Benjamin Remy Chabot

Federal Reserve Bank of Chicago

Financial Economist

230 South LaSalle Street

Chicago, IL 60604

United States

  • Federal Reserve Bank of Chicago

SCHOLARLY PAPERS

16

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6,079

SSRN CITATIONS
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Top 17,319

in Total Papers Citations

36

CROSSREF CITATIONS

26

Scholarly Papers (16)

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1.

Momentum Trading, Return Chasing and Predictable Crashes

Downloads 1,722 (15,554)
Citation 3

Momentum Trading, Return Chasing and Predictable Crashes

Number of pages: 44 Posted: 01 Nov 2014 Last Revised: 03 Dec 2014
Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management
Downloads 1,460 (19,559)
Citation 2

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momentum, crashes, return chasing

Momentum Trading, Return Chasing and Predictable Crashes

FRB of Chicago Working Paper No. 2014-27
Number of pages: 57 Posted: 19 Dec 2014
Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management
Downloads 215 (214,604)
Citation 1

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momentum, crash risk, asset pricing

Momentum Trading, Return Chasing, and Predictable Crashes

NBER Working Paper No. w20660
Number of pages: 45 Posted: 08 Dec 2014 Last Revised: 15 Dec 2022
Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management
Downloads 46 (606,487)

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Momentum Trading, Return Chasing, and Predictable Crashes

CEPR Discussion Paper No. DP10234
Number of pages: 44 Posted: 10 Nov 2014
Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management
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Limits-to-arbitrage, Momentum

2.

Santa Anna and His Black Eagle: The Origins of Pari Passu?

Number of pages: 37 Posted: 20 Feb 2014 Last Revised: 25 Dec 2014
Benjamin Remy Chabot and Mitu Gulati
Federal Reserve Bank of Chicago and University of Virginia School of Law
Downloads 955 (37,041)
Citation 6

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sovereign debt, pari passu

3.

Momentum Cycles and Limits to Arbitrage - Evidence from Victorian England and Post-Depression US Stock Markets

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Momentum Cycles and Limits to Arbitrage - Evidence from Victorian England and Post-Depression US Stock Markets

Number of pages: 66 Posted: 12 Dec 2009 Last Revised: 22 Feb 2014
Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management
Downloads 395 (113,070)

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Limit to arbitrage, Momentum

Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression Us Stock Markets

NBER Working Paper No. w15591
Number of pages: 66 Posted: 22 Dec 2009 Last Revised: 08 Aug 2022
Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management
Downloads 57 (550,158)

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4.

Mavericks, Moderates, or Drifters? Supreme Court Voting Alignments, 1838-2009

Missouri Law Review, Vol. 76, p. 999, 2011
Number of pages: 46 Posted: 27 Mar 2011 Last Revised: 28 Feb 2012
Christine Kexel Chabot and Benjamin Remy Chabot
Loyola University Chicago School of Law and Federal Reserve Bank of Chicago
Downloads 422 (105,699)

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Empirical, Supreme Court, Appointments, Divided Government, Federal Courts

5.

Bank Panics, Government Guarantees, and the Long-Run Size of the Financial Sector: Evidence from Free-Banking America

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 47 Posted: 09 Aug 2012 Last Revised: 18 Feb 2014
Benjamin Remy Chabot and Charles C. Moul
Federal Reserve Bank of Chicago and Miami University of Ohio - Department of Economics
Downloads 392 (115,076)
Citation 1

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banking panics, government guarantees, leverage cycles, endogenous market structure, economic history

6.

That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907

Yale Economics Department Working Paper No. 64, Yale University Economic Growth Center Discussion Paper No. 972
Number of pages: 35 Posted: 15 Jun 2009
Benjamin Remy Chabot and Christopher Johann Kurz
Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 379 (119,520)
Citation 10

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capital markets, home bias, history, Victorian overseas investment

7.

Back to the Future: Backtesting Systemic Risk Measures During Historical Bank Runs and the Great Depression

Downloads 311 (148,235)
Citation 10

Back to the Future: Backtesting Systemic Risk Measures During Historical Bank Runs and the Great Depression

Number of pages: 73 Posted: 14 Jun 2017 Last Revised: 25 May 2018
Christian T. Brownlees, Benjamin Remy Chabot, Eric Ghysels and Christopher Johann Kurz
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Board of Governors of the Federal Reserve System
Downloads 311 (147,290)
Citation 6

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Systemic Risk, Financial Crises, Risk Measures

Back to the Future: Backtesting Systemic Risk Measures During Historical Bank Runs and the Great Depression

CEPR Discussion Paper No. DP12178
Number of pages: 65 Posted: 04 Aug 2017
Christian T. Brownlees, Benjamin Remy Chabot, Eric Ghysels and Christopher Johann Kurz
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Board of Governors of the Federal Reserve System
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Financial crises, Risk Measures, systemic risk

8.

