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Viewing: 1 - 50 of 1,445 papers

1.

Alternative Trading Systems in the Corporate Bond Market

FRB of New York Staff Report No. 938
Number of pages: 34 Posted: 06 Aug 2020
Working Paper Series
Financial Industry Regulatory Authority (FINRA), Rutgers University, Department of Economics, Financial Industry Regulatory Authority (FINRA), Federal Reserve Bank of New York and FINRA
Downloads 12
2.

Pirates without Borders: The Propagation of Cyberattacks through Firms’ Supply Chains

FRB of New York Staff Report No. 937
Posted: 31 Jul 2020
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 14
3.

Managing the Maturity Structure of Marketable Treasury Debt: 1953-1983

FRB of New York Staff Report No. 936
Posted: 31 Jul 2020
Working Paper Series
Federal Reserve Bank of New York
Downloads 2
4.

It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities

FRB of New York Staff Report No. 935
Posted: 21 Jul 2020
Working Paper Series
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 10
5.

Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates

FRB of New York Staff Report No. 934
Posted: 21 Jul 2020
Working Paper Series
Shenzhen Stock Exchange, Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin and Deutsche Bundesbank
Downloads 19
6.

Cash-Forward Arbitrage and Dealer Capital in MBS Markets: COVID-19 and Beyond

FRB of New York Staff Report No. 933
Posted: 21 Jul 2020
Working Paper Series
University of Hawaii, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Johns Hopkins University - Carey Business School

Multiple version iconThere are 2 versions of this paper

Downloads 12
7.

Asset Pricing with Cohort-Based Trading in MBS Markets

FRB of New York Staff Report No. 931
Number of pages: 53 Posted: 07 Jul 2020 Last Revised: 11 Aug 2020
Working Paper Series
Johns Hopkins University - Carey Business School, Johns Hopkins University - Carey Business School, Federal Reserve Bank of New York and Johns Hopkins University - Carey Business School

Multiple version iconThere are 2 versions of this paper

Downloads 9
8.

Stock Market Participation, Inequality, and Monetary Policy

FRB of New York Staff Report No. 932
Number of pages: 57 Posted: 07 Jul 2020
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and University College London
Downloads 6
9.

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

Economic Policy Review, Vol. 26, No. 3
Number of pages: 49 Posted: 30 Jun 2020
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 3 versions of this paper

Downloads 8
10.

Complexity in Large U.S. Banks

Economic Policy Review, Vol. 26, No. 2
Number of pages: 29 Posted: 30 Jun 2020
Working Paper Series
Federal Reserve Bank of New York and University of Wisconsin - Madison

Multiple version iconThere are 2 versions of this paper

Downloads 10
11.

How Did the Fed Funds Market Change When Excess Reserves Were Abundant?

Economic Policy Review, Vol. 26, No. 1
Number of pages: 16 Posted: 30 Jun 2020
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 5
12.

Credit, Income and Inequality

FRB of New York Staff Report No. 929
Number of pages: 60 Posted: 29 Jun 2020
Working Paper Series
Montpellier Business School, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department of Banking and Finance
Downloads 102
13.

Bank Complexity, Governance, and Risk

FRB of New York Staff Report No. 930
Number of pages: 43 Posted: 19 Jun 2020
Working Paper Series
Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York

Multiple version iconThere are 4 versions of this paper

Downloads 21
14.

The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Influenza Pandemic

FRB of New York Staff Report No. 928
Number of pages: 42 Posted: 02 Jun 2020
Working Paper Series
Government of the United States of America – Federal Deposit Insurance Corporation, Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York
Downloads 36
15.

Risk Preferences at the Time of COVID-19: An Experiment with Professional Traders and Students

FRB of New York Staff Report No. 927
Number of pages: 30 Posted: 27 May 2020
Working Paper Series
Center for Economic and Social Research (CESR), Federal Reserve Bank of New York, University College London - Centre for Economic Learning and Social Evolution (ELSE), University College London - Department of Economics and affiliation not provided to SSRN
Downloads 75
16.

The Spread of COVID-19 and the BCG Vaccine: A Natural Experiment in Reunified Germany

FRB of New York Staff Report No. 926
Number of pages: 29 Posted: 18 May 2020
Working Paper Series
Leibniz University Hannover and Federal Reserve Bank of New York
Downloads 75
17.

Disasters Everywhere: The Costs of Business Cycles Reconsidered

FRB of New York Staff Report No. 925
Number of pages: 31 Posted: 18 May 2020
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 10
18.

