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Board of Governors: International Finance Discussion Papers (Topic)

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Board of Governors: International Finance Discussion Papers (Topic)

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1.

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 3,665
2.

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 2,697
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 2,688
4.

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 2,205
5.

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 2,043
6.

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
U.S. Board of Governors of the Federal Reserve - Division of International Finance (IFDP)
Downloads 1,565
7.

'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 1,453
8.

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, U.S. Board of Governors of the Federal Reserve - Division of International Finance (IFDP), Federal Reserve Board - Trade and Quantitative Studies, 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 1,422
9.

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 1,315
10.

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 1,313
11.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,276
12.

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 1,251
13.

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 1,187
14.

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 1,152
15.

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
International Monetary Fund and CESifo
Downloads 1,095
16.

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 1,073
17.

Why Has China Survived the Asian Crisis So Well? What Risks Remain?

FRB International Finance Discussion Paper No. 633
Number of pages: 36 Posted: 24 Mar 1999
Working Paper Series
Federal Reserve Bank of San Francisco and Board of Governors of the Federal Reserve System
Downloads 1,025
18.

What Can the Data Tell Us About Carry Trades in Japanese Yen?

FRB International Finance Discussion Paper No. 899
Number of pages: 36 Posted: 13 Aug 2007
Working Paper Series
Peterson Institute and Federal Reserve Board - Division of International Finance
Downloads 974
19.

Asset Bubbles, Domino Effects and 'Lifeboats' Elements of the East Asian Crisis

FRB International Finance Discussion Paper No. 606
Number of pages: 35 Posted: 08 Aug 1998
Working Paper Series
International Monetary Fund (IMF) - Research Department, University of Warwick - Department of Economics and University of Warwick - Department of Economics
Downloads 971
20.

Output and the Real Exchange Rate in Developing Countries: An Application to Mexico

FRB International Finance Discussion Paper No. 580
Number of pages: 66 Posted: 27 Jun 1997
Working Paper Series
U.S. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 951
21.

Time to Rethink Privatization in Transition Economies?

International Finance Corporation Working Paper No. 38
Number of pages: 34 Posted: 19 May 2000
Working Paper Series
Center for Global Development
Downloads 890
22.

Foreign Portfolio Investment, Foreign Bank Lending, and Economic Growth

FRB International Finance Discussion Paper No. 757
Number of pages: 35 Posted: 29 May 2003
Working Paper Series
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Downloads 863
23.

General-to-Specific Modeling: An Overview and Selected Bibliography

FRB International Finance Discussion Paper No. 838
Number of pages: 94 Posted: 31 Aug 2005
Working Paper Series
University of Salamanca - Department of Economics and Economic History, Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section and University of Oxford - Department of Economics
Downloads 854
24.

Capital Controls During Financial Crises: The Case of Malaysia and Thailand

International Finance Working Paper No. 662
Number of pages: 38 Posted: 23 Oct 2000
Working Paper Series
International Monetary Fund (IMF) - Research Department and Peter G. Peterson Institute for International Economics
Downloads 790
25.

Interpreting the Volatility Smile: An Examination of the Information Content of Option Prices

FRB International Finance Discussion Paper No. 706
Number of pages: 45 Posted: 22 Aug 2001
Working Paper Series
Government of the United States of America - Financial Markets Section
Downloads 786
26.

International Capital Flows and U.S. Interest Rates

FRB International Finance Discussion Paper No. 840, IIIS Discussion Paper No. 103
Number of pages: 45 Posted: 05 Oct 2005
Working Paper Series
University of Virginia - Darden Business School and Darden Business School

Multiple version iconThere are 2 versions of this paper

Downloads 784
27.

The Information Content of Forward and Futures Prices: Market Expectations and the Price of Risk

FRB International Finance Discussion Paper No. 808
Number of pages: 27 Posted: 02 Jul 2004
Working Paper Series
Purdue University - Department of Management, University of Pennsylvania - Finance Department and Johns Hopkins University - Department of Economics
Downloads 783
28.

The Evolution and Determinants of Emerging Market Credit Spreads in the 1990s

International Finance Working Paper No. 653
Number of pages: 48 Posted: 12 Jul 2000
Working Paper Series
U.S. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 716
29.

Forecasting U.S. Inflation by Bayesian Model Averaging

FRB International Finance Discussion Paper No. 780
Number of pages: 33 Posted: 22 Nov 2003
Working Paper Series
Johns Hopkins University - Department of Economics
Downloads 715
30.

Was China the First Domino?: Assessing Links Between China and the Rest of Emerging Asia

FRB International Finance Discussion Paper No. 604
Number of pages: 48 Posted: 03 Jun 1998
Working Paper Series
Federal Reserve Bank of San Francisco, International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
Downloads 706
31.

Puzzles in the Chinese Stock Market

FRB International Finance Discussion Paper No. 619, FRB Chicago Working Paper No. 2000-13
Number of pages: 41 Posted: 17 Sep 1998
Working Paper Series
Federal Reserve Bank of San Francisco and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 691
32.

Technological Progress and the Geographic Expansion of the Banking Industry

FEDS Discussion Paper No. 2002-31, FRB Chicago Working Paper No. 2002-07
Number of pages: 42 Posted: 29 Jul 2002
Working Paper Series
University of South Carolina - Darla Moore School of Business and University of Kansas School of Business
Downloads 655
33.

Was There Front Running During the LTCM Crisis?

