Robert R. Bliss

affiliation not provided to SSRN

SCHOLARLY PAPERS

22

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SSRN CITATIONS
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Top 3,927

in Total Papers Citations

219

CROSSREF CITATIONS

122

Scholarly Papers (22)

1.

Derivatives Clearing and Settlement: A Comparison of Central Counterparties and Alternative Structures

Economic Perspectives, Vol. 30, No. 4, Fourth Quarter 2006
Number of pages: 8 Posted: 05 Dec 2006
Robert R. Bliss and Robert S. Steigerwald
affiliation not provided to SSRN and Federal Reserve Bank of Chicago
Downloads 3,479 (4,678)
Citation 13

Abstract:

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central counterparty, CCP, clearing and settlement, risk management, Central Banks and Their Policies, Information and Market Efficiency, Event Studies, Government Policy and Regulation, Regulated Industries and Administrative Law, Transactional Relation

2.

Derivatives and Systemic Risk: Netting, Collateral, and Closeout

Number of pages: 34 Posted: 28 May 2005
Robert R. Bliss and George G. Kaufman
affiliation not provided to SSRN and Loyola University Chicago
Downloads 1,735 (14,430)
Citation 23

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systemic risk, derivatives, close-out netting

3.

U.S. Corporate and Bank Insolvency Regimes: An Economic Comparison and Evaluation

FRB of Chicago Working Paper No. 2006-01
Number of pages: 42 Posted: 26 Jan 2006
Robert R. Bliss and George G. Kaufman
affiliation not provided to SSRN and Loyola University Chicago
Downloads 881 (39,052)
Citation 19

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Bankruptcy, bank insolvency, insolvency resolution

4.

The Elasticity of Interest Rate Volatility: Chan, Karolyi, Longstaff, and Sanders Revisited

Federal Reserve Bank of Atlanta WP 97-13a
Number of pages: 25 Posted: 02 Sep 1998
Robert R. Bliss and David C. Smith
affiliation not provided to SSRN and University of Virginia - McIntire School of Commerce
Downloads 880 (39,108)
Citation 4

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5.

Option-Implied Risk Aversion Estimates: Robustness and Patterns

EFA 2002 Berlin Meetings Presented Paper; EFMA 2002 London Meetings, FRB Chicago Working Paper No. 2001-15
Number of pages: 40 Posted: 27 Feb 2002
Robert R. Bliss and Nikolaos Panigirtzoglou
affiliation not provided to SSRN and Queen Mary, University of London
Downloads 850 (41,001)
Citation 113

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Risk aversion, implied probability density functions

6.

Netting, Financial Contracts, and Banks: The Economic Implications

Number of pages: 45 Posted: 24 Feb 2004
Federal Reserve Bank of Chicago - Research Department, affiliation not provided to SSRN, Widener University - Commonwealth Law School and Loyola University Chicago
Downloads 673 (55,924)
Citation 2

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7.

Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing

EFA 2001 Barcelona Meetings, FRB Chicago Working Paper No. 2000-03
Number of pages: 41 Posted: 06 Jul 2001
Robert R. Bliss and Mark J. Flannery
affiliation not provided to SSRN and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 670 (56,249)
Citation 49

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Testing the Stability of Implied Probability Density Functions

BOE Working Paper No. 114
Number of pages: 52 Posted: 22 Nov 2000
Robert R. Bliss and Nikolaos Panigirtzoglou
affiliation not provided to SSRN and Queen Mary, University of London
Downloads 636 (59,396)
Citation 12

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Testing the Stability of Implied Probability Density Functions

Federal Reserve Bank of Chicago Working Paper No. 99-21
Posted: 13 Mar 2000
Robert R. Bliss and Nikolaos Panigirtzoglou
affiliation not provided to SSRN and Queen Mary, University of London

Abstract:

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9.

A Comparison of U.S. Corporate and Bank Insolvency Resolution

Economic Perspectives, 2006, FRB of Chicago Working Paper
Number of pages: 13 Posted: 09 Jun 2006
Robert R. Bliss and George G. Kaufman
affiliation not provided to SSRN and Loyola University Chicago
Downloads 633 (60,551)

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Banks; Bankruptcy, Liquidation, Regulated Industries and Administrative Law

10.