Modigliani Meets Minsky: Inequality, Debt, and Financial Fragility in America, 1950-2016

FRB of New York Staff Report No. 924
Number of pages: 77 Posted: 18 May 2020
Working Paper Series
University of Bonn, University of Bonn, University of Bonn - Department of Economics and University of Bonn

Multiple version iconThere are 2 versions of this paper

Downloads 27
19.

The Effect of Bank Monitoring on Loan Repayment

FRB of New York Staff Report No. 923
Number of pages: 63 Posted: 18 May 2020
Working Paper Series
Bank of Italy and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 11
20.

The Myth of the Lead Arranger’s Share

FRB of New York Staff Report No. 922
Number of pages: 39 Posted: 07 May 2020
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Leonard N. Stern School of Business and New York University - Leonard N. Stern School of Business
Downloads 32
21.

Pandemics Change Cities: Municipal Spending and Voter Extremism in Germany, 1918-1933

FRB of New York Staff Report No. 921
Number of pages: 34 Posted: 05 May 2020
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 82
22.

U.S. Economic Activity during the Early Weeks of the SARS-Cov-2 Outbreak

FRB of New York Staff Report No. 920, April 2020
Number of pages: 16 Posted: 14 Apr 2020
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and Harvard University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 19
23.

Uncertainty about Trade Policy Uncertainty

FRB of New York Staff Report No. 919
Number of pages: 15 Posted: 25 Mar 2020
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Economics and Federal Reserve Bank of New York
Downloads 13
24.

The Market Events of Mid-September 2019

FRB of New York Staff Report No. 918 (2020)
Number of pages: 30 Posted: 06 Mar 2020
Working Paper Series
Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York - Research and Statistics

Multiple version iconThere are 2 versions of this paper

Downloads 48
25.

The Overnight Drift

FRB of New York Staff Report No. 917, February 2020
Posted: 02 Mar 2020 Last Revised: 15 Jul 2020
Working Paper Series
Federal Reserve Bank of New York, Copenhagen Business School and Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 845
26.

The Global Financial Resource Curse

FRB of New York Staff Report No. 915
Number of pages: 40 Posted: 21 Feb 2020
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Economics, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and University of Vienna - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 300
27.

Forecasting Macroeconomic Risks

FRB of New York Staff Report No. 914
Number of pages: 33 Posted: 21 Feb 2020
Working Paper Series
MIT Sloan School of Management, International Monetary Fund, Federal Reserve Bank of New York and Centre for Economic Policy Research (CEPR)
Downloads 21
28.

Managing the Treasury Yield Curve in the 1940s

FRB of New York Staff Report No. 913
Number of pages: 35 Posted: 15 Feb 2020
Working Paper Series
Federal Reserve Bank of New York
Downloads 36
29.

Tuition, Debt, and Human Capital

FRB of New York Staff Report No. 912, February 2020, NYU Stern School of Business
Posted: 07 Feb 2020 Last Revised: 09 Jul 2020
Working Paper Series
Federal Reserve Bank of New York, Boston College - Department of Finance, New York University (NYU) - Department of Finance and University of Chicago Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 55
30.

Monetary Policy Implementation with an Ample Supply of Reserves

FRB of New York Staff Report No. 910, January 2020
Number of pages: 47 Posted: 24 Jan 2020
Working Paper Series
Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York - Research and Statistics, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Peter G. Peterson Institute for International Economics and Federal Reserve Bank of Chicago

Multiple version iconThere are 4 versions of this paper

Downloads 14
31.

Medicare and the Geography of Financial Health

FRB of New York Staff Report No. 911, January 2020
Number of pages: 91 Posted: 23 Jan 2020
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Yale University - School of Public Health
Downloads 43
32.

Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis

FRB of New York Staff Report No. 909, January 2020
Number of pages: 42 Posted: 23 Jan 2020 Last Revised: 26 Jun 2020
Working Paper Series
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 49
33.

Anatomy of Lifetime Earnings Inequality: Heterogeneity in Job Ladder Risk vs. Human Capital

FRB of New York Staff Report No. 908, December 2019
Number of pages: 71 Posted: 02 Jan 2020
Working Paper Series
Federal Reserve Bank of New York, University of Toronto and Government of the United States of America - Social Security Administration
Downloads 14
34.

