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Board of Governors: Finance & Economics Discussion Series (Topic)

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Viewing: 1 - 50 of 1,289 papers

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
Board of Governors of the Federal Reserve
Downloads 7,824
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 5,285
3.

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 2,858
4.

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 2,668
5.

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 2,495
6.

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 2,314
7.

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

Multiple version iconThere are 2 versions of this paper

Downloads 2,288
8.

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 2,101
9.

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 1,797
10.

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 1,770
11.

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 1,748
12.

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

Multiple version iconThere are 3 versions of this paper

Downloads 1,690
13.

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 1,662
14.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,647
15.

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 1,618
16.

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 1,537
17.

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 1,378
18.

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 1,315
19.

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, University of Maryland - Robert H. Smith School of Business and Morgan Stanley
Downloads 1,307
20.

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 1,297
21.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,287
22.

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 1,269
23.

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 1,256
24.

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 1,256
25.

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 1,235
26.

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 1,209
27.

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 1,140
28.

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 1,123
29.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,083
30.

Does Market Size Structure Affect Competition? The Case of Small Business Lending

Number of pages: 31 Posted: 14 Oct 2001
Working Paper Series
University of South Carolina - Darla Moore School of Business, Federal Reserve Bank of Chicago - Economic Research and Indiana University - Kelley School of Business - Department of Finance
Downloads 1,018
31.

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 1,007
32.

Executive Compensation: A New View from a Long-Term Perspective, 1936-2005

FEDS Working Paper No. 2007-35, AFA 2008 New Orleans Meetings Paper
Number of pages: 76 Posted: 22 Mar 2007
Working Paper Series
Northwestern University and U.S. Federal Reserve - Division of Research and Statistics

Multiple version iconThere are 2 versions of this paper

Downloads 988
33.

The Scope of Monetary Policy Actions Authorized under the Federal Reserve Act

FEDS Working Paper No. 2004-40
Number of pages: 47 Posted: 27 Dec 2004
Working Paper Series
Federal Reserve Board - Monetary Studies Section and Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Downloads 980
34.

Finance and Growth: Theory and New Evidence

FEDS Working Paper No. 99-35
Number of pages: 37 Posted: 14 Dec 1999
Working Paper Series
Federal Reserve Board - Division of Research & Statistics, University of Oxford - Said Business School and Hebrew University of Jerusalem - Department of Economics
Downloads 976
35.

Risk Based Capital Requirements for Mortgage Loans

FEDS Working Paper No. 2001-60
Number of pages: 41 Posted: 09 Jan 2002
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and California State University at Fullerton
Downloads 962
36.

Household Portfolios in the United States

FEDS Working Paper No. 2000-26
Number of pages: 41 Posted: 16 Nov 2000
Working Paper Series
Board of Governors of the Federal Reserve System and American University - Department of Economics
Downloads 938
37.

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 931
38.

Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment

FEDS Working Paper No. 2004-48
Number of pages: 113 Posted: 20 Dec 2004
Working Paper Series
Board of Governors of the Federal Reserve System, American Enterprise Institute (AEI) and Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Downloads 915
39.

Corporate Payout Policy and Managerial Stock Incentives

FEDS Working Paper
Number of pages: 35 Posted: 04 Apr 2000
Working Paper Series
Cambridge Finance Partners and Federal Reserve Board
Downloads 904
40.

The Long-Run Relationship between House Prices and Income: Evidence from Local Housing Markets

FEDS Working Paper No. 2003-17
Number of pages: 25 Posted: 06 Aug 2003
Working Paper Series
Federal Reserve Board - Research & Statistics

Multiple version iconThere are 2 versions of this paper

Downloads 896
41.

Incorporating Event Risk into Value-at-Risk

FEDS Discussion Paper No. 2001-17
Number of pages: 36 Posted: 04 May 2001
Working Paper Series
Federal Reserve Board
Downloads 885
42.

Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When?

FEDS Paper No. 98-32
Number of pages: 43 Posted: 09 Oct 1998
Working Paper Series
University of South Carolina - Darla Moore School of Business, Government of the United States of America - International Banking Section and University of Florida - Department of Finance, Insurance and Real Estate

Multiple version iconThere are 2 versions of this paper

Downloads 879
43.

Credit Scoring and Mortgage Securitization: Implications for Mortgage Rates and Credit Availability

FEDS Working Paper No. 2000-44
Number of pages: 39 Posted: 13 Dec 2000
Working Paper Series
University of Miami - Department of Finance, Board of Governors of the Federal Reserve - Household and Real Estate Finance Section and Mills College

Multiple version iconThere are 2 versions of this paper

Downloads 862
44.

Learning from History: Volatility and Financial Crises

FEDS Working Paper No. 2016-093
Number of pages: 45 Posted: 21 Nov 2016
Working Paper Series
London School of Economics - Systemic Risk Centre, University of Chile and Federal Reserve Board
Downloads 853
45.

Realized Jumps on Financial Markets and Predicting Credit Spreads

FEDS Working Paper No. 2006-35, Journal of Econometrics, Forthcoming, Economic Research Initiatives at Duke (ERID) Working Paper No. 7, AFA 2008 New Orleans Meetings Paper
Number of pages: 44 Posted: 23 Mar 2007 Last Revised: 25 Sep 2008
Working Paper Series
Duke University - Economics Group and Tsinghua University - PBC School of Finance
Downloads 853
46.

Pricing Counterparty Risk at the Trade Level and CVA Allocations

FEDS Working Paper No. 10, Journal of Credit Risk, 6(4), 2010, pages 3-38
Number of pages: 40 Posted: 09 Mar 2011
Working Paper Series
Board of Governors of the Federal Reserve System and (IIE) Institute of International Education
Downloads 842
47.

The Effects of Geographic Expansion on Bank Efficiency

FEDS Working Paper No. 01-03, FRB Chicago Working Paper No. 2000-14
Number of pages: 44 Posted: 17 Jan 2001
Working Paper Series
University of South Carolina - Darla Moore School of Business and University of Kansas School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 816
48.

Competition, Small Business Financing, and Discrimination: Evidence from a New Survey

FEDS Working Paper No. 99-25
Number of pages: 54 Posted: 27 Jul 1999
Working Paper Series
SVA Plumb Wealth Management, LLC, Board of Governors of the Federal Reserve System - Financial Structure Section and CNA Corporation

Multiple version iconThere are 3 versions of this paper

Downloads 792
49.

Did Pension Plan Accounting Contribute to a Stock Market Bubble?

FEDS Working Paper No. 2003-38
Number of pages: 46 Posted: 02 Oct 2003
Working Paper Series
Federal Reserve Board - Division of Research and Statistics and Federal Reserve Board - Research & Statistics
Downloads 792
50.

Inflation Expectations and the Transmission of Monetary Policy

Federal Reserve Board FEDS Paper No. 98-43
Number of pages: 38 Posted: 25 Feb 1999
Working Paper Series
Federal Reserve Board - Macroeconomic and Quantitative Studies Section
Downloads 789