104
Number of pages: 39
Posted: 04 Jan 2015
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads
1,460
27.
Distributed Ledger Technology in Payments, Clearing, and Settlement
FEDS Working Paper No. 2016-095
Number of pages: 36
Posted: 07 Dec 2016
Working Paper Series
Federal Reserve Board - Payment System Studies, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Banks - 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 Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Chicago
Downloads
1,427
28.
The Resurgence of Growth in the Late 1990s: Is Information Technology the Story?
FEDS Working Paper No. 2000-20
Number of pages: 51
Posted: 17 Sep 2000
Working Paper Series
American Enterprise Institute and Wellesley College
Downloads
1,371
29.
Good News is No News? The Impact of Credit Rating Changes on the Pricing of Asset-Backed Securities
FRB International Finance Discussion Paper No. 809
Number of pages: 28
Posted: 24 Jul 2004
Working Paper Series
U.S. Federal Reserve Board of Governors and affiliation not provided to SSRN
Downloads
1,362
30.
Learning from History: Volatility and Financial Crises
Review of Financial Studies, Forthcoming, FEDS Working Paper No. 2016-093
Number of pages: 47
Posted: 21 Nov 2016
Accepted Paper Series
London School of Economics - Systemic Risk Centre, University of Chile and Board of Governors of the Federal Reserve System
Downloads
1,351
31.
Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates
FDIC CFR Working Paper No. 06, EFA 2004 Maastricht Meetings Paper No. 3584, FEDS Working Paper, AFA 20004 Meetings
Number of pages: 32
Posted: 24 Oct 2003
Working Paper Series
University of Maryland - Robert H. Smith School of Business, Fox School of Business and Morgan Stanley
Downloads
1,340
32.
The Integration of the Financial Services Industry: Where are the Efficiencies?
FEDS Paper No. 2000-36
Number of pages: 39
Posted: 04 Oct 2000
Working Paper Series
University of South Carolina - Darla Moore School of Business
Downloads
1,337
33.
Information Systems for Risk Management
FRB International Finance Discussion Paper No. 585
Number of pages: 29
Posted: 14 Jun 2000
Working Paper Series
Federal Reserve Board
Downloads
1,332
34.
Option Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities
CRSP Working Paper No. 485; FEDS Working Paper No. 1999-47
Number of pages: 64
Posted: 17 Feb 2000
Working Paper Series
University of Calgary - Haskayne School of Business and University of Chicago - Booth School of Business
Downloads
1,325
35.
Currency and Banking Crises: The Early Warnings of Distress
FRB International Finance Discussion Paper No. 629
Number of pages: 41
Posted: 26 Dec 1998
Working Paper Series
George Washington University - Department of Economics
There are 2 versions of this paper
Currency and Banking Crises: The Early Warnings of Distress
FRB International Finance Discussion Paper No. 629
Number of pages: 41
Posted: 26 Dec 1998
Downloads
1,303
Currency and Banking Crises: The Early Warnings of Distress
IMF Working Paper No. 99/178
Number of pages: 38
Posted: 14 Feb 2006
Downloads
210
Downloads
1,303
36.
Evaluating Correlation Breakdowns During Periods of Market Volatility
Board of Governors of the Federal Reserve System International Finance Working Paper No. 658
Number of pages: 33
Posted: 10 Jul 2000
Working Paper Series
Swiss National Bank and Government of the United States of America - Division of Monetary Affairs
Downloads
1,300
37.
The Effects of Megamergers on Efficiency and Prices: Evidence from a Bank Profit Function
FEDS Paper Number 97-9
Number of pages: 66
Posted: 05 Dec 1997
Working Paper Series
Fitch Ratings Inc., University of South Carolina - Darla Moore School of Business and Florida State University - Department of Finance
Downloads
1,295
38.