Information Management in Times of Crisis

FRB of New York Staff Report No. 907, December 2019
Number of pages: 30 Posted: 27 Dec 2019
Working Paper Series
Government of the United States of America – Federal Deposit Insurance Corporation and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 24
35.

Federal Reserve Participation in Public Treasury Offerings

FRB of New York Staff Report No. 906
Number of pages: 23 Posted: 16 Dec 2019
Working Paper Series
Federal Reserve Bank of New York
Downloads 17
36.

Individual and Market-Level Effects of UI Policies: Evidence from Missouri

FRB of New York Staff Report No. 905
Number of pages: 40 Posted: 16 Dec 2019
Working Paper Series
Federal Reserve Bank of New York, IIES and Federal Reserve Banks - Federal Reserve Bank of New York

Multiple version iconThere are 3 versions of this paper

Downloads 6
37.

Firms’ Precautionary Savings and Employment during a Credit Crisis

FRB of New York Staff Report No. 904, November 2019
Number of pages: 45 Posted: 26 Nov 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 10
38.

Multimodality in Macro-Financial Dynamics

FRB of New York Staff Report No. 903, 2019
Number of pages: 50 Posted: 20 Nov 2019
Working Paper Series
International Monetary Fund, Federal Reserve Bank of New York and Centre for Economic Policy Research (CEPR)
Downloads 40
39.

Latent Heterogeneity in the Marginal Propensity to Consume

FRB of New York Staff Report No. 902, 2019
Number of pages: 88 Posted: 20 Nov 2019 Last Revised: 07 Aug 2020
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 16
40.

Endogenous Leverage and Default in the Laboratory

FRB of New York Staff Report No. 900, November 2019
Number of pages: 65 Posted: 11 Nov 2019
Working Paper Series
Federal Reserve Bank of New York, University of Virginia - Department of Economics and George Mason University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 15
41.

The Federal Funds Market over the 2007-09 Crisis

FRB of New York Staff Report No. 901, November 2019
Number of pages: 49 Posted: 11 Nov 2019 Last Revised: 26 Mar 2020
Working Paper Series
Federal Reserve Bank of New York
Downloads 17
42.

Optimal Policy for Macro-Financial Stability

FRB of New York Staff Report No. 899, October 2019
Number of pages: 26 Posted: 21 Oct 2019
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Economics, Uber Technologies, Inc., University of Missouri, Johns Hopkins University - Carey Business School and University of Virginia

Multiple version iconThere are 6 versions of this paper

Downloads 12
43.

Spatial Wage Gaps and Frictional Labor Markets

FRB of New York Staff Report No. 898, October 2019
Number of pages: 76 Posted: 11 Oct 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and Yale University
Downloads 29
44.

Do Monetary Policy Announcements Shift Household Expectations?

FRB of New York Staff Report No. 897, September 2019
Number of pages: 67 Posted: 09 Sep 2019 Last Revised: 22 Jan 2020
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Federal Reserve Banks - Federal Reserve Bank of Dallas

Multiple version iconThere are 2 versions of this paper

Downloads 36
45.

Firm-to-Firm Relationships and the Pass-Through of Shocks: Theory and Evidence

FRB of New York Staff Report No. 896
Number of pages: 90 Posted: 15 Aug 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 20
46.

Corporate Credit Provision

FRB of New York Staff Report No. 895, WBS Finance Group Research Paper
Number of pages: 53 Posted: 15 Aug 2019
Working Paper Series
Federal Reserve Bank of New York and Warwick Business School Finance Group
Downloads 3
47.

A Dynamic Theory of Collateral Quality and Long-Term Interventions

FRB of New York Staff Report No. 894, August 2019
Number of pages: 58 Posted: 07 Aug 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and University of Texas at Austin, McCombs School of Business
Downloads 15
48.

Online Estimation of DSGE Models

FRB of New York Staff Report No. 893, August 2019
Number of pages: 70 Posted: 06 Aug 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, 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 and University of Pennsylvania - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 16
49.

What Predicts U.S. Recessions?

FRB of New York Staff Report No. 691
Number of pages: 34 Posted: 22 Jul 2019
Working Paper Series
Northeastern University and Deutsche Bundesbank
Downloads 104
50.

Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets

FRB of New York Staff Report No. 892
Number of pages: 56 Posted: 21 Jul 2019 Last Revised: 07 Jul 2020
Working Paper Series
University of California, Santa Barbara (UCSB), Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York - Research and Statistics and Massachusetts Institute of Technology (MIT)
Downloads 50