Bankruptcy Law and Large Complex Financial Organizations: A Primer

Economic Perspectives, First Quarter, 2003
Number of pages: 11 Posted: 12 Mar 2003
Robert R. Bliss
affiliation not provided to SSRN
Downloads 570 (69,172)
Citation 13

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Bank Procyclicality, Credit Crunches, and Asymmetric Monetary Policy Effects: A Unifying Model

Number of pages: 25 Posted: 30 Mar 2003
Robert R. Bliss and George G. Kaufman
affiliation not provided to SSRN and Loyola University Chicago
Downloads 508 (78,977)
Citation 11

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Bank Procyclicality, Credit Crunches, and Asymmetric Monetary Policy Effects: A Unifying Model

Number of pages: 9 Posted: 27 Dec 2003
Robert R. Bliss and George G. Kaufman
affiliation not provided to SSRN and Loyola University Chicago
Downloads 42 (582,814)

Abstract:

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12.

Recovering Risk Aversion from Options

Federal Reserve Bank of Chicago, Working Paper No. 2001-15
Number of pages: 38 Posted: 27 Dec 2001
Robert R. Bliss and Nikolaos Panigirtzoglou
affiliation not provided to SSRN and Queen Mary, University of London
Downloads 441 (94,418)
Citation 4

Abstract:

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13.

Market Discipline in Regulation: Pre- and Post-Crisis

Forthcoming, Oxford Handbook of Banking 3e, 2019
Number of pages: 51 Posted: 24 Oct 2018
Mark J. Flannery and Robert R. Bliss
University of Florida - Department of Finance, Insurance and Real Estate and affiliation not provided to SSRN
Downloads 309 (140,302)
Citation 45

Abstract:

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market discipline, financial regulation, bank failure resolution, Dodd-Frank, Bank Recovery and Resolution Directive, Total Loss Absorbing Capacity

14.

The Stability of Interest Rate Processes

Working Paper Number 97-13
Number of pages: 23 Posted: 23 Feb 1998
Robert R. Bliss and David C. Smith
affiliation not provided to SSRN and University of Virginia - McIntire School of Commerce
Downloads 191 (223,489)
Citation 2

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15.

The Monotonicity of the Option-Value/Risk Relation: A Note

Number of pages: 11 Posted: 02 Apr 2001
Robert R. Bliss
affiliation not provided to SSRN
Downloads 182 (233,072)

Abstract:

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option pricing, risk, volatility, monotonicity

16.

The Pitfalls in Inferring Risk from Financial Market Data

FRB Chicago Working Paper No. 2000-24
Number of pages: 25 Posted: 26 Dec 2000
Robert R. Bliss
affiliation not provided to SSRN
Downloads 181 (234,199)

Abstract:

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17.

Derivatives Clearing, Central Counterparties and Novation: The Economic Implications

Number of pages: 52 Posted: 06 Mar 2021
Robert R. Bliss and Chryssa Papathanassiou
affiliation not provided to SSRN and European Central Bank (ECB)
Downloads 61 (486,559)
Citation 6

Abstract:

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derivatives, clearing, legal framework, economic implications

18.

Testing Term Structure Estimation Methods

FRB Atlanta Working Paper 96-12a
Posted: 08 Oct 2014
Robert R. Bliss
affiliation not provided to SSRN

Abstract:

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19.

Empirical Tests of Two-State-Variable Heath-Jarrow-Morton Models

Posted: 26 Oct 1999
Robert R. Bliss and Peter H. Ritchken
affiliation not provided to SSRN and Case Western Reserve University - Department of Banking & Finance

Abstract:

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20.

Empirical Tests of Two State-Variable HJM Models

WP 95-13
Posted: 28 Jun 1998
Robert R. Bliss and Peter H. Ritchken
affiliation not provided to SSRN and Case Western Reserve University - Department of Banking & Finance

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21.

The Implied Volatility of U.S. Interest Rates: Evidence from Callable U.S. Treasuries

WP 95-12
Posted: 21 Jun 1998
Robert R. Bliss and Ehud I. Ronn
affiliation not provided to SSRN and University of Texas at Austin - Department of Finance

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Callable U.S. Treasury Bonds: Optimal Calls, Anomalies, and Implied Volatilities

Working Paper 97-1
Posted: 09 Jul 1997
Robert R. Bliss and Ehud I. Ronn
affiliation not provided to SSRN and University of Texas at Austin - Department of Finance

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Callable U.S. Treasury Bonds: Optimal Calls, Anomalies, and Implied Volatilities

Posted: 21 May 1998
Ehud I. Ronn and Robert R. Bliss
University of Texas at Austin - Department of Finance and affiliation not provided to SSRN

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