FRB International Finance Discussion Paper No. 758
Number of pages: 45 Posted: 09 Jun 2003
Working Paper Series
Federal Reserve Board
Downloads 653
34.

Blockholders, Debt Agency Costs and Legal Protection

FRB International Finance Discussion Paper No. 908
Number of pages: 51 Posted: 22 Mar 2005 Last Revised: 12 May 2014
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, Federal Deposit Insurance Corporation (FDIC) and University of Georgia - Department of Banking and Finance
Downloads 627
35.

International Capital Flows and the Return to Safe Assets in the United States, 2003-2007

FRB International Finance Discussion Paper No. 1014
Number of pages: 43 Posted: 12 May 2011
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and U.S. Board of Governors of the Federal Reserve - Division of International Finance (IFDP)
Downloads 623
36.

Monetary Policy and Exchange Rate Pass-through

FRB International Finance Discussion Paper No. 704
Number of pages: 35 Posted: 20 Aug 2001
Working Paper Series
Peterson Institute and Federal Reserve Board - International Financial Transactions
Downloads 612
37.

The Impact of Bank Consolidation on Commercial Borrower Welfare

FRB International Finance Discussion Paper No. 679
Number of pages: 55 Posted: 08 Nov 2000
Working Paper Series
LSV Asset Management, University of Zurich - Department of Banking and Finance and University of Virginia - McIntire School of Commerce
Downloads 605
38.

The Contribution of Domestic and External Factors to Emerging Market Devaluation Crises: An Early Warning Systems Approach

FRB International Finance Discussion Paper No. 711
Number of pages: 56 Posted: 16 Oct 2001
Working Paper Series
U.S. Board of Governors of the Federal Reserve - Division of International Finance (IFDP), Board of Governors of the Federal Reserve System and Princeton University - Woodrow Wilson School of Public and International Affairs
Downloads 597
39.

The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global Interdealer Foreign Exchange Market

FRB International Finance Discussion Paper No. 823
Number of pages: 42 Posted: 01 Dec 2004
Working Paper Series
Federal Reserve Board - Division of International Finance, Purdue University - Department of Management, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics
Downloads 590
40.

The Impact of Monetary Policy on Exchange Rates During Financial Crises

International Finance Working Paper No. 669
Number of pages: 53 Posted: 25 Sep 2000
Working Paper Series
Institute of International Finance and U.S. Board of Governors of the Federal Reserve - Division of International Finance (IFDP)
Downloads 568
41.

Exogeneity, Cointegration, and Economic Policy Analysis

FRB International Finance Discussion Paper No. 616
Number of pages: 40 Posted: 14 Aug 1998
Working Paper Series
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section, University of Oxford - Department of Economics and University of Southampton - Division of Economics
Downloads 566
42.

An Empirical Comparison of Bundesbank and ECB Monetary Policy Rules

FRB International Finance Discussion Paper No. 705
Number of pages: 25 Posted: 22 Aug 2001
Working Paper Series
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and Johns Hopkins University - Department of Economics
Downloads 558
43.

Diversification Across Characteristics

FRB International Finance Discussion Paper No. 986
Number of pages: 15 Posted: 11 Mar 2010
Working Paper Series
University of Gothenburg - Centre for Finance
Downloads 558
44.

Look at Me Now: What Attracts U.S. Shareholders?

Board of Governors of the Federal Reserve System International Finance Discussion Paper No. 815, EFA 2004 Maastricht No. 4086, AFA 2006 Boston Meetings Paper
Number of pages: 52 Posted: 30 Aug 2005
Working Paper Series
U.S. Federal Reserve Board of Governors, University of Georgia - C. Herman and Mary Virginia Terry College of Business, University of Virginia - McIntire School of Commerce and University of Virginia - Darden Business School

Multiple version iconThere are 2 versions of this paper

Downloads 551
45.

A Framework for Economic Forecasting

FRB International Finance Discussion Paper No. 626
Number of pages: 50 Posted: 18 Nov 1998
Working Paper Series
Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System - International Financial Transactions Section

Multiple version iconThere are 3 versions of this paper

Downloads 533
46.

Price Level Convergence, Relative Prices, and Inflation in Europe

FRB International Finance Discussion Paper No. 699
Number of pages: 38 Posted: 11 Apr 2001
Working Paper Series
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 528
47.

International Cross-Listing, Firm Performance and Top Management Turnover: A Test of the Bonding Hypothesis

FRB International Finance Discussion Paper No. 877
Number of pages: 59 Posted: 28 Aug 2006
Working Paper Series
Southern Methodist University (SMU) - Edwin L. Cox School of Business and University of Georgia - Department of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 514
48.

International Diversification at Home and Abroad

International Finance Discussion Paper No. 793, Darden Business School Working Paper No. DSWP-05-08-SSRN
Number of pages: 40 Posted: 29 Feb 2004
Working Paper Series
University of Virginia - Darden Business School and Federal Reserve Board

Multiple version iconThere are 3 versions of this paper

Downloads 479
49.

Net Foreign Assets and Equilibrium Exchange Rates: Panel Evidence

Board of Governors of the Federal Reserve System International Finance Disc. Paper 574
Number of pages: 34 Posted: 09 Jan 1997
Working Paper Series
Peterson Institute
Downloads 473
50.

Long Memory in Emerging Market Stock Returns

FRB International Finance Discussion Paper No. 650
Number of pages: 20 Posted: 17 Aug 2000
Working Paper Series
Johns Hopkins University - Department of Economics
Downloads 469