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Viewing: 1 - 50 of 1,316 papers

1.

Understanding the Securitization of Subprime Mortgage Credit

Wharton Financial Institutions Center Working Paper No. 07-43, FRB of New York Staff Report, No. 318
Number of pages: 82 Posted: 14 Dec 2007 Last Revised: 11 Mar 2008
Working Paper Series
Federal Reserve Bank of New York and Oliver Wyman

Multiple version iconThere are 2 versions of this paper

Downloads 13,870
2.

The Corporate Governance of Banks

Economic Policy Review, Vol. 9, No. 1, April 2003
Number of pages: 17 Posted: 07 Sep 2005
Accepted Paper Series
Yale Law School and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 7,994
3.

Transparency, Financial Accounting Information, and Corporate Governance

Economic Policy Review, Vol. 9, No. 1, April 2003
Number of pages: 23 Posted: 07 Sep 2005
Accepted Paper Series
University of North Carolina Kenan-Flagler Business School and University of Chicago - Booth School of Business
Downloads 7,119
4.

Determinants and Impact of Sovereign Credit Ratings

Economic Policy Review, Vol. 2, No. 2, October 1996
Number of pages: 18 Posted: 11 Nov 2007
Working Paper Series
Moody's Investors Service and Bank for International Settlements (BIS)
Downloads 6,028
5.

Executive Equity Compensation and Incentives: A Survey

Economic Policy Review, Vol. 9, No. 1, April 2003
Number of pages: 24 Posted: 06 Sep 2005
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Pennsylvania - Accounting Department and Stanford University - Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 5,133
6.

Portfolio Credit Risk

Economic Policy Review, Vol. 4, No. 3, October 1998
Number of pages: 12 Posted: 11 Nov 2007
Working Paper Series
McKinsey & Co. Inc.
Downloads 3,848
7.

Corporate Governance and Banks: What Have We Learned from the Financial Crisis?

FRB of New York Staff Report No. 502
Number of pages: 44 Posted: 07 Jul 2011
Working Paper Series
Independent, University of Oxford - Said Business School and University of Oxford - Said Business School
Downloads 3,309
8.

An Empirical Analysis of Stock and Bond Market Liquidity

FRB NY Staff Report No. 164
Number of pages: 61 Posted: 01 Nov 2001
Working Paper Series
Emory University - Department of Finance, Federal Reserve Bank of New York and University of California, Los Angeles (UCLA) - Finance Area

Multiple version iconThere are 3 versions of this paper

Downloads 3,181
9.

The Consolidation of the Financial Services Industry: Causes, Consequences, and Implications for the Future

FRB of New York Staff Report No. 55
Number of pages: 69 Posted: 29 Nov 1998
Working Paper Series
University of South Carolina - Darla Moore School of Business, Boston College - Department of Finance and Data For Decisions LLC

Multiple version iconThere are 2 versions of this paper

Downloads 3,109
10.

Liquidity and Leverage

FRB of New York Staff Report No. 328
Number of pages: 39 Posted: 04 Jun 2008 Last Revised: 11 Nov 2010
Working Paper Series
International Monetary Fund and Bank for International Settlements
Downloads 3,047
11.

Evaluation of Value-at-Risk Models Using Historical Data

Economic Policy Review, Vol. 2, No. 1, April 1996
Number of pages: 32 Posted: 11 Nov 2007
Working Paper Series
Independent
Downloads 2,821
12.

The Shadow Banking System: Implications for Financial Regulation

FRB of New York Staff Report No. 382
Number of pages: 18 Posted: 30 Jul 2009
Working Paper Series
International Monetary Fund and Bank for International Settlements
Downloads 2,740
13.

Remarks on the Measurement, Valuation, and Reporting of Intangible Assets

Economic Policy Review, Vol. 9, No. 3, September 2003
Number of pages: 6 Posted: 25 Aug 2005
Accepted Paper Series
New York University - Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,734
14.

Liquidity, Monetary Policy, and Financial Cycles

Current Issues in Economics and Finance, Vol. 14, No. 1, January/February 2008
Number of pages: 7 Posted: 11 Feb 2008
Accepted Paper Series
International Monetary Fund and Bank for International Settlements
Downloads 2,683
15.

The Pre-FOMC Announcement Drift

Journal of Finance, Forthcoming, FRB of New York Staff Report No. 512
Number of pages: 62 Posted: 07 Sep 2011 Last Revised: 01 Aug 2013
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and Deutsche Bundesbank
Downloads 2,611
16.

A Survey of Blockholders and Corporate Control

Economic Policy Review, Vol. 9, No. 1, April 2003
Number of pages: 14 Posted: 07 Sep 2001
Accepted Paper Series
Boston College - Department of Finance
Downloads 2,551
17.

Boards of Directors as an Endogenously Determined Institution: A Survey of the Economic Literature

Economic Policy Review, Vol. 9, No. 1, April 2003
Number of pages: 20 Posted: 06 Sep 2005
Accepted Paper Series
University of California, Berkeley and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,509
18.

