Justin Vitanza

Board of Governors of the Federal Reserve System

Research Assistant

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

2

DOWNLOADS

183

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Non-Random Walk Revisited: Short- and Long-Term Memory in Asset Prices

Number of pages: 51 Posted: 08 Dec 2008
Paul Eitelman and Justin Vitanza
Federal Reserve Board and Board of Governors of the Federal Reserve System
Downloads 146 (253,791)

Abstract:

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random walk, long-range dependence, equities, commodities, exchange rates

2.

The Puzzling Peso

Number of pages: 47 Posted: 26 Sep 2009
Carlos Oscar Arteta, Steven B. Kamin and Justin Vitanza
Board of Governors of the Federal Reserve - Division of International Finance (IFDP), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 37 (545,760)

Abstract:

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Mexico, peso, dollar, exchange rates, interest rate differentials, inflation, output gap, output growth differentials

Other Papers (1)

Total Downloads: 4
1.

Nonlinear Loan Loss Provisioning

Number of pages: 48 Posted: 01 Aug 2018
Sudipta Basu, Justin Vitanza and Wei Wang
Temple University - Department of Accounting, Board of Governors of the Federal Reserve System and Temple University - Department of Accounting
Downloads 4

Abstract:

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loan collectibility, loan duration, conditional conservatism