Emilio Osambela

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

7

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13

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Scholarly Papers (7)

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1.

The Shift from Active to Passive Investing: Potential Risks to Financial Stability?

Downloads 709 ( 34,384)

The Shift from Active to Passive Investing: Potential Risks to Financial Stability?

FRB Boston Risk and Policy Analysis Unit Paper No. RPA 18-4
Number of pages: 30 Posted: 24 Jan 2019 Last Revised: 21 Feb 2019
Kenechukwu Anadu, Mathias Kruttli, Patrick E. McCabe, Emilio Osambela and Chaehee Shin
Federal Reserve Banks - Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 272 (109,519)

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asset management, passive investing, index investing, indexing, mutual fund, exchange-traded fund, leveraged and inverse exchange-traded products, financial stability, systemic risk, market volatility, inclusion effects, daily rebalancing

The Shift From Active to Passive Investing: Potential Risks to Financial Stability?

RPA Working Paper, 18-04, 2018
Number of pages: 30 Posted: 28 Sep 2018
Kenechukwu Anadu, Mathias Kruttli, Patrick E. McCabe, Emilio Osambela and Chaehee Shin
Federal Reserve Banks - Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 265 (112,484)

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Asset Management, Passive Investing, Index Investing, Indexing, Mutual Fund, Exchange-Traded Fund, Leveraged and Inverse Exchange-Traded Products, Financial Stability, Systemic Risk, Market Volatility, Inclusion Effects

The Shift from Active to Passive Investing: Potential Risks to Financial Stability?

FEDS Working Paper No. 2018-060
Number of pages: 30 Posted: 04 Oct 2018 Last Revised: 21 Feb 2019
Kenechukwu Anadu, Mathias Kruttli, Patrick E. McCabe, Emilio Osambela and Chaehee Shin
Federal Reserve Banks - Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 172 (171,173)

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Asset management, Passive investing, Index investing, Indexing, Mutual fund, Exchange-traded fund, Leveraged and inverse exchange-traded products, Financial stability, Systemic risk, Market volatility, Inclusion effects, Daily rebalancing

2.

Differences of Opinion and International Equity Markets

Downloads 481 ( 57,092)

Differences of Opinion and International Equity Markets

Review of Financial Studies 30(3): 750–800, 2017, AFA 2011 Denver Meetings Paper
Number of pages: 70 Posted: 13 Mar 2010 Last Revised: 17 Apr 2017
Bernard Dumas, Karen K. Lewis and Emilio Osambela
INSEAD, University of Pennsylvania - Finance Department and Board of Governors of the Federal Reserve System
Downloads 366 (78,604)

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Heterogeneous beliefs, capital flows, home-equity preference, cross-listing, international CAPM, international finance

Differences of Opinion and International Equity Markets

INSEAD Working Paper No. 2016/24/FIN
Number of pages: 70 Posted: 01 Jul 2011 Last Revised: 12 Apr 2016
Bernard Dumas, Karen K. Lewis and Emilio Osambela
INSEAD, University of Pennsylvania - Finance Department and Board of Governors of the Federal Reserve System
Downloads 93 (275,334)

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Differences of Opinion and International Equity Markets

NBER Working Paper No. w16726
Number of pages: 71 Posted: 01 Feb 2011
Bernard Dumas, Karen K. Lewis and Emilio Osambela
INSEAD, University of Pennsylvania - Finance Department and Board of Governors of the Federal Reserve System
Downloads 22 (517,156)

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3.

Differences of Opinion, Endogenous Liquidity, and Asset Prices

Review of Financial Studies 28(7): 1914–1959, 2015
Number of pages: 57 Posted: 21 Oct 2010 Last Revised: 17 Aug 2016
Emilio Osambela
Board of Governors of the Federal Reserve System
Downloads 472 (58,484)

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Differences of opinion, Funding liquidity, Market liquidity, Default, Stock return volatility

4.

Disagreement, Speculation, and Aggregate Investment

Journal of Financial Economics 119(1): 210–225, 2016
Number of pages: 41 Posted: 02 Nov 2013 Last Revised: 18 Aug 2016
Steven D. Baker, Burton Hollifield and Emilio Osambela
University of Virginia - McIntire School of Commerce, Carnegie Mellon University - David A. Tepper School of Business and Board of Governors of the Federal Reserve System
Downloads 240 (125,179)

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speculation, aggregate investment, heterogeneous beliefs, disasters, recursive preferences

5.

Preventing Controversial Catastrophes

Downloads 84 (291,279)

Preventing Controversial Catastrophes

Review of Asset Pricing Studies, Forthcoming
Number of pages: 89 Posted: 19 Aug 2016 Last Revised: 04 Oct 2018
Steven D. Baker, Burton Hollifield and Emilio Osambela
University of Virginia - McIntire School of Commerce, Carnegie Mellon University - David A. Tepper School of Business and Board of Governors of the Federal Reserve System
Downloads 68 (332,670)

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Crowding out, Disagreement, Disaster Risk, Government policy, Wllingness to Pay

Preventing Controversial Catastrophes

FEDS Working Paper No. 2018-052
Number of pages: 90 Posted: 23 Jul 2018 Last Revised: 21 Feb 2019
Steven D. Baker, Burton Hollifield and Emilio Osambela
University of Virginia - McIntire School of Commerce, Carnegie Mellon University - David A. Tepper School of Business and Board of Governors of the Federal Reserve System
Downloads 16 (555,285)

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Crowding out, Disagreement, Disaster risk, Government policy, Willingness to pay

6.

Differences of Opinion and Foreign Exchange Markets

Number of pages: 44 Posted: 30 Dec 2010 Last Revised: 18 Aug 2016
Emilio Osambela
Board of Governors of the Federal Reserve System
Downloads 51 (378,183)

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Exchange rates, heterogeneous beliefs, speculation, uncovered interest rate parity, forward premium, risk sharing

7.

Asset Prices and Portfolios with Externalities

Number of pages: 48 Posted: 25 Mar 2019
Steven D. Baker, Burton Hollifield and Emilio Osambela
University of Virginia - McIntire School of Commerce, Carnegie Mellon University - David A. Tepper School of Business and Board of Governors of the Federal Reserve System
Downloads 26 (478,969)

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