Executive Compensation and Risk Taking

FRB of New York Staff Report No. 456
Number of pages: 44 Posted: 07 Jul 2010 Last Revised: 14 Nov 2011
Working Paper Series
Columbia Business School - Department of Economics, Independent and University of Oxford - Said Business School
Downloads 2,477
19.

Money, Liquidity, and Monetary Policy

FRB of New York Staff Report No. 360
Number of pages: 14 Posted: 22 Jan 2009
Working Paper Series
International Monetary Fund and Bank for International Settlements
Downloads 2,439
20.

Is Corporate Governance Different for Bank Holding Companies?

Number of pages: 40 Posted: 01 May 2003
Working Paper Series
University of New South Wales, Department of Banking and Finance and Independent

Multiple version iconThere are 2 versions of this paper

Downloads 2,414
21.

CoVaR

FRB of New York Staff Report No. 348
Number of pages: 45 Posted: 19 Sep 2008 Last Revised: 17 Oct 2013
Working Paper Series
International Monetary Fund and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 2,314
22.

Are Recent College Graduates Finding Good Jobs?

Current Issues in Economics and Finance, Vol. 20, No. 1, 2014
Number of pages: 8 Posted: 13 Jan 2014
Accepted Paper Series
Federal Reserve Bank of New York, Federal Reserve Bank of New York - Research Group and Federal Reserve Bank of New York
Downloads 2,181
23.

Support for Resistance: Technical Analysis and Intraday Exchange Rates

Economic Policy Review, Vol. 6, No. 2, July 2000
Number of pages: 16 Posted: 07 Mar 2006
Accepted Paper Series
Brandeis University - International Business School
Downloads 2,134
24.

Capital Ratios as Predictors of Bank Failure

Economic Policy Review, Vol. 6, No. 2, July 2000
Number of pages: 20 Posted: 07 Mar 2006
Accepted Paper Series
Rensselaer Polytechnic Institute, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 1,989
25.

Do the Benefits of College Still Outweigh the Costs?

Current Issues in Economics and Finance, Vol. 20, No. 3, 2014
Number of pages: 12 Posted: 10 Aug 2014
Accepted Paper Series
Federal Reserve Bank of New York and Federal Reserve Bank of New York - Research Group
Downloads 1,980
26.

Financial Intermediaries, Financial Stability, and Monetary Policy

FRB of New York Staff Report No. 346
Number of pages: 39 Posted: 15 Sep 2008
Working Paper Series
International Monetary Fund and Bank for International Settlements
Downloads 1,964
27.

Option-Implied Probability Distributions and Currency Excess Returns

FRB of New York Staff Report No. 32
Number of pages: 61 Posted: 09 Nov 2006
Working Paper Series
The RiskMetrics Group
Downloads 1,963
28.

No Good Deals — No Bad Models

FRB of New York Staff Report No. 589, 26th Australasian Finance and Banking Conference 2013
Number of pages: 62 Posted: 22 Dec 2012 Last Revised: 17 Jul 2014
Working Paper Series
Federal Reserve Bank of New York, London Metropolitan University - Department of Economics, Finance and International Business (EFIB), University of Technology Sydney Business School and University of Warwick - Financial Options Research Centre (FORC)
Downloads 1,954
29.

Learning About Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM

Federal Reserve Bank of New York Staff Report No. 193
Number of pages: 48 Posted: 09 Apr 2003 Last Revised: 14 Oct 2008
Working Paper Series
International Monetary Fund and USI Lugano

Multiple version iconThere are 2 versions of this paper

Downloads 1,878
30.

Incentive Features in CEO Compensation in the Banking Industry

Economic Policy Review, Vol. 9, No. 1, April 2003
Number of pages: 13 Posted: 07 Sep 2005
Accepted Paper Series
New York University (NYU) - Department of Finance and University of Iowa - Department of Finance
Downloads 1,829
31.

The Role of Bank Advisors in Mergers and Acquisitions

FRB of New York Staff Report No. 143, NYU Stern Department of Finance Working Paper No. FIN-01-058
Number of pages: 50 Posted: 14 Dec 2001
Working Paper Series
City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of New York and New York University - Leonard N. Stern School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 1,821
32.

Liquidity in U.S. Fixed Income Markets: A Comparison of the Bid-Ask Spread in Corporate, Government and Municipal Bond Markets

FRB of New York Staff Report No. 73
Number of pages: 43 Posted: 04 Jun 1999
Working Paper Series
Purdue University and Federal Reserve Bank of New York
Downloads 1,756
33.

Shadow Banking

FRB of New York Staff Report No. 458
Number of pages: 81 Posted: 20 Jul 2010 Last Revised: 09 Aug 2014
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, International Monetary Fund, Federal Reserve Bank of New York and Bank of America Merrill Lynch

Multiple version iconThere are 3 versions of this paper

Downloads 1,715
34.

Sovereign Credit Ratings

Current Issues in Economics and Finance, Vol. 1, No. 3, June 1995
Number of pages: 6 Posted: 19 Jul 2007
Accepted Paper Series
Moody's Investors Service and Bank for International Settlements (BIS)
Downloads 1,663
35.

Borrower Risk and the Price and Nonprice Terms of Bank Loans

FRB of New York Staff Report No. 90
Number of pages: 37 Posted: 04 Jan 2000
Working Paper Series
Boston College - Department of Finance
Downloads 1,574
36.

Shadow Banking: A Review of the Literature

FRB of New York Staff Report No. 580
Number of pages: 38 Posted: 13 Nov 2012
Working Paper Series
International Monetary Fund and Federal Reserve Bank of New York
Downloads 1,502
37.

Estimating Probabilities of Default

FRB of New York Staff Report No. 190
Number of pages: 36 Posted: 28 Jul 2004
Working Paper Series
Harvard Business School and Oliver Wyman
Downloads 1,500
38.

Are Home Prices the Next Bubble?

Economic Policy Review, Vol. 10, No. 3, December 2004
Number of pages: 17 Posted: 13 Dec 2004
Accepted Paper Series
Federal Reserve Bank of New York - Research Department and Federal Reserve Bank of New York
Downloads 1,468
39.

Shadow Banking Regulation

FRB of New York Staff Report No. 559
Number of pages: 64 Posted: 20 Apr 2012
Working Paper Series
International Monetary Fund and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 1,408
40.

The Impact of Building Restrictions on Housing Affordability

Economic Policy Review, Vol. 9, No. 2, June 2003
Number of pages: 19 Posted: 25 Aug 2005
Accepted Paper Series
Harvard University - John F. Kennedy School of Government, Department of Economics and University of Pennsylvania - Real Estate Department
Downloads 1,367
41.

Barriers to Household Risk Management: Evidence from India

American Economic Journal: Applied Economics, 5(1), 104-35, Harvard Business School Finance Working Paper No. 09-116, FRB of New York Staff Report No. 373
Number of pages: 55 Posted: 09 Apr 2009 Last Revised: 22 Jan 2013
Accepted Paper Series
Harvard Business School, World Bank - Development Research Group (DECRG), Alfred Lerner College of Business and Economics, University of Delaware, Massachusetts Institute of Technology (MIT), International Monetary Fund (IMF) and Federal Reserve Bank of New York

Multiple version iconThere are 3 versions of this paper

Downloads 1,335
42.

The Yield Curve as a Predictor of U.S. Recessions

Current Issues in Economics and Finance, Vol. 2, No. 7, June 1996
Number of pages: 6 Posted: 21 Jul 2007
Working Paper Series
Rensselaer Polytechnic Institute and Columbia Business School - Finance and Economics
Downloads 1,280
43.

What Moves the Bond Market?

Economic Policy Review, Vol. 3, No. 4, December 1997
Number of pages: 20 Posted: 24 Sep 2007
Accepted Paper Series
Federal Reserve Bank of New York and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,228
44.

The Role of Information and Financial Reporting in Corporate Governance: A Review of the Evidence and the Implications for Banking Firms and the Financial Services Industry

Economic Policy Review, Forthcoming
Number of pages: 52 Posted: 02 Jun 2015
Accepted Paper Series
University of Pennsylvania - Accounting Department, University of Pennsylvania - Accounting Department, Independent and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,227
45.

Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies

FRB of New York Staff Report No. 111
Number of pages: 52 Posted: 10 Dec 2000
Working Paper Series
Federal Reserve Bank of New York - Research Department
Downloads 1,221
46.

Methods for Evaluating Value-at-Risk Estimates

Economic Policy Review, Vol. 4, No. 3, October 1998
Number of pages: 6 Posted: 16 Nov 2007
Working Paper Series
Federal Reserve Bank of San Francisco
Downloads 1,204
47.

Large-Scale Asset Purchases by the Federal Reserve: Did They Work?

FRB of New York Staff Report No. 441
Number of pages: 43 Posted: 24 Mar 2010
Working Paper Series
Peterson Institute, affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of New York and Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Downloads 1,179
48.

Financial Intermediaries and Monetary Economics

FRB of New York Staff Report No. 398
Number of pages: 75 Posted: 20 Oct 2009 Last Revised: 10 Nov 2010
Working Paper Series
International Monetary Fund and Bank for International Settlements
Downloads 1,157
49.

MBS Ratings and the Mortgage Credit Boom

FRB of New York Staff Report No. 449, European Banking Center Discussion Paper No. 2010-24S, CentER Discussion Paper Series No. 2010-89S
Number of pages: 59 Posted: 25 May 2010 Last Revised: 29 Aug 2010
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 1,150
50.

The Challenges of Risk Management in Diversified Financial Companies

Economic Policy Review, Vol. 7, No. 1, March 2001
Number of pages: 17 Posted: 10 Nov 2005
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York - Banking Studies Department
Downloads 1,125