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

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  • University of Chicago - Booth School of Business

SCHOLARLY PAPERS

10

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1,935

TOTAL CITATIONS
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93

Scholarly Papers (10)

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1.

Economic Determinants of the Nominal Treasury Yield Curve

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 635 (90,184)
Citation 42

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2.

Bank Capital Regulation with and Without State-Contingent Penalties

Downloads 319 (202,705)
Citation 8

Bank Capital Regulation with and Without State-Contingent Penalties

FRB of Chicago Working Paper No. WP-00-10
Posted: 15 Jul 2021
David A. Marshall and Edward Simpson Prescott
Federal Reserve Bank of Chicago and affiliation not provided to SSRN

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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 319 (201,047)
Citation 8

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3.

Bank Capital Standards for Market Risk: A Welfare Analysis

Downloads 235 (277,519)
Citation 5

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 235 (275,927)
Citation 5

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Bank Capital Standards for Market Risk: A Welfare Analysis

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

Downloads 158 (403,683)
Citation 11

State-Contingent Bank Regulation with Unobserved Action and Unobserved Characteristics

FRB of Chicago Working Paper No. WP-02-24
Posted: 15 Jul 2021
David A. Marshall and Edward Simpson Prescott
Federal Reserve Bank of Chicago and affiliation not provided to SSRN

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State-Contingent Bank Regulation with Unobserved Action and Unobserved Characteristics

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 158 (403,725)
Citation 11

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5.

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 126 (479,525)

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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

6.

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 114 (521,250)
Citation 1

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bank regulation, moral hazard, hidden information

7.

"Peso Problem" Explanations for Term Structure Anomalies

Downloads 110 (531,866)
Citation 16

"Peso Problem" Explanations for Term Structure Anomalies

NBER Working Paper No. w6147
Number of pages: 65 Posted: 01 Jul 2000 Last Revised: 26 Oct 2022
Geert Bekaert, Robert J. Hodrick and David A. Marshall
Columbia University - Columbia Business School, Finance, Columbia University - Columbia Business School, Finance and Federal Reserve Bank of Chicago
Downloads 110 (535,585)
Citation 16

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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 University - Columbia Business School, Finance, Columbia University - Columbia Business School, Finance and Federal Reserve Bank of Chicago

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8.

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 2023
Geert Bekaert, Robert J. Hodrick and David A. Marshall
Columbia University - Columbia Business School, Finance, Columbia University - Columbia Business School, Finance and Federal Reserve Bank of Chicago
Downloads 105 (550,462)
Citation 9

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9.

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

Downloads 69 (716,291)

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: 20 Feb 2022
Geert Bekaert, Robert J. Hodrick and David A. Marshall
Columbia University - Columbia Business School, Finance, Columbia University - Columbia Business School, Finance and Federal Reserve Bank of Chicago
Downloads 69 (728,328)

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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 University - Columbia Business School, Finance, Columbia University - Columbia Business School, Finance and Federal Reserve Bank of Chicago

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10.

The Permanent Income Hypothesis Revisited

NBER Working Paper No. w2209
Number of pages: 66 Posted: 11 Jan 2001 Last Revised: 17 Jul 2022
Lawrence J. Christiano, Martin Eichenbaum and David A. Marshall
Northwestern University, Northwestern University and Federal Reserve Bank of Chicago
Downloads 64 (739,476)
Citation 1

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