Don't Cry for Argentina (or Other Sovereign Borrowers): Lessons from a Previous Era of Sovereign Debt Contract Enforcement

Number of pages: 37 Posted: 07 Jul 2016 Last Revised: 20 Jul 2016
Benjamin Remy Chabot and Veronica Santarosa
Federal Reserve Bank of Chicago and University of Michigan Law School
Downloads 306 (150,774)
Citation 1

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Sovereign Debt, Pari Passu

9.

Did Adhering to the Gold Standard Reduce the Cost of Capital?

FRB of Chicago Working Paper No. 2010-13
Number of pages: 44 Posted: 25 Nov 2010 Last Revised: 05 Dec 2010
Benjamin Remy Chabot and Ron Alquist
Federal Reserve Bank of Chicago and Financial Stability Oversight Council, U.S. Treasury
Downloads 274 (169,076)
Citation 1

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Gold Standard, Sovereign Borrowing Costs, Country Risk Premium

10.

Price Momentum in Stocks: Insights from Victorian Age Data

NBER Working Paper No. w14500
Number of pages: 50 Posted: 25 Nov 2008 Last Revised: 15 Aug 2022
Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management
Downloads 235 (196,839)
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11.

Backtesting Systemic Risk Measures During Historical Bank Runs

FRB of Chicago Working Paper No. WP-2015-9
Number of pages: 36 Posted: 11 Dec 2015
Christian T. Brownlees, Benjamin Remy Chabot, Eric Ghysels and Christopher Johann Kurz
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Board of Governors of the Federal Reserve System
Downloads 176 (256,198)

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Financial crisis, Systemic risk, Stress testing, credit risk, High-frequency data

12.

The Cost of Banking Panics in an Age before 'Too Big to Fail'

FRB of Chicago Working Paper No. 2011-15
Number of pages: 36 Posted: 08 Dec 2011
Benjamin Remy Chabot
Federal Reserve Bank of Chicago
Downloads 162 (274,983)
Citation 5

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Bank panics, asset pricing, Financial Crises, Asset Pricing, Trading volume, Bond Interest Rates, Economic History, Financial Markets and Institutions, General, International, or Comparative

13.

Institutions, the Cost of Capital, and Long-Run Economic Growth: Evidence from the 19th Century Capital Market

FRB of Chicago Working Paper No. 2012-17
Number of pages: 36 Posted: 17 Dec 2012
Ron Alquist and Benjamin Remy Chabot
Financial Stability Oversight Council, U.S. Treasury and Federal Reserve Bank of Chicago
Downloads 128 (331,617)

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cost of capital, institutions, financial integration, economic growth

14.

The Price of Property Rights: Institutions, Finance, and Economic Growth

Journal of International Economics, Forthcoming
Number of pages: 83 Posted: 07 Oct 2020 Last Revised: 24 Jun 2022
Ron Alquist, Benjamin Remy Chabot and Ram Yamarthy
Financial Stability Oversight Council, U.S. Treasury, Federal Reserve Bank of Chicago and Office of Financial Research, US Department of the Treasury
Downloads 77 (463,323)

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Institutions, property rights, cost of capital, economic growth, financial development

15.

A History of Large-Scale Asset Purchases Before the Federal Reserve

Economic Perspectives, Vol. XXXVII, No. 4, 2014
Number of pages: 13 Posted: 09 May 2014
Benjamin Remy Chabot and Gabriel Herman
Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 53 (559,554)

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LSAP, quantitative easing, preferred habitat, yield curve, history of unconventional monetary policy, U.S., Canada: Pre-1913

16.

The Federal Reserve's Evolving Monetary Policy Implementation Framework: 1914-1923

FRB of Chicago Working Paper No. WP-2017-1
Number of pages: 28 Posted: 19 Jan 2017
Benjamin Remy Chabot
Federal Reserve Bank of Chicago
Downloads 35 (663,118)

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Monetary policy implementation, standing facilities, open market operations