David A. Marshall

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604-1413

United States

University of Chicago - Booth School of Business

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

10

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CITATIONS
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294

Scholarly Papers (10)

1.

Economic Determinants of the Nominal Treasury Yield Curve

FRB of Chicago Working Paper No. 2001-16
Number of pages: 44 Posted: 27 Dec 2001
Charles L. Evans and David A. Marshall
Federal Reserve Bank of Chicago - Research Department and Federal Reserve Bank of Chicago
Downloads 521 (51,278)
Citation 44

Abstract:

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2.

Bank Capital Regulation with and Without State-Contingent Penalties

FRB Chicago Working Paper No. 2000-10
Number of pages: 51 Posted: 08 Nov 2000
David A. Marshall and Edward S. Prescott
Federal Reserve Bank of Chicago and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 276 (107,670)
Citation 16

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Bank Capital Standards for Market Risk: A Welfare Analysis

FRB Chicago Working Paper No. 1997-09
Number of pages: 34 Posted: 28 May 1999
David A. Marshall and Subu Venkataraman
Federal Reserve Bank of Chicago and Morgan Stanley
Downloads 199 (148,827)
Citation 12

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Bank Capital Standards for Market Risk: A Welfare Analysis

European Finance Review, Vol. 2, No. 2, 1998
Posted: 21 May 1999
David A. Marshall and Subu Venkataraman
Federal Reserve Bank of Chicago and Morgan Stanley

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4.

State-Contingent Bank Regulation with Unobserved Action and Unobserved Characteristics

FRB of Chicago Working Paper No. 2002-24
Number of pages: 64 Posted: 27 Mar 2003
David A. Marshall and Edward S. Prescott
Federal Reserve Bank of Chicago and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 73 (314,678)
Citation 3

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5.

On Biases in Tests of the Expecations Hypothesis of the Term Structure of Interest Rates

NBER Working Paper No. t0191
Number of pages: 41 Posted: 20 Jul 2000 Last Revised: 12 Jul 2010
Geert Bekaert, Robert J. Hodrick and David A. Marshall
Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and Federal Reserve Bank of Chicago
Downloads 59 (351,559)
Citation 90

Abstract:

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6.

The Role of Time-Critical Liquidity in Financial Markets

Economic Perspectives, Vol. 37, No. 2, 2013
Number of pages: 17 Posted: 29 Jan 2014
David A. Marshall and Robert S. Steigerwald
Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 36 (430,704)

Abstract:

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Liquidity, Clearing and Settlement Systems, Payment Systems, Financial Contracts, Financial Markets, Risk Management, Settlement Risk, Delivery versus Payment, Real-Time Gross Settlement, Payment versus Payment, Foreign Exchange, Securities, Derivatives, Central Counterparties, Collateral

7.

The Permanent Income Hypothesis Revisited

NBER Working Paper No. w2209
Number of pages: 66 Posted: 11 Jan 2001 Last Revised: 17 Jul 2010
Lawrence J. Christiano, Martin Eichenbaum and David A. Marshall
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago
Downloads 36 (430,704)
Citation 20

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The Implications of First-Order Risk Aversion for Asset Market Risk Premiums

NBER Working Paper No. w4624
Number of pages: 50 Posted: 19 Dec 2000 Last Revised: 24 Aug 2010
Geert Bekaert, Robert J. Hodrick and David A. Marshall
Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and Federal Reserve Bank of Chicago
Downloads 33 (453,787)
Citation 36

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The Implications of First-Order Risk Aversion for Asset Market Risk Premiums

Posted: 15 Sep 1999
Geert Bekaert, Robert J. Hodrick and David A. Marshall
Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and Federal Reserve Bank of Chicago

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"Peso Problem" Explanations for Term Structure Anomalies

NBER Working Paper No. w6147
Number of pages: 65 Posted: 01 Jul 2000
Geert Bekaert, Robert J. Hodrick and David A. Marshall
Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and Federal Reserve Bank of Chicago
Downloads 25 (496,208)
Citation 66

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'Peso Problem' Explanations for Term Structure Anomalies

Research Paper No. 1445, FRB Chicago Working Paper No. 1997-07
Posted: 10 Aug 1998
Geert Bekaert, Robert J. Hodrick and David A. Marshall
Columbia Business School - Finance and Economics, Columbia Business School - Finance and Economics and Federal Reserve Bank of Chicago

Abstract:

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10.

State-Contingent Bank Regulation with Unobserved Actions and Unobserved Characteristics

FRB Richmond Working Paper No. 04-02
Number of pages: 36 Posted: 04 Dec 2012
David A. Marshall and Edward S. Prescott
Federal Reserve Bank of Chicago and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 14 (543,865)
Citation 4

Abstract:

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bank regulation, moral hazard, hidden information