How Accurate are Value-at-Risk Models at Commercial Banks
FEDS Working Paper No. 2001-31
Number of pages: 28
Posted: 28 Aug 2001
Working Paper Series
University of Houston - Department of Finance and Board of Governors of the Federal Reserve System - Trading Risk Analysis Section
Downloads
1,292
39.
Earnings Forecasts and the Predictability of Stock Returns:Evidence from Trading the S&P
FEDS Discussion Paper No. 97-6
Number of pages: 25
Posted: 14 Apr 1997
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Government of the United States of America - Division of Research and Statistics and affiliation not provided to SSRN
Downloads
1,277
40.
Good News and Bad News About Share Repurchases
FEDS Paper No. 98-4
Number of pages: 28
Posted: 09 Aug 1998
Working Paper Series
Cambridge Finance Partners and Federal Reserve Board
Downloads
1,272
41.
The Yield Curve and Predicting Recessions
FEDs Working Paper No. 2006-7
Number of pages: 21
Posted: 03 May 2006
Working Paper Series
Johns Hopkins University - Department of Economics
Downloads
1,264
42.
The Growth of Consumer Credit and the Household Debt Service Burden
FEDS Working Paper No. 2000-12
Number of pages: 27
Posted: 31 Jul 2000
Working Paper Series
Putnam Investments - Macroeconomic Research
Downloads
1,249
43.
The Rise in U.S. Household Indebtedness: Causes and Consequences
FEDS Working Paper No. 2007-37
Number of pages: 45
Posted: 03 Oct 2007
Working Paper Series
Harvard University and Board of Governors of the Federal Reserve
Downloads
1,215
44.
Uncovering Country Risk in Emerging Market Bond Prices
International Finance Working Paper No. 639
Number of pages: 37
Posted: 03 Aug 2000
Working Paper Series
affiliation not provided to SSRN and Cornell University
Downloads
1,202
45.
Measuring Counterparty Credit Exposure to a Margined Counterparty
FEDs Working Paper No. 2005-50
Number of pages: 18
Posted: 05 Jan 2006
Working Paper Series
Federal Reserve Board
Downloads
1,184
46.
Information Technology and Productivity: Where are We Now and Where are We Going?
Board of Governors of the Federal Reserve System FEDS 2002-29
Number of pages: 79
Posted: 28 Jul 2002
Working Paper Series
Wellesley College and American Enterprise Institute
Downloads
1,183
47.
Size, Charter Value and Risk in Banking: An International Perspective
EFA 2001 Barcelona Meetings; FRB International Finance Discussion Paper No. 689
Number of pages: 42
Posted: 10 Jul 2001
Working Paper Series
Johns Hopkins University - Carey Business School
Downloads
1,180
48.
Information Costs and Home Bias: An Analysis of U.S. Holdings of Foreign Equities
FRB International Finance Discussion Paper No. 691
Number of pages: 57
Posted: 15 Feb 2001
Working Paper Series
National University of Ireland, Galway (NUIG) - Department of Economics, Government of the United States of America - International Financial Transactions Section and University of Virginia - Darden Business School
Downloads
1,176
49.
How Consistent are Credit Ratings? A Geographic and Sectoral Analysis of Default Risk
FRB International Finance Discussion Paper No. 668
Number of pages: 22
Posted: 13 Jul 2000
Working Paper Series
U.S. Federal Reserve Board of Governors and Bank for International Settlements (BIS)
Downloads
1,100
50.
Measuring the Reaction of Monetary Policy to the Stock Market
FEDS Working Paper No. 2001-14
Number of pages: 32
Posted: 11 Jun 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
There are 2 versions of this paper
Measuring the Reaction of Monetary Policy to the Stock Market
FEDS Working Paper No. 2001-14
Number of pages: 32
Posted: 11 Jun 2001
Downloads
1,100
Measuring the Reaction of Monetary Policy to the Stock Market
NBER Working Paper No. w8350
Number of pages: 34
Posted: 28 Jun 2001
Last Revised: 20 Aug 2001
Downloads
89
Downloads
